X(R)

Adagio CLO DAC (ADAGI) X(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	QDQ	210.000	-	-	JJJ	LLL	-	-	Gjpmxlns	3nVe	-	175	3gAg+175	-	626.00000
I	DDF	89.600	-	-	XXX-	LLL-	29.00%	-	Zjhjpzxs	3sEx	-	550	3rLs+550	-	719.00000
S	WAA	44.200	-	-	LL-	CC-	73.00%	-	Bljxvwar	3rAt	-	925	3mFh+836	-	45.00000
E-1	DON	79.000	-	-	YY	SS	-	-	Cuevdwpr	3tKz	-	250	3gQh+250	-	594.00000
B	ODP	59.400	-	-	M	C	24.00%	-	Mckorxcf	3fXu	-	335	3vCr+335	-	987.00000
Z	AIA	66.280	-	-	JT	KE	-	-	-	-	-	-	-	-	Retained
Buh	ANM	95.100	-	-	VE	OP	-	-	-	-	-	-	-	-	Retained
IP	KDI	58.000	-	-	SSS	CCC	47.00%	-	Zwbseewk	3bWg	-	175	3zLw+175	-	252.00000
E-2	OEW	56.000	-	-	DD	VV	29.00%	-	Lmxna	QMF	-	-	6.500%	6.500%	986.00000
R	BVU	32.600	-	-	Y-	B-	3.00%	-	Yofsbaoq	3zOh	-	-	3rMt+1080	-	-

Tranche Comments

D: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144Z/Rbu N; IP: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144O/Ztc B; E-1: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144Q/Xnf V; E-2: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144B/Pji H; B: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144I/Yjf V; I: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144Q/Cbv D; S: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144B/Ktl B; R: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144U/Tqt Y; Z: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144X/Qiq Z; Buh: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144F/Hqz K;

Deal Comments

Meueg. Vfu Woqq Ievvfyc 1.5

Reinvestment Period (YRS)

7.1

Reinvestment Period End Date

Nov 27, 2020