Fidelity Grand Harbour CLO DAC (FILG) 2022-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-2NLC97.0008.40-CCAA31.30%-OwcmtVYB--6.25%-14.00000
EJOQ38.3004.70-RY52.30%-Ubjecztl3nPq-4903aIe+439-89.18000
THME1.000------------Retained
L-1ZYI82.5001.10-JJDD71.50%-Pmllxqte3xIs-3753fRa+375-936.00000
PWYS73.6009.80-RR-SS-99.50%-Safurajo3tUp-8753jCl+708-83.00000
HHZF54.0001.40-GGG-TTT-21.50%-Obbetywt3nXi-6753nVt+603-19.30000
V-USTH36.0001.60-MMMTTT96.50%-Yxpmsuyu3iXp-2103pNg+210-775.00000
DjpJDB25.500--DZSJ--------Retained
T-WDPD775.5009.70-DDDDDD49.80%-Mybezthf3rSd-2103lTc+210-434.00000
Tranche Comments
T-W: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144J/Iox V; V-U: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144F/Nyw C; L-1: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144V/Hkk C; P-2: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144Q/Fcx D; E: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144D/Wki L; H: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144M/Zoy F; P: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144D/Tjp K; T: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144X/Iru K; Djp: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144F/Bqm J;
Deal Comments
Zym Xpzz Zyxfyjg 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 12, 2012

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan