XII

Providus CLO DAC (PROV) XII

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
Q	LIT	267.000	1.80	-	AAA	AAA	90.00%	-	Vdfwyucx	3mGr	-	-	135	3cWs+135	-	198.00000
E-F	FUB	824.000	3.20	-	NNN	BBB	64.00%	-	Xpqutlxs	3wCz	-	-	135	3dUh+135	-	250.00000
E	FQP	33.700	1.30	-	WWW-	GGG-	28.00%	-	Kskodcwj	3hUh	-	-	350	3oBx+350	-	193.00000
Z	IZS	49.000	86.90	-	C-	G-	7.90%	-	Vczrwlws	3dPa	-	-	890	3dAy+857	-	50.00000
H	CXE	76.000	8.20	-	WW-	AA-	7.39%	-	Sprqkitx	3nEe	-	-	580	3zAv+580	-	717.00000
Xpbazv	NYB	75.500	-	-	OB	GO	-	-	-	-	-	-	-	-	-	Retained
E	PNL	73.000	3.00	-	TT	YY	91.00%	-	Yhbcdxby	3dVs	-	-	195	3oXk+195	-	820.00000
S	AUR	23.200	6.90	-	Q	P	23.54%	-	Kjrmvlqb	3jOd	-	-	240	3oLs+240	-	784.00000

Tranche Comments

Q: Redemption: 2026-12-27; Registration: 144H/Dcc Y; E-F: Redemption: 2026-12-27; Registration: 144X/Krx V; E: Redemption: 2026-12-27; Registration: 144L/Nij Y; S: Redemption: 2026-12-27; Registration: 144G/Vxd B; E: Redemption: 2026-12-27; Registration: 144I/Ztk T; H: Redemption: 2026-12-27; Registration: 144U/Kez W; Z: Redemption: 2026-12-27; Registration: 144A/Pfn C; Xpbazv: Redemption: 2026-12-27; Registration: 144U/Dty T;

Deal Comments

Iok Lcoo Pnjeoug 1.50

Risk Retention

IE - Mdsfedwgei

Pricing Speed

20% NLL

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 23, 2011