2021-1

Fidelity Grand Harbour CLO DAC (FILG) 2021-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Fidelity International Ltd (FIL)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
D	JTJ	19.000	-	Q3	-	U-	2.40%	-	Ssdcofrj	3oSk	-	-	960	3zNh+915	-	52.00000
N	QQV	784.000	-	Izz	-	HHH	81.00%	-	Rbxdodvf	3wIc	-	-	100	3sGo+100	-	244.00000
D1	MMM	48.000	-	Lr2	-	PP	-	-	Acswyruj	3pKd	-	-	175	3qSz+175	-	263.00000
X	KMP	98.000	-	S2	-	O	56.00%	-	Klozboss	3qKc	-	-	250	3hSu+250	-	386.00000
Bpi	QSI	80.460	-	SW	-	NI	-	-	-	-	-	-	-	-	-	-
U2	FOW	62.000	-	He2	-	KK	66.00%	-	Xkxqk	QVE	-	-	-	2.150%	2.150%	642.00000
N	ODK	72.000	-	Nii3	-	VVV	20.80%	-	Rcfvdlfv	3rKa	-	-	360	3eHt+360	-	561.00000
Z	KQM	69.000	-	Tw3	-	LL-	5.70%	-	Prwukfha	3aYa	-	-	650	3pMm+622	-	69.00000

Tranche Comments

N: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144G/Idn M; D1: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144E/Nfi J; U2: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144G/Let E; X: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144B/Wdv T; N: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144E/Ghk N; Z: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144C/Zcp T; D: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144H/Ikr O; Bpi: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144U/Vmf A;

Deal Comments

Zwv Ivjj Ixtewyl 2.00

Risk Retention

BQu Khhsshumda/Jhsssudmhh

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 19, 1999