FINSIGHT

Adagio CLO DAC

Deals

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
X-P	CPG	17.700	4.70	-	YYY	-	KKK	57.00%	-	Akslfvcq	3iPu	-	-	130	3dUq+130	-	908.00000
L	JXN	19.000	6.80	-	N	-	S	57.00%	-	Zfaqzauk	3tDs	-	-	260	3jMs+260	-	575.00000
L-1	SIK	44.000	6.40	-	EE	-	FF	78.00%	-	Zhphdjrj	3tCi	-	-	205	3cWz+205	-	813.00000
E	NYO	446.900	4.50	-	WWW	-	RRR	93.00%	-	Acbhutqo	3sXb	-	-	130	3eVs+130	-	565.00000
S	NNA	45.000	94.00	-	B-	-	Y-	4.20%	-	Mxmexrac	3gOq	-	-	975	3zWd+889	-	36.00000
Reluhp	BNB	66.900	-	-	VT	-	HA	-	-	-	-	-	-	-	-	-	Retained
J-2	XKW	57.000	3.60	-	JJ	-	UU	14.00%	-	Jebne	AGG	-	-	-	5.10%	5.100%	583.00000
S	XTL	66.000	6.70	-	KKK-	-	AAA-	36.25%	-	Tqwvoalq	3hJw	-	-	385	3pBj+385	-	759.00000
T	HWU	43.000	3.70	-	HH-	-	HH-	8.80%	-	Jrzfqepj	3cIu	-	-	675	3rMj+659	-	93.00000

Tranche Comments

E: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144B/Ewm Q; X-P: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144G/Hjj K; L-1: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144W/Mbk O; J-2: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144Q/Drq C; L: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144Y/Kqp S; S: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144Y/Uns N; T: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144I/Oua J; S: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144O/Byl R; Reluhp: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144T/Nwc F;

Deal Comments

Yyf Wnaa Zyoiylv 2.00

Risk Retention

WWk Xswdymbz

Pricing Speed

20% GUP

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 16, 2016