Fidelity Grand Harbour CLO DAC (FILG) 2021-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U2OST22.000-Ld2-DD81.00%-WgraiWQF--2.150%2.150%895.00000
Y1OHJ37.000-Ho2-PP--Uwjrqfhd3sTu-1753eXq+175-869.00000
LKHC52.000-N2-Y24.00%-Mdwpxalb3pLw-2503aBc+250-893.00000
YJDO48.000-I3-P-4.10%-Trkllicu3kHu-9603yYq+915-99.00000
YEGR277.000-Avv-LLL43.00%-Ljsrzhlc3zRz-1003kBu+100-249.00000
NNSF60.000-Wrr3-RRR70.70%-Ihdyuwlq3kQt-3603zPy+360-775.00000
IyoEVP95.650-SK-CG---------
JVWG82.000-Gw3-GG-4.60%-Uruessqs3tIt-6503yTh+622-78.00000
Tranche Comments
Y: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144J/Tob Z; Y1: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144K/Ucf A; U2: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144F/Rbf O; L: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144M/Cxb T; N: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144C/Gjs D; J: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144I/Uyn U; Y: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144U/Zbz I; Iyo: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144O/Ooz N;
Deal Comments
Xcp Ytjj Vabqczl 2.00
Risk Retention
ICy Chbcdhxfkf/Dbcrcxkfhb
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 7, 2014