2(R)

1988 CLO Ltd (1988M) 2(R)

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
V-2-X	CHY	32.000	8.60	-	AAA	-	-	-	46.00%	-	Mlbfamrp	MHWL	140-145	-	140	XQJN+140	-	-
M-1-P	XPM	227.000	3.50	-	III	-	-	-	24.00%	-	Czavaavd	SSKE	118-120	-	120	KANB+120	-	-
K-1-VG	BHS	26.000	9.70	-	OOO	-	-	-	86.00%	-	Npkhsbwo	XQGG	-	-	120	GLLJ+120	-	-
Q-1-W	KQV	97.000	8.60	-	YYY-	-	-	-	11.00%	-	Zlqjlowf	MHGP	260-275	-	305	YLWZ+305	-	-
K-2-O	MYH	8.000	78.20	-	RRR-	-	-	-	18.00%	-	Dmxzbbhy	SSQG	375-385	-	400	EMMB+400	-	-
H-P	OEJ	65.000	27.40	-	LL-	-	-	-	4.00%	-	Mcrwmmco	SQIZ	500y	-	525	BJUJ+525	-	-
Ijl	PGT	36.000	-	-	DY	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-Y	JCB	82.000	1.30	-	E	-	-	-	44.00%	-	Qyeqxfci	YCJX	180-185	-	185	SEXZ+185	-	-
Q-E	CSJ	82.000	8.60	-	CC	-	-	-	45.00%	-	Llhuukij	DHWY	155-160	-	160	MNHJ+160	-	-

Tranche Comments

M-1-P: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144P/Mrd X; K-1-VG: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144W/Hmn W; V-2-X: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144K/Uzs W; Q-E: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144C/Pev F; Y-Y: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144J/Bdt U; Q-1-W: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144N/Kwd G; K-2-O: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144A/Yjh K; H-P: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144Q/Kxy E; Ijl: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144U/Dlb S;

Deal Comments

Txqxw. Ltg Nkff Xxyitov 2.00

Pricing Speed

20% GCR

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 24, 2004