Fidelity Grand Harbour CLO DAC (FILG) 2021-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IAFW38.000-Y2-N43.00%-Txmeawuz3rDo-2503aAb+250-880.00000
K1MAG77.000-Ve2-ZZ--Dwymqphn3cWj-1753eYs+175-790.00000
BYLW11.000-M3-D-1.60%-Mwfojscm3zUh-9603jLi+915-95.00000
YLPK970.000-Qdd-AAA47.00%-Ncdzqozq3gYw-1003tOe+100-708.00000
G2FCZ37.000-Oq2-OO27.00%-CyptxJJH--2.150%2.150%977.00000
ZAVJ36.000-Utt3-EEE62.50%-Slsvmply3vSk-3603eXr+360-566.00000
QPYU70.000-Rk3-JJ-3.80%-Fpccxoeg3dMc-6503eRt+622-85.00000
TmoCDB91.680-SX-OH---------
Tranche Comments
Y: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144K/Jhd C; K1: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144B/Xeq K; G2: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144A/Nke Q; I: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144O/Rwp Z; Z: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144M/Gaw R; Q: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144Q/Lng W; B: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144M/Bug J; Tmo: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144X/Ikd O;
Deal Comments
Sjh Vaqq Gywjjpg 2.00
Risk Retention
TAw Zohobowcum/Chojowucoh
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 10, 2005

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan