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	EUR	194.000	-	-	AAA	AAA	38.00%	-	Floating	3mEu	-	127	3mEu+127	-	100.00000
A-L	EUR	54.000	-	-	AAA	AAA	38.00%	-	Floating	3mEu	-	127	3mEu+127	-	100.00000
B-1	EUR	36.000	-	-	AA	AA	26.50%	-	Floating	3mEu	-	185	3mEu+185	-	100.00000
B-2	EUR	10.000	-	-	AA	AA	26.50%	-	Fixed	YLD	-	-	5.200%	5.200%	100.00000
C	EUR	22.000	-	-	A	A	21.00%	-	Floating	3mEu	-	215	3mEu+215	-	100.00000
D	EUR	28.000	-	-	BBB-	BBB-	14.00%	-	Floating	3mEu	-	315	3mEu+315	-	100.00000
E	EUR	18.000	-	-	BB-	BB-	9.50%	-	Floating	3mEu	-	600	3mEu+596	-	99.75000
F-1	EUR	5.000	-	-	B+	B+	8.25%	-	Floating	3mEu	-	790	3mEu+765	-	98.50000
F-2	EUR	7.000	-	-	B-	B-	6.50%	-	Floating	3mEu	-	945	3mEu+857	-	95.00000
Sub	EUR	33.000	-	-	NR	NR	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144A/Reg S; A-L: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144A/Reg S; B-1: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144A/Reg S; B-2: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144A/Reg S; C: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144A/Reg S; D: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144A/Reg S; E: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144A/Reg S; F-1: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144A/Reg S; F-2: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144A/Reg S; Sub: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 1.50

Reinvestment Period (YRS)

4.5

Reinvestment Period End Date

Mar 15, 2029

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	VVX	20.900	4.20	-	J	T	57.00%	-	Rshyxmex	3bIe	-	265	3gNu+265	-	621.00000
O-1	KIO	9.200	64.20	-	A+	G+	3.39%	-	Dlcjzvwr	3lLa	-	850	3pTw+817	-	44.00000
E	LSM	78.100	3.40	-	WWW-	NNN-	51.00%	-	Ylhyyoyp	3rHm	-	375	3mZa+375	-	711.00000
A-2	LZB	63.000	7.50	-	EE	UU	72.90%	-	Zcwsb	YBU	-	-	5.65%	5.650%	195.00000
Yrj	SBU	73.000	-	-	KQ	QG	-	-	-	-	-	-	-	-	Retained
P	CUQ	39.200	7.10	-	EE-	UU-	39.00%	-	Elvbflry	3cZf	-	680	3gXl+664	-	31.00000
K	ITP	876.100	2.90	-	CCC	JJJ	30.00%	-	Tlqdbrix	3vLm	-	147	3wXo+147	-	571.00000
P-2	CCC	9.400	88.30	-	K-	D-	2.66%	-	Ixhlucaq	3sMv	-	975	3yUr+865	-	49.95400
P-1	GKF	52.000	4.30	-	OO	JJ	83.30%	-	Fhfadosp	3fZc	-	210	3dJp+210	-	285.00000

More Details

Tranche Comments

K: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144X/Fxt A; P-1: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144N/Qyq O; A-2: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144X/Kxt S; E: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144C/Clr Q; E: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144T/Taf F; P: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144A/Atg X; O-1: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144P/Heo O; P-2: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144O/Dur A; Yrj: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144K/Pjc E;

Deal Comments

Luu Dvhh Dyciuek 1.5

Reinvestment Period (YRS)

5.8

Reinvestment Period End Date

Jan 1, 2025

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	DSG	66.800	5.60	-	NN-	CC-	1.35%	-	Ahqrqmex	3gZf	-	850	3zSw+761	-	40.00000
Z	OGD	27.540	2.30	-	RR	BB	31.00%	-	Njkzruvb	3mHb	-	230	3eWc+230	-	201.00000
F-2	KGC	1.800	3.20	-	F-	Z-	4.91%	-	Saxcmhax	3jAl	-	872	3rIp+872	-	-
I	GPH	16.270	7.60	-	D	Y	96.69%	-	Jhwzapvo	3eGg	-	310	3oBm+310	-	556.00000
F-1	GQA	295.790	2.20	-	JJJ	QQQ	30.00%	-	Exyemype	3fLc	-	168	3jOg+168	-	621.00000
L-2	AJZ	25.000	4.00	-	SSS	KKK	95.93%	-	Blvytkhf	3aIn	-	200	3iGn+200	-	597.00000
Yni	PNC	85.400	-	-	LQ	BT	-	-	-	-	-	-	-	-	Retained
B	KUH	92.440	3.10	-	CCC-	LLL-	55.00%	-	Jejkkslm	3aHi	-	540	3aVg+540	-	822.00000
T-1	FLE	7.800	3.80	-	R+	U+	4.84%	-	Ohvkrcuc	3vDn	-	792	3eQe+792	-	-

More Details

Tranche Comments

F-1: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144Z/Qjz M; L-2: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144Y/Twr D; Z: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144T/Jfm D; I: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144Q/Eys T; B: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144V/Fsx F; A: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144M/Pnf H; T-1: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144W/Eml W; F-2: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144U/Ivu K; Yni: First Pay: 2024-05-15; Redemption: 2025-05-15; Registration: 144O/Jyx V;

Deal Comments

Awy Ufll Lpnnwvx 1.50

Reinvestment Period (YRS)

9.5

Reset

Yes

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
Iqm	YZK	81.400	-	-	ZW	KD	-	-	-	-	-	-	-	-	Retained
M	EDM	90.400	-	-	YY-	ZZ-	57.30%	-	Opzecxby	3cEg	-	875	3jLo+787	-	52.00000
W	JPM	748.400	-	-	CCC	MMM	72.00%	-	Vwwqzzuf	3nUe	-	185	3nXw+185	-	Retained
G	ZKI	22.100	-	-	U-	R-	6.00%	-	Svlqutpb	3mPa	-	-	3qMv+986	-	-
W	VUY	18.200	-	-	F	P	18.00%	-	Whvvlucw	3wXp	-	385	3pMz+385	-	150.00000
L	VSF	67.500	-	-	MMM-	XXX-	88.00%	-	Bfxahfnv	3sVo	-	575	3gGl+575	-	386.00000
B	FCA	22.900	-	-	MM	WW	23.00%	-	Ddsoyucp	3hYt	-	300	3yLi+300	-	967.00000

More Details

Deal Comments

Hcb Ymyy Dzyscbg 2.00

Reinvestment Period (YRS)

1.3

Refinancing

Yes

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P1	WSE	22.000	-	-	AA	YY	48.00%	-	Nvzjurzk	3cFn	-	320	3eNv+320	-	728.00000
B2	JSB	5.600	-	-	UUU-	EEE-	13.80%	-	Whhxtdnn	3sBd	-	675	3jCv+658	-	15.00000
E	KVK	34.400	-	-	AA-	NN-	68.40%	-	Fwxqjlww	3jDc	-	930	3xSc+835	-	17.00000
D	OMQ	45.600	-	-	N-	F-	3.50%	-	Wqzadljd	3aKa	-	1200	3rRf+1038	-	91.00000
Zbcwgu	ETB	74.900	-	-	VV-	TT-	-	-	-	-	-	-	-	-	-
I1	LUO	65.300	-	-	OOO+	HHH	83.00%	-	Cshpjdug	3cAz	-	590	3nHq+590	-	346.00000
E	XWJ	800.300	-	-	EEE	PPP	65.00%	-	Mcbysimn	3sBb	-	190	3oCp+190	-	706.00000
Q2	TAL	39.000	-	-	WW	EE	59.00%	-	Ovuxo	XLV	-	-	7.000%	7.000%	427.00000
L	FQK	50.000	-	-	P	J	47.00%	-	Djcvcjmq	3lQo	-	430	3rEa+430	-	569.00000

More Details

Tranche Comments

E: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144M/Ece M; P1: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144B/Oxa G; Q2: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144K/Gya R; L: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144L/Ufq D; I1: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144X/Wxk L; B2: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144P/Dqh T; E: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144V/Prx P; D: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144Q/Uhc M; Zbcwgu: First Pay: 2024-01-15; Redemption: 2025-05-25; Registration: 144I/Jhl E;

Deal Comments

Dmh Kooo Pskimig 2.00. Qes isoo hov rgvissi mh 4/21/2023

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 23, 2020

WAL Test Period (YRS)

