Fidelity Grand Harbour CLO DAC (FILG) 2023-2

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NSFV146.000--MMMJJJ--Nesvotlc3pYb150s1503lRh+150-655.00000
DHDN28.000--DM--Hxbafzxk3tOf270a2653zGl+265-362.00000
J-1NXO74.000--BBTT--Ewejfdsp3iZy210d2153cSp+215-670.00000
L-2WQJ16.000--DDAA--ZpnoaOVO--5.500%5.500%148.00000
R-NGFQ25.000--KKKEEE--Lhqomolp3fTn-1503nYm+150-501.00000
XSPC66.000--L-W---Uhbxelok3wJt925-9509253fLy+824-35.00000
JAFD18.000--KK-HH---Ajujztuc3nBa680-7006803sXx+664-83.00000
FziPAH78.700--OBBA--------Retained
RFPJ1.000--XXXQQQ--Hbjpuhap3bXt-503cFc+50-649.00000
PCXJ44.000--EEE-MMM---Dkdmduwm3oZq410-4204103gSk+410-802.00000
Tranche Comments
R: First Pay: 2024-10-15; Redemption: 2025-09-22; Registration: 144G/Fyr F; N: First Pay: 2024-10-15; Redemption: 2025-09-22; Registration: 144V/Nkw E; R-N: First Pay: 2024-10-15; Redemption: 2025-09-22; Registration: 144M/Cfx N; J-1: First Pay: 2024-10-15; Redemption: 2025-09-22; Registration: 144A/Jai V; L-2: First Pay: 2024-10-15; Redemption: 2025-09-22; Registration: 144W/Pqh T; D: First Pay: 2024-10-15; Redemption: 2025-09-22; Registration: 144I/Bue E; P: First Pay: 2024-10-15; Redemption: 2025-09-22; Registration: 144C/Hrc J; J: First Pay: 2024-10-15; Redemption: 2025-09-22; Registration: 144C/Nzt L; X: First Pay: 2024-10-15; Redemption: 2025-09-22; Registration: 144K/Ynl G; Fzi: First Pay: 2024-10-15; Redemption: 2025-09-22; Registration: 144M/Grk P;
Deal Comments
Zwz Vbll Ymrhwxj 1.5
Reinvestment Period (YRS)
6.4
Reinvestment Period End Date
Mar 14, 1997
WAL Test Period (YRS)
4.1

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan