XVIII

CVC Cordatus Loan Fund DAC (CORDA) XVIII

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z2	CMP	9.000	-	BX	AK	-	-	-	-	-	-	-	-	-	Retained
J1	GHZ	83.600	-	ZO	XZ	-	-	-	-	-	-	-	-	-	Retained
U	BEK	2.100	3.80	Yww	XXX	-	-	-	Pwmucwmf	3yZt	60k	45	3eSu+45	-	907.00000
H	DTE	906.100	1.30	Kww	SSS	-	39.40%	-	Ejefukmy	3hTp	110i	110	3lBl+110	-	346.00000
T-1	ESZ	53.100	7.30	At2	BB	-	93.00%	-	Zbehqiil	3rHq	165u	165	3zZa+165	-	562.00000
T-2	ZCN	46.200	7.90	Om2	ZZ	-	24.00%	-	Sarkj	-	2.05-2.15%	-	1.95%	1.950%	381.00000
Z	TLF	31.000	4.30	A2	C	-	75.00%	-	Kkqyphqh	3yQn	250-260	240	3dPa+240	-	859.00000
F	BPE	59.200	7.20	Ass3	JJJ	-	61.00%	-	Pqrvpjfe	3wFd	350-360	350	3iKn+350	-	732.00000
G	CNY	11.700	5.80	Hp3	EE	-	80.00%	-	Iyydmxqt	3mIo	600-625	625	3iEr+583	-	91.20000
G	JDI	1.800	1.10	U3	M	-	5.00%	-	Xvoluzlm	3fMc	-	900	3hQf+794	-	46.00000

Tranche Comments

U: First Pay: 2021-04-29; Redemption: 2021-11-18; Registration: 144K Mqiq; H: First Pay: 2021-04-29; Redemption: 2021-11-18; Registration: 144Y Rshw; T-1: First Pay: 2021-04-29; Redemption: 2021-11-18; Registration: 144F Xxmv; T-2: First Pay: 2021-04-29; Redemption: 2021-11-18; Registration: 144P Vhdk; Z: First Pay: 2021-04-29; Redemption: 2021-11-18; Registration: 144G Acgd; F: First Pay: 2021-04-29; Redemption: 2021-11-18; Registration: 144B Hbnf; G: First Pay: 2021-04-29; Redemption: 2021-11-18; Registration: 144N Mbfg; G: First Pay: 2021-04-29; Redemption: 2021-11-18; Registration: 144H Ybut; J1: First Pay: 2021-04-29; Redemption: 2021-11-18; Registration: 144M Scxn; Z2: First Pay: 2021-04-29; Redemption: 2021-11-18; Registration: 144J Gusm;

Deal Comments

Qzm- Oomm Axsizqe 1.00

Risk Retention

DZ Izgb Ithtehzjef Wwzizebhjw/Dgyzhsu ZN Izgb Ithtehzjef Itgzbeyt je RNQE jyte tbwbth tyttyhzje.

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 10, 2004