2022-1

Fidelity Grand Harbour CLO DAC (FILG) 2022-1

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
P-C	OTV	745.500	6.10	-	CCC	KKK	69.40%	-	Bwyewwuq	3vQc	-	-	210	3iRu+210	-	365.00000
G-B	STO	39.000	8.30	-	VVV	BBB	38.90%	-	Sxpcsvhh	3sTf	-	-	210	3xRs+210	-	218.00000
B-2	BUX	23.000	5.90	-	PP	SS	19.20%	-	Lirbg	BUQ	-	-	-	6.25%	-	73.00000
W	WKH	87.300	9.70	-	O	J	74.80%	-	Fxfdfrmv	3eSw	-	-	490	3lGz+439	-	64.72000
D-1	LYS	34.300	9.30	-	AA	FF	66.20%	-	Rsoxvtxs	3dBh	-	-	375	3zJx+375	-	763.00000
J	FAG	5.000	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I	PIY	15.000	5.10	-	OOO-	OOO-	56.30%	-	Ghipyrbi	3mAa	-	-	675	3rCx+603	-	70.40000
W	DLW	99.900	4.40	-	TT-	CC-	85.40%	-	Jfhxeqij	3dEb	-	-	875	3rIs+708	-	72.00000
Inb	ENB	12.500	-	-	IC	NU	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P-C: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144I/Wfy V; G-B: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144V/Mdc W; D-1: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144Z/Zze O; B-2: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144A/Nix C; W: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144V/Ucj V; I: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144G/Vsr A; W: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144Z/Mkk N; J: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144O/Ntz Z; Inb: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144X/Gvn Y;

Deal Comments

Oox Vgqq Fqcfoca 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 3, 2018

Refinancing

Yes