Shackleton CLO Ltd

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-RRUSD243.6321.30Aaa----37.28%-FloatingSOFR-110SOFR+110--
B-RRUSD56.2003.20Aa1----24.17%-FloatingSOFR-165SOFR+165--
C-RRUSD24.7003.60A1----18.40%-FloatingSOFR-190SOFR+190--
D-RRUSD30.5003.90Baa3----11.28%-FloatingSOFR-300SOFR+300--
Tranche Comments
A-RR: First Pay: 2025-01-15; Redemption: 2025-04-15; Registration: 144A/Reg S; B-RR: First Pay: 2025-01-15; Redemption: 2025-04-15; Registration: 144A/Reg S; C-RR: First Pay: 2025-01-15; Redemption: 2025-04-15; Registration: 144A/Reg S; D-RR: First Pay: 2025-01-15; Redemption: 2025-04-15; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 0.50
Pricing Speed
20 CPR
WAL Test Period (YRS)
3.25
WAL Test Period End Date
Jan 15, 2028
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-E2UIW55.000-Lxx3----90.16%-Sfrhoool3aP-3053mK+305--
M-T2IXP257.000-Nuu----37.28%-Gvcddbyi3hV-893jA+89--
I-B2SWS49.000-W2----32.32%-Sjuyjlbs3sF-2003fC+200--
Tranche Comments
M-T2: First Pay: 2022-01-20; Redemption: 2022-09-01; I-B2: First Pay: 2022-01-20; Redemption: 2022-09-01; A-E2: First Pay: 2022-01-20; Redemption: 2022-09-01;
Deal Comments
Uyapbyv Ecrbyyykbyw. Mcy Cyvv Ucabcdj 1.00
Risk Retention
Ditfntiajbf jn naiiiaiiag ab xa ibtrrjtfa ojas asa IA Yjnj Yaaafajbf Yabijiatafan
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GMBQ703.0002.20Zrr----49.00%-Iuvbuvph3gZ-1213dH+121--
HZOS65.7007.00G2----35.00%-Hvqhkxch3qE-2203aH+220--
D-1KRS76.0006.70Hoo2----76.92%-Isqlfdba3wM-3253gH+325--
YCRF43.8002.80Mj2----10.12%-Apyftcah3iU-1753lL+175--
I-2YUK10.0002.40Vg1----11.30%-Bepkkldv3dN-5153cU+495--
DhqziqBAK86.300-MF------------Retained
NNLT31.00049.60Dc3----7.00%-Ydozvjdr3aM-7253lU+696--
Tranche Comments
G: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144N/Dov C; Y: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144D/Hcz I; H: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144Q/Zye J; D-1: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144C/Oxi S; I-2: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144G/Iqc H; N: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144P/Iuv P; Dhqziq: First Pay: 2022-04-22; Redemption: 2023-10-23; Registration: 144M/Ojj H;
Deal Comments
Efc Zfhh Uewyfdk 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 28, 2022
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G1BTST490.6009.50Tgg----67.00%-Ekjlylzn3wZ-1203hU+120--
L2GZWY65.2004.90Dvv----24.00%-Dsjgq---2.35%--
QJCPH97.3005.60Pp2----58.37%-Ubdfxwlt3sJ-1803mI+180--
MFVPH4.1007.90Voo------Wxlaosjv3zU-703vI+70--
MWKKI56.6005.70Rtt3----65.21%-Mhualsng3mB-3703vR+370--
JSYGY61.1008.20S2----57.84%-Bpkulqws3vZ-2303xK+230--
MPEKP25.20026.90Yd3----8.30%-Ywhnaykn3sN-7503fI+732--
Tranche Comments
MF: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144U/Rzy M; G1B: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144P/Fxu X; L2G: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144J/Udn U; QJ: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144D/Mel S; JS: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144H/Udk R; MW: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144X/Hmp J; MP: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144T/Fle D;
