FINSIGHT

AMMC CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-O	MSE	960.000	8.90	Yrr	-	-	-	-	79.98%	-	Pvfbosbq	3gVDPX	-	120	3tXTKM+120	-	-
Y-I	IIY	97.900	2.20	Jw2	-	-	-	-	28.55%	-	Rfhxzrca	3zIKKY	-	160	3wXDMV+160	-	-
L-M	EJK	86.900	3.70	Djj3	-	-	-	-	69.41%	-	Fddprhpz	3bBKVJ	-	295	3lMCVD+295	-	-
Y-E	HZA	53.000	3.20	G2	-	-	-	-	41.79%	-	Nmddlptx	3pGSTG	-	190	3eZZEQ+190	-	-
V-C	ZRY	74.100	5.30	Di3	-	-	-	-	5.82%	-	Oxvptsyw	3bKIKJ	-	650	3mXLCX+650	-	-

Tranche Comments

Y-O: Redemption: 2025-11-26; Registration: 144K/Adq C; Y-I: Redemption: 2025-11-26; Registration: 144F/Gby B; Y-E: Redemption: 2025-11-26; Registration: 144T/Rcw S; L-M: Redemption: 2025-11-26; Registration: 144L/Djj E; V-C: Redemption: 2025-11-26; Registration: 144D/Ysn D;

Deal Comments

Fhupfwfcpft. Icf Swww Phjpcjv 1.00

Pricing Speed

20 ACO

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 17, 2011

American Financial Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-X	BWC	54.000	2.58	Naa3	-	-	-	-	69.54%	-	Hjbefiqu	3bHUVY	-	325	3vKSAE+325	-	413.00000
M-E	GAY	33.000	2.35	Va2	-	-	-	-	65.43%	-	Ilzzbzel	3wPHGK	-	175	3jXWBB+175	-	292.00000
K-V	CFF	24.000	7.80	Dm3	-	-	-	-	2.62%	-	Ichooayr	3uPJTF	-	675	3aSUUV+675	-	497.00000
E-D	XQW	69.000	2.50	F2	-	-	-	-	12.20%	-	Urvyaleh	3aAEBM	-	200	3tZEEV+200	-	540.00000
G-2-S	NAW	8.000	3.21	App	-	-	-	-	75.91%	-	Qewkkcyh	3jWLLY	-	160	3bBZIP+160	-	846.00000
W-1-E	PFS	388.000	4.41	Pnn	-	-	-	-	64.81%	-	Fqvsackm	3rKQQC	-	135	3wCOCG+135	-	191.00000

Tranche Comments

W-1-E: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144H/Wvx Q; G-2-S: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144P/Vzf I; M-E: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144W/Eqc W; E-D: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144L/Zjk W; P-X: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144C/Iyz L; K-V: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144O/Lpn A;

Deal Comments

Bzbpnhnipnc. Qmn Yhjj Zzzpmvx 1.00

Pricing Speed

20% WNT

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 8, 2005

American Financial Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
HX	QQO	72.000	7.50	-	PPP	-	-	-	78.00%	-	Ssvojvwf	BHNB	-	173	SWVP+173	-	901.00000
D1	TBO	99.000	51.00	-	LLL	-	-	-	85.60%	-	Acwovuhp	CMSF	-	350	GZOS+350	-	323.00000
E	JKW	43.000	15.30	-	FF-	-	-	-	8.90%	-	Dmummksk	IMLC	-	670	ALTP+670	-	988.00000
H	GBH	52.000	5.80	-	M	-	-	-	18.00%	-	Dhrhjhds	YBJM	-	240	DXCS+240	-	264.00000
OW	HPJ	7.000	72.20	-	OOO-	-	-	-	90.00%	-	Yqsnf	-	-	450	8.59%	8.586%	946.00000
Xof	FCN	61.800	-	-	GR	-	-	-	-	-	-	-	-	-	-	-	Retained
X	NMG	82.000	7.10	-	MM	-	-	-	96.00%	-	Nhfayrkm	KVAN	-	195	HMDG+195	-	670.00000
B1B	JWK	400.900	2.70	-	TTT	-	-	-	40.00%	-	Kxwvdkqk	PQCL	-	155	JWFK+155	-	994.00000
U1W	LHP	83.400	1.90	-	KKK	-	-	-	16.00%	-	Vaqkt	-	-	155	5.70%	5.703%	512.00000

Tranche Comments

B1B: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144X/Hhj D; U1W: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144V/Yeq O; HX: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144W/Hfd H; X: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144W/Brh O; H: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144W/Api N; D1: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Kdz Z; OW: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144T/Tej T; E: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144K/Dsd J; Xof: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144W/Ekm E;

Deal Comments

Yyf Uoll Mhnjybt 2.00

Pricing Speed

20 NSP

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 6, 2014

WAL Test Period (YRS)

WAL Test Period End Date

Sep 20, 2004

American Financial Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-Y2	VKD	43.000	6.80	-	JJ	-	-	-	25.00%	-	Zczlkadw	TOTQ	-	205	XDOD+205	-	-
K-F2	VTY	58.200	6.00	-	S	-	-	-	42.00%	-	Zzcewluy	XSFX	-	240	CQUQ+240	-	-
F-2-T2	QNH	3.900	3.50	-	AAA-	-	-	-	91.00%	-	Ybeaqqbs	DCUQ	-	550	WGUV+550	-	-
S-1-N2	BGO	784.300	7.30	-	VVV	-	-	-	80.00%	-	Wvhvqmbh	XVDN	-	142	VNAB+142	-	-
A-W2	TSB	2.000	4.00	-	KK-	-	-	-	1.30%	-	Yvcuklbz	DIOJ	-	655	DSOQ+655	-	-
Q-2-H2	LKJ	74.600	5.10	-	HHH	-	-	-	27.00%	-	Fqqmkikx	MUKJ	-	165	IXXL+165	-	-
D-1-F2	GRL	27.000	3.80	-	NNN	-	-	-	34.00%	-	Fforewfq	UENM	-	370	MANW+370	-	-

Tranche Comments

S-1-N2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144F/Bym E; Q-2-H2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144X/Fxu P; F-Y2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144T/Zug T; K-F2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144G/Aqn W; D-1-F2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144M/Ejh O; F-2-T2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144Q/Fnf B; A-W2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144N/Qay K;

Deal Comments

Wjzjq. Aye Mynn Pjywyyx 1.00

Pricing Speed

20% UAW

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 6, 2005

American Financial Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-2	OYI	5.000	8.50	Rmm	-	-	-	-	74.00%	-	Zmyubssl	TXQU	-	195	UKWI+195	-	-
Q	EBS	33.000	3.40	-	BB	-	-	-	93.00%	-	Erbcxadc	ESXH	-	235	GPCS+235	-	-
N-1e	RZQ	220.000	7.10	Saa	SSS	-	-	-	36.00%	-	Dczzldmm	GDFQ	-	168	LPCN+168	-	-
P	EWW	88.000	1.70	-	D	-	-	-	34.50%	-	Jreptwhq	NJSG	-	265	GNXL+265	-	-
Llp	QJE	25.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J	JKW	56.000	6.30	-	NNN-	-	-	-	50.30%	-	Wpqzrsbk	MNHZ	-	450	KZKP+450	-	-
I	RTN	85.000	13.50	-	CC-	-	-	-	1.50%	-	Wbuzqjlq	TMZL	-	790	ETTS+773	-	-

Tranche Comments

N-1e: Redemption: 2026-01-15; Registration: 144N/Eme M; E-2: Redemption: 2026-01-15; Registration: 144K/Lxz M; Q: Redemption: 2026-01-15; Registration: 144B/Wzb W; P: Redemption: 2026-01-15; Registration: 144U/Bvm U; J: Redemption: 2026-01-15; Registration: 144W/Qkv O; I: Redemption: 2026-01-15; Registration: 144D/Rxp E; Llp: Redemption: 2026-01-15; Registration: 144L/Whe C;

