2023-1

Fidelity Grand Harbour CLO DAC (FILG) 2023-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Fidelity International Ltd (FIL)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
P-2	HID	52.000	9.40	-	DD	SS	17.00%	-	Oqfld	JED	-	-	-	7.10%	7.100%	164.00000
L	MAH	96.000	8.90	-	X	Z	92.90%	-	Rcvyeqap	3bGh	-	-	400	3pRt+400	-	695.00000
W	WOH	87.000	5.60	-	H-	G-	9.50%	-	Vlfbkppb	3eQd	-	-	1175	3tFk+1002	-	79.00000
Ujt	AZO	73.210	-	-	QH	PQ	-	-	-	-	-	-	-	-	-	Retained
R	VUJ	450.000	4.50	-	MMM	QQQ	41.10%	-	Tkwzcpcj	3bEl	-	-	190	3xLm+190	-	684.00000
S	XLN	93.900	6.50	-	LLL-	PPP-	52.40%	-	Kvhudohp	3sWt	-	-	590	3aZf+590	-	291.00000
Y	FMJ	66.900	1.30	-	GG-	JJ-	11.30%	-	Sdmshpev	3bMt	-	-	875	3nMx+769	-	47.00000
T-1	VYL	18.400	1.70	-	FF	PP	62.00%	-	Lwcyfxpp	3nCo	-	-	315	3qWo+315	-	612.00000

Tranche Comments

R: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144J/Equ E; T-1: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144G/Nnk K; P-2: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144K/Baw Q; L: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144Q/Hsa L; S: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144C/Hoo I; Y: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144Q/Nlu S; W: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144B/Twz G; Ujt: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144Y/Zcz N;

Deal Comments

Xoy Mwxx Hnznomh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 22, 2023