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
J-2	HLL	6.000	-	-	JJJ	-	-	-	81.00%	-	Dfbbuunj	DZLI	-	-	190	EXNV+190	-	135.00000
V	XTB	13.000	-	-	XXX-	-	-	-	19.00%	-	Tlhcucnf	HAUJ	-	-	450	PQVB+450	-	342.00000
Z-2	GMB	97.000	-	-	TT	-	-	-	40.00%	-	Aybpn	-	-	-	220	6.133%	6.133%	681.00000
V-1	REJ	60.000	-	-	BB	-	-	-	30.00%	-	Oehuxzyd	BEEB	-	-	220	HAZF+220	-	785.00000
J-1	WVC	512.000	-	-	AAA	-	-	-	71.00%	-	Arzxsqmj	GNYF	-	-	165	BHVD+165	-	134.00000
G	ALT	46.000	-	-	XX-	-	-	-	1.50%	-	Jeeqejve	YNPE	-	-	700	DKAO+684	-	28.00000
U	JSQ	34.000	-	-	D	-	-	-	94.00%	-	Cwdcxhcr	SLVD	-	-	275	BHIO+275	-	980.00000
Hwt	UJP	96.100	-	-	JA	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Q/Rmg O; J-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Q/Mik E; V-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Q/Xhu M; Z-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144M/Zap H; U: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144L/Fdj S; V: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144X/Usg I; G: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144W/Yjd D; Hwt: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Z/Zzz Z;

Deal Comments

Smf Uzyy Esrhmsu 2.00

Risk Retention

GJ - Pzyx Mnuaoaz 7

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 6, 2013