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
O1O	ZCE	141.500	1.60	-	YYY	-	-	-	61.00%	-	Tdtdxbty	CLPV	-	-	155	KTCK+155	-	661.00000
Mun	XUY	88.700	-	-	XS	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z1P	BVZ	48.600	5.90	-	XXX	-	-	-	82.00%	-	Vrqwc	-	-	-	155	5.70%	5.703%	981.00000
Z1	LHD	71.000	72.00	-	III	-	-	-	81.10%	-	Iqychyky	TTDV	-	-	350	IGVG+350	-	682.00000
SF	ETY	5.000	94.60	-	III-	-	-	-	87.00%	-	Lsnqb	-	-	-	450	8.59%	8.586%	445.00000
XC	NQT	68.000	8.60	-	OOO	-	-	-	68.00%	-	Diuhtcdi	VWML	-	-	173	KGQW+173	-	853.00000
S	WQP	78.000	4.90	-	RR	-	-	-	92.00%	-	Mxzuamtn	DGHJ	-	-	195	QCHU+195	-	310.00000
H	CHK	66.000	3.50	-	G	-	-	-	34.00%	-	Fjvdrfeo	MILT	-	-	240	SNXK+240	-	463.00000
M	NLT	80.000	11.40	-	ZZ-	-	-	-	7.70%	-	Ohuarbec	HZXC	-	-	670	SCKZ+670	-	101.00000

Tranche Comments

O1O: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Gui D; Z1P: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144Y/Uhl W; XC: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144F/Ozx K; S: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144N/Yfu T; H: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144E/Ndb B; Z1: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144W/Laq H; SF: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144L/Ism E; M: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144W/Xca G; Mun: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144Q/Wys E;

Deal Comments

Sof Dzoo Fajcoqr 2.00

Pricing Speed

20 SOI

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 25, 2002

WAL Test Period (YRS)

WAL Test Period End Date

Aug 12, 2022