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
P1	HSO	925.000	4.80	Vqq	-	MMM	-	-	86.00%	-	-	-	-	-	180	-	-	688.00000
C	BSD	30.000	3.00	I2	-	-	-	-	24.00%	-	-	-	-	-	360	-	-	391.00000
R	ZLG	95.000	8.60	Bi2	-	-	-	-	89.00%	-	-	-	-	-	250	-	-	386.00000
V	RKD	45.400	3.60	Wtt3	-	-	-	-	26.50%	-	-	-	-	-	490	-	-	689.00000
V	IYH	38.000	2.70	Br3	-	-	-	-	84.30%	-	-	-	-	-	965	-	-	92.10000
Pgg	TUH	93.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
D2	QXH	31.000	5.30	-	-	RRR	-	-	38.90%	-	Wjocg	Rtirv	-	-	220	-	-	321.00000

Tranche Comments

P1: First Pay: 2020-04-17; D2: First Pay: 2020-04-17; R: First Pay: 2020-04-17; C: First Pay: 2020-04-17; V: First Pay: 2020-04-17; V: First Pay: 2020-04-17; Pgg: First Pay: 2020-04-17;

Deal Comments

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Risk Retention

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Reinvestment Period (YRS)