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
I	TFY	84.100	3.90	Eoo3	-	-	-	-	63.30%	-	-	-	-	490	-	-	630.00000
B	ASU	60.000	4.40	Ro2	-	-	-	-	42.00%	-	-	-	-	250	-	-	931.00000
I	ARC	88.000	5.00	T2	-	-	-	-	20.00%	-	-	-	-	360	-	-	784.00000
O1	KZX	858.000	5.70	Gqq	-	PPP	-	-	13.00%	-	-	-	-	180	-	-	202.00000
Y2	GBP	84.000	8.90	-	-	CCC	-	-	98.50%	-	Ehpbz	Vjjvo	-	220	-	-	156.00000
Xsm	UEK	12.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
S	XCN	23.000	3.20	Pi3	-	-	-	-	96.50%	-	-	-	-	965	-	-	36.80000

Tranche Comments

O1: First Pay: 2020-04-17; Y2: First Pay: 2020-04-17; B: First Pay: 2020-04-17; I: First Pay: 2020-04-17; I: First Pay: 2020-04-17; S: First Pay: 2020-04-17; Xsm: First Pay: 2020-04-17;

Deal Comments

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Risk Retention

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Reinvestment Period (YRS)