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
V	HTE	765.000	2.00	-	TTT	TTT	24.00%	-	Qqcuchsi	3fZk	-	-	123	3zIa+123	-	942.00000
I	SPY	99.000	8.30	-	Z	I	16.00%	-	Pkqcfzcg	3dHp	-	-	205	3zIj+205	-	581.00000
JB	IMS	35.000	2.00	-	OOO	DDD	69.00%	-	Kypbfydc	3xJr	-	-	123	3dVz+123	-	971.00000
Y-1	XNC	63.000	2.00	-	PP	EE	51.00%	-	Ydcypbpe	3rFd	-	-	175	3jBt+175	-	854.00000
Z-2	QGG	69.000	5.00	-	PP	BB	69.00%	-	Cgbgj	-	-	-	-	4.60%	4.600%	605.00000
Vyc	JWA	36.203	-	-	HD	EY	-	-	-	-	-	-	-	-	-	Retained
I	FKT	39.000	5.70	-	XXX-	XXX-	27.00%	-	Ymrrletq	3fBy	-	-	270	3oDh+270	-	777.00000
H	IJE	31.000	89.70	-	D-	V-	3.30%	-	Zplpfbxz	3cSf	-	-	780	3iRi+757	-	63.60000
W	CZN	21.000	1.70	-	UU-	LL-	6.60%	-	Psuxydtl	3iEj	-	-	475	3wQq+475	-	811.00000

Tranche Comments

V: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144Z/Acr A; JB: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144C/Lwh Z; Y-1: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144Y/Jtc S; Z-2: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144P/Xrb C; I: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144J/Tiz Y; I: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144J/Lnb B; W: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144D/Cop S; H: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144A/Xxj R; Vyc: First Pay: 2025-05-15; Redemption: 2026-08-18; Registration: 144I/Awi I;

Deal Comments

Fqwqk. Qwk Nwyy Vqpywyc 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 24, 1997

Refinancing

Yes