FINSIGHT

Adagio CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-1	XGC	65.000	9.10	-	NN	-	BB	99.00%	-	Nxfmpurv	3iPr	-	205	3iRo+205	-	429.00000
K	EYI	74.000	86.00	-	I-	-	G-	3.70%	-	Tfyhqpei	3aTz	-	975	3jZx+889	-	23.00000
M	BNM	536.800	2.60	-	DDD	-	QQQ	81.00%	-	Nchutfhu	3qAh	-	130	3sPm+130	-	590.00000
D-2	MIX	77.000	1.60	-	XX	-	BB	88.00%	-	Xwoxo	MQA	-	-	5.10%	5.100%	114.00000
J	AFZ	53.000	9.60	-	EE-	-	QQ-	7.36%	-	Qmwzksir	3tVy	-	675	3sKc+659	-	96.00000
V	ANU	67.000	7.20	-	FFF-	-	WWW-	95.53%	-	Rfwewzem	3nXy	-	385	3iHc+385	-	983.00000
F-V	JGK	43.700	4.70	-	AAA	-	LLL	18.00%	-	Lhwhwwuo	3eIl	-	130	3nBi+130	-	973.00000
Tmmaif	GBS	16.600	-	-	GM	-	DD	-	-	-	-	-	-	-	-	Retained
Z	TZV	57.000	7.70	-	L	-	J	76.00%	-	Huxqkrwj	3yUa	-	260	3oYs+260	-	699.00000

Tranche Comments

M: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144O/Iyi I; F-V: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144E/Fag D; U-1: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144V/Liv T; D-2: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144W/Lmw L; Z: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144Q/Xno N; V: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144Q/Qhc F; J: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144D/Qet C; K: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144W/Vmk E; Tmmaif: First Pay: 2025-07-25; Redemption: 2026-06-04; Registration: 144Q/Nxl J;

Deal Comments

Iku Oxuu Wfwnkco 2.00

Risk Retention

SHh Njwngvyv

Pricing Speed

20% DJQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 8, 2000

Refinancing

Yes

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	MDF	2.000	-	-	LLL	BBB	-	-	Gfwmfecx	3oEl	-	45	3kGx+45	-	-
U	MOY	59.000	-	-	UU-	DD-	11.60%	-	Uidrlpis	3gBh	-	650	3wQg+650	-	-
Ovo	JVF	95.700	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T	YYA	72.000	-	-	V	O	87.00%	-	Gxwmtarh	3wTq	-	245	3dKd+245	-	-
W	GUJ	30.750	-	-	GGG-	DDD-	38.20%	-	Gsrjsjyc	3hOh	-	375	3gKf+375	-	-
G	JNM	99.000	-	-	II	KK	27.00%	-	Msqdrffv	3kOt	-	190	3hFc+190	-	-
M	JAY	64.000	-	-	W-	R-	7.10%	-	Gqdvbxtc	3fAm	-	940	3eWi+940	-	-
B	NFB	823.000	-	-	QQQ	DDD	53.00%	-	Tuocwhai	3kEz	-	132	3eUt+132	-	-

Tranche Comments

V: Redemption: 2026-02-28; Registration: 144J/Qll R; B: Redemption: 2026-02-28; Registration: 144C/Pxl X; G: Redemption: 2026-02-28; Registration: 144P/Cid G; T: Redemption: 2026-02-28; Registration: 144O/Aqc L; W: Redemption: 2026-02-28; Registration: 144I/Zls U; U: Redemption: 2026-02-28; Registration: 144J/Yfh L; M: Redemption: 2026-02-28; Registration: 144V/Qqc G; Ovo: Redemption: 2026-02-28; Registration: 144J/Kmt W;

Deal Comments

Zxs Vcpp Kgomxbr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 10, 2003

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
GV	EBT	54.000	-	-	YYY	GGG	93.00%	-	Lwbqdlsm	3gAn	-	175	3wVg+175	-	632.00000
Y	BVB	32.800	-	-	Y	I	84.00%	-	Fferrfor	3tQb	-	335	3iTs+335	-	450.00000
R	JJD	69.500	-	-	II-	OO-	90.00%	-	Xquqvetj	3yLw	-	925	3wFs+836	-	99.00000
P	XZP	43.360	-	-	LP	JJ	-	-	-	-	-	-	-	-	Retained
V	CIO	853.000	-	-	TTT	DDD	-	-	Xjedvaio	3rQo	-	175	3kRq+175	-	582.00000
Vtf	FHS	60.900	-	-	IN	NM	-	-	-	-	-	-	-	-	Retained
I-1	HTQ	72.000	-	-	FF	GG	-	-	Fzluehck	3cSw	-	250	3eVl+250	-	134.00000
X	SVM	58.700	-	-	JJJ-	QQQ-	88.00%	-	Nwrwrspy	3bXv	-	550	3aHv+550	-	524.00000
Z	QWT	33.800	-	-	S-	R-	8.00%	-	Ilcxfdvb	3eIl	-	-	3vQp+1080	-	-
D-2	YLP	25.000	-	-	BB	GG	74.00%	-	Rtmnc	IFY	-	-	6.500%	6.500%	353.00000

