2019-1(R)

Fidelity Grand Harbour CLO DAC (FILG) 2019-1(R)

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
VO	QYO	44.900	2.20	-	FF	WW	49.12%	-	Ahyqmttl	3kKo	200x	-	200	3fBi+200	-	233.00000
ER	HBS	58.400	5.30	-	O	T	62.87%	-	Xmqjzmwz	3cIu	235-245	-	240	3cRn+240	-	122.00000
HQ	POZ	36.600	3.10	-	AA-	ZZ-	4.60%	-	Ccpvklni	3dCl	600u	-	600	3tUb+600	-	526.00000
JX	KZW	277.000	2.80	-	OOO	TTT	40.00%	-	Aqyvexvx	3gHp	129-130	-	130	3tIj+130	-	893.00000
SR	IZC	11.000	4.10	-	VVV-	KKK-	97.50%	-	Mxdxrmep	3iXd	Ayy zy Cgc 300e	-	325	3bGn+325	-	750.00000
Zog	QNF	20.290	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
IY	TGP	12.800	10.00	-	T-	O-	5.40%	-	Jqcpwmta	3dUv	900w	-	900	3tOd+851	-	36.00000

Tranche Comments

JX: First Pay: 2025-04-15; Redemption: 2026-12-30; Registration: 144O/Wux R; VO: First Pay: 2025-04-15; Redemption: 2026-12-30; Registration: 144F/Vvp H; ER: First Pay: 2025-04-15; Redemption: 2026-12-30; Registration: 144X/Ynq Z; SR: First Pay: 2025-04-15; Redemption: 2026-12-30; Registration: 144W/Knu E; HQ: First Pay: 2025-04-15; Redemption: 2026-12-30; Registration: 144H/Yfj J; IY: First Pay: 2025-04-15; Redemption: 2026-12-30; Registration: 144T/Mlq L; Zog: First Pay: 2025-04-15; Redemption: 2026-12-30; Registration: 144C/Iee B;

Deal Comments

Fhpht. Lxw Vkcc Uhfjxru 2.00

Risk Retention

YI/IZ - Hzykwjaid II - Zx

Pricing Speed

20 XAE

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 23, 2021

WAL Test Period (YRS)