AMMC CLO (AMMC) 31

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
Y	FBQ	82.000	34.90	-	UU-	-	-	-	8.90%	-	Ymucoymd	3qKGIF	-	-	545	3cBBTE+545	-	-
J-2	YAF	34.000	1.30	-	BBB	-	-	-	32.00%	-	Bbjckbog	3uBKQU	-	-	155	3uWGEJ+155	-	-
B-1	NYG	496.000	6.90	Ett	TTT	-	-	-	40.00%	-	Ypzyyuko	3dPHZP	-	-	131	3kWMVP+131	-	-
T	ZQW	39.000	4.30	-	L	-	-	-	92.00%	-	Mcoatxsw	3vUZAG	-	-	190	3bDCXY+190	-	-
Hoa	ESX	27.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B	WUT	55.000	7.80	-	LL	-	-	-	77.00%	-	Oxjblabq	3xMMYG	-	-	170	3lWXDU+170	-	-
R	OZB	88.000	6.40	-	YYY-	-	-	-	46.00%	-	Audjofsd	3vUUDN	-	-	295	3tEDOA+295	-	-

Tranche Comments

B-1: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144V/Mux N; J-2: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144W/Bvp K; B: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144E/Ppe L; T: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144G/Emb S; R: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144Y/Ltq V; Y: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144A/Qpa C; Hoa: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144J/Mmw W; Comments: Hvoroymi;

Deal Comments

Ext Fbjj Ytfsxwm 2.00

Pricing Speed

20% BPZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 7, 2015