Sona Fios CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OKFX4.000--YYYGGG--Pvvasmqu3nYn-703zHq+70-693.00000
KOGC642.000--EEEHHH93.00%-Whuxwciz3eBh-1323zPu+132-350.00000
IaiZGC22.300------------Retained
TYEQ22.900--AAJJ30.50%-Oekzmobx3pBr-1953lHs+195-971.00000
AHXK98.100--VV-OO-1.70%-Sdyauqtd3kXt-6003aPi+592-71.90000
Z2CPA6.900--T-K-8.70%-Yumborof3wHi-9903vJj+850-89.00000
LZXN85.100--ZS85.00%-Rpfyfrxv3bDd-2303zGc+230-493.00000
YYMQ92.300--CCC-YYY-68.00%-Rsfkezjr3yGt-3253qTp+325-130.00000
L1XTN3.100--U+J+9.70%-Mjfsytul3tBw-8403jAu+774-72.00000
Tranche Comments
O: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144P/Zfd N; K: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144K/Pru B; T: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144X/Rvy D; L: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144D/Xtg X; Y: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144X/Npc F; A: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144Y/Vzu A; L1: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144F/Ddr T; Z2: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144U/Yml P; Iai: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144Q/Hzt Q;
Deal Comments
Lfs Rsjj Nynbfbq 1.5
Reinvestment Period (YRS)
3.9
Reinvestment Period End Date
Mar 24, 2009
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DYZT13.3004.90-RR-RR-5.19%-Rmqfepjj3gNf-7353gKc+719-90.00000
U1OOL98.8001.20-ZZBB34.60%-Rhvsemiw3cSr-2303pEe+230-131.00000
U2NHU40.4003.60-PPRR11.50%-AcnjvAEF--5.75%5.750%578.00000
CpjfogXVE63.000------------Retained
BYQA16.5009.90-H-B-3.62%-Smjvlyxi3hWk-9403xIh+834-21.00000
UJNWV429.9302.00-XXXYYY53.00%-Jkfswthi3pEx-1553eZj+155-816.00000
TZLG79.7003.10-XH33.96%-Ojowabqt3vDf-3003eBq+300-494.00000
XVSL35.3005.50-QQQ-GGG-87.94%-Ndkfomux3gWy-4103qKq+410-279.00000
FDFY483.5207.00-QQQIII21.00%-Iuddfcrf3yDl-1553wFm+155-879.00000
Tranche Comments
F: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144H/Niw M; UJ: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144F/Xhm Q; U1: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144U/Hkd E; U2: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144K/Kpu V; T: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144T/Esa V; X: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144L/Rvs I; D: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144H/Lcl K; B: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144O/Cyv Q; Cpjfog: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144P/Mkp P;
Deal Comments
Oyc Jtkk Zfbsyxp 1.5
Risk Retention
WL/LP - Bozohmfxb LA - Loe
Pricing Speed
20 EWT
Reinvestment Period (YRS)
2.2
Reinvestment Period End Date
May 24, 2008
WAL Test Period (YRS)
3.8
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A2GAQ82.0008.90-DDGG57.00%-RscimXFS--6.40%6.400%133.00000
IVQW83.9009.60-OO-GG-91.40%-Wmcsyvcc3iOl-9003lBx+819-11.80000
ZcswakIKU93.700------------Retained
DSVI35.6009.10-UUU-EEE-39.00%-Gplxlozr3aVx-5903iJr+590-812.00000
H1IML30.6006.90-DDLL98.00%-Ncbuedhk3rFw-2703iTq+270-514.00000
UVTQ25.8004.30-TN55.80%-Kpjvjlkd3aIb-4003wPx+400-323.00000
DPAO4.000--R-U----------
A1XFV951.8001.60-PPPNNN24.00%-Ckulzudw3bJv-1853aXa+185-499.00000
A2LQF51.2005.10-DDDXXX75.00%-Hpxszzpc3kOu-2253cLf+225-135.00000
Tranche Comments
A1: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144T/Vzs I; A2: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144G/Ydy T; H1: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144O/Mfj H; A2: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144A/Cmo Y; U: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144D/Bed W; D: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144Z/Whm W; I: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144M/Tux C; D: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144B/Hvu T; Comments: Xpxgzpy wvvugxkp bxgxkdp; Zcswak: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144I/Grh N;
Deal Comments
Evj-Boyy Jfgnvql 1.50. Off qfoy eor ybrncfq bv dpi423.9i
Risk Retention
GJ/JD - Fkus JX - Bkdwgoxc
Pricing Speed
20 MHO
Reinvestment Period (YRS)
9.2
Reinvestment Period End Date
Jan 31, 2022
Reset
Yes
WAL Test Period (YRS)
9.2

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