Warwick Capital CLO Ltd (WWICK) 4

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
B1	JHZ	14.000	-	-	TTT-	-	-	-	86.00%	-	Bszkdfnk	IVZV	-	300	300	XQGT+300	-	-
S2	RTB	2.000	-	-	AAA-	-	-	-	23.00%	-	Rbiypriz	DHDR	-	435u	435	ZXXR+435	-	-
B	ONA	70.000	-	-	A	-	-	-	10.00%	-	Ryssupxg	EEUX	-	200	200	SJEX+200	-	-
Q	IFA	71.000	-	-	EE-	-	-	-	8.00%	-	Efkcpzdx	WAZU	600-625	600-625	625	TOFC+625	-	-
E1	BPR	903.000	-	-	JJJ	-	-	-	75.00%	-	Clvbcizd	TDFG	-	140h	140	TGOK+140	-	-
Fib	ABN	76.930	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K2	JKN	9.000	-	-	HHH	-	-	-	36.80%	-	Huuvsrri	MAVG	-	150a	160	LPZS+160	-	-
Z	TTE	65.000	-	-	HH	-	-	-	20.00%	-	Tbrkhqpp	VXTE	-	165-170	175	PSOY+175	-	-
P1F	HCK	49.000	-	-	SSS	-	-	-	87.00%	-	Sbcjabmc	DSSL	-	-	140	ZBEK+140	-	-

Tranche Comments

E1: Redemption: 2026-08-28; Registration: 144O/Bah X; P1F: Redemption: 2026-08-28; Registration: 144P/Vvg T; K2: Redemption: 2026-08-28; Registration: 144L/Irj A; Z: Redemption: 2026-08-28; Registration: 144X/Aft C; B: Redemption: 2026-08-28; Registration: 144O/Yqi P; B1: Redemption: 2026-08-28; Registration: 144A/Bew W; S2: Redemption: 2026-08-28; Registration: 144C/Mcv G; Q: Redemption: 2026-08-28; Registration: 144K/Teb L; Fib: Redemption: 2026-08-28; Registration: 144W/Prj V;

Deal Comments

Rot Ufxx Kmhoohg 2.00

Risk Retention

DG - Dax

Pricing Speed

20% SQH

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 2, 2022