FINSIGHT

LCM LP

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-W	PCI	14.100	6.80	-	VVV-	-	-	-	69.10%	-	Zpqxphns	BEIK	-	375	IACS+375	-	-
E	WNL	7.100	2.20	-	QQQ	-	-	-	-	-	Sdwkfkau	BQLE	-	110	ZBZK+110	-	-
A-Z	MNX	295.900	7.70	-	FFF	-	-	-	68.00%	-	Xxfyylnl	CMVJ	-	128	PVLJ+128	-	-
K-A	UTB	55.400	7.10	-	HH	-	-	-	69.70%	-	Cfzqcozm	JWYJ	-	175	NTDA+175	-	-
L	CNU	6.200	3.00	-	V-	-	-	-	2.60%	-	Ilwxazyz	AONK	-	798	KMEY+798	-	-
X-P	WPK	14.800	9.70	-	JJ-	-	-	-	3.20%	-	Khdleflf	TKMF	-	725	UMCN+725	-	-
Tgi	YHP	61.300	-	-	VL	-	-	-	-	-	-	-	-	-	-	-	Retained
K-S	YNU	23.400	6.30	-	Z	-	-	-	48.80%	-	Cufxveqj	CHUE	-	240	SDQM+240	-	-

Tranche Comments

E: Redemption: 2025-07-20; Registration: 144V/Jsc O; A-Z: Redemption: 2025-07-20; Registration: 144V/Bnk U; K-A: Redemption: 2025-07-20; Registration: 144N/Fyp C; K-S: Redemption: 2025-07-20; Registration: 144B/Fby Z; V-W: Redemption: 2025-07-20; Registration: 144X/Ghr R; X-P: Redemption: 2025-07-20; Registration: 144G/Wlv S; L: Redemption: 2025-07-20; Registration: 144Q/Lbk W; Tgi: Redemption: 2025-07-20; Registration: 144V/Wkp T;

Deal Comments

Sucus. Qmq Qpcc Oumgmbf 1.00

Pricing Speed

20% XQV

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 2, 2007

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-2Y	HKC	9.000	9.60	EZ	-	YY	-	-	35.80%	-	Vnwjz	-	-	-	6.54%	-	-
N-E	MEL	75.000	7.60	CO	-	N	-	-	43.50%	-	Orhvwcjb	3pMTHL	-	310	3dXOEX+310	-	-
F-U	GOO	43.410	23.90	IU	-	OO-	-	-	9.00%	-	Lhljaxvs	3aHQPA	-	773	3pHSKA+773	-	-
Z-2U	VVC	6.000	5.30	VC	-	SSS	-	-	60.00%	-	Zueamjdw	3cVTBK	-	210	3iTPKX+210	-	-
T-1XI	QMV	3.600	1.80	Snn	-	JO	-	-	51.00%	-	Ziubd	-	-	-	5.78%	-	-
Bxg	QGW	18.380	-	DN	-	GW	-	-	-	-	-	-	-	-	-	-	Retained
D-D	ILY	2.200	21.90	WK	-	V-	-	-	2.20%	-	Qsrpcbfl	3rXCFA	-	927	3qDUXO+927	-	-
O-1T	ZJL	16.700	7.80	GO	-	LL	-	-	44.70%	-	Ohbbfmxu	3mIEND	-	260	3eQPIF+260	-	-
G-B	PBZ	63.530	6.70	EP	-	HHH-	-	-	14.40%	-	Lbdsvypr	3yGMBO	-	525	3qPJVS+525	-	-
S-1SV	JHK	239.000	3.20	Kss	-	PB	-	-	89.00%	-	Vpqcvavo	3mHBIK	-	175	3dNTNL+175	-	-

Tranche Comments

S-1SV: Redemption: 2025-09-07; Registration: 144C/Lcw C; T-1XI: Redemption: 2025-09-07; Registration: 144C/Rrp J; Z-2U: Redemption: 2025-09-07; Registration: 144D/Wuh S; O-1T: Redemption: 2025-09-07; Registration: 144I/Uby J; V-2Y: Redemption: 2025-09-07; Registration: 144E/Nuz C; N-E: Redemption: 2025-09-07; Registration: 144L/Xzb E; G-B: Redemption: 2025-09-07; Registration: 144J/Dbh G; F-U: Redemption: 2025-09-07; Registration: 144U/Xkt E; D-D: Redemption: 2025-09-07; Registration: 144U/Zbk W; Bxg: Redemption: 2025-09-07; Registration: 144L/Who E;

Deal Comments

Hpwpb. Dqj Vqss Gpvqqcr 2.00

Risk Retention

MQ - Ganw EM/MU - Gan

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 21, 2014

Tetragon Financial Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-1	LRV	45.180	-	BJ	-	UU	-	-	16.00%	-	Ljpxepxy	CGMM	-	300	SQNL+300	-	-
M	LBB	49.000	-	PX	-	J	-	-	47.23%	-	Pphvqscm	SXOS	-	400	XSEC+400	-	-
O-1	MYG	80.000	-	GR	-	III+	-	-	14.70%	-	Mpjsmwvm	ZUDE	-	584	TTCN+584	-	-
K	LNS	12.000	-	FZ	-	MM-	-	-	89.00%	-	Nehoyxwa	GXQO	-	815	YWIG+815	-	-
U	PGB	504.000	-	Yrr	-	ZA	-	-	25.00%	-	Jpvzypqv	BYDM	-	220	AOIG+220	-	-
L-2	ALW	9.000	-	GO	-	ZZZ-	-	-	36.52%	-	Uqqtauth	TJGI	-	694	KQMH+694	-	-
A-2	GSD	65.240	-	KL	-	BB	-	-	68.00%	-	Cslqp	-	-	-	6.957%	-	-
Uap	IKK	48.100	-	IZ	-	HI	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

U: First Pay: 2023-04-15; Redemption: 2024-12-16; M-1: First Pay: 2023-04-15; Redemption: 2024-12-16; A-2: First Pay: 2023-04-15; Redemption: 2024-12-16; M: First Pay: 2023-04-15; Redemption: 2024-12-16; O-1: First Pay: 2023-04-15; Redemption: 2024-12-16; L-2: First Pay: 2023-04-15; Redemption: 2024-12-16; K: First Pay: 2023-04-15; Redemption: 2024-12-16; Uap: First Pay: 2023-04-15; Redemption: 2024-12-16;

Deal Comments

Xqx Vwbb Lbmxqdr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 6, 2013

Tetragon Financial Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	HWZ	28.000	6.50	Tj2	-	-	-	-	96.00%	-	Jaespauo	CXOO	-	195	3zCMFT+195	-	492.00000
V	KKD	41.000	2.70	Acc3	-	-	-	-	90.00%	-	Tkzqhlnp	MVAL	-	365	3cHYLH+365	-	467.00000
X	BIE	37.000	4.00	Zz3	-	-	-	-	1.00%	-	Bbbwbbzs	YKQQ	-	-	3iZLCJ+763	-	22.00000
L-2	VKX	18.000	6.40	All	-	-	-	-	52.00%	-	Jzluvelu	NAWV	-	170	3bPZUG+170	-	867.00000
R-1	FOP	939.000	8.60	Wuu	-	-	-	-	81.90%	-	Thzdazzv	LKPC	-	-	3jWVXR+148	-	17.45000
T	PAS	31.000	7.10	Z2	-	-	-	-	16.00%	-	Nkxpstaz	GHIN	-	250	3tPEBB+250	-	357.00000
Iljmij	UQI	75.960	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

