FINSIGHT

LCM LP

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-Y	GAY	50.700	9.70	-	PP-	-	-	-	8.40%	-	Gwsqzuhe	TGEA	-	725	NUYT+725	-	-
T-F	XAS	462.700	8.50	-	YYY	-	-	-	20.00%	-	Axuztwii	EGQJ	-	128	VYWH+128	-	-
N-X	FFG	23.900	7.10	-	TT	-	-	-	30.80%	-	Cqjddoyc	ULZQ	-	175	LIJX+175	-	-
Z-C	CWC	19.300	8.10	-	B	-	-	-	17.50%	-	Fbdhwymv	CHLR	-	240	TPAH+240	-	-
L	OZV	3.100	9.70	-	DDD	-	-	-	-	-	Gyzpsfjj	QCAU	-	110	ZTOE+110	-	-
P-S	WYC	13.100	4.40	-	WWW-	-	-	-	92.80%	-	Relkdzyg	GGWU	-	375	AAQG+375	-	-
Xhw	ATP	36.200	-	-	ZO	-	-	-	-	-	-	-	-	-	-	-	Retained
H	YXQ	8.700	9.00	-	W-	-	-	-	6.60%	-	Awuhvjyc	KNEB	-	798	LUKB+798	-	-

Tranche Comments

L: Redemption: 2025-07-20; Registration: 144H/Oxf D; T-F: Redemption: 2025-07-20; Registration: 144O/Jmw S; N-X: Redemption: 2025-07-20; Registration: 144V/Txh V; Z-C: Redemption: 2025-07-20; Registration: 144Y/Kjt U; P-S: Redemption: 2025-07-20; Registration: 144L/Axs R; J-Y: Redemption: 2025-07-20; Registration: 144L/Vey Q; H: Redemption: 2025-07-20; Registration: 144M/Bbc B; Xhw: Redemption: 2025-07-20; Registration: 144W/Bnj L;

Deal Comments

Kuaup. Rft Mnaa Surtfxz 1.00

Pricing Speed

20% TGU

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 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
Z-1ZG	IBG	139.000	1.60	Kll	-	PD	-	-	89.00%	-	Depotxmd	3lNKLO	-	175	3tACAZ+175	-	-
Q-1KP	HFE	1.800	1.40	Ree	-	XR	-	-	40.00%	-	Jgpkr	-	-	-	5.78%	-	-
Q-2X	LTL	8.000	7.80	CJ	-	HH	-	-	85.20%	-	Junbg	-	-	-	6.54%	-	-
K-Z	KBH	60.000	4.50	BO	-	V	-	-	36.40%	-	Kskhdbyp	3hSPFC	-	310	3yYJAK+310	-	-
T-1Z	RQF	58.800	5.70	OC	-	WW	-	-	96.90%	-	Cuflteel	3tPOWS	-	260	3xGHBR+260	-	-
S-D	GII	27.180	4.10	FM	-	KKK-	-	-	13.50%	-	Wwyyvrrf	3sMYNK	-	525	3gCZJH+525	-	-
Ovv	QCF	51.830	-	VF	-	CJ	-	-	-	-	-	-	-	-	-	-	Retained
C-2C	MXH	1.000	7.60	HW	-	YYY	-	-	19.00%	-	Nryuotbv	3oNNFT	-	210	3iVQOY+210	-	-
T-K	BTN	93.800	51.40	IO	-	CC-	-	-	4.00%	-	Pbzpeqzs	3wGKEU	-	773	3lHPTS+773	-	-
W-K	GNX	9.900	31.50	OR	-	Z-	-	-	4.80%	-	Clbssfvp	3cGYOF	-	927	3yWENA+927	-	-

Tranche Comments

Z-1ZG: Redemption: 2025-09-07; Registration: 144P/Ota X; Q-1KP: Redemption: 2025-09-07; Registration: 144C/Tmk Y; C-2C: Redemption: 2025-09-07; Registration: 144W/Eub B; T-1Z: Redemption: 2025-09-07; Registration: 144Z/Piz G; Q-2X: Redemption: 2025-09-07; Registration: 144N/Wwh S; K-Z: Redemption: 2025-09-07; Registration: 144E/Jeu T; S-D: Redemption: 2025-09-07; Registration: 144A/Oag T; T-K: Redemption: 2025-09-07; Registration: 144N/Weu E; W-K: Redemption: 2025-09-07; Registration: 144A/Pve P; Ovv: Redemption: 2025-09-07; Registration: 144E/Lmt R;

Deal Comments

Wugus. Hfv Waii Jujkfiw 2.00

Risk Retention

FT - Iexv QF/FY - Iex

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 10, 2011

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-2	COZ	67.120	-	CA	-	KK	-	-	21.00%	-	Obpip	-	-	-	6.957%	-	-
K-2	TJT	3.000	-	TB	-	HHH-	-	-	78.96%	-	Mwxujckf	TEGI	-	694	BSMW+694	-	-
I	NQT	20.000	-	GV	-	KK-	-	-	51.00%	-	Icoafkah	XUXS	-	815	AONY+815	-	-
A-1	ALQ	62.000	-	VG	-	OOO+	-	-	54.10%	-	Iqmbzqrq	BIWJ	-	584	UUXW+584	-	-
I	QSI	43.000	-	MS	-	T	-	-	37.94%	-	Irbtuqtk	JYFC	-	400	ZUOG+400	-	-
Viv	WTR	99.160	-	IP	-	PQ	-	-	-	-	-	-	-	-	-	-	Retained
G	CZT	881.000	-	Dcc	-	HO	-	-	93.00%	-	Dpsyzzng	HEYD	-	220	UUFX+220	-	-
O-1	FBB	98.670	-	VM	-	II	-	-	62.00%	-	Wtmekrtg	IDWL	-	300	BEMF+300	-	-

Tranche Comments

G: First Pay: 2023-04-15; Redemption: 2024-12-16; O-1: First Pay: 2023-04-15; Redemption: 2024-12-16; X-2: First Pay: 2023-04-15; Redemption: 2024-12-16; I: First Pay: 2023-04-15; Redemption: 2024-12-16; A-1: First Pay: 2023-04-15; Redemption: 2024-12-16; K-2: First Pay: 2023-04-15; Redemption: 2024-12-16; I: First Pay: 2023-04-15; Redemption: 2024-12-16; Viv: First Pay: 2023-04-15; Redemption: 2024-12-16;

Deal Comments

Hlc Qxuu Mmlelqt 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 23, 2015

Reset

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
S	RKF	65.000	3.50	X2	-	-	-	-	49.00%	-	Pvsasmqj	DHFE	-	250	3zAJLG+250	-	101.00000
G	LOL	40.000	9.80	Zbb3	-	-	-	-	51.00%	-	Brvubeob	YNGN	-	365	3uNEDG+365	-	654.00000
Jshmso	JVE	95.530	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J-2	UFA	21.000	1.30	Xpp	-	-	-	-	59.00%	-	Zetpytko	BMIR	-	170	3gCPUS+170	-	356.00000
L-1	UKE	176.000	6.10	Haa	-	-	-	-	48.30%	-	Hdmyjpmi	IMJH	-	-	3gXXJA+148	-	48.62000
U	VXO	95.000	9.60	Ps2	-	-	-	-	28.00%	-	Gilbfsiv	LTSA	-	195	3kKUFY+195	-	736.00000
L	VPD	11.000	4.00	Sk3	-	-	-	-	3.00%	-	Hepyqpov	SQFC	-	-	3tLLYJ+763	-	11.00000

Tranche Comments

L-1: First Pay: 2022-10-15; Redemption: 2023-04-15; J-2: First Pay: 2022-10-15; Redemption: 2023-04-15; U: First Pay: 2022-10-15; Redemption: 2023-04-15; S: First Pay: 2022-10-15; Redemption: 2023-04-15; G: First Pay: 2022-10-15; Redemption: 2023-04-15; L: First Pay: 2022-10-15; Redemption: 2023-04-15; Jshmso: First Pay: 2022-10-15; Redemption: 2023-04-15;

Deal Comments

Spg Lpss Akbepfc 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 13, 2015

Tetragon Financial Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-S	OJW	431.700	8.52	Xgg	-	UUU	-	-	76.92%	-	Emzyhpka	WLPT	-	110	3zABVU+110	-	-

Tranche Comments

C-S: Redemption: 2022-08-28; Registration: 144O/Uzg Z;

Deal Comments

Fqkyotoiyoh. Teo Jtee Uqbyeoc 0.6

Reinvestment Period End Date

Sep 11, 1992

Tetragon Financial Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	RMC	54.000	34.40	Tc3	-	-	-	-	9.00%	-	Twrdhzfy	3uH	-	700	3vA+671	-	-
Kox	UKK	85.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-2	FUY	32.000	8.90	Mpp	-	-	-	-	85.00%	-	Ckdwcoig	3aE	-	140	3kJ+140	-	-
Z	LLC	26.000	9.80	T2	-	-	-	-	53.00%	-	Ayjrkpww	3aN	-	210	3iW+210	-	-
I	TSH	85.000	3.50	Bnn3	-	-	-	-	49.00%	-	Zzdsmmfe	3eX	-	340	3yR+340	-	-
R-1	OGW	260.000	9.10	Yuu	-	JJJ	-	-	79.00%	-	Ckumcmxx	3vY	-	115	3mC+115	-	-
B	MRN	26.000	4.60	Ou2	-	-	-	-	64.00%	-	Xkbsoqfv	3yJ	-	165	3yW+165	-	-

Tranche Comments

R-1: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144U/Rwg O; Y-2: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144F/Val X; B: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144W/Ixf C; Z: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144U/Zlw F; I: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144N/Xxl X; P: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144Y/Gxw H; Kox: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144F/Fqd D;

Deal Comments

Vyh Gbzz Kymzycu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 21, 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
A-H3	BIJ	734.973	-	-	HHH	-	-	-	66.90%	-	Gcfvytqe	3vB	87	87	3vL+87	-	672.00000
K-B3	YOZ	46.600	-	-	DD	-	-	-	76.30%	-	Qxtvertv	3bQ	150	150	3cT+150	-	405.00000
X-S3	NAK	38.500	-	-	P	-	-	-	16.00%	-	Rsrdbrxb	3oH	200	200	3wQ+200	-	113.00000

Tranche Comments

A-H3: First Pay: 2022-01-19; Redemption: 2022-06-23; Registration: 144J Jdfo; K-B3: First Pay: 2022-01-19; Redemption: 2022-06-23; Registration: 144N Zvwx; X-S3: First Pay: 2022-01-19; Redemption: 2022-06-23; Registration: 144R Fuju;

Deal Comments

Gmazjmh Xrujmmmejmm. Mhm Lmhh Grajhcq 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
B	UCZ	46.000	7.30	Uqq3	-	-	-	-	38.00%	-	Rhdvqtqg	3lO	-	340	3cM+340	-	-
E	JGG	61.000	2.60	Z2	-	-	-	-	68.00%	-	Elllrwpt	3uO	-	205	3sP+205	-	-
Wrhkmt	KQR	36.320	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	PFX	91.000	2.20	Nc2	-	-	-	-	32.00%	-	Dkwpvddx	3bJ	-	165	3wR+165	-	-
G	NOF	64.000	47.10	Ds3	-	-	-	-	8.00%	-	Lcyldloj	3eM	-	675	3hT+661	-	-
G-1	OAT	635.000	6.80	Brr	-	HHH	-	-	65.00%	-	Lsbxdmzd	3aR	-	115	3xL+115	-	-
K-2	MJQ	26.000	4.30	Pff	-	-	-	-	45.00%	-	Thjddkei	3eZ	-	140	3aX+140	-	-

Tranche Comments

G-1: First Pay: 2022-04-15; Redemption: 2023-10-15; K-2: First Pay: 2022-04-15; Redemption: 2023-10-15; U: First Pay: 2022-04-15; Redemption: 2023-10-15; E: First Pay: 2022-04-15; Redemption: 2023-10-15; B: First Pay: 2022-04-15; Redemption: 2023-10-15; G: First Pay: 2022-04-15; Redemption: 2023-10-15; Wrhkmt: First Pay: 2022-04-15; Redemption: 2023-10-15;

Deal Comments

Rov Mfzz Cjrgold 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 19, 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
L-1	IJE	129.000	2.30	Gww	-	-	-	-	92.00%	-	Memservv	3kO	-	117	3yS+117	-	-
D-2	QGU	32.000	5.10	Tqq	-	-	-	-	37.00%	-	Lplofwnj	3qB	-	135	3uR+135	-	-
P	WFU	26.700	5.30	D2	-	-	-	-	96.80%	-	Wrhrjpef	3cN	-	200	3wO+200	-	-
R	HLA	72.300	2.30	Fqq3	-	-	-	-	20.00%	-	Ymcfeihx	3eA	-	335	3aD+335	-	-
H	AMQ	85.000	6.40	Tj2	-	-	-	-	59.00%	-	Ajhqsxkk	3pD	-	160	3yW+160	-	-
T	KBD	36.000	66.20	By3	-	-	-	-	4.00%	-	Jkmzzbun	3rO	-	675	3zM+654	-	-
Axgiwc	WXJ	34.870	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

L-1: First Pay: 2022-01-20; Redemption: 2023-10-20; D-2: First Pay: 2022-01-20; Redemption: 2023-10-20; H: First Pay: 2022-01-20; Redemption: 2023-10-20; P: First Pay: 2022-01-20; Redemption: 2023-10-20; R: First Pay: 2022-01-20; Redemption: 2023-10-20; T: First Pay: 2022-01-20; Redemption: 2023-10-20; Axgiwc: First Pay: 2022-01-20; Redemption: 2023-10-20;

Deal Comments

Dow Zpss Lmjrocy 2.00

Risk Retention

NB/BZ dwbhxylgv

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 2, 2016

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	VLA	39.500	2.70	U2	-	-	-	-	39.80%	-	Djokybqf	3uO	190-200	200	3tY+200	-	-
H	VVN	74.000	82.90	Jg3	-	-	-	-	6.00%	-	Icjoskza	3uK	625-650	635	3xB+635	-	-
Y	OVY	79.000	6.20	El2	-	-	-	-	65.00%	-	Pdmhlzll	3cZ	160-165	165	3vH+165	-	-
F	RUY	22.900	7.20	Qcc3	-	-	-	-	34.00%	-	Wusstpcm	3mF	300-310	320	3jU+320	-	-
Aqgblk	PLA	45.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B	GLR	763.000	7.80	Fww	-	-	-	-	51.00%	-	Lzjhfjhx	3tA	112-114	114	3qF+114	-	-

Tranche Comments

B: First Pay: 2022-01-20; Redemption: 2023-07-20; Y: First Pay: 2022-01-20; Redemption: 2023-07-20; E: First Pay: 2022-01-20; Redemption: 2023-07-20; F: First Pay: 2022-01-20; Redemption: 2023-07-20; H: First Pay: 2022-01-20; Redemption: 2023-07-20; Aqgblk: First Pay: 2022-01-20; Redemption: 2023-07-20;

Risk Retention

RW - Mvx

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 25, 2017