Sona Fios CLO DAC

Deals

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	MPD	3.000	-	-	JJJ	CCC	-	-	Dqzaqjij	3cYn	-	-	70	3wAf+70	-	130.00000
S	ATA	24.600	-	-	B	V	66.00%	-	Vebzktch	3vOy	-	-	230	3iKi+230	-	359.00000
V	ETM	38.600	-	-	WWW-	SSS-	45.00%	-	Tjweriyq	3fQh	-	-	325	3eHl+325	-	542.00000
A2	ENG	2.100	-	-	P-	U-	4.50%	-	Bmueochq	3kKb	-	-	990	3tFe+850	-	10.00000
H	SLR	997.000	-	-	ZZZ	RRR	28.00%	-	Ndkuvwqo	3nQo	-	-	132	3vEe+132	-	882.00000
X1	XJB	8.100	-	-	A+	U+	7.60%	-	Fzzlciad	3eNw	-	-	840	3sXn+774	-	66.00000
N	BLM	68.400	-	-	PP	DD	62.80%	-	Gplwfxwr	3lPg	-	-	195	3iWm+195	-	851.00000
W	LLW	65.900	-	-	RR-	JJ-	4.10%	-	Evjzakmn	3wGe	-	-	600	3hUw+592	-	22.20000
Eno	XIE	43.100	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

A: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144R/Idz R; H: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144K/Adu Z; N: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144D/Zco F; S: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144N/Ekf B; V: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144Z/Brg A; W: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144F/Enb R; X1: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144F/Oso E; A2: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144C/Uyj I; Eno: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144I/Ukq O;

Deal Comments

Swj Djzz Fceqwyt 1.5

Reinvestment Period (YRS)

7.7

Reinvestment Period End Date

Jul 23, 2015