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We use computer simulations to analyze the yielding transition during large-amplitude oscillatory shear of a simple model for soft jammed solids. Simultaneous analysis of global mechanical response and particle-scale motion demonstrates that macroscopic yielding, revealed by a smooth crossover in mechanical properties, is accompanied by a sudden change in the particle dynamics, which evolves from nondiffusive motion to irreversible diffusion as the amplitude of the shear is increased. We provide numerical evidence that this sharp change corresponds to a nonequilibrium first-order dynamic phase transition, thus establishing the existence of a well-defined microscopic dynamic signature of the yielding transition in amorphous materials in oscillatory shear.