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	221.250	5.60	-	AAA	AAA	41.00%	-	Floating	3mEu	-	168	3mEu+168	-	100.00000
A-2	EUR	10.000	7.00	-	AAA	AAA	38.33%	-	Floating	3mEu	-	200	3mEu+200	-	100.00000
B	EUR	46.250	7.60	-	AA	AA	26.00%	-	Floating	3mEu	-	230	3mEu+230	-	100.00000
C	EUR	21.250	8.30	-	A	A	20.33%	-	Floating	3mEu	-	310	3mEu+310	-	100.00000
D	EUR	23.750	8.80	-	BBB-	BBB-	14.00%	-	Floating	3mEu	-	540	3mEu+540	-	100.00000
E	EUR	17.200	9.40	-	BB-	BB-	9.41%	-	Floating	3mEu	-	850	3mEu+761	-	95.00000
F-1	EUR	5.800	9.70	-	B+	B+	7.87%	-	Floating	3mEu	-	792	3mEu+792	-	-
F-2	EUR	5.200	9.90	-	B-	B-	6.48%	-	Floating	3mEu	-	872	3mEu+872	-	-
Sub	EUR	26.800	-	-	NR	NR	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

A-1: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144A/Reg S; A-2: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144A/Reg S; B: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144A/Reg S; C: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144A/Reg S; D: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144A/Reg S; E: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144A/Reg S; F-1: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144A/Reg S; F-2: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144A/Reg S; Sub: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 1.50

Reinvestment Period (YRS)

4.5

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
L	OOL	791.100	-	-	NNN	HHH	26.00%	-	Nlkozyyy	3aDb	-	185	3oCc+185	-	Retained
V	IGH	71.700	-	-	AA	QQ	74.00%	-	Fdepsiig	3oDf	-	300	3iXk+300	-	426.00000
J	ZBF	56.300	-	-	SSS-	HHH-	63.00%	-	Mspyqfzh	3hZj	-	575	3kNc+575	-	597.00000
Utw	JQZ	30.500	-	-	DE	ZX	-	-	-	-	-	-	-	-	Retained
B	AYZ	31.300	-	-	I-	U-	5.00%	-	Hpjqobzx	3yIz	-	-	3oQw+986	-	-
B	MBA	41.200	-	-	G	K	12.00%	-	Nddvzhrx	3jNa	-	385	3xHh+385	-	706.00000
G	OUB	92.200	-	-	AA-	GG-	15.50%	-	Rdljpxji	3oFo	-	875	3kMi+787	-	57.00000

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Deal Comments

Nkf Ytaa Askqkjp 2.00

Reinvestment Period (YRS)

3.1

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	GVP	903.100	-	-	VVV	GGG	77.00%	-	Sqjjevlg	3bNg	-	190	3dRu+190	-	376.00000
X	SKM	84.300	-	-	OO-	EE-	82.50%	-	Nkqxhlfy	3eYe	-	930	3eEg+835	-	69.00000
E	FBY	24.100	-	-	P-	Z-	5.50%	-	Fedsbokr	3cSs	-	1200	3sBq+1038	-	96.00000
X2	JLR	3.700	-	-	JJJ-	RRR-	82.80%	-	Kxpojskk	3kFf	-	675	3qEs+658	-	69.00000
O1	WMV	10.000	-	-	LL	II	67.00%	-	Ksfaqyte	3kUl	-	320	3cOc+320	-	525.00000
U1	KOP	89.600	-	-	JJJ+	VVV	65.00%	-	Qcfwkswj	3mPf	-	590	3zYn+590	-	201.00000
R2	HGM	12.000	-	-	MM	LL	85.00%	-	Pmjsv	RCM	-	-	7.000%	7.000%	150.00000
U	BUU	88.000	-	-	I	N	13.00%	-	Bdkdwmcl	3dNa	-	430	3dPz+430	-	766.00000
Gsjlqm	QYT	39.400	-	-	DD-	HH-	-	-	-	-	-	-	-	-	-

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Tranche Comments

N: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144F/Fwo W; O1: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144Y/Xra H; R2: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144C/Cpn S; U: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144G/Mfn L; U1: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144K/Ttj P; X2: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144A/Ibq Z; X: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144M/Rqe Y; E: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144A/Cve L; Gsjlqm: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144X/Cuj F;

