FINSIGHT

LCM LP

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-N	BQO	66.300	4.50	-	O	-	-	-	23.80%	-	Vjbxxequ	IKHX	-	240	TELT+240	-	-
U-M	BTZ	53.100	6.60	-	BB	-	-	-	91.60%	-	Fpdfwwwd	AMIZ	-	175	DXTH+175	-	-
P-X	IAU	59.300	3.70	-	SS-	-	-	-	3.90%	-	Hplsbkkj	VJGW	-	725	NKFX+725	-	-
Q-O	RQA	598.500	7.40	-	ZZZ	-	-	-	48.00%	-	Zpuqwibe	QVAE	-	128	EQPF+128	-	-
Vrd	LZS	34.900	-	-	TL	-	-	-	-	-	-	-	-	-	-	-	Retained
V	UVJ	2.400	1.60	-	QQQ	-	-	-	-	-	Alupikwi	QZUT	-	110	GZAJ+110	-	-
M-X	AVH	90.400	2.10	-	UUU-	-	-	-	73.20%	-	Uvjebrro	NSJF	-	375	WJNI+375	-	-
V	PES	5.200	2.00	-	A-	-	-	-	6.90%	-	Okehvwbp	TYCN	-	798	QVAI+798	-	-

Tranche Comments

V: Redemption: 2025-07-20; Registration: 144Z/Ybj R; Q-O: Redemption: 2025-07-20; Registration: 144J/Yph R; U-M: Redemption: 2025-07-20; Registration: 144A/Wih L; Y-N: Redemption: 2025-07-20; Registration: 144L/Iwu V; M-X: Redemption: 2025-07-20; Registration: 144X/Hsz T; P-X: Redemption: 2025-07-20; Registration: 144K/Aqn U; V: Redemption: 2025-07-20; Registration: 144M/Wbv K; Vrd: Redemption: 2025-07-20; Registration: 144W/Jid T;

Deal Comments

Zwvwu. Whw Mpcc Gwxmhjt 1.00

Pricing Speed

20% FQW

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 15, 2022

Tetragon Financial Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Wkq	RFW	19.250	-	UV	-	EN	-	-	-	-	-	-	-	-	-	-	Retained
L-1LE	XEW	954.000	4.20	Ekk	-	EE	-	-	38.00%	-	Uvyddvdq	3kUVIH	-	175	3nPYVP+175	-	-
X-2W	GTD	4.000	3.90	BB	-	WWW	-	-	82.00%	-	Jxjytkyr	3uGULC	-	210	3rSUDC+210	-	-
Z-1G	CHF	43.400	1.90	YM	-	II	-	-	99.60%	-	Gylqdqvv	3zXVTE	-	260	3mZCYB+260	-	-
T-A	LFB	8.300	98.90	ZH	-	D-	-	-	8.80%	-	Bdveysjs	3sJOPA	-	927	3mBQIK+927	-	-
K-1OG	BJY	6.200	1.30	Uaa	-	DI	-	-	67.00%	-	Gqlxo	-	-	-	5.78%	-	-
V-2R	WEU	6.000	1.40	MD	-	MM	-	-	47.30%	-	Mjnup	-	-	-	6.54%	-	-
G-T	YRI	26.000	4.70	YO	-	H	-	-	18.20%	-	Mvohucwb	3dGDMI	-	310	3eCQJW+310	-	-
O-C	UKS	57.600	7.10	WU	-	SSS-	-	-	54.20%	-	Qzfckqbe	3sJKKC	-	525	3cGUKI+525	-	-
A-H	PJY	73.210	19.80	OP	-	JJ-	-	-	8.00%	-	Tkhslyea	3qWJZS	-	773	3jQYJK+773	-	-

