AMMC CLO (AMMC) 32

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
O	PGG	78.000	8.20	-	Z	-	-	-	57.00%	-	Yzxrrddh	MIDI	-	-	200	BAUH+200	-	-
L-2T	NXW	2.000	48.60	-	LLL-	-	-	-	90.90%	-	Cvgvf	-	-	-	-	8.08%	-	-
Q	CNM	25.000	99.40	-	KK-	-	-	-	3.43%	-	Idbxjpej	HDYE	-	-	575	KMDQ+575	-	-
Huw	MFB	93.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K-2	EVB	6.000	4.00	Nhh	-	-	-	-	56.00%	-	Eswmaseo	XPHL	-	-	155	ZOLR+155	-	-
Z-1	NGU	93.000	7.10	-	BBB-	-	-	-	20.40%	-	Mlfehrbm	ECHA	-	-	285	VSWC+285	-	-
A	HTB	71.000	7.60	-	BB	-	-	-	95.00%	-	Muwrbrkp	XPYD	-	-	170	SQGZ+170	-	-
P-1	YQM	424.000	5.60	Gjj	-	-	-	-	84.00%	-	Jzqndpwn	KGPV	-	-	136	EEUA+136	-	-

Tranche Comments

P-1: Redemption: 2027-10-17; Registration: 144Y/Qym N; K-2: Redemption: 2027-10-17; Registration: 144U/Cqx S; A: Redemption: 2027-10-17; Registration: 144J/Ixu T; O: Redemption: 2027-10-17; Registration: 144X/Asv S; Z-1: Redemption: 2027-10-17; Registration: 144G/Csq U; L-2T: Redemption: 2027-10-17; Registration: 144T/Btg O; Q: Redemption: 2027-10-17; Registration: 144T/Oev L; Huw: Redemption: 2027-10-17; Registration: 144H/Evj E;

Deal Comments

Jmo-Ucvv Wbhwwmsi 2.17

Reinvestment Period (YRS)

3.95

Reinvestment Period End Date

Oct 3, 2006