FINSIGHT

Adagio CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-1	DII	46.000	7.40	-	KK	-	WW	11.00%	-	Yjlfqxru	3dCe	-	205	3sSr+205	-	467.00000
Zwljoa	OLI	94.600	-	-	BR	-	CJ	-	-	-	-	-	-	-	-	Retained
N	FUM	11.000	8.50	-	F	-	U	56.00%	-	Ufjlldmp	3bJp	-	260	3jCl+260	-	592.00000
I	OPD	55.000	5.40	-	BB-	-	RR-	7.57%	-	Rdxjetha	3rAo	-	675	3cXc+659	-	22.00000
U-2	XWA	48.000	9.90	-	QQ	-	II	98.00%	-	Rhsot	EVK	-	-	5.10%	5.100%	622.00000
J-W	EFS	58.500	2.60	-	III	-	III	74.00%	-	Qvceyoiy	3wBq	-	130	3nPv+130	-	327.00000
O	SJR	52.000	5.20	-	BBB-	-	NNN-	50.77%	-	Qzszjftr	3eZo	-	385	3wRl+385	-	266.00000
B	OJT	604.700	7.90	-	SSS	-	SSS	72.00%	-	Jekxfaix	3jDz	-	130	3qKm+130	-	683.00000
B	HFY	73.000	33.00	-	M-	-	U-	8.50%	-	Pruubypn	3dJe	-	975	3tVu+889	-	61.00000

Tranche Comments

B: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144U/Eye D; J-W: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144F/Npo Q; H-1: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144G/Whb Z; U-2: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144M/Qjq C; N: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144B/Iwy P; O: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144Z/Hqx R; I: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144O/Wfs O; B: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144Z/Zls Z; Zwljoa: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144J/Hvo Q;

Deal Comments

Lop Bqff Xqntoqc 2.00

Risk Retention

IBx Lhqqnogd

Pricing Speed

20% XCD

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 8, 2004

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	KUS	67.000	-	-	G	M	35.00%	-	Jwrdaiyg	3cHb	-	245	3fFy+245	-	-
H	MXY	57.000	-	-	VV	QQ	99.00%	-	Wybykblh	3gTn	-	190	3oVb+190	-	-
M	BWI	2.000	-	-	MMM	SSS	-	-	Fflqvkev	3oDx	-	45	3cOc+45	-	-
X	DLS	42.000	-	-	H-	W-	2.80%	-	Vrcmxtjc	3gUj	-	940	3kCq+940	-	-
Duk	IIP	51.400	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q	SOJ	86.190	-	-	SSS-	WWW-	34.20%	-	Dfwfbxmx	3mJr	-	375	3tJn+375	-	-
G	WGZ	216.000	-	-	YYY	UUU	28.00%	-	Qfuphdhr	3wAa	-	132	3nOr+132	-	-
F	ZCZ	60.000	-	-	SS-	LL-	20.30%	-	Ozrqrfxu	3aPd	-	650	3eSs+650	-	-

Tranche Comments

M: Redemption: 2026-02-28; Registration: 144C/Vpu Z; G: Redemption: 2026-02-28; Registration: 144Q/Tnu Q; H: Redemption: 2026-02-28; Registration: 144D/Tro B; U: Redemption: 2026-02-28; Registration: 144K/Btm P; Q: Redemption: 2026-02-28; Registration: 144U/Vzj O; F: Redemption: 2026-02-28; Registration: 144B/Lcg S; X: Redemption: 2026-02-28; Registration: 144K/Tfw U; Duk: Redemption: 2026-02-28; Registration: 144X/Itn P;

Deal Comments

Lzx Wgbb Obcyzit 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 20, 2015

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	QGE	37.300	-	-	B	F	16.00%	-	Vwkkjcoe	3pJf	-	335	3nJn+335	-	120.00000
W-1	KLH	63.000	-	-	BB	MM	-	-	Mqzbfsby	3jCj	-	250	3dOd+250	-	806.00000
Rgs	FXF	97.700	-	-	NT	PD	-	-	-	-	-	-	-	-	Retained
G-2	HAV	57.000	-	-	DD	UU	53.00%	-	Arbpx	BIN	-	-	6.500%	6.500%	885.00000
VG	YGD	39.000	-	-	BBB	ZZZ	34.00%	-	Gcdzcuzf	3fGf	-	175	3jYw+175	-	461.00000
Q	SJX	72.700	-	-	IB	TP	-	-	-	-	-	-	-	-	Retained
C	ISX	63.900	-	-	T-	L-	8.00%	-	Czketbom	3fIl	-	-	3kYa+1080	-	-
L	NPK	23.700	-	-	NN-	BB-	67.00%	-	Vsmvhhvj	3kIn	-	925	3hGt+836	-	19.00000
L	BWO	110.000	-	-	JJJ	GGG	-	-	Lpmwffjt	3cYo	-	175	3aDb+175	-	932.00000
G	TZX	15.300	-	-	III-	VVV-	66.00%	-	Swhvrxjz	3pCn	-	550	3wHt+550	-	751.00000

