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

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CKKWU72.9006.40-CCPP10.89%-Uvdjosbs3sQi-2003yIo+200-335.00000
DJZAH23.2007.60-BB-NN-1.50%-Hbhlpdtl3kMx-6003tRt+600-466.00000
OZKMO891.0001.30-FFFUUU81.00%-Yjrqfwtv3kPr-1303sVj+130-425.00000
RkfSWY16.430------------Retained
BFQID24.5003.80-LF57.83%-Qvrdktpy3pOa-2403sLr+240-566.00000
NULHP35.0008.80-HHH-PPP-49.40%-Xpfdedeu3aWx-3253tLn+325-609.00000
CWPVZ61.80053.00-A-V-3.30%-Xffuismi3kFn-9003kIm+851-29.00000
Tranche Comments
OZ: First Pay: 2025-04-15; Redemption: 2026-12-30; Registration: 144U/Znm C; CK: First Pay: 2025-04-15; Redemption: 2026-12-30; Registration: 144G/Gng F; BF: First Pay: 2025-04-15; Redemption: 2026-12-30; Registration: 144E/Byd J; NU: First Pay: 2025-04-15; Redemption: 2026-12-30; Registration: 144P/Bjr Y; DJ: First Pay: 2025-04-15; Redemption: 2026-12-30; Registration: 144Z/Nck R; CW: First Pay: 2025-04-15; Redemption: 2026-12-30; Registration: 144X/Hqy B; Rkf: First Pay: 2025-04-15; Redemption: 2026-12-30; Registration: 144U/Byu E;
Deal Comments
Dxjxf. Opg Geff Rxmipct 2.00
Risk Retention
TF/FA - Ckhdurkwe FX - Ny
Pricing Speed
20 FDX
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 25, 2000
Refinancing
Yes
WAL Test Period (YRS)
7

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan