CVC Cordatus Loan Fund DAC (CORDA) XXIII

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

CVC Capital Partners

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
F	LMH	54.100	-	L2	-	X	-	-	Fdpvftyc	3vCt	-	-	315	3qJc+315	-	929.00000
Z	XGD	50.300	-	Na3	-	RR-	-	-	Ypljzrxy	3wFx	-	-	775	3yYy+726	-	90.82000
Ftw	VHR	34.500	-	AV	-	KT	-	-	-	-	-	-	-	-	-	617.00000
F-1	XYB	857.000	-	Svv	-	AAA	-	-	Krbompvg	3qOg	-	-	100	3fWy+100	-	940.00000
D-1	HGR	61.900	-	Ub2	-	MM	-	-	Uwsolmwb	3cDx	-	-	230	3hLx+230	-	625.00000
Z-2	NMS	59.000	-	Cg2	-	VV	-	-	Cnzxd	OPY	-	-	-	3.000%	3.000%	925.00000
T-2	DTY	76.000	-	Saa	-	ZZZ	-	-	Fujuhcxz	3wSn	-	-	-	3ePi+145	-	586.00000
S	JSO	22.500	-	Mee3	-	ZZZ-	-	-	Pvzsqbln	3mMe	-	-	415	3zCw+415	-	920.00000
S	EHJ	90.400	-	R3	-	G-	-	-	Hqyeccrd	3aZx	-	-	1025	3zKu+936	-	18.20000
L	QZB	5.500	-	Cnn	-	GGG	-	-	Wfmpcsmz	3pLf	-	-	45	3kKp+45	-	228.00000

Tranche Comments

L: First Pay: 2022-10-25; Redemption: 2023-10-25; F-1: First Pay: 2022-10-25; Redemption: 2023-10-25; T-2: First Pay: 2022-10-25; Redemption: 2023-10-25; D-1: First Pay: 2022-10-25; Redemption: 2023-10-25; Z-2: First Pay: 2022-10-25; Redemption: 2023-10-25; F: First Pay: 2022-10-25; Redemption: 2023-10-25; S: First Pay: 2022-10-25; Redemption: 2023-10-25; Z: First Pay: 2022-10-25; Redemption: 2023-10-25; S: First Pay: 2022-10-25; Redemption: 2023-10-25; Ftw: First Pay: 2022-10-25; Redemption: 2023-10-25;

Deal Comments

Fjr Urpp Wvhzjrs 1.00

Risk Retention

QM - Enra MO - Enr

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 15, 2022

WAL Test Period (YRS)

WAL Test Period End Date

Aug 2, 2021