39(R)

LCM Ltd (LCM) 39(R)

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
N-Z	KKM	10.000	1.70	-	-	Z	-	-	79.50%	-	Iszpjhca	YSDY	-	200	200	WCVS+200	-	-
N-P	QJI	9.000	8.60	B3	-	-	-	-	2.66%	-	Xtlkjzts	MQGP	-	-	731	KKXK+731	-	-
K-N	IZD	17.500	4.90	-	-	WWW-	-	-	72.98%	-	Mmlxpdcb	DYQJ	-	325	325	NMQB+325	-	-
Err	KBV	29.200	-	ZV	-	KL	-	-	-	-	-	-	-	-	-	-	-	Retained
G-2-X	HKV	65.820	2.40	-	-	WWW	-	-	39.49%	-	Svwwdszq	UKOU	-	160	160	YMDS+160	-	-
H-J	MQR	78.300	4.90	-	-	DD-	-	-	9.50%	-	Vxilctni	TKXL	-	700	700	MEFJ+700	-	-
D-S	OBQ	13.000	9.10	-	-	HH	-	-	96.72%	-	Gehxobkm	ISGD	-	175	175	AGCY+175	-	-
F-1-N	BSA	520.550	7.50	Uaa	-	QQQ	-	-	22.42%	-	Psqcfyzo	DAWK	-	134	134	EIYD+134	-	-

Tranche Comments

F-1-N: Redemption: 2025-10-15; Registration: 144P/Uij S; G-2-X: Redemption: 2025-10-15; Registration: 144Z/Alj W; D-S: Redemption: 2025-10-15; Registration: 144A/Dpg X; N-Z: Redemption: 2025-10-15; Registration: 144Z/Ypn I; K-N: Redemption: 2025-10-15; Registration: 144F/Edt K; H-J: Redemption: 2025-10-15; Registration: 144E/Rrk N; N-P: Redemption: 2025-10-15; Registration: 144L/Lhi E; Err: Redemption: 2025-10-15; Registration: 144V/Ruo D;

Deal Comments

Emzqbabfqbf. Fcb Cazz Smeqcbs 1.00

Originator(s)

ZSG YHGP BB ZZS

Use of Proceeds

NG - Gar

Pricing Speed

20% QHB

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 17, 2017