AMMC CLO (AMMC) 26

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
N	BYD	89.000	-	-	K	-	-	-	58.00%	-	Xuwadjjc	LTSA	-	-	340	VLPT+340	-	-
K	VWJ	56.600	-	-	WWW-	-	-	-	98.10%	-	Gpdpbots	PMIY	-	-	575	QZIV+575	-	-
W	UKV	4.800	-	-	D-	-	-	-	6.50%	-	Svbrcyso	MWNW	-	-	794	ZINO+794	-	-
P-1	FWR	832.000	-	Fjj	-	-	-	-	68.00%	-	Ardmdehi	UNGC	-	-	195	ADSV+195	-	-
E	NIY	75.200	-	-	UU-	-	-	-	3.20%	-	Ymfecuwi	BNTT	-	-	828	MZVH+828	-	-
Fhjkce	VGF	62.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-K	MLK	54.000	-	-	UU	-	-	-	80.00%	-	Wgyxa	-	-	-	-	5.730%	-	-
J-2	CTL	9.000	-	Vll	-	-	-	-	77.00%	-	Xwzpfjba	MMMT	-	-	230	EDVY+230	-	-
R-1	IXH	38.000	-	-	CC	-	-	-	19.00%	-	Krbfkqwd	ZDOX	-	-	245	CSCB+245	-	-

Tranche Comments

P-1: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144K/Lyt L; J-2: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144I/Vup X; R-1: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144W/Fbc N; M-K: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144W/Lfj W; N: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144O/Ekf N; K: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144T/Hfe Y; E: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144Y/Okl T; W: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144N/Wei M; Fhjkce: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144E/Acc N;

Deal Comments

Ugh Uaww Xwkngkm 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 29, 2019