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
S	HNA	65.200	4.30	Boo3	-	-	-	-	22.70%	-	-	-	-	-	490	-	-	675.00000
F	FFW	19.000	8.10	Nq3	-	-	-	-	45.60%	-	-	-	-	-	965	-	-	75.50000
N1	TQZ	948.000	6.50	Rnn	-	AAA	-	-	79.00%	-	-	-	-	-	180	-	-	766.00000
R2	MTZ	75.000	1.10	-	-	NNN	-	-	21.10%	-	Lmuzo	Vgogv	-	-	220	-	-	462.00000
Msi	CSI	30.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
P	THP	28.000	6.40	Dt2	-	-	-	-	77.00%	-	-	-	-	-	250	-	-	395.00000
S	CTE	38.000	4.00	N2	-	-	-	-	99.00%	-	-	-	-	-	360	-	-	797.00000

Tranche Comments

N1: First Pay: 2020-04-17; R2: First Pay: 2020-04-17; P: First Pay: 2020-04-17; S: First Pay: 2020-04-17; S: First Pay: 2020-04-17; F: First Pay: 2020-04-17; Msi: First Pay: 2020-04-17;

Deal Comments

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Risk Retention

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Reinvestment Period (YRS)