Footnotes

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  1. As of September 30, 2023. Committed capital of Tetragon Credit Income II L.P. (TCI II), Tetragon Credit Income III L.P. (TCI III) and Tetragon Credit Income IV L.P. (TCI IV), which includes investments by Tetragon.

  2. As of September 30, 2023. 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) and Tetragon Credit Income IV L.P. (TCI IV) (using a EUR-USD FX rates as of September 30, 2023).

  3. Includes the AUM of LCM, BentallGreenOak, Polygon, Westbourne River Partners, Acasta Partners, Equitix, Hawke’s Point, Tetragon Credit Partners, Banyan Square Partners, Contingency Capital and TCICM. Includes, where relevant, investments by Tetragon. The AUM of Polygon, Westbourne River Partners, Acasta Partners, Hawke’s Point and Banyan Square Partners is NAV as calculated by the applicable fund administrators. The AUM for LCM and TCICM is the aggregate value of collateral in each CLO as determined the applicable trustee. TCICM (which comprises TCI Capital Management II LLC and TCI Capital Management LLC) acts as a CLO collateral manager for certain CLO investments and had AUM of $2.4 billion at 30 September 2023. The AUM for Equitix and Tetragon Credit Partners is based on committed capital. The AUM for Contingency Capital is the sum of uncalled committed capital and the NAV as calculated by the applicable administrator. The AUM for BentallGreenOak represents Tetragon’s pro rata share (12.86%) of BentallGreenOak AUM at 30 June 2023 ($82.7 billion). Equitix AUM uses the USD-GBP exchange rate at 30 September 2023.

  4. 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 September 30, 2023). 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.

  5. As of September 30, 2023.

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