R-1: First Pay: 2022-10-15; Redemption: 2023-04-15; L-2: First Pay: 2022-10-15; Redemption: 2023-04-15; Q: First Pay: 2022-10-15; Redemption: 2023-04-15; T: First Pay: 2022-10-15; Redemption: 2023-04-15; V: First Pay: 2022-10-15; Redemption: 2023-04-15; X: First Pay: 2022-10-15; Redemption: 2023-04-15; Iljmij: First Pay: 2022-10-15; Redemption: 2023-04-15;

Deal Comments

Amv Vjqq Nzznmhu 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 16, 2003

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-C	QYD	619.560	9.27	Fyy	-	FFF	-	-	85.29%	-	Hxciokip	HXCL	-	110	3oEIIV+110	-	-

Tranche Comments

D-C: Redemption: 2022-08-28; Registration: 144O/Yuz N;

Deal Comments

Mezhtutthtf. Ost Rujj Eelhsig 0.6

Reinvestment Period End Date

Aug 9, 2013

Tetragon Financial Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	PLJ	44.000	7.20	T2	-	-	-	-	66.00%	-	Udboldrl	3iU	-	210	3iN+210	-	-
Wsv	WVW	27.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D	OHC	70.000	36.30	Ly3	-	-	-	-	5.00%	-	Zajbtmqa	3nC	-	700	3kE+671	-	-
S-1	NLL	222.000	8.40	Kww	-	GGG	-	-	45.00%	-	Mrmvmvup	3hC	-	115	3sA+115	-	-
M-2	AJV	42.000	3.10	Tgg	-	-	-	-	17.00%	-	Wzbzlxcu	3aL	-	140	3zJ+140	-	-
Q	WNK	88.000	3.60	Mo2	-	-	-	-	58.00%	-	Kqxqbjip	3vD	-	165	3aS+165	-	-
E	CYE	39.000	1.70	Qee3	-	-	-	-	80.00%	-	Syqjehwi	3kV	-	340	3mB+340	-	-

Tranche Comments

S-1: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144T/Anh C; M-2: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144Z/Iny P; Q: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144P/Whe Q; T: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144P/Naz I; E: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144K/Jod Y; D: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144G/Lht N; Wsv: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144X/Grc I;

Deal Comments

Dpj Zkzz Jhscpbn 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 2, 2008

Tetragon Financial Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-R3	NZJ	56.500	-	-	I	-	-	-	39.00%	-	Ymhpousc	3cF	200	200	3pB+200	-	327.00000
D-S3	VMC	18.400	-	-	VV	-	-	-	95.30%	-	Welhdqxs	3sY	150	150	3uX+150	-	857.00000
Y-G3	WBB	216.681	-	-	HHH	-	-	-	37.20%	-	Ebeeksts	3vC	87	87	3nG+87	-	816.00000

Tranche Comments

Y-G3: First Pay: 2022-01-19; Redemption: 2022-06-23; Registration: 144B Twpn; D-S3: First Pay: 2022-01-19; Redemption: 2022-06-23; Registration: 144F Ezhg; J-R3: First Pay: 2022-01-19; Redemption: 2022-06-23; Registration: 144X Vwnq;

Deal Comments

Mxuyqxp Rpmqtxtzqti. Lbt Jxpp Mpuqbbs 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
A	OUF	29.000	2.10	Yl2	-	-	-	-	88.00%	-	Wbzralqr	3sV	-	165	3yV+165	-	-
A	LKJ	63.000	2.90	A2	-	-	-	-	67.00%	-	Bvucxdmq	3lI	-	205	3jX+205	-	-
P	ZRA	25.000	39.80	Gh3	-	-	-	-	4.00%	-	Zfekckfy	3gB	-	675	3fL+661	-	-
I	VOM	39.000	1.50	Tgg3	-	-	-	-	18.00%	-	Ulhfkbdn	3uZ	-	340	3iH+340	-	-
Y-2	TQF	18.000	9.10	Wgg	-	-	-	-	91.00%	-	Irewfytp	3lJ	-	140	3sS+140	-	-
B-1	MOS	971.000	5.60	Sjj	-	DDD	-	-	17.00%	-	Hbzkxdbw	3bT	-	115	3iQ+115	-	-
Dpcbzw	VXW	33.560	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

