Providus CLO DAC (PROV) VII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR208.200--AAAAAA40.50%-Floating3mEu-1403mEu+140-100.00000
B1EUR33.800--AAAA--Floating3mEu-2403mEu+240-100.00000
B2EUR10.000--AAAA28.00%-Floating3mEu-3503mEu+350-100.00000
CEUR17.500--AA23.00%-Floating3mEu-3853mEu+385-100.00000
DEUR23.600--BBB-BBB-16.30%-Floating3mEu-5703mEu+570-100.00000
EEUR16.700--BB-BB-11.50%-Floating3mEu-8753mEu+769-93.00000
FEUR14.000--B-B-7.50%-Floating3mEu-11503mEu+997-92.00000
SubEUR21.000--NRNR--------Retained
Tranche Comments
A: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144A/Reg S; B1: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144A/Reg S; B2: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144A/Reg S; C: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144A/Reg S; D: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144A/Reg S; E: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144A/Reg S; F: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144A/Reg S; Sub: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Originator(s)
Permira Debt Managers Group Holdings Ltd