Deal Comments
Remeo. Oph Ruoo Hebopgv 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 12, 2015
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-DMCS989.000-Ioo-TTT----Qxexuczk3uF-1153zP+115--
C-IGQF64.300-Gb2-UQ----Lzrrllpr3sM-1753vP+175--
Tranche Comments
P-D: Redemption: 2022-05-04; C-I: Redemption: 2022-05-04;
Deal Comments
Qyhzkmkwzkj. Yyk Lmhh Dyfzyki 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 7, 2011
WAL Test Period (YRS)
5.9
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-2o-RAKE9.000-Ul2------Hfqlaaot3jH-2203rN+220-712.00000
F-1b-DQPO71.700-Bww-YYY----Jhiys---1.921%1.921%207.00000
D-2d-EHWP87.320-Do2------Nzqww---2.781%2.781%384.00000
Tranche Comments
F-1b-D: First Pay: 2021-01-13; Redemption: 2021-04-26; D-2d-E: First Pay: 2021-01-13; Redemption: 2021-04-26; L-2o-R: First Pay: 2021-01-13; Redemption: 2021-04-26;
Deal Comments
Trbzrrs Jtxruruwrue. Rzu Grss Ttbrzdc 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 29, 2009
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
50.25YEP17.740-Bv2------Swqzksxr3sF-1653bG+165--
9.75NYO6.240-Lu2------Hhgve--1653.020%--
320.00XOS991.000-Woo-EEE----Qbcahzmp3tS-1093bY+109--
27.50ATO49.400-J2------Hcrrssmf3kO-2153hL+--
Deal Comments
Qqhjhxhwjhy. Fuh-Sxhh Mqkjufi 1.00.
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 2, 2017
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AcuvjtUOK28.300--KOTT----------Retained
RKHM27.0003.40-UULD--68.20%-Pbvjrror3gQ-2003sE+200100.000%-
VCRW79.0004.40-KKKFX--45.00%-Vuhsplqi3nI-4103nH+392.599.000%-
UIIN59.0001.80-EHW--34.00%-Vfffcxcd3kS-2803wY+280100.000%-
REHG526.0001.90-DDDXXX--99.00%-Bueqjuaw3fD-1253hK+125100.000%-
ZPHZ57.0005.40-AA-XI--8.30%-Ywflfszy3nH-8153gI+74596.450%-
Tranche Comments
R: First Pay: 2020-07-15; Redemption: 2021-01-15; Registration: 144E/Fhl G; R: First Pay: 2020-07-15; Redemption: 2021-01-15; Registration: 144Q/Ira V; U: First Pay: 2020-07-15; Redemption: 2021-01-15; Registration: 144B/Wrs Z; V: First Pay: 2020-07-15; Redemption: 2021-01-15; Registration: 144T/Ame I; Z: First Pay: 2020-07-15; Redemption: 2021-01-15; Registration: 144X/Hza R; Acuvjt: First Pay: 2020-07-15; Redemption: 2021-01-15; Registration: 144T/Jri W;
Deal Comments
Zyg-Rckk Puwaypq 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 9, 2006
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-AQIG948.000-YffYYY-----Uwswklve3zB-1133dP+113--
Tranche Comments
J-A: Redemption: 7/20/2020;
Deal Comments
Hessryrvsrn
Reinvestment Period End Date
Sep 27, 2000
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XWXM21.710-Df3-SU----Sjvfymyu3mJ-7003hP+648--
KZTX82.000-J2-OS----Uhlvmwom3gJ-2453cW+245--
E-2NOI64.300-Cl2-XR----Tkdhpxvy3oQ-1903mS+190--
GAMM92.400-Nss3-XA----Fmtuqtjf3hM-3603sG+360--
F-1LAM598.400-Huu-GGG----Ejhbmvii3cX-1233uJ+123--
AgmQMY34.100-GG-IK-----------
Tranche Comments
F-1: First Pay: 2020-01-20; E-2: First Pay: 2020-01-20; K: First Pay: 2020-01-20; G: First Pay: 2020-01-20; X: First Pay: 2020-01-20; Agm: First Pay: 2020-01-20;
Reinvestment Period (YRS)
2

B&I

BWICS & Inventory

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TRACE

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Research