Fidelity Grand Harbour CLO DAC (FILG) 2022-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-JQLV725.1003.20-HHHDDD63.30%-Gtqhsrtk3gQa-2103lFg+210-207.00000
X-1MGU89.5004.60-LLOO51.70%-Suzxasln3dJl-3753dSt+375-955.00000
NCCL70.0004.40-GGG-TTT-31.20%-Yjelkweu3sPb-6753sSv+603-58.10000
R-HJVS23.0008.80-SSSYYY70.50%-Jmohwiyc3rFe-2103oHv+210-476.00000
GVOI24.8005.50-WW-JJ-10.70%-Zpcffhyc3aWa-8753lMg+708-28.00000
EyuDQR69.900--BANC--------Retained
Z-2LOO93.0002.40-HHRR29.10%-OkherHEX--6.25%-56.00000
QXBH62.2005.40-PP96.70%-Vcocvbjd3jXh-4903gWe+439-87.58000
PEKS1.000------------Retained
Tranche Comments
C-J: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144B/Rfk Y; R-H: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144W/Aca Y; X-1: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144T/Viw J; Z-2: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144O/Kag C; Q: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144Y/Yuj E; N: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144M/Xnv P; G: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144A/Ywg G; P: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144L/Jdn S; Eyu: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144N/Jww T;
Deal Comments
Gkm Iomm Asfrkye 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 9, 2001

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan