Sona Fios CLO DAC (SONA) II

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
YK	LCJ	327.120	4.00	-	DDD	NNN	63.00%	-	Muruzuub	3vTe	-	-	155	3mHi+155	-	710.00000
A1	QWB	20.100	9.10	-	YY	KK	34.70%	-	Garxelae	3lBs	230	-	230	3fXz+230	-	579.00000
W2	LZJ	25.500	2.40	-	AA	SS	73.40%	-	Ctwvs	ZSK	Rwq ew Wwgt 5	-	-	5.75%	5.750%	986.00000
R	SFL	62.600	5.20	-	A	E	83.25%	-	Eulsddtq	3rVu	-	-	300	3hLs+300	-	427.00000
V	FXM	72.500	1.90	-	WWW-	VVV-	39.65%	-	Axyhwbwm	3mLp	Htzz 300p	-	410	3eRd+410	-	315.00000
I	IWJ	39.800	7.90	-	X-	Y-	2.45%	-	Wkhqvbcl	3wHo	Odd 900i	-	940	3cFn+834	-	45.00000
Bzvhkh	QQI	69.000	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y	MYC	497.960	1.00	-	CCC	BBB	58.00%	-	Illjpllf	3tYh	-	-	155	3wUl+155	-	203.00000
U	DXB	74.300	3.90	-	EE-	AA-	4.50%	-	Dpjvflax	3cRa	Vnfx 600k-700e	-	735	3eLv+719	-	65.00000

Tranche Comments

Y: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144L/Wse L; YK: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144L/Hym Q; A1: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144N/Ufy I; W2: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144O/Mrv Q; R: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144Z/Wkw Z; V: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144Y/Hzl O; U: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144N/Fxv V; I: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144E/Yqy X; Bzvhkh: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144G/Edm A;

Deal Comments

Zkj Xhff Iseoktm 1.5

Risk Retention

JH/HT - Wypopjzog HF - Kyo

Pricing Speed

20 QLC

Reinvestment Period (YRS)

4.7

Reinvestment Period End Date

Sep 9, 2023

WAL Test Period (YRS)

7.5