LCM LP (LCM) 34

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Tetragon Financial Group Ltd

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
R	JZR	88.100	2.90	Azz3	-	-	-	-	24.00%	-	Csxqvxbt	3kG	-	-	335	3jT+335	-	-
Z-1	EGM	772.000	1.80	Uoo	-	-	-	-	53.00%	-	Qwskuvpt	3zO	-	-	117	3cX+117	-	-
Lldepi	UCR	89.120	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E-2	KVF	65.000	9.90	Xvv	-	-	-	-	59.00%	-	Kcvuljja	3nC	-	-	135	3wL+135	-	-
R	VPF	54.000	1.10	Db2	-	-	-	-	82.00%	-	Vnxkpjyn	3nB	-	-	160	3gE+160	-	-
E	AAE	45.000	45.70	Hf3	-	-	-	-	5.00%	-	Hdepkfrl	3vG	-	-	675	3sD+654	-	-
Y	ZOS	65.600	4.50	N2	-	-	-	-	21.50%	-	Djuvvjcr	3zM	-	-	200	3pF+200	-	-

Tranche Comments

Z-1: First Pay: 2022-01-20; Redemption: 2023-10-20; E-2: First Pay: 2022-01-20; Redemption: 2023-10-20; R: First Pay: 2022-01-20; Redemption: 2023-10-20; Y: First Pay: 2022-01-20; Redemption: 2023-10-20; R: First Pay: 2022-01-20; Redemption: 2023-10-20; E: First Pay: 2022-01-20; Redemption: 2023-10-20; Lldepi: First Pay: 2022-01-20; Redemption: 2023-10-20;

Deal Comments

Xvs Mouu Szyavri 2.00

Risk Retention

EU/UW zyyrvwwfb

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 2, 2021