Fidelity Grand Harbour CLO DAC (FILG) 2024-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SZDXO871.0007.10-ZZZHHH26.00%-Isuffblw3jHk-1313kYm+131-489.00000
P-2PIQ81.0009.50-DDAA93.60%-WsaysRMK--5.40%5.400%320.00000
T-1ZDY91.6008.90-OOJJ39.80%-Wxrkvtib3kFz-1903pPl+190-436.00000
SOIR35.0007.50-YYY-TTT-56.00%-Vtjfztjp3lGm-3253nHn+325-424.00000
UbxcazULU87.600------------Retained
TDAJ20.9004.30-XZ82.84%-Ovoaruyx3zNj-2303eKi+230-499.00000
GRKPL59.0003.20-PPPKKK48.00%-Bhhjsura3kLy-1313rNr+131-193.00000
ZDHZ11.0001.50-L-V-8.46%-Fzfvhfth3dQn-9003lPw+814-91.00000
ESSF12.0007.70-DD-II-4.50%-Eyzlpqsm3vMs-6003oBw+596-15.23000
Tranche Comments
SZ: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144I/Umf A; GR: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144Q/Qfv Q; T-1: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144T/Rpf I; P-2: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144J/Epd O; T: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144G/Eal T; S: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144P/Jad T; E: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144Y/Knf F; Z: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144F/Zje V; Ubxcaz: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144A/Uqq N;
Deal Comments
Ifk Obcc Nnhcfhy 1.5
Risk Retention
JM/MJ - Crub MY - Cru
Pricing Speed
20 HZW
Reinvestment Period (YRS)
4.3
Reinvestment Period End Date
Aug 5, 2017
WAL Test Period (YRS)
4.4

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan