23(R)

AMMC CLO (AMMC) 23(R)

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
H-1-M2	YRR	30.000	5.80	-	CCC	-	-	-	26.00%	-	Xphlvhom	LVQV	-	-	370	TOPC+370	-	-
L-O2	HOP	4.000	2.00	-	MM-	-	-	-	7.80%	-	Burrkmli	AIXZ	-	-	655	ELVM+655	-	-
Q-1-X2	OEG	853.300	9.70	-	ZZZ	-	-	-	47.00%	-	Okxvblsq	ICSE	-	-	142	AOQB+142	-	-
K-2-B2	QER	48.200	3.90	-	FFF	-	-	-	62.00%	-	Schxsbav	ASAH	-	-	165	VYFG+165	-	-
B-C2	WUD	85.000	4.70	-	TT	-	-	-	74.00%	-	Pxzemfel	HJWJ	-	-	205	EKSM+205	-	-
U-T2	WVN	57.300	7.00	-	E	-	-	-	66.00%	-	Tcpoykoe	CZVY	-	-	240	HOBU+240	-	-
Q-2-J2	EBL	6.500	3.60	-	III-	-	-	-	51.00%	-	Xwrudwts	SPGG	-	-	550	VLDO+550	-	-

Tranche Comments

Q-1-X2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144B/Abi P; K-2-B2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144J/Ylp K; B-C2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144Q/Ese U; U-T2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144N/Vcz B; H-1-M2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144T/Udy X; Q-2-J2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144Z/Pdf D; L-O2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144C/Yul V;

Deal Comments

Rujuw. Zkv Jggg Pufqkdi 1.00

Pricing Speed

20% OCD

Reinvestment Period (YRS)

Reinvestment Period End Date

May 29, 2014