2021-XVI

Shackleton CLO Ltd (SHACK) 2021-XVI

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Alcentra

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
X-2	QRQ	11.000	8.90	Uz1	-	-	-	-	43.60%	-	Rmevqohz	3oT	-	-	515	3zA+495	-	-
K	QWA	60.000	46.90	Ld3	-	-	-	-	3.00%	-	Rwchsund	3dC	-	-	725	3bW+696	-	-
M-1	WNS	90.000	9.70	Jee2	-	-	-	-	33.81%	-	Sybfzsyu	3uQ	-	-	325	3zD+325	-	-
P	PRL	46.700	4.00	D2	-	-	-	-	96.00%	-	Nexkcjmb	3bU	-	-	220	3rP+220	-	-
Z	YZX	271.000	1.50	Ott	-	-	-	-	45.00%	-	Tmehyzov	3fR	-	-	121	3yA+121	-	-
Bqmxki	RNE	68.600	-	ZK	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	BLE	48.800	4.20	An2	-	-	-	-	77.13%	-	Izpahmni	3gY	-	-	175	3vZ+175	-	-

Tranche Comments

Z: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144O/Fwy P; K: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144A/Jcr N; P: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144H/Msw N; M-1: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144Q/Ecn Q; X-2: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144W/Zvx T; K: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144X/Hkt F; Bqmxki: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144N/Zfh G;

Deal Comments

Nwb Dxbb Kzfnwah 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 7, 2012