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
L	UMF	66.000	-	AC	VV	VR	-	-	97.00%	-	Evkdbthe	TGOM	-	180	JBZI+180	-	-
Hxs	RYL	51.900	-	OP	SQ	AG	-	-	-	-	-	-	-	-	-	-	Retained
D-2	EIR	6.000	-	GL	XXX-	HF	-	-	12.00%	-	Mvhemfmw	WVSS	-	455	MSHD+455	-	-
B-1	KGW	890.000	-	TL	VVV	PPP	-	-	49.00%	-	Cwflprrd	QTWZ	-	154	GXPV+154	-	-
M-H	UHA	96.000	-	GO	UUU	WWW	-	-	71.00%	-	Bbpdaadk	ZSKS	-	154	ZEJF+154	-	-
O-2	HFB	88.000	-	PB	HL	GGG	-	-	21.00%	-	Skcqvmyv	EMTF	-	170	VTBU+170	-	-
B	QMI	36.000	-	VS	PP-	UT	-	-	6.00%	-	Wmjxojnq	XXCQ	-	630	CHEI+630	-	-
G	RCF	82.000	-	YL	C	UV	-	-	60.00%	-	Shplhadn	HLEZ	-	220	BGSX+220	-	-
Q-1	GMO	87.000	-	XT	QQQ-	GJ	-	-	45.00%	-	Txojwwwh	GCDI	-	330	ESDU+330	-	-

Tranche Comments

B-1: Redemption: 2026-06-27; Registration: 144M/Qpq Q; M-H: Redemption: 2026-06-27; Registration: 144W/Jpt E; O-2: Redemption: 2026-06-27; Registration: 144P/Zpp B; L: Redemption: 2026-06-27; Registration: 144P/Cwq J; G: Redemption: 2026-06-27; Registration: 144H/Gvm S; Q-1: Redemption: 2026-06-27; Registration: 144O/Nrg X; D-2: Redemption: 2026-06-27; Registration: 144B/Lyz M; B: Redemption: 2026-06-27; Registration: 144F/Bjm Z; Hxs: Redemption: 2026-06-27; Registration: 144X/Bxr V;

Deal Comments

Asv Tguu Hqvussa 2.00

Risk Retention

FD - Hdk

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 9, 2016

Muzinich & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-2	WYJ	89.000	-	-	MMM	-	-	-	28.00%	-	Pmssjbzv	XNSG	184	184	BYAS+184	-	-
Alo	HJT	71.240	-	-	NO	-	-	-	-	-	-	-	-	-	-	-	Retained
Y	BMF	21.000	-	-	EE+	-	-	-	6.10%	-	Hyehsvhv	HNKV	700	700	SVGZ+692	-	-
G	JFH	75.000	-	-	VVV+	-	-	-	70.00%	-	Khszypwn	TXMI	425	425	VLNB+425	-	-
U-1	VIX	442.000	-	-	UUU	-	-	-	51.00%	-	Wztfdtlp	KETA	164	164	EPCO+164	-	-
R	UWE	15.000	-	-	QQ	-	-	-	65.00%	-	Saljouaa	PMVP	210	210	BBCL+210	-	-
N	EGK	92.000	-	-	Q	-	-	-	11.00%	-	Odkubaws	GJSY	260	260	LLJX+260	-	-

Tranche Comments

U-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144M/Ldy W; U-2: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144E/Iun U; R: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144T/Qqy O; N: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144E/Tlx S; G: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144F/Rxc I; Y: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144O/Qcu A; Alo: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144D/Jrt Z;

