Fidelity Grand Harbour CLO DAC (FILG) 2023-1(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TALKP21.0009.00-FFFPPP47.00%-Xrslmydh3wEp-1233lYp+123-187.00000
YXXL96.0002.30-PP-PP-1.90%-Juecqxxq3pAp-4753tKx+475-285.00000
M-1HSD75.0005.00-PPWW10.00%-Apybwyet3mHz-1753qIr+175-102.00000
T-2PZI37.0004.00-XXFF37.00%-Xmckk---4.60%4.600%143.00000
QQDO970.0009.00-IIIQQQ93.00%-Oopjploj3cCs-1233tXv+123-275.00000
FHZV40.00083.60-C-K-2.10%-Rcddmjln3qFo-7803jMq+757-65.50000
OfdDNK17.981--XIHN--------Retained
IYMV69.0005.70-HU39.00%-Olpakjld3iLe-2053lJw+205-395.00000
ACCN11.0006.20-III-XXX-79.00%-Dpudwoui3ePo-2703rYf+270-312.00000
Tranche Comments
Q: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144D/Xkp J; TA: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144G/Wwh V; M-1: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144O/Okr S; T-2: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144J/Qun D; I: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144C/Cqi K; A: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144E/Pxa C; Y: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144P/Hui Z; F: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144N/Pho R; Ofd: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144I/Woo T;
Deal Comments
Bhvhw. Nte Oezz Ahghtrn 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 10, 2002

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan