24(R)

AMMC CLO (AMMC) 24(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
D-Q	UAJ	683.000	3.20	Vgg	-	-	-	-	85.21%	-	Efblmkbl	3jXZXY	-	-	120	3oSELP+120	-	-
V-S	ZXV	57.700	1.20	Oee3	-	-	-	-	57.36%	-	Syfoyvql	3hGLPA	-	-	295	3rMHAT+295	-	-
B-X	JUP	82.800	6.90	Fw2	-	-	-	-	39.78%	-	Axzcfkop	3pHKGX	-	-	160	3xPXEO+160	-	-
F-T	TIJ	68.700	6.30	Xm3	-	-	-	-	4.65%	-	Bzrqyktc	3zTZKM	-	-	650	3xLJAU+650	-	-
T-S	KPE	61.000	8.10	P2	-	-	-	-	28.87%	-	Oqmfrrxk	3gPWFU	-	-	190	3tTBTV+190	-	-

Tranche Comments

D-Q: Redemption: 2025-11-26; Registration: 144D/Nnq T; B-X: Redemption: 2025-11-26; Registration: 144L/Cak C; T-S: Redemption: 2025-11-26; Registration: 144T/Etw K; V-S: Redemption: 2025-11-26; Registration: 144Q/Osr O; F-T: Redemption: 2025-11-26; Registration: 144N/Icb T;

Deal Comments

Zthbwpwcbwi. Tqw Ipqq Ztibqsn 1.00

Pricing Speed

20 YJV

Reinvestment Period (YRS)

Reinvestment Period End Date

May 21, 2001