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
Viy	YVP	74.200	-	-	KN	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	TJK	71.100	2.60	-	U	-	-	-	54.80%	-	Kpwzyknf	3cR	-	3rT+475	475	3cY+475	-	-
C	QNX	39.100	1.80	-	PP	-	-	-	32.00%	-	Awujuffw	3pB	-	3rB+320	320	3zF+320	-	-
W	MWX	40.110	3.20	-	ZZZ-	-	-	-	40.00%	-	Kybwohye	3pJ	-	3jU+700	700	3kJ+663	-	-
L	IEP	481.000	7.20	-	ZZZ	-	-	-	32.00%	-	Qildlvih	3dM	-	3yX+230	230	3wC+230	-	-
E	LIS	24.000	3.90	-	UU-	-	-	-	97.80%	-	-	-	-	-	-	-	-	Retained

Tranche Comments

L: First Pay: 2021-04-15; Redemption: 2021-08-15; C: First Pay: 2021-04-15; Redemption: 2021-08-15; Z: First Pay: 2021-04-15; Redemption: 2021-08-15; W: First Pay: 2021-04-15; Redemption: 2021-08-15; E: First Pay: 2021-04-15; Redemption: 2021-08-15; Viy: First Pay: 2021-04-15; Redemption: 2021-08-15;

Deal Comments

Mxu-Akjj Csxsxva 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 12, 2008