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
A	TQC	18.500	8.60	-	U	W	16.35%	-	Jxlazddv	3mYz	-	-	300	3oNm+300	-	226.00000
Z	FXN	69.600	8.30	-	YY-	XX-	7.17%	-	Gwqqccbg	3gVu	Piob 600s-700h	-	735	3vWo+719	-	35.00000
Bbcfui	SAE	18.000	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	KWX	822.990	9.00	-	AAA	NNN	14.00%	-	Tsteptox	3pQb	-	-	155	3vLo+155	-	584.00000
V	ODK	31.700	9.90	-	EEE-	GGG-	94.66%	-	Armmwocx	3sQq	Uldh 300k	-	410	3kUa+410	-	110.00000
P	OOV	55.900	7.40	-	D-	P-	1.64%	-	Brmqjivz	3cVs	Hlq 900d	-	940	3oHg+834	-	24.00000
Q2	GNE	90.600	6.50	-	SS	JJ	43.60%	-	Yfwxo	NHP	Rnv dm Tnvb 5	-	-	5.75%	5.750%	344.00000
N1	ZPQ	64.300	2.70	-	BB	FF	84.70%	-	Kydfeych	3cXh	230	-	230	3fWf+230	-	612.00000
FV	GUW	800.450	1.00	-	XXX	VVV	43.00%	-	Oylvuyxw	3cBz	-	-	155	3eVk+155	-	539.00000

Tranche Comments

K: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144Y/Wum F; FV: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144N/Ube T; N1: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144C/Ltd B; Q2: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144W/Dhe D; A: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144A/Edu P; V: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144X/Mdt D; Z: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144G/Mka A; P: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144B/Hxy A; Bbcfui: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144P/Tlm Q;

Deal Comments

Xfu Awff Mpjafgr 1.5

Risk Retention

DV/VR - Nxejwymzq VK - Vxa

Pricing Speed

20 VBE

Reinvestment Period (YRS)

2.8

Reinvestment Period End Date

Jan 17, 2024

WAL Test Period (YRS)

5.9