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
E1	BDF	2.300	-	-	C+	Z+	9.90%	-	Jfscpxrm	3iJn	-	-	840	3mYz+774	-	27.00000
U2	DHK	3.600	-	-	C-	G-	9.10%	-	Mcrzfiay	3qSl	-	-	990	3pWz+850	-	17.00000
I	GUY	55.900	-	-	TTT-	AAA-	24.00%	-	Gbbbuqes	3tEx	-	-	325	3gMt+325	-	569.00000
Met	OOE	66.500	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B	TIH	3.000	-	-	III	XXX	-	-	Csodwcns	3vMq	-	-	70	3cPl+70	-	671.00000
E	EMI	697.000	-	-	TTT	PPP	68.00%	-	Fsdoajzv	3xDq	-	-	132	3lCz+132	-	139.00000
D	FST	10.700	-	-	S	O	67.00%	-	Ocfvejye	3eAq	-	-	230	3kSe+230	-	443.00000
U	AWP	92.800	-	-	KK-	WW-	2.10%	-	Thvoztbv	3nAh	-	-	600	3sZt+592	-	93.90000
M	AVO	68.800	-	-	AA	II	14.80%	-	Xmvpliaa	3lQg	-	-	195	3iRk+195	-	711.00000

Tranche Comments

B: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144J/Qva A; E: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144K/Ppb G; M: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144D/Zrr O; D: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144L/Iuk C; I: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144N/Tpf X; U: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144N/Gza C; E1: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144O/Xkc Y; U2: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144O/Jdu A; Met: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144Z/Bjp Z;

Deal Comments

Sjh Amzz Lhpijbk 1.5

Reinvestment Period (YRS)

7.1

Reinvestment Period End Date

Oct 12, 2015