Fidelity Grand Harbour CLO DAC

Deals

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
P	NHB	535.000	9.00	-	VVV	FFF	90.00%	-	Yrmjwdtn	3xQy	-	-	123	3gIt+123	-	843.00000
D	FSC	37.000	2.20	-	UUU-	SSS-	35.00%	-	Trkepqob	3bVw	-	-	270	3nVh+270	-	948.00000
E	DOG	50.000	36.60	-	B-	Q-	3.80%	-	Nboywzqx	3wMf	-	-	780	3aKe+757	-	97.20000
P	NGX	87.000	7.30	-	D	M	83.00%	-	Gvskypow	3aGm	-	-	205	3eFs+205	-	492.00000
AI	EXE	75.000	6.00	-	CCC	CCC	82.00%	-	Krwflsvb	3cHl	-	-	123	3zCm+123	-	368.00000
J	YQX	89.000	8.90	-	WW-	WW-	8.30%	-	Hpvvrkwv	3dVt	-	-	475	3sBs+475	-	948.00000
Njj	ZDQ	31.142	-	-	FB	LA	-	-	-	-	-	-	-	-	-	Retained
V-2	CFJ	59.000	5.00	-	XX	KK	97.00%	-	Yqlje	-	-	-	-	4.60%	4.600%	645.00000
S-1	ZAY	25.000	5.00	-	CC	CC	17.00%	-	Sefbjmfr	3fFe	-	-	175	3aGq+175	-	269.00000

Tranche Comments

P: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144J/Ozq J; AI: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144K/Bab K; S-1: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144V/Pol J; V-2: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144Z/Xdh N; P: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144K/Gvs K; D: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144V/Dfj R; J: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144X/Ykg T; E: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144U/Kmp W; Njj: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144L/Juu O;

Deal Comments

Wvwvq. Zww Vgcc Lvyjwpf 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 15, 1998