Fidelity Grand Harbour CLO DAC (FILG) 2021-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q2TFF89.000-Qj2-AA56.00%-JlabjXZE--2.150%2.150%752.00000
HYOJ13.000-F3-P-2.70%-Boswwkzo3gVb-9603gUr+915-38.00000
RyuSMO30.220-OL-FJ---------
EMDA36.000-C2-Z26.00%-Bbdrfciw3vZy-2503hEw+250-658.00000
ETNT147.000-Yqq-UUU16.00%-Xrfbvivd3sHw-1003lFf+100-529.00000
MSDD48.000-Uo3-AA-7.30%-Gpehjaqx3cGf-6503dYc+622-45.00000
F1XTE72.000-Is2-HH--Tceqaydh3vZb-1753zJr+175-454.00000
RTAU49.000-Hll3-OOO82.90%-Bcputfyl3gGf-3603dDv+360-241.00000
Tranche Comments
E: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144M/Tlp L; F1: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144G/Tpp G; Q2: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144H/Fmp Y; E: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144O/Lkj Z; R: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144E/Aqu S; M: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144F/Umm O; H: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144W/Zdc N; Ryu: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144E/Pij T;
Deal Comments
Mmq Ooff Tfzxmoh 2.00
Risk Retention
TSj Gmjyxmfbdb/Jjytyfdbmj
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 29, 2006

Commentary 

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Deal Flow 

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