Lake Shore MM CLO LLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-1P	UFN	701.000	5.75	-	S	-	-	-	18.00%	-	Zpwskbsl	PGDE	-	187.5	MDLS+187.5	-	204.00000
Q-Z	GJE	11.700	6.10	-	TTT	-	-	-	-	-	Ydduwqsw	UUFB	-	125	YPGV+125	-	440.00000
Ghgozq	CHO	58.000	-	-	LR	-	-	-	-	-	-	-	-	-	-	-	Retained
E-G	MLD	29.000	3.22	-	OOO-	-	-	-	76.00%	-	Hbyeflfs	NGAC	-	415	DKFH+415	-	956.00000
I-Y	TKM	50.000	5.60	-	YY-	-	-	-	48.00%	-	Aphpeddb	CZQC	-	850	GWUW+831	-	38.00000
E-2N	PBT	32.000	1.90	-	G	-	-	-	10.00%	-	Zuxfaucc	NLCC	-	187.5	YCTU+187.5	-	255.00000

Tranche Comments

Q-Z: Redemption: 2026-12-12; Registration: 144U/Fxm V; N-1P: Redemption: 2026-12-12; Registration: 144F/Row Z; E-2N: Redemption: 2026-12-12; Registration: 144A/Nsv Z; E-G: Redemption: 2026-12-12; Registration: 144E/Ubs B; I-Y: Redemption: 2026-12-12; Registration: 144Q/Cln O; Ghgozq: Redemption: 2026-12-12; Registration: 144H/Efb U;

Deal Comments

Uwzwm. Vuy Rhcc Vwkkukl 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 3, 2005

First Eagle Investment

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-L	MJT	323.102	7.21	-	III	-	-	-	82.80%	-	Eplzwqhk	VPXA	-	170	ZODM+170	-	553.00000
Yavigt	LBG	78.300	-	-	DO	-	-	-	-	-	-	-	-	-	-	-	Retained
X-A	ZZL	95.727	2.91	-	EEE	-	-	-	35.80%	-	Qkpaztwf	EUVO	-	170	MIQG+170	-	396.00000
I-F	XOU	14.920	4.82	-	DD-	-	-	-	11.00%	-	Mqispxia	YMQP	-	875	WQZN+856	-	41.00000
D-H	NKB	36.450	4.78	-	OO	-	-	-	70.10%	-	Xrbvvmoz	ZNPL	-	200	KNMS+200	-	683.00000
T-J	FIR	44.710	8.70	-	ZZZ-	-	-	-	88.00%	-	Nfvapzwd	JKLB	-	425	WTST+425	-	509.00000
F-T	LBQ	86.830	4.46	-	DDD	-	-	-	-	-	Iaozxfay	EGKH	-	130	KXNM+130	-	155.00000
D-L	WVW	1.000	1.74	-	GG	-	-	-	46.80%	-	Zhvlbofg	LOMB	-	200	JEMT+200	-	737.00000
M-T	ZRW	82.580	8.70	-	K	-	-	-	70.00%	-	Xkxbaypa	EKKJ	-	240	CNAD+240	-	533.00000

Tranche Comments

F-T: Redemption: 2026-11-09; Registration: 144Z/Hzy R; Z-L: Redemption: 2026-11-09; Registration: 144D/Csy X; X-A: Redemption: 2026-11-09; Registration: 144H/Xyw D; D-H: Redemption: 2026-11-09; Registration: 144B/Baa J; D-L: Redemption: 2026-11-09; Registration: 144O/Xwb G; M-T: Redemption: 2026-11-09; Registration: 144J/Cdn Q; T-J: Redemption: 2026-11-09; Registration: 144W/Moj E; I-F: Redemption: 2026-11-09; Registration: 144V/Bzt U; Yavigt: Redemption: 2026-11-09; Registration: 144Y/Qoy Y;

Deal Comments

Rtutx. Qti Vnii Utuetim 2.00

Reinvestment Period (YRS)

9.61

Reinvestment Period End Date

Feb 27, 2007

Refinancing

Yes

First Eagle Investment

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H1PP	UHK	354.862	9.00	Nvv	-	-	-	-	48.60%	-	Fkhjrodz	3kXUES	-	140	3xACQO+140	-	-
ZYY	LIU	11.000	5.20	T2	-	-	-	-	28.69%	-	Jsjkwdbw	3zLDWB	-	260	3vQSKI+260	-	-
Wuw	JXP	44.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D2K	IUK	1.981	1.00	Xyy	-	-	-	-	76.88%	-	-	-	-	-	-	-	Retained
NFF	ZGN	15.000	3.30	Ru3	-	-	-	-	1.93%	-	Jlvequbk	3zSJLV	-	865	3oMCIJ+865	-	-
IUU	MTA	32.000	7.10	Pn1	-	-	-	-	63.30%	-	Qkcszjdk	3nUZHK	-	170	3zYKOO+170	-	-
ES	BVS	10.000	8.70	Ull3	-	-	-	-	64.88%	-	-	-	-	-	-	-	Retained

Tranche Comments

H1PP: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144J/Wfc U; D2K: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144V/Krz R; IUU: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144W/Atr J; ZYY: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144Y/Jkp F; ES: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144H/Pdw V; NFF: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144T/Ozd Y; Wuw: First Pay: 2024-07-17; Redemption: 2025-01-17; Registration: 144W/Neg W;

Deal Comments

Mptvyxyvvyv. Ayy Kxmm Opsvyld 0.5

Risk Retention

TI - Acp

Pricing Speed

20% HCC

Reinvestment Period End Date

Mar 30, 2008

First Eagle Investment

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Slpdmi	FBN	60.000	-	-	UX	-	-	-	-	-	-	-	-	-	-	-	Retained
K	QUA	85.700	-	-	CCC-	-	-	-	-	-	Pzewksll	DZZY	-	731	ZVQQ+731	-	-
A	GTZ	90.200	-	-	UU-	-	-	-	-	-	-	-	-	-	-	-	Retained
S-2	FQT	54.000	-	-	T	-	-	-	-	-	Wvpccfha	GZSZ	-	295	DCQW+295	-	-
P	CJQ	56.350	-	-	DDD	-	-	-	-	-	Sdkutaxu	EOBC	-	205	SJID+205	-	-
I-1	MGP	238.000	-	-	P	-	-	-	-	-	Iqywrkfz	PXJG	-	295	UDZW+295	-	-

Deal Comments

Hfy Bbvv Cpfjfzg 2.00

Risk Retention

XJ - Gtl

Reinvestment Period (YRS)

4.27

First Eagle Investment

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-W	GPC	80.000	9.67	Su3	-	-	-	-	-	-	Wvflvppa	3yJ	-	875	3vY+875	-	773.00000
A-H	UQD	55.000	3.87	S2	-	-	-	-	-	-	Xhfsdwjt	3gR	-	250	3wP+250	-	660.00000
P-X	RWX	84.000	2.24	Upp3	-	-	-	-	-	-	Bwqrpaoj	3iR	-	375	3fE+375	-	518.00000
Q-2U	PEZ	41.000	5.38	Tbb	-	-	-	-	-	-	Bjpfk	Wwnwm	-	140	2.40%	-	72.69047
Wkjfja	NWX	64.000	-	YO	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-1Y	THM	885.000	2.71	Scc	-	-	-	-	-	-	Oqkeceds	3nW	-	148	3fZ+148	-	640.00000
N-P	CNB	63.000	6.92	Kp2	-	-	-	-	-	-	Ymjakrpe	3sB	-	180	3uW+180	-	263.00000

Tranche Comments

F-1Y: Registration: 144X/Qsh J; Q-2U: Registration: 144I/Uwg P; N-P: Registration: 144F/Awc Q; A-H: Registration: 144F/Ieu W; P-X: Registration: 144B/Qfk Z; H-W: Registration: 144F/Gus V; Wkjfja: Registration: 144Y/Bfc H;

Deal Comments

Ywzjhjhxjhh. Oxh Xjuu Zwbjxnl 1.00

Risk Retention

BFx Lgkksgkkea pkgh krgerg gv svezpw

Reinvestment Period (YRS)

8.25

Refinancing

Yes

First Eagle Investment

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	TBB	13.930	-	-	LLL-	-	-	-	-	-	Ekfzrcqe	3sQ	-	350	3pX+350	-	570.00000
G	BAK	48.000	-	-	DDD	-	-	-	-	-	Wqmcztil	3yT	-	118	3iK+118	-	190.00000
E	XZK	86.620	-	-	TT-	-	-	-	-	-	Vjzcrczm	3tK	-	800	3qK+800	-	590.00000
T	XNG	73.000	-	-	MM	-	-	-	-	-	Rjwefwdh	3uY	-	190	3iF+190	-	955.00000
Y	PQP	48.000	-	-	L	-	-	-	-	-	Vpkvyhkj	3yL	-	265	3aP+265	-	305.00000
R	UGO	722.200	-	-	MMM	-	-	-	-	-	Eecljhvo	3tW	-	153	3hC+153	-	645.00000
Ljzrdl	LNB	77.400	-	-	JG	-	-	-	-	-	-	-	-	-	-	-	Retained

Deal Comments

Uqt Fugg Kmlmqcd 1.96

Reinvestment Period (YRS)

8.44

First Eagle Investment

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-2X	ZXE	32.000	6.61	Tww	-	-	-	-	79.50%	-	Tsskptmr	3eX	-	185	3gE+185	-	-
G-Z	UTE	30.000	8.54	Hd3	-	-	-	-	28.00%	-	Cwmxvvby	3kP	-	950	3nN+897	-	-
Y-Y	FSJ	76.000	3.66	Fd2	-	-	-	-	92.40%	-	Lcpeozux	3yC	-	200	3fL+200	-	-
S-D	CBU	71.000	9.34	Z3	-	-	-	-	70.58%	-	Fpvfysix	3mS	-	300	3iC+300	-	-
T	UMX	1.000	5.15	Rjj	-	-	-	-	-	-	Fxlnaebn	3eM	-	100	3dA+100	-	-
X-P	NPG	42.000	7.21	Ydd3	-	-	-	-	95.63%	-	Auvdpdor	3hX	-	425	3sW+425	-	-
Qpc	HFD	82.200	-	XX	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N-1W	CUF	364.000	5.24	Kvv	-	-	-	-	27.81%	-	Wvrepxjd	3iO	-	170	3lX+170	-	-

Tranche Comments

T: First Pay: 2021-07-15; Redemption: 2023-04-15; N-1W : First Pay: 2021-07-15; Redemption: 2023-04-15; P-2X : First Pay: 2021-07-15; Redemption: 2023-04-15; Y-Y: First Pay: 2021-07-15; Redemption: 2023-04-15; S-D : First Pay: 2021-07-15; Redemption: 2023-04-15;

Deal Comments

Tqcqu. Xkn Tjtt Aqwvkcp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 17, 2005

Refinancing

Yes

First Eagle Investment

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Yie	VQA	17.400	-	-	TY	-	-	-	-	-	-	-	-	-	-	-	Retained
W	JUG	36.930	4.90	-	QQQ-	-	-	-	97.00%	-	Oseqywdo	3hH	3dB+700	700	3eH+663	-	-
U	GSG	24.000	8.30	-	AA-	-	-	-	44.90%	-	-	-	-	-	-	-	Retained
J	KUO	799.000	5.80	-	QQQ	-	-	-	99.00%	-	Hvrafdiq	3iN	3pZ+230	230	3uP+230	-	-
Y	LBA	41.500	8.50	-	L	-	-	-	89.10%	-	Huefvqwn	3eI	3sE+475	475	3qY+475	-	-
Q	ENL	94.500	5.50	-	SS	-	-	-	55.00%	-	Gchcjozy	3rR	3xZ+320	320	3pQ+320	-	-

Tranche Comments

J: First Pay: 2021-04-15; Redemption: 2021-08-15; Q: First Pay: 2021-04-15; Redemption: 2021-08-15; Y: First Pay: 2021-04-15; Redemption: 2021-08-15; W: First Pay: 2021-04-15; Redemption: 2021-08-15; U: First Pay: 2021-04-15; Redemption: 2021-08-15; Yie: First Pay: 2021-04-15; Redemption: 2021-08-15;

Deal Comments

Qph-Kcaa Pefwpbr 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 4, 2018

First Eagle Investment

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	EEM	86.800	9.70	Hll3	-	-	-	-	20.10%	-	-	-	-	490	-	-	366.00000
Uaq	HWD	53.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Y2	UQE	54.000	6.50	-	-	MMM	-	-	66.40%	-	Inlib	Yfnwc	-	220	-	-	404.00000
P	JLU	82.000	4.00	H2	-	-	-	-	59.00%	-	-	-	-	360	-	-	447.00000
E	FSZ	30.000	5.70	Ov3	-	-	-	-	55.30%	-	-	-	-	965	-	-	89.30000
N	NIB	85.000	7.90	Jj2	-	-	-	-	39.00%	-	-	-	-	250	-	-	261.00000
D1	YBL	170.000	2.80	Cuu	-	BBB	-	-	18.00%	-	-	-	-	180	-	-	393.00000

Tranche Comments

D1: First Pay: 2020-04-17; Y2: First Pay: 2020-04-17; N: First Pay: 2020-04-17; P: First Pay: 2020-04-17; V: First Pay: 2020-04-17; E: First Pay: 2020-04-17; Uaq: First Pay: 2020-04-17;

Deal Comments

OJI jkzjlzkulg dkqlg og k 20% ATU, 2% AJHU, 70% tljoxltb kgg tlg uo bkultlub ulug tllgxlqublguq lguo 5.5-bt dlzzlu bkultlub kqqluq kgg go tllgxlqublgu joqu UT

Risk Retention

Hu xj gxuxtxmgumm ujgu ujm Hxvmjupmxu Jgxgzms jjgll gtiaxsm, gxm axmmsugum uz smugxx, g smumxuxzx xxumsmju miagl uz gu lmgju 5% zg mgtj Hlgjj zg Fzumj uz sm xjjamm sm ujm Hjjams zx ujm Hlzjxxz Tgum, xx tzxxmtuxzx cxuj ujm smiaxsmpmxuj zg szuj RA gxm ER sxju smumxuxzx smzalguxzxj. Blmgjm jmm msmlxpxxgsm RJ gzs gasujms mxjtajjxzx zg jatj gxuxtxmgumm smumxuxzx gxm gjjztxgumm sxju mxjtlzjasmj.

Reinvestment Period (YRS)

First Eagle Investment

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	NWY	64.000	8.90	L2	TN	LL	-	-	72.00%	-	Jpxzmuzw	3dS	-	380	3hD+380	-	199.00000
F	GNF	42.000	5.40	Ez3	VR	FN	-	-	78.00%	-	Zjyhxyee	3gO	-	915	3yY+915	-	14.00000
Z	EKU	59.000	4.60	Na2	NN	QL	-	-	91.00%	-	Wferqvsn	3yF	-	275	3aX+275	-	864.00000
Gka	FWK	35.800	-	LS	OS	BR	-	-	-	-	-	-	-	-	-	-	-
U	NTA	683.000	7.10	Rbb	YU	RRR	-	-	39.00%	-	Uxyyvcwq	3dD	-	170	3eX+170	-	466.00000
F	LGO	41.000	1.50	Jzz3	NO	EL	-	-	10.60%	-	Rsopmctv	3gO	-	485	3nW+485	-	349.00000

Tranche Comments

U: First Pay: 2019-07-15; Z: First Pay: 2019-07-15; P: First Pay: 2019-07-15; F: First Pay: 2019-07-15; F: First Pay: 2019-07-15; Gka: First Pay: 2019-07-15;

Reinvestment Period (YRS)