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

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OFZAT47.4005.60-QQ-LL-2.10%-Aveaqped3qTo-6003zGg+600-757.00000
ZFDTD29.1004.10-YYII15.16%-Mwyqxwof3cFc-2003mPr+200-207.00000
CNEEC82.0008.70-EEE-HHH-81.30%-Pebhttxm3yRy-3253vJe+325-999.00000
FWPXP30.50057.00-I-N-5.40%-Hmlswawo3eIp-9003iHj+851-61.00000
WQSGO191.0006.60-KKKZZZ11.00%-Xcyahecr3yIb-1303kAo+130-385.00000
LYWCD66.7007.80-XA31.41%-Jjejxkcx3hUx-2403rAz+240-761.00000
TsoLTO59.350------------Retained
Tranche Comments
WQ: First Pay: 2025-04-15; Redemption: 2026-12-30; Registration: 144K/Idr Q; ZF: First Pay: 2025-04-15; Redemption: 2026-12-30; Registration: 144Z/Fue P; LY: First Pay: 2025-04-15; Redemption: 2026-12-30; Registration: 144M/Hsk C; CN: First Pay: 2025-04-15; Redemption: 2026-12-30; Registration: 144E/Ydw G; OF: First Pay: 2025-04-15; Redemption: 2026-12-30; Registration: 144K/Osw E; FW: First Pay: 2025-04-15; Redemption: 2026-12-30; Registration: 144T/Iap G; Tso: First Pay: 2025-04-15; Redemption: 2026-12-30; Registration: 144X/Lea X;
Deal Comments
Lbhbh. Amk Lxbb Qbzymmj 2.00
Risk Retention
XH/HG - Rfezeeapk HF - Sy
Pricing Speed
20 JDL
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 25, 2008
Reset
Yes
WAL Test Period (YRS)
5

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan