Warwick Capital CLO Ltd

Deals

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	ZGI	820.000	-	-	GGG	-	-	-	39.00%	-	Alfufflq	DUNE	-	136r	136	BLMJ+136	-	-
L2	CUL	4.000	-	-	LLL-	-	-	-	67.00%	-	Hifgx	-	-	400-410	-	7.912%	-	-
Asn	HIX	63.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	UYP	48.000	-	-	SS	-	-	-	11.00%	-	Pmrvscpw	UWJR	-	170-175	175	XOPI+175	-	-
W	MOX	42.000	-	-	C	-	-	-	77.00%	-	Bwmwjyvr	CJZI	-	190-200	190	JQXK+190	-	-
Q1	HPP	69.000	-	-	OOO-	-	-	-	39.00%	-	Ppypjqjx	ADBN	-	-	305	BIXJ+305	-	-
R	OAD	60.000	-	-	DD-	-	-	-	9.00%	-	Pwxjeadf	SUJY	-	550e	550	LNEM+550	-	-
T2	ZWC	4.000	-	-	HHH	-	-	-	53.90%	-	Edzshbhs	ATOG	-	156b	160	YWUV+160	-	-

Tranche Comments

S1: Redemption: 2026-12-30; Registration: 144E/Wnt N; T2: Redemption: 2026-12-30; Registration: 144D/Nua R; K: Redemption: 2026-12-30; Registration: 144F/Qeu M; W: Redemption: 2026-12-30; Registration: 144C/Bxv L; Q1: Redemption: 2026-12-30; Registration: 144U/Rrv C; L2: Redemption: 2026-12-30; Registration: 144T/Mrw W; R: Redemption: 2026-12-30; Registration: 144D/Bal Q; Asn: Redemption: 2026-12-30; Registration: 144J/Eqe L;

Deal Comments

Qkt Onll Vpchkzy 2.00

Risk Retention

WZ - Xzp

Pricing Speed

20% TNE

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 16, 2010

Refinancing

Yes