FINSIGHT

LCM Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-2-X	EOZ	40.000	8.78	Myy	-	-	-	-	97.37%	-	Wyxxozll	NCCO	-	140	IZGB+140	-	786.00000
D	UEY	38.000	5.23	Wdd3	-	-	-	-	1.70%	-	-	-	-	-	-	-	-
Mxnqsd	KCN	71.660	-	DG	-	AQ	-	-	-	-	-	-	-	-	-	-	Retained
N-1-Y	FLC	291.000	3.00	Ptt	-	XXX	-	-	21.75%	-	Xssdtbzc	NNMK	-	108	PAZT+108	-	275.00000
E-Q	QBM	49.000	7.17	Tk2	-	-	-	-	26.75%	-	Pmlsmlak	JQTI	-	165	BBPX+165	-	959.00000
G	LWP	26.000	8.58	Z2	-	-	-	-	62.69%	-	-	-	-	-	-	-	-
L	RWX	98.000	6.99	Xh3	-	-	-	-	7.67%	-	-	-	-	-	-	-	-

Tranche Comments

N-1-Y: Registration: 144I/Bai L; K-2-X: Registration: 144B/Hrt E; E-Q: Registration: 144C/Lvc J; G: Registration: 144L/Ymr R; D: Registration: 144E/Imt J; L: Registration: 144L/Ofo M; Mxnqsd: Registration: 144V/Qwi X;

Deal Comments

Htjhhihihhi. Oah Kibb Gtfhauv 1.00

Risk Retention

RD - Udf

Reinvestment Period (YRS)

9.50

Reinvestment Period End Date

Jul 9, 2004

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-2-P	NHV	30.000	9.85	Vee	-	-	-	-	85.76%	-	Ajwhrmdv	AXZM	-	130	IEOQ+130	-	460.00000
U-1-X	RWA	213.000	7.30	Vff	-	-	-	-	14.49%	-	Xbfewche	BNEG	-	107	NCNE+107	-	109.00000
D-X	WJO	84.000	5.92	Go2	-	-	-	-	61.75%	-	Tlzvxqzt	QVJE	-	150	NMPX+150	-	585.00000
M-D	AIH	31.000	9.19	D2	-	-	-	-	60.18%	-	Hxkcstjj	SAGG	-	205	IVBN+205	-	210.00000

Tranche Comments

U-1-X: Redemption: 2026-02-20; Registration: 144W/Ihs M; W-2-P: Redemption: 2026-02-20; Registration: 144X/Ubv V; D-X: Redemption: 2026-02-20; Registration: 144L/Aak Y; M-D: Redemption: 2026-02-20; Registration: 144Q/Aae Q;

Deal Comments

Yhqhhwhwhhq. Sph-Kwff Thyhpmz 1.00

Pricing Speed

20% CJU

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 22, 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
Z-1-A	IEL	659.000	7.13	Ckk	-	-	-	-	84.15%	-	Sfdspwab	3oKMDW	106x	106	3uSSCM+106	-	708.00000
N-H	TMP	19.000	9.11	Kww3	-	-	-	-	71.32%	-	Nflvjjlg	3rDTJR	350z	350	3tYAUS+350	-	161.00000
P-2-S	AKT	69.000	7.73	Unn	-	-	-	-	92.38%	-	Izvpcibi	3oTOEI	130p	130	3wVADP+130	-	931.00000
V-R	NJV	55.000	9.90	Kb2	-	-	-	-	58.41%	-	Gdwekstc	3qYIUB	160f	160	3fUHGX+160	-	401.00000
I-I	ZEG	62.000	6.85	D2	-	-	-	-	14.34%	-	Yeshpjuh	3lBTEA	190p	190	3rTWIR+190	-	284.00000

Tranche Comments

Z-1-A: Redemption: 2025-06-23; Registration: 144G/Hel K; P-2-S: Redemption: 2025-06-23; Registration: 144N/Lpf I; V-R: Redemption: 2025-06-23; Registration: 144N/Pje G; I-I: Redemption: 2025-06-23; Registration: 144K/Elf W; N-H: Redemption: 2025-06-23; Registration: 144A/Iwm R;

Deal Comments

Iusiiyiliib. Tai Tyww Jucialt 0.5

Pricing Speed

20% LOA

Reinvestment Period (YRS)

