JFIN Revolver CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Zhv	XCW	28.799	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
J	FZC	271.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
J	AMX	48.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
H	LTV	1.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

J: First Pay: 2022-02-10; Redemption: 2023-05-10; J: First Pay: 2022-02-10; Redemption: 2023-05-10; H: First Pay: 2022-02-10; Redemption: 2023-05-10; Zhv: First Pay: 2022-02-10; Redemption: 2023-05-10;

Deal Comments

Xhm Ozkk Hhlvhjc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 14, 2013

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Itq	RPL	13.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	171.00000
A	WNI	14.000	-	-	-	-	-	-	77.00%	-	Nfekkcaw	3bS	-	400	3nN+400	-	620.00000
B	BXR	611.500	-	-	-	-	-	-	10.00%	-	Wyfmtvyg	3wQ	-	150	3hG+150	-	864.00000

Tranche Comments

B: First Pay: 2019-12-05; Redemption: 2020-09-05; A: First Pay: 2019-12-05; Redemption: 2020-09-05; Itq: First Pay: 2019-12-05; Redemption: 2020-09-05;

Deal Comments

Wbc Ojnn Satbbbu 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 13, 1994

Refinancing

Yes

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Mar 5, 2007

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	KCX	93.000	-	AG	JQ	OZ	-	-	-	-	Qzkzhxrn	3rA	-	400	3bN+400	-	258.00000
Xtn	VSE	39.200	-	TN	OM	FI	-	-	-	-	-	-	-	-	-	-	484.00000
Q	VCF	118.400	-	VF	TD	FD	-	-	-	-	Ofpddfca	3oX	-	150	3lQ+150	-	558.00000

Tranche Comments

Q: First Pay: 2019-05-27; Redemption: 2/27/2020; L: First Pay: 2019-05-27; Redemption: 2/27/2020; Xtn: First Pay: 2019-05-27; Redemption: 2/27/2020;

Reinvestment Period End Date

Jan 13, 2004

Refinancing

Yes

WAL Test Period End Date

Nov 29, 2011

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	FIF	33.560	-	-	-	-	-	-	-	-	Oqrwprdf	3bU	-	-	3oP+300	-	-
P	TKM	44.000	-	-	-	-	-	-	-	-	Jcbcrmjj	3hM	-	-	3sT+700	-	-
U-1	WFM	898.000	-	-	-	-	-	-	-	-	Vurmypcu	3aZ	-	-	3lE+125	-	-
Xrlvzu	BJB	37.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
F-2	WNP	22.900	-	-	-	-	-	-	-	-	Tmpzrxfc	3cG	-	-	3fH+175	-	-
G	ACQ	91.920	-	-	-	-	-	-	-	-	Eedmqkpk	3qU	-	-	3fF+475	-	-

Reset

Yes

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	VZP	6.300	-	-	-	-	-	-	-	-	Yxezsyew	3wO	-	-	3wP+475	-	-
G	HUT	60.000	-	-	-	-	-	-	-	-	Ebpkamqn	3iZ	-	-	3uK+300	-	-
Slvrnf	OEQ	69.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
I-1	UYY	94.400	-	-	-	-	-	-	-	-	Rmkvtjxh	3vJ	-	-	3mK+125	-	-
V-2	IIC	13.400	-	-	-	-	-	-	-	-	Pkxsdxpe	3cL	-	-	3iK+175	-	-
B	NJG	4.000	-	-	-	-	-	-	-	-	Qvzwazjl	3zD	-	-	3xQ+700	-	-

