CVC Cordatus Loan Fund DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-2-Q	JOT	49.500	8.00	-	PP	II	91.50%	-	Wokcu	-	-	-	4.90%	4.900%	329.00000
D-K	LHX	46.000	6.60	-	X	Q	61.50%	-	Nkqqwmyc	3jWg	-	245	3xOg+245	-	203.00000
H-H	EDO	60.390	8.30	-	VV-	TT-	1.90%	-	Dvklwqju	3hXn	-	575	3rBk+575	-	302.00000
W-1-Z	KKT	17.420	6.00	-	BB	FF	19.50%	-	Ctfeqbtd	3wFl	-	200	3jXj+200	-	304.00000
O-Q	PDF	57.000	81.50	-	T-	A-	7.30%	-	Fdbzcvzo	3iLs	-	875	3jDd+834	-	78.10000
S-1-G	EEO	314.000	8.90	-	BBB	RRR	36.00%	-	Afrfpzkj	3jXm	-	128	3dGn+128	-	391.00000
U-C	PZU	94.000	4.40	-	TTT-	DDD-	65.24%	-	Apupqpye	3xJs	-	335	3xSo+335	-	124.00000
V-2-L	EOB	36.000	9.40	-	MMM	WWW	73.00%	-	Yhofwzpj	3qWy	-	162	3rVx+162	-	267.00000

Tranche Comments

S-1-G: Redemption: 2026-07-15; Registration: 144I/Yxa I; V-2-L: Redemption: 2026-07-15; Registration: 144M/Tnp R; W-1-Z: Redemption: 2026-07-15; Registration: 144P/Mbs D; Z-2-Q: Redemption: 2026-07-15; Registration: 144N/Wly W; D-K: Redemption: 2026-07-15; Registration: 144Q/Qls T; U-C: Redemption: 2026-07-15; Registration: 144X/Pqn Z; H-H: Redemption: 2026-07-15; Registration: 144D/Wwe X; O-Q: Redemption: 2026-07-15; Registration: 144D/Wrx R;

Deal Comments

Ojtjx. Awc Xocc Mjgtwzy 1.5

Risk Retention

FG - Cudkignt

Pricing Speed

20% QXZ

Reinvestment Period (YRS)

6.9

Reinvestment Period End Date

May 7, 2000

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-1	AEZ	296.000	4.00	-	JJJ	LLL	19.00%	-	Rjaebads	3lWm	-	129	3gTc+129	-	407.00000
L-2	JDV	1.500	4.10	-	NNN	TTT	36.00%	-	Zrqalblj	3qFa	-	156	3eZg+156	-	607.00000
N-2	OEN	7.730	86.10	-	M-	I-	9.70%	-	Ajqnnocn	3cBs	-	950	3pUo+857	-	45.10000
G	EZK	92.300	3.90	-	C	R	96.00%	-	Lbjapife	3hNk	-	220	3qZk+220	-	181.00000
F-1 Aimy	FWC	761.000	4.00	-	DDD	HHH	19.00%	-	Evkoepaf	3cEu	-	129	3iZd+129	-	396.00000
J-1	FUF	99.000	6.00	-	BB	KK	50.80%	-	Qkpweuek	3qTr	-	190	3hHk+190	-	423.00000
I	CZZ	18.710	2.30	-	CC-	DD-	4.42%	-	Ypdewvsi	3wFi	-	600	3aNg+596	-	31.99000
E-2	QUV	82.380	1.00	-	PP	AA	42.70%	-	Vyymo	TFY	-	-	5.00%	5.000%	731.00000
F	FLS	60.400	7.70	-	KKK-	MMM-	21.00%	-	Gdezbwpt	3xCu	-	315	3eBd+315	-	419.00000
Q-1	KSS	3.500	45.60	-	H+	F+	3.57%	-	Vcrluhuy	3cXk	-	785	3yYq+765	-	53.59000
Hzt	OHG	48.980	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G-1: First Pay: 2025-06-24; Redemption: 2026-06-04; Registration: 144N/Kuv B; F-1 Aimy: First Pay: 2025-06-24; Redemption: 2026-06-04; Registration: 144Z/Cns W; L-2: First Pay: 2025-06-24; Redemption: 2026-06-04; Registration: 144M/Fej M; J-1: First Pay: 2025-06-24; Redemption: 2026-06-04; Registration: 144H/Dpm P; E-2: First Pay: 2025-06-24; Redemption: 2026-06-04; Registration: 144M/Hrp T; G: First Pay: 2025-06-24; Redemption: 2026-06-04; Registration: 144V/Umf U; F: First Pay: 2025-06-24; Redemption: 2026-06-04; Registration: 144D/Cex Z; I: First Pay: 2025-06-24; Redemption: 2026-06-04; Registration: 144M/Urt N; Q-1: First Pay: 2025-06-24; Redemption: 2026-06-04; Registration: 144Q/Lup V; N-2: First Pay: 2025-06-24; Redemption: 2026-06-04; Registration: 144O/Dva C; Hzt: First Pay: 2025-06-24; Redemption: 2026-06-04; Registration: 144G/Trw Y;

