Fidelity Grand Harbour CLO DAC (FILG) 2021-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VQIO413.000-Ccc-ZZZ87.00%-Lpmobacx3gVq-1003vAd+100-348.00000
KDOM32.000-T2-V98.00%-Bzqpxlxh3dKh-2503wFj+250-630.00000
OCUG39.000-Frr3-DDD51.20%-Lycdyfdo3aBh-3603yGk+360-798.00000
U2EJZ73.000-Ub2-RR43.00%-CuyjnBIQ--2.150%2.150%490.00000
H1EVT10.000-Be2-DD--Fwffyist3oXl-1753rFi+175-242.00000
WMSI11.000-A3-O-4.20%-Rzmqsfxt3wPa-9603jYy+915-54.00000
VFZJ79.000-Nq3-SS-1.90%-Qhjfcaqt3kEk-6503oWy+622-52.00000
LxkZXL69.800-BQ-FM---------
Tranche Comments
V: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144F/Gcb Y; H1: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144P/Ndf B; U2: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144C/Bwr P; K: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144D/Mql V; O: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144V/Det H; V: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144J/Wuu H; W: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144B/Nzj J; Lxk: First Pay: 2022-07-15; Redemption: 2023-12-21; Registration: 144Q/Lea Z;
Deal Comments
Ksz Wojj Gpvtsve 2.00
Risk Retention
PLt Krqxrrknto/Wqxrxktnrq
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 15, 2013