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
D-2K	FIR	9.000	3.60	UI	-	DDD	-	-	86.00%	-	Dkcsrfrx	3hWDYC	-	-	210	3sIPNM+210	-	-
Q-M	PYG	43.520	35.10	PT	-	LL-	-	-	1.00%	-	Nxzjqknt	3uBAPX	-	-	773	3qSJHD+773	-	-
X-1SD	OPC	1.600	1.90	Rnn	-	GP	-	-	57.00%	-	Anhbq	-	-	-	-	5.78%	-	-
Z-L	HEH	4.300	74.90	JL	-	Q-	-	-	4.50%	-	Awooztdx	3vCWQW	-	-	927	3eZYDH+927	-	-
D-1DY	KQI	716.000	2.80	Oxx	-	YN	-	-	91.00%	-	Fbflryvz	3fSBKZ	-	-	175	3zLZQX+175	-	-
C-1Y	FFU	68.300	6.40	KP	-	GG	-	-	34.10%	-	Kjphoqlx	3hNUYH	-	-	260	3rELJB+260	-	-
Z-2A	CPI	9.000	3.60	JE	-	II	-	-	77.80%	-	Xgtaa	-	-	-	-	6.54%	-	-
P-Q	JAJ	26.000	3.50	MH	-	H	-	-	52.20%	-	Chowlvyn	3yXTYU	-	-	310	3wVTOX+310	-	-
O-S	QOK	47.620	3.50	PI	-	OOO-	-	-	53.70%	-	Dprayxln	3dBPDV	-	-	525	3eCZJM+525	-	-
Gji	WEN	68.280	-	KX	-	AS	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D-1DY: Redemption: 2025-09-07; Registration: 144D/Eqr V; X-1SD: Redemption: 2025-09-07; Registration: 144C/Xig E; D-2K: Redemption: 2025-09-07; Registration: 144D/Pzb R; C-1Y: Redemption: 2025-09-07; Registration: 144N/Xei U; Z-2A: Redemption: 2025-09-07; Registration: 144Z/Xvq D; P-Q: Redemption: 2025-09-07; Registration: 144Q/Bdq U; O-S: Redemption: 2025-09-07; Registration: 144Z/Jqh K; Q-M: Redemption: 2025-09-07; Registration: 144O/Cxv G; Z-L: Redemption: 2025-09-07; Registration: 144Y/Phr F; Gji: Redemption: 2025-09-07; Registration: 144G/Csj N;

Deal Comments

Xvfvp. Luv Ikaa Uvucujy 2.00

Risk Retention

QD - Arys PQ/QS - Ary

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 9, 2011