Providus CLO DAC (PROV) VI

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR244.700-AaaAAA---Floating3mEu-973mEu+97-100.00000
B-1EUR26.000-Aa2AA---Floating3mEu-1703mEu+170-100.00000
B-2EUR15.000-Aa2AA---Fixed---2.050%2.050%100.00000
CEUR27.800-A2A---Floating3mEu-2103mEu+210-100.00000
DEUR26.900-Baa3BBB---Floating3mEu-3203mEu+320-100.00000
EEUR21.000-Ba3BB----Floating3mEu-6253mEu+611-99.00000
FEUR11.000-B3B----Floating3mEu-9203mEu+875-97.00000
SubEUR33.000-NRNR---------Retained
Tranche Comments
A: First Pay: 2022-05-20; Redemption: 2023-05-20; B-1: First Pay: 2022-05-20; Redemption: 2023-05-20; B-2: First Pay: 2022-05-20; Redemption: 2023-05-20; C: First Pay: 2022-05-20; Redemption: 2023-05-20; D: First Pay: 2022-05-20; Redemption: 2023-05-20; E: First Pay: 2022-05-20; Redemption: 2023-05-20; F: First Pay: 2022-05-20; Redemption: 2023-05-20; Sub: First Pay: 2022-05-20; Redemption: 2023-05-20;
Deal Comments
Non Call Period: 2.00
Risk Retention
EU: Horizontal
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 20, 2026
WAL Test Period (YRS)
8.5