Fidelity Grand Harbour CLO DAC (FILG) 2022-1

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
CLOS
PRCD
FILG 2022-1 (EUR 293m)Fidelity International Ltd (FIL)EMEA
Aug 5, 2022
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
P-COTV745.5006.10-CCCKKK69.40%-Bwyewwuq3vQc--2103iRu+210-365.00000
G-BSTO39.0008.30-VVVBBB38.90%-Sxpcsvhh3sTf--2103xRs+210-218.00000
B-2BUX23.0005.90-PPSS19.20%-LirbgBUQ---6.25%-73.00000
WWKH87.3009.70-OJ74.80%-Fxfdfrmv3eSw--4903lGz+439-64.72000
D-1LYS34.3009.30-AAFF66.20%-Rsoxvtxs3dBh--3753zJx+375-763.00000
JFAG5.000-------------Retained
IPIY15.0005.10-OOO-OOO-56.30%-Ghipyrbi3mAa--6753rCx+603-70.40000
WDLW99.9004.40-TT-CC-85.40%-Jfhxeqij3dEb--8753rIs+708-72.00000
InbENB12.500--ICNU---------Retained
Tranche Comments
P-C: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144I/Wfy V; G-B: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144V/Mdc W; D-1: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144Z/Zze O; B-2: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144A/Nix C; W: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144V/Ucj V; I: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144G/Vsr A; W: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144Z/Mkk N; J: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144O/Ntz Z; Inb: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144X/Gvn Y;
Deal Comments
Oox Vgqq Fqcfoca 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 3, 2018
Refinancing
Yes

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan