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
Z2	CFA	88.000	7.70	-	-	VVV	-	-	47.80%	-	Sjrpn	Zywjc	-	-	220	-	-	199.00000
U	UCL	23.000	5.80	Ko2	-	-	-	-	36.00%	-	-	-	-	-	250	-	-	279.00000
T	VKP	27.000	3.00	W2	-	-	-	-	32.00%	-	-	-	-	-	360	-	-	771.00000
V1	ROO	657.000	8.30	Fqq	-	TTT	-	-	43.00%	-	-	-	-	-	180	-	-	532.00000
Izp	YAR	68.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
N	UCZ	67.700	7.20	Tvv3	-	-	-	-	64.90%	-	-	-	-	-	490	-	-	459.00000
Y	FFU	65.000	7.90	Sd3	-	-	-	-	82.10%	-	-	-	-	-	965	-	-	70.60000

Tranche Comments

V1: First Pay: 2020-04-17; Z2: First Pay: 2020-04-17; U: First Pay: 2020-04-17; T: First Pay: 2020-04-17; N: First Pay: 2020-04-17; Y: First Pay: 2020-04-17; Izp: First Pay: 2020-04-17;

Deal Comments

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Risk Retention

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Reinvestment Period (YRS)

Refinancing

Yes