Lake Shore MM CLO LLC (LSHR) II

First Eagle Investment

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K1	POB	329.000	8.80	Tqq	-	SSS	-	-	84.00%	-	-	-	-	180	-	-	336.00000
K	UUC	10.000	7.00	J2	-	-	-	-	96.00%	-	-	-	-	360	-	-	920.00000
Nug	BAH	12.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Y	ZGM	42.000	4.90	Ds3	-	-	-	-	58.30%	-	-	-	-	965	-	-	23.50000
A	XOC	63.500	3.40	Ynn3	-	-	-	-	41.60%	-	-	-	-	490	-	-	575.00000
P	UHQ	90.000	3.70	Yz2	-	-	-	-	95.00%	-	-	-	-	250	-	-	755.00000
Z2	HGU	40.000	8.80	-	-	JJJ	-	-	54.50%	-	Gaivh	Gocdr	-	220	-	-	667.00000

Tranche Comments

K1: First Pay: 2020-04-17; Z2: First Pay: 2020-04-17; P: First Pay: 2020-04-17; K: First Pay: 2020-04-17; A: First Pay: 2020-04-17; Y: First Pay: 2020-04-17; Nug: First Pay: 2020-04-17;

Deal Comments

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Risk Retention

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Reinvestment Period (YRS)