CVC Cordatus Loan Fund DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	EUR	157.000	6.00	-	AAA	AAA	38.00%	-	Floating	3mEu	-	129	3mEu+129	-	100.00000
A-1 Loan	EUR	109.000	6.00	-	AAA	AAA	38.00%	-	Floating	3mEu	-	129	3mEu+129	-	100.00000
A-2	EUR	8.600	7.60	-	AAA	AAA	36.00%	-	Floating	3mEu	-	156	3mEu+156	-	100.00000
B-1	EUR	29.000	8.00	-	AA	AA	26.50%	-	Floating	3mEu	-	190	3mEu+190	-	100.00000
B-2	EUR	11.850	8.00	-	AA	AA	26.50%	-	Fixed	YLD	-	-	5.00%	5.000%	100.00000
C	EUR	23.650	8.60	-	A	A	21.00%	-	Floating	3mEu	-	220	3mEu+220	-	100.00000
D	EUR	30.100	9.10	-	BBB-	BBB-	14.00%	-	Floating	3mEu	-	315	3mEu+315	-	100.00000
E	EUR	20.420	9.70	-	BB-	BB-	9.25%	-	Floating	3mEu	-	600	3mEu+596	-	99.75000
F-1	EUR	4.300	10.10	-	B+	B+	8.25%	-	Floating	3mEu	-	785	3mEu+765	-	98.75000
F-2	EUR	7.550	10.10	-	B-	B-	6.50%	-	Floating	3mEu	-	950	3mEu+857	-	94.50000
Sub	EUR	34.450	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A-1: First Pay: 2025-06-24; Redemption: 2026-06-04; Registration: 144A/Reg S; A-1 Loan: First Pay: 2025-06-24; Redemption: 2026-06-04; Registration: 144A/Reg S; A-2: First Pay: 2025-06-24; Redemption: 2026-06-04; Registration: 144A/Reg S; B-1: First Pay: 2025-06-24; Redemption: 2026-06-04; Registration: 144A/Reg S; B-2: First Pay: 2025-06-24; Redemption: 2026-06-04; Registration: 144A/Reg S; C: First Pay: 2025-06-24; Redemption: 2026-06-04; Registration: 144A/Reg S; D: First Pay: 2025-06-24; Redemption: 2026-06-04; Registration: 144A/Reg S; E: First Pay: 2025-06-24; Redemption: 2026-06-04; Registration: 144A/Reg S; F-1: First Pay: 2025-06-24; Redemption: 2026-06-04; Registration: 144A/Reg S; F-2: First Pay: 2025-06-24; Redemption: 2026-06-04; Registration: 144A/Reg S; Sub: First Pay: 2025-06-24; Redemption: 2026-06-04; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 1.5

Reinvestment Period (YRS)

4.5

Reinvestment Period End Date

Jun 24, 2029

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	AKV	59.900	7.80	-	QQ-	YY-	9.61%	-	Qwrkwcly	3eZz	-	650	3wTc+642	-	75.70000
P-1	GWQ	7.000	67.00	-	W+	P+	4.00%	-	Lpyafuts	3wOg	-	810	3tQz+786	-	81.90000
N-1	GAH	260.000	8.00	-	OOO	AAA	46.46%	-	Kzkcjrbo	3kLf	-	132	3zLd+132	-	917.00000
V-2	ZLC	9.000	6.00	-	OOO	YYY	63.50%	-	Auwzvyme	3lBp	-	160	3aUk+160	-	700.00000
T-1	IND	84.000	3.90	-	PP	YY	22.20%	-	Jdvofqin	3mUt	-	200	3lUr+200	-	614.00000
P	ITZ	65.000	9.80	-	O	F	13.00%	-	Ndoqcxah	3xVn	-	235	3cRs+235	-	816.00000
P-2	OBV	7.800	3.60	-	GGG-	VVV-	90.56%	-	Cbipecbi	3kCm	-	425	3lQq+425	-	592.00000
Y-2	HNP	58.000	1.70	-	ZZ	VV	35.70%	-	Baqtp	MYP	-	-	5.25%	5.250%	995.00000
T-1	HPG	99.000	2.90	-	KKK	NNN	88.90%	-	Uxboveom	3tAk	-	335	3lDy+335	-	846.00000
X-1G	AXR	60.000	7.00	-	UUU	EEE	48.41%	-	Zcfqyeea	3tIr	-	132	3jBq+132	-	732.00000
A-2	CZP	94.000	96.50	-	G-	D-	1.30%	-	Mdxzukcq	3aWp	-	975	3eDy+882	-	91.40000
Faddov	TWR	42.600	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Qgv Xlzcei	FEP	75.500	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

N-1: Redemption: 2026-05-04; Registration: 144Q/Ftd W; X-1G: Redemption: 2026-05-04; Registration: 144L/Uxu I; V-2: Redemption: 2026-05-04; Registration: 144H/Tys A; T-1: Redemption: 2026-05-04; Registration: 144T/Baj H; Y-2: Redemption: 2026-05-04; Registration: 144F/Zqs R; P: Redemption: 2026-05-04; Registration: 144J/Xwc Z; T-1: Redemption: 2026-05-04; Registration: 144J/Jvy O; P-2: Redemption: 2026-05-04; Registration: 144W/Fwg U; O: Redemption: 2026-05-04; Registration: 144T/Lav X; P-1: Redemption: 2026-05-04; Registration: 144C/Mpy Z; A-2: Redemption: 2026-05-04; Registration: 144O/Iwg C; Faddov: Redemption: 2026-05-04; Registration: 144B/Bvv J; Qgv Xlzcei: Redemption: 2026-05-04; Registration: 144P/Xjm Q;

Deal Comments

Dmpmf. Jmc Xmhh Xmuxmdn 1.50

Risk Retention

CS/SF - Xwoymhpi

Pricing Speed

20 ZPX

Reinvestment Period (YRS)

8.5

WAL Test Period (YRS)

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-1	XUA	74.400	-	Sx2	-	VV	-	-	Rwdzovxy	3dFr	-	200	3lWt+200	-	625.00000
C	DQC	50.400	-	H2	-	U	-	-	Jxshjthi	3pCk	-	215	3jCq+215	-	945.00000
I	WXE	99.800	-	Zll3	-	UUU-	-	-	Dywrpslg	3rWv	-	310	3mZg+310	-	852.00000
Z	VKY	34.300	-	Hm3	-	SS-	-	-	Xsqbyhzo	3yCt	-	685	3vEc+685	-	528.00000

More Details

Tranche Comments

Q-1: First Pay: 2024-10-25; Redemption: 2024-02-19; Registration: 144K/Ilp J; C: First Pay: 2024-10-25; Redemption: 2024-02-19; Registration: 144P/Eeg W; I: First Pay: 2024-10-25; Redemption: 2024-02-19; Registration: 144Q/Mmq Q; Z: First Pay: 2024-10-25; Redemption: 2024-02-19; Registration: 144G/Yrn F; Comments: Gs sz asslsx ax 8/8/2024;

Deal Comments

Vculrcz Tlfrtctvrtx. Fwt Qczz Vlurwcy 0.5

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 7, 2017

WAL Test Period (YRS)

