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
S1	NEQ	66.000	-	-	SSS-	-	-	-	47.00%	-	Rhxwlyzi	WOJP	-	300	300	JZXS+300	-	-
C	ZQU	35.000	-	-	E	-	-	-	71.00%	-	Zcbbpwqv	DQHQ	-	200	200	NYBX+200	-	-
Nge	MQM	42.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A2	AWV	8.000	-	-	OOO	-	-	-	76.80%	-	Bdlkpduw	DUYN	-	150e	160	XVMR+160	-	-
U	THM	76.000	-	-	ZZ-	-	-	-	6.00%	-	Wmbubezr	CXYK	600-625	600-625	625	IMBB+625	-	-
N2	XMT	7.000	-	-	GGG-	-	-	-	92.00%	-	Wqsddyfh	GBUQ	-	435s	435	MSXW+435	-	-
F	OCF	80.000	-	-	LL	-	-	-	65.00%	-	Bhwdccwy	SKDE	-	165-170	175	QABN+175	-	-
G1	CRE	675.000	-	-	JJJ	-	-	-	50.00%	-	Exjrwxap	ZTTE	-	140o	140	EUVJ+140	-	-
C1S	LTE	58.000	-	-	DDD	-	-	-	18.00%	-	Tfbpwxdo	XAAI	-	-	140	EXHE+140	-	-

Tranche Comments

G1: Redemption: 2026-08-28; Registration: 144E/Tav I; C1S: Redemption: 2026-08-28; Registration: 144J/Ztx A; A2: Redemption: 2026-08-28; Registration: 144A/Fzq G; F: Redemption: 2026-08-28; Registration: 144U/Pqu X; C: Redemption: 2026-08-28; Registration: 144Q/Mri E; S1: Redemption: 2026-08-28; Registration: 144M/Ydd I; N2: Redemption: 2026-08-28; Registration: 144C/Xfq C; U: Redemption: 2026-08-28; Registration: 144O/Cry L; Nge: Redemption: 2026-08-28; Registration: 144H/Qrn H;

Deal Comments

Fkc Stbb Veyhktf 2.00

Risk Retention

OJ - Pik

Pricing Speed

20% CVG

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 30, 2015