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
F	AWZ	92.400	74.00	M3	A-	-	4.00%	-	Njjpxjnl	3eAn	-	-	920	3bDb+852	-	86.80000
S-1	THQ	91.500	-	NK	SO	-	-	-	-	-	-	-	-	-	-	Retained
H-M	QDI	537.000	2.50	Juu	YYY	-	59.00%	-	Kupjpsqr	3qGf	-	-	82	3rVk+82	-	310.00000
X-2	FQG	6.000	8.30	Sb2	II	-	41.00%	-	Sgsno	-	-	-	-	1.95%	1.950%	901.00000
F-1	HBW	15.000	6.70	Lw2	BB	-	71.00%	-	Cexaamio	3nMj	-	-	165	3oQh+165	-	911.00000
F	NCG	943.000	8.40	Hdd	TTT	-	22.00%	-	Gzwqazkw	3hJd	-	-	82	3aQe+82	-	186.00000
K	ONT	7.000	9.80	Obb	RRR	-	-	-	Rpxzrqyq	3yDy	-	-	30	3aBm+30	-	629.00000
J	CFY	15.000	9.00	Jmm3	FFF-	-	64.00%	-	Sqffumwc	3wQe	-	-	345	3qUx+345	-	739.00000
L	KUU	94.000	7.90	Ap3	OO-	-	44.00%	-	Sjwopent	3qVo	-	-	650	3cLs+615	-	12.10000
I	ZFM	63.000	3.70	J2	Q	-	64.00%	-	Lycabbxf	3tPi	-	-	240	3wZx+240	-	439.00000
E-2	NTA	35.300	-	CV	HD	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

K: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144G/Kly G; F: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144I/Paz G; H-M: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144A/Tnl P; F-1: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144L/Kqs U; X-2: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144K/Kny B; I: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144U/Wrn Q; J: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144G/Qlj K; L: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144P/Oen C; F: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144T/Dle W; S-1: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144Y/Tiz X; E-2: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144I/Xay I;

Deal Comments

Dfyfb. Vxe Cuff Ofzvxzj 1.5

Originator(s)

CAC Klcjdkyjlk Gulubjzd

Reinvestment Period (YRS)

3.5

Reinvestment Period End Date

Feb 28, 2013