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
A-Z	QJK	22.490	10.80	TF	-	GG-	-	-	5.00%	-	Rmexxohu	3jNLXH	-	-	773	3zMNBF+773	-	-
W-2E	ZHG	5.000	2.40	PU	-	DDD	-	-	95.00%	-	Rumrvifc	3iKMWM	-	-	210	3eQJJB+210	-	-
N-L	NUQ	92.000	1.70	VU	-	C	-	-	77.10%	-	Cukvwrxa	3lXJGX	-	-	310	3oWTBI+310	-	-
O-E	AMN	92.410	7.50	DS	-	NNN-	-	-	28.90%	-	Uvxlecan	3tZTBJ	-	-	525	3jMXWF+525	-	-
H-W	RFU	2.500	33.80	SI	-	L-	-	-	8.20%	-	Jslwbcot	3fPHTE	-	-	927	3rWJPX+927	-	-
U-1WZ	FKZ	4.700	1.70	Ezz	-	PH	-	-	13.00%	-	Ghvan	-	-	-	-	5.78%	-	-
U-1Y	HET	33.700	1.90	OL	-	GG	-	-	94.40%	-	Drotqtcd	3rDCXE	-	-	260	3uEVKV+260	-	-
C-1CE	OAH	455.000	1.70	Wvv	-	OX	-	-	23.00%	-	Wvqdhlxn	3eQZQL	-	-	175	3qVHVI+175	-	-
N-2Z	FQQ	9.000	1.90	TS	-	UU	-	-	17.70%	-	Epywg	-	-	-	-	6.54%	-	-
Elm	QTY	26.730	-	OY	-	MI	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C-1CE: Redemption: 2025-09-07; Registration: 144E/Rup G; U-1WZ: Redemption: 2025-09-07; Registration: 144N/Ulo C; W-2E: Redemption: 2025-09-07; Registration: 144B/Brh W; U-1Y: Redemption: 2025-09-07; Registration: 144Q/Qnc S; N-2Z: Redemption: 2025-09-07; Registration: 144I/Vex F; N-L: Redemption: 2025-09-07; Registration: 144M/Ieo Y; O-E: Redemption: 2025-09-07; Registration: 144C/Xop Q; A-Z: Redemption: 2025-09-07; Registration: 144U/Bdh Z; H-W: Redemption: 2025-09-07; Registration: 144Z/Lyo R; Elm: Redemption: 2025-09-07; Registration: 144U/Oph D;

Deal Comments

Mjsjc. Qgz Jkww Bjxrggv 2.00

Risk Retention

MP - Czlu JM/MI - Czl

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 7, 2006