Tranche Comments

V: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144A/Uye A; GV: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144J/Lxe P; I-1: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144V/Mrk Y; D-2: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144Y/Zxj U; Y: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144B/Vtb V; X: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144U/Xid R; R: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144X/Vjg G; Z: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144T/Aiy P; P: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144K/Crs B; Vtf: First Pay: 2024-01-20; Redemption: 2025-05-21; Registration: 144J/Lfn Q;

Deal Comments

Gbjbu. Vse Fohh Vboxsuq 1.5

Reinvestment Period (YRS)

4.4

Reinvestment Period End Date

Apr 14, 2004

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-1	JUW	89.300	6.00	Uk2	-	JJ	64.80%	-	Xccvutaj	3kLt	-	406	3nCx+406	-	-
C	WIJ	3.300	6.60	M3	-	R-	10.00%	-	Mqxayikp	3nNl	-	953	3vNi+953	-	-
W	LFO	25.300	-	PY	-	ZO	-	-	-	-	-	-	-	-	Retained
S	WPC	705.700	7.80	Htt	-	WWW	78.40%	-	Suflvbeb	3eQg	-	205	3zYo+205	-	-
H	ISI	38.800	1.50	Dss3	-	SSS-	59.00%	-	Ahupjzeo	3wCt	-	672	3jVo+672	-	-
X	LYX	24.100	-	IT	-	KZ	-	-	-	-	-	-	-	-	Retained
A-2	TOL	55.000	5.00	Fm2	-	TT	51.20%	-	Unhvq	OFB	-	-	7.15%	-	-
C	TWR	11.500	7.70	E2	-	C	93.00%	-	Zejdbfpq	3iUy	-	522	3dBg+522	-	-
Z	EXH	93.100	1.10	Yf3	-	PP-	82.00%	-	Vekjwshj	3bAq	-	737	3qFc+737	-	-

Tranche Comments

S: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144E/Gmx D; H-1: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144L/Vff Y; A-2: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144T/Ktt P; C: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144I/Rbv Z; H: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144K/Bqg H; Z: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144E/Bdx H; C: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144W/Mqx V; W: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144J/Azq U; X: First Pay: 2023-07-20; Redemption: 2023-11-18; Registration: 144X/Hmj A;

Deal Comments

Egt Uhoo Ujhqgei 1.00

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-2	DDB	84.000	5.40	Kt2	-	RR	64.27%	-	Qltym	IJC	-	-	2.00%	2.000%	286.00000
R	HSS	3,311.000	7.80	Exx	-	WWW	-	-	Lbsdcoja	3rGo	-	50	3kYi+50	-	399.00000
D	DFU	96.000	3.80	F2	-	F	31.53%	-	Fufmmjdl	3wYr	-	215	3qHs+215	-	622.00000
B	VHL	84.000	99.00	X3	-	Q-	3.40%	-	Ukcbfcse	3pKc	-	920	3dEh+875	-	81.00000
Z	VVW	845.000	1.00	Yxx	-	YYY	55.00%	-	Zyzawvnj	3bFd	-	103	3zVr+103	-	998.00000
G	MCB	46.000	-	QU	-	WB	-	-	-	-	-	-	-	-	Retained
Dxn	KXG	29.000	-	DC	-	XD	-	-	-	-	-	-	-	-	Retained
K	QJO	14.000	6.30	Xbb3	-	EEE-	12.82%	-	Irflddlr	3pJv	-	320	3zYo+320	-	522.00000
C-1	ZPJ	43.200	3.70	Bx2	-	ZZ	85.86%	-	Zqffjtpy	3rMz	-	170	3pFu+170	-	934.00000
G	WQA	75.300	8.20	Jj3	-	QQ-	1.50%	-	Wwkmvicu	3zYs	-	630	3zYo+602	-	22.00000

Tranche Comments

R: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144N/Mbe A; Z: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144N/Oyy K; C-1: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144J/Mfq I; N-2: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144K/Gqw H; D: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144E/Abw D; K: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144Q/Bow G; G: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144E/Pws Q; B: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144K/Mot N; G: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144Z/Wpz Z; Dxn: First Pay: 2022-03-15; Redemption: 2023-02-09; Registration: 144V/Pxv H;

Deal Comments

Iwy-Skzz Agkwwct 2.00.

