THL Credit Lake Shore MM CLO (THLLS) IV

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XUSD25.000--AAA-----Floating3mL-1183mL+118-100.00000
AUSD287.500--AAA-----Floating3mL-1533mL+153-100.00000
BUSD50.000--AA-----Floating3mL-1903mL+190-100.00000
CUSD45.000--A-----Floating3mL-2653mL+265-100.00000
DUSD41.250--BBB------Floating3mL-3503mL+350-100.00000
EUSD33.125--BB------Floating3mL-8003mL+800-100.00000
EquityUSD62.500--NR-----------Retained
Deal Comments
Non Call Period: 1.96
Reinvestment Period (YRS)
3.96
Research
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