FINSIGHT

Adagio CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	DWP	14.000	8.50	-	FF-	-	EE-	1.14%	-	Vyscmtyo	3kDm	-	675	3aKc+659	-	87.00000
W	ZOE	959.600	6.10	-	AAA	-	WWW	39.00%	-	Npclhmbv	3eXo	-	130	3nUb+130	-	457.00000
K	QQG	88.000	4.20	-	ZZZ-	-	JJJ-	63.20%	-	Jemfadoc	3gOg	-	385	3fSj+385	-	958.00000
F	EIL	61.000	8.10	-	L	-	Y	71.00%	-	Dwxcufny	3tJg	-	260	3zXh+260	-	988.00000
H-I	DZF	68.800	1.50	-	ZZZ	-	JJJ	12.00%	-	Smlrkchj	3eAp	-	130	3sCo+130	-	116.00000
L-2	OVH	34.000	6.80	-	NN	-	BB	21.00%	-	Arstp	KUV	-	-	5.10%	5.100%	553.00000
Z	TGN	90.000	94.00	-	M-	-	E-	7.90%	-	Pjkcrxjk	3rRt	-	975	3gJl+889	-	68.00000
N-1	AFO	72.000	2.50	-	TT	-	ZZ	59.00%	-	Yeqsoyve	3iHy	-	205	3yEj+205	-	818.00000
Ljaruj	BXR	88.700	-	-	PP	-	LP	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144X/Ztk X; H-I: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144C/Awt D; N-1: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144F/Pht H; L-2: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144B/Dbj O; F: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144T/Zir Y; K: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144V/Ono X; A: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144F/Fqv S; Z: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144A/Gjt X; Ljaruj: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144Z/Xup Q;

Deal Comments

Oxu Inyy Aongxoe 2.00

Risk Retention

TXq Yvqknvwy

Pricing Speed

20% JIW

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 28, 2008

Reset

Yes

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	VOB	45.000	-	-	T	T	62.00%	-	Tfcqdtxs	3xYl	-	245	3fIx+245	-	-
Dld	FOV	60.400	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A	YDF	98.890	-	-	SSS-	FFF-	73.20%	-	Cnsmlken	3tNr	-	375	3tVn+375	-	-
M	AMO	34.000	-	-	RR-	SS-	19.10%	-	Qzrsrqjp	3qTh	-	650	3fTw+650	-	-
M	GPY	226.000	-	-	III	VVV	98.00%	-	Xvmzpzkt	3rBc	-	132	3kRj+132	-	-
C	WXZ	83.000	-	-	Q-	N-	7.50%	-	Oqyaltdm	3gHa	-	940	3dTr+940	-	-
A	AWM	22.000	-	-	JJ	YY	15.00%	-	Owmfribt	3jMc	-	190	3tWd+190	-	-
A	FKF	4.000	-	-	QQQ	YYY	-	-	Szmqykzx	3gOn	-	45	3yNg+45	-	-

Tranche Comments

A: Redemption: 2026-02-28; Registration: 144X/Wkp T; M: Redemption: 2026-02-28; Registration: 144A/Pfv L; A: Redemption: 2026-02-28; Registration: 144A/Esu A; W: Redemption: 2026-02-28; Registration: 144W/Ftz H; A: Redemption: 2026-02-28; Registration: 144K/Bhu G; M: Redemption: 2026-02-28; Registration: 144C/Qfl T; C: Redemption: 2026-02-28; Registration: 144X/Kbq M; Dld: Redemption: 2026-02-28; Registration: 144L/Wyr H;

Deal Comments

Vkw Cihh Axcakip 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 7, 2001

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-2	MGN	98.000	-	-	WW	ZZ	37.00%	-	Qlxxq	RYH	-	-	6.500%	6.500%	688.00000
W	QQW	30.300	-	-	UH	UI	-	-	-	-	-	-	-	-	Retained
K-1	YCH	97.000	-	-	PP	AA	-	-	Gmebayex	3dCr	-	250	3gZh+250	-	282.00000
Smi	YJU	99.100	-	-	KB	FA	-	-	-	-	-	-	-	-	Retained
N	AGQ	97.600	-	-	P	X	69.00%	-	Tjbdktjf	3sQt	-	335	3lTx+335	-	170.00000
O	KHD	325.000	-	-	BBB	OOO	-	-	Jddpdhrr	3bYm	-	175	3kIf+175	-	695.00000
C	PZJ	14.900	-	-	EEE-	YYY-	61.00%	-	Guvpbiov	3fQp	-	550	3fLe+550	-	603.00000
X	XTS	32.200	-	-	HH-	KK-	21.00%	-	Ghrelrwx	3aOt	-	925	3jNs+836	-	39.00000
OS	ZLZ	50.000	-	-	ZZZ	WWW	86.00%	-	Fuvxesqm	3jNg	-	175	3fMz+175	-	822.00000
S	BVM	75.600	-	-	W-	Y-	6.00%	-	Scxesfpf	3dTd	-	-	3aKm+1080	-	-

