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
K-J	IJB	74.000	4.90	-	G	-	-	-	13.00%	-	Ibxlkmrh	TGQP	180-185	-	185	DMVY+185	-	-
J-2-V	FYV	2.000	35.80	-	CCC-	-	-	-	19.00%	-	Cyybxzms	JKPP	375-385	-	400	ZTJO+400	-	-
Y-1-UX	TJB	49.000	4.50	-	III	-	-	-	74.00%	-	Oppqjthg	KWTE	-	-	120	HATX+120	-	-
Jqo	KAS	23.000	-	-	SO	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I-1-N	LXQ	58.000	4.50	-	ZZZ-	-	-	-	96.00%	-	Mlcljbtk	DAFO	260-275	-	305	JAPA+305	-	-
Z-S	UXC	89.000	85.40	-	TT-	-	-	-	1.00%	-	Oszhbcrc	ZNNR	500a	-	525	BQGY+525	-	-
T-1-T	QBR	256.000	7.30	-	LLL	-	-	-	47.00%	-	Nkmzflwa	HTIX	118-120	-	120	GVBO+120	-	-
A-2-X	FNL	38.000	2.20	-	MMM	-	-	-	35.00%	-	Fpqfsuhy	ATTA	140-145	-	140	XYVA+140	-	-
J-K	JNE	70.000	1.80	-	VV	-	-	-	98.00%	-	Srupqvzh	KZVD	155-160	-	160	ZGFD+160	-	-

Tranche Comments

T-1-T: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144K/Ecc E; Y-1-UX: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144W/Trw D; A-2-X: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144I/Yhk U; J-K: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144P/Tcd L; K-J: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144M/Odb W; I-1-N: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144Z/Nzl G; J-2-V: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144H/Nvy M; Z-S: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144T/Mkb J; Jqo: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144Y/Iqw J;

Deal Comments

Aykym. Lsf Ctuu Oyrvsai 2.00

Pricing Speed

20% TFJ

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 8, 2012