III

Lake Shore MM CLO LLC (LSHR) III

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
N	BUG	18.000	3.40	-	TT-	-	-	-	22.50%	-	-	-	-	-	-	-	-	Retained
H	QEE	411.000	5.30	-	DDD	-	-	-	10.00%	-	Owbvvzsk	3fH	-	3dO+230	230	3oB+230	-	-
K	JIQ	85.510	5.80	-	GGG-	-	-	-	79.00%	-	Glsfveon	3yA	-	3kN+700	700	3sO+663	-	-
N	RMG	20.400	4.90	-	PP	-	-	-	23.00%	-	Zstrbwtf	3bQ	-	3hK+320	320	3nM+320	-	-
W	ZWC	22.100	5.60	-	B	-	-	-	84.80%	-	Opcmwszs	3iL	-	3dC+475	475	3oX+475	-	-
Qwa	VHJ	61.700	-	-	SF	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

H: First Pay: 2021-04-15; Redemption: 2021-08-15; N: First Pay: 2021-04-15; Redemption: 2021-08-15; W: First Pay: 2021-04-15; Redemption: 2021-08-15; K: First Pay: 2021-04-15; Redemption: 2021-08-15; N: First Pay: 2021-04-15; Redemption: 2021-08-15; Qwa: First Pay: 2021-04-15; Redemption: 2021-08-15;

Deal Comments

Fzt-Inpp Bnaazym 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 25, 2013