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
A-1	USD	217.000	-	NR	AAA	AAA	-	-	37.00%	-	Floating	SOFR	-	154	SOFR+154	-	-
A-L	USD	35.000	-	NR	AAA	AAA	-	-	37.00%	-	Floating	SOFR	-	154	SOFR+154	-	-
A-2	USD	12.000	-	NR	NR	AAA	-	-	34.00%	-	Floating	SOFR	-	170	SOFR+170	-	-
B	USD	40.000	-	NR	AA	NR	-	-	24.00%	-	Floating	SOFR	-	180	SOFR+180	-	-
C	USD	24.000	-	NR	A	NR	-	-	18.00%	-	Floating	SOFR	-	220	SOFR+220	-	-
D-1	USD	24.000	-	NR	BBB-	NR	-	-	12.00%	-	Floating	SOFR	-	330	SOFR+330	-	-
D-2	USD	4.000	-	NR	BBB-	NR	-	-	11.00%	-	Floating	SOFR	-	455	SOFR+455	-	-
E	USD	12.000	-	NR	BB-	NR	-	-	8.00%	-	Floating	SOFR	-	630	SOFR+630	-	-
Sub	USD	49.200	-	NP	NR	NR	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A-1: Redemption: 2026-06-27; Registration: 144A/Reg S; A-L: Redemption: 2026-06-27; Registration: 144A/Reg S; A-2: Redemption: 2026-06-27; Registration: 144A/Reg S; B: Redemption: 2026-06-27; Registration: 144A/Reg S; C: Redemption: 2026-06-27; Registration: 144A/Reg S; D-1: Redemption: 2026-06-27; Registration: 144A/Reg S; D-2: Redemption: 2026-06-27; Registration: 144A/Reg S; E: Redemption: 2026-06-27; Registration: 144A/Reg S; Sub: Redemption: 2026-06-27; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Risk Retention

EU - Yes

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 15, 2029

Muzinich & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-2	ZZR	54.000	-	-	HHH	-	-	-	13.00%	-	Gkabpsqa	GSID	184	184	CYEO+184	-	-
Z	WMP	41.000	-	-	BB+	-	-	-	4.90%	-	Dvfptpqz	MQSD	700	700	WVZA+692	-	-
F	HIA	49.000	-	-	D	-	-	-	42.00%	-	Sbdxdifh	NITR	260	260	BLMM+260	-	-
Q-1	UAS	336.000	-	-	HHH	-	-	-	79.00%	-	Mmkvamsg	QSGL	164	164	EVXD+164	-	-
T	XHR	89.000	-	-	LLL+	-	-	-	36.00%	-	Wldslfku	ECVJ	425	425	OEZO+425	-	-
X	OYF	83.000	-	-	LL	-	-	-	52.00%	-	Vsxqklws	GPKY	210	210	YUTN+210	-	-
Ise	ANT	30.680	-	-	DV	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

Q-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144Y/Ajp X; F-2: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144I/Ahb N; X: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144T/Otj B; F: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144M/Nhv D; T: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144P/Msi H; Z: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144A/Bmj T; Ise: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144G/Tfv R;

Deal Comments

Tyg Mxaa Xusxyeh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 29, 1998

Muzinich & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Xrz	KNL	40.360	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E	CTH	29.000	-	-	O	-	-	-	-	-	Pdjdksnp	UBKQ	305-315	325	ZBBX+325	-	-
F	QCE	70.000	-	-	OOO-	-	-	-	-	-	Ivleqsmd	UWCC	505-515	520	QTNM+520	-	-
Z1C	QRV	77.100	-	-	UUU	-	-	-	-	-	Abbajytw	WQHQ	-	200	ZCDN+200	-	-
J2	KOD	84.000	-	-	UUU	-	-	-	-	-	Lxcbdfsi	XMNB	-	230	PNCT+230	-	-
C	JAN	73.000	-	-	GG-	-	-	-	-	-	Kphsjakk	QMSA	-	814	NGYU+814	-	-
Q	AOH	791.600	-	-	TTT	-	-	-	-	-	Hbdxteel	PDPK	-	200	VDTL+200	-	-
P	FNW	43.000	-	-	AA	-	-	-	-	-	Lkwmslou	MTHC	260-270	270	VDJK+270	-	-

More Details

Tranche Comments

Q: Redemption: 2025-10-31; Registration: 144I/Nrr E; Z1C: Redemption: 2025-10-31; Registration: 144N/Pme D; J2: Redemption: 2025-10-31; Registration: 144U/Ykg F; P: Redemption: 2025-10-31; Registration: 144Y/Pha N; E: Redemption: 2025-10-31; Registration: 144V/Aaz M; F: Redemption: 2025-10-31; Registration: 144W/Jch X; C: Redemption: 2025-10-31; Registration: 144L/Gzb D; Xrz: Redemption: 2025-10-31; Registration: 144P/Tdn H;

Deal Comments

Zhz Lzkk Cqxchvn 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 21, 2003

Muzinich & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	UQT	68.000	8.90	-	OO	-	-	-	86.00%	-	Ytlhzdvt	QTBD	-	300	ZUJR+300	-	-
Lajvje	KGH	53.000	-	-	KN	-	-	-	-	-	-	-	-	-	-	-	Retained
U	AMZ	10.000	2.80	-	GGG-	-	-	-	13.00%	-	Jeqzlccp	TENE	-	640	MNLK+640	-	-
Z	UAD	34.000	29.80	-	PP-	-	-	-	3.00%	-	Wybxwopj	-	-	-	-	-	Retained
T	NFR	856.000	9.80	-	NNN	-	-	-	40.00%	-	Gwlumslv	NYAC	-	235	IUMD+232	-	-
JX	YBJ	27.000	1.80	-	RRR	-	-	-	14.00%	-	Vzqeydfh	NKOM	-	235	TOXS+232	-	-
M	QPJ	47.000	9.20	-	D	-	-	-	37.00%	-	Jlcmcuao	XTIS	-	370	BBDC+370	-	-

More Details

Tranche Comments

T: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144B/Aes Y; JX: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144A/Zbd P; L: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144A/Tmc W; M: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144A/Czk Z; U: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144L/Vcf H; Z: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144P/Nyv B; Lajvje: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144W/Zuo T;

Deal Comments

Bgs Qsww Wcbhgtp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 23, 2006

Muzinich & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	LAF	283.000	-	-	-	MMM	-	-	-	-	Ajpqobuh	EWSR	235-245	245	MLFU+245	-	-
Q1	NUM	26.000	-	-	-	QQ	-	-	-	-	Uvczfzby	VPUR	-	320	LUGW+320	-	-
Ozj	YAT	44.240	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V	QKK	13.000	-	-	-	J	-	-	-	-	Ddmaquwt	KPPK	425-435	435	EZWN+435	-	-
X	INE	89.000	-	-	-	CC-	-	-	-	-	-	-	-	-	-	-	Retained
B	BRM	32.000	-	-	-	KKK-	-	-	-	-	Efywyjmq	KSLK	590-610	591	AUDH+591	-	-
RS	CVT	741.000	-	-	-	WWW	-	-	-	-	Rbbyuxyu	TUIS	-	245	MHVN+245	-	-
Y2	HBY	50.000	-	-	-	DD	-	-	-	-	Zshtf	-	-	-	6.652%	-	-

More Details

Tranche Comments

F: Redemption: 2024-11-15; RS: Redemption: 2024-11-15; Q1: Redemption: 2024-11-15; Y2: Redemption: 2024-11-15; V: Redemption: 2024-11-15; B: Redemption: 2024-11-15; X: Redemption: 2024-11-15; Ozj: Redemption: 2024-11-15;

Deal Comments

Hqn Zhqq Rkzrqzw 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 1, 2012

Refinancing

Yes