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
R	DBQ	51.200	1.60	-	FF-	AA-	63.80%	-	Oqmrqcdv	3vLe	-	-	900	3oYk+819	-	86.90000
Lwpjip	VML	66.500	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W1	CTF	93.200	8.20	-	PP	AA	56.00%	-	Jwxahsmo	3tDg	-	-	270	3aUc+270	-	399.00000
J2	WMU	57.000	5.20	-	WW	VV	79.00%	-	Scuxb	OQA	-	-	-	6.40%	6.400%	413.00000
R	ONR	28.900	6.70	-	I	Z	54.70%	-	Dfqqfimu	3nSc	-	-	400	3rKn+400	-	236.00000
E	MXD	9.000	-	-	V-	D-	-	-	-	-	-	-	-	-	-	-
C1	SIA	231.800	8.80	-	JJJ	YYY	63.00%	-	Jeowekbi	3zEk	-	-	185	3zEr+185	-	824.00000
F2	KKX	29.900	2.50	-	WWW	ZZZ	47.00%	-	Hfrdxpfx	3rRd	-	-	225	3oLg+225	-	446.00000
V	VXV	39.200	8.30	-	DDD-	III-	89.00%	-	Gsjoqkaj	3xEz	-	-	590	3oWb+590	-	203.00000

Tranche Comments

C1: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144B/Tla R; F2: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144B/Duw B; W1: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144P/Tne X; J2: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144B/Lky X; R: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144I/Nfm R; V: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144E/Pto Y; R: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144H/Iag Z; E: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144Q/Dfv M; Comments: Wgojagy qkkdjflg cqjflmg; Lwpjip: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144O/Eeo V;

Deal Comments

Aff-Nqgg Xofgfhy 1.50. Gco hoqg vqc lhcgdoh yf ujz423.9f

Risk Retention

NO/OK - Jkkx OU - Akwmidcf

Pricing Speed

20 CLZ

Reinvestment Period (YRS)

7.9

Reinvestment Period End Date

Sep 30, 2015

WAL Test Period (YRS)

3.2