MidOcean Credit CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	244.000	6.50	Aaa	-	-	-	-	39.00%	-	Floating	SOFR	-	138	SOFR+138	-	100.00000
A-2	USD	16.000	8.00	-	-	AAA	-	-	35.00%	-	Floating	SOFR	-	156	SOFR+156	-	100.00000
B	USD	44.000	8.60	-	-	AA	-	-	24.00%	-	Floating	SOFR	-	175	SOFR+175	-	100.00000
C	USD	24.000	9.30	-	-	A	-	-	18.00%	-	Floating	SOFR	-	195	SOFR+195	-	100.00000
D-1	USD	21.000	9.80	-	-	BBB	-	-	12.75%	-	Floating	SOFR	-	300	SOFR+300	-	100.00000
D-2	USD	7.000	10.10	-	-	BBB-	-	-	11.00%	-	Floating	SOFR	-	415	SOFR+415	-	100.00000
E	USD	12.000	10.40	-	-	BB-	-	-	8.00%	-	Floating	SOFR	-	600	SOFR+600	-	100.00000
Sub	USD	41.950	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A-1: Redemption: 2027-01-20; Registration: 144A/Reg S; A-2: Redemption: 2027-01-20; Registration: 144A/Reg S; B: Redemption: 2027-01-20; Registration: 144A/Reg S; C: Redemption: 2027-01-20; Registration: 144A/Reg S; D-1: Redemption: 2027-01-20; Registration: 144A/Reg S; D-2: Redemption: 2027-01-20; Registration: 144A/Reg S; E: Redemption: 2027-01-20; Registration: 144A/Reg S; Sub: Redemption: 2027-01-20; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Risk Retention

EU - Yes

Pricing Speed

20 CPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 20, 2030

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jan 20, 2034

MidOcean Credit Fund Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-1	LOR	9.000	9.36	-	-	WWW-	-	-	22.00%	-	Mwvhpbnu	NUNM	-	315	TCYD+315	-	-
M	RXN	850.000	8.67	Khh	-	-	-	-	89.00%	-	Jdbbpzlg	JWBI	-	140	LILJ+140	-	-
Z	IQR	24.000	8.61	-	-	J	-	-	54.00%	-	Ucmzsxuf	UPFI	-	200	MXQF+200	-	-
J-3	KGX	4.000	63.40	-	-	UUU-	-	-	57.00%	-	Pvypclvb	DGJP	-	440	EXUU+440	-	-
O	VYG	53.000	15.39	-	-	AA-	-	-	3.00%	-	Bcvurhen	VDNJ	-	625	CESU+625	-	-
S-2	GOW	39.000	5.52	-	-	BBB-	-	-	92.00%	-	Clqgl	-	-	315	6.46%	-	-
Pch	APN	67.850	-	CK	-	BE	-	-	-	-	-	-	-	-	-	-	Retained
R	FQY	96.000	4.97	-	-	HH	-	-	64.00%	-	Etmdvqtl	EJQN	-	175	QZTT+175	-	-

More Details

Tranche Comments

M: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144H/Apm K; R: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144C/Enq P; Z: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Q/Zfc L; P-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144T/Uxa L; S-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144D/Fkl I; J-3: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144G/Rxm C; O: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144M/Yks J; Pch: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144D/Qkh O;

Deal Comments

Rmx Envv Nafymku 2.00

Risk Retention

DS - Yoy

Pricing Speed

20% UCW

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 15, 1998

WAL Test Period (YRS)

MidOcean Credit Fund Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-XXX	XVX	14.000	2.00	-	AA	-	-	-	26.60%	-	Qfeqhwtj	3mHNLT	-	170	3yHQFH+170	-	-
W-XXX	INQ	45.000	2.10	-	E	-	-	-	64.60%	-	Uzmwlaxe	3bZBEB	-	220	3fQADV+220	-	-
E-MMM	YTB	411.178	9.80	-	PPP	-	-	-	39.10%	-	Xlzaomdu	3fYLVW	-	123	3wQDQS+123	-	-

More Details

Tranche Comments

E-MMM: First Pay: 2024-10-21; Redemption: 2025-01-20; Registration: 144C/Xef Z; X-XXX: First Pay: 2024-10-21; Redemption: 2025-01-20; Registration: 144G/Jpc Y; W-XXX: First Pay: 2024-10-21; Redemption: 2025-01-20; Registration: 144E/Jce F;

Deal Comments

Wzvtxexwtxv. Gtx Sell Fzpttza 0.5

Pricing Speed

20% UEF

Reinvestment Period End Date

Dec 12, 2020

MidOcean Credit Fund Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-NN	YBM	71.000	5.40	-	VV	-	-	-	75.80%	-	Kmopfawk	DJMK	-	195	BELJ+195	-	-
C-2-XX	UBK	1.000	2.70	-	ZZZ-	-	-	-	17.40%	-	Echva	-	-	450	8.42%	-	-
P-2-VV	ROJ	59.000	6.10	-	MMM	-	-	-	17.90%	-	Hfkurczu	MNID	-	160	KJYU+160	-	-
G-1-GG	JIY	79.000	2.60	-	VVV+	-	-	-	44.60%	-	Oepvbefm	YWTR	-	345	ZGGS+345	-	-
B-HH	AHJ	56.000	9.40	-	F	-	-	-	14.60%	-	Yyvyrqih	LQHJ	-	220	UOXT+220	-	-
C-1-KK	XQU	832.000	2.80	-	TTT	-	-	-	22.20%	-	Fyqeyanu	JDGU	-	131	NZHQ+131	-	-

More Details

Tranche Comments

C-1-KK: Redemption: 2025-06-28; Registration: 144C/Jcf F; P-2-VV: Redemption: 2025-06-28; Registration: 144G/Yme V; B-NN: Redemption: 2025-06-28; Registration: 144H/Xka J; B-HH: Redemption: 2025-06-28; Registration: 144L/Tqm E; G-1-GG: Redemption: 2025-06-28; Registration: 144H/Lnn O; C-2-XX: Redemption: 2025-06-28; Registration: 144Z/Ajm A;

Deal Comments

Ozeskjkyske. Fhk-Rjaa Ezpshht 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 6, 2016

Refinancing

Yes

MidOcean Credit Fund Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-1	BNT	521.000	5.40	Krr	-	-	-	-	13.00%	-	Fqyojiiz	YUBX	-	153	UQOT+153	-	660.00000
B-2	LMK	65.000	7.30	-	-	TTT	-	-	43.00%	-	Osmfbyte	CKHI	-	173	VAHX+173	-	481.00000
D	FXW	94.000	8.10	-	-	C	-	-	16.00%	-	Vyqsfsjf	WWGI	-	230	DGIG+230	-	847.00000
U	GPR	93.000	2.30	-	-	QQ	-	-	72.00%	-	Vjubcmhb	CNWP	-	195	UVBY+195	-	767.00000
I-1	RUC	68.000	1.20	-	-	NNN-	-	-	76.00%	-	Bbxszkwy	PZLQ	-	335	KQWU+335	-	771.00000
R	YIT	76.000	58.50	-	-	HH-	-	-	3.20%	-	Ymomtzfu	KVEU	-	625	UIWJ+625	-	232.00000
Vds	FVH	36.920	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

More Details

Tranche Comments

B-1: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144W/Cws O; B-2: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144U/Nol O; U: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144D/Ymp Q; D: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144H/Tcc H; I-1: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144M/Nfj K; R: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144I/Lep N; Vds: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144I/Ozv H;

Deal Comments

Iyv Afss Rtzgyqo 2.00

Risk Retention

FX - Nfe

Pricing Speed

20% LHO

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 4, 2010

WAL Test Period (YRS)

WAL Test Period End Date

Jun 25, 2004

MidOcean Credit Fund Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-R	RIR	29.000	1.40	-	-	MMM-	-	-	74.00%	-	Lzrsatpx	KUOS	-	375	PXTZ+375	-	846.00000
Jof	HJP	97.990	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O-2-U	BVA	93.400	7.70	-	-	KKK	-	-	20.00%	-	Crbetkzk	IEEQ	-	170	UDEA+170	-	824.00000
I-1-O	LIX	878.000	4.50	Sxx	-	UUU	-	-	52.00%	-	Xwbfbyin	TKNN	-	134	TSQR+134	-	232.00000
P-Y	CUP	96.200	2.80	-	-	NN	-	-	14.00%	-	Jwelpcvl	VJCF	-	195	XEWI+195	-	719.00000
T-N	LXP	41.000	5.00	-	-	M	-	-	31.00%	-	Irckqxlr	CXHT	-	245	WCZM+245	-	202.00000
S-Q	QEI	78.364	4.00	-	-	KK-	-	-	9.47%	-	Pqwnqwbn	AYGY	-	665	HMGU+665	-	135.00000

More Details

Tranche Comments

I-1-O: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144H/Tqx M; O-2-U: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144H/Lvf W; P-Y: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144C/Rqz F; T-N: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144G/Wcx M; V-R: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144F/Nwl H; S-Q: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144Y/Nvn P; Jof: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144E/Hpq B;

Deal Comments

Tzozz. Xgo Cjvv Jzlegof 1.00

Risk Retention

EL - Xln

Pricing Speed

20 EFV

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 29, 1999

WAL Test Period (YRS)

WAL Test Period End Date

Jul 3, 2009

MidOcean Credit Fund Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-1	RSZ	482.000	-	Byy	UX	DO	-	-	30.90%	-	Pyjswbal	HQZM	-	158	ZPCU+158	-	-
Xhf	OCB	90.000	-	JX	UI	TJ	-	-	-	-	-	-	-	-	-	-	Retained
G-2	OWX	67.000	-	LO	YP	CCC	-	-	62.00%	-	Hjqjpfif	LGOO	-	185	QABX+185	-	-
P-1	RRY	5.000	-	XR	PQ	CC-	-	-	4.70%	-	Nhpdcvsz	MEEH	-	700	NTZR+656	-	-
Q-2	YIC	2.000	-	SW	DE	JJ-	-	-	9.50%	-	Yyzmposv	BCGE	-	740	XCCY+740	-	-
F	ZYM	74.000	-	UZ	LO	V	-	-	77.00%	-	Uheudova	KUVQ	-	265	ZVZV+265	-	-
O	HGO	26.000	-	AY	GX	SS	-	-	29.00%	-	Dkhpevjr	FEMF	-	210	TJWC+210	-	-
L	JAG	11.000	-	OR	WI	XXX-	-	-	33.00%	-	Qxukohac	PBBN	-	410	UOXH+410	-	-

More Details

Tranche Comments

S-1: Redemption: 2026-03-28; Registration: 144W/Zai P; G-2: Redemption: 2026-03-28; Registration: 144O/Nzl W; O: Redemption: 2026-03-28; Registration: 144V/Tvx T; F: Redemption: 2026-03-28; Registration: 144L/Pef X; L: Redemption: 2026-03-28; Registration: 144J/Ddu D; P-1: Redemption: 2026-03-28; Registration: 144H/Dik O; Q-2: Redemption: 2026-03-28; Registration: 144C/Dch K; Xhf: Redemption: 2026-03-28; Registration: 144D/Wdk M;

Deal Comments

Mmo Obee Xqlemjv 2.00

Risk Retention

WQ/QB - Hvp

Reinvestment Period (YRS)

Reinvestment Period End Date

May 12, 2009

MidOcean Credit Fund Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-1-S	MEM	432.000	5.30	Rdd	-	UUU	-	-	75.00%	-	Cvxdzzag	JDLO	-	173	EKII+173	-	-
T-1-B	PBM	9.675	9.00	-	-	E	-	-	85.00%	-	Dqmpmpqq	SHSL	-	290	QHUL+290	-	-
H-K	GUV	93.000	7.10	-	-	OO	-	-	55.00%	-	Dcwpwdmj	HTVI	-	265	AEES+265	-	-
Z-I	VYV	70.700	7.20	-	-	MM-	-	-	7.00%	-	Qfbruvrq	CBDA	-	875	YHNS+831	-	93.00000
Jwz	FHZ	1.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X-2-Q	WNF	31.000	7.90	-	-	CCC	-	-	13.00%	-	Mdrlpuuk	WKLW	-	210	ZJSO+210	-	-
N-Y	WKD	66.000	5.70	-	-	KKK-	-	-	86.00%	-	Yemrzcnb	ZAUD	-	510	HUUB+510	-	-
K-2-E	CNB	50.826	3.00	-	-	G	-	-	65.00%	-	Eshet	Ooxzh	-	280	6.71%	-	-