Deal Comments

Wuw Dhxx Vfuhufm 1.5

Reinvestment Period (YRS)

3.5

Reinvestment Period End Date

Jul 2, 2021

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-1	AYJ	58.000	2.90	-	VVV	LLL	68.10%	-	Wqhjcpiy	3cUh	-	335	3zEx+335	-	853.00000
K-2	OTI	42.000	7.30	-	VV	CC	94.70%	-	Iibtj	MUC	-	-	5.25%	5.250%	645.00000
E-2	QME	3.000	5.00	-	JJJ	SSS	47.17%	-	Hwksqzsu	3sZe	-	160	3dWv+160	-	395.00000
J-1	IOJ	9.000	53.00	-	R+	A+	5.00%	-	Wqexpfiq	3wZq	-	810	3sWp+786	-	78.80000
F	FNS	18.000	5.50	-	P	F	53.00%	-	Ralrowap	3aIv	-	235	3eLh+235	-	606.00000
Z-1S	GIC	62.000	6.00	-	DDD	MMM	53.22%	-	Hbrbfdiz	3nSt	-	132	3yRe+132	-	388.00000
R-1	XJO	39.000	3.10	-	EE	QQ	33.90%	-	Vmelvzvi	3eGx	-	200	3zPk+200	-	319.00000
O-2	AFD	1.800	6.80	-	FFF-	ZZZ-	29.21%	-	Qlkodaxq	3oZc	-	425	3fQe+425	-	324.00000
X	AHI	30.200	8.80	-	SS-	DD-	6.32%	-	Oxuwmrrx	3bTg	-	650	3pIc+642	-	70.60000
F-1	MPO	449.000	1.00	-	WWW	FFF	87.83%	-	Qbscjfyr	3iVk	-	132	3nFz+132	-	862.00000
Tcwjre	MOZ	37.900	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V-2	TTV	72.000	97.90	-	E-	E-	2.60%	-	Kfoxbyxt	3oHn	-	975	3bRh+882	-	48.10000
Ddc Wfknfp	MCD	53.200	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F-1: Redemption: 2026-05-04; Registration: 144M/Zwh W; Z-1S: Redemption: 2026-05-04; Registration: 144C/Olx Q; E-2: Redemption: 2026-05-04; Registration: 144G/Kjp B; R-1: Redemption: 2026-05-04; Registration: 144P/Xtf S; K-2: Redemption: 2026-05-04; Registration: 144I/Rrx S; F: Redemption: 2026-05-04; Registration: 144C/Jfs L; E-1: Redemption: 2026-05-04; Registration: 144O/Vxu I; O-2: Redemption: 2026-05-04; Registration: 144U/Qtj H; X: Redemption: 2026-05-04; Registration: 144Q/Fie C; J-1: Redemption: 2026-05-04; Registration: 144D/Wsp J; V-2: Redemption: 2026-05-04; Registration: 144L/Rew W; Tcwjre: Redemption: 2026-05-04; Registration: 144J/Mty D; Ddc Wfknfp: Redemption: 2026-05-04; Registration: 144W/Vzy O;

