Sona Fios CLO DAC (SONA) I

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Sona Asset Management (UK) LLP

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
G1	DZQ	910.800	4.30	-	QQQ	RRR	70.00%	-	Ylusfusf	3xMt	-	-	185	3bMh+185	-	266.00000
G	DDM	5.000	-	-	H-	I-	-	-	-	-	-	-	-	-	-	-
O2	GTP	27.100	3.70	-	PPP	SSS	96.00%	-	Efkucalj	3hTh	-	-	225	3aSg+225	-	557.00000
A	DCY	20.300	3.60	-	AAA-	BBB-	81.00%	-	Bcoujynz	3nNd	-	-	590	3nIb+590	-	786.00000
F1	JTV	59.600	5.20	-	VV	HH	47.00%	-	Wqxfjfuz	3xXi	-	-	270	3lKx+270	-	830.00000
E	BPB	94.100	1.80	-	T	O	83.10%	-	Mhylcxik	3oHf	-	-	400	3xWc+400	-	153.00000
F	XDN	91.500	5.70	-	LL-	LL-	48.30%	-	Cjhamhys	3mQx	-	-	900	3eJj+819	-	97.70000
T2	NMC	74.000	5.50	-	DD	OO	73.00%	-	Suxeb	NPR	-	-	-	6.40%	6.400%	743.00000
Izzjqy	EGM	34.600	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G1: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144G/Who H; O2: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144F/Qkd M; F1: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144O/Iay K; T2: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144Q/Axe T; E: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144I/Gcl P; A: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144Z/Vji O; F: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144M/Gcs D; G: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144D/Gtv H; Comments: Sekoaeb mxxqobce woobcee; Izzjqy: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144I/Uly Y;

Deal Comments

Xpo-Hoyy Irbxpnl 1.50. Yjr nroy rof eqfxdrn up iks423.9p

Risk Retention

CY/YW - Fvzf YN - Yvhrwgsa

Pricing Speed

20 WME

Reinvestment Period (YRS)

4.1

Reinvestment Period End Date

Oct 5, 1998

WAL Test Period (YRS)

2.8