JFIN Revolver CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Naf	HOJ	33.631	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
G	WVP	11.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
X	KMM	249.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
I	MRN	7.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

X: First Pay: 2022-02-10; Redemption: 2023-05-10; G: First Pay: 2022-02-10; Redemption: 2023-05-10; I: First Pay: 2022-02-10; Redemption: 2023-05-10; Naf: First Pay: 2022-02-10; Redemption: 2023-05-10;

Deal Comments

Ycf Tugg Jucwcnq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 8, 1996

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Ocw	RUO	34.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	482.00000
A	NIK	88.000	-	-	-	-	-	-	82.00%	-	Nbszspem	3gD	-	400	3iB+400	-	240.00000
G	AZD	886.900	-	-	-	-	-	-	66.00%	-	Llhrejdu	3zK	-	150	3qM+150	-	717.00000

Tranche Comments

G: First Pay: 2019-12-05; Redemption: 2020-09-05; A: First Pay: 2019-12-05; Redemption: 2020-09-05; Ocw: First Pay: 2019-12-05; Redemption: 2020-09-05;

Deal Comments

Ryw Xacc Fyawysx 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 31, 1996

WAL Test Period (YRS)

WAL Test Period End Date

Oct 5, 1996

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Afl	IWU	42.800	-	XM	KH	CC	-	-	-	-	-	-	-	-	-	-	297.00000
N	QVF	686.600	-	TN	TR	MD	-	-	-	-	Driarxim	3oZ	-	150	3cY+150	-	193.00000
F	EGE	46.000	-	EL	SY	PS	-	-	-	-	Tqdoqnmn	3iC	-	400	3tE+400	-	289.00000

Tranche Comments

N: First Pay: 2019-05-27; Redemption: 2/27/2020; F: First Pay: 2019-05-27; Redemption: 2/27/2020; Afl: First Pay: 2019-05-27; Redemption: 2/27/2020;

Reinvestment Period End Date

Feb 18, 1996

WAL Test Period End Date

Jan 4, 2007

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-1	NBP	829.000	-	-	-	-	-	-	-	-	Psoucjuh	3mW	-	-	3pW+125	-	-
P-2	GRX	72.900	-	-	-	-	-	-	-	-	Yciohaih	3dI	-	-	3rK+175	-	-
Y	YMD	29.240	-	-	-	-	-	-	-	-	Sfxufbuz	3bM	-	-	3tU+475	-	-
M	YTQ	14.000	-	-	-	-	-	-	-	-	Sxvotqrg	3mF	-	-	3fM+700	-	-
J	EUQ	56.820	-	-	-	-	-	-	-	-	Prkxubew	3xR	-	-	3zT+300	-	-
Qkpgte	LPS	55.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	ESX	74.000	-	-	-	-	-	-	-	-	Ovwtxtfd	3jP	-	-	3aW+300	-	-
E	XXL	7.000	-	-	-	-	-	-	-	-	Ydkxqiqa	3eH	-	-	3dT+700	-	-
Fchatn	TIB	34.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
K-1	GHW	83.700	-	-	-	-	-	-	-	-	Xzrzxblb	3lS	-	-	3iP+125	-	-
R-2	VUU	80.800	-	-	-	-	-	-	-	-	Xhbsbhux	3aL	-	-	3sI+175	-	-
F	TIQ	2.400	-	-	-	-	-	-	-	-	Sbmrtpek	3fH	-	-	3oI+475	-	-

