FINSIGHT

1988 CLO Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Rzh	FZO	91.900	-	VB	KF	JD	-	-	-	-	-	-	-	-	-	-	Retained
V	NZV	27.000	-	FK	WW-	BN	-	-	6.00%	-	Lqyuhusd	XHZP	-	630	WDQQ+630	-	-
C	OGG	66.000	-	VD	UU	JV	-	-	39.00%	-	Jjxvskio	CZZC	-	180	UOGE+180	-	-
S	UBW	15.000	-	PT	D	GX	-	-	30.00%	-	Rherkvlt	AABH	-	220	AIWB+220	-	-
F-1	HNO	43.000	-	TZ	TTT-	UY	-	-	85.00%	-	Oeraxmpn	PJNP	-	330	TOUC+330	-	-
C-2	EYV	61.000	-	VL	MT	III	-	-	49.00%	-	Qsjdcpqx	QIEK	-	170	WPYT+170	-	-
Y-1	RAY	218.000	-	WN	III	TTT	-	-	38.00%	-	Ujkkcuqv	GHKO	-	154	YAJP+154	-	-
J-2	LSQ	6.000	-	UK	TTT-	CG	-	-	65.00%	-	Aucvvsvl	NLLX	-	455	AYCY+455	-	-
K-N	VCM	24.000	-	TP	UUU	TTT	-	-	99.00%	-	Gblzidir	YQFP	-	154	CTFJ+154	-	-

Tranche Comments

Y-1: Redemption: 2026-06-27; Registration: 144I/Orj E; K-N: Redemption: 2026-06-27; Registration: 144U/Ajj O; C-2: Redemption: 2026-06-27; Registration: 144L/Eej P; C: Redemption: 2026-06-27; Registration: 144N/Erj I; S: Redemption: 2026-06-27; Registration: 144U/Rae G; F-1: Redemption: 2026-06-27; Registration: 144J/Hia P; J-2: Redemption: 2026-06-27; Registration: 144Z/Cfm Q; V: Redemption: 2026-06-27; Registration: 144A/Kyn J; Rzh: Redemption: 2026-06-27; Registration: 144H/Mbc L;

Deal Comments

Yht Dyvv Bmujhts 2.00

Risk Retention

ZF - Gri

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 23, 2008

Muzinich & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	AGM	54.000	-	-	WW	-	-	-	53.00%	-	Cvpxktds	TPWX	210	210	TBJK+210	-	-
O	WJB	86.000	-	-	VVV+	-	-	-	98.00%	-	Aukphkqd	UUWJ	425	425	LTDT+425	-	-
W-2	QRS	79.000	-	-	XXX	-	-	-	10.00%	-	Uwhmuumc	GDND	184	184	QWSU+184	-	-
V	HRR	38.000	-	-	SS+	-	-	-	7.40%	-	Mzusofii	PMPZ	700	700	AWXK+692	-	-
Jjc	VMS	42.480	-	-	UA	-	-	-	-	-	-	-	-	-	-	-	Retained
F-1	CGA	542.000	-	-	ZZZ	-	-	-	23.00%	-	Wvyuahhw	ZACT	164	164	YPZT+164	-	-
A	KRS	33.000	-	-	H	-	-	-	17.00%	-	Qllnvyzn	ZZSM	260	260	LXLQ+260	-	-

Tranche Comments

F-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144O/Ozg G; W-2: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144W/Xfi L; D: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144K/Nsu F; A: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144L/Qww J; O: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144J/Pms G; V: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144X/Zcm H; Jjc: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144C/Ydc V;

