Warwick Capital CLO Ltd (WWICK) 3

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
S-1	NKW	66.000	-	-	KK	-	-	-	45.00%	-	Iljjsotj	YTAY	-	-	220	IMMB+220	-	550.00000
T-1	BYJ	168.000	-	-	FFF	-	-	-	24.00%	-	Jjkztxrc	YUQP	-	-	165	KUIV+165	-	192.00000
G-2	WVL	5.000	-	-	JJJ	-	-	-	33.00%	-	Qjxvkqvr	SANS	-	-	190	PSTD+190	-	277.00000
H	JXX	26.000	-	-	Q	-	-	-	64.00%	-	Kulkybde	TXHN	-	-	275	AEVA+275	-	785.00000
R	KKA	41.000	-	-	RR-	-	-	-	6.70%	-	Nfolrfzo	JCTA	-	-	700	HMLC+684	-	93.00000
E-2	XJE	28.000	-	-	VV	-	-	-	27.00%	-	Vqswn	-	-	-	220	6.133%	6.133%	406.00000
O	CVY	29.000	-	-	BBB-	-	-	-	53.00%	-	Ejbbbkib	VTTI	-	-	450	DDQU+450	-	315.00000
Plp	RRH	76.800	-	-	CY	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

T-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144O/Ntu X; G-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144U/Due E; S-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144C/Vbu U; E-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144P/Gpj A; H: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144M/Qrb I; O: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144M/Zfg N; R: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Vqk L; Plp: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Twz C;

Deal Comments

Yml Fbvv Fyplmfn 2.00

Risk Retention

VF - Rewh Zmazeie 7

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 22, 2018

Refinancing

Yes