Fidelity Grand Harbour CLO DAC (FILG) 2023-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-1CPY59.7009.40-VVAA55.00%-Ipuplroc3gEh-3153cNs+315-650.00000
TTZO20.0009.90-A-J-1.60%-Aeohurls3nIv-11753hQo+1002-47.00000
GGWK230.0001.90-EEEWWW96.40%-Khhwwphd3eDb-1903fFn+190-821.00000
Z-2XGI22.0001.30-ZZNN16.00%-XrwuuLRL--7.10%7.100%256.00000
ENXJ30.0003.50-ZZ78.70%-Azmeeykn3oAr-4003vNk+400-712.00000
ITQN61.3003.80-ZZZ-AAA-13.80%-Cetwuthb3eBe-5903wKm+590-597.00000
YvmNQW94.266--PWUQ--------Retained
WYLV36.8003.30-WW-BB-40.20%-Wyhalcut3dUc-8753gQf+769-42.00000
Tranche Comments
G: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144X/Pxr K; L-1: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144V/Pnw B; Z-2: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144T/Mep Y; E: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144C/Lmc B; I: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144T/Nbk E; W: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144V/Gyv Q; T: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144G/Fiw W; Yvm: First Pay: 2024-02-15; Redemption: 2025-01-25; Registration: 144I/Vec Q;
Deal Comments
Lgv Oxaa Ygczgrs 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 25, 2001