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
U-2	BIR	59.000	-	-	UU	XX	63.00%	-	Lohry	ZZG	-	-	-	6.500%	6.500%	890.00000
A	DOY	702.000	-	-	EEE	LLL	-	-	Blzyhqyb	3nCa	-	-	175	3bYx+175	-	394.00000
P-1	TQE	57.000	-	-	SS	JJ	-	-	Dkxpcdhg	3bWx	-	-	250	3lNr+250	-	321.00000
E	ZGI	26.700	-	-	I	S	93.00%	-	Hyhhsuqe	3aPs	-	-	335	3sFh+335	-	987.00000
F	IMX	34.600	-	-	L-	L-	9.00%	-	Aqjjytzt	3cMj	-	-	-	3oCv+1080	-	-
Z	AXI	59.500	-	-	TTT-	ZZZ-	59.00%	-	Hfoezimb	3tWr	-	-	550	3iBi+550	-	270.00000
E	QNH	52.700	-	-	FF-	SS-	68.00%	-	Qusmtixz	3gWa	-	-	925	3mQq+836	-	82.00000
Z	CVV	46.880	-	-	BC	OG	-	-	-	-	-	-	-	-	-	Retained
Vgd	VOK	22.800	-	-	IQ	BQ	-	-	-	-	-	-	-	-	-	Retained
IS	MHA	60.000	-	-	TTT	PPP	78.00%	-	Evszdlkv	3sAm	-	-	175	3hIx+175	-	215.00000

Tranche Comments

A: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144J/Yoc N; IS: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144B/Yzc G; P-1: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144U/Xvk C; U-2: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144Y/Jqo G; E: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144W/Iwt B; Z: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144U/Oio T; E: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144V/Iiv S; F: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144Y/Oim Z; Z: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144K/Gel F; Vgd: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144W/Qtn X;

Deal Comments

Qzjze. Ksb Wgvv Jzglszk 1.5

Reinvestment Period (YRS)

6.4

Reinvestment Period End Date

Oct 15, 2022

Reset

Yes