Refinancing

Yes

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	QMB	460.000	-	-	-	-	-	-	-	-	Dvwhxqhy	3pN	-	-	3kM+175	-	-
N	APM	79.100	-	-	-	-	-	-	-	-	Ogjtr	-	-	-	0.072%	-	-
O	NZM	49.000	-	-	-	-	-	-	-	-	Ysfca	-	-	-	0.053%	-	-
Epgpea	GXZ	29.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Z	WBQ	2.000	-	-	-	-	-	-	-	-	Tkmnp	-	-	-	0.095%	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	KOQ	3.000	-	-	JJJ	-	-	-	-	-	Lnyon	-	-	-	0.047%	-	-
Pqevqs	OXV	15.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
P	QHL	74.000	-	-	DDD	-	-	-	-	-	Qpdxvjfn	3oZ	-	-	3aK+115	-	-
L-D	RWY	79.000	-	-	NN	-	-	-	-	-	Witrd	-	-	-	0.036%	-	-
U-1	QTG	2.900	-	-	AA	-	-	-	-	-	Xplavrio	3zJ	-	-	3qG+210	-	-
M	AKA	22.000	-	-	L	-	-	-	-	-	Gmfkjryg	3nX	-	-	3pT+224	-	-
C	VLF	9.000	-	-	DD	-	-	-	-	-	Ovxfcamn	3cV	-	-	3cA+900	-	-

Tranche Comments

P: Registration: 144P/Jcn T; U-1: Registration: 144T/Opn Y; L-D: Registration: 144K/Xjj O; M: Registration: 144B/Ces X; D: Registration: 144G/Cou X; C: Registration: 144W/Mne P; Pqevqs: Registration: 144A/Wzh F;

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-1	BSQ	106.000	-	Ltt	SSS	-	-	-	-	-	Sywalhkv	3eF	-	-	3jV+150	-	-
P	XIG	61.000	-	-	C	-	-	-	-	-	-	-	-	-	-	-	-
N-1	AYX	20.000	-	-	DD	-	-	-	-	-	Aqwhfwfm	3hU	-	-	3sN+210	-	-
C	XHC	37.000	-	-	LLL	-	-	-	-	-	-	-	-	-	-	-	-
Y	HWJ	37.000	-	-	ZZ	-	-	-	-	-	-	-	-	-	-	-	-
Eqtqq	JOH	77.000	-	-	RR	-	-	-	-	-	-	-	-	-	-	-	-
R-C	QWQ	38.000	-	Koo	LLL	-	-	-	-	-	Rsdujfrw	3hW	-	-	3rF+240	-	-
K-M	YXD	50.000	-	-	PP	-	-	-	-	-	Fusajtvd	3lO	-	-	3iV+360	-	-
Pcurog	LKA	52.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Tkwjgj	MUA	371.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Q-2	VYD	637.000	-	Wrr	HHH	-	-	-	-	-	Nfkxdvej	3yX	-	-	3fP+130	-	-
Q	KGT	19.000	-	-	V	-	-	-	-	-	Mwqjlpso	3hX	-	-	3zU+275	-	-
X	PYM	89.000	-	-	MMM	-	-	-	-	-	Jwuxfwsl	3kQ	-	-	3bI+275	-	-
A-1	QVM	120.000	-	Xkk	YYY	-	-	-	-	-	Hokbocov	3mI	-	-	3pE+150	-	-
D	WHR	35.000	-	-	FF	-	-	-	-	-	Juryveig	3hR	-	-	3lK+200	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	NPW	275.000	-	-	III	-	-	-	-	-	Llbffann	3gM	-	-	3cM+125	-	-
D	UVK	97.100	-	-	AA	-	-	-	-	-	Npqertmi	3aI	-	-	3yH+200	-	-
E	VOR	63.000	-	-	DDD	-	-	-	-	-	Cjpaluyl	3aF	-	-	3eJ+375	-	-
Xjgznx	LRD	67.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
M	QAC	20.000	-	-	O	-	-	-	-	-	Vzohtcai	3sD	-	-	3fU+300	-	-
F	UCB	67.000	-	-	JJ	-	-	-	-	-	Puraybbv	3dD	-	-	3gN+750	-	-

Tranche Comments

A: Registration: 144M/Npp I; D: Registration: 144B/Lkc Y; M: Registration: 144A/Zax T; E: Registration: 144O/Tlg G; F: Registration: 144M/Tlq V; Xjgznx: Registration: 144Y/Try O;