Deal Comments

Azg Sbgg Oecmzus 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 15, 2020

Reset

Yes

Muzinich & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	VLM	73.000	-	-	A	-	-	-	-	-	Gxdpviyt	JCSU	305-315	325	QAQV+325	-	-
P	XGA	116.700	-	-	JJJ	-	-	-	-	-	Nxchvidn	SQCN	-	200	EAPK+200	-	-
C2	FUY	73.000	-	-	JJJ	-	-	-	-	-	Khsyoick	MAPI	-	230	KOXT+230	-	-
D	ATZ	18.000	-	-	III-	-	-	-	-	-	Ssyycslc	AETU	505-515	520	KSAK+520	-	-
V	YHZ	84.000	-	-	PP	-	-	-	-	-	Sufbhswh	ZSYY	260-270	270	XGMV+270	-	-
H	YUG	44.000	-	-	RR-	-	-	-	-	-	Hjszyhax	KAPU	-	814	UWUW+814	-	-
N1Z	BRN	21.600	-	-	III	-	-	-	-	-	Sdsjafbq	WZUW	-	200	MHVG+200	-	-
Krh	AUP	18.640	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P: Redemption: 2025-10-31; Registration: 144W/Oip Z; N1Z: Redemption: 2025-10-31; Registration: 144T/Zif V; C2: Redemption: 2025-10-31; Registration: 144B/Weg B; V: Redemption: 2025-10-31; Registration: 144E/Ydc R; B: Redemption: 2025-10-31; Registration: 144C/Ofx F; D: Redemption: 2025-10-31; Registration: 144Y/Rpg Q; H: Redemption: 2025-10-31; Registration: 144K/Iwq V; Krh: Redemption: 2025-10-31; Registration: 144O/Rfa X;

Deal Comments

Iyg Gyss Bjosydq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 7, 2005

Muzinich & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	PZG	38.000	4.90	-	GG	-	-	-	34.00%	-	Fdtlecqt	TELA	-	300	APIL+300	-	-
V	XWV	65.000	7.10	-	XXX-	-	-	-	79.00%	-	Cbuafont	TQUD	-	640	TNBT+640	-	-
M	BTY	352.000	5.20	-	III	-	-	-	18.00%	-	Jdsqtojw	YLUF	-	235	HGPD+232	-	-
Hljzar	MZL	21.000	-	-	BY	-	-	-	-	-	-	-	-	-	-	-	Retained
MG	ZAT	65.000	5.70	-	EEE	-	-	-	15.00%	-	Wzlamptr	INUB	-	235	VGGY+232	-	-
S	EER	69.000	3.50	-	D	-	-	-	39.00%	-	Nfhutbre	TUDG	-	370	LJML+370	-	-
P	XVH	64.000	12.20	-	HH-	-	-	-	8.00%	-	Byheqfbx	-	-	-	-	-	Retained

Tranche Comments

M: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144F/Xxc E; MG: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144G/Huc V; K: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144W/Psq X; S: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144I/Jjn I; V: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144B/Dmv J; P: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144G/Ofx W; Hljzar: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144B/Luo F;

Deal Comments

Ykt Kygg Qbcwknq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 22, 2007

Muzinich & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	VYK	756.000	-	-	-	ZZZ	-	-	-	-	Pequczft	NWMT	235-245	245	KKWQ+245	-	-
H2	PMP	78.000	-	-	-	PP	-	-	-	-	Kirml	-	-	-	6.652%	-	-
M	VCI	72.000	-	-	-	ZZZ-	-	-	-	-	Mwkeysvd	GMVX	590-610	591	MBSU+591	-	-
U	RIP	29.000	-	-	-	ZZ-	-	-	-	-	-	-	-	-	-	-	Retained
Hpz	JWA	78.450	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P	HOM	26.000	-	-	-	H	-	-	-	-	Hcbvrohl	ANPT	425-435	435	CUGV+435	-	-
YM	ZJE	409.000	-	-	-	SSS	-	-	-	-	Nkbdaumk	MUQD	-	245	XEUP+245	-	-
V1	RPM	27.000	-	-	-	XX	-	-	-	-	Jxjxtyhj	ZMBX	-	320	NTTW+320	-	-

Tranche Comments

I: Redemption: 2024-11-15; YM: Redemption: 2024-11-15; V1: Redemption: 2024-11-15; H2: Redemption: 2024-11-15; P: Redemption: 2024-11-15; M: Redemption: 2024-11-15; U: Redemption: 2024-11-15; Hpz: Redemption: 2024-11-15;

Deal Comments

Ifx Kcll Sqjvfqy 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 29, 2011

Refinancing

Yes