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
R-1	LUW	732.000	2.40	Ypp	NNN	-	-	-	82.00%	-	Oavcuaoc	3pWMTY	-	-	131	3iLHKZ+131	-	-
B	WIQ	14.000	3.70	-	GG	-	-	-	54.00%	-	Hflcsbem	3iWAHQ	-	-	170	3kIYVI+170	-	-
S	VCZ	80.000	1.80	-	I	-	-	-	62.00%	-	Ochfldxx	3rSTNC	-	-	190	3kLGXW+190	-	-
V	ZGJ	80.000	2.20	-	TTT-	-	-	-	92.00%	-	Rjwmvcjv	3dSJLY	-	-	295	3yIJEA+295	-	-
D-2	EQU	68.000	9.80	-	FFF	-	-	-	36.00%	-	Chuczhvu	3rGJEX	-	-	155	3cVYPU+155	-	-
Q	LJO	45.000	77.60	-	FF-	-	-	-	3.40%	-	Gbzblezq	3rYYCP	-	-	545	3tBCAR+545	-	-
Lxy	VAM	70.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

R-1: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144W/Wct K; D-2: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144B/Tph I; B: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144X/Viz D; S: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144K/Pqh X; V: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144X/Pkv R; Q: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144L/Clm P; Lxy: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144H/Ktf H; Comments: Vrzsxeqm;

Deal Comments

Wgk Xsqq Ytspghm 2.00

Pricing Speed

20% XEM

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 15, 2012