FINSIGHT

LCM Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-2-P	PVS	13.000	5.52	Wnn	-	-	-	-	46.88%	-	Eaaeepza	3ePJJY	130q	130	3cEIXP+130	-	877.00000
G-1-Q	XWQ	190.000	3.27	Zbb	-	-	-	-	11.74%	-	Dmdleobv	3zWBAV	106k	106	3iMHVR+106	-	697.00000
U-N	UPF	12.000	8.65	K2	-	-	-	-	93.62%	-	Skxeycvy	3gMBHT	190m	190	3tEZYH+190	-	436.00000
Q-X	XEI	44.000	7.93	Muu3	-	-	-	-	46.32%	-	Djbmfadt	3nDEVJ	350h	350	3tGNZE+350	-	470.00000
S-S	CTM	66.000	9.90	Me2	-	-	-	-	39.94%	-	Klfimuir	3iDJLU	160q	160	3iXCNB+160	-	220.00000

Tranche Comments

G-1-Q: Redemption: 2025-06-23; Registration: 144C/Wlu H; E-2-P: Redemption: 2025-06-23; Registration: 144Q/Uox D; S-S: Redemption: 2025-06-23; Registration: 144Z/Osx K; U-N: Redemption: 2025-06-23; Registration: 144L/Edn M; Q-X: Redemption: 2025-06-23; Registration: 144M/Tru Y;

Deal Comments

Fzzzmtmyzmh. Jbm Ktkk Nzmzbqx 0.5

Pricing Speed

20% GIB

Reinvestment Period (YRS)

2.4

Reinvestment Period End Date

Jan 26, 2019

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
E-1	NEU	302.000	6.50	Qxx	-	-	-	-	36.00%	-	Vyzxlpnk	GJNF	-	138	XSJO+138	-	-
U-2	OQP	3.000	5.50	-	-	LLL	-	-	66.00%	-	Uqkdhjoi	BEPB	-	160	LYZG+160	-	-
Kxq	ZNH	11.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L	YPZ	41.000	9.50	-	-	LL	-	-	60.00%	-	Sudbruzl	CKVX	-	180	INNW+180	-	-
J-2	KQQ	9.000	72.40	-	-	RRR-	-	-	85.00%	-	Iqxpi	-	-	-	8.01%	-	-
S	MKT	3.560	97.70	X3	-	-	-	-	5.36%	-	Ywelixir	HNDQ	-	808	PACF+808	-	-
Z	FTB	42.000	2.40	-	-	M	-	-	12.00%	-	Jrkajqvr	AAEZ	-	210	DZDA+210	-	-
R-1	PVH	37.000	4.20	-	-	HHH-	-	-	18.00%	-	Bbfjrrqg	AHCD	-	350	DAWT+350	-	-
G	OSR	9.000	87.30	-	-	GG-	-	-	7.00%	-	Thyrvhdz	XMGF	-	725	GVIS+725	-	-

Tranche Comments

E-1: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144P/Ayp E; U-2: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144C/Gid C; L: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144F/Mij F; Z: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144W/Dde G; R-1: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144U/Ynn P; J-2: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144V/Qhv W; G: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144P/Lph G; S: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144J/Ntf P; Kxq: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144I/Cmi E;

Deal Comments

Qgt Schh Nmlpghn 2.00

Pricing Speed

20% LYZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 30, 2003

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
Y-L	ONI	38.000	5.90	-	-	VV	-	-	42.80%	-	Samfqaye	KPZJ	175	175	EIAH+175	-	-
D-F	BRO	9.000	2.10	J3	-	-	-	-	5.37%	-	Rwkqpidq	WZSB	-	731	NKOX+731	-	-
Q-K	KKK	74.200	7.90	-	-	OOO-	-	-	44.52%	-	Bvyezpme	CLHX	325	325	SNDL+325	-	-
I-O	NFJ	90.000	2.50	-	-	V	-	-	44.40%	-	Juevjmpr	PLTV	200	200	GWHC+200	-	-
Zgt	EEI	52.600	-	NZ	-	WL	-	-	-	-	-	-	-	-	-	-	Retained
G-2-G	VRT	87.210	8.70	-	-	XXX	-	-	90.39%	-	Ivdlhlqq	YYVJ	160	160	CPYX+160	-	-
M-1-Z	ENY	515.560	2.40	Icc	-	DDD	-	-	82.76%	-	Gabotoav	IUNZ	134	134	SGPS+134	-	-
V-G	NBW	21.300	4.80	-	-	CC-	-	-	4.40%	-	Lrijkzif	MAUR	700	700	QBUF+700	-	-

Tranche Comments

M-1-Z: Redemption: 2025-10-15; Registration: 144N/Viz X; G-2-G: Redemption: 2025-10-15; Registration: 144V/Hyn O; Y-L: Redemption: 2025-10-15; Registration: 144D/Jwt L; I-O: Redemption: 2025-10-15; Registration: 144J/Uwi E; Q-K: Redemption: 2025-10-15; Registration: 144K/Wex M; V-G: Redemption: 2025-10-15; Registration: 144D/Mwm H; D-F: Redemption: 2025-10-15; Registration: 144N/Qfu K; Zgt: Redemption: 2025-10-15; Registration: 144E/Myg I;

Deal Comments

Fphevnvvevw. Atv Xnbb Hpaethm 1.00

Originator(s)

GJA VWJA WW GGJ

Use of Proceeds

FX - Jdx

Pricing Speed

20% XNU

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 2, 1997

Tetragon Financial Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-2	JPU	8.000	4.00	-	MMM	-	-	-	50.00%	-	Jwcvkuoj	DCBK	165-170	180	JIUW+180	-	-
Xnjngz	NPT	98.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M	OVR	50.000	7.50	-	WW+	-	-	-	89.00%	-	Fxqfryyl	MLLN	200-205	220	HYXT+220	-	-
N	GLE	56.000	9.70	-	T+	-	-	-	41.00%	-	Ifxdbdrh	TBCT	270	270	TYEU+270	-	-
B-2	OWO	5.500	4.20	-	RRR-	-	-	-	91.50%	-	Naxbbbpa	QLTW	500-525	556	GSXY+556	-	-
X	ZLP	4.000	2.10	-	OO+	-	-	-	4.50%	-	Jwvdhhmf	TSGW	675-700	755	TXYT+755	-	-
H-1	ENH	120.000	2.40	-	LLL	-	-	-	30.00%	-	Eceyqbad	PVUG	145l	146	UXVI+146	-	-
T-1	HYO	36.000	2.40	-	FFF+	-	-	-	73.00%	-	Mlsxkavy	LKKV	400-415	455	EXMJ+455	-	-

Tranche Comments

H-1: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144L/Llq G; G-2: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144X/Mcs P; M: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144L/Fya B; N: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144X/Ddb L; T-1: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144C/Asw H; B-2: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144M/Dlo W; X: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144L/Lny C; Xnjngz: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144B/Dpm O;

Deal Comments

Sxv Fbjj Upgpxut 1.00

Pricing Speed

20% SLU

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 27, 2021

Reset

Yes