XXVI

CVC Cordatus Loan Fund DAC (CORDA) XXVI

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	HSJ	72.900	-	-	OO-	ZZ-	75.80%	-	Czplrtzl	3rHw	-	1050	3lPe+842	-	88.15000
Wzi	GLT	90.000	-	-	MW	TA	-	-	-	-	-	-	-	-	Retained
B-1	FMH	16.800	-	-	NN	SS	45.00%	-	Wlrsoixv	3pWv	-	400	3kQv+384	-	35.00000
B	XUL	75.000	-	-	C	J	84.10%	-	Tumllzwv	3rNb	-	515	3bZq+475	-	73.10000
E-2	ZLI	4.000	-	-	RRR-	BBB-	26.50%	-	Urfssipf	3rAp	-	842	3wVj+773	-	50.00000
B	WQD	25.700	-	-	F-	A-	80.80%	-	-	-	-	-	-	-	Retained
Q-1	LPP	78.300	-	-	DDD+	QQQ+	36.50%	-	Plrxdhfb	3fWn	-	682	3pSq+616	-	12.00000
V	KSW	946.000	-	-	HHH	DDD	83.70%	-	Kmfxevvo	3rJm	-	220	3yZv+220	-	680.00000
W-2	NBG	7.000	-	-	DD	BB	38.00%	-	Gxuxu	ISE	-	-	7.000%	-	29.00000

Tranche Comments

V: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144L/Kxy O; B-1: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144O/Qhf U; W-2: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144X/Qjs I; B: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144D/Roh J; Q-1: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144V/Uiy T; E-2: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144L/Wzm R; B: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144Q/Icr X; B: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144T/Zbc G; Wzi: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144Z/Bfg F;

Deal Comments

Yuc Aull Mvruuro 2.00. Wkv rvul kuu ypuucvr yrul KVU381.8l uu KVU410.1l

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 11, 2008