Adagio CLO DAC (ADAGI) XI

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

AXA SA

Class	CCY	SIZE (M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Z-1	GPQ	75.000	5.10	-	NN	-	MM	76.00%	-	Tqbkczjz	3qHi	-	-	205	3wVa+205	-	728.00000
X	LTG	47.000	9.70	-	VVV-	-	CCC-	86.57%	-	Hkudvrob	3tUy	-	-	385	3iOl+385	-	249.00000
Rgqcix	IPL	71.700	-	-	AT	-	JZ	-	-	-	-	-	-	-	-	-	Retained
X-N	SGR	23.400	7.70	-	LLL	-	XXX	61.00%	-	Bjmepmqo	3cSy	-	-	130	3jHh+130	-	572.00000
Z	SAB	31.000	8.80	-	YY-	-	NN-	7.42%	-	Zzurkhdu	3xNf	-	-	675	3rPw+659	-	32.00000
D	KCW	37.000	21.00	-	B-	-	N-	6.20%	-	Vhkodktt	3zSg	-	-	975	3oSm+889	-	58.00000
Y-2	HPH	15.000	9.80	-	JJ	-	AA	73.00%	-	Bjlzm	JRW	-	-	-	5.10%	5.100%	440.00000
F	KLR	633.800	9.20	-	OOO	-	CCC	47.00%	-	Kdkxxqyg	3kMs	-	-	130	3cTf+130	-	107.00000
J	PHN	12.000	2.60	-	U	-	S	60.00%	-	Sxlkjyus	3lZs	-	-	260	3iFh+260	-	549.00000

Tranche Comments

F: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144I/Pbx L; X-N: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144J/Bar T; Z-1: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144M/Wne A; Y-2: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144X/Tqi G; J: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144D/Kca L; X: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144A/Gqn H; Z: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144X/Rio K; D: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144X/Fed B; Rgqcix: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144U/Rvu V;

Deal Comments

Emw Nygg Tepsmjh 2.00

Risk Retention

WHq Hzbojwps

Pricing Speed

20% NOM

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 9, 2012