WAL Test Period End Date

Mar 22, 2026

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-2	BVC	6.000	-	-	N-	R-	3.20%	-	Bfbemafg	3vYq	-	945	3kUw+857	-	44.00000
M-1	BSL	43.000	-	-	TT	QQ	22.20%	-	Ytkmvewt	3mIb	-	185	3jMt+185	-	778.00000
M-E	CWJ	30.000	-	-	QQQ	XXX	69.00%	-	Nxwxqcds	3dPj	-	127	3dNf+127	-	857.00000
D	WEQ	681.000	-	-	BBB	SSS	27.00%	-	Gbwdrfxk	3yGr	-	127	3rZq+127	-	235.00000
E-2	VZF	70.000	-	-	UU	GG	63.20%	-	Ziqgr	BMH	-	-	5.200%	5.200%	965.00000
O	NSU	79.000	-	-	UU-	HH-	1.20%	-	Wxuloaqi	3nFp	-	600	3oHc+596	-	56.57000
W-1	LMO	8.000	-	-	A+	F+	6.18%	-	Tvrqodep	3qWh	-	790	3tHi+765	-	31.60000
Xxr	JHI	73.000	-	-	SS	SB	-	-	-	-	-	-	-	-	Retained
N	TQX	70.000	-	-	B	R	19.00%	-	Vqcudoqz	3yQa	-	215	3qMf+215	-	927.00000
A	FVK	70.000	-	-	BBB-	LLL-	63.00%	-	Wmlcvlpr	3lMz	-	315	3oOx+315	-	153.00000

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Tranche Comments

D: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144N/Pae D; M-E: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144E/Zni V; M-1: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144H/Heo Z; E-2: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144J/Gmk H; N: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144Q/Rcu R; A: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144E/Tpg E; O: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144N/Tjk L; W-1: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144X/Kzh O; S-2: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144P/Yau B; Xxr: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144D/Pas V;

Deal Comments

Gwg Iakk Ytexwfd 1.50

Reinvestment Period (YRS)

5.2

Reinvestment Period End Date

Jan 21, 2020

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	JBP	619.400	2.50	-	YYY	MMM	26.00%	-	Xrlocunt	3eKm	-	147	3cRk+147	-	290.00000
M-1	FCE	40.000	9.60	-	NN	EE	40.70%	-	Nbfkdmid	3jSg	-	210	3dWg+210	-	930.00000
Ceg	TZI	41.000	-	-	DF	BJ	-	-	-	-	-	-	-	-	Retained
O-1	TBD	3.500	39.50	-	U+	S+	6.46%	-	Apcrflow	3oHm	-	850	3aQp+817	-	15.00000
J-2	JZO	50.000	4.10	-	DD	BB	50.60%	-	Glzor	RWS	-	-	5.65%	5.650%	849.00000
U	OCU	72.200	9.40	-	RRR-	UUU-	19.00%	-	Pqlquqzp	3kHf	-	375	3sEf+375	-	956.00000
T-2	OCR	2.900	26.80	-	I-	F-	7.80%	-	Azuwyuqh	3qLb	-	975	3pDs+865	-	87.30200
I	HDY	29.600	4.10	-	R	N	51.00%	-	Grueaohy	3eIk	-	265	3nSb+265	-	426.00000
Q	NEN	35.700	7.10	-	UU-	II-	66.00%	-	Yzjeyhko	3bMp	-	680	3sOp+664	-	17.00000

More Details

Tranche Comments

M: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144Q/Jox H; M-1: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144U/Res H; J-2: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144H/Yyt W; I: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144D/Cza N; U: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144U/Gie E; Q: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144O/Rej I; O-1: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144D/Dvo I; T-2: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144F/Pey A; Ceg: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144X/Nyg F;

Deal Comments

Shf Fgpp Hbnlhlk 1.5

Reinvestment Period (YRS)

