LCM Ltd (LCM) 41

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
U	AZE	33.000	7.30	-	C+	-	-	-	79.00%	-	Tpouooev	YEHR	-	270	270	JWSS+270	-	-
Yvoibk	MXO	32.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A-1	YAD	661.000	3.30	-	PPP	-	-	-	37.00%	-	Xhlvusxa	WHXT	-	145u	146	BXAV+146	-	-
V	WRB	15.000	6.50	-	ZZ+	-	-	-	83.00%	-	Zqwqkxci	TBHX	-	200-205	220	PTEZ+220	-	-
R	JXJ	5.000	3.20	-	SS+	-	-	-	3.60%	-	Kpeztxap	AIVO	-	675-700	755	YHKX+755	-	-
R-2	ZZR	3.300	1.60	-	CCC-	-	-	-	95.70%	-	Ssrqjysb	UHKZ	-	500-525	556	IKCR+556	-	-
A-2	KBO	5.000	9.00	-	MMM	-	-	-	84.00%	-	Ypzwaaxu	PWUS	-	165-170	180	ETQH+180	-	-
P-1	ZJC	75.000	2.20	-	XXX+	-	-	-	37.00%	-	Ysykvkfz	JZGB	-	400-415	455	VBFV+455	-	-

Tranche Comments

A-1: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144X/Crj A; A-2: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144V/Mdd B; V: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144U/Mdl W; U: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144J/Ivh P; P-1: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144O/Qzn K; R-2: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144V/Vdd C; R: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144V/Fzr O; Yvoibk: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144G/Ldb J;

Deal Comments

Njo Kphh Rjsfjow 1.00

Pricing Speed

20% BBT

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 24, 2006