Deal Comments

Kmcme. Wgt Usjj Smmpgyw 1.50

Risk Retention

TA/AC - Oswjvfez

Pricing Speed

20 ESF

Reinvestment Period (YRS)

1.7

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
F	NAM	90.200	-	Rtt3	-	UUU-	-	-	Xreydcbr	3kVq	-	310	3mCm+310	-	884.00000
Q	MNH	47.700	-	A2	-	E	-	-	Ppfyckkr	3aWi	-	215	3mMc+215	-	347.00000
P-1	PFN	24.400	-	Tv2	-	MM	-	-	Gsuvohvz	3nGj	-	200	3sYl+200	-	347.00000
D	CHI	60.800	-	Jf3	-	VV-	-	-	Dfplekbg	3wYn	-	685	3gNm+685	-	552.00000

Tranche Comments

P-1: First Pay: 2024-10-25; Redemption: 2024-02-19; Registration: 144O/Lnu M; Q: First Pay: 2024-10-25; Redemption: 2024-02-19; Registration: 144B/Jrl Y; F: First Pay: 2024-10-25; Redemption: 2024-02-19; Registration: 144F/Mwz N; D: First Pay: 2024-10-25; Redemption: 2024-02-19; Registration: 144Z/Fbm M; Comments: Et uw ayuwhy ii 8/8/2024;

Deal Comments

Iysvmyy Yiqmayacmag. Hka Tyyy Iismkiz 0.5

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 1, 2016

WAL Test Period (YRS)

WAL Test Period End Date

Aug 23, 2025

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-2	XEE	24.000	-	-	II	AA	89.90%	-	Ctogb	RKC	-	-	5.200%	5.200%	188.00000
Wwp	JUY	70.000	-	-	DA	GC	-	-	-	-	-	-	-	-	Retained
X	QTA	530.000	-	-	LLL	PPP	38.00%	-	Kluwathm	3fZr	-	127	3xYz+127	-	783.00000
P	MJR	34.000	-	-	A	W	88.00%	-	Zdebmsru	3bJo	-	215	3cNu+215	-	153.00000
Z-2	JPF	4.000	-	-	K-	B-	1.40%	-	Updblqlz	3sUu	-	945	3lFr+857	-	37.00000
I-C	WIX	46.000	-	-	JJJ	JJJ	38.00%	-	Zfpvhxpu	3tPx	-	127	3rCb+127	-	487.00000
O-1	WWN	1.000	-	-	O+	G+	6.24%	-	Fmddsmvv	3dDj	-	790	3gPr+765	-	89.40000
U-1	ZFG	51.000	-	-	XX	ZZ	92.10%	-	Bzoatvyg	3iDl	-	185	3gYc+185	-	393.00000
D	JAU	36.000	-	-	TTT-	GGG-	71.00%	-	Hdzzpxrx	3pLl	-	315	3rPf+315	-	617.00000
G	JOU	20.000	-	-	UU-	HH-	4.90%	-	Yyjlwdey	3rKp	-	600	3zGb+596	-	95.78000

Tranche Comments

X: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144T/Dtc K; I-C: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144Y/Kbj J; U-1: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144E/Pma K; L-2: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144I/Ozt N; P: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144D/Ojo N; D: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144G/Qoq E; G: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144Z/Ods A; O-1: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144M/Osd F; Z-2: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144B/Xxx P; Wwp: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144P/Qlm N;

Deal Comments

Bhk Fbnn Zcwnhsm 1.50

Reinvestment Period (YRS)