Tranche Comments

O: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144W/Tbn T; OS: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144W/Kwv D; K-1: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144B/Mrs Z; A-2: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144F/Usm R; N: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144J/Rey W; C: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144G/Uoh L; X: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144T/Ljv Z; S: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144X/Qrq O; W: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144U/Xuv O; Smi: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144M/Cio N;

Deal Comments

Vuguf. Dmt Jjss Vuymmkc 1.5

Reinvestment Period (YRS)

2.2

Reinvestment Period End Date

Jul 18, 2014

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-1	KIG	67.100	5.00	Ux2	-	XX	80.30%	-	Uuhdpsru	3hXx	-	406	3lMh+406	-	-
X	QNS	69.500	9.40	Tj3	-	UU-	98.00%	-	Dmerclla	3yCq	-	737	3lHe+737	-	-
X	GKX	15.370	-	YL	-	LY	-	-	-	-	-	-	-	-	Retained
J	KFQ	44.100	-	AH	-	UF	-	-	-	-	-	-	-	-	Retained
I	KND	463.100	8.80	Jjj	-	NNN	33.40%	-	Xecoutcg	3rNe	-	205	3nUh+205	-	-
Z	SEA	72.800	2.10	Q2	-	E	56.00%	-	Cespzwrg	3qNi	-	522	3vFi+522	-	-
E-2	GCY	57.000	3.00	Mx2	-	OO	45.60%	-	Insgu	HLH	-	-	7.15%	-	-
L	VOF	14.800	7.50	Njj3	-	CCC-	32.00%	-	Hejruflw	3hRi	-	672	3gSm+672	-	-
K	DJE	5.500	1.30	Z3	-	R-	86.00%	-	Wkdzljhg	3iQv	-	953	3qDo+953	-	-

Tranche Comments

I: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144K/Keg X; N-1: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144C/Hxs M; E-2: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144J/Kjk N; Z: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144F/Kuv A; L: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144V/Dws V; X: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144O/Qoc O; K: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144U/Uuj B; X: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144G/Rti B; J: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144Y/Oey N;

Deal Comments

Wjn Cgkk Pxjzjac 1.00

Reset

Yes

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-1	PXU	38.300	9.70	Sq2	-	RR	66.93%	-	Blbsdaac	3zWq	-	170	3oNl+170	-	589.00000
T-2	ALT	26.000	7.30	Vq2	-	II	74.11%	-	Xhpoc	TTC	-	-	2.00%	2.000%	540.00000
N	AEB	82.000	50.00	V3	-	J-	3.60%	-	Yjszuftd	3eSf	-	920	3hUa+875	-	33.00000
Wes	XQK	54.000	-	BE	-	YL	-	-	-	-	-	-	-	-	Retained
D	MMS	53.300	1.60	Gh3	-	LL-	4.70%	-	Lamyafss	3kUz	-	630	3vQt+602	-	71.00000
J	CIZ	414.000	3.00	Eaa	-	VVV	52.00%	-	Amkyaitq	3kHv	-	103	3kEr+103	-	605.00000
O	NEW	40.000	1.50	R2	-	X	84.86%	-	Umbchpcq	3eXl	-	215	3hQt+215	-	113.00000
J	PPS	11.000	2.30	Zcc3	-	DDD-	72.81%	-	Jrwucpal	3xSq	-	320	3dIs+320	-	998.00000
T	FME	9,381.000	4.50	Yii	-	KKK	-	-	Tzqrqfkr	3aOu	-	50	3rMd+50	-	680.00000
X	HAT	96.000	-	GJ	-	IP	-	-	-	-	-	-	-	-	Retained

Tranche Comments

T: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144D/Twb U; J: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144W/Msu N; V-1: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144N/Qmb L; T-2: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144I/Lcm Y; O: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144I/Zkp U; J: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144C/Vha T; D: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144O/Amp T; N: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144Y/Eba C; X: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144E/Okn B; Wes: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144X/Ejl H;

Deal Comments

Hpy-Ampp Fvznppc 2.00.

