Lake Shore MM CLO LLC (LSHR) II

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

First Eagle Investment

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
W2	CVG	83.000	6.70	-	-	JJJ	-	-	17.40%	-	Bibsk	Jqnrd	-	-	220	-	-	915.00000
K	RXD	15.000	4.80	Fj2	-	-	-	-	30.00%	-	-	-	-	-	250	-	-	809.00000
J	GBO	65.000	7.00	E2	-	-	-	-	90.00%	-	-	-	-	-	360	-	-	719.00000
Kqw	IGV	68.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
N	NSN	72.700	6.40	Mvv3	-	-	-	-	32.80%	-	-	-	-	-	490	-	-	836.00000
F1	FJZ	383.000	4.30	Ftt	-	HHH	-	-	97.00%	-	-	-	-	-	180	-	-	121.00000
Y	IEI	54.000	7.10	Lz3	-	-	-	-	89.50%	-	-	-	-	-	965	-	-	12.70000

Tranche Comments

F1: First Pay: 2020-04-17; W2: First Pay: 2020-04-17; K: First Pay: 2020-04-17; J: First Pay: 2020-04-17; N: First Pay: 2020-04-17; Y: First Pay: 2020-04-17; Kqw: First Pay: 2020-04-17;

Deal Comments

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Risk Retention

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Reinvestment Period (YRS)