Footnotes

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1. As of January 30, 2026. Committed capital of Tetragon Credit Income II L.P. (TCI II), Tetragon Credit Income III L.P. (TCI III), Tetragon Credit Income IV L.P. (TCI IV), and Tetragon Credit Income V L.P. (TCI V), which includes investments by Tetragon.

2. As of January 30, 2026. Based on the total count of CLOs invested since inception of each entity including Tetragon, Tetragon Credit Income II L.P. (TCI II), Tetragon Credit Income III L.P. (TCI III), Tetragon Credit Income IV L.P. (TCI IV) and Tetragon Credit Income V L.P. (TCI V) (using a EUR-USD FX rates as of January 30, 2026).

3. Based on the total notional amount of debt and equity raised at the issuance of each CLO in which Tetragon invested since its inception in 2005 (using a EUR-USD FX rate as of January 30, 2026). Includes approximately $4.4 billion of CLOs structured and executed by Dagmara Michalczuk in her prior role at Morgan Stanley. Securities issued as part of resets are included in the calculation. Certain statements herein are based on the subjective views and opinions of Tetragon Credit Partners and cannot be independently verified.

4. As of January 30, 2026

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