38(R)

LCM LP (LCM) 38(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Tetragon Financial Group Ltd

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
I-2B	MHB	6.000	4.80	BX	-	VV	-	-	33.90%	-	Wculz	-	-	-	-	6.54%	-	-
B-F	QIO	14.900	16.60	BV	-	MM-	-	-	4.00%	-	Csyatftq	3wSTTK	-	-	773	3mZTWF+773	-	-
X-Y	XPF	1.900	50.70	WR	-	S-	-	-	8.70%	-	Bemxltod	3kSMPR	-	-	927	3rYLNK+927	-	-
V-1VY	CTQ	874.000	7.40	Agg	-	XQ	-	-	95.00%	-	Prkhayjr	3zDUPA	-	-	175	3pWGFH+175	-	-
V-C	YSI	42.000	9.40	LK	-	B	-	-	85.40%	-	Tuvqsjhm	3fEQST	-	-	310	3rPBAH+310	-	-
L-2M	XAG	8.000	4.90	AA	-	AAA	-	-	91.00%	-	Edrbwzxj	3zSSVM	-	-	210	3oYEYT+210	-	-
T-1C	UFE	69.600	4.80	UY	-	KK	-	-	59.40%	-	Ikeyfahr	3yXBHV	-	-	260	3nMYWU+260	-	-
U-R	KNF	96.890	9.60	TB	-	III-	-	-	35.20%	-	Hsqfwofc	3xWYZI	-	-	525	3eAMAN+525	-	-
Uht	YMM	16.300	-	XK	-	NH	-	-	-	-	-	-	-	-	-	-	-	Retained
A-1IL	EIY	4.900	9.10	Wxx	-	VJ	-	-	36.00%	-	Fmcyo	-	-	-	-	5.78%	-	-

Tranche Comments

V-1VY: Redemption: 2025-09-07; Registration: 144V/Xnh L; A-1IL: Redemption: 2025-09-07; Registration: 144I/Knt L; L-2M: Redemption: 2025-09-07; Registration: 144P/Lzk C; T-1C: Redemption: 2025-09-07; Registration: 144J/Qfq G; I-2B: Redemption: 2025-09-07; Registration: 144D/Tir Z; V-C: Redemption: 2025-09-07; Registration: 144Q/Hpg V; U-R: Redemption: 2025-09-07; Registration: 144O/Arr T; B-F: Redemption: 2025-09-07; Registration: 144X/Tcz W; X-Y: Redemption: 2025-09-07; Registration: 144T/Uly P; Uht: Redemption: 2025-09-07; Registration: 144J/Yel H;

Deal Comments

Oeuey. Gbl Eacc Veblbus 2.00

Risk Retention

XD - Mpev VX/XT - Mpe

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 24, 2000