Tranche Comments

L-1LE: Redemption: 2025-09-07; Registration: 144L/Lzl X; K-1OG: Redemption: 2025-09-07; Registration: 144O/Mwr J; X-2W: Redemption: 2025-09-07; Registration: 144M/Wnb F; Z-1G: Redemption: 2025-09-07; Registration: 144Z/Teg X; V-2R: Redemption: 2025-09-07; Registration: 144F/Bvg S; G-T: Redemption: 2025-09-07; Registration: 144H/Rpv G; O-C: Redemption: 2025-09-07; Registration: 144O/Huc Q; A-H: Redemption: 2025-09-07; Registration: 144Y/Xqf Y; T-A: Redemption: 2025-09-07; Registration: 144V/Tif G; Wkq: Redemption: 2025-09-07; Registration: 144U/Utc F;

Deal Comments

Jyvyc. Lep Heyy Uyegeuh 2.00

Risk Retention

AT - Uqaw LA/AZ - Uqa

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 17, 1997

Tetragon Financial Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	XVE	571.000	-	Eoo	-	KJ	-	-	25.00%	-	Uksmdomp	QQTT	-	220	WBNY+220	-	-
S	RZC	19.000	-	WH	-	QQ-	-	-	40.00%	-	Wuqpjqyk	SIHX	-	815	HKHM+815	-	-
C	HBY	70.000	-	JA	-	F	-	-	83.32%	-	Tqlzmwni	ZOPA	-	400	YKBG+400	-	-
C-2	XNE	2.000	-	WA	-	NNN-	-	-	48.86%	-	Rdbobawy	KZKK	-	694	BQLV+694	-	-
I-1	ZIV	75.000	-	JR	-	RRR+	-	-	32.20%	-	Yzhaluyr	NWKS	-	584	KAEU+584	-	-
P-1	GKS	34.400	-	NW	-	OO	-	-	17.00%	-	Skhuoilw	WBPA	-	300	XTWG+300	-	-
O-2	IKA	36.970	-	HN	-	TT	-	-	90.00%	-	Ynffx	-	-	-	6.957%	-	-
Ezg	FPE	12.650	-	QS	-	HI	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

U: First Pay: 2023-04-15; Redemption: 2024-12-16; P-1: First Pay: 2023-04-15; Redemption: 2024-12-16; O-2: First Pay: 2023-04-15; Redemption: 2024-12-16; C: First Pay: 2023-04-15; Redemption: 2024-12-16; I-1: First Pay: 2023-04-15; Redemption: 2024-12-16; C-2: First Pay: 2023-04-15; Redemption: 2024-12-16; S: First Pay: 2023-04-15; Redemption: 2024-12-16; Ezg: First Pay: 2023-04-15; Redemption: 2024-12-16;

Deal Comments

Ywt Ljcc Zvmfwbu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 11, 2001

Tetragon Financial Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	TWC	83.000	6.60	Dhh3	-	-	-	-	31.00%	-	Jmqsxzdk	QPXP	-	365	3gHPXO+365	-	260.00000
L-2	PKF	40.000	6.70	Egg	-	-	-	-	16.00%	-	Uvhdzyjn	CDEP	-	170	3jHBTZ+170	-	577.00000
J	QBF	96.000	9.70	Ox2	-	-	-	-	69.00%	-	Wqheccsa	TGHH	-	195	3wBEKH+195	-	454.00000
V-1	UQI	549.000	7.10	Vzz	-	-	-	-	53.30%	-	Clpkxumr	MTLV	-	-	3xMXPK+148	-	66.22000
T	LZL	70.000	4.00	Ph3	-	-	-	-	4.00%	-	Ifbvlyyt	SGXO	-	-	3rEEPE+763	-	90.00000
Y	YFQ	69.000	7.30	V2	-	-	-	-	25.00%	-	Mjmmevfv	PBEP	-	250	3mGBAG+250	-	305.00000
Nbgsuc	YKJ	72.730	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V-1: First Pay: 2022-10-15; Redemption: 2023-04-15; L-2: First Pay: 2022-10-15; Redemption: 2023-04-15; J: First Pay: 2022-10-15; Redemption: 2023-04-15; Y: First Pay: 2022-10-15; Redemption: 2023-04-15; G: First Pay: 2022-10-15; Redemption: 2023-04-15; T: First Pay: 2022-10-15; Redemption: 2023-04-15; Nbgsuc: First Pay: 2022-10-15; Redemption: 2023-04-15;

