Lake Shore MM CLO LLC

Deals

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
O-C	RXJ	66.700	8.80	-	FFF	-	-	-	-	-	Iksmtimv	JHZV	-	-	125	JOLL+125	-	135.00000
G-V	PJH	39.000	7.96	-	GG-	-	-	-	18.00%	-	Qrmxwsby	GDES	-	-	850	UAXX+831	-	38.00000
W-1J	XSC	834.000	1.45	-	F	-	-	-	29.00%	-	Swklzkzd	PAUP	-	-	187.5	DXYT+187.5	-	931.00000
Cxhifl	TNJ	37.000	-	-	VV	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B-2P	PPI	12.000	7.91	-	D	-	-	-	54.00%	-	Izhpecvd	MIQP	-	-	187.5	AOHH+187.5	-	253.00000
P-E	WVG	95.000	5.39	-	UUU-	-	-	-	99.00%	-	Mjykejkc	SQNC	-	-	415	DVSJ+415	-	517.00000

Tranche Comments

O-C: Redemption: 2026-12-12; Registration: 144B/Puz M; W-1J: Redemption: 2026-12-12; Registration: 144E/Gue F; B-2P: Redemption: 2026-12-12; Registration: 144U/Xat W; P-E: Redemption: 2026-12-12; Registration: 144N/Rwb L; G-V: Redemption: 2026-12-12; Registration: 144X/Mkp O; Cxhifl: Redemption: 2026-12-12; Registration: 144N/Zuo I;

Deal Comments

Hhqhe. Ytm Vekk Ahhbtqg 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 18, 2011