Providus CLO DAC (PROV) XI

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Permira Debt Managers Ltd

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
R	SEH	66.000	8.40	-	YY-	GG-	8.40%	-	Wsyrpecz	3jHr	-	-	575	3mBm+575	-	999.00000
Lbanlh	YEJ	44.400	-	-	GY	MN	-	-	-	-	-	-	-	-	-	Retained
O	QQC	922.000	6.70	-	UUU	EEE	12.00%	-	Fvpadztv	3dRi	-	-	129	3lKk+129	-	381.00000
I-Uock	YYX	79.000	7.30	-	III	TTT	27.00%	-	Osxczeuv	3fGh	-	-	129	3mNa+129	-	134.00000
Z-2	VQY	6.000	8.20	-	N-	S-	1.10%	-	Ocwuyqze	3iJy	-	-	930	3iXn+870	-	59.10000
K	QPQ	64.000	1.70	-	L	O	74.00%	-	Lwkmzuea	3yXq	-	-	245	3eEq+245	-	239.00000
Y	JHW	36.000	6.50	-	NN	RR	29.40%	-	Wwlrcxof	3kEy	-	-	200	3lRl+200	-	287.00000
N	HKP	19.000	4.90	-	CCC-	EEE-	77.00%	-	Yyxxuypo	3kBz	-	-	320	3tNc+320	-	904.00000
W-1	GAT	9.000	8.30	-	B-	E-	1.00%	-	Zrshboro	3gUm	-	-	800	3vWq+759	-	86.80000

Tranche Comments

O: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144E/Mtx K; I-Uock: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144H/Mib Z; Y: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144E/Pks U; K: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144D/Ibb P; N: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144U/Hay E; R: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144G/Xfq J; W-1: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144Z/Wvk E; Z-2: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144N/Mwe K; Lbanlh: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144N/Tng D;

Deal Comments

Vju Yncc Xlgejkr 1.75

Risk Retention

FG - Ywfexwroov

Pricing Speed

20% DYT

Reinvestment Period (YRS)

4.24

Reinvestment Period End Date

Jul 5, 2013