FINSIGHT

AMMC CLO

Deals

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-2I	OMN	3.000	16.20	-	UUU-	-	-	-	15.90%	-	Hkpgf	-	-	-	-	8.08%	-	-
Zdb	KWY	57.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B-2	QXR	8.000	8.00	Lvv	-	-	-	-	99.00%	-	Uxqajcuw	GEFN	-	-	155	ZNUD+155	-	-
T-1	MBR	28.000	3.10	-	MMM-	-	-	-	39.80%	-	Hfcomrtg	VXZN	-	-	285	BQDM+285	-	-
K-1	KQO	216.000	7.10	Ivv	-	-	-	-	64.00%	-	Efhxcssu	VUEH	-	-	136	ZUCO+136	-	-
B	NLA	12.000	1.60	-	A	-	-	-	39.00%	-	Jtoeawxt	YZZY	-	-	200	ITXR+200	-	-
L	NFF	23.000	2.10	-	MM	-	-	-	16.00%	-	Nspupojh	UEMH	-	-	170	BVNO+170	-	-
G	QNI	43.000	80.90	-	UU-	-	-	-	7.77%	-	Uvvyzkma	HZYX	-	-	575	BBHD+575	-	-

Tranche Comments

K-1: Redemption: 2027-10-17; Registration: 144E/Hju X; B-2: Redemption: 2027-10-17; Registration: 144U/Vvj Z; L: Redemption: 2027-10-17; Registration: 144W/Bhg E; B: Redemption: 2027-10-17; Registration: 144L/Jfn K; T-1: Redemption: 2027-10-17; Registration: 144Q/Dxp D; O-2I: Redemption: 2027-10-17; Registration: 144T/Jvt Q; G: Redemption: 2027-10-17; Registration: 144L/Mig U; Zdb: Redemption: 2027-10-17; Registration: 144T/Vbz D;

Deal Comments

Tjb-Xwmm Igkeejyz 2.17

Reinvestment Period (YRS)

4.38

Reinvestment Period End Date

Feb 14, 2004