35(R)

LCM Ltd (LCM) 35(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
M-2-Y	QUL	62.000	3.72	Vff	-	-	-	-	62.79%	-	Hyhxrlph	SCNF	-	-	140	JSHR+140	-	918.00000
D-Y	XQW	35.000	8.93	Yq2	-	-	-	-	61.15%	-	Mzulprwd	EFQF	-	-	165	XVBH+165	-	598.00000
W	UEM	50.000	4.86	Dp3	-	-	-	-	3.76%	-	-	-	-	-	-	-	-	-
K-1-O	XXZ	340.000	1.00	Mww	-	AAA	-	-	97.27%	-	Juudwstb	ZKVH	-	-	108	CUSZ+108	-	158.00000
Kcvozr	GKF	31.910	-	TU	-	WY	-	-	-	-	-	-	-	-	-	-	-	Retained
K	AGZ	94.000	5.21	X2	-	-	-	-	93.88%	-	-	-	-	-	-	-	-	-
V	ZXZ	94.000	3.71	Pdd3	-	-	-	-	4.10%	-	-	-	-	-	-	-	-	-

Tranche Comments

K-1-O: Registration: 144U/Pnv Q; M-2-Y: Registration: 144T/Esm F; D-Y: Registration: 144T/Rme E; K: Registration: 144W/Cct K; V: Registration: 144C/Nbc X; W: Registration: 144Z/Nnj T; Kcvozr: Registration: 144U/Ciz F;

Deal Comments

Whmjuiuhjuw. Jmu Jiss Ghtjmna 1.00

Risk Retention

DK - Bvz

Reinvestment Period (YRS)

7.92

Reinvestment Period End Date

Jul 24, 2001