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
A	KYH	325.000	-	-	-	-	-	-	-	-	Cvevyefm	3tX	-	-	3uA+175	-	-
P	KBG	32.000	-	-	-	-	-	-	-	-	Lroel	-	-	-	0.053%	-	-
Trqhuk	PLL	96.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
B	QKQ	4.000	-	-	-	-	-	-	-	-	Ffble	-	-	-	0.095%	-	-
T	EIU	98.670	-	-	-	-	-	-	-	-	Bybqm	-	-	-	0.072%	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	PPJ	9.000	-	-	OO	-	-	-	-	-	Xswsmyuy	3iD	-	-	3fE+900	-	-
B	KLW	29.000	-	-	M	-	-	-	-	-	Akxuadng	3eG	-	-	3hQ+224	-	-
W-1	LQN	4.100	-	-	BB	-	-	-	-	-	Xqekjars	3kL	-	-	3vB+210	-	-
Lczjcc	YWK	44.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
N-V	TQF	20.000	-	-	EE	-	-	-	-	-	Poowq	-	-	-	0.036%	-	-
I	ZEQ	8.000	-	-	RRR	-	-	-	-	-	Ougai	-	-	-	0.047%	-	-
O	YPC	25.000	-	-	FFF	-	-	-	-	-	Ybvylddr	3gJ	-	-	3sI+115	-	-

Tranche Comments

O: Registration: 144T/Lto E; W-1: Registration: 144B/Rud U; N-V: Registration: 144E/Jzu R; B: Registration: 144C/Jfg O; I: Registration: 144E/Ffu R; I: Registration: 144W/Khi K; Lczjcc: Registration: 144V/Qtg O;

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-1	GTA	120.000	-	Hdd	XXX	-	-	-	-	-	Ezheujew	3uK	-	-	3oJ+150	-	-
E-1	JGW	68.000	-	-	CC	-	-	-	-	-	Iskmfpdj	3cH	-	-	3uB+210	-	-
Raiza	ATC	44.000	-	-	AA	-	-	-	-	-	-	-	-	-	-	-	-
E	CJH	16.000	-	-	G	-	-	-	-	-	-	-	-	-	-	-	-
N	BJW	72.000	-	-	WW	-	-	-	-	-	-	-	-	-	-	-	-
Dbrjhs	QUU	77.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
M-E	UWG	77.000	-	Gbb	UUU	-	-	-	-	-	Falkbuaw	3dU	-	-	3sH+240	-	-
G	VBZ	27.000	-	-	CCC	-	-	-	-	-	-	-	-	-	-	-	-
S-H	HHT	23.000	-	-	LL	-	-	-	-	-	Fkyrlfwf	3zQ	-	-	3rS+360	-	-

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
Y	BEF	54.000	-	-	QQQ	-	-	-	-	-	Nvzshmvw	3yM	-	-	3hX+275	-	-
N	VHB	83.000	-	-	CC	-	-	-	-	-	Zfmsocut	3lA	-	-	3pL+200	-	-
H-1	PPZ	245.000	-	Odd	EEE	-	-	-	-	-	Ubxllomh	3zV	-	-	3aL+150	-	-
S-2	TTD	917.000	-	Uqq	WWW	-	-	-	-	-	Cjocvdor	3wZ	-	-	3jF+130	-	-
I	RSI	76.000	-	-	R	-	-	-	-	-	Hpcozjnt	3eX	-	-	3xM+275	-	-
Ldmksc	CRR	142.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	TLD	26.000	-	-	G	-	-	-	-	-	Sucxqxmb	3tP	-	-	3bP+300	-	-
Irlxgl	CFH	41.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
R	TAZ	55.900	-	-	DD	-	-	-	-	-	Rwbrvumg	3oH	-	-	3bG+200	-	-
G	WRO	48.000	-	-	EEE	-	-	-	-	-	Qrhmzbbq	3zX	-	-	3dM+375	-	-
B	JWF	87.000	-	-	KK	-	-	-	-	-	Bljcsylw	3kL	-	-	3qZ+750	-	-
Y	VWO	469.000	-	-	MMM	-	-	-	-	-	Nuosecnp	3nH	-	-	3sH+125	-	-

Tranche Comments

Y: Registration: 144D/Eql I; R: Registration: 144D/Tlk Y; J: Registration: 144T/Pbh N; G: Registration: 144Z/Bee M; B: Registration: 144C/Oew C; Irlxgl: Registration: 144B/Nov E;