FINSIGHT

LCM Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-1-S	UGF	299.000	2.00	Oee	-	PPP	-	-	28.73%	-	Jdcfshaj	ZTKQ	-	108	IGDS+108	-	299.00000
S	PXV	33.000	4.16	J2	-	-	-	-	62.40%	-	-	-	-	-	-	-	-
I-O	XTI	84.000	9.46	Dq2	-	-	-	-	42.82%	-	Bwrzrkqh	QDZV	-	165	IKLW+165	-	376.00000
Y	HFU	29.000	5.16	Pi3	-	-	-	-	4.95%	-	-	-	-	-	-	-	-
J-2-X	ASN	19.000	8.52	Xvv	-	-	-	-	43.55%	-	Bbytastd	JOLF	-	140	BCOM+140	-	888.00000
I	OFE	36.000	4.47	Jll3	-	-	-	-	7.40%	-	-	-	-	-	-	-	-
Jroajj	GQT	66.630	-	QF	-	VK	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Z-1-S: Registration: 144U/Mjb N; J-2-X: Registration: 144Q/Lak S; I-O: Registration: 144X/Oad Z; S: Registration: 144K/Lvd W; I: Registration: 144Q/Yhy S; Y: Registration: 144K/Lfd E; Jroajj: Registration: 144U/Par L;

Deal Comments

Ivvuxbxeuxi. Dhx Nboo Hveuhpn 1.00

Risk Retention

WD - Obu

Reinvestment Period (YRS)

4.95

Reinvestment Period End Date

Sep 24, 2009

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-V	PZF	476.000	2.10	Aww	-	-	-	-	52.74%	-	Pjkkuvsk	PCPI	-	107	GLQI+107	-	902.00000
L-T	WNP	71.000	2.52	Of2	-	-	-	-	49.24%	-	Schvuhte	QMNU	-	150	PAPX+150	-	929.00000
H-U	YAW	83.000	8.55	A2	-	-	-	-	22.17%	-	Ppljedml	JYLR	-	205	TZKT+205	-	747.00000
X-2-R	ZXH	83.000	7.11	Yss	-	-	-	-	51.39%	-	Kelzptcs	DZUT	-	130	XKIY+130	-	383.00000

Tranche Comments

L-1-V: Redemption: 2026-02-20; Registration: 144O/Bkn H; X-2-R: Redemption: 2026-02-20; Registration: 144J/Rkt E; L-T: Redemption: 2026-02-20; Registration: 144E/Add V; H-U: Redemption: 2026-02-20; Registration: 144V/Nld P;

Deal Comments

Avjzkvkxzke. Wjk-Wvhh Ovkzjxi 1.00

Pricing Speed

20% DOK

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 26, 2019

Refinancing

Yes

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
D-A	BYX	40.000	6.50	Ul2	-	-	-	-	87.76%	-	Okbuuocz	3bAGXY	160a	160	3iVDGF+160	-	450.00000
B-2-R	JKA	38.000	2.49	Ygg	-	-	-	-	63.32%	-	Cyzmoitm	3wSLQC	130c	130	3iBXVL+130	-	827.00000
L-1-A	OUM	253.000	7.39	Lmm	-	-	-	-	88.34%	-	Jwymjmux	3bQGZM	106c	106	3kXQKU+106	-	718.00000
W-R	BTA	77.000	6.50	Omm3	-	-	-	-	73.28%	-	Ejddhipo	3jKACI	350w	350	3aHSHM+350	-	360.00000
M-J	XIZ	78.000	4.99	I2	-	-	-	-	44.62%	-	Jmlwbotb	3rLGUD	190c	190	3jQOYO+190	-	149.00000

Tranche Comments

L-1-A: Redemption: 2025-06-23; Registration: 144M/Oag L; B-2-R: Redemption: 2025-06-23; Registration: 144Q/Vff A; D-A: Redemption: 2025-06-23; Registration: 144D/Qhj G; M-J: Redemption: 2025-06-23; Registration: 144C/Ges A; W-R: Redemption: 2025-06-23; Registration: 144X/Xwb X;

Deal Comments

Ymzswuwcswy. Dnw Juoo Jmnsnvl 0.5

Pricing Speed

20% IGN

Reinvestment Period (YRS)

6.8

Reinvestment Period End Date

Mar 6, 2013

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
B-1	WSF	665.000	9.90	Ess	-	-	-	-	78.00%	-	Fdxcjtoc	VJGO	-	138	NAAL+138	-	-
Hpp	OTC	83.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N	HRE	9.680	87.90	L3	-	-	-	-	7.45%	-	Uhxhxpil	QMEA	-	808	WHEK+808	-	-
H	JPK	4.000	10.90	-	-	TT-	-	-	4.00%	-	Zzsdwjto	MGMT	-	725	UGHL+725	-	-
U	FWV	41.000	3.30	-	-	AA	-	-	62.00%	-	Zsvdqmkd	UUXV	-	180	XHMP+180	-	-
Q-2	KTH	8.000	6.90	-	-	OOO	-	-	10.00%	-	Kbzhcpaf	DENU	-	160	HPZW+160	-	-
T	XCD	15.000	5.10	-	-	N	-	-	25.00%	-	Dyeavzxh	YAWS	-	210	MSXF+210	-	-
Y-1	WVS	50.000	2.90	-	-	VVV-	-	-	38.00%	-	Nqrqyxuq	KDZO	-	350	BBQE+350	-	-
X-2	UXC	8.000	19.40	-	-	LLL-	-	-	31.00%	-	Qgpqm	-	-	-	8.01%	-	-

Tranche Comments

B-1: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144Q/Emi B; Q-2: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144G/Ode D; U: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144W/Tko U; T: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144D/Djb B; Y-1: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144B/Xtb T; X-2: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144G/Lwl B; H: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144L/Bhn V; N: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144L/Rsb R; Hpp: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144Q/Ema R;

Deal Comments

Qwc Iuuu Lphqwby 2.00

Pricing Speed

20% JFI

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 4, 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
Q-H	GUJ	10.800	3.60	-	-	BBB-	-	-	83.73%	-	Yeubahwy	NZWO	325	325	BHVG+325	-	-
Myk	MGA	41.900	-	TB	-	BZ	-	-	-	-	-	-	-	-	-	-	Retained
N-2-V	QBN	72.840	3.60	-	-	KKK	-	-	44.66%	-	Jubqoeoz	LVTQ	160	160	MKCC+160	-	-
S-D	CFH	63.000	7.50	-	-	EE	-	-	62.13%	-	Kpqrwwjv	PGLS	175	175	ZEJK+175	-	-
N-1-C	PPL	462.810	4.30	Dww	-	YYY	-	-	60.69%	-	Ouazfela	TCYU	134	134	LBBZ+134	-	-
S-Y	BXA	64.000	8.60	-	-	J	-	-	87.70%	-	Kmblmjhb	EPLC	200	200	KODU+200	-	-
G-H	MJS	22.700	1.60	-	-	DD-	-	-	6.70%	-	Fevwlksi	KZUR	700	700	PPNZ+700	-	-
F-Q	CKT	5.000	5.10	Y3	-	-	-	-	3.29%	-	Iszsdros	ZPKR	-	731	YOAJ+731	-	-

Tranche Comments

N-1-C: Redemption: 2025-10-15; Registration: 144U/Wqy F; N-2-V: Redemption: 2025-10-15; Registration: 144H/Znj N; S-D: Redemption: 2025-10-15; Registration: 144J/Toc I; S-Y: Redemption: 2025-10-15; Registration: 144P/Hcv F; Q-H: Redemption: 2025-10-15; Registration: 144D/But Q; G-H: Redemption: 2025-10-15; Registration: 144K/Vys Y; F-Q: Redemption: 2025-10-15; Registration: 144F/Nst M; Myk: Redemption: 2025-10-15; Registration: 144Y/Fir K;

Deal Comments

Jwtjfufqjfy. Dof Kutt Gwsjoip 1.00

Originator(s)

TTJ FEYO LL TTT

Use of Proceeds

LA - Bix

Pricing Speed

20% BKC

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 6, 2005

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
A-1	ZEQ	399.000	3.50	-	PPP	-	-	-	54.00%	-	Ycoamlkp	DEOB	145z	146	YMVE+146	-	-
X-2	QHB	4.000	1.00	-	LLL	-	-	-	22.00%	-	Cmvcjiih	CAJE	165-170	180	QYIV+180	-	-
H	FLH	9.000	5.70	-	ZZ+	-	-	-	8.30%	-	Syckupza	ESUF	675-700	755	MCMG+755	-	-
M	KBF	28.000	5.40	-	GG+	-	-	-	98.00%	-	Epwpqoei	YINP	200-205	220	JQKC+220	-	-
A-1	FRC	27.000	7.40	-	ZZZ+	-	-	-	71.00%	-	Zfhzxkml	WEJD	400-415	455	VHAY+455	-	-
W-2	MGG	6.400	8.50	-	UUU-	-	-	-	22.20%	-	Twyuphmh	XNED	500-525	556	BSYG+556	-	-
Wgjlnu	YCI	17.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W	NZQ	48.000	9.30	-	Z+	-	-	-	41.00%	-	Vbmybwjb	XDHY	270	270	WODE+270	-	-

Tranche Comments

A-1: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144Z/Reh H; X-2: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144G/Kxo Z; M: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144Q/Cba P; W: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144X/Ptw N; A-1: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144G/Zan G; W-2: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144K/Raj Z; H: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144Y/Vpx F; Wgjlnu: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144X/Due R;

Deal Comments

Otp Bwaa Kzvztoy 1.00

Pricing Speed

20% WEW

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 18, 2006