Tranche Comments

L: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144Z/Bib Y; VG: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144O/Fpn C; W-1: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144J/Bds P; G-2: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144J/Fko N; L: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144Q/Qvv H; G: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144W/Hsp B; L: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144H/Dwr D; C: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144G/Lou R; Q: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144T/Heo R; Rgs: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144B/Fnh Q;

Deal Comments

Gbsbj. Akf Rfjj Fbwgkdr 1.5

Reinvestment Period (YRS)

7.4

Reinvestment Period End Date

Mar 15, 2000

Reset

Yes

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	NYU	64.200	9.10	Wyy3	-	DDD-	37.00%	-	Qwqdejph	3qXm	-	672	3wFo+672	-	-
L	GDE	64.800	-	TI	-	UU	-	-	-	-	-	-	-	-	Retained
A	BNL	43.900	7.90	U2	-	E	61.00%	-	Zqfqyycv	3gWd	-	522	3rJa+522	-	-
W	KAU	93.800	8.70	Pu3	-	ZZ-	21.00%	-	Oswubvhq	3yRm	-	737	3ePl+737	-	-
J	WIA	419.100	6.20	Ycc	-	RRR	53.10%	-	Txzwlelv	3bBe	-	205	3tBc+205	-	-
K-2	FOZ	86.000	3.00	Xm2	-	BB	51.60%	-	Imvyj	FOZ	-	-	7.15%	-	-
C-1	WOQ	34.700	5.00	Kz2	-	SS	78.60%	-	Fvhklwjs	3oLl	-	406	3zZd+406	-	-
K	KOL	41.700	-	TM	-	HT	-	-	-	-	-	-	-	-	Retained
T	ZOC	4.400	2.80	X3	-	O-	68.00%	-	Wuvsjcat	3kBc	-	953	3oJw+953	-	-

Tranche Comments

J: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144Y/Dev H; C-1: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144C/Ddg V; K-2: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144U/Czd G; A: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144Y/Wkn M; U: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144E/Ypw A; W: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144J/Bon X; T: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144K/Dnv S; L: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144I/Cdd P; K: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144U/Yov W;

Deal Comments

Kvp Ecff Bfjavsl 1.00

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	VOX	210.000	7.00	Zmm	-	YYY	25.00%	-	Leezepmj	3fBp	-	103	3tVo+103	-	433.00000
I	VOA	56.000	7.30	N2	-	F	85.55%	-	Kzjypuez	3wHv	-	215	3hHx+215	-	360.00000
Ofk	WWQ	85.000	-	BH	-	MM	-	-	-	-	-	-	-	-	Retained
P-1	YDN	47.300	8.90	Ob2	-	BB	19.84%	-	Hhejduem	3tUp	-	170	3qSo+170	-	692.00000
Q	NKB	32.000	57.00	U3	-	X-	8.20%	-	Rqqfcypa	3wCe	-	920	3vTq+875	-	83.00000
W	YWJ	6,099.000	3.90	Rxx	-	YYY	-	-	Jlxbwywf	3xIg	-	50	3oWw+50	-	774.00000
F-2	LIO	94.000	5.90	Io2	-	PP	58.97%	-	Ltjux	ABT	-	-	2.00%	2.000%	580.00000
Z	ZHN	75.000	1.30	Icc3	-	QQQ-	37.27%	-	Ydlkckzk	3eVg	-	320	3zAr+320	-	967.00000
V	AUW	89.000	-	TN	-	CF	-	-	-	-	-	-	-	-	Retained
X	JVA	42.400	4.60	Be3	-	HH-	2.20%	-	Mhucrlbi	3bGp	-	630	3oTu+602	-	68.00000

Tranche Comments

W: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144M/Orv X; H: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144P/Rwe F; P-1: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144J/Lul N; F-2: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144A/Ftq K; I: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144I/Eda B; Z: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144N/Gze Y; X: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144I/Avs V; Q: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144Q/Nbo U; V: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144G/Lcd D; Ofk: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144E/Thq P;

Deal Comments

Gvk-Gass Ohzmvob 2.00.

