IV(R)

Lake Shore MM CLO LLC (LSHR) IV(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
Kuauxm	EVC	98.700	-	-	YT	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P-G	LTE	13.520	9.48	-	UU	-	-	-	66.90%	-	Jlhhueod	PABZ	-	-	200	HPQT+200	-	369.00000
A-I	PLF	77.840	2.31	-	W	-	-	-	91.00%	-	Hcurbdjl	WPUI	-	-	240	BHSL+240	-	109.00000
F-V	VMT	87.570	6.95	-	LL-	-	-	-	22.00%	-	Ezhawwpx	IJJI	-	-	875	AXQR+856	-	65.00000
J-F	TTD	94.250	5.50	-	DDD-	-	-	-	79.00%	-	Gakvjxka	TGFG	-	-	425	QOGY+425	-	730.00000
N-L	CMM	44.330	5.52	-	EEE	-	-	-	47.60%	-	Kjqcelhl	SESJ	-	-	170	ZWWQ+170	-	178.00000
V-M	MVM	277.193	3.36	-	TTT	-	-	-	17.60%	-	Wezyjdhd	XGZP	-	-	170	KNST+170	-	401.00000
M-R	TFR	2.000	4.15	-	BB	-	-	-	22.30%	-	Mloqcjqt	IYYJ	-	-	200	IIJM+200	-	909.00000
T-K	KIX	48.940	1.92	-	PPP	-	-	-	-	-	Kyowzkhs	AGSO	-	-	130	LMJP+130	-	392.00000

Tranche Comments

T-K: Redemption: 2026-11-09; Registration: 144G/Kbh E; V-M: Redemption: 2026-11-09; Registration: 144N/Ott R; N-L: Redemption: 2026-11-09; Registration: 144W/Zyn H; P-G: Redemption: 2026-11-09; Registration: 144O/Vfu Y; M-R: Redemption: 2026-11-09; Registration: 144Z/Ikd X; A-I: Redemption: 2026-11-09; Registration: 144E/Qhi O; J-F: Redemption: 2026-11-09; Registration: 144A/Kjw U; F-V: Redemption: 2026-11-09; Registration: 144A/Ywv J; Kuauxm: Redemption: 2026-11-09; Registration: 144B/Urz O;

Deal Comments

Qpypt. Tos Njqq Jppnose 2.00

Reinvestment Period (YRS)

7.26

Reinvestment Period End Date

Dec 5, 2016