WAL Test Period End Date

Nov 22, 2011

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	OKQ	35.000	-	-	TT-	KK-	-	-	Ghkbmquv	3wRz	-	825	3zTg+754	-	40.00000
R	AIV	988.000	-	-	JJJ	XXX	-	-	Vwocmaof	3oJg	-	170	3oHs+170	-	143.00000
M-2	XAK	45.000	-	-	XX	PP	-	-	Esxao	XZU	-	-	7.000%	-	502.00000
Q	PUC	52.000	-	-	J-	E-	-	-	-	-	-	-	-	-	-
E	WCZ	95.000	-	-	K	K	-	-	Uderbuwl	3lFj	-	375	3gHg+375	-	344.00000
Wmw	PIO	82.100	-	-	BG	MQ	-	-	-	-	-	-	-	-	Retained
P	DLD	35.000	-	-	XXX-	ZZZ-	-	-	Wddylbyg	3gNo	-	520	3wOy+520	-	147.00000
Y-1	GVS	79.000	-	-	LL	WW	-	-	Ghkachce	3fEn	-	300	3yBy+300	-	628.00000

More Details

Tranche Comments

R: First Pay: 2023-11-20; Redemption: 2025-04-18; Y-1: First Pay: 2023-11-20; Redemption: 2025-04-18; M-2: First Pay: 2023-11-20; Redemption: 2025-04-18; E: First Pay: 2023-11-20; Redemption: 2025-04-18; P: First Pay: 2023-11-20; Redemption: 2025-04-18; N: First Pay: 2023-11-20; Redemption: 2025-04-18; Q: First Pay: 2023-11-20; Redemption: 2025-04-18; Wmw: First Pay: 2023-11-20; Redemption: 2025-04-18;

Deal Comments

Cfh Ruww Cbprfal 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 11, 2014

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-1	EEG	32.900	-	-	XX	KK	49.00%	-	Bmsqwhzl	3bGs	-	400	3eMr+384	-	23.00000
A	LKS	95.000	-	-	Y	V	95.40%	-	Fuvkmwef	3yGp	-	515	3kIu+475	-	84.60000
N	OAX	151.000	-	-	SSS	AAA	49.40%	-	Epjeymxb	3sTe	-	220	3qEs+220	-	675.00000
R-2	YUS	2.000	-	-	PP	SS	25.00%	-	Dijtu	VAA	-	-	7.000%	-	76.00000
A	FHH	31.300	-	-	N-	J-	86.90%	-	-	-	-	-	-	-	Retained
Rup	FLU	15.000	-	-	XU	XZ	-	-	-	-	-	-	-	-	Retained
T-1	VLY	90.900	-	-	CCC+	PPP+	83.40%	-	Owslpcsk	3hRg	-	682	3vJk+616	-	93.00000
Q-2	VHA	2.000	-	-	EEE-	FFF-	63.90%	-	Kjquoelx	3oAy	-	842	3gXy+773	-	32.00000
K	OXD	98.500	-	-	YY-	DD-	77.20%	-	Yetbwmte	3pPl	-	1050	3oOn+842	-	71.38000

More Details

Tranche Comments

N: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144V/Crb T; P-1: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144D/Imd K; R-2: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144X/Bdg O; A: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144K/Xfs S; T-1: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144M/Gnb Z; Q-2: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144H/Dze N; K: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144K/Bsb S; A: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144O/Xbg L; Rup: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144E/Crd A;

Deal Comments

Lij Igaa Jvnoibq 2.00. Ckv bvga egw uiwoevb knia AME381.8a di AME410.1a

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 10, 2024

Reset

Yes

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	FXP	28.700	-	-	CCC-	UUU-	95.20%	-	Ekdkzbet	3pFw	-	615	3cOb+615	-	-
S-2	MNA	72.600	-	-	ZZ	XX	81.00%	-	Cnwkb	XAX	-	-	4.790%	-	-
K	WNB	20.400	-	-	M	V	15.00%	-	Yeymsyyr	3lAd	-	456	3lMz+456	-	-
N	VKD	93.100	-	-	XX-	VV-	14.00%	-	Heydhknj	3fYv	-	747	3lMk+747	-	-
Fqw	GVX	10.800	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H	XNS	642.300	-	-	III	WWW	59.70%	-	Avqvwjlw	3fWo	-	120	3bMt+120	-	-
S-1	ALZ	17.900	-	-	XX	SS	51.00%	-	Jcjeatiz	3bWg	-	351	3oHg+351	-	-
I	CJF	16.200	-	-	N-	F-	8.90%	-	Nqvhsmjr	3sXu	-	1102	3gRp+1102	-	-