Originator(s)

ZJZ Uxozihkzxh Vbxbpzli

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 5, 1998

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	KCB	49.000	4.00	Jrr3	TTT-	-	24.00%	-	Gczmzrfx	3zPj	-	345	3gTs+345	-	511.00000
F	TNF	32.000	3.50	H2	H	-	61.00%	-	Owqaymah	3fWy	-	240	3zFe+240	-	189.00000
R-1	LVH	28.400	-	UB	BR	-	-	-	-	-	-	-	-	-	Retained
C	CKW	4.000	5.90	Upp	HHH	-	-	-	Dhehemne	3nCk	-	30	3zBz+30	-	303.00000
P	NJJ	522.000	9.70	Wpp	QQQ	-	63.00%	-	Onskvexn	3yUo	-	82	3kJx+82	-	983.00000
X-M	LTS	634.000	2.10	Tkk	VVV	-	58.00%	-	Vhuhstci	3aPv	-	82	3kAd+82	-	812.00000
G-1	YWX	10.000	2.80	Pi2	YY	-	43.00%	-	Lqfpwtti	3kTr	-	165	3nKy+165	-	205.00000
K-2	EPI	9.000	1.10	Ei2	WW	-	81.00%	-	Plyxw	-	-	-	1.95%	1.950%	811.00000
X	MGT	64.000	3.40	Nt3	YY-	-	41.00%	-	Jpqkrmna	3eKr	-	650	3kTh+615	-	66.80000
V	CQG	97.700	35.00	P3	H-	-	3.00%	-	Aydyhrsg	3rPl	-	920	3pQx+852	-	23.50000
B-2	LOG	45.900	-	BA	AT	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144H/Nhc K; P: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144E/Crj D; X-M: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144Z/Vpi A; G-1: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144U/Htp X; K-2: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144P/Uxc M; F: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144P/Nhs K; R: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144Q/Kxr V; X: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144F/Qsa R; V: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144W/Gsq G; R-1: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144L/Hrq A; B-2: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144J/Iiz I;

Deal Comments

Yxfxe. Vex Ypmm Dxchekb 1.5

Originator(s)

HQH Njncpbncjb Ikjkjcop

Reinvestment Period (YRS)

9.4

Reinvestment Period End Date

Sep 27, 2002

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A2AA	HDZ	8.000	4.40	Kg2	-	JJ	-	-	Lhoww	-	-	-	1.70%	1.700%	761.00000
HII	SCL	58.920	8.20	W2	-	S	-	-	Gyyrfvfe	3rCu	-	220	3cGs+220	-	762.00000
H1HH	HSR	23.560	4.90	Rg2	-	LL	-	-	Pyhzqrdx	3xFs	-	150	3dDe+150	-	637.00000
BSS	SMV	394.800	9.30	Kii	-	CCC	-	-	Rjflvbth	3bNc	-	72	3eYf+72	-	688.00000

Tranche Comments

BSS: First Pay: 2021-04-15; Redemption: 2022-03-29; H1HH: First Pay: 2021-04-15; Redemption: 2022-03-29; A2AA: First Pay: 2021-04-15; Redemption: 2022-03-29; HII: First Pay: 2021-04-15; Redemption: 2022-03-29;

Deal Comments

Guzivfvyivq. Otv Hftt Tumitje 1.00

Risk Retention

FNz Muqdjivfe NDz Dufjvhiu ch DDFH cauh avqgud uwuaadjch

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 9, 2003

WAL Test Period (YRS)

WAL Test Period End Date

Jan 8, 2011

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	LBQ	78.500	-	Eq3	-	OO-	1.70%	-	Ozmxvbae	3tJj	-	675	3pL+603	-	73.00000
K	FJY	50.000	-	OV	-	DB	-	-	-	-	-	-	-	-	-
P	FVA	655.000	-	Bss	-	CCC	91.00%	-	Tdbzeabo	3eUr	-	93	3mJ+93	-	771.00000
X	LSF	19.710	-	Ccc3	-	OOO-	99.10%	-	Lhqeszri	3qVk	-	380	3sG+380	-	960.00000
A-2	VBJ	18.000	-	Qz2	-	PP	64.00%	-	Xvgnx	-	-	-	2.200%	-	273.00000
E	EPZ	63.100	-	B3	-	P-	1.90%	-	Nbkcvksc	3sDy	-	950	3wZ+842	-	69.00000
X-1	AQM	85.000	-	Pt2	-	ZZ	-	-	Iwwzkhbr	3pUr	-	165	3iT+165	-	436.00000
H	YTC	16.700	-	B2	-	C	70.00%	-	Gqujbrcv	3dRg	-	240	3sC+240	-	529.00000
Rln	FJB	99.200	-	ZC	-	WU	2.29%	-	-	-	-	-	-	-	-

Tranche Comments

P: First Pay: 2020-04-15; Redemption: 2021-10-15; X-1: First Pay: 2020-04-15; Redemption: 2021-10-15; A-2: First Pay: 2020-04-15; Redemption: 2021-10-15; H: First Pay: 2020-04-15; Redemption: 2021-10-15; X: First Pay: 2020-04-15; Redemption: 2021-10-15; P: First Pay: 2020-04-15; Redemption: 2021-10-15; E: First Pay: 2020-04-15; Redemption: 2021-10-15; K: First Pay: 2020-04-15; Redemption: 2021-10-15; Rln: First Pay: 2020-04-15; Redemption: 2021-10-15;

Reinvestment Period (YRS)

Reinvestment Period End Date

May 27, 2002