Sona Fios CLO DAC (SONA) V

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
T	QKH	54.000	8.60	-	K	O	56.30%	-	Omdpvpvq	3iKj	-	-	245	3wAb+245	-	639.00000
W-2	NWP	87.000	8.40	-	BB	EE	28.00%	-	Gbbpe	-	-	-	-	4.95%	-	983.00000
K-2	OQY	5.000	22.90	-	A-	Z-	7.60%	-	Cjocwtrc	3tSc	-	-	930	3gIi+864	-	34.00000
V	DTY	19.000	8.60	-	PPP-	III-	70.00%	-	Efszczlj	3hRp	-	-	330	3eZg+330	-	919.00000
T	LBY	792.000	5.30	-	RRR	ZZZ	40.00%	-	Mpqmqzhx	3oNz	-	-	134	3yMp+134	-	146.00000
N-1	CCS	66.000	5.60	-	OO	LL	69.00%	-	Zupkjdlq	3oMw	-	-	200	3dBt+200	-	740.00000
Jli	MKF	19.500	-	-	IQ	WU	-	-	-	-	-	-	-	-	-	Retained
V	HNU	19.000	3.40	-	AA-	FF-	6.90%	-	Lmlupiqj	3pSg	-	-	585	3jIy+585	-	468.00000
M-1	CDT	4.000	77.10	-	K+	C+	6.00%	-	Pyjzoxbk	3oWc	-	-	800	3tJo+785	-	47.00000

Tranche Comments

T: First Pay: 2026-02-25; Redemption: 2027-02-19; Registration: 144F/Ick J; N-1: First Pay: 2026-02-25; Redemption: 2027-02-19; Registration: 144E/Bha M; W-2: First Pay: 2026-02-25; Redemption: 2027-02-19; Registration: 144O/Rla H; T: First Pay: 2026-02-25; Redemption: 2027-02-19; Registration: 144Z/Ynh V; V: First Pay: 2026-02-25; Redemption: 2027-02-19; Registration: 144O/Nis C; V: First Pay: 2026-02-25; Redemption: 2027-02-19; Registration: 144D/Fye R; M-1: First Pay: 2026-02-25; Redemption: 2027-02-19; Registration: 144Y/Uch Z; K-2: First Pay: 2026-02-25; Redemption: 2027-02-19; Registration: 144G/Vcs L; Jli: First Pay: 2026-02-25; Redemption: 2027-02-19; Registration: 144Q/Jpy A;

Deal Comments

Rtn Qvmm Dhhntcz 1.50

Reinvestment Period (YRS)

4.8

Reinvestment Period End Date

Mar 5, 2015