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
Apz	RLL	83.660	-	-	YK	-	-	-	-	-	-	-	-	-	-	-	Retained
T	CIG	39.000	-	-	PP	-	-	-	96.00%	-	Ulxztlfd	OKWO	210	210	UNNZ+210	-	-
D-2	AGX	22.000	-	-	EEE	-	-	-	11.00%	-	Ypfksdqx	VTPL	184	184	LWYF+184	-	-
B	HPY	92.000	-	-	J	-	-	-	22.00%	-	Xwchcpbv	GWBK	260	260	ELMJ+260	-	-
D-1	ACX	234.000	-	-	HHH	-	-	-	54.00%	-	Vsjcaufg	UDEO	164	164	CJIL+164	-	-
X	ZGE	24.000	-	-	FF+	-	-	-	9.60%	-	Gkhrfzvk	SVLR	700	700	WAUO+692	-	-
L	PJJ	25.000	-	-	CCC+	-	-	-	18.00%	-	Ksubxqay	XUKQ	425	425	VTUI+425	-	-

More Details

Tranche Comments

D-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144O/Gor B; D-2: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144O/Yie U; T: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144Y/Psm S; B: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144A/Cvj M; L: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144T/Veu W; X: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144I/Mfe Z; Apz: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144Y/Vnf J;

Deal Comments

Sqy Bsuu Hjjmqxe 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 24, 1998

Refinancing

Yes

Muzinich & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G1I	VFG	25.400	-	-	XXX	-	-	-	-	-	Wtlejptq	QJDM	-	200	TCPA+200	-	-
P	PPX	88.000	-	-	FF	-	-	-	-	-	Rxbcmptq	JPYT	260-270	270	CYKN+270	-	-
R	UUO	43.000	-	-	LL-	-	-	-	-	-	Tdzbtvus	KWOH	-	814	VZTQ+814	-	-
Oth	ZKF	66.330	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	MOV	952.800	-	-	III	-	-	-	-	-	Puwusqtj	YCEX	-	200	XYEY+200	-	-
Q2	NGK	29.000	-	-	MMM	-	-	-	-	-	Qrrpbytn	UXCS	-	230	KAVI+230	-	-
P	GMB	16.000	-	-	Y	-	-	-	-	-	Ppvmxfep	IATY	305-315	325	DVWC+325	-	-
E	TAZ	37.000	-	-	AAA-	-	-	-	-	-	Tyyakrpj	TKBD	505-515	520	QWVE+520	-	-

More Details

Tranche Comments

K: Redemption: 2025-10-31; Registration: 144U/Jds K; G1I: Redemption: 2025-10-31; Registration: 144Q/Ocu K; Q2: Redemption: 2025-10-31; Registration: 144X/Bda N; P: Redemption: 2025-10-31; Registration: 144I/Cjt Q; P: Redemption: 2025-10-31; Registration: 144N/Ezi D; E: Redemption: 2025-10-31; Registration: 144U/Oho V; R: Redemption: 2025-10-31; Registration: 144C/Oij O; Oth: Redemption: 2025-10-31; Registration: 144J/Wsh A;

Deal Comments

Nzv Ragg Eskuzjq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 1, 2010

Refinancing

Yes

Muzinich & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	VTH	856.000	2.30	-	OOO	-	-	-	86.00%	-	Msjruryp	CZTS	-	235	VCHG+232	-	-
H	LTN	78.000	4.90	-	AAA-	-	-	-	91.00%	-	Dkrbuosq	GTGK	-	640	VZHN+640	-	-
AC	KVJ	83.000	6.10	-	SSS	-	-	-	78.00%	-	Hxjwosaz	PDOK	-	235	SZGM+232	-	-
T	OOT	51.000	2.70	-	N	-	-	-	72.00%	-	Wzuhmxxm	GTVT	-	370	PJTT+370	-	-
L	BIK	77.000	6.60	-	JJ	-	-	-	30.00%	-	Vlsepfpu	GCEP	-	300	VDAF+300	-	-
T	WKG	36.000	20.10	-	JJ-	-	-	-	1.00%	-	Mzjxykly	-	-	-	-	-	Retained
Ojnxao	ITN	26.000	-	-	ZI	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

V: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144W/Yvd O; AC: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144P/Eoh O; L: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144Z/Gkw J; T: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144I/Zzy W; H: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144T/Keb H; T: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144P/Tzq W; Ojnxao: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144D/Hcw Y;

Deal Comments

Uzm Snpp Bsmgzyc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 21, 2013

Refinancing

Yes

Muzinich & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N1	PYV	94.000	-	-	-	MM	-	-	-	-	Ruxhtphe	LMGN	-	320	UCQQ+320	-	-
S	BLC	978.000	-	-	-	CCC	-	-	-	-	Azpzykno	UPEP	235-245	245	HOKU+245	-	-
FX	LNV	425.000	-	-	-	TTT	-	-	-	-	Bfbpupdz	MHOO	-	245	LOKR+245	-	-
F	XYM	88.000	-	-	-	F	-	-	-	-	Gvhjkxtn	XLGL	425-435	435	LVWK+435	-	-
Oor	BVO	13.890	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O	UYT	97.000	-	-	-	GGG-	-	-	-	-	Qvpbhrzx	VUKV	590-610	591	QBAX+591	-	-
K2	CPX	91.000	-	-	-	ZZ	-	-	-	-	Gzkwz	-	-	-	6.652%	-	-
B	PLQ	28.000	-	-	-	YY-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

S: Redemption: 2024-11-15; FX: Redemption: 2024-11-15; N1: Redemption: 2024-11-15; K2: Redemption: 2024-11-15; F: Redemption: 2024-11-15; O: Redemption: 2024-11-15; B: Redemption: 2024-11-15; Oor: Redemption: 2024-11-15;

Deal Comments

Djt Jzmm Rjlvjra 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 27, 2017