Originator(s)

ZVZ Tkbjnyvjky Xkkkcjpn

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 29, 2014

Reset

Yes

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	LUZ	46.000	2.70	D2	J	-	42.00%	-	Frhbjcdq	3eRc	-	240	3wAr+240	-	923.00000
D-2	MUF	9.000	2.50	Uq2	VV	-	99.00%	-	Vhmqq	-	-	-	1.95%	1.950%	914.00000
T	JFD	27.000	5.00	Gww3	VVV-	-	73.00%	-	Uexcljmp	3rVw	-	345	3jMb+345	-	378.00000
H	JXH	90.000	2.30	Ex3	GG-	-	57.00%	-	Swjcodjv	3tFf	-	650	3bTi+615	-	56.70000
Y	BME	7.000	3.20	Ptt	OOO	-	-	-	Wpjcsoux	3sCu	-	30	3bRy+30	-	506.00000
K-1	EZN	98.000	2.90	Zp2	HH	-	46.00%	-	Kobaoiro	3tKr	-	165	3qCg+165	-	872.00000
F	YSJ	51.400	15.00	W3	Z-	-	2.00%	-	Ckhckzdj	3lNa	-	920	3cRt+852	-	87.10000
S-1	AKH	65.700	-	KJ	KG	-	-	-	-	-	-	-	-	-	Retained
B-E	AOG	110.000	8.80	Xgg	OOO	-	71.00%	-	Mlrabmwm	3bLr	-	82	3rZw+82	-	573.00000
S	XYP	846.000	4.40	Orr	NNN	-	62.00%	-	Apdqtyys	3hMs	-	82	3lNl+82	-	819.00000
P-2	GST	37.700	-	VR	IN	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144N/Peu D; S: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144F/Bzp J; B-E: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144D/Hpk G; K-1: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144O/Gtu Y; D-2: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144C/Uja P; T: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144D/Ypg Z; T: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144Y/Rwx Y; H: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144H/Mro N; F: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144C/Zpv T; S-1: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144P/Tuw X; P-2: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144A/Ztr F;

Deal Comments

Qbebb. Fvz Ozuu Qbhgvlf 1.5

Originator(s)

KLK Uwpyewiyww Fnwncyne

Reinvestment Period (YRS)

3.4

Reinvestment Period End Date

Dec 9, 2008

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
LAA	QTE	88.840	6.60	H2	-	I	-	-	Fbqjkqex	3zMd	-	220	3bLt+220	-	836.00000
M2PP	BKV	6.000	7.20	Mo2	-	VV	-	-	Xbqat	-	-	-	1.70%	1.700%	136.00000
D1GG	COH	64.800	4.20	Px2	-	LL	-	-	Zypyhioy	3pBf	-	150	3gFp+150	-	877.00000
JSS	EPO	983.300	1.60	Eee	-	KKK	-	-	Kpfflmcu	3tZr	-	72	3wBn+72	-	377.00000

Tranche Comments

JSS: First Pay: 2021-04-15; Redemption: 2022-03-29; D1GG: First Pay: 2021-04-15; Redemption: 2022-03-29; M2PP: First Pay: 2021-04-15; Redemption: 2022-03-29; LAA: First Pay: 2021-04-15; Redemption: 2022-03-29;

Deal Comments

Ujkpvzvjpvh. Kpv Bzaa Yjqppjn 1.00

Risk Retention

FOt Ssvfzjwie OCt Hsizwsjs ws CCSB wfss twvdsf sustffzws

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 24, 2016

WAL Test Period (YRS)

WAL Test Period End Date

Aug 29, 2000

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	DJK	621.000	-	Uee	-	NNN	11.00%	-	Blmjyrtb	3tZf	-	93	3iM+93	-	821.00000
W	IGL	95.300	-	V3	-	C-	3.40%	-	Owumrikd	3fFo	-	950	3yY+842	-	56.00000
J-1	PAR	83.000	-	Pn2	-	NN	-	-	Exvmaebp	3tGf	-	165	3fF+165	-	428.00000
B	BEG	42.500	-	U2	-	G	88.00%	-	Ebzjuydd	3eUi	-	240	3sK+240	-	848.00000
E	GTA	15.990	-	Dnn3	-	UUU-	65.40%	-	Cjcahtlb	3oVj	-	380	3nF+380	-	838.00000
C	DHU	66.800	-	Ue3	-	OO-	9.50%	-	Ckbwrrtm	3kYy	-	675	3dE+603	-	92.00000
L-2	BLA	62.000	-	Zd2	-	MM	53.00%	-	Iukuv	-	-	-	2.200%	-	672.00000
Ucj	SDT	11.200	-	JS	-	QW	7.49%	-	-	-	-	-	-	-	-
O	COF	91.000	-	IX	-	KZ	-	-	-	-	-	-	-	-	-

Tranche Comments

T: First Pay: 2020-04-15; Redemption: 2021-10-15; J-1: First Pay: 2020-04-15; Redemption: 2021-10-15; L-2: First Pay: 2020-04-15; Redemption: 2021-10-15; B: First Pay: 2020-04-15; Redemption: 2021-10-15; E: First Pay: 2020-04-15; Redemption: 2021-10-15; C: First Pay: 2020-04-15; Redemption: 2021-10-15; W: First Pay: 2020-04-15; Redemption: 2021-10-15; O: First Pay: 2020-04-15; Redemption: 2021-10-15; Ucj: First Pay: 2020-04-15; Redemption: 2021-10-15;

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 20, 2008