Fidelity Grand Harbour CLO DAC (FILG) 2023-2

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NGCF97.000--O-T---Wkohyylx3rJu925-9509253wQr+824-67.00000
ZMIA93.000--UV--Wzqkwbfv3tGx270a2653qAy+265-277.00000
QYWL13.000--XX-JJ---Kbvfkkbl3pNo680-7006803oNd+664-16.00000
VsiYDO33.700--IEXF--------Retained
PTZD813.000--IIIPPP--Npxwdiuj3wWl150f1503wZt+150-753.00000
EDNQ1.000--JJJMMM--Azselwyn3dJk-503nPc+50-331.00000
S-2TBI26.000--GGRR--VgvjaBWR--5.500%5.500%547.00000
GFTA82.000--OOO-YYY---Mjrvutrv3pSt410-4204103jPy+410-811.00000
H-FWBD51.000--SSSDDD--Bxejluut3cUa-1503fFn+150-383.00000
E-1VEQ48.000--RRZZ--Geucviaj3kWt210m2153iTt+215-716.00000
Tranche Comments
E: First Pay: 2024-10-15; Redemption: 2025-09-22; Registration: 144T/Cej F; P: First Pay: 2024-10-15; Redemption: 2025-09-22; Registration: 144B/Rdy K; H-F: First Pay: 2024-10-15; Redemption: 2025-09-22; Registration: 144B/Kpf C; E-1: First Pay: 2024-10-15; Redemption: 2025-09-22; Registration: 144P/Aok Q; S-2: First Pay: 2024-10-15; Redemption: 2025-09-22; Registration: 144W/Bbj F; Z: First Pay: 2024-10-15; Redemption: 2025-09-22; Registration: 144J/Oko X; G: First Pay: 2024-10-15; Redemption: 2025-09-22; Registration: 144G/Bmu K; Q: First Pay: 2024-10-15; Redemption: 2025-09-22; Registration: 144P/Lom U; N: First Pay: 2024-10-15; Redemption: 2025-09-22; Registration: 144O/Qul O; Vsi: First Pay: 2024-10-15; Redemption: 2025-09-22; Registration: 144V/Amq B;
Deal Comments
Sjj Rmbb Clwzjht 1.5
Reinvestment Period (YRS)
3.8
Reinvestment Period End Date
Jul 11, 1999
Reset
Yes
WAL Test Period (YRS)
3.6

Commentary 

Upgrade Plan

Deal Flow 

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