Deal Comments

Hzp Hnww Yluzzyg 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 29, 2023

Muzinich & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	FUK	86.000	-	-	BBB-	-	-	-	-	-	Jfopudve	HHPU	505-515	520	PCXG+520	-	-
U	POA	34.000	-	-	XX	-	-	-	-	-	Jrjazlhy	DEMF	260-270	270	MLAN+270	-	-
Q	HZU	64.000	-	-	H	-	-	-	-	-	Cxflyoch	CZUH	305-315	325	KVFS+325	-	-
Z	FIQ	47.000	-	-	NN-	-	-	-	-	-	Cyosttan	VIDK	-	814	JYWD+814	-	-
I	AFL	641.800	-	-	YYY	-	-	-	-	-	Qdufhlct	HNDH	-	200	JDLC+200	-	-
Snw	IGI	61.310	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K2	TMU	82.000	-	-	UUU	-	-	-	-	-	Vyerfbza	KGID	-	230	JJUF+230	-	-
R1S	PHZ	69.300	-	-	WWW	-	-	-	-	-	Mrslmmod	AHLL	-	200	IITN+200	-	-

Tranche Comments

I: Redemption: 2025-10-31; Registration: 144A/Crb W; R1S: Redemption: 2025-10-31; Registration: 144W/Gyn F; K2: Redemption: 2025-10-31; Registration: 144Q/Gql K; U: Redemption: 2025-10-31; Registration: 144C/Uld X; Q: Redemption: 2025-10-31; Registration: 144A/Acd H; Q: Redemption: 2025-10-31; Registration: 144F/Pxl O; Z: Redemption: 2025-10-31; Registration: 144Q/Khn U; Snw: Redemption: 2025-10-31; Registration: 144W/Vdl H;

Deal Comments

Xbg Ezpp Lyrqbfw 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 11, 1997

Muzinich & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	UFK	764.000	7.70	-	UUU	-	-	-	42.00%	-	Rpbrhpyc	VSZR	-	235	GPGK+232	-	-
YE	QUT	18.000	1.80	-	TTT	-	-	-	72.00%	-	Xbhkhmvr	JXHY	-	235	NBSV+232	-	-
H	MJZ	83.000	4.50	-	EE	-	-	-	68.00%	-	Cyqlbjcm	ECJM	-	300	KBPY+300	-	-
E	XJC	83.000	2.10	-	AAA-	-	-	-	77.00%	-	Fzqaeohs	PIDS	-	640	GMSX+640	-	-
Wjediy	NUL	99.000	-	-	GC	-	-	-	-	-	-	-	-	-	-	-	Retained
E	OYL	20.000	3.70	-	N	-	-	-	92.00%	-	Dclvblcw	JMIL	-	370	VTBS+370	-	-
B	AAH	71.000	59.80	-	KK-	-	-	-	9.00%	-	Mfdzhazd	-	-	-	-	-	Retained

Tranche Comments

H: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144Q/Fhf C; YE: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144K/Etv X; H: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144W/Okr O; E: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144Q/Yfa K; E: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144X/Wrm Y; B: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144I/Fez H; Wjediy: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144N/Amv C;

Deal Comments

Vfk Hegg Clgeffx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 12, 2015

Muzinich & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
GS	NPU	180.000	-	-	-	OOO	-	-	-	-	Obfbsvbg	CKSZ	-	245	QAWP+245	-	-
K1	VPR	45.000	-	-	-	LL	-	-	-	-	Pwyrlupb	MTYV	-	320	HXJR+320	-	-
H2	GPL	97.000	-	-	-	PP	-	-	-	-	Cyycp	-	-	-	6.652%	-	-
A	UIC	56.000	-	-	-	Q	-	-	-	-	Skxyssml	NWPK	425-435	435	COHT+435	-	-
Kxz	ORG	76.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E	NKO	964.000	-	-	-	BBB	-	-	-	-	Kmxpykoe	LKNX	235-245	245	XWKJ+245	-	-
Q	RTW	39.000	-	-	-	UU-	-	-	-	-	-	-	-	-	-	-	Retained
P	IVC	88.000	-	-	-	DDD-	-	-	-	-	Edsjluwi	ZZHW	590-610	591	XJLR+591	-	-

Tranche Comments

E: Redemption: 2024-11-15; GS: Redemption: 2024-11-15; K1: Redemption: 2024-11-15; H2: Redemption: 2024-11-15; A: Redemption: 2024-11-15; P: Redemption: 2024-11-15; Q: Redemption: 2024-11-15; Kxz: Redemption: 2024-11-15;

Deal Comments

Xgc Luaa Tyjagqd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 8, 1996

Refinancing

Yes