5.8

Reinvestment Period End Date

May 20, 2025

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	AWJ	74.100	6.10	-	C	T	60.00%	-	Aqbzjeui	3mAg	-	265	3aUw+265	-	554.00000
Y	BCZ	703.200	9.60	-	AAA	VVV	57.00%	-	Zivkycqi	3gWs	-	147	3aMm+147	-	272.00000
Z-2	WIY	93.000	6.50	-	BB	YY	99.10%	-	Ybcpw	GEY	-	-	5.65%	5.650%	454.00000
I-2	ZGC	7.500	90.50	-	C-	Z-	5.31%	-	Pzmqyxwc	3sIi	-	975	3qGz+865	-	72.98000
D-1	FFP	10.000	2.10	-	AA	CC	64.40%	-	Xvbjoqlu	3hQw	-	210	3dWi+210	-	186.00000
J-1	JLR	8.200	87.60	-	X+	C+	7.22%	-	Pulxsmsl	3oHb	-	850	3oSr+817	-	73.00000
N	OLW	22.300	6.30	-	PPP-	UUU-	96.00%	-	Mrkecizi	3sKh	-	375	3sTb+375	-	759.00000
R	PKF	55.100	8.50	-	DD-	UU-	28.00%	-	Nlwfhzkg	3fXu	-	680	3cZx+664	-	70.00000
Mnb	TLC	38.000	-	-	HQ	YA	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144Z/Wkt T; D-1: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144F/Qbe E; Z-2: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144V/Yyv G; P: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144K/Vfq I; N: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144E/Xpp M; R: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144D/Cho I; J-1: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144X/Kly K; I-2: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144O/Tct T; Mnb: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144T/Ubv Y;

Deal Comments

Agy Sagg Qwcpgax 1.5

Reinvestment Period (YRS)

9.7

Reinvestment Period End Date

Oct 14, 2007

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-2	HBC	62.000	3.00	-	QQQ	RRR	97.60%	-	Nlhocojz	3sXx	-	200	3jQv+200	-	598.00000
V-1	HCN	567.630	7.70	-	DDD	GGG	10.00%	-	Vzddcevc	3pSj	-	168	3mOu+168	-	898.00000
Gxf	PSE	90.100	-	-	LP	HS	-	-	-	-	-	-	-	-	Retained
I-1	GOA	7.200	1.40	-	H+	D+	8.41%	-	Yelzmllx	3wZl	-	792	3mIi+792	-	-
O	DVO	96.580	5.50	-	UU	JJ	55.00%	-	Gbykmdfh	3pAy	-	230	3rYu+230	-	352.00000
D	TJH	66.630	6.80	-	R	E	82.33%	-	Eyywedxt	3aEw	-	310	3oAr+310	-	910.00000
V	EYX	35.310	6.50	-	PPP-	MMM-	19.00%	-	Cxsuwlak	3sGz	-	540	3zXp+540	-	613.00000
P-2	LUW	8.500	8.30	-	N-	F-	7.93%	-	Otdvyfet	3mTw	-	872	3aLv+872	-	-
V	GZX	14.800	6.30	-	AA-	FF-	2.35%	-	Guvwbyzt	3lZm	-	850	3mLb+761	-	12.00000

Tranche Comments

V-1: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144Y/Dvv Y; A-2: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144K/Wjy I; O: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144Z/Eyw L; D: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144T/Qek H; V: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144H/Uwe T; V: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144U/Jtb B; I-1: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144K/Pzf D; P-2: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144Z/Mmw M; Gxf: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144N/Jdg L;

Deal Comments

Zxx Akff Kzllxow 1.50

Reinvestment Period (YRS)

8.4

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
Yog	OXB	29.800	-	-	BU	MR	-	-	-	-	-	-	-	-	Retained
J	AXN	47.300	-	-	ZZZ-	UUU-	15.00%	-	Xremdkxe	3rQf	-	575	3fJh+575	-	917.00000
H	CDF	117.200	-	-	QQQ	PPP	31.00%	-	Mpvycibh	3dKi	-	185	3hAr+185	-	Retained
Y	ISB	12.600	-	-	T-	V-	5.00%	-	Isuyqmdq	3pYm	-	-	3gCu+986	-	-
J	YAY	55.500	-	-	WW	II	35.00%	-	Rwyeztqd	3pXv	-	300	3zQi+300	-	729.00000
B	STI	58.800	-	-	H	U	98.00%	-	Mescmxwj	3zCn	-	385	3tDr+385	-	629.00000
Z	SBU	52.200	-	-	RR-	WW-	30.30%	-	Ojvmbovt	3sSr	-	875	3gLb+787	-	89.00000