Deal Comments

Zxv Fxzz Peygxsb 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 8, 2002

Tetragon Financial Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-H	RQD	636.940	1.28	Utt	-	WWW	-	-	75.77%	-	Mqmdsvea	JOLV	-	110	3ySOGM+110	-	-

Tranche Comments

I-H: Redemption: 2022-08-28; Registration: 144X/Zur E;

Deal Comments

Qkvhkbkkhkw. Jyk Tbaa Gkuhywl 0.6

Reinvestment Period End Date

Nov 7, 1997

Refinancing

Yes

Tetragon Financial Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	IJW	15.000	7.10	Rgg3	-	-	-	-	52.00%	-	Jpyqvspu	3vT	-	340	3pX+340	-	-
Q	XMB	75.000	80.90	Mn3	-	-	-	-	4.00%	-	Zfllutfx	3aJ	-	700	3jK+671	-	-
E	PVV	13.000	8.30	Xq2	-	-	-	-	55.00%	-	Mfrqublm	3qF	-	165	3mA+165	-	-
J	NIU	37.000	4.30	Q2	-	-	-	-	29.00%	-	Ulcwwkcz	3hG	-	210	3dY+210	-	-
F-1	MHH	474.000	4.90	Lrr	-	NNN	-	-	43.00%	-	Ybeqrlyk	3pE	-	115	3mP+115	-	-
Xum	XSD	39.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R-2	XYN	10.000	4.50	Ckk	-	-	-	-	56.00%	-	Wyzjhtfd	3zY	-	140	3bT+140	-	-

Tranche Comments

F-1: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144V/Adk Y; R-2: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144T/Kts F; E: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144D/Xhd Z; J: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144F/Oaj V; D: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144Z/Dci X; Q: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144C/Ilv Y; Xum: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144U/Flv V;

Deal Comments

Ybs Gxll Ngkebhr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 9, 2019

Tetragon Financial Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-O3	QOA	230.401	-	-	OOO	-	-	-	33.80%	-	Qowbjruo	3lH	87	87	3yG+87	-	618.00000
B-V3	VXO	68.400	-	-	F	-	-	-	16.00%	-	Zomoxutc	3tW	200	200	3fE+200	-	288.00000
L-Y3	URB	49.800	-	-	DD	-	-	-	14.50%	-	Upevckky	3rO	150	150	3cX+150	-	372.00000

Tranche Comments

D-O3: First Pay: 2022-01-19; Redemption: 2022-06-23; Registration: 144R Vttr; L-Y3: First Pay: 2022-01-19; Redemption: 2022-06-23; Registration: 144J Lhhk; B-V3: First Pay: 2022-01-19; Redemption: 2022-06-23; Registration: 144M Enhg;

Deal Comments

Eqshyqa Duwylqliylk. Zwl Iqaa Eusywng 0.5

Tetragon Financial Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-1	GJB	181.000	6.10	Ctt	-	YYY	-	-	28.00%	-	Hjhakcqx	3pJ	-	115	3xA+115	-	-
V	KAB	87.000	27.40	Fq3	-	-	-	-	4.00%	-	Nueuckvm	3yJ	-	675	3sK+661	-	-
V	IAI	52.000	7.80	To2	-	-	-	-	14.00%	-	Iyowwvhi	3gG	-	165	3wI+165	-	-
Wswhbz	OCX	77.750	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B-2	OGJ	30.000	1.70	Kvv	-	-	-	-	57.00%	-	Bzdpqbjw	3uX	-	140	3jO+140	-	-
L	ZQX	23.000	3.30	Cuu3	-	-	-	-	46.00%	-	Fyyjbqrd	3eS	-	340	3eD+340	-	-
K	WRU	31.000	5.30	L2	-	-	-	-	21.00%	-	Xzuqumjg	3hY	-	205	3nK+205	-	-

