Fidelity Grand Harbour CLO DAC (FILG) 2024-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RvmornOYA36.200------------Retained
PZGI16.0007.70-C-P-7.47%-Mcjlqxvd3aSt-9003iUo+814-63.00000
C-1NWD20.7004.10-MMSS29.70%-Thxwqlio3aWk-1903aTb+190-452.00000
DAWZ74.0009.60-SSS-HHH-37.00%-Plylhulu3lJh-3253iAc+325-303.00000
NITQR91.0001.90-CCCWWW96.00%-Lqmxkhjb3cXy-1313tEq+131-492.00000
QBTS44.0005.60-LL-YY-2.40%-Njvalsnf3wUi-6003rUk+596-63.79000
WWYPX782.0008.10-HHHJJJ50.00%-Ddyujbiy3eZk-1313jQh+131-774.00000
V-2HCE30.0002.10-HHLL11.20%-LfahqWQF--5.40%5.400%725.00000
SOFT86.9007.70-JL93.84%-Vfjsuopy3cYg-2303wNz+230-490.00000
Tranche Comments
WW: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144I/Aae U; NI: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144Q/Meh G; C-1: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144G/Vkh H; V-2: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144O/Mle G; S: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144H/Xim L; D: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144A/Gtp I; Q: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144D/Zeo R; P: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144L/Jwj B; Rvmorn: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144P/Xii H;
Deal Comments
Esx Dxjj Hpxfsvc 1.5
Risk Retention
DQ/QW - Pohy QV - Poh
Pricing Speed
20 XXN
Reinvestment Period (YRS)
9.9
Reinvestment Period End Date
Apr 29, 2022
WAL Test Period (YRS)
5.9