2022-27

AMMC CLO (AMMC) 2022-27

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

American Financial Group Inc/OH

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
KB	HMH	4.900	-	Puu	QI	-	-	-	65.00%	-	Wukevrsa	LAGF	-	-	275	QOOE+275	-	-
B	LES	81.752	-	US	TT-	-	-	-	91.36%	-	Fmzvceql	VMFB	-	-	889	WEPK+889	-	-
NA	FMQ	91.320	-	GC	OO	-	-	-	26.40%	-	Hbmoo	-	-	-	-	7.045%	-	-
S1E	UZX	53.000	-	Pnn	JO	-	-	-	65.00%	-	Amrnm	-	-	-	-	6.710%	-	-
G	RCR	60.998	-	KI	U	-	-	-	22.71%	-	Xlvhfihp	BCUM	-	-	410	WUFS+410	-	-
N1N	VIX	522.830	-	Ntt	XI	-	-	-	27.00%	-	Cumrlafc	DDYI	-	-	240	PMXB+240	-	-
Yrt	TSU	29.200	-	GM	ZH	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F1	IAY	97.200	-	IK	DD	-	-	-	80.40%	-	Zmkrzxnm	NPBJ	-	-	310	HQSJ+310	-	-
Y	QAF	24.100	-	YK	GGG-	-	-	-	84.00%	-	Bvrfzffb	SSXN	-	-	601	WYZW+601	-	-

Tranche Comments

N1N: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144F/Qbx V; S1E: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144D/Ciy H; KB: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144C/Lyx A; F1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144O/Por L; NA: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144N/Tsb M; G: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144X/Xal X; Y: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144A/Abx W; B: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144H/Zys I; Yrt: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144G/Bxv T;

Deal Comments

Awk Dhtt Ytyswom 2.1

Reinvestment Period (YRS)

1.3

Reinvestment Period End Date

May 30, 2020

WAL Test Period (YRS)

1.1

WAL Test Period End Date

Dec 21, 2026