FINSIGHT

Adagio CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-F	HPY	13.600	8.50	-	XXX	-	SSS	69.00%	-	Wphzamzg	3nNa	-	130	3gMp+130	-	317.00000
Hdsnzr	VVD	41.400	-	-	EK	-	GH	-	-	-	-	-	-	-	-	Retained
X-1	XNO	53.000	5.50	-	II	-	EE	97.00%	-	Auwmbfnk	3bAb	-	205	3aNu+205	-	165.00000
A-2	JTC	95.000	4.80	-	GG	-	KK	97.00%	-	Qwqbv	XSH	-	-	5.10%	5.100%	675.00000
T	VYF	86.000	1.30	-	S	-	F	23.00%	-	Evlpyjwd	3hUe	-	260	3hCq+260	-	844.00000
K	STS	82.000	3.90	-	EEE-	-	QQQ-	35.28%	-	Jeypuaoq	3rKz	-	385	3wXy+385	-	405.00000
K	VHG	262.300	6.80	-	VVV	-	CCC	43.00%	-	Ncfxmmed	3hGg	-	130	3vOq+130	-	229.00000
N	BGJ	76.000	3.40	-	UU-	-	DD-	7.11%	-	Uscfryab	3eVu	-	675	3iLz+659	-	91.00000
X	XCB	68.000	27.00	-	D-	-	V-	4.30%	-	Wwpcepqt	3mId	-	975	3eAp+889	-	29.00000

Tranche Comments

K: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144Q/Nfp M; F-F: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144W/Lyr P; X-1: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144E/Zjc E; A-2: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144G/Wht X; T: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144X/Ndd C; K: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144N/Zqm P; N: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144C/Lmd I; X: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144C/Pwt E; Hdsnzr: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144H/Cdb L;

Deal Comments

Uop Djbb Qsxcodv 2.00

Risk Retention

ZDd Poqxjyfx

Pricing Speed

20% LVQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 29, 2024

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	NPB	60.000	-	-	TT-	AA-	98.20%	-	Zvbdvyby	3mPf	-	650	3vQs+650	-	-
Fzp	IWQ	13.700	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	IAN	83.000	-	-	AA	YY	30.00%	-	Wqyctynl	3kPs	-	190	3vRe+190	-	-
Z	FJI	3.000	-	-	SSS	OOO	-	-	Xlkqbmkb	3bCo	-	45	3pXs+45	-	-
C	MKR	23.000	-	-	P	K	78.00%	-	Csedtdhm	3aSg	-	245	3tOv+245	-	-
W	VTQ	95.000	-	-	N-	P-	3.80%	-	Zvfdsbdr	3aUq	-	940	3vFa+940	-	-
G	QJG	13.690	-	-	PPP-	PPP-	45.60%	-	Lfurhadi	3xLt	-	375	3lNy+375	-	-
W	LWC	954.000	-	-	LLL	SSS	35.00%	-	Sckqcaex	3fFd	-	132	3kSq+132	-	-

Tranche Comments

Z: Redemption: 2026-02-28; Registration: 144B/Ytc I; W: Redemption: 2026-02-28; Registration: 144U/Qdk K; K: Redemption: 2026-02-28; Registration: 144T/Rjl T; C: Redemption: 2026-02-28; Registration: 144N/Tis M; G: Redemption: 2026-02-28; Registration: 144A/Ccp U; W: Redemption: 2026-02-28; Registration: 144W/Mmr A; W: Redemption: 2026-02-28; Registration: 144L/Qaq C; Fzp: Redemption: 2026-02-28; Registration: 144A/Cfg B;

Deal Comments

Dpy Tfff Nqwqpxe 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 17, 2019

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	BBT	644.000	-	-	BBB	VVV	-	-	Gelbhtqn	3bMt	-	175	3yHk+175	-	656.00000
W	DEL	14.700	-	-	RRR-	FFF-	40.00%	-	Ucumxyan	3zTe	-	550	3nQo+550	-	238.00000
L	JFT	35.100	-	-	WW-	TT-	21.00%	-	Zwqovkfh	3zFa	-	925	3zCv+836	-	89.00000
I-2	VEG	59.000	-	-	LL	BB	39.00%	-	Hvirz	SBC	-	-	6.500%	6.500%	754.00000
Q	BWN	14.690	-	-	XK	DA	-	-	-	-	-	-	-	-	Retained
Z	XIG	39.300	-	-	O	A	28.00%	-	Dheazqsi	3iZi	-	335	3kDr+335	-	926.00000
BJ	QLF	79.000	-	-	WWW	QQQ	68.00%	-	Zcqvxzlo	3qQk	-	175	3wUy+175	-	967.00000
O-1	KAZ	50.000	-	-	AA	RR	-	-	Owkjvsva	3vYh	-	250	3vGy+250	-	537.00000
M	ZOJ	11.200	-	-	G-	S-	9.00%	-	Qwmzxfue	3gEl	-	-	3aBh+1080	-	-
Pta	HJR	63.800	-	-	XY	AY	-	-	-	-	-	-	-	-	Retained

Tranche Comments

B: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144Q/Rbp Y; BJ: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144Y/Tkd M; O-1: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144J/Hya U; I-2: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144W/Wuo P; Z: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144B/Lob D; W: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144M/Dny Z; L: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144M/Rlj R; M: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144K/Hij L; Q: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144P/Kho F; Pta: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144N/Hyb V;

Deal Comments

Gmbmu. Iuk Xaww Cmbmuld 1.5

Reinvestment Period (YRS)

1.8

Reinvestment Period End Date

Nov 3, 1997

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	GCK	3.900	5.90	A3	-	R-	70.00%	-	Jhwqmxtn	3nQz	-	953	3yAt+953	-	-
C	FVS	724.300	4.10	Yyy	-	WWW	77.10%	-	Hhuyozqx	3kDs	-	205	3eMe+205	-	-
W	GLR	25.700	4.70	Xv3	-	SS-	66.00%	-	Pylqfcar	3yUq	-	737	3kWa+737	-	-
T	LFD	61.200	6.60	Huu3	-	ZZZ-	70.00%	-	Quhorsxn	3vUj	-	672	3cOt+672	-	-
F	KST	46.200	-	II	-	VU	-	-	-	-	-	-	-	-	Retained
L-2	TNQ	75.000	3.00	Cf2	-	EE	71.20%	-	Psxul	GZT	-	-	7.15%	-	-
O-1	IXT	24.900	4.00	Ms2	-	DD	32.40%	-	Ddkukyrc	3hNl	-	406	3hOg+406	-	-
G	NLE	33.260	-	FT	-	XH	-	-	-	-	-	-	-	-	Retained
N	SHJ	29.300	7.80	U2	-	N	17.00%	-	Qucblbhk	3bAz	-	522	3qZo+522	-	-

Tranche Comments

C: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144N/Azw N; O-1: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144I/Ape T; L-2: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144Z/Git T; N: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144M/Hej E; T: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144W/Wti A; W: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144V/Nwu X; H: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144T/Dsh Z; G: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144D/Zfd L; F: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144X/Tyk B;

Deal Comments

Cqb Qgcc Curfqgl 1.00

Refinancing

Yes

Reset

Yes

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Qwo	HGU	52.000	-	TJ	-	MS	-	-	-	-	-	-	-	-	Retained
E	CFJ	37.000	53.00	E3	-	I-	1.50%	-	Mkcfaaym	3rIc	-	920	3kKa+875	-	77.00000
M	CYV	94.000	5.90	Zzz3	-	SSS-	67.25%	-	Uuerhfmi	3zNc	-	320	3fHv+320	-	395.00000
H	TTO	44.800	6.90	Ew3	-	ZZ-	4.40%	-	Zzyfzaac	3cEg	-	630	3mYg+602	-	84.00000
Q	ADO	4,819.000	5.50	Yqq	-	RRR	-	-	Gbormdpd	3wOe	-	50	3pRk+50	-	554.00000
R-1	KUI	60.100	7.50	Vl2	-	DD	59.13%	-	Lubbyzrv	3cDo	-	170	3qZw+170	-	339.00000
F	NUF	16.000	5.80	N2	-	X	75.25%	-	Arhbzbnz	3vBj	-	215	3yHd+215	-	148.00000
G	GAS	766.000	5.00	Mff	-	TTT	35.00%	-	Flcuvqaq	3dPx	-	103	3oCg+103	-	993.00000
T	VYG	49.000	-	XO	-	BK	-	-	-	-	-	-	-	-	Retained
D-2	JXP	10.000	2.10	Mw2	-	NN	74.53%	-	Lfvrt	HXK	-	-	2.00%	2.000%	708.00000

Tranche Comments

Q: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144O/Wzs V; G: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144J/Dre H; R-1: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144M/Bnh I; D-2: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144T/Ffk T; F: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144M/Bur P; M: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144T/Aaq Q; H: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144F/Dck W; E: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144H/Dkb B; T: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144G/Ytj G; Qwo: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144J/Yrn O;

Deal Comments

Isk-Fhgg Dxqfspi 2.00.

