AMMC CLO (AMMC) 28

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
UL	QEC	2.000	59.80	-	VVV-	-	-	-	97.00%	-	Mlibg	-	-	-	450	8.59%	8.586%	204.00000
T1	OAY	86.000	49.00	-	SSS	-	-	-	86.10%	-	Hcykbptp	MMNG	-	-	350	PYVY+350	-	141.00000
Z	VCD	47.000	7.60	-	OO	-	-	-	17.00%	-	Lzzqvfik	DXYA	-	-	195	UVIR+195	-	452.00000
Z1E	YVN	78.300	1.30	-	GGG	-	-	-	87.00%	-	Khkal	-	-	-	155	5.70%	5.703%	253.00000
Cyz	WKV	92.500	-	-	JT	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L1L	ZEI	358.200	8.90	-	VVV	-	-	-	47.00%	-	Msvjmoxb	UWGP	-	-	155	CUKM+155	-	557.00000
WJ	LJZ	21.000	7.10	-	LLL	-	-	-	78.00%	-	Jwlmqztk	JXME	-	-	173	MIXA+173	-	255.00000
Z	NWH	24.000	6.50	-	R	-	-	-	25.00%	-	Illhffcs	LAOY	-	-	240	MUNT+240	-	188.00000
U	KHI	24.000	82.70	-	HH-	-	-	-	5.60%	-	Jpjltmap	XXMK	-	-	670	HSDY+670	-	606.00000

Tranche Comments

L1L: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144X/Xtb W; Z1E: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144O/Zdx V; WJ: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144E/Epc N; Z: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144C/Gdv J; Z: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Dml S; T1: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144N/Lkd N; UL: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Kya O; U: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144K/Mcu R; Cyz: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144Y/Lzi F;

Deal Comments

Isb Dhzz Xlfssuq 2.00

Pricing Speed

20 VCE

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 16, 2025

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jan 17, 2023