Fidelity Grand Harbour CLO DAC (FILG) 2024-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XHAVN562.0003.80-EEEOOO46.00%-Glhquydu3wTo-1313lIs+131-685.00000
I-2AKT22.0005.90-BBVV45.70%-GnlnsFRF--5.40%5.400%759.00000
HKVF82.0009.90-U-E-7.92%-Rvrowirr3yFk-9003sAl+814-87.00000
B-1IGV95.5004.10-SSLL19.70%-Ybxdyzfm3cOx-1903qAl+190-613.00000
EDDQ87.5008.70-BN89.16%-Yufdclnj3lKv-2303xJk+230-381.00000
QgzvhcZUQ10.600------------Retained
IDJU90.0005.30-AA-QQ-5.20%-Rpqjaivp3iAf-6003eZu+596-35.44000
PALAE45.0004.90-FFFBBB29.00%-Ljwdsvpf3rLb-1313dWt+131-467.00000
REDB58.0006.90-PPP-RRR-12.00%-Gusdvuys3sDt-3253zBi+325-910.00000
Tranche Comments
XH: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144V/Bes H; PA: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144E/Tkd Z; B-1: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144U/Mlx B; I-2: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144Y/Kda G; E: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144T/Giw Q; R: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144I/Tdn P; I: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144X/Zji R; H: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144Q/Dwx I; Qgzvhc: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144T/Ycr H;
Deal Comments
Lqg Ooss Vscgqku 1.5
Risk Retention
VH/HJ - Kyal HI - Kya
Pricing Speed
20 VNS
Reinvestment Period (YRS)
2.8
Reinvestment Period End Date
Jul 8, 2017
WAL Test Period (YRS)
1.1