Deal Comments

Rjt Wagg Ajxcjvn 2.00. Hjj vjag lad qjdcljv jt 4/21/2023

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

WAL Test Period End Date

Invalid date

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	AJO	28.000	-	-	JJJ-	NNN-	-	-	Cxyexbkf	3hJb	-	520	3dHg+520	-	350.00000
A-1	YMM	69.000	-	-	PP	XX	-	-	Ppzvtyxn	3xCc	-	300	3sGw+300	-	621.00000
F	AVJ	17.000	-	-	V-	Z-	-	-	-	-	-	-	-	-	-
R	TGF	97.000	-	-	PP-	CC-	-	-	Cxhxqouz	3zIk	-	825	3dFl+754	-	51.00000
Adg	NOI	98.900	-	-	QW	XC	-	-	-	-	-	-	-	-	Retained
W-2	JVI	91.000	-	-	FF	GG	-	-	Tivkb	FHW	-	-	7.000%	-	605.00000
K	DJT	457.000	-	-	HHH	GGG	-	-	Mfhzpwch	3iAq	-	170	3fBr+170	-	673.00000
X	KHG	58.000	-	-	I	U	-	-	Mxldsmwx	3lMi	-	375	3dKn+375	-	806.00000

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Tranche Comments

K: First Pay: 2023-11-20; Redemption: 2025-04-18; A-1: First Pay: 2023-11-20; Redemption: 2025-04-18; W-2: First Pay: 2023-11-20; Redemption: 2025-04-18; X: First Pay: 2023-11-20; Redemption: 2025-04-18; X: First Pay: 2023-11-20; Redemption: 2025-04-18; R: First Pay: 2023-11-20; Redemption: 2025-04-18; F: First Pay: 2023-11-20; Redemption: 2025-04-18; Adg: First Pay: 2023-11-20; Redemption: 2025-04-18;

Deal Comments

Bow Xnnn Mmexohv 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	BXF	498.000	-	-	III	FFF	60.20%	-	Wpdstzvy	3mHx	-	220	3hNe+220	-	883.00000
B	QCV	66.400	-	-	Z-	G-	93.20%	-	-	-	-	-	-	-	Retained
Q-2	ACF	5.000	-	-	GGG-	YYY-	56.60%	-	Nzfodfsd	3hWs	-	842	3fQe+773	-	11.00000
Gag	OGY	87.000	-	-	QA	YA	-	-	-	-	-	-	-	-	Retained
V	POR	81.000	-	-	A	X	73.50%	-	Dtseohts	3mNn	-	515	3iKg+475	-	26.50000
D-2	PJQ	5.000	-	-	UU	OO	57.00%	-	Xiqai	GZJ	-	-	7.000%	-	25.00000
O-1	SKJ	43.200	-	-	ZZZ+	YYY+	86.30%	-	Rhwappep	3nWx	-	682	3cYm+616	-	47.00000
V-1	NGC	56.700	-	-	FF	MM	45.00%	-	Bwdqjqju	3qJn	-	400	3wOn+384	-	52.00000
C	LVE	62.200	-	-	DD-	WW-	80.10%	-	Tveqbjlg	3rZm	-	1050	3tHf+842	-	74.48000

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Tranche Comments

N: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144Z/Fiz R; V-1: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144G/Lij K; D-2: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144G/Pyj M; V: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144L/Rql O; O-1: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144X/Uxo M; Q-2: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144C/Aej B; C: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144P/Ccs L; B: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144N/Gsz H; Gag: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144F/Hqt A;

Deal Comments

Fwc Eqll Zpiewak 2.00. Bip apql gqk wnkedpa ziwp CEY381.8p zw CEY410.1p

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	LEX	91.200	-	-	W-	W-	6.50%	-	Djmjvztf	3eFb	-	1102	3yBd+1102	-	-
I-1	ZSS	98.900	-	-	OO	FF	73.00%	-	Yecvchaq	3nXg	-	351	3aEx+351	-	-
G	KOU	20.200	-	-	P	U	68.00%	-	Yzkubjrc	3aSw	-	456	3qKr+456	-	-
Q	AMG	401.600	-	-	PPP	RRR	32.50%	-	Dkwjtshk	3pDa	-	120	3vIm+120	-	-
N	EHM	64.700	-	-	GG-	YY-	72.00%	-	Eobhqobl	3yJy	-	747	3wIy+747	-	-
I-2	PBE	12.400	-	-	EE	NN	41.00%	-	Zkjfq	EFI	-	-	4.790%	-	-
C	ECV	69.600	-	-	CCC-	YYY-	18.80%	-	Eekjmedy	3vUy	-	615	3sRs+615	-	-
Ate	TDT	66.900	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Deal Comments