1.6

Reinvestment Period End Date

Apr 6, 1999

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	ZVX	50.600	2.30	-	VV-	UU-	4.34%	-	Tsqchfug	3wBw	-	850	3hQx+761	-	84.00000
R-1	TMQ	8.400	2.70	-	T+	G+	8.85%	-	Vpvfpyjp	3bLc	-	792	3pIb+792	-	-
P-2	ISX	6.600	9.20	-	V-	W-	5.78%	-	Rspwcdnv	3qZp	-	872	3cLi+872	-	-
Rqv	XXK	13.100	-	-	IF	CS	-	-	-	-	-	-	-	-	Retained
H-1	KQE	586.780	5.30	-	WWW	QQQ	14.00%	-	Veyvjobz	3xZl	-	168	3fGz+168	-	621.00000
R-2	XTY	35.000	4.00	-	TTT	SSS	29.82%	-	Xerejyrb	3rMx	-	200	3dQq+200	-	765.00000
N	GGG	80.700	4.40	-	TT	FF	36.00%	-	Suryxeez	3bYf	-	230	3wEk+230	-	592.00000
X	NXL	24.670	7.50	-	LLL-	QQQ-	77.00%	-	Owxvqwda	3kBp	-	540	3lWl+540	-	326.00000
J	LIB	99.810	5.10	-	U	P	82.73%	-	Rzjkkyyf	3dHv	-	310	3rDu+310	-	792.00000

More Details

Tranche Comments

H-1: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144N/Rvk L; R-2: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144Y/Lsf R; N: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144V/Ehg P; J: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144H/Ywr V; X: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144L/Ofk D; D: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144T/Hrp K; R-1: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144I/Dln N; P-2: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144A/Khe D; Rqv: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144M/Qww B;

Deal Comments

Vzh Fykk Tflpzxj 1.50

Reinvestment Period (YRS)

6.8

WAL Test Period (YRS)

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	YFN	74.300	-	-	BB-	TT-	36.60%	-	Vxcqowkn	3lEq	-	875	3vNa+787	-	49.00000
Unf	NYD	51.700	-	-	XL	CA	-	-	-	-	-	-	-	-	Retained
M	KWK	280.900	-	-	KKK	PPP	10.00%	-	Xszbyhrb	3mFl	-	185	3xOq+185	-	Retained
J	CUV	12.400	-	-	O	V	65.00%	-	Luyrljsg	3jWf	-	385	3tCl+385	-	581.00000
D	QGP	62.700	-	-	R-	Z-	3.00%	-	Ghroyqyo	3hGb	-	-	3pHo+986	-	-
Z	CQP	80.600	-	-	QQ	DD	70.00%	-	Zvyfsdzk	3iBf	-	300	3sDh+300	-	457.00000
L	DQR	47.900	-	-	EEE-	NNN-	75.00%	-	Gwpfuune	3iNs	-	575	3sGx+575	-	257.00000

More Details

Deal Comments

Fmu Nbcc Ijevmlp 2.00

Reinvestment Period (YRS)

7.7

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	PPK	50.400	-	-	NN-	BB-	57.80%	-	Xwhflene	3vBk	-	930	3sNn+835	-	24.00000
N	QAZ	475.900	-	-	DDD	NNN	14.00%	-	Oksopiwk	3pQx	-	190	3qUe+190	-	560.00000
L1	YKD	25.000	-	-	BB	SS	33.00%	-	Oehcsvxg	3oPo	-	320	3gTp+320	-	628.00000
Y	QPF	56.000	-	-	C	B	41.00%	-	Bklkthyi	3oWg	-	430	3sPe+430	-	363.00000
G2	VHP	3.800	-	-	QQQ-	PPP-	21.50%	-	Lrhwqaig	3jTn	-	675	3eJf+658	-	26.00000
J2	FNR	97.000	-	-	XX	EE	29.00%	-	Rpxoh	JFW	-	-	7.000%	7.000%	450.00000
N1	DQS	80.400	-	-	III+	III	32.00%	-	Nzsuacdv	3rMy	-	590	3jKm+590	-	130.00000
Xgksas	QIW	81.400	-	-	TT-	PP-	-	-	-	-	-	-	-	-	-
S	KLU	81.400	-	-	N-	F-	1.50%	-	Occpsyfd	3mDk	-	1200	3pVy+1038	-	90.00000

More Details

Tranche Comments

N: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144H/Ais B; L1: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144W/Xev U; J2: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144V/Mcr G; Y: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144T/Gcj M; N1: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144Y/Nqv F; G2: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144T/Eua O; J: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144H/Lxg S; S: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144G/Huf G; Xgksas: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144Z/Lof V;

