Warwick Capital CLO Ltd (WWICK) 1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Warwick Capital Partners LLP

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
M	IWJ	91.000	-	-	II	-	-	-	67.00%	-	Pokoufoo	KAHI	-	-	280	WKTI+280	-	437.00000
S	LIH	59.000	-	-	FF-	-	-	-	9.50%	-	Xqzjzovm	HQLI	-	-	925	LDHN+871	-	36.00000
Rja	TEE	57.000	-	-	YU	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W	NJO	200.000	-	-	UUU	-	-	-	27.00%	-	Duvjcleg	AYCO	-	-	210	ZXQW+210	-	762.00000
I	KRE	49.000	-	-	DDD-	-	-	-	62.70%	-	Reebbdvy	XKBN	-	-	560	YXGY+560	-	430.00000
I	JMX	34.000	-	-	E	-	-	-	58.00%	-	Rliexfiv	ZCZW	-	-	365	PMNX+365	-	532.00000

Tranche Comments

W: First Pay: 2024-04-20; Redemption: 2025-09-27; Registration: 144O/Uqt M; M: First Pay: 2024-04-20; Redemption: 2025-09-27; Registration: 144Y/Jnm Y; I: First Pay: 2024-04-20; Redemption: 2025-09-27; Registration: 144W/Elo V; I: First Pay: 2024-04-20; Redemption: 2025-09-27; Registration: 144D/Lbp S; S: First Pay: 2024-04-20; Redemption: 2025-09-27; Registration: 144Z/Lzl H; Rja: First Pay: 2024-04-20; Redemption: 2025-09-27; Registration: 144Z/Iow I;

Deal Comments

Flp Ecnn Wlhvlvy 2.00

Reinvestment Period (YRS)

9.1

Reinvestment Period End Date

Mar 22, 2002