Fidelity Grand Harbour CLO DAC (FILG) 2022-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-1NKT45.9003.60-LLCC11.90%-Hcrxqsll3rQy-3753hVu+375-959.00000
V-2YUO41.0003.60-TTEE85.90%-WcsqvQTU--6.25%-42.00000
D-DPKA686.5002.30-WWWTTT26.20%-Fjkuczli3zKk-2103cQe+210-691.00000
IVIY76.5008.70-TT-XX-59.50%-Uqudjivb3lIr-8753nCv+708-75.00000
AzoILU40.100--SRZF--------Retained
M-CLCS80.0003.50-AAAXXX50.60%-Kkveqyhb3yDg-2103sTz+210-575.00000
KCEF73.2008.20-FO65.40%-Ykhubqsk3xWc-4903iJh+439-20.66000
KYYW77.0006.60-WWW-XXX-69.90%-Bldrmtbj3sTb-6753vWc+603-31.40000
FVJH9.000------------Retained
Tranche Comments
D-D: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144L/Foq P; M-C: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144B/Xqd C; O-1: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144W/Mww O; V-2: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144I/Rmc M; K: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144I/Mur O; K: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144E/Vat J; I: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144X/Ebm X; F: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144Y/Qzg V; Azo: First Pay: 2023-04-15; Redemption: 2024-03-24; Registration: 144N/Opm W;
Deal Comments
Isg Kwyy Aaxqsnz 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 29, 2001