THL Credit Lake Shore MM CLO (THLLS) II(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1RUSD161.0003.19Aaa------Floating3mL-1483mL+148-100.00000
A-2RUSD13.0003.19Aaa------FixedSwaps-1402.40%-99.99797
B-RUSD30.0004.63Aa2------Floating3mL-1803mL+180-100.00000
C-RUSD24.0005.26A2------Floating3mL-2503mL+250-100.00000
D-RUSD18.0005.87Baa3------Floating3mL-3753mL+375-100.00000
E-RUSD18.0006.37Ba3------Floating3mL-8753mL+875-100.00000
EquityUSD43.000-NR------------Retained
Tranche Comments
A-1R: Registration: 144A/Reg S; A-2R: Registration: 144A/Reg S; B-R: Registration: 144A/Reg S; C-R: Registration: 144A/Reg S; D-R: Registration: 144A/Reg S; E-R: Registration: 144A/Reg S; Equity: Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 1.00
Risk Retention
EU: Structured with intent to comply
Reinvestment Period (YRS)
1.94
Refinancing
Yes
Research
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