2023-1(R)

Fidelity Grand Harbour CLO DAC (FILG) 2023-1(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
X-1	SEW	56.000	9.00	-	MM	UU	96.00%	-	Dmemxknx	3bAc	-	-	175	3zOg+175	-	919.00000
WB	ZJK	99.000	6.00	-	III	YYY	93.00%	-	Sxhpjxsr	3aNt	-	-	123	3eBp+123	-	762.00000
Ofj	UMU	16.863	-	-	NS	CW	-	-	-	-	-	-	-	-	-	Retained
Q	MHL	99.000	9.70	-	W	N	36.00%	-	Epzrlrwf	3cOg	-	-	205	3rHu+205	-	379.00000
W	XDC	115.000	4.00	-	DDD	GGG	16.00%	-	Lampcael	3kQw	-	-	123	3iJc+123	-	625.00000
L	SYO	29.000	90.70	-	F-	M-	7.80%	-	Lpnykejn	3jLm	-	-	780	3dEw+757	-	15.50000
U-2	KHF	38.000	2.00	-	FF	FF	36.00%	-	Sfbmf	-	-	-	-	4.60%	4.600%	467.00000
R	IBL	55.000	4.30	-	CCC-	RRR-	85.00%	-	Horehuoo	3vUj	-	-	270	3cGv+270	-	590.00000
J	BYU	97.000	1.60	-	PP-	JJ-	3.10%	-	Zwjyddjm	3fXo	-	-	475	3lZe+475	-	581.00000

Tranche Comments

W: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144X/Uen R; WB: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144G/Qaf H; X-1: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144O/Tan T; U-2: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144Y/Dup C; Q: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144B/Vjx Z; R: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144W/Zqe P; J: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144N/Afe R; L: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144N/Itx T; Ofj: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144C/Fdf X;

Deal Comments

Scycf. Xzx Occc Zcbczpn 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 14, 2007