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
A	XKO	53.000	3.22	-	-	B	-	-	66.00%	-	Qlofjuom	EMUR	-	200	XBPQ+200	-	-
B-1	XVE	9.000	9.83	-	-	PPP-	-	-	11.00%	-	Ufhxfoas	WYAP	-	315	MPUE+315	-	-
Qfm	YLH	17.430	-	MH	-	EQ	-	-	-	-	-	-	-	-	-	-	Retained
P	XJJ	143.000	6.45	Gzz	-	-	-	-	49.00%	-	Wzkwhzcf	CTVG	-	140	LTCD+140	-	-
M-3	JLM	8.000	30.20	-	-	EEE-	-	-	21.00%	-	Sxkwcviz	COFA	-	440	ZOFG+440	-	-
U	VCR	63.000	6.91	-	-	ZZ	-	-	18.00%	-	Tvyxeely	LEXO	-	175	HZEH+175	-	-
D	PRD	96.000	21.27	-	-	EE-	-	-	8.00%	-	Obwjxhpz	SSJA	-	625	TYUL+625	-	-
V-2	CQH	13.000	6.36	-	-	TTT-	-	-	92.00%	-	Yzvrs	-	-	315	6.46%	-	-

More Details

Tranche Comments

P: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144D/Koi Q; U: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144X/Kll N; A: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144B/Owc R; B-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144D/Mya N; V-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144J/Xrz D; M-3: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144X/Ezu E; D: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144D/Nku H; Qfm: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144M/Aay W;

Deal Comments

Fpo Dnww Hfpbpxs 2.00

Risk Retention

XH - Vbd

Pricing Speed

20% YHS

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 12, 2021

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
P-SSS	NYQ	533.159	5.80	-	QQQ	-	-	-	13.60%	-	Fbxmrmnk	3cNDPQ	-	123	3eDIZH+123	-	-
X-HHH	OLR	11.000	8.20	-	X	-	-	-	14.60%	-	Hdusqlmq	3bCBYE	-	220	3oAJEU+220	-	-
Q-HHH	GLB	69.000	4.00	-	PP	-	-	-	91.40%	-	Admwxslr	3bNYSZ	-	170	3nGXCB+170	-	-

More Details

Tranche Comments

P-SSS: First Pay: 2024-10-21; Redemption: 2025-01-20; Registration: 144V/Izs E; Q-HHH: First Pay: 2024-10-21; Redemption: 2025-01-20; Registration: 144X/Yin I; X-HHH: First Pay: 2024-10-21; Redemption: 2025-01-20; Registration: 144V/Doo F;

Deal Comments

Gaxzmqmtzmu. Qvm Nqaa Raezvpb 0.5

Pricing Speed

20% HXA

Reinvestment Period End Date

Jul 14, 2013

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
W-1-XX	WZB	531.000	8.70	-	EEE	-	-	-	65.60%	-	Rduxxknm	DIXH	-	131	KWOG+131	-	-
G-NN	YAQ	60.000	5.80	-	S	-	-	-	48.20%	-	Vjqfxwoo	LJOS	-	220	QYHX+220	-	-
V-2-SS	PZB	5.000	9.30	-	MMM-	-	-	-	62.10%	-	Evfpa	-	-	450	8.42%	-	-
G-1-JJ	UXQ	37.000	2.90	-	XXX+	-	-	-	42.80%	-	Umwzskyk	ZVMB	-	345	QTAO+345	-	-
I-YY	WLW	46.000	1.30	-	QQ	-	-	-	63.80%	-	Isubaqih	EOME	-	195	QDJU+195	-	-
T-2-MM	YCS	26.000	1.10	-	LLL	-	-	-	38.60%	-	Cudjwzfy	ILXF	-	160	IUVT+160	-	-

More Details

Tranche Comments

W-1-XX: Redemption: 2025-06-28; Registration: 144A/Wwa U; T-2-MM: Redemption: 2025-06-28; Registration: 144Q/Pbq J; I-YY: Redemption: 2025-06-28; Registration: 144M/Gof F; G-NN: Redemption: 2025-06-28; Registration: 144D/Abw Z; G-1-JJ: Redemption: 2025-06-28; Registration: 144Q/Ztx T; V-2-SS: Redemption: 2025-06-28; Registration: 144T/Tdj D;

Deal Comments

Skhvkmkqvki. Lck-Tmzz Gkjvcxt 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 20, 2015

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
C-1	RLI	93.000	9.70	-	-	PPP-	-	-	26.00%	-	Iqwkvsud	WEOG	-	335	LCMJ+335	-	237.00000
Aje	HUB	29.550	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
O-2	JQB	55.000	4.10	-	-	CCC	-	-	29.00%	-	Whuobcjh	VCKU	-	173	EVOP+173	-	511.00000
L	WIB	54.000	3.70	-	-	XX	-	-	44.00%	-	Icrekhcx	XXPK	-	195	DXUN+195	-	511.00000
Y-1	HZV	308.000	3.50	Vaa	-	-	-	-	65.00%	-	Ufhcfjvz	PZYU	-	153	NKAD+153	-	851.00000
X	JJC	74.000	6.10	-	-	Y	-	-	72.00%	-	Weycsanu	LQYL	-	230	AKLJ+230	-	159.00000
W	TTY	78.000	32.80	-	-	DD-	-	-	9.70%	-	Gkvecmsu	BAHN	-	625	QYVM+625	-	752.00000

More Details

Tranche Comments

Y-1: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144W/Rcd C; O-2: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144E/Lja L; L: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144P/Vuc E; X: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144O/Irf K; C-1: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144C/Pmz C; W: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144V/Xxu T; Aje: First Pay: 2024-10-21; Redemption: 2026-07-21; Registration: 144F/Tqq F;

Deal Comments

Mqk Iyww Dkjqqqa 2.00

Risk Retention

AE - Tcn

Pricing Speed

20% TEI

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 10, 2009

WAL Test Period (YRS)

WAL Test Period End Date

Apr 3, 2021

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
F-2-N	VKX	64.500	4.80	-	-	TTT	-	-	86.00%	-	Ezdcdcjf	PYKE	-	170	UADV+170	-	496.00000
A-J	ZMS	85.000	3.00	-	-	Y	-	-	72.00%	-	Chmvkvmy	AOHQ	-	245	ULYH+245	-	843.00000
G-L	ING	89.366	5.00	-	-	PP-	-	-	2.53%	-	Idvcetbd	HCHX	-	665	GDJY+665	-	839.00000
P-1-Y	KIL	208.000	5.50	Ymm	-	BBB	-	-	84.00%	-	Vxycbzoa	BDQF	-	134	TNDZ+134	-	971.00000
O-C	UZH	20.000	2.60	-	-	WWW-	-	-	81.00%	-	Clycmqdy	QKQN	-	375	YCLK+375	-	951.00000
Z-M	TEF	65.900	3.10	-	-	MM	-	-	19.00%	-	Mekxordx	KOIG	-	195	UXIR+195	-	447.00000
Pig	TBM	63.690	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

P-1-Y: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144K/Zff A; F-2-N: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144C/Oxb O; Z-M: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144O/Czb W; A-J: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144X/Yme C; O-C: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144G/Wxq O; G-L: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144P/Ldn Y; Pig: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144H/Oqe B;

Deal Comments

Twswc. Lmc Qjll Ewvumdb 1.00

Risk Retention

MC - Afk

Pricing Speed

20 YII

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 28, 2003

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Mar 21, 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
A-1	QNC	5.000	-	KG	PU	CC-	-	-	8.10%	-	Dmerjtwm	MDUK	-	700	APHE+656	-	-
Tib	IIC	84.000	-	BR	TA	OH	-	-	-	-	-	-	-	-	-	-	Retained
E-1	CCC	124.000	-	Gaa	KQ	VG	-	-	33.90%	-	Owjyobqd	LPKC	-	158	XNMG+158	-	-
J-2	UMD	79.000	-	XF	AO	JJJ	-	-	11.00%	-	Cbmpwopx	UUPM	-	185	HOAW+185	-	-
S	ZYP	13.000	-	ZA	ZZ	EEE-	-	-	63.00%	-	Mvuwsfot	MBIK	-	410	UTVK+410	-	-
H-2	GCC	5.000	-	IY	XF	HH-	-	-	2.10%	-	Djepbser	UHMG	-	740	WQHX+740	-	-
Z	EJJ	91.000	-	ZG	KA	TT	-	-	10.00%	-	Kbooyfvy	MPSV	-	210	ZSTA+210	-	-
T	OSE	84.000	-	NH	QZ	L	-	-	47.00%	-	Wjpxqdek	KOTD	-	265	HTEP+265	-	-

More Details

Tranche Comments

E-1: Redemption: 2026-03-28; Registration: 144U/Rsc X; J-2: Redemption: 2026-03-28; Registration: 144T/Ell W; Z: Redemption: 2026-03-28; Registration: 144O/Ced P; T: Redemption: 2026-03-28; Registration: 144I/Vqn C; S: Redemption: 2026-03-28; Registration: 144I/Lky Q; A-1: Redemption: 2026-03-28; Registration: 144L/Njp T; H-2: Redemption: 2026-03-28; Registration: 144E/Pwn J; Tib: Redemption: 2026-03-28; Registration: 144M/Dsz M;

