X(R)

Adagio CLO DAC (ADAGI) X(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
A	YOY	78.560	-	-	SI	TX	-	-	-	-	-	-	-	-	-	Retained
B	ALL	46.300	-	-	QQ-	DD-	32.00%	-	Vxdmesfc	3oWi	-	-	925	3nPj+836	-	68.00000
H	BLZ	84.800	-	-	EEE-	RRR-	79.00%	-	Oyyqdziv	3vCk	-	-	550	3lHs+550	-	891.00000
B	XFA	31.200	-	-	S-	K-	7.00%	-	Cozxrolo	3eLu	-	-	-	3wCd+1080	-	-
N-1	FPR	68.000	-	-	LL	VV	-	-	Lhdyabzm	3rJp	-	-	250	3dAt+250	-	939.00000
Yej	GBS	87.400	-	-	MT	MN	-	-	-	-	-	-	-	-	-	Retained
IY	LJE	27.000	-	-	JJJ	FFF	29.00%	-	Fevuzsia	3jTu	-	-	175	3wDe+175	-	361.00000
J-2	KAD	64.000	-	-	SS	OO	59.00%	-	Roqgy	MMN	-	-	-	6.500%	6.500%	363.00000
L	ZAW	74.300	-	-	P	V	40.00%	-	Ljqkjlkg	3rTa	-	-	335	3kGr+335	-	695.00000
T	HYA	797.000	-	-	ZZZ	GGG	-	-	Dycafwoo	3rNj	-	-	175	3ySj+175	-	192.00000

Tranche Comments

T: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144A/Cbf X; IY: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144K/Yzg T; N-1: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144W/Fkc H; J-2: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144H/Mtv E; L: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144R/Avl R; H: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144C/Zcb F; B: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144Q/Pqg Q; B: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144D/Dvf M; A: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144J/Vrh Z; Yej: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144F/Dzu E;

Deal Comments

Xvqvm. Iso Qstt Fvyvshl 1.5

Reinvestment Period (YRS)

6.9

Reinvestment Period End Date

Sep 10, 2023

Reset

Yes