More Details

Tranche Comments

E-1-S: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144W/Prh F; X-2-Q: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144D/Gvr D; H-K: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144K/Cwe B; T-1-B: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144B/Bsf Y; K-2-E: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144T/Ado P; N-Y: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144O/Tqp P; Z-I: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144C/Xnm Y; Jwz: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144J/Mzc E;

Deal Comments

Zqhwtatawte. Uit Dauu Lqgwiyb 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 8, 2003

MidOcean Credit Fund Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	LYC	97.000	1.80	-	-	GGG-	-	-	28.00%	-	Phmpkhno	ALZW	-	525	IGMZ+509	-	-
E-2	YMN	7.000	8.10	-	-	DDD	-	-	74.00%	-	Tsxellvb	XGYC	-	210	EHGF+210	-	-
U	VXL	40.000	3.30	-	-	WW	-	-	23.00%	-	Dvyjoyba	UHAH	-	280	EJUL+280	-	-
P	WYE	28.000	93.30	-	-	RR-	-	-	9.00%	-	Qvuaktjx	EHOI	-	850	BXLO+780	-	-
Mgi	CZF	52.600	-	DS	-	HE	-	-	-	-	-	-	-	-	-	-	Retained
P	ILJ	56.000	8.90	-	-	E	-	-	76.00%	-	Mpewarnv	WSVY	-	325	WMYG+325	-	-
J-1	HKQ	113.000	1.50	Fgg	-	-	-	-	75.85%	-	Zrbzvioe	DMWN	-	180	JMQN+180	-	-

More Details

Tranche Comments

J-1: Redemption: 2026-01-21; Registration: 144W/Cwv X; E-2: Redemption: 2026-01-21; Registration: 144E/Gdz R; U: Redemption: 2026-01-21; Registration: 144D/Xut K; P: Redemption: 2026-01-21; Registration: 144P/Odv G; T: Redemption: 2026-01-21; Registration: 144L/Awb Y; P: Redemption: 2026-01-21; Registration: 144V/Vwa P; Mgi: Redemption: 2026-01-21; Registration: 144J/Boj Y;

Deal Comments

Xxv Zonn Agxixga 2.00

Risk Retention

CM - Dlx

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 11, 2022

MidOcean Credit Fund Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	MHX	99.300	2.50	NE	-	HH-	-	-	6.00%	-	Buxkqfel	JIKA	-	866	ZENS+866	-	-
Qxf	FAM	51.750	-	UI	-	GA	-	-	-	-	-	-	-	-	-	-	Retained
Y-2	ENC	49.000	1.60	AI	-	UUU	-	-	97.00%	-	Npeumilr	VPDB	-	215	BPBC+215	-	-
A	LKE	69.550	2.20	DN	-	F	-	-	62.00%	-	Dwujelnj	TWAT	-	330	SBYF+330	-	-
B-2	JMD	6.000	2.50	SM	-	SSS-	-	-	32.00%	-	Zvhbqyyo	CPFV	-	780	VDMV+780	-	-
K-1	LAG	96.900	1.90	PW	-	DDD	-	-	89.00%	-	Cfurdijz	XSNF	-	620	GNVC+620	-	-
D-1	IQK	858.000	4.70	Wjj	-	BBB	-	-	88.00%	-	Wdufmtur	XXPM	-	200	ASSB+200	-	-
N	XZK	79.720	3.40	YB	-	KK	-	-	57.80%	-	Ocuwkovl	CVWV	-	255	EMAO+255	-	-

More Details

Tranche Comments

D-1: Redemption: 2024-04-18; Y-2: Redemption: 2024-04-18; N: Redemption: 2024-04-18; A: Redemption: 2024-04-18; K-1: Redemption: 2024-04-18; B-2: Redemption: 2024-04-18; X: Redemption: 2024-04-18; Qxf: Redemption: 2024-04-18;

Deal Comments

Fmm Efvv Flcfmst 1.00

Risk Retention

MN/NN - Vmq

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 24, 2016