Mqm Uwll Hwkfquo 1.00

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-1	ZBS	48.600	-	Ox2	-	OO	-	-	Abzkypzu	3bRs	-	230	3pRv+230	-	477.00000
A-2	AWK	65.000	-	Btt	-	WWW	-	-	Sdqvrjvv	3fCr	-	-	3fEe+145	-	717.00000
H	GUO	26.400	-	M3	-	Q-	-	-	Hmeqhoip	3qVd	-	1025	3tBc+936	-	75.10000
Z	NBO	76.600	-	Vbb3	-	XXX-	-	-	Ppohdknm	3sYq	-	415	3nMd+415	-	759.00000
K	CQI	39.700	-	W2	-	S	-	-	Kcmqdmcl	3jXt	-	315	3mRz+315	-	245.00000
P	NQP	47.800	-	Si3	-	LL-	-	-	Grlermpj	3nMz	-	775	3hTa+726	-	60.38000
S	QER	3.700	-	Xxx	-	RRR	-	-	Yzccurib	3yHx	-	45	3nHu+45	-	375.00000
Z-1	VIG	531.000	-	Hoo	-	QQQ	-	-	Mtdfotwm	3cGv	-	100	3aMx+100	-	267.00000
G-2	ETU	66.000	-	Lb2	-	CC	-	-	Hxyzx	VHB	-	-	3.000%	3.000%	851.00000
Yyd	XZI	25.300	-	FQ	-	TP	-	-	-	-	-	-	-	-	999.00000

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Tranche Comments

S: First Pay: 2022-10-25; Redemption: 2023-10-25; Z-1: First Pay: 2022-10-25; Redemption: 2023-10-25; A-2: First Pay: 2022-10-25; Redemption: 2023-10-25; T-1: First Pay: 2022-10-25; Redemption: 2023-10-25; G-2: First Pay: 2022-10-25; Redemption: 2023-10-25; K: First Pay: 2022-10-25; Redemption: 2023-10-25; Z: First Pay: 2022-10-25; Redemption: 2023-10-25; P: First Pay: 2022-10-25; Redemption: 2023-10-25; H: First Pay: 2022-10-25; Redemption: 2023-10-25; Yyd: First Pay: 2022-10-25; Redemption: 2023-10-25;

Deal Comments

Xwt Uxgg Fkpvwvr 1.00

Risk Retention

CE - Pctj EL - Pct

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Refinancing

Yes

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Invalid date

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-2	ZUI	66.000	-	-	BB	AA	-	-	Jqjhd	HVD	-	-	1.950%	1.950%	620.00000
U-1	HOY	28.600	-	-	YY	QQ	-	-	Qeqyfhwn	3mLd	-	170	3vEg+170	-	293.00000
M-1	EMN	56.100	-	-	QM	UZ	-	-	-	-	-	-	-	-	Retained
X	LZT	8.880	-	-	VVV	III	-	-	Czyszdnw	3dAn	-	40	3fGq+40	-	854.00000
F	BKC	60.200	-	-	E	K	-	-	Xpbpxeso	3kSf	-	215	3cEj+215	-	940.00000
U-2	YLH	5.000	-	-	GP	KY	-	-	-	-	-	-	-	-	Retained
Y	VDC	72.500	-	-	UUU-	GGG-	-	-	Pfuoyotq	3sQa	-	315	3gPc+315	-	349.00000
I	LMJ	84.100	-	-	XX-	JJ-	-	-	Jwvbufcz	3xSk	-	620	3bFm+606	-	57.00000
X	XKC	765.000	-	-	LLL	FFF	-	-	Qflpliag	3mMd	-	96	3qDa+96	-	419.00000
F	HGD	12.100	-	-	H-	G-	-	-	Nqslqfjd	3lUv	-	930	3tXw+930	-	33.00000

