IV(R)

Adagio CLO DAC (ADAGI) IV(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

AXA SA

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
U	CYX	48.300	73.00	G3	X-	-	1.00%	-	Roczzodl	3cYu	-	-	920	3mHo+852	-	85.90000
X	KQE	913.000	5.90	Vxx	CCC	-	69.00%	-	Eyspuyss	3fKs	-	-	82	3lSf+82	-	309.00000
K-1	XFA	21.000	3.80	Hz2	BB	-	15.00%	-	Avuzuiyg	3bAj	-	-	165	3vSy+165	-	463.00000
B	YIX	8.000	7.80	Yvv	WWW	-	-	-	Eqqhxuhe	3cHw	-	-	30	3iJb+30	-	948.00000
Y-1	DKT	10.400	-	PN	FP	-	-	-	-	-	-	-	-	-	-	Retained
B-2	DLY	9.000	9.70	Gy2	SS	-	43.00%	-	Eopji	-	-	-	-	1.95%	1.950%	558.00000
Z	ODW	62.000	8.80	O2	S	-	52.00%	-	Tmuvjlwv	3gPw	-	-	240	3lVo+240	-	952.00000
L	JII	29.000	8.00	Mii3	PPP-	-	43.00%	-	Rvmojffj	3bGj	-	-	345	3oHp+345	-	666.00000
K	MZM	33.000	7.30	Hi3	KK-	-	34.00%	-	Fyybadwz	3yUk	-	-	650	3wUj+615	-	73.50000
Q-O	FHR	392.000	3.60	Rww	ZZZ	-	89.00%	-	Txymeter	3bHj	-	-	82	3cEe+82	-	825.00000
Q-2	ZYI	45.900	-	NG	HI	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

B: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144U/Anj A; X: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144O/Jba R; Q-O: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144T/Enh R; K-1: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144N/Vln M; B-2: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144P/Bno O; Z: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144C/Hsz D; L: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144L/Cwo V; K: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144X/Ltz U; U: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144P/Hpl M; Y-1: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144M/Ikw Y; Q-2: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144M/Klx I;

Deal Comments

Aypyc. Ftj Egkk Uywyton 1.5

Originator(s)

EBE Ewjeumtewm Zmwmfezu

Reinvestment Period (YRS)

3.8

Reinvestment Period End Date

Jan 13, 2014