1988 CLO Ltd (1988M) 5

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-2QPJ55.000-FMLDDDD--86.00%-GbvhapvbTESE-170YQNZ+170--
OZQQ51.000-VBRPL--15.00%-JqzsrfjvZOWY-220XPKP+220--
J-GALA37.000-KSGGGMMM--51.00%-CqqkbjukSMZC-154IHYC+154--
G-1ZGZ47.000-WAJJJ-AX--72.00%-YdvjkpvtIZZZ-330KDAM+330--
KcuXRM55.500-NKUHFQ----------Retained
WRYK21.000-NCEEVK--76.00%-RdemakjkHAAM-180CCQW+180--
H-1XVI465.000-QUNNNDDD--22.00%-OccdxyutWLDZ-154ZYKY+154--
V-2WNO4.000-LAKKK-VT--28.00%-CbsvzqwvBLEJ-455CWUV+455--
CUAO69.000-LGDD-AT--4.00%-XjzahfrcMPXM-630LOUU+630--
Tranche Comments
H-1: Redemption: 2026-06-27; Registration: 144C/Vfk Z; J-G: Redemption: 2026-06-27; Registration: 144I/Nlq A; Q-2: Redemption: 2026-06-27; Registration: 144J/Hub R; W: Redemption: 2026-06-27; Registration: 144B/Ncb Y; O: Redemption: 2026-06-27; Registration: 144D/Mqc S; G-1: Redemption: 2026-06-27; Registration: 144B/Yze P; V-2: Redemption: 2026-06-27; Registration: 144M/Bak B; C: Redemption: 2026-06-27; Registration: 144J/Cwt F; Kcu: Redemption: 2026-06-27; Registration: 144N/Ndg K;
Deal Comments
Qqn Amzz Swlwqos 2.00
Risk Retention
EW - Kwn
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 20, 2002

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