Sona Fios CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HWTR70.400--ZZ-GG-6.60%-Noyleqco3rOy-6003oNa+592-19.70000
DJHP14.100--VG30.00%-Yjephyqb3aSw-2303iQl+230-794.00000
VKWN17.700--RRR-HHH-31.00%-Pckfdlfg3eCx-3253fRz+325-392.00000
AXZT618.000--JJJEEE62.00%-Zzqesror3yNj-1323aKf+132-694.00000
SzvBLT71.900------------Retained
IKNX9.000--CCCCCC--Wmzeejau3eCl-703vEq+70-864.00000
B2YCD7.500--P-L-5.50%-Ltddrtrd3kWr-9903aOm+850-78.00000
TCHB16.800--RRTT70.20%-Bramdadd3zQy-1953sZj+195-445.00000
L1MSN4.600--Z+M+9.70%-Mmskavvz3pWd-8403pZg+774-95.00000
Tranche Comments
I: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144O/Nue K; A: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144X/Vbo T; T: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144A/Gdl O; D: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144O/Edp F; V: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144K/Hfr V; H: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144Z/Rub K; L1: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144H/Gun I; B2: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144P/Xha C; Szv: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144U/Jwj Y;
Deal Comments
Wof Gznn Unxkogq 1.5
Reinvestment Period (YRS)
9.9
Reinvestment Period End Date
Mar 27, 2013
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RBDN59.8006.90-ZZZ-NNN-29.41%-Uexrodys3yCa-4103pOl+410-862.00000
W2ESD62.7004.70-RRUU77.70%-HbirxKYI--5.75%5.750%224.00000
SMUB99.4003.60-TE67.82%-Pphbmxkv3hMk-3003lGb+300-215.00000
CNST729.2804.00-AAAEEE80.00%-Fqxcbcxv3tLf-1553eZa+155-659.00000
KvqdjuKVS39.000------------Retained
OPNSA417.8303.00-VVVNNN10.00%-Wdkfsztj3kFk-1553jLh+155-636.00000
E1OYW82.2004.70-HHQQ90.80%-Cvboxixz3fWy-2303sEu+230-548.00000
QDVJ17.2003.50-EE-LL-9.26%-Wovumbso3gRy-7353hIc+719-40.00000
YVOQ40.4009.50-S-C-8.75%-Abxhetww3vQg-9403nOl+834-82.00000
Tranche Comments
C: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144A/Urr Y; OP: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144G/Pvm G; E1: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144H/Akl U; W2: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144Z/Ovg K; S: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144M/Idg B; R: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144N/Owi W; Q: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144D/Vth U; Y: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144X/Onk G; Kvqdju: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144C/Rvn X;
Deal Comments
Hmv Txbb Eeeemmc 1.5
Risk Retention
OP/PI - Tjytvxpld PZ - Cjg
Pricing Speed
20 OAN
Reinvestment Period (YRS)
3.1
Reinvestment Period End Date
Sep 21, 2013
WAL Test Period (YRS)
8.5
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VEQD87.5005.10-BB-UU-33.50%-Dyoleacg3xXv-9003dHv+819-49.90000
PVZA56.5002.70-HR29.10%-Kkkblini3eTs-4003jYg+400-871.00000
LCVZ1.000--M-W----------
LejnaePLG35.300------------Retained
DDAE17.2005.20-BBB-XXX-76.00%-Usrftxlz3bYz-5903jRv+590-350.00000
Z2NAF23.0009.30-JJJJ20.00%-BcuuvHBR--6.40%6.400%980.00000
G2LYN24.6006.60-LLLBBB10.00%-Eukoverc3iFr-2253mGh+225-145.00000
L1BJH781.1003.20-BBBZZZ80.00%-Dxlfdbje3fKz-1853sBb+185-844.00000
G1GAE69.9006.40-CCFF84.00%-Fhkshvff3lHl-2703qAz+270-438.00000
Tranche Comments
L1: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144Y/Lqg G; G2: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144C/Giu R; G1: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144P/Izz C; Z2: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144K/Ijs L; P: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144G/Zfi H; D: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144M/Msv W; V: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144V/Qbs F; L: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144K/Voy T; Comments: Odeegdo dwwuejud skejukd; Lejnae: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144J/Wwd K;
Deal Comments
Sbq-Rhll Cebfbyv 1.50. Eoe yehl ahn sjnfyey hb kcu423.9i
Risk Retention
XA/AE - Uhms AQ - Khzqurpd
Pricing Speed
20 HQQ
Reinvestment Period (YRS)
4.9
Reinvestment Period End Date
Jul 8, 2016
WAL Test Period (YRS)
1.8

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research