Deal Comments

Wrw Csxx Wlebrrt 2.00

Reinvestment Period (YRS)

7.6

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Feseqy	ZLD	26.800	-	-	ZZ-	JJ-	-	-	-	-	-	-	-	-	-
U1	SUJ	99.000	-	-	QQ	EE	75.00%	-	Hskwmjhd	3jWc	-	320	3jYp+320	-	806.00000
O	EBH	68.200	-	-	O-	Y-	5.40%	-	Rctsomtd	3dTa	-	1200	3fUx+1038	-	80.00000
W	ZTX	92.000	-	-	H	P	72.00%	-	Idbjqcrs	3hNj	-	430	3mBh+430	-	533.00000
M2	ZLA	7.200	-	-	WWW-	YYY-	43.90%	-	Qpyhltae	3ePt	-	675	3sIz+658	-	69.00000
X	VIU	880.400	-	-	CCC	III	15.00%	-	Uewlzsjd	3cNw	-	190	3wSx+190	-	760.00000
M2	EEZ	27.000	-	-	JJ	BB	51.00%	-	Vikup	YQB	-	-	7.000%	7.000%	551.00000
S1	BXW	29.200	-	-	XXX+	MMM	93.00%	-	Oflsfxnd	3yXo	-	590	3sPs+590	-	305.00000
A	IEQ	64.400	-	-	SS-	CC-	78.70%	-	Prpmdxtu	3yTn	-	930	3mOo+835	-	51.00000

Tranche Comments

X: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144Y/Yjw Z; U1: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144X/Lww A; M2: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144J/Xbe T; W: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144V/Cyx J; S1: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144H/Upo N; M2: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144Q/Osk G; A: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144A/Zya B; O: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144Y/Pnc U; Feseqy: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144X/Gqi I;

Deal Comments

Agb Boqq Qtolgcn 2.00. Ndt ctoq eoy xlylxtc gb 4/21/2023

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 17, 1995

WAL Test Period (YRS)

WAL Test Period End Date

May 7, 2005

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	OFK	478.000	-	-	EEE	OOO	-	-	Kuwscoke	3cEp	-	170	3pJg+170	-	480.00000
I-1	CKI	27.000	-	-	SS	RR	-	-	Lwmjuang	3fXt	-	300	3xDl+300	-	727.00000
C	BES	47.000	-	-	Q-	Q-	-	-	-	-	-	-	-	-	-
W-2	FIS	64.000	-	-	FF	YY	-	-	Ockqf	WXU	-	-	7.000%	-	118.00000
Ctq	ZXB	56.100	-	-	JS	DQ	-	-	-	-	-	-	-	-	Retained
H	HNW	49.000	-	-	F	L	-	-	Sxelrbog	3jIr	-	375	3sQu+375	-	435.00000
F	IWL	83.000	-	-	ZZ-	FF-	-	-	Sbeksmwz	3wDt	-	825	3jYa+754	-	23.00000
I	NFA	71.000	-	-	JJJ-	PPP-	-	-	Pflafkdn	3qTk	-	520	3oBl+520	-	573.00000

Tranche Comments

N: First Pay: 2023-11-20; Redemption: 2025-04-18; I-1: First Pay: 2023-11-20; Redemption: 2025-04-18; W-2: First Pay: 2023-11-20; Redemption: 2025-04-18; H: First Pay: 2023-11-20; Redemption: 2025-04-18; I: First Pay: 2023-11-20; Redemption: 2025-04-18; F: First Pay: 2023-11-20; Redemption: 2025-04-18; C: First Pay: 2023-11-20; Redemption: 2025-04-18; Ctq: First Pay: 2023-11-20; Redemption: 2025-04-18;

Deal Comments

Xyk Eybb Cjtfyhe 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 30, 2021