B-1: First Pay: 2022-04-15; Redemption: 2023-10-15; Y-2: First Pay: 2022-04-15; Redemption: 2023-10-15; A: First Pay: 2022-04-15; Redemption: 2023-10-15; A: First Pay: 2022-04-15; Redemption: 2023-10-15; I: First Pay: 2022-04-15; Redemption: 2023-10-15; P: First Pay: 2022-04-15; Redemption: 2023-10-15; Dpcbzw: First Pay: 2022-04-15; Redemption: 2023-10-15;

Deal Comments

Oby Nzbb Funybxf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 13, 2013

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
E	IHD	22.000	9.70	Mn2	-	-	-	-	80.00%	-	Bxucjsmh	3jT	-	160	3dS+160	-	-
C	PSI	57.900	9.10	Axx3	-	-	-	-	43.00%	-	Fesevdjk	3tU	-	335	3jH+335	-	-
Zkjiqa	WUP	92.970	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D-2	WEX	84.000	2.80	Coo	-	-	-	-	17.00%	-	Bdmpcthz	3fJ	-	135	3mP+135	-	-
I	LPQ	22.300	4.60	G2	-	-	-	-	75.10%	-	Cmaxmasx	3qQ	-	200	3rL+200	-	-
A	LPV	75.000	57.40	Nd3	-	-	-	-	5.00%	-	Srdpzutx	3kW	-	675	3gQ+654	-	-
V-1	HZO	109.000	5.90	Duu	-	-	-	-	93.00%	-	Zymfpujg	3mJ	-	117	3yI+117	-	-

Tranche Comments

V-1: First Pay: 2022-01-20; Redemption: 2023-10-20; D-2: First Pay: 2022-01-20; Redemption: 2023-10-20; E: First Pay: 2022-01-20; Redemption: 2023-10-20; I: First Pay: 2022-01-20; Redemption: 2023-10-20; C: First Pay: 2022-01-20; Redemption: 2023-10-20; A: First Pay: 2022-01-20; Redemption: 2023-10-20; Zkjiqa: First Pay: 2022-01-20; Redemption: 2023-10-20;

Deal Comments

Hbm Zqkk Ybgcbyi 2.00

Risk Retention

RO/OS bwfyklomz

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 14, 2000

Tetragon Financial Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	FYG	50.600	1.70	Yzz3	-	-	-	-	20.00%	-	Yrzesjpz	3vD	300-310	320	3zI+320	-	-
N	MIK	10.900	7.70	M2	-	-	-	-	16.10%	-	Jwuddsaa	3dP	190-200	200	3cN+200	-	-
E	JMX	92.000	40.90	Cd3	-	-	-	-	7.00%	-	Obvqypql	3pD	625-650	635	3eD+635	-	-
Xgbplc	WLK	49.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H	CIM	225.000	4.20	Noo	-	-	-	-	83.00%	-	Jezrotvz	3wN	112-114	114	3nA+114	-	-
T	LIR	79.000	8.10	Ln2	-	-	-	-	78.00%	-	Izvpwrmh	3dR	160-165	165	3cW+165	-	-

Tranche Comments

H: First Pay: 2022-01-20; Redemption: 2023-07-20; T: First Pay: 2022-01-20; Redemption: 2023-07-20; N: First Pay: 2022-01-20; Redemption: 2023-07-20; F: First Pay: 2022-01-20; Redemption: 2023-07-20; E: First Pay: 2022-01-20; Redemption: 2023-07-20; Xgbplc: First Pay: 2022-01-20; Redemption: 2023-07-20;

Risk Retention

PT - Hez

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 28, 2014