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
B	UZW	51.000	6.70	Ce3	-	-	-	-	85.40%	-	-	-	-	965	-	-	74.50000
O	WML	62.000	7.10	Ss2	-	-	-	-	88.00%	-	-	-	-	250	-	-	780.00000
Z	JFG	35.000	6.00	C2	-	-	-	-	81.00%	-	-	-	-	360	-	-	508.00000
A	QOB	47.200	4.90	Doo3	-	-	-	-	35.10%	-	-	-	-	490	-	-	496.00000
Y1	FRS	875.000	7.60	Hpp	-	UUU	-	-	87.00%	-	-	-	-	180	-	-	626.00000
I2	EZI	30.000	4.30	-	-	NNN	-	-	64.20%	-	Wixtb	Gtqqh	-	220	-	-	267.00000
Yup	QGV	33.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

Y1: First Pay: 2020-04-17; I2: First Pay: 2020-04-17; O: First Pay: 2020-04-17; Z: First Pay: 2020-04-17; A: First Pay: 2020-04-17; B: First Pay: 2020-04-17; Yup: First Pay: 2020-04-17;

Deal Comments

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Risk Retention

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Reinvestment Period (YRS)