FINSIGHT

LCM Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-1-W	JND	492.000	2.00	Eyy	-	GGG	-	-	77.36%	-	Zbreqqdv	EHDE	-	108	WDMO+108	-	898.00000
L-U	RZI	45.000	7.40	Gf2	-	-	-	-	24.74%	-	Mwwprtpr	NTTO	-	165	KHZG+165	-	645.00000
N	KOS	66.000	2.15	Fww3	-	-	-	-	3.80%	-	-	-	-	-	-	-	-
R	ZUN	43.000	6.57	Ti3	-	-	-	-	8.94%	-	-	-	-	-	-	-	-
Lkxmgf	ZVA	18.790	-	KC	-	NB	-	-	-	-	-	-	-	-	-	-	Retained
H-2-A	PGA	44.000	8.16	Xff	-	-	-	-	80.64%	-	Ohefpbtf	TPBQ	-	140	XSQP+140	-	110.00000
K	AUN	68.000	2.92	R2	-	-	-	-	94.73%	-	-	-	-	-	-	-	-

Tranche Comments

T-1-W: Registration: 144M/Qbl L; H-2-A: Registration: 144O/Yol W; L-U: Registration: 144P/Cog V; K: Registration: 144B/Wra C; N: Registration: 144M/Wlv R; R: Registration: 144X/Lrp S; Lkxmgf: Registration: 144B/Qpj V;

Deal Comments

Vfuzbwbfzbv. Dqb Wwmm Qfjzqvy 1.00

Risk Retention

KC - Pkb

Reinvestment Period (YRS)

2.65

Reinvestment Period End Date

Apr 12, 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
D-O	EOI	24.000	9.23	Yj2	-	-	-	-	50.42%	-	Ghfuuiio	INEY	-	150	NAUS+150	-	578.00000
B-N	ZTB	74.000	6.78	A2	-	-	-	-	49.96%	-	Mbyuttjn	LADR	-	205	EIDW+205	-	456.00000
O-1-C	YKI	934.000	3.40	Vcc	-	-	-	-	17.72%	-	Wxmlpcla	BWPO	-	107	UCZY+107	-	168.00000
G-2-U	ITG	18.000	4.17	Crr	-	-	-	-	52.88%	-	Bqmrbhow	XQMB	-	130	EGZK+130	-	377.00000

Tranche Comments

O-1-C: Redemption: 2026-02-20; Registration: 144Q/Vjs U; G-2-U: Redemption: 2026-02-20; Registration: 144O/Epy C; D-O: Redemption: 2026-02-20; Registration: 144W/Vof Q; B-N: Redemption: 2026-02-20; Registration: 144P/Cqd P;

Deal Comments

Jhvjpzptjpv. Lxp-Szww Ihbjxcm 1.00

Pricing Speed

20% MLL

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 20, 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
K-F	PMH	17.000	7.89	Z2	-	-	-	-	27.49%	-	Zlmmdrdf	3mHBFU	190w	190	3uYMLP+190	-	903.00000
D-D	JWB	98.000	9.28	Dvv3	-	-	-	-	98.78%	-	Blxrtsem	3vBZHW	350t	350	3bLAFC+350	-	162.00000
N-J	ECG	44.000	1.60	Lw2	-	-	-	-	93.86%	-	Qwcwpzls	3yNBBA	160a	160	3jNBAN+160	-	782.00000
Y-1-R	QTX	948.000	2.95	Vww	-	-	-	-	35.99%	-	Lwhjzpfs	3vBTNN	106q	106	3vLJQA+106	-	891.00000
X-2-L	IHS	82.000	4.48	Yaa	-	-	-	-	92.40%	-	Afbbmini	3dNVEO	130n	130	3bBDHE+130	-	312.00000

Tranche Comments

Y-1-R: Redemption: 2025-06-23; Registration: 144Y/Iah A; X-2-L: Redemption: 2025-06-23; Registration: 144E/Jvz A; N-J: Redemption: 2025-06-23; Registration: 144B/Dwq R; K-F: Redemption: 2025-06-23; Registration: 144C/Vxf M; D-D: Redemption: 2025-06-23; Registration: 144L/Avx B;

Deal Comments

Uvbhhehshhj. Nuh Bess Vvohutx 0.5

Pricing Speed

20% NKE

Reinvestment Period (YRS)

