1988 CLO Ltd (1988M) 5

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Muzinich & Co Inc

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
W	QQO	55.000	-	ZW	PP	TQ	-	-	15.00%	-	Xmbfhmhd	XNAN	-	-	180	TQJY+180	-	-
H	LFR	70.000	-	XR	N	QW	-	-	46.00%	-	Slrdohuc	QHTN	-	-	220	PAAU+220	-	-
B-1	RPP	92.000	-	HD	DDD-	PR	-	-	96.00%	-	Dxqfsett	WBXB	-	-	330	PHXF+330	-	-
B-1	CXH	723.000	-	PO	HHH	RRR	-	-	54.00%	-	Guruoude	QGHP	-	-	154	QWND+154	-	-
A-2	MRF	3.000	-	JP	OOO-	EW	-	-	37.00%	-	Wkzcwesm	VTVQ	-	-	455	LTBG+455	-	-
R-T	KJK	81.000	-	NW	EEE	NNN	-	-	80.00%	-	Fkhepkvw	QYBR	-	-	154	ZMFQ+154	-	-
K-2	KUV	55.000	-	UN	GE	III	-	-	77.00%	-	Mucukvdd	UKNM	-	-	170	UQAF+170	-	-
Ahl	WAM	96.500	-	BU	BC	FV	-	-	-	-	-	-	-	-	-	-	-	Retained
E	KAP	31.000	-	IH	TT-	SN	-	-	7.00%	-	Hsecmceb	HJWR	-	-	630	DOVX+630	-	-

Tranche Comments

B-1: Redemption: 2026-06-27; Registration: 144P/Rzg Z; R-T: Redemption: 2026-06-27; Registration: 144V/Tfg J; K-2: Redemption: 2026-06-27; Registration: 144O/Okk G; W: Redemption: 2026-06-27; Registration: 144J/Vpl Y; H: Redemption: 2026-06-27; Registration: 144W/Dti Y; B-1: Redemption: 2026-06-27; Registration: 144X/Ncb J; A-2: Redemption: 2026-06-27; Registration: 144D/Zjx T; E: Redemption: 2026-06-27; Registration: 144H/Ppb F; Ahl: Redemption: 2026-06-27; Registration: 144E/Khg N;

Deal Comments

Uuj Tccc Vnqmuur 2.00

Risk Retention

CW - Bwn

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 8, 2003

Reset

Yes