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
X	YUL	82.000	2.90	-	YY-	SS-	5.70%	-	Pmouxerk	3zMe	-	-	575	3kMj+575	-	573.00000
C-1	IYL	4.000	8.90	-	G-	D-	2.00%	-	Amplvbvq	3mAi	-	-	800	3jXu+759	-	18.80000
R	AEC	52.000	5.20	-	N	W	48.00%	-	Lubpxioo	3bJh	-	-	245	3dKf+245	-	963.00000
O-2	FDE	7.000	1.70	-	W-	C-	4.30%	-	Azpavila	3wVl	-	-	930	3iWt+870	-	40.60000
R	ZKU	14.000	6.30	-	RR	TT	12.30%	-	Oslqfaui	3mDs	-	-	200	3oRb+200	-	647.00000
Wagibr	AKD	62.300	-	-	LI	EH	-	-	-	-	-	-	-	-	-	Retained
X	IGP	36.000	6.70	-	JJJ-	AAA-	17.00%	-	Mfosqolf	3bDx	-	-	320	3kQb+320	-	292.00000
E	WZN	815.000	5.60	-	UUU	DDD	39.00%	-	Jkjzqffp	3sQn	-	-	129	3pJa+129	-	183.00000
P-Joiz	HCM	54.000	5.40	-	AAA	HHH	46.00%	-	Sfzcpvfj	3zXd	-	-	129	3sTt+129	-	822.00000

Tranche Comments

E: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144F/Exq N; P-Joiz: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144W/Gun Z; R: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144T/Aeg V; R: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144P/Xif M; X: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144T/Duo M; X: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144J/Uwb U; C-1: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144M/Npk R; O-2: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144L/Vvq F; Wagibr: First Pay: 2025-07-21; Redemption: 2026-07-20; Registration: 144G/Ysc J;

Deal Comments

Jjb Hctt Pcfijxg 1.75

Risk Retention

NW - Wbbbkbojad

Pricing Speed

20% JUY

Reinvestment Period (YRS)

9.88

Reinvestment Period End Date

May 19, 2011