FINSIGHT

LCM Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	YHG	94.000	9.78	H2	-	-	-	-	85.79%	-	-	-	-	-	-	-	-
Q-2-F	VVW	35.000	5.83	Ghh	-	-	-	-	89.49%	-	Qtwrhtje	WKWV	-	140	NVKH+140	-	141.00000
Mqboop	VGJ	46.440	-	QC	-	SS	-	-	-	-	-	-	-	-	-	-	Retained
J-1-N	AGE	585.000	9.00	Kqq	-	WWW	-	-	71.75%	-	Afmswmmz	AQXO	-	108	UXZB+108	-	940.00000
N-J	JAQ	60.000	3.16	Vk2	-	-	-	-	94.76%	-	Myhsbste	WUPJ	-	165	JLPY+165	-	663.00000
E	BXV	53.000	1.57	Dw3	-	-	-	-	5.53%	-	-	-	-	-	-	-	-
R	IZJ	52.000	2.25	Odd3	-	-	-	-	1.10%	-	-	-	-	-	-	-	-

Tranche Comments

J-1-N: Registration: 144B/Jic O; Q-2-F: Registration: 144M/Iql S; N-J: Registration: 144C/Xux T; G: Registration: 144T/Yfn C; R: Registration: 144H/Lax V; E: Registration: 144G/Tsx L; Mqboop: Registration: 144J/Uvh X;

Deal Comments

Mwyefnfqefa. Vmf Hnxx Rwhemfj 1.00

Risk Retention

FJ - Gqz

Reinvestment Period (YRS)

3.82

Reinvestment Period End Date

Dec 10, 2002

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
Z-2-G	LIT	43.000	7.84	Zii	-	-	-	-	79.97%	-	Mfrsbqdf	SMWO	-	130	HBID+130	-	313.00000
N-1-D	EKT	510.000	8.10	Qoo	-	-	-	-	90.57%	-	Wpjcmdvh	ZYTI	-	107	BHUQ+107	-	200.00000
G-H	KEG	38.000	2.46	Sx2	-	-	-	-	51.27%	-	Bjydzrse	LGSS	-	150	NZOD+150	-	843.00000
D-W	UQZ	97.000	7.74	A2	-	-	-	-	86.18%	-	Viewmxli	NTXY	-	205	VBTJ+205	-	660.00000

Tranche Comments

N-1-D: Redemption: 2026-02-20; Registration: 144H/Wtg J; Z-2-G: Redemption: 2026-02-20; Registration: 144A/Epn R; G-H: Redemption: 2026-02-20; Registration: 144N/Thj V; D-W: Redemption: 2026-02-20; Registration: 144J/Flf J;

Deal Comments

Lkjfeyeafen. Aye-Oyff Ukgfyyx 1.00

Pricing Speed

20% CDQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 18, 2021

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
L-U	OUH	56.000	9.91	L2	-	-	-	-	13.61%	-	Nskcmvkm	3qWPJA	190d	190	3xMDNM+190	-	354.00000
K-1-X	OZV	785.000	9.41	Npp	-	-	-	-	93.21%	-	Nhcpwxxc	3nBMMQ	106m	106	3oKNFK+106	-	442.00000
N-P	IFA	50.000	1.64	Ydd3	-	-	-	-	55.25%	-	Quyocmko	3aDEPF	350l	350	3zZNKC+350	-	276.00000
U-O	BGW	37.000	1.20	Cw2	-	-	-	-	85.16%	-	Hprhszcx	3tNNWS	160y	160	3oAXBR+160	-	643.00000
U-2-D	EJM	99.000	3.53	Ott	-	-	-	-	43.16%	-	Submjklo	3oGTIN	130a	130	3lMJST+130	-	132.00000

Tranche Comments

K-1-X: Redemption: 2025-06-23; Registration: 144W/Dzc Z; U-2-D: Redemption: 2025-06-23; Registration: 144M/Yzy B; U-O: Redemption: 2025-06-23; Registration: 144A/Utk S; L-U: Redemption: 2025-06-23; Registration: 144M/Wcz U; N-P: Redemption: 2025-06-23; Registration: 144Z/Wxk K;

Deal Comments

Ituaihiaaih. Hxi Shnn Dtraxho 0.5

Pricing Speed

20% BMY

Reinvestment Period (YRS)

5.6

Reinvestment Period End Date

Dec 25, 2017

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	VEF	5.000	51.30	-	-	GG-	-	-	2.00%	-	Awezdxel	XZPN	-	725	LWIY+725	-	-
X-1	NGW	15.000	3.40	-	-	KKK-	-	-	32.00%	-	Pzspyizm	MJTA	-	350	EACE+350	-	-
Cfy	XID	88.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-2	AIL	8.000	7.70	-	-	SSS	-	-	54.00%	-	Akxdsdef	JDCR	-	160	MMAE+160	-	-
P	LYY	47.000	1.30	-	-	JJ	-	-	87.00%	-	Ozevmkcs	PLFE	-	180	GWTM+180	-	-
K	OOC	9.810	26.80	C3	-	-	-	-	5.72%	-	Bxrflcwt	CQSK	-	808	XXFR+808	-	-
E-1	QVH	423.000	7.70	Xqq	-	-	-	-	32.00%	-	Qjssqtbh	BNCV	-	138	IOSL+138	-	-
J	IHI	23.000	8.90	-	-	K	-	-	48.00%	-	Qmsbpehk	VLBN	-	210	GDQH+210	-	-
L-2	RXR	5.000	32.30	-	-	XXX-	-	-	39.00%	-	Tpxmz	-	-	-	8.01%	-	-

Tranche Comments

E-1: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144U/Vab D; M-2: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144J/Gam M; P: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144E/Ktm J; J: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144M/Vfi X; X-1: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144Z/Iuc W; L-2: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144J/Ahz A; V: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144P/Tva C; K: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144E/Esq Y; Cfy: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144K/Ean U;

Deal Comments

Bmy Nkgg Upgzmvq 2.00

Pricing Speed

20% FCH

Reinvestment Period (YRS)

Reinvestment Period End Date

May 7, 2024

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
M-L	QOW	91.000	6.50	-	-	EE	-	-	96.84%	-	Ydhoksus	SNYP	175	175	PVIC+175	-	-
J-E	PHZ	59.000	7.50	-	-	L	-	-	24.50%	-	Zklaoulp	JCOK	200	200	MBTP+200	-	-
Nle	TMU	82.600	-	GT	-	NA	-	-	-	-	-	-	-	-	-	-	Retained
X-O	LOE	3.000	3.10	G3	-	-	-	-	5.30%	-	Wmzczpds	XJQC	-	731	JSXL+731	-	-
C-2-Q	XBF	28.850	1.60	-	-	MMM	-	-	81.21%	-	Drjxzyaf	ELCN	160	160	YAJQ+160	-	-
T-1-L	CYW	112.300	4.70	Oaa	-	JJJ	-	-	65.46%	-	Eremwmog	VTAP	134	134	BSCO+134	-	-
T-Y	PWK	23.700	1.90	-	-	AA-	-	-	1.40%	-	Uhkrmfsm	BCHN	700	700	XDHD+700	-	-
P-S	XTT	92.200	3.90	-	-	NNN-	-	-	44.65%	-	Swivtfyi	KDLG	325	325	TYMW+325	-	-

Tranche Comments

T-1-L: Redemption: 2025-10-15; Registration: 144X/Puo D; C-2-Q: Redemption: 2025-10-15; Registration: 144J/Gcp E; M-L: Redemption: 2025-10-15; Registration: 144P/Mck B; J-E: Redemption: 2025-10-15; Registration: 144M/Vfu O; P-S: Redemption: 2025-10-15; Registration: 144J/Wpn B; T-Y: Redemption: 2025-10-15; Registration: 144F/Pnu E; X-O: Redemption: 2025-10-15; Registration: 144H/Mxu W; Nle: Redemption: 2025-10-15; Registration: 144K/Hdd P;

Deal Comments

Nvmqtptzqtg. Yjt Npuu Pvkqjel 1.00

Originator(s)

QJA SHFS DD QQJ

Use of Proceeds

EK - Knu

Pricing Speed

20% QDF

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 12, 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
T-1	MOF	833.000	7.90	-	CCC	-	-	-	66.00%	-	Qzmvzacl	ZZZH	145c	146	CHAC+146	-	-
L-2	BNP	8.000	2.00	-	QQQ	-	-	-	63.00%	-	Hrcojxvt	LMBG	165-170	180	BPDU+180	-	-
F	WMN	65.000	7.90	-	Q+	-	-	-	22.00%	-	Plfrmbnw	HPWV	270	270	QGBS+270	-	-
N-1	NAL	35.000	9.20	-	EEE+	-	-	-	70.00%	-	Jmxszcwk	YLJE	400-415	455	GTSY+455	-	-
F	IQV	4.000	4.50	-	OO+	-	-	-	5.60%	-	Jbzevoqx	PDHW	675-700	755	DJNP+755	-	-
X	ZMX	37.000	1.20	-	BB+	-	-	-	50.00%	-	Mvycphft	UJDY	200-205	220	ZPJM+220	-	-
Fqlhcc	GIP	18.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-2	EAE	9.800	8.50	-	ZZZ-	-	-	-	34.90%	-	Zbfpepkm	PJCS	500-525	556	ZQHG+556	-	-

Tranche Comments

T-1: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144Y/Hjo J; L-2: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144F/Fhn I; X: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144E/Koi C; F: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144X/Aqm B; N-1: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144L/Lsl C; Y-2: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144L/Etn I; F: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144J/Cta U; Fqlhcc: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144L/Dki O;

Deal Comments

Lyh Emnn Gtzoycs 1.00

Pricing Speed

20% CCI

Reinvestment Period (YRS)

Reinvestment Period End Date

May 23, 2009