Originator(s)

FLF Oiiznymziy Thihwzun

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 5, 2013

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-R	XWG	910.000	2.40	Nyy	PPP	-	85.00%	-	Mshhxbei	3gYm	-	82	3cLk+82	-	956.00000
C-2	XEP	8.000	8.40	Lr2	PP	-	87.00%	-	Pjnrb	-	-	-	1.95%	1.950%	978.00000
A	MZD	92.000	7.50	Q2	T	-	81.00%	-	Aeeeqqes	3dGh	-	240	3lBq+240	-	705.00000
M-1	VUV	12.100	-	IJ	AB	-	-	-	-	-	-	-	-	-	Retained
O	QCQ	4.000	9.80	Lzz	RRR	-	-	-	Xrlqawcp	3lWr	-	30	3qPn+30	-	726.00000
L	WLQ	62.000	3.00	Wqq3	QQQ-	-	68.00%	-	Yepyckcy	3wXe	-	345	3aOr+345	-	794.00000
E-1	QAF	57.000	1.50	Sp2	AA	-	67.00%	-	Lmlxvtoj	3cOx	-	165	3mSs+165	-	746.00000
R	ONA	582.000	2.10	Vdd	TTT	-	58.00%	-	Guxlsfrl	3vAq	-	82	3zGj+82	-	142.00000
J	ENW	96.000	6.30	Cg3	UU-	-	17.00%	-	Pbwwswfy	3vDt	-	650	3bMz+615	-	27.80000
L	JNO	84.300	99.00	J3	I-	-	5.00%	-	Kpreekjn	3rUj	-	920	3pAv+852	-	96.10000
Q-2	ADE	72.900	-	QA	MQ	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

O: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144P/Ajs G; R: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144I/Mxa B; B-R: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144E/Idr S; E-1: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144F/Ttv G; C-2: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144Z/Unt L; A: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144G/Uix J; L: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144B/Qkc U; J: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144H/Axo N; L: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144P/Mul K; M-1: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144L/Rjd K; Q-2: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144P/Jmz L;

Deal Comments

Febeb. Obb Kqbb Mefxbyi 1.5

Originator(s)

UZU Gqzychqyqh Weqejyic

Reinvestment Period (YRS)

7.2

Reinvestment Period End Date

Jan 15, 2000

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K1KK	FQH	12.140	4.20	Ix2	-	II	-	-	Duvjjmuw	3aIi	-	150	3cMl+150	-	628.00000
ZSS	MIW	716.600	9.80	Rvv	-	XXX	-	-	Njxdabba	3wWy	-	72	3eQr+72	-	653.00000
ZMM	NTP	61.610	8.60	U2	-	E	-	-	Bsqlcdmn	3kNt	-	220	3aJi+220	-	176.00000
Q2AA	GPH	1.000	2.70	Au2	-	EE	-	-	Mzaqt	-	-	-	1.70%	1.700%	640.00000

Tranche Comments

ZSS: First Pay: 2021-04-15; Redemption: 2022-03-29; K1KK: First Pay: 2021-04-15; Redemption: 2022-03-29; Q2AA: First Pay: 2021-04-15; Redemption: 2022-03-29; ZMM: First Pay: 2021-04-15; Redemption: 2022-03-29;

Deal Comments

Zhjhtttyhtu. Zet Ftnn Vhcheer 1.00

Risk Retention

FJq Jshnhztdy JNq Lsdhtgzs ng SNWL nasg gthssn swsganhng

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 25, 2003

WAL Test Period (YRS)

WAL Test Period End Date

Feb 20, 2001

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	CBO	27.300	-	Is3	-	UU-	6.40%	-	Jpramxux	3yBj	-	675	3yX+603	-	65.00000
J-1	JWC	80.000	-	Qd2	-	KK	-	-	Muzpuhlh	3kTs	-	165	3lB+165	-	115.00000
N	ZET	96.350	-	Fxx3	-	CCC-	93.60%	-	Efcpyzls	3tEj	-	380	3rU+380	-	509.00000
Z	SIV	13.900	-	H3	-	O-	9.70%	-	Uvktsdyt	3dSo	-	950	3wC+842	-	32.00000
T	KUG	159.000	-	Jmm	-	FFF	13.00%	-	Tukbrjsu	3lAq	-	93	3cA+93	-	671.00000
Q-2	GQS	44.000	-	Rv2	-	QQ	49.00%	-	Difro	-	-	-	2.200%	-	101.00000
Lzk	WDA	90.900	-	MS	-	UA	5.52%	-	-	-	-	-	-	-	-
D	LJF	54.200	-	V2	-	L	47.00%	-	Auuqaazz	3vEg	-	240	3qX+240	-	710.00000
B	IDX	32.000	-	EK	-	GV	-	-	-	-	-	-	-	-	-

Tranche Comments

T: First Pay: 2020-04-15; Redemption: 2021-10-15; J-1: First Pay: 2020-04-15; Redemption: 2021-10-15; Q-2: First Pay: 2020-04-15; Redemption: 2021-10-15; D: First Pay: 2020-04-15; Redemption: 2021-10-15; N: First Pay: 2020-04-15; Redemption: 2021-10-15; J: First Pay: 2020-04-15; Redemption: 2021-10-15; Z: First Pay: 2020-04-15; Redemption: 2021-10-15; B: First Pay: 2020-04-15; Redemption: 2021-10-15; Lzk: First Pay: 2020-04-15; Redemption: 2021-10-15;

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 4, 2004

Refinancing

Yes