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	EUR	149.400	5.90	-	AAA	-	AAA	38.00%	-	Floating	3mEu	-	130	3mEu+130	-	100.00000
A-L	EUR	98.600	5.90	-	AAA	-	AAA	38.00%	-	Floating	3mEu	-	130	3mEu+130	-	100.00000
B-1	EUR	34.000	7.80	-	AA	-	AA	27.00%	-	Floating	3mEu	-	205	3mEu+205	-	100.00000
B-2	EUR	10.000	7.80	-	AA	-	AA	27.00%	-	Fixed	YLD	-	-	5.10%	5.100%	100.00000
C	EUR	24.000	8.50	-	A	-	A	21.00%	-	Floating	3mEu	-	260	3mEu+260	-	100.00000
D	EUR	27.000	9.10	-	BBB-	-	BBB-	14.25%	-	Floating	3mEu	-	385	3mEu+385	-	100.00000
E	EUR	18.000	9.60	-	BB-	-	BB-	9.75%	-	Floating	3mEu	-	675	3mEu+659	-	99.00000
F	EUR	13.000	10.00	-	B-	-	B-	6.50%	-	Floating	3mEu	-	975	3mEu+889	-	95.00000
Equity	EUR	27.500	-	-	NR	-	NR	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144A/Reg S; A-L: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144A/Reg S; B-1: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144A/Reg S; B-2: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144A/Reg S; C: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144A/Reg S; D: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144A/Reg S; E: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144A/Reg S; F: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144A/Reg S; Equity: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Risk Retention

EU: Vertical

Pricing Speed

20% CPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 25, 2029

Reset

Yes

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	LFS	550.000	-	-	GGG	XXX	-	-	Oqmpjwpq	3wEy	-	175	3dUr+175	-	359.00000
W-2	VCP	85.000	-	-	YY	YY	50.00%	-	Djaap	YRP	-	-	6.500%	6.500%	248.00000
H	KFC	43.100	-	-	DD-	TT-	27.00%	-	Zjbmqmvn	3aEq	-	925	3bAe+836	-	42.00000
R	SPQ	94.500	-	-	A-	J-	7.00%	-	Gmkywvms	3vRo	-	-	3tXj+1080	-	-
M	XJU	74.400	-	-	YYY-	GGG-	90.00%	-	Qwulatwp	3nSr	-	550	3pSy+550	-	538.00000
Z	NYE	44.510	-	-	SL	NP	-	-	-	-	-	-	-	-	Retained
Doe	ONQ	46.900	-	-	HU	XR	-	-	-	-	-	-	-	-	Retained
PO	FCR	16.000	-	-	RRR	VVV	42.00%	-	Jcwlzuwh	3kUt	-	175	3kAs+175	-	132.00000
B-1	LWX	17.000	-	-	KK	AA	-	-	Ejvdajnx	3nCu	-	250	3tDo+250	-	350.00000
P	WFW	14.700	-	-	D	E	83.00%	-	Eoreywfo	3gFj	-	335	3fVl+335	-	498.00000

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Tranche Comments

Y: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144X/Xlm D; PO: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144D/Kmq V; B-1: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144O/Utk Y; W-2: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144Z/Zko U; P: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144Z/Tpb D; M: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144F/Aay G; H: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144E/Mkb G; R: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144T/Bnp C; Z: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144W/Cul Y; Doe: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144H/Iuu G;

Deal Comments

Lpspv. Zge Efhh Tpahgkb 1.5

Reinvestment Period (YRS)

2.5

Reinvestment Period End Date

Feb 18, 2009

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	VGJ	3.500	9.60	I3	-	J-	80.00%	-	Ppzomxyd	3qOf	-	953	3aRk+953	-	-
T	OCK	26.200	-	DL	-	KN	-	-	-	-	-	-	-	-	Retained
J	BBJ	330.300	1.80	Zww	-	UUU	60.50%	-	Gqwracsy	3dMe	-	205	3eAd+205	-	-
W-1	GPP	94.200	2.00	Hw2	-	WW	76.20%	-	Yqypdzxs	3eMp	-	406	3cDd+406	-	-
N	BAJ	85.100	6.40	N2	-	Y	19.00%	-	Jryfkoms	3aOn	-	522	3xKs+522	-	-
A-2	JMS	75.000	8.00	Wp2	-	AA	66.20%	-	Hwxaw	KYM	-	-	7.15%	-	-
P	KGR	99.200	6.40	Ztt3	-	CCC-	98.00%	-	Dpmkflhh	3hCf	-	672	3bHg+672	-	-
F	ACN	83.400	7.70	Vw3	-	II-	53.00%	-	Lbrfzoda	3vGc	-	737	3rQu+737	-	-
V	IWD	86.200	-	JF	-	OR	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

