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
E-1-DI	AAI	29.000	5.50	-	III	-	-	-	14.00%	-	Sfprckfp	MSHZ	-	-	120	AVYH+120	-	-
F-R	WSL	23.000	2.20	-	P	-	-	-	47.00%	-	Neqowavq	USFO	180-185	-	185	TICJ+185	-	-
T-1-I	QJK	885.000	6.60	-	WWW	-	-	-	19.00%	-	Ckhuxwyd	HGTA	118-120	-	120	YSKZ+120	-	-
P-E	PTL	42.000	6.70	-	VV	-	-	-	10.00%	-	Cwxxrtwz	YNTJ	155-160	-	160	AQVS+160	-	-
A-2-C	NNF	5.000	45.60	-	FFF-	-	-	-	22.00%	-	Iloydhhu	PPXH	375-385	-	400	BPWK+400	-	-
Way	FLQ	68.000	-	-	FK	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-J	YOZ	81.000	39.70	-	GG-	-	-	-	9.00%	-	Jybatxpo	JPMP	500o	-	525	PPVK+525	-	-
E-2-I	GZX	75.000	9.50	-	SSS	-	-	-	15.00%	-	Cpqvwhps	NABP	140-145	-	140	YBIE+140	-	-
H-1-U	YFY	29.000	6.60	-	CCC-	-	-	-	90.00%	-	Ocdfvzdk	UCVP	260-275	-	305	BYAV+305	-	-

Tranche Comments

T-1-I: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144V/Idb F; E-1-DI: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144Y/Ovf I; E-2-I: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144C/Ejo D; P-E: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144X/Gss C; F-R: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144G/Pcc F; H-1-U: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144X/Qtz V; A-2-C: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144Y/Xkz E; G-J: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144U/Ilh K; Way: First Pay: 2025-07-15; Redemption: 2027-03-24; Registration: 144G/Glc V;

Deal Comments

Htxtm. Mgq Ktmm Ctyngqe 2.00

Pricing Speed

20% WHT

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 18, 2003

Reset

Yes