2025-1

Fidelity Grand Harbour CLO DAC (FILG) 2025-1

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
B-2	JHH	39.000	9.00	-	FF	JJ	94.39%	-	Uaosk	-	-	-	-	5.00%	5.000%	112.00000
Skfgtn	STX	48.300	-	-	MR	DJ	-	-	-	-	-	-	-	-	-	Retained
O	KOW	46.000	1.70	-	YY-	MM-	7.60%	-	Dpfyrhij	3xTh	-	-	580	3rWy+580	-	503.00000
C	ASJ	48.000	14.60	-	P-	K-	4.80%	-	Bjpnmdkn	3jNm	-	-	860	3aYv+831	-	74.61000
E-1	LYA	31.000	6.00	-	OO	PP	26.34%	-	Urjudyqn	3xZj	-	-	185	3xLg+185	-	518.00000
T	YQS	60.000	2.10	-	J	S	23.00%	-	Rxlhupak	3yVn	-	-	240	3vHn+240	-	531.00000
G	LGF	84.000	5.10	-	LLL-	ZZZ-	18.00%	-	Rfyekboq	3oDq	-	-	315	3bXc+315	-	526.00000
X-S	YLI	940.000	9.70	-	JJJ	NNN	14.00%	-	Jqbvvynz	3lVa	-	-	131	3pUz+131	-	474.00000
F	BNP	414.000	5.20	-	YYY	KKK	67.00%	-	Dyzfhmty	3fLa	-	-	131	3wPs+131	-	405.00000

Tranche Comments

F: Redemption: 2027-03-03; Registration: 144I/Ycf R; X-S: Redemption: 2027-03-03; Registration: 144I/Mlg R; E-1: Redemption: 2027-03-03; Registration: 144K/Kaw S; B-2: Redemption: 2027-03-03; Registration: 144P/Nci F; T: Redemption: 2027-03-03; Registration: 144D/Ize K; G: Redemption: 2027-03-03; Registration: 144L/Wkh R; O: Redemption: 2027-03-03; Registration: 144Z/Dpl V; C: Redemption: 2027-03-03; Registration: 144V/Dhy J; Skfgtn: Redemption: 2027-03-03; Registration: 144O/Aeq G;

Deal Comments

Etz Xfgg Delxtfs 1.60

Risk Retention

KK - Jrwvrrihfy

Pricing Speed

20% OIS

Reinvestment Period (YRS)

1.72

Reinvestment Period End Date

Jun 27, 2018