FINSIGHT

LCM LP

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-D	WXI	72.900	7.40	-	NN	-	-	-	38.10%	-	Qhwhxhlf	HQCX	-	175	JHWR+175	-	-
P-U	UFL	94.400	5.80	-	H	-	-	-	36.70%	-	Czosamkk	MIOD	-	240	VJEE+240	-	-
O-L	XJQ	75.500	2.60	-	YYY-	-	-	-	53.60%	-	Qcvzmkyu	WUZP	-	375	LNGP+375	-	-
Q	BAG	9.400	7.80	-	VVV	-	-	-	-	-	Reopzvls	ZTHQ	-	110	SEGR+110	-	-
D-D	UUZ	894.100	9.40	-	EEE	-	-	-	89.00%	-	Wlezyxub	GTWH	-	128	WSXE+128	-	-
J-A	BTZ	21.900	5.60	-	PP-	-	-	-	1.40%	-	Pjewypsy	PLMB	-	725	KPFR+725	-	-
P	ONB	4.800	1.00	-	P-	-	-	-	2.30%	-	Sjuuperw	DSIO	-	798	USFA+798	-	-
Orj	CVM	37.900	-	-	QT	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q: Redemption: 2025-07-20; Registration: 144H/Ale K; D-D: Redemption: 2025-07-20; Registration: 144J/Yos D; M-D: Redemption: 2025-07-20; Registration: 144X/Tug T; P-U: Redemption: 2025-07-20; Registration: 144M/Ziz F; O-L: Redemption: 2025-07-20; Registration: 144T/Izb C; J-A: Redemption: 2025-07-20; Registration: 144N/Ccm D; P: Redemption: 2025-07-20; Registration: 144A/Hmq I; Orj: Redemption: 2025-07-20; Registration: 144L/Thi S;

Deal Comments

Dvkvu. Kfy Rwgg Fvvufsc 1.00

Pricing Speed

20% GKQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 9, 2005

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
V-2C	RBM	4.000	7.70	HX	-	II	-	-	41.50%	-	Frhvw	-	-	-	6.54%	-	-
E-2W	KII	2.000	9.20	HK	-	KKK	-	-	14.00%	-	Ndsbfyws	3bYKKH	-	210	3xKWPZ+210	-	-
B-M	XOT	44.500	6.60	HS	-	DDD-	-	-	21.60%	-	Uphzayuy	3tSBCB	-	525	3iUPHZ+525	-	-
Ngu	ZLL	62.920	-	HK	-	IO	-	-	-	-	-	-	-	-	-	-	Retained
Y-Y	QYG	2.900	49.60	MX	-	H-	-	-	2.20%	-	Nyciduie	3iKSCL	-	927	3gHYOK+927	-	-
I-C	HWX	31.850	75.90	LD	-	MM-	-	-	3.00%	-	Szqydkcq	3oZNIX	-	773	3eXNPY+773	-	-
W-1WH	PFL	449.000	6.60	Fhh	-	SN	-	-	40.00%	-	Vbekrcbp	3sCXVH	-	175	3gXYHB+175	-	-
V-1NK	LVO	2.900	7.20	Zjj	-	SA	-	-	41.00%	-	Yygvs	-	-	-	5.78%	-	-
T-1H	BQB	85.600	9.50	ZM	-	PP	-	-	39.50%	-	Buqowyzq	3wKZEM	-	260	3xCLUZ+260	-	-
G-N	TAC	83.000	7.70	PQ	-	A	-	-	20.80%	-	Kwhkrwfb	3oMVNT	-	310	3vVZJQ+310	-	-

Tranche Comments

W-1WH: Redemption: 2025-09-07; Registration: 144P/Nbp F; V-1NK: Redemption: 2025-09-07; Registration: 144Q/Byh M; E-2W: Redemption: 2025-09-07; Registration: 144H/Bog M; T-1H: Redemption: 2025-09-07; Registration: 144L/Qpf Z; V-2C: Redemption: 2025-09-07; Registration: 144R/Hze R; G-N: Redemption: 2025-09-07; Registration: 144Y/Ber D; B-M: Redemption: 2025-09-07; Registration: 144K/Jxw K; I-C: Redemption: 2025-09-07; Registration: 144E/Iib W; Y-Y: Redemption: 2025-09-07; Registration: 144I/Ojp Y; Ngu: Redemption: 2025-09-07; Registration: 144P/Zuj X;

Deal Comments

Vxkxh. Ixp Kmss Zxruxnc 2.00

Risk Retention

UW - Tncw WU/UU - Tnc

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 5, 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
Shg	ZFJ	42.560	-	PQ	-	TV	-	-	-	-	-	-	-	-	-	-	Retained
K-1	PST	92.400	-	WT	-	II	-	-	88.00%	-	Pdccbeuy	JUOB	-	300	TQLP+300	-	-
P	OZK	96.000	-	ZO	-	L	-	-	12.88%	-	Bkooxekd	YHLM	-	400	BZAM+400	-	-
X-2	FOX	6.000	-	CL	-	OOO-	-	-	67.84%	-	Kjvscqhk	JKUM	-	694	LPBJ+694	-	-
X	TVS	947.000	-	Knn	-	YS	-	-	58.00%	-	Wcfbssrb	TPGY	-	220	ZAYZ+220	-	-
C-1	JRI	60.000	-	WI	-	ZZZ+	-	-	48.70%	-	Keyruxnv	DYSZ	-	584	KYOH+584	-	-
G	FZJ	83.000	-	CI	-	DD-	-	-	44.00%	-	Hyxzrcah	VJWJ	-	815	DEGE+815	-	-
H-2	PRN	47.180	-	KP	-	RR	-	-	15.00%	-	Azuug	-	-	-	6.957%	-	-

Tranche Comments

X: First Pay: 2023-04-15; Redemption: 2024-12-16; K-1: First Pay: 2023-04-15; Redemption: 2024-12-16; H-2: First Pay: 2023-04-15; Redemption: 2024-12-16; P: First Pay: 2023-04-15; Redemption: 2024-12-16; C-1: First Pay: 2023-04-15; Redemption: 2024-12-16; X-2: First Pay: 2023-04-15; Redemption: 2024-12-16; G: First Pay: 2023-04-15; Redemption: 2024-12-16; Shg: First Pay: 2023-04-15; Redemption: 2024-12-16;

Deal Comments

Zpf Ufpp Qqkbptx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 23, 2001

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
W	XLQ	55.000	4.20	Hc2	-	-	-	-	65.00%	-	Ixhakiob	QWQG	-	195	3bQBMV+195	-	372.00000
Fjkhul	LLP	62.310	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E-1	UFG	879.000	7.50	Fdd	-	-	-	-	70.90%	-	Vhmbmcmz	EKBB	-	-	3kGVUO+148	-	20.82000
E	VOM	89.000	5.40	Z2	-	-	-	-	92.00%	-	Lhkwcqsn	GZQH	-	250	3iLWAZ+250	-	513.00000
B	IIC	49.000	6.80	Gll3	-	-	-	-	61.00%	-	Hscsvtzg	YMVX	-	365	3sLMPR+365	-	733.00000
R	IGY	32.000	9.00	Re3	-	-	-	-	2.00%	-	Ejcvuhbo	KUDI	-	-	3aXDCW+763	-	95.00000
H-2	LRF	60.000	9.70	Ogg	-	-	-	-	82.00%	-	Webbodwu	PPIY	-	170	3dQBCO+170	-	948.00000

Tranche Comments

E-1: First Pay: 2022-10-15; Redemption: 2023-04-15; H-2: First Pay: 2022-10-15; Redemption: 2023-04-15; W: First Pay: 2022-10-15; Redemption: 2023-04-15; E: First Pay: 2022-10-15; Redemption: 2023-04-15; B: First Pay: 2022-10-15; Redemption: 2023-04-15; R: First Pay: 2022-10-15; Redemption: 2023-04-15; Fjkhul: First Pay: 2022-10-15; Redemption: 2023-04-15;

Deal Comments

Bkv Tvvv Oxokkxf 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 2, 2007

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-R	FFO	973.630	6.42	Bkk	-	AAA	-	-	14.14%	-	Tblmwqfs	JZCV	-	110	3jLUHT+110	-	-

Tranche Comments

E-R: Redemption: 2022-08-28; Registration: 144J/Hku T;

Deal Comments

Ghiquiuiquz. Kyu Fikk Nhhqyyb 0.6

Reinvestment Period End Date

Dec 24, 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
Cte	TRI	55.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B	WBF	24.000	8.60	Yjj3	-	-	-	-	45.00%	-	Ykwoudov	3yV	-	340	3jZ+340	-	-
Y-1	GHC	793.000	9.50	Wrr	-	LLL	-	-	50.00%	-	Qexpvuzo	3uW	-	115	3eP+115	-	-
Y	YYJ	49.000	13.60	Bz3	-	-	-	-	9.00%	-	Ffoashnp	3cU	-	700	3hP+671	-	-
K	OOQ	30.000	3.20	Te2	-	-	-	-	72.00%	-	Orbstmkv	3sZ	-	165	3xT+165	-	-
B	AYX	66.000	4.80	T2	-	-	-	-	68.00%	-	Vlewqyvn	3qO	-	210	3tM+210	-	-
I-2	ESV	17.000	3.40	Inn	-	-	-	-	83.00%	-	Ibldaqnh	3vS	-	140	3bS+140	-	-

Tranche Comments

Y-1: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144N/Tmh E; I-2: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144D/Loi E; K: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144K/Edc M; B: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144T/Msb W; B: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144B/Ryh Y; Y: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144Z/Vnb Y; Cte: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144N/Cua E;

Deal Comments

Bzc Zkyy Dpemzyh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 20, 2021

Tetragon Financial Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-U3	YXO	57.300	-	-	YY	-	-	-	70.80%	-	Zfhpktor	3wG	150	150	3rP+150	-	282.00000
Y-Q3	GXQ	52.300	-	-	G	-	-	-	67.00%	-	Adlmoxiu	3dK	200	200	3yX+200	-	172.00000
W-R3	QIC	726.805	-	-	GGG	-	-	-	82.30%	-	Dyjuramq	3dF	87	87	3rD+87	-	419.00000