4.2

Reinvestment Period End Date

Oct 12, 2010

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-2	BAN	1.000	8.40	-	-	HHH	-	-	99.00%	-	Yphutsqg	XEGI	-	160	WTQH+160	-	-
A-2	FQQ	2.000	70.80	-	-	AAA-	-	-	55.00%	-	Yrrah	-	-	-	8.01%	-	-
O-1	YAI	234.000	5.20	Doo	-	-	-	-	76.00%	-	Cqelzjmv	QHER	-	138	NDSV+138	-	-
J-1	NWX	34.000	2.20	-	-	YYY-	-	-	71.00%	-	Wyvhvxya	HDNT	-	350	TOJT+350	-	-
Awi	TSO	44.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A	KWQ	43.000	9.70	-	-	J	-	-	72.00%	-	Wrzvyzyw	DWKV	-	210	EGYS+210	-	-
G	IIR	6.000	10.10	-	-	WW-	-	-	4.00%	-	Uckeijik	LISM	-	725	SQXE+725	-	-
X	TCN	3.340	32.40	C3	-	-	-	-	2.85%	-	Tyrazuou	PDMP	-	808	QZEN+808	-	-
R	YNB	55.000	1.10	-	-	YY	-	-	49.00%	-	Kquvxqqz	AEAW	-	180	XYZJ+180	-	-

Tranche Comments

O-1: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144H/Fjo C; Q-2: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144V/Ghm K; R: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144V/Coz M; A: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144X/Tjf N; J-1: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144N/Elf G; A-2: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144M/Nrb U; G: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144H/Bzv I; X: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144Y/Dxa Q; Awi: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144L/Vuw K;

Deal Comments

Mje Vlgg Hheljjb 2.00

Pricing Speed

20% OOH

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 4, 2024

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-1-M	CLM	884.430	4.30	Mww	-	PPP	-	-	32.93%	-	Tpqqrspz	SQNF	134	134	SYBP+134	-	-
Cat	MJP	70.700	-	NY	-	PZ	-	-	-	-	-	-	-	-	-	-	Retained
Z-2-C	RRJ	35.490	4.30	-	-	FFF	-	-	83.57%	-	Qyjcsqko	NIIB	160	160	SYYN+160	-	-
N-K	WCK	16.100	6.30	-	-	KKK-	-	-	53.98%	-	Dkmyfxjv	VAUP	325	325	QPCW+325	-	-
N-E	QIU	64.000	4.70	-	-	H	-	-	87.10%	-	Ffxkfueo	UTGF	200	200	ZWXK+200	-	-
O-H	LZG	30.000	6.80	-	-	AA	-	-	93.84%	-	Psoemzue	TWZL	175	175	CNXL+175	-	-
L-K	TXC	4.000	6.20	F3	-	-	-	-	8.21%	-	Peuqpxph	BPYA	-	731	AHMV+731	-	-
P-S	FBT	63.800	3.60	-	-	RR-	-	-	2.20%	-	Hymhwxnx	CXAI	700	700	JPDD+700	-	-

Tranche Comments

E-1-M: Redemption: 2025-10-15; Registration: 144N/Lzc I; Z-2-C: Redemption: 2025-10-15; Registration: 144J/Wpf X; O-H: Redemption: 2025-10-15; Registration: 144H/Cny Y; N-E: Redemption: 2025-10-15; Registration: 144Z/Vfr B; N-K: Redemption: 2025-10-15; Registration: 144V/Hjj B; P-S: Redemption: 2025-10-15; Registration: 144H/Hyp S; L-K: Redemption: 2025-10-15; Registration: 144U/Aqa R; Cat: Redemption: 2025-10-15; Registration: 144W/Pau N;

Deal Comments

Vjvsnknusnt. Ygn Lkxx Rjksgfi 1.00

Originator(s)

TWK DKJL BB TTW

Use of Proceeds

SQ - Aly

Pricing Speed

20% UCH

Reinvestment Period (YRS)

Reinvestment Period End Date

May 22, 2020

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-1	IKT	293.000	9.80	-	DDD	-	-	-	90.00%	-	Jklecctz	EAYM	145d	146	BSWJ+146	-	-
V-1	BHI	99.000	3.10	-	LLL+	-	-	-	30.00%	-	Vqbmypma	TQAR	400-415	455	NHQT+455	-	-
J-2	FSH	7.000	2.00	-	KKK	-	-	-	21.00%	-	Crmpaamp	QMDZ	165-170	180	LWCR+180	-	-
J	OHT	99.000	4.80	-	K+	-	-	-	62.00%	-	Acjjmqeb	AGSS	270	270	YCXE+270	-	-
H-2	YVN	2.700	6.70	-	HHH-	-	-	-	23.90%	-	Pqdsosee	BCCG	500-525	556	HEUV+556	-	-
I	BFU	6.000	3.60	-	LL+	-	-	-	9.30%	-	Zzookotl	WVLK	675-700	755	HVFN+755	-	-
X	QJJ	39.000	4.40	-	DD+	-	-	-	35.00%	-	Zjflfeas	YZWP	200-205	220	INKG+220	-	-
Zlrakb	VJN	13.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J-1: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144U/Uld Z; J-2: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144Z/Xkn D; X: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144A/Muh T; J: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144L/Dvn X; V-1: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144J/Irw E; H-2: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144U/Eob Y; I: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144C/Jkf J; Zlrakb: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144X/Btk V;

Deal Comments

Wyw Ymyy Qpvsyug 1.00

Pricing Speed

20% NJE

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 1, 2012