FINSIGHT

Adagio CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	HUP	58.000	6.80	-	N	-	H	82.00%	-	Kbzbyuxo	3bZo	-	260	3vNe+260	-	506.00000
A	OIL	62.000	9.20	-	GG-	-	TT-	2.40%	-	Bqraxbyn	3pLf	-	675	3sFd+659	-	72.00000
Q-1	GBW	15.000	5.30	-	UU	-	EE	38.00%	-	Vzplrkoh	3vJv	-	205	3tGz+205	-	822.00000
M-2	QSW	69.000	2.60	-	TT	-	OO	92.00%	-	Vkfgq	CYO	-	-	5.10%	5.100%	593.00000
X-J	JZX	71.600	7.30	-	QQQ	-	JJJ	72.00%	-	Jelcuruq	3dZz	-	130	3qNk+130	-	535.00000
Ifrwcm	ULU	60.500	-	-	FY	-	KI	-	-	-	-	-	-	-	-	Retained
X	HSF	404.400	3.40	-	YYY	-	MMM	80.00%	-	Nxceyimz	3xNk	-	130	3tTs+130	-	761.00000
W	IMC	15.000	65.00	-	J-	-	T-	6.10%	-	Vjucvqri	3jAx	-	975	3bWy+889	-	22.00000
Z	JJT	70.000	3.90	-	WWW-	-	SSS-	17.64%	-	Mvymrtzc	3tLx	-	385	3jXi+385	-	658.00000

Tranche Comments

X: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144W/Eeu U; X-J: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144I/Uwh Z; Q-1: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144V/Zcy R; M-2: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144T/Yzm V; K: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144I/Jxl S; Z: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144G/Wsw C; A: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144X/Mol B; W: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144P/Dda H; Ifrwcm: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144J/Grm S;

Deal Comments

Ebw Bxqq Tgptbdh 2.00

Risk Retention

BYt Ezjgktbi

Pricing Speed

20% UIA

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 18, 2020

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	MQR	14.000	-	-	D	Q	49.00%	-	Jpwbxsmm	3hOt	-	245	3vUo+245	-	-
R	LHM	29.450	-	-	UUU-	LLL-	49.20%	-	Dxhbpptz	3aIe	-	375	3oAk+375	-	-
A	XXJ	8.000	-	-	GGG	III	-	-	Okrocbux	3sQa	-	45	3gSn+45	-	-
Kjs	ECI	82.100	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H	XWR	944.000	-	-	VVV	TTT	90.00%	-	Ybdvwbbx	3yZa	-	132	3dAg+132	-	-
C	SEK	68.000	-	-	RR	NN	52.00%	-	Crorqpfs	3kSo	-	190	3jOl+190	-	-
F	QGB	79.000	-	-	JJ-	RR-	34.10%	-	Rrkaztfh	3dYu	-	650	3dEa+650	-	-
O	NWM	51.000	-	-	E-	B-	1.40%	-	Asvxbodt	3wOa	-	940	3sKu+940	-	-

Tranche Comments

A: Redemption: 2026-02-28; Registration: 144F/Nvx R; H: Redemption: 2026-02-28; Registration: 144T/Kdr R; C: Redemption: 2026-02-28; Registration: 144K/Ifd I; D: Redemption: 2026-02-28; Registration: 144P/Lco B; R: Redemption: 2026-02-28; Registration: 144H/Rqw T; F: Redemption: 2026-02-28; Registration: 144U/Ryg A; O: Redemption: 2026-02-28; Registration: 144B/Bxs C; Kjs: Redemption: 2026-02-28; Registration: 144E/Bad A;

Deal Comments

Bgk Rbff Dssmgcz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 13, 2000

Refinancing

Yes

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	KIS	82.460	-	-	DE	TM	-	-	-	-	-	-	-	-	Retained
D	EMD	92.900	-	-	AA-	VV-	85.00%	-	Ndhpuhec	3rPq	-	925	3iNk+836	-	20.00000
Gsp	AHF	90.800	-	-	AL	UF	-	-	-	-	-	-	-	-	Retained
D	CAI	385.000	-	-	HHH	MMM	-	-	Ucmluhao	3qXk	-	175	3iWz+175	-	776.00000
I-1	IMS	91.000	-	-	BB	SS	-	-	Hqdeowwm	3nJy	-	250	3cKn+250	-	214.00000
QV	ZDC	66.000	-	-	PPP	HHH	90.00%	-	Rcvjxadp	3wSr	-	175	3eNb+175	-	690.00000
D	BDW	50.100	-	-	X	F	91.00%	-	Kmewuoey	3mHq	-	335	3aLq+335	-	635.00000
J-2	BDT	82.000	-	-	PP	DD	14.00%	-	Ygrut	QNW	-	-	6.500%	6.500%	863.00000
W	ADA	51.300	-	-	K-	O-	7.00%	-	Ixqizbis	3aNk	-	-	3qJy+1080	-	-
A	FFD	35.600	-	-	LLL-	GGG-	56.00%	-	Ldvzjvzf	3lEj	-	550	3qJi+550	-	740.00000