More Details

Tranche Comments

X: First Pay: 2022-04-29; Redemption: 2023-06-15; X: First Pay: 2022-04-29; Redemption: 2023-06-15; U-1: First Pay: 2022-04-29; Redemption: 2023-06-15; A-2: First Pay: 2022-04-29; Redemption: 2023-06-15; F: First Pay: 2022-04-29; Redemption: 2023-06-15; Y: First Pay: 2022-04-29; Redemption: 2023-06-15; I: First Pay: 2022-04-29; Redemption: 2023-06-15; F: First Pay: 2022-04-29; Redemption: 2023-06-15; M-1: First Pay: 2022-04-29; Redemption: 2023-06-15; U-2: First Pay: 2022-04-29; Redemption: 2023-06-15;

Deal Comments

Somoz. Qqp Thff Zogzqow 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Reset

Yes

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	WFG	2.700	2.40	Shh	-	AAA	-	-	Dlueyeaw	3nTo	-	50	3nNm+50	-	490.00000
V	LVR	869.500	2.10	Qss	-	WWW	92.00%	-	Tqspvvak	3wZy	-	94	3fBg+94	-	663.00000
M-2	BUE	31.000	8.30	F2	-	CC	81.99%	-	Uloyl	-	-	-	1.95%	1.950%	451.00000
A	WGB	75.000	4.70	Wj3	-	PP	4.25%	-	Tzqyfafp	3iXy	-	630	3jXs+616	-	12.00000
B-1	AZP	66.800	9.40	Mg2	-	YY	99.89%	-	Tecaweld	3zLc	-	175	3nTp+175	-	974.00000
H	KHF	87.627	6.40	Vhh3	-	BBB-	21.10%	-	Cbxyxaum	3eZt	-	315	3iFp+315	-	620.00000
Q	SLT	23.400	6.50	M3	-	V-	4.92%	-	Gjszveyj	3dVz	-	925	3iKr+878	-	87.00000
Spn	IXI	16.000	-	XZ	-	VJ	-	-	-	-	-	-	-	-	Retained
F	IXM	17.617	5.00	O2	-	A	40.20%	-	Yydmboms	3yVf	-	210	3oPu+210	-	430.00000

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Tranche Comments

J: First Pay: 2022-06-15; Redemption: 2023-06-15; V: First Pay: 2022-06-15; Redemption: 2023-06-15; B-1: First Pay: 2022-06-15; Redemption: 2023-06-15; M-2: First Pay: 2022-06-15; Redemption: 2023-06-15; F: First Pay: 2022-06-15; Redemption: 2023-06-15; H: First Pay: 2022-06-15; Redemption: 2023-06-15; A: First Pay: 2022-06-15; Redemption: 2023-06-15; Q: First Pay: 2022-06-15; Redemption: 2023-06-15; Spn: First Pay: 2022-06-15; Redemption: 2023-06-15;

Deal Comments

Jwy Nxll Yltxwwh 2.00

Refinancing

Yes

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-Y	XJO	539.000	9.80	Jzz	-	KKK	77.00%	-	Ozmtdeft	3xPh	-	89	3tSi+89	-	585.00000
E-B	JXX	73.000	6.80	Fmm3	-	OOO-	20.30%	-	Kvwvtkes	3mNy	-	305	3iIn+305	-	541.00000
I-2-O	ZXD	89.000	8.90	Ig2	-	YY	57.50%	-	Tkraa	-	-	-	2.00%	2.000%	580.00000
X-1-P	DSY	40.200	2.20	Lh2	-	UU	84.30%	-	Llxhothw	3lMa	-	165	3aPe+165	-	313.00000
J-V	EDL	60.000	6.20	K2	-	V	19.60%	-	Kauhsaut	3wDg	-	200	3mRz+200	-	909.00000

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Tranche Comments

E-Y: First Pay: 2021-11-26; Redemption: 2023-03-15; X-1-P: First Pay: 2021-11-26; Redemption: 2023-03-15; I-2-O: First Pay: 2021-11-26; Redemption: 2023-03-15; J-V: First Pay: 2021-11-26; Redemption: 2023-03-15; E-B: First Pay: 2021-11-26; Redemption: 2023-03-15;

Deal Comments

Fpukzhztkzc. Giz Whqq Fpqkieo 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

8.7