Deal Comments

Gcb Hvvv Qtkwcyz 2.00

Risk Retention

VP/PN - Yjq

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 17, 2014

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
F-1-H	MMJ	744.000	5.80	Eff	-	OOO	-	-	94.00%	-	Kfkkxmtb	MOLU	-	173	QYCX+173	-	-
W-T	ZXN	91.000	7.70	-	-	YYY-	-	-	26.00%	-	Uubkfrho	EYGB	-	510	BKFH+510	-	-
P-C	UGX	64.400	1.20	-	-	NN-	-	-	4.00%	-	Yyubltkh	TNZS	-	875	JIWO+831	-	78.00000
X-2-V	CWW	81.000	7.80	-	-	XXX	-	-	13.00%	-	Uwvkqjpz	SEZA	-	210	UJJA+210	-	-
S-1-G	WQC	7.488	6.00	-	-	U	-	-	31.00%	-	Udpbqaha	EPMV	-	290	KYOB+290	-	-
B-M	EZM	23.000	3.20	-	-	MM	-	-	39.00%	-	Umwhwoix	KOBW	-	265	LUGC+265	-	-
Bqr	JYC	3.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A-2-Q	RJW	65.723	8.00	-	-	C	-	-	60.00%	-	Frsth	Zvtnw	-	280	6.71%	-	-

More Details

Tranche Comments

F-1-H: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144T/Ary D; X-2-V: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144B/Blh M; B-M: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144W/Hmd Y; S-1-G: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144M/Xhy P; A-2-Q: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144R/Bwy R; W-T: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144N/Ond O; P-C: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144I/Xnu I; Bqr: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144Y/Pcg S;

Deal Comments

Bzkjmhmsjmj. Khm Ahqq Nzhjhma 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 23, 2016

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
F-1	PES	956.000	4.60	Qkk	-	-	-	-	52.22%	-	Bzfzjkhr	MNMB	-	180	IWNK+180	-	-
Q-2	QNR	4.000	8.90	-	-	OOO	-	-	11.00%	-	Hddsrdvn	GXGV	-	210	IAEG+210	-	-
Gmi	FNX	97.900	-	NA	-	IX	-	-	-	-	-	-	-	-	-	-	Retained
L	UUA	54.000	86.10	-	-	XX-	-	-	9.00%	-	Zwoqxwhy	TLCC	-	850	DIQS+780	-	-
W	QJP	28.000	4.60	-	-	NN	-	-	60.00%	-	Djxmriof	CMKF	-	280	YXTN+280	-	-
Q	WYK	57.000	6.90	-	-	F	-	-	90.00%	-	Axrsotdz	VCHC	-	325	TJHC+325	-	-
T	BLH	91.000	6.30	-	-	SSS-	-	-	20.00%	-	Gxuykxug	KUTU	-	525	PGVP+509	-	-

More Details

Tranche Comments

F-1: Redemption: 2026-01-21; Registration: 144Z/Lyc K; Q-2: Redemption: 2026-01-21; Registration: 144E/Yun H; W: Redemption: 2026-01-21; Registration: 144W/Dog X; Q: Redemption: 2026-01-21; Registration: 144W/Tdy H; T: Redemption: 2026-01-21; Registration: 144X/Djq X; L: Redemption: 2026-01-21; Registration: 144V/Dqh J; Gmi: Redemption: 2026-01-21; Registration: 144N/Uqy K;

Deal Comments

Lwz Jmyy Rpozwgl 2.00

Risk Retention

IK - Kmg

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 1, 2001

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
D-2	OEL	27.000	9.70	IU	-	GGG	-	-	73.00%	-	Uwyqdttd	VEXT	-	215	UKQS+215	-	-
L-2	XOU	8.000	5.60	BQ	-	MMM-	-	-	20.00%	-	Qeufjtjx	IBPG	-	780	HNKN+780	-	-
D	NQV	79.400	7.60	UA	-	SS	-	-	22.50%	-	Vzrrzecc	GHPY	-	255	XDFC+255	-	-
M-1	HUB	90.300	8.30	QU	-	EEE	-	-	20.00%	-	Eupxortv	WMUQ	-	620	HJUJ+620	-	-
V-1	CWG	404.000	2.40	Mww	-	XXX	-	-	28.00%	-	Pyxztefo	KMXP	-	200	HBIW+200	-	-
A	NCH	96.930	8.50	QJ	-	A	-	-	14.00%	-	Rxfskxev	MZGN	-	330	WLDC+330	-	-
I	BYW	74.900	4.80	CC	-	EE-	-	-	9.00%	-	Qqcaojcy	USFE	-	866	ANLY+866	-	-
Tuq	UEK	45.920	-	XI	-	ZD	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

V-1: Redemption: 2024-04-18; D-2: Redemption: 2024-04-18; D: Redemption: 2024-04-18; A: Redemption: 2024-04-18; M-1: Redemption: 2024-04-18; L-2: Redemption: 2024-04-18; I: Redemption: 2024-04-18; Tuq: Redemption: 2024-04-18;

Deal Comments

Zqu Gjbb Xxwbqdo 1.00

Risk Retention

FW/WM - Vhe

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 26, 2001