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
V-2T3	JHF	6.300	7.40	-	UUU-	-	-	-	83.00%	-	Xdsdfpzn	XVGP	-	430-440	490	WMFL+490	-	-
O-A3	UTS	74.400	8.70	-	AA-	-	-	-	7.00%	-	Obhaowfo	POWB	-	560-575	665	IXGX+665	-	-
S-1O3	GSP	99.000	6.80	-	KKK-	-	-	-	17.00%	-	Awhozrtd	ZIZW	-	310-320	320	NFLF+320	-	-
Bss Czl	CSY	4.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-D3	LUU	825.000	9.50	Ioo	-	-	-	-	80.00%	-	Veqiwupi	YWAX	-	139	139	VXZZ+139	-	-
Q-D3	BVT	35.000	6.40	-	JJ	-	-	-	35.00%	-	Oblhrtpg	QNCV	-	175-180	175	KOGZ+175	-	-
N-K3	ZVW	69.000	9.50	-	S	-	-	-	78.00%	-	Hzqmwsaj	YHNQ	-	195-205	205	MAPE+205	-	-

Tranche Comments

F-D3: First Pay: 2025-10-17; Redemption: 2027-07-17; Registration: 144M/Itr E; Q-D3: First Pay: 2025-10-17; Redemption: 2027-07-17; Registration: 144C/Uid U; N-K3: First Pay: 2025-10-17; Redemption: 2027-07-17; Registration: 144W/Gmu T; S-1O3: First Pay: 2025-10-17; Redemption: 2027-07-17; Registration: 144T/Pbn A; V-2T3: First Pay: 2025-10-17; Redemption: 2027-07-17; Registration: 144Z/Ajd D; O-A3: First Pay: 2025-10-17; Redemption: 2027-07-17; Registration: 144P/Wvt E; Bss Czl: First Pay: 2025-10-17; Redemption: 2027-07-17; Registration: 144N/Zqv S;

Deal Comments

Vwlwu. Szn Syxx Awuhzlg 2.00

Pricing Speed

20% CDR

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 18, 2006