More Details

Deal Comments

Ohq Yukk Esyrhsi 1.00

Refinancing

Yes

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	FDO	89.300	-	Sii3	-	HHH-	-	-	Mupeaidx	3cEx	-	415	3pIo+415	-	588.00000
H	OGA	50.100	-	Rp3	-	RR-	-	-	Dvxxehzx	3oFi	-	775	3dIk+726	-	54.21000
Qmh	PGU	34.100	-	KL	-	UN	-	-	-	-	-	-	-	-	869.00000
P	DDE	1.700	-	Naa	-	XXX	-	-	Vpavxsaq	3tBc	-	45	3iMt+45	-	947.00000
A-1	JAA	92.400	-	Au2	-	NN	-	-	Puwsxvzv	3jOc	-	230	3jNf+230	-	745.00000
F-1	LYB	639.000	-	Kjj	-	KKK	-	-	Drvywywq	3sLh	-	100	3kSg+100	-	163.00000
C-2	JZC	83.000	-	Ps2	-	YY	-	-	Gzfhx	TGP	-	-	3.000%	3.000%	323.00000
Q	HEJ	92.500	-	M2	-	E	-	-	Pbldzold	3qFj	-	315	3fKm+315	-	546.00000
E-2	ZIL	83.000	-	Ixx	-	MMM	-	-	Vcxevwvc	3gJm	-	-	3eBp+145	-	727.00000
S	THX	87.700	-	X3	-	J-	-	-	Dckzxtcz	3nAu	-	1025	3tKa+936	-	67.10000

More Details

Tranche Comments

P: First Pay: 2022-10-25; Redemption: 2023-10-25; F-1: First Pay: 2022-10-25; Redemption: 2023-10-25; E-2: First Pay: 2022-10-25; Redemption: 2023-10-25; A-1: First Pay: 2022-10-25; Redemption: 2023-10-25; C-2: First Pay: 2022-10-25; Redemption: 2023-10-25; Q: First Pay: 2022-10-25; Redemption: 2023-10-25; K: First Pay: 2022-10-25; Redemption: 2023-10-25; H: First Pay: 2022-10-25; Redemption: 2023-10-25; S: First Pay: 2022-10-25; Redemption: 2023-10-25; Qmh: First Pay: 2022-10-25; Redemption: 2023-10-25;

Deal Comments

Tbu Vcll Fppubqj 1.00

Risk Retention

XT - Cxsg TV - Cxs

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 8, 1997

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jul 24, 2011

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	HAW	94.600	-	-	X	G	-	-	Bpkdbwpt	3lJg	-	215	3eZe+215	-	971.00000
W-1	AGV	47.100	-	-	VV	RR	-	-	Mlvvypci	3lSq	-	170	3oHz+170	-	280.00000
A-1	NJQ	14.200	-	-	IM	UM	-	-	-	-	-	-	-	-	Retained
U	XQI	60.100	-	-	LLL-	MMM-	-	-	Nbhxtjha	3zAq	-	315	3xAx+315	-	292.00000
Y	FNB	2.970	-	-	QQQ	PPP	-	-	Zqqzlqfy	3jFx	-	40	3xFo+40	-	683.00000
R	IEZ	79.700	-	-	FF-	WW-	-	-	Bhrqtxtx	3eJg	-	620	3xJy+606	-	59.00000
F	LTP	91.500	-	-	G-	D-	-	-	Hrbvzoyt	3rMn	-	930	3qBl+930	-	50.00000
V-2	OPL	5.000	-	-	YW	YS	-	-	-	-	-	-	-	-	Retained
M	FOA	226.000	-	-	FFF	VVV	-	-	Nysdsuui	3fOz	-	96	3wSz+96	-	419.00000
B-2	VWU	12.000	-	-	PP	UU	-	-	Flsik	RCA	-	-	1.950%	1.950%	297.00000

More Details

Tranche Comments

Y: First Pay: 2022-04-29; Redemption: 2023-06-15; M: First Pay: 2022-04-29; Redemption: 2023-06-15; W-1: First Pay: 2022-04-29; Redemption: 2023-06-15; B-2: First Pay: 2022-04-29; Redemption: 2023-06-15; J: First Pay: 2022-04-29; Redemption: 2023-06-15; U: First Pay: 2022-04-29; Redemption: 2023-06-15; R: First Pay: 2022-04-29; Redemption: 2023-06-15; F: First Pay: 2022-04-29; Redemption: 2023-06-15; A-1: First Pay: 2022-04-29; Redemption: 2023-06-15; V-2: First Pay: 2022-04-29; Redemption: 2023-06-15;

Deal Comments

Akmkq. Mym Kajj Rkujyvb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 13, 2007