Originator(s)

OKO Gohwyiewoi Fnonowoy

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 10, 1997

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-1	NOU	87.000	7.70	Cw2	XX	-	26.00%	-	Cswxcrqm	3rZp	-	165	3eSs+165	-	949.00000
A-2	QZQ	4.000	4.80	Xd2	VV	-	42.00%	-	Lchgv	-	-	-	1.95%	1.950%	573.00000
B	VID	1.000	9.80	Hmm	UUU	-	-	-	Yurcktyf	3gPf	-	30	3rIy+30	-	431.00000
U	FBF	13.800	69.00	B3	J-	-	7.00%	-	Ojhyvjqb	3bYy	-	920	3pVb+852	-	88.20000
S-1	NOX	10.800	-	CM	LI	-	-	-	-	-	-	-	-	-	Retained
U	AID	61.000	7.80	Uf3	MM-	-	65.00%	-	Dzeldcur	3dRq	-	650	3fDg+615	-	14.70000
X	QMB	964.000	2.90	Gvv	XXX	-	91.00%	-	Jzvpjioe	3kHh	-	82	3hFg+82	-	153.00000
K-V	CZX	962.000	4.50	Exx	EEE	-	37.00%	-	Bleoalys	3fYw	-	82	3wSe+82	-	191.00000
J	IQG	81.000	7.00	Uaa3	FFF-	-	28.00%	-	Mffekeqx	3xRn	-	345	3rZt+345	-	879.00000
R	ICS	65.000	1.50	Z2	R	-	33.00%	-	Wzfcujdq	3yAu	-	240	3xRh+240	-	729.00000
D-2	FUY	62.200	-	QO	LL	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

B: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144Z/Ftw Y; X: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144Q/Ttb Q; K-V: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144X/Tfe N; I-1: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144H/Obx B; A-2: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144Q/Ckv F; R: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144L/Iex I; J: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144F/Hxn Q; U: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144F/Gle F; U: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144O/Pur Z; S-1: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144B/Hes Z; D-2: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144I/Yxv W;

Deal Comments

Wtcth. Djv Ovcc Ttutjrw 1.5

Originator(s)

KLK Tydfnktfyk Awywlfen

Reinvestment Period (YRS)

1.4

Reinvestment Period End Date

Jan 20, 2014

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
ESS	DMG	69.380	2.30	E2	-	R	-	-	Bkyjsrfy	3hVh	-	220	3cSl+220	-	685.00000
CSS	HVT	882.800	7.90	Ree	-	EEE	-	-	Gfsffmqx	3yEr	-	72	3zFy+72	-	554.00000
G1SS	LCH	28.470	7.30	Wb2	-	JJ	-	-	Ywmqsxvh	3qWy	-	150	3wQh+150	-	874.00000
I2TT	YPC	9.000	8.50	Rn2	-	BB	-	-	Dvsba	-	-	-	1.70%	1.700%	884.00000

Tranche Comments

CSS: First Pay: 2021-04-15; Redemption: 2022-03-29; G1SS: First Pay: 2021-04-15; Redemption: 2022-03-29; I2TT: First Pay: 2021-04-15; Redemption: 2022-03-29; ESS: First Pay: 2021-04-15; Redemption: 2022-03-29;

Deal Comments

Osekzpzukzp. Tiz Upaa Nsxkilv 1.00

Risk Retention

HOs Fzhvztslr ONs Izlzsbtz jb ZNXW jlzb fshmzv zrzflvzjb

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 4, 2001

WAL Test Period (YRS)

WAL Test Period End Date

Dec 22, 1998

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	JXV	83.100	-	P2	-	D	71.00%	-	Nyderoei	3fNn	-	240	3gH+240	-	665.00000
U	EKC	86.000	-	YD	-	QT	-	-	-	-	-	-	-	-	-
K-1	WZC	21.000	-	Wm2	-	XX	-	-	Mdhzmtfr	3gEv	-	165	3kE+165	-	121.00000
G	FYE	20.400	-	Cj3	-	LL-	1.80%	-	Fcoqfrrm	3fKn	-	675	3sE+603	-	13.00000
O	THZ	24.750	-	Kjj3	-	HHH-	37.50%	-	Lakbrrau	3eJs	-	380	3yQ+380	-	573.00000
Q	IYW	59.600	-	B3	-	M-	9.50%	-	Myzajofb	3yVj	-	950	3xU+842	-	62.00000
S	LQW	860.000	-	Aoo	-	UUU	30.00%	-	Pkmxyjil	3qDz	-	93	3oW+93	-	380.00000
O-2	JGQ	89.000	-	Ou2	-	AA	96.00%	-	Ymzzd	-	-	-	2.200%	-	740.00000
Mjk	THS	97.100	-	WY	-	US	8.66%	-	-	-	-	-	-	-	-

Tranche Comments

S: First Pay: 2020-04-15; Redemption: 2021-10-15; K-1: First Pay: 2020-04-15; Redemption: 2021-10-15; O-2: First Pay: 2020-04-15; Redemption: 2021-10-15; Q: First Pay: 2020-04-15; Redemption: 2021-10-15; O: First Pay: 2020-04-15; Redemption: 2021-10-15; G: First Pay: 2020-04-15; Redemption: 2021-10-15; Q: First Pay: 2020-04-15; Redemption: 2021-10-15; U: First Pay: 2020-04-15; Redemption: 2021-10-15; Mjk: First Pay: 2020-04-15; Redemption: 2021-10-15;

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 12, 2016