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
C	TEX	72.000	2.60	-	AA-	-	SS-	6.92%	-	Gxrqltca	3eYh	-	-	675	3yQt+659	-	53.00000
D-2	OPG	37.000	9.40	-	II	-	GG	85.00%	-	Lasyu	XBR	-	-	-	5.10%	5.100%	301.00000
T	IUA	27.000	4.40	-	R	-	O	53.00%	-	Ckwwtuoo	3wOe	-	-	260	3kMn+260	-	327.00000
J	EUT	14.000	5.60	-	KKK-	-	RRR-	21.24%	-	Cfyvuovh	3zAy	-	-	385	3jAo+385	-	417.00000
U-1	MCV	50.000	3.90	-	LL	-	KK	76.00%	-	Hjjjqjsw	3hOp	-	-	205	3eMh+205	-	229.00000
D	NHW	13.000	36.00	-	A-	-	W-	4.20%	-	Qwzyhyck	3qUy	-	-	975	3xNq+889	-	33.00000
R	ETS	142.200	5.50	-	III	-	SSS	34.00%	-	Izdmxftk	3pJb	-	-	130	3yUb+130	-	698.00000
Dwehzu	FHO	31.300	-	-	LO	-	MW	-	-	-	-	-	-	-	-	-	Retained
N-J	MXA	60.700	2.60	-	FFF	-	JJJ	53.00%	-	Smdylmyz	3yXp	-	-	130	3hRy+130	-	897.00000

Tranche Comments

R: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144I/Rqz Z; N-J: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144A/Bzs I; U-1: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144W/Qdt I; D-2: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144E/Eip T; T: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144U/Cvq N; J: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144P/Hyx A; C: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144J/Rhn Q; D: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144Q/Itn E; Dwehzu: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144B/Uyk N;

Deal Comments

Fqb Jfbb Qajfqoz 2.00

Risk Retention

YNw Hgqjbbbz

Pricing Speed

20% ZQS

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 5, 2014