Tranche Comments

D: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144W/Rme Y; QV: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144Q/Cxr N; I-1: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144T/Iuu N; J-2: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144D/Naf V; D: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144Q/Ovp G; A: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144E/Tpo A; D: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144I/Eer R; W: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144K/Xog V; R: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144D/Bnh G; Gsp: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144N/Ulj A;

Deal Comments

Vbkbe. Fgb Mxww Fblxgup 1.5

Reinvestment Period (YRS)

9.4

Reinvestment Period End Date

Mar 7, 2020

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	IZA	23.900	6.60	Ltt3	-	OOO-	84.00%	-	Zqjcdxwx	3vPt	-	672	3wNv+672	-	-
U	QOX	71.900	5.80	Nj3	-	WW-	72.00%	-	Msjptrfb	3cHg	-	737	3dYj+737	-	-
E	QBO	361.400	8.30	Jrr	-	PPP	57.50%	-	Isurlvmt	3fVx	-	205	3lEl+205	-	-
Z-2	JPW	80.000	9.00	Mc2	-	UU	15.50%	-	Mijiz	XTU	-	-	7.15%	-	-
G	VDS	2.200	3.40	W3	-	M-	78.00%	-	Oxspbpkn	3lPl	-	953	3bNn+953	-	-
E-1	ZNM	17.700	2.00	Ds2	-	II	30.10%	-	Wpudwdwc	3xGy	-	406	3hUr+406	-	-
Z	PKS	95.600	6.20	G2	-	E	65.00%	-	Wlupxwre	3sBs	-	522	3eLc+522	-	-
M	WBU	89.130	-	OJ	-	SF	-	-	-	-	-	-	-	-	Retained
I	CON	67.900	-	SR	-	MQ	-	-	-	-	-	-	-	-	Retained

Tranche Comments

E: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144O/Cig U; E-1: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144N/Fnu M; Z-2: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144I/Bti E; Z: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144N/Pwa R; Q: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144N/Lyb Q; U: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144U/Bfn C; G: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144B/Hjm D; M: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144H/Juw N; I: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144J/Gao E;

Deal Comments

Hzc Lxuu Kulizfj 1.00

Refinancing

Yes

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	THD	675.000	2.00	Dvv	-	AAA	52.00%	-	Ccuelqrb	3yTv	-	103	3vIm+103	-	310.00000
Z-1	LVD	65.200	1.70	Um2	-	YY	23.15%	-	Iqqzjzww	3vZz	-	170	3jSy+170	-	464.00000
Nar	YVX	88.000	-	IM	-	LG	-	-	-	-	-	-	-	-	Retained
Q	XVV	45.000	1.20	Pkk3	-	FFF-	31.28%	-	Rwhrvyct	3pGv	-	320	3tKx+320	-	805.00000
M	CUR	98.400	3.50	Sr3	-	DD-	1.50%	-	Grkpjqzh	3gCz	-	630	3tTi+602	-	94.00000
D	VOT	79.000	98.00	N3	-	F-	2.50%	-	Pjyvqdrt	3aVr	-	920	3rGk+875	-	45.00000
L	YUM	89.000	-	CU	-	NY	-	-	-	-	-	-	-	-	Retained
A-2	BNE	39.000	3.10	Kr2	-	RR	33.69%	-	Rwvle	QRE	-	-	2.00%	2.000%	467.00000
K	NWU	9,475.000	5.80	Akk	-	AAA	-	-	Jjpmattj	3kAv	-	50	3vVh+50	-	369.00000
X	XAL	61.000	8.70	K2	-	G	46.37%	-	Lhwlphkt	3kKm	-	215	3dNj+215	-	395.00000

Tranche Comments

K: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144N/Dhf R; J: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144V/Wsv C; Z-1: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144N/Ukp H; A-2: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144L/Ixy V; X: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144E/Ltn M; Q: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144X/Fod I; M: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144Z/Kjz G; D: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144X/Xwj W; L: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144N/Vvi X; Nar: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144F/Bqo C;

Deal Comments

Dcz-Hxxx Runqcws 2.00.

Originator(s)

DED Sywvovivyv Tdydyvfo

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 31, 2010

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	TQW	606.000	9.10	Ajj	YYY	-	64.00%	-	Vercshko	3rSo	-	82	3fXo+82	-	705.00000
O	VFF	72.000	1.00	Edd3	GGG-	-	89.00%	-	Umrbhsig	3vPa	-	345	3mMd+345	-	309.00000
E	XWL	84.900	49.00	L3	K-	-	2.00%	-	Kkmreaxz	3sKb	-	920	3xVx+852	-	38.30000
D-M	SOB	636.000	1.30	Itt	TTT	-	83.00%	-	Wzufyiwe	3bIr	-	82	3vEz+82	-	534.00000
V-2	NJE	3.000	2.10	My2	QQ	-	56.00%	-	Cmzyl	-	-	-	1.95%	1.950%	990.00000
J	ZHO	71.000	4.20	A2	C	-	98.00%	-	Lfrrecyb	3jYk	-	240	3iRx+240	-	437.00000
N-1	GEC	27.600	-	SE	CE	-	-	-	-	-	-	-	-	-	Retained
G	BPJ	9.000	2.90	Tii	ZZZ	-	-	-	Bdcqjovr	3nKf	-	30	3eEl+30	-	752.00000
F	ONE	58.000	5.30	Yr3	LL-	-	66.00%	-	Wqasemqa	3vDe	-	650	3aIk+615	-	33.20000
F-1	LND	17.000	5.70	Fw2	XX	-	31.00%	-	Jpplvrhw	3rTd	-	165	3xQk+165	-	592.00000
W-2	KTJ	45.800	-	JQ	FM	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144Z/Pqo I; X: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144N/Xww V; D-M: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144F/Lur W; F-1: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144I/Cmg E; V-2: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144Y/Uyy S; J: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144I/Dcw P; O: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144C/Xxn X; F: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144J/Jms Q; E: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144D/Jft U; N-1: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144A/Pro A; W-2: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144F/Mqx Q;

Deal Comments

Fuiux. Hoq Bwqq Iuejoia 1.5

Originator(s)

HPH Hkiwqxhwkx Vqkqxwnq

Reinvestment Period (YRS)

4.2

Reinvestment Period End Date

May 31, 2011

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
ULL	LQI	662.500	6.80	Wyy	-	SSS	-	-	Ldowljlp	3wQv	-	72	3yMy+72	-	243.00000
L1EE	LQW	44.510	3.20	It2	-	SS	-	-	Elzdmojb	3wIz	-	150	3aLt+150	-	239.00000
D2CC	GIL	8.000	4.20	Eo2	-	ZZ	-	-	Qyfpo	-	-	-	1.70%	1.700%	174.00000
BTT	NCC	66.780	7.30	B2	-	J	-	-	Zjdrwocj	3lXh	-	220	3wSe+220	-	812.00000

Tranche Comments

ULL: First Pay: 2021-04-15; Redemption: 2022-03-29; L1EE: First Pay: 2021-04-15; Redemption: 2022-03-29; D2CC: First Pay: 2021-04-15; Redemption: 2022-03-29; BTT: First Pay: 2021-04-15; Redemption: 2022-03-29;

Deal Comments

Iskquxunqut. Ziu Yxww Vscqizh 1.00

Risk Retention

QHd Mublqhbsj HJd Jusqbshu ys JJTO ycus lbbsul urulclqys

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 30, 2016

WAL Test Period (YRS)

WAL Test Period End Date

Dec 18, 2006

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	ZZV	80.790	-	Ojj3	-	GGG-	50.70%	-	Efhleoxx	3oXg	-	380	3zE+380	-	574.00000
Bij	YMS	93.300	-	NQ	-	OF	7.52%	-	-	-	-	-	-	-	-
U-1	ZVA	58.000	-	Ff2	-	II	-	-	Xcfzednm	3jIo	-	165	3zY+165	-	154.00000
G	KSZ	67.000	-	TA	-	TV	-	-	-	-	-	-	-	-	-
Z-2	XEO	78.000	-	Fh2	-	QQ	35.00%	-	Mjflp	-	-	-	2.200%	-	231.00000
A	YVJ	139.000	-	Pmm	-	XXX	75.00%	-	Ahbcyjsq	3fQr	-	93	3jN+93	-	563.00000
Y	AMQ	18.900	-	Mx3	-	MM-	3.90%	-	Slyfesma	3lVv	-	675	3vC+603	-	14.00000
R	ELA	70.300	-	R2	-	Z	62.00%	-	Lshctjfp	3hOv	-	240	3rZ+240	-	745.00000
I	LNE	88.300	-	X3	-	K-	5.20%	-	Zbwjrczt	3eZb	-	950	3aA+842	-	72.00000

Tranche Comments

A: First Pay: 2020-04-15; Redemption: 2021-10-15; U-1: First Pay: 2020-04-15; Redemption: 2021-10-15; Z-2: First Pay: 2020-04-15; Redemption: 2021-10-15; R: First Pay: 2020-04-15; Redemption: 2021-10-15; X: First Pay: 2020-04-15; Redemption: 2021-10-15; Y: First Pay: 2020-04-15; Redemption: 2021-10-15; I: First Pay: 2020-04-15; Redemption: 2021-10-15; G: First Pay: 2020-04-15; Redemption: 2021-10-15; Bij: First Pay: 2020-04-15; Redemption: 2021-10-15;

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 7, 2014