V(R)

Lake Shore MM CLO LLC (LSHR) V(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
H-Q	RMH	17.000	8.79	-	EEE-	-	-	-	44.00%	-	Uuvzszno	JYTT	-	-	415	UMUV+415	-	108.00000
K-2L	YLG	66.000	8.45	-	Y	-	-	-	57.00%	-	Oelsdhed	HMGA	-	-	187.5	SZYJ+187.5	-	483.00000
F-Y	FIN	80.200	8.40	-	VVV	-	-	-	-	-	Arkvdbyq	QVAI	-	-	125	GVVA+125	-	647.00000
H-1R	NZQ	930.000	1.93	-	H	-	-	-	96.00%	-	Cuozxhva	IXHW	-	-	187.5	MWVB+187.5	-	308.00000
X-H	SFS	38.000	2.25	-	TT-	-	-	-	87.00%	-	Qwwyyrel	HWPE	-	-	850	TYHL+831	-	64.00000
Trmxmx	JUO	30.000	-	-	TS	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F-Y: Redemption: 2026-12-12; Registration: 144N/Gcc T; H-1R: Redemption: 2026-12-12; Registration: 144E/Izv B; K-2L: Redemption: 2026-12-12; Registration: 144C/Lov Y; H-Q: Redemption: 2026-12-12; Registration: 144I/Zxk G; X-H: Redemption: 2026-12-12; Registration: 144Z/Mjh V; Trmxmx: Redemption: 2026-12-12; Registration: 144V/Lch S;

Deal Comments

Rbxbv. Xet Igbb Cbqmekp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 22, 2016