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
A-1	WCO	125.000	-	Syy	-	-	-	-	80.00%	-	Mjwvjurq	HPJC	-	-	195	SQNO+195	-	-
P-1	RZI	75.000	-	-	DD	-	-	-	88.00%	-	Bxozohdf	QJOJ	-	-	245	WDLY+245	-	-
Icewca	BBU	46.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T	FLH	91.600	-	-	QQQ-	-	-	-	82.60%	-	Afllecrn	LGGG	-	-	575	UGWH+575	-	-
E	MRO	84.500	-	-	HH-	-	-	-	7.10%	-	Bbqwmybq	MGNF	-	-	828	ATGY+828	-	-
G	ZBG	5.800	-	-	M-	-	-	-	5.10%	-	Thoaljyo	QLYK	-	-	794	PHAU+794	-	-
K-2	UGU	9.000	-	Fjj	-	-	-	-	61.00%	-	Nslhjdzm	ZXEE	-	-	230	SHEH+230	-	-
S-S	USZ	28.000	-	-	NN	-	-	-	83.00%	-	Vcqlk	-	-	-	-	5.730%	-	-
H	OOG	26.000	-	-	H	-	-	-	72.00%	-	Zskdkzoc	KLYQ	-	-	340	MIXA+340	-	-

Tranche Comments

A-1: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144B/Jkv A; K-2: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144W/Uvv Q; P-1: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144A/Eez L; S-S: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144A/Kwx H; H: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144K/Zmr Y; T: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144M/Jyg V; E: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144W/Uyq N; G: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144B/Nmd P; Icewca: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144G/Xzx E;

Deal Comments

Kqk Rqvv Jcptqvs 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 1, 2021