27(R)

AMMC CLO (AMMC) 27(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
G-M	THS	3.000	2.80	-	VVV	-	-	-	-	-	Hmpymbum	NDMV	-	-	95	VLOG+95	-	-
Y-2-H	TUU	5.000	5.10	-	TT	-	-	-	35.00%	-	Dhyyg	-	-	-	-	5.66%	-	-
P-B	KCM	31.129	2.50	-	KK-	-	-	-	2.13%	-	Oklmqcal	MGFS	-	-	515	GJGX+515	-	-
V-1-K	UFU	635.190	6.30	-	RRR	-	-	-	67.00%	-	Yyekprmk	SVAV	-	-	108	LGLC+108	-	-
K-W	NIK	53.200	3.10	-	NNN-	-	-	-	65.00%	-	Ojcuxqse	INPQ	-	-	270	YPSR+270	-	-
M-1-J	GZV	80.700	5.20	-	VV	-	-	-	25.00%	-	Pcmdbeor	LZFP	-	-	160	SLMT+160	-	-
F-U	ZXT	33.220	6.10	-	M	-	-	-	18.00%	-	Oozqwjxo	SGFT	-	-	180	QXTD+180	-	-
M-2-G	CYS	82.860	1.20	-	MMM	-	-	-	62.00%	-	Tqmcdudd	DMLA	-	-	135	NYHD+135	-	-
Scp	TUA	41.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G-M: Redemption: 2026-01-20; Registration: 144A/Qrr D; V-1-K: Redemption: 2026-01-20; Registration: 144Q/Lil T; M-2-G: Redemption: 2026-01-20; Registration: 144G/Muj Y; M-1-J: Redemption: 2026-01-20; Registration: 144A/Ejr R; Y-2-H: Redemption: 2026-01-20; Registration: 144B/Lpo T; F-U: Redemption: 2026-01-20; Registration: 144O/Gbh H; K-W: Redemption: 2026-01-20; Registration: 144U/Mbc N; P-B: Redemption: 2026-01-20; Registration: 144N/Qdr A; Scp: Redemption: 2026-01-20; Registration: 144L/Afr E;

Deal Comments

Rvbvu. Hon Sxyy Dvzcors 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 24, 1996