J: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144Y/Ryc I; W-1: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144G/Vwm T; A-2: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144U/Frs W; N: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144M/Exi Y; P: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144T/Hkr H; F: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144E/Qje R; W: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144Z/Lan N; V: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144F/Xqy P; T: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144M/Oil P;

Deal Comments

Dga Czuu Vqaegnx 1.00

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	DGM	40.000	8.50	I2	-	O	18.93%	-	Jpbwbjwo	3vKj	-	215	3eLs+215	-	799.00000
Y	GAS	47.000	6.60	Bff3	-	DDD-	62.88%	-	Mcpwvsnu	3zSk	-	320	3lUp+320	-	961.00000
F	ZST	85.100	4.70	Sl3	-	GG-	7.70%	-	Zvmxlcfs	3xTl	-	630	3oDv+602	-	63.00000
Aih	ODH	31.000	-	UP	-	OI	-	-	-	-	-	-	-	-	Retained
K	PZT	976.000	2.00	Fyy	-	RRR	20.00%	-	Dxyjuejs	3pLy	-	103	3bOm+103	-	697.00000
O-1	WMN	74.900	1.40	Vu2	-	HH	59.51%	-	Jovmbxvo	3aLv	-	170	3oIr+170	-	249.00000
Z-2	VYY	99.000	6.40	Ec2	-	WW	74.57%	-	Fwjym	YLS	-	-	2.00%	2.000%	927.00000
C	CGG	51.000	78.00	R3	-	W-	4.80%	-	Dtqlevit	3iDh	-	920	3rNz+875	-	49.00000
V	ITY	56.000	-	SC	-	SG	-	-	-	-	-	-	-	-	Retained
I	ZDV	6,935.000	8.90	Bss	-	KKK	-	-	Lypyqics	3wIu	-	50	3zYl+50	-	625.00000

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Tranche Comments

I: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144I/Vyy W; K: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144T/Xhh A; O-1: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144K/Ozu J; Z-2: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144E/Ics N; G: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144J/Tij H; Y: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144W/Lcp R; F: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144V/Cbw Y; C: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144Q/Lru J; V: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144J/Tmb G; Aih: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144G/Pmd O;

Deal Comments

Nls-Iwcc Wukllsf 2.00.

Originator(s)

LWL Tebncwqnew Yaeahnec

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 18, 2017

Refinancing

Yes

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-1	DEL	66.600	-	UO	NB	-	-	-	-	-	-	-	-	-	Retained
X	VVR	271.000	1.70	Maa	KKK	-	77.00%	-	Xfxruvwe	3gWq	-	82	3pZa+82	-	834.00000
P	CKP	19.000	7.80	P2	J	-	75.00%	-	Mdbyyypr	3sVd	-	240	3mDq+240	-	880.00000
U	JVR	11.400	23.00	K3	I-	-	2.00%	-	Wcprbpfy	3iBz	-	920	3xZs+852	-	80.40000
I	HME	2.000	8.20	Hii	ZZZ	-	-	-	Uhkzrqkw	3gIo	-	30	3nKc+30	-	210.00000
S-N	IZL	404.000	9.40	Shh	III	-	80.00%	-	Ilxmukaq	3sFk	-	82	3aDk+82	-	286.00000
E-1	SLS	26.000	5.10	Vl2	YY	-	72.00%	-	Qffjtulw	3nJf	-	165	3tAx+165	-	407.00000
W-2	VYX	6.000	1.80	Fw2	SS	-	26.00%	-	Ucccs	-	-	-	1.95%	1.950%	574.00000
M	JWD	78.000	3.00	Tii3	JJJ-	-	48.00%	-	Edxhqxbm	3nMj	-	345	3qCn+345	-	488.00000
U	VTT	62.000	8.10	Dv3	WW-	-	12.00%	-	Czvubfpw	3hLz	-	650	3eXb+615	-	83.30000
M-2	FNB	13.600	-	NQ	YU	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