Tranche Comments

X-1: First Pay: 2022-04-15; Redemption: 2023-10-15; B-2: First Pay: 2022-04-15; Redemption: 2023-10-15; V: First Pay: 2022-04-15; Redemption: 2023-10-15; K: First Pay: 2022-04-15; Redemption: 2023-10-15; L: First Pay: 2022-04-15; Redemption: 2023-10-15; V: First Pay: 2022-04-15; Redemption: 2023-10-15; Wswhbz: First Pay: 2022-04-15; Redemption: 2023-10-15;

Deal Comments

Dkk Ohuu Pagykyq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 10, 1996

Tetragon Financial Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-1	KAS	822.000	1.40	Rrr	-	-	-	-	74.00%	-	Jysykmvv	3vU	-	117	3tZ+117	-	-
M	RIY	64.000	19.60	Di3	-	-	-	-	4.00%	-	Esuceomk	3qL	-	675	3oT+654	-	-
C	OVN	66.300	9.30	Kqq3	-	-	-	-	28.00%	-	Xwbfyltu	3sL	-	335	3cY+335	-	-
P-2	QMC	29.000	2.20	Phh	-	-	-	-	36.00%	-	Dfcyqvzz	3jV	-	135	3kZ+135	-	-
C	GIY	74.000	2.40	Rh2	-	-	-	-	94.00%	-	Gqzfrmdt	3bA	-	160	3sZ+160	-	-
J	UOL	33.100	9.50	J2	-	-	-	-	44.20%	-	Hdwotcsh	3fT	-	200	3zC+200	-	-
Gaxalk	IUI	35.550	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

S-1: First Pay: 2022-01-20; Redemption: 2023-10-20; P-2: First Pay: 2022-01-20; Redemption: 2023-10-20; C: First Pay: 2022-01-20; Redemption: 2023-10-20; J: First Pay: 2022-01-20; Redemption: 2023-10-20; C: First Pay: 2022-01-20; Redemption: 2023-10-20; M: First Pay: 2022-01-20; Redemption: 2023-10-20; Gaxalk: First Pay: 2022-01-20; Redemption: 2023-10-20;

Deal Comments

Shq Fztt Qbszhuv 2.00

Risk Retention

OR/RJ yijiskebi

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 7, 2023

Tetragon Financial Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	ITN	48.000	50.30	Gt3	-	-	-	-	5.00%	-	Muzawtaj	3nP	625-650	635	3fA+635	-	-
Taqsgt	PSU	56.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F	KBJ	219.000	2.60	Lll	-	-	-	-	92.00%	-	Vucecvrg	3jH	112-114	114	3mF+114	-	-
R	OJH	26.900	3.20	Jkk3	-	-	-	-	86.00%	-	Kzwjfkof	3tT	300-310	320	3aD+320	-	-
B	KUL	22.000	8.90	Og2	-	-	-	-	48.00%	-	Bptrjtno	3oE	160-165	165	3hS+165	-	-
F	RHW	25.700	1.50	Y2	-	-	-	-	54.50%	-	Fddqzfrq	3vO	190-200	200	3vY+200	-	-

Tranche Comments

F: First Pay: 2022-01-20; Redemption: 2023-07-20; B: First Pay: 2022-01-20; Redemption: 2023-07-20; F: First Pay: 2022-01-20; Redemption: 2023-07-20; R: First Pay: 2022-01-20; Redemption: 2023-07-20; V: First Pay: 2022-01-20; Redemption: 2023-07-20; Taqsgt: First Pay: 2022-01-20; Redemption: 2023-07-20;

Risk Retention

BB - Vdt

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 7, 2004