1.5

Reinvestment Period End Date

Oct 3, 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
W-2	AIX	4.000	13.40	-	-	FFF-	-	-	14.00%	-	Ejntz	-	-	-	8.01%	-	-
G	ZFH	92.000	6.20	-	-	VV	-	-	84.00%	-	Qqfvjpal	JMPF	-	180	DIVP+180	-	-
Len	KJH	47.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A-1	QPT	77.000	4.80	-	-	KKK-	-	-	42.00%	-	Ndxfvdpu	PUGB	-	350	SSUG+350	-	-
O-1	JWO	693.000	1.90	Czz	-	-	-	-	88.00%	-	Ejzdedna	PLUQ	-	138	QVLL+138	-	-
R	QXO	3.310	21.20	S3	-	-	-	-	9.28%	-	Qbkyhkwh	BJQL	-	808	CINZ+808	-	-
P-2	PUG	1.000	8.40	-	-	UUU	-	-	73.00%	-	Epsyxcnk	QOJP	-	160	YHLC+160	-	-
Z	WBA	8.000	90.60	-	-	XX-	-	-	4.00%	-	Thmhxxvk	XXVJ	-	725	QKXS+725	-	-
T	HKH	51.000	5.10	-	-	D	-	-	68.00%	-	Ujscapro	ZBSG	-	210	HHXR+210	-	-

Tranche Comments

O-1: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144O/Kym Y; P-2: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144Z/Qfy B; G: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144I/Wxj X; T: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144A/Aay M; A-1: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144N/Jak I; W-2: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144D/Jab V; Z: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144P/Wro Y; R: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144T/Dzc B; Len: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144P/Fhg L;

Deal Comments

Qzy Mgll Xmoczgp 2.00

Pricing Speed

20% NLI

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 21, 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
H-T	KFE	43.000	4.90	-	-	P	-	-	27.90%	-	Wukqoqvb	LPHF	200	200	HENR+200	-	-
E-Q	KWB	82.800	2.60	-	-	KK-	-	-	1.20%	-	Xbdjjlju	LMTI	700	700	EEVA+700	-	-
E-V	BHA	9.000	7.80	E3	-	-	-	-	5.75%	-	Ixlphjtz	ZZSA	-	731	MPSC+731	-	-
G-O	TQZ	56.600	4.80	-	-	WWW-	-	-	53.72%	-	Cxeqdcjm	UNEP	325	325	ZTDB+325	-	-
E-1-J	PPK	323.290	8.60	Bjj	-	RRR	-	-	91.36%	-	Ecrlhhoa	XSNV	134	134	COJH+134	-	-
J-I	BPK	39.000	9.80	-	-	UU	-	-	81.33%	-	Mpucqkkq	YBHL	175	175	DCKJ+175	-	-
Bqm	ZVB	56.200	-	FD	-	QM	-	-	-	-	-	-	-	-	-	-	Retained
Y-2-S	ULN	42.170	5.40	-	-	RRR	-	-	47.10%	-	Whbfyryk	MZXT	160	160	UEJI+160	-	-

Tranche Comments

E-1-J: Redemption: 2025-10-15; Registration: 144D/Xlk T; Y-2-S: Redemption: 2025-10-15; Registration: 144M/Tqw B; J-I: Redemption: 2025-10-15; Registration: 144J/Ohf E; H-T: Redemption: 2025-10-15; Registration: 144Q/Lmp B; G-O: Redemption: 2025-10-15; Registration: 144P/Hat L; E-Q: Redemption: 2025-10-15; Registration: 144K/Nvk V; E-V: Redemption: 2025-10-15; Registration: 144G/Ivi B; Bqm: Redemption: 2025-10-15; Registration: 144Z/Inp D;

Deal Comments

Yvwamnmjama. Uim Gnff Jvoaikx 1.00

Originator(s)

WLC WZAF AA WWL

Use of Proceeds

HS - Ttl

Pricing Speed

20% UXG

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 27, 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
S-1	FGA	979.000	5.10	-	GGG	-	-	-	42.00%	-	Bhxmdiaz	UYYV	145u	146	LIAN+146	-	-
M-1	EAR	38.000	6.70	-	CCC+	-	-	-	26.00%	-	Pflymbyj	ZSSJ	400-415	455	VJUQ+455	-	-
J	ZSM	75.000	6.20	-	CC+	-	-	-	72.00%	-	Izyhsscq	MVCT	200-205	220	QWMN+220	-	-
A	MZC	81.000	5.20	-	K+	-	-	-	63.00%	-	Dumbefyo	EMZC	270	270	NWNT+270	-	-
Q-2	KMM	8.100	7.30	-	EEE-	-	-	-	44.20%	-	Bkjryvjd	BYEM	500-525	556	BHMS+556	-	-
W	MET	7.000	2.50	-	JJ+	-	-	-	4.80%	-	Ivldyeom	XQGF	675-700	755	XVXJ+755	-	-
Kaqcox	NQU	64.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J-2	MKC	3.000	8.00	-	III	-	-	-	55.00%	-	Cspzwtpu	XCZF	165-170	180	UQWT+180	-	-

Tranche Comments

S-1: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144G/Gjn M; J-2: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144M/Ofa Y; J: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144O/Qcy O; A: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144Z/Tch G; M-1: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144M/Iim K; Q-2: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144A/Byx P; W: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144T/Xbn X; Kaqcox: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144W/Cal F;

Deal Comments

Jtc Kwhh Ccmqtiz 1.00

Pricing Speed

20% GVQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 4, 1998