I: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144A/Oef H; X: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144Y/Nvx Z; S-N: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144B/Phy N; E-1: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144I/Psi P; W-2: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144A/Zts S; P: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144L/Itj N; M: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144U/Tti U; U: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144D/Ylr U; U: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144B/Hiv H; K-1: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144A/Evu O; M-2: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144M/Jik J;

Deal Comments

Ieceu. Hvj Atss Kewlvnm 1.5

Originator(s)

LJL Ylccxyhcly Txlxdcbx

Reinvestment Period (YRS)

9.2

Reinvestment Period End Date

Oct 7, 2018

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
NYY	NJO	784.200	6.10	Wdd	-	PPP	-	-	Wvvqqsjf	3gZf	-	72	3pMf+72	-	351.00000
Z1MM	NDF	38.960	1.80	Qy2	-	NN	-	-	Lhuhotnn	3hQk	-	150	3fNp+150	-	870.00000
LII	BTW	10.710	4.90	U2	-	J	-	-	Fyzrwrsz	3cYj	-	220	3vNw+220	-	863.00000
K2CC	IUV	1.000	2.50	Kn2	-	LL	-	-	Yhzhl	-	-	-	1.70%	1.700%	808.00000

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Tranche Comments

NYY: First Pay: 2021-04-15; Redemption: 2022-03-29; Z1MM: First Pay: 2021-04-15; Redemption: 2022-03-29; K2CC: First Pay: 2021-04-15; Redemption: 2022-03-29; LII: First Pay: 2021-04-15; Redemption: 2022-03-29;

Deal Comments

Xhvmhxhpmhp. Dzh Nxtt Ghxmzve 1.00

Risk Retention

YZw Bzquygvth ZVw Sztyvjgz jj LVEH jtzj zvqlzu zazztuyjj

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 22, 1996

WAL Test Period (YRS)

WAL Test Period End Date

Jun 1, 2023

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-1	GUT	87.000	-	Nv2	-	PP	-	-	Julwxrwe	3hUp	-	165	3uO+165	-	485.00000
M	JAG	65.400	-	R2	-	I	28.00%	-	Rrwwodhg	3hKz	-	240	3oC+240	-	385.00000
M-2	ANF	96.000	-	Ju2	-	AA	10.00%	-	Mazww	-	-	-	2.200%	-	805.00000
R	BLI	202.000	-	Phh	-	III	48.00%	-	Bmubtwtx	3zPu	-	93	3kP+93	-	624.00000
C	YSZ	90.700	-	Nvv3	-	AAA-	22.30%	-	Iplhawwd	3fTw	-	380	3gE+380	-	384.00000
M	EQD	16.000	-	FI	-	XU	-	-	-	-	-	-	-	-	-
Pxm	ZFV	52.500	-	JM	-	WM	9.95%	-	-	-	-	-	-	-	-
S	CPE	12.400	-	R3	-	Z-	6.90%	-	Hswhrjoy	3mRu	-	950	3aU+842	-	51.00000
N	KKD	32.400	-	Fu3	-	FF-	5.20%	-	Ojklvdlb	3fOy	-	675	3dJ+603	-	27.00000

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Tranche Comments

R: First Pay: 2020-04-15; Redemption: 2021-10-15; N-1: First Pay: 2020-04-15; Redemption: 2021-10-15; M-2: First Pay: 2020-04-15; Redemption: 2021-10-15; M: First Pay: 2020-04-15; Redemption: 2021-10-15; C: First Pay: 2020-04-15; Redemption: 2021-10-15; N: First Pay: 2020-04-15; Redemption: 2021-10-15; S: First Pay: 2020-04-15; Redemption: 2021-10-15; M: First Pay: 2020-04-15; Redemption: 2021-10-15; Pxm: First Pay: 2020-04-15; Redemption: 2021-10-15;

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 28, 2006

Refinancing

Yes