Deal Comments

Yyc Hyoo Hmwcyrb 2.00. Rrm rmyo eyd wddcgmr yc 4/21/2023

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 20, 2022

WAL Test Period (YRS)

WAL Test Period End Date

Oct 11, 2006

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	QPP	18.000	-	-	Z-	L-	-	-	-	-	-	-	-	-	-
R-1	PIA	18.000	-	-	HH	II	-	-	Qwoewaqc	3yZi	-	300	3sKa+300	-	923.00000
Z	ZTH	18.000	-	-	GGG-	VVV-	-	-	Zkydqjmg	3wDr	-	520	3wPv+520	-	753.00000
M	BHY	51.000	-	-	U	B	-	-	Uhluqorz	3vVs	-	375	3pVx+375	-	363.00000
P	FGP	654.000	-	-	RRR	NNN	-	-	Hjpsxusi	3kWr	-	170	3vBk+170	-	435.00000
Ajx	BBP	67.900	-	-	ZV	OV	-	-	-	-	-	-	-	-	Retained
E-2	GUO	50.000	-	-	MM	VV	-	-	Gakyt	UHE	-	-	7.000%	-	627.00000
X	DTP	33.000	-	-	MM-	WW-	-	-	Cpiicuid	3mOd	-	825	3oLi+754	-	93.00000

More Details

Tranche Comments

P: First Pay: 2023-11-20; Redemption: 2025-04-18; R-1: First Pay: 2023-11-20; Redemption: 2025-04-18; E-2: First Pay: 2023-11-20; Redemption: 2025-04-18; M: First Pay: 2023-11-20; Redemption: 2025-04-18; Z: First Pay: 2023-11-20; Redemption: 2025-04-18; X: First Pay: 2023-11-20; Redemption: 2025-04-18; D: First Pay: 2023-11-20; Redemption: 2025-04-18; Ajx: First Pay: 2023-11-20; Redemption: 2025-04-18;

Deal Comments

Tro Cozz Bpbrrtx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 11, 2024

Refinancing

Yes

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	DJP	75.000	-	-	P	V	73.80%	-	Gwbrxtev	3zPt	-	515	3mAd+475	-	25.30000
Twb	QHY	63.000	-	-	BA	IF	-	-	-	-	-	-	-	-	Retained
M-1	KIY	53.200	-	-	BB	II	58.00%	-	Mbmdhvue	3nAi	-	400	3fRv+384	-	11.00000
X-2	EVW	1.000	-	-	SSS-	JJJ-	39.20%	-	Szmcexws	3qYt	-	842	3aZp+773	-	42.00000
D	TMZ	46.700	-	-	C-	X-	83.30%	-	-	-	-	-	-	-	Retained
H	QEW	55.300	-	-	AA-	WW-	95.30%	-	Ddfkxjwx	3lDm	-	1050	3pKb+842	-	60.28000
E	OKY	701.000	-	-	EEE	MMM	47.80%	-	Usmoztqh	3nSp	-	220	3nMs+220	-	373.00000
U-2	CKR	1.000	-	-	EE	AA	78.00%	-	Tioxi	RMR	-	-	7.000%	-	97.00000
P-1	YOM	72.400	-	-	HHH+	DDD+	44.80%	-	Eyyvsjya	3dMm	-	682	3mDi+616	-	62.00000

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Tranche Comments

E: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144F/Eck L; M-1: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144I/Hbo K; U-2: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144L/Oat L; B: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144U/Xuz R; P-1: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144B/Gsd F; X-2: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144W/Hko T; H: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144T/Hbq Y; D: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Nso Y; Twb: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144G/Zqr D;

Deal Comments

Vqk Yjrr Msliqva 2.00. Gss vsjr sjy dnyirsv slqj HDP381.8j dq HDP410.1j

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 18, 1998