Many to many relationships (without CLR class for join table)

    public sealed class Customer
    {
        [Key, Column(Order = 0), Required]
        public String Country { get; set; }
        [Key, Column(Order = 1)]
        public int Id { get; set; }
        public ICollection<CustomerShippingAddress> CustomerShippingAddresses { get; set; }
        [NotMapped]
        public ICollection<ShippingAddress> ShippingAddresses { get; set; }
    }

    public sealed class CustomerShippingAddress
    {
        [ForeignKey("CustomerCountry,CustomerId")]
        public Customer Customer { get; set; }
        [Key, Column(Order = 0)]
        public String CustomerCountry { get; set; }
        [Key, Column(Order = 1)]
        public int CustomerId { get; set; }
        [ForeignKey("ShippingAddressOrderId,ShippingAddressId")]
        public ShippingAddress ShippingAddress { get; set; }
        [Key, Column(Order = 2)]
        public int ShippingAddressOrderId { get; set; }
        [Key, Column(Order = 3)]
        public int ShippingAddressId { get; set; }
    }

    public sealed class ShippingAddress
    {
        [Key, Column(Order = 0)]
        public int OrderId { get; set; }
        [Key, Column(Order = 1)]
        public int Id { get; set; }
        [NotMapped]
        public ICollection<Customer> Customers { get; set; }
        public ICollection<CustomerShippingAddress> CustomerShippingAddresses { get; set; }
    }

Many-to-Many properties ShippingAddresses and Customers must be marked NotMappedAttribute, join class CustomerShippingAddress must be exactly two navigation properties.