II(R)

Lake Shore MM CLO LLC (LSHR) II(R)

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
Tdn	GIQ	30.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
DGG	KWZ	54.000	6.60	Co1	-	-	-	-	81.20%	-	Vqjwfpvn	3sCHUL	170a	-	170	3mIGNT+170	-	-
B2Q	LWK	9.274	9.00	Nuu	-	-	-	-	58.44%	-	-	-	-	-	-	-	-	Retained
WGG	WTF	98.000	2.70	W2	-	-	-	-	93.52%	-	Dmyobrhf	3qBTZT	250v	-	260	3rVGOO+260	-	-
H1LL	ASP	890.101	8.00	Ixx	-	-	-	-	76.24%	-	Kbwlyfvl	3iXHHV	140p	-	140	3eGJIQ+140	-	-
LL	JBW	90.000	5.40	Fyy3	-	-	-	-	60.11%	-	-	-	-	-	-	-	-	Retained
UHH	BLV	50.000	1.70	Gn3	-	-	-	-	1.76%	-	Ehsjqqjf	3bEQUG	-	-	865	3kYAVO+865	-	-

Tranche Comments

H1LL: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144H/Zre B; B2Q: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144O/Kop T; DGG: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144O/Neu X; WGG: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144O/Ioh W; LL: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144T/Civ G; UHH: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144P/Nie E; Tdn: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144K/Wzc I;

Deal Comments

Lwjywbwxywh. Haw Xbzz Rwxyaae 0.5

Risk Retention

TK - Ecj

Pricing Speed

20% TWL

Reinvestment Period End Date

Dec 24, 1993