Providus CLO DAC (PROV) III(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR232.500-AaaAAA-38.00%-Floating3mEu-953mEu+95-100.00000
B1EUR27.500-Aa2AA---Floating3mEu-1653mEu+165-100.00000
B2EUR10.000-Aa2AA-28.00%-Fixed---2.000%2.000%100.00000
CEUR26.300-A2A-21.00%-Floating3mEu-2103mEu+210-100.00000
DEUR23.400-Baa3BBB--14.70%-Floating3mEu-3103mEu+310-100.00000
EEUR18.700-Ba3BB--9.80%-Floating3mEu-6403mEu+626-99.00000
FEUR11.300-B3B--6.70%-Floating3mEu-9003mEu+870-98.00000
SubEUR34.700-NRNR---------Retained
Tranche Comments
A: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144A/Reg S; B1: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144A/Reg S; B2: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144A/Reg S; C: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144A/Reg S; D: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144A/Reg S; E: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144A/Reg S; F: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144A/Reg S; Sub: First Pay: 2021-10-18; Redemption: 2023-01-18; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.5
Risk Retention
EU - Vertical/Originator
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Jan 18, 2026
Reset
Yes