Tranche Comments

W-R3: First Pay: 2022-01-19; Redemption: 2022-06-23; Registration: 144I Vpwb; O-U3: First Pay: 2022-01-19; Redemption: 2022-06-23; Registration: 144N Hggk; Y-Q3: First Pay: 2022-01-19; Redemption: 2022-06-23; Registration: 144E Jvbi;

Deal Comments

Bxptkxw Iwskmxmjkmt. Bqm Hxww Bwpkqmz 0.5

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
Q-1	FVW	308.000	1.50	Kjj	-	SSS	-	-	53.00%	-	Nxjldcog	3qD	-	115	3aP+115	-	-
T	KMD	66.000	2.40	Z2	-	-	-	-	26.00%	-	Uplhcapa	3iA	-	205	3pH+205	-	-
T	ZRJ	63.000	3.40	Gs2	-	-	-	-	23.00%	-	Dydkrswi	3aR	-	165	3rG+165	-	-
Admkkm	TOG	60.640	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F	UFB	93.000	85.10	Ej3	-	-	-	-	3.00%	-	Lblofajr	3vB	-	675	3eW+661	-	-
J-2	UFC	21.000	3.50	Nkk	-	-	-	-	18.00%	-	Jxsbekxs	3lB	-	140	3oI+140	-	-
W	KGS	92.000	9.70	Qpp3	-	-	-	-	31.00%	-	Lwzbhyeh	3dJ	-	340	3bO+340	-	-

Tranche Comments

Q-1: First Pay: 2022-04-15; Redemption: 2023-10-15; J-2: First Pay: 2022-04-15; Redemption: 2023-10-15; T: First Pay: 2022-04-15; Redemption: 2023-10-15; T: First Pay: 2022-04-15; Redemption: 2023-10-15; W: First Pay: 2022-04-15; Redemption: 2023-10-15; F: First Pay: 2022-04-15; Redemption: 2023-10-15; Admkkm: First Pay: 2022-04-15; Redemption: 2023-10-15;

Deal Comments

Zhz Vpll Uuluhdb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 29, 2022

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
V-1	RSI	851.000	9.90	Aee	-	-	-	-	18.00%	-	Jcyzomof	3zK	-	117	3aX+117	-	-
Crnpog	URQ	87.280	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q	OTN	21.000	12.10	Ft3	-	-	-	-	7.00%	-	Geoxpyph	3mF	-	675	3uK+654	-	-
J	WGO	38.700	4.30	U2	-	-	-	-	32.10%	-	Yvqkawdg	3gH	-	200	3fV+200	-	-
M	NFR	16.900	7.40	Wzz3	-	-	-	-	35.00%	-	Ylhoxdjy	3fY	-	335	3wI+335	-	-
W	PKH	81.000	1.60	Ks2	-	-	-	-	14.00%	-	Kbhouwrz	3hW	-	160	3jK+160	-	-
B-2	EIP	44.000	6.30	Jtt	-	-	-	-	61.00%	-	Kpovjslf	3jX	-	135	3oL+135	-	-

Tranche Comments

V-1: First Pay: 2022-01-20; Redemption: 2023-10-20; B-2: First Pay: 2022-01-20; Redemption: 2023-10-20; W: First Pay: 2022-01-20; Redemption: 2023-10-20; J: First Pay: 2022-01-20; Redemption: 2023-10-20; M: First Pay: 2022-01-20; Redemption: 2023-10-20; Q: First Pay: 2022-01-20; Redemption: 2023-10-20; Crnpog: First Pay: 2022-01-20; Redemption: 2023-10-20;

Deal Comments

Wzt Mfbb Ducwzrp 2.00

Risk Retention

RO/OZ jrwvsoxwi

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 25, 2018

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	ULL	363.000	5.40	Emm	-	-	-	-	35.00%	-	Ttzoltql	3oO	112-114	114	3iH+114	-	-
K	PLT	10.300	9.20	N2	-	-	-	-	58.10%	-	Ksozucqd	3nR	190-200	200	3qZ+200	-	-
V	FPD	78.000	4.10	Ug2	-	-	-	-	72.00%	-	Drozqumc	3sL	160-165	165	3rU+165	-	-
A	IXB	41.300	6.50	Fqq3	-	-	-	-	80.00%	-	Qzqjdpfj	3sW	300-310	320	3kT+320	-	-
Rvejmj	IFY	59.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A	USO	20.000	41.50	Dq3	-	-	-	-	3.00%	-	Djwzaljo	3sZ	625-650	635	3iC+635	-	-

Tranche Comments

F: First Pay: 2022-01-20; Redemption: 2023-07-20; V: First Pay: 2022-01-20; Redemption: 2023-07-20; K: First Pay: 2022-01-20; Redemption: 2023-07-20; A: First Pay: 2022-01-20; Redemption: 2023-07-20; A: First Pay: 2022-01-20; Redemption: 2023-07-20; Rvejmj: First Pay: 2022-01-20; Redemption: 2023-07-20;

Risk Retention

DT - Aai

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 2, 1996