Deal Comments

Lmb Ugff Xybsmkx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 13, 2014

American Financial Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	BGC	55.000	-	-	G	-	-	-	59.00%	-	Hqrerdfk	MMNE	-	340	UQBB+340	-	-
D-1	NOX	801.000	-	Gii	-	-	-	-	47.00%	-	Xezblqdo	ZGEQ	-	195	SPHF+195	-	-
G	TKB	9.200	-	-	R-	-	-	-	1.60%	-	Nkcebmmu	EZAS	-	794	IQKT+794	-	-
B-2	XKS	9.000	-	Lqq	-	-	-	-	53.00%	-	Elypddhz	PAQQ	-	230	HDDY+230	-	-
P-G	WLM	67.000	-	-	PP	-	-	-	96.00%	-	Nfsho	-	-	-	5.730%	-	-
T	MCJ	75.200	-	-	CCC-	-	-	-	23.70%	-	Mzphdzjd	WBSC	-	575	DYQF+575	-	-
Qdrnav	XNT	14.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-1	JPA	71.000	-	-	GG	-	-	-	45.00%	-	Deryuitk	LNJO	-	245	DYTT+245	-	-
H	VYE	78.700	-	-	SS-	-	-	-	4.10%	-	Rhdovxxe	JQZB	-	828	ADSQ+828	-	-

Tranche Comments

D-1: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144N/Ffw K; B-2: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144M/Epm U; Q-1: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144E/Jbj I; P-G: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144Q/Hzi G; R: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144U/Etp M; T: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144N/Drx D; H: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144L/Wll T; G: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144C/Xyd J; Qdrnav: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144M/Qaw X;

Deal Comments

Ypu Hyzz Tgwrpbk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 18, 2006

Refinancing

Yes

American Financial Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H1F	XJX	58.000	-	Qnn	VU	-	-	-	70.00%	-	Vspvp	-	-	-	6.710%	-	-
YF	NLU	66.640	-	NA	EE	-	-	-	45.90%	-	Ywsmw	-	-	-	7.045%	-	-
OO	TWW	9.800	-	Lvv	MQ	-	-	-	65.00%	-	Idbwyplu	WIAY	-	275	WWVV+275	-	-
H1	VST	74.300	-	XP	TT	-	-	-	42.20%	-	Bdbewldx	NHAI	-	310	CEQR+310	-	-
Z1Z	FVM	447.630	-	Uyy	OM	-	-	-	57.00%	-	Qddzahib	HBFX	-	240	BKNI+240	-	-
E	UCR	11.970	-	EM	WW-	-	-	-	21.67%	-	Epyxyvnw	YKZD	-	889	DGOD+889	-	-
Czm	HSV	72.100	-	SV	YH	-	-	-	-	-	-	-	-	-	-	-	Retained
M	SXS	55.700	-	PO	SSS-	-	-	-	10.00%	-	Ffsrmipt	LLGY	-	601	SAUO+601	-	-
U	QFS	66.612	-	DM	A	-	-	-	22.75%	-	Wsrsxqsh	AQLM	-	410	GAKQ+410	-	-

Tranche Comments

Z1Z: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144N/Xcx A; H1F: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144A/Dbu L; OO: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144Q/Qsz C; H1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144I/Bvt E; YF: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144H/Ykk I; U: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144G/Jpq B; M: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144O/Jhl C; E: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144E/Hff M; Czm: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144Q/Jdi H;

Deal Comments

Vmy Jacc Sgjxmnz 2.1

Reinvestment Period (YRS)

8.1

Reinvestment Period End Date

Aug 21, 2012

Reset

Yes

WAL Test Period (YRS)

9.7

WAL Test Period End Date

Oct 19, 2012

American Financial Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	ITK	79.000	-	Ncc3	-	-	-	-	-	-	Wkhswitf	EWMU	-	380	BVZL+380	-	-
R	XKJ	40.000	-	Y2	-	-	-	-	-	-	Rzktyytv	FEVF	-	240	LZAT+240	-	-
X-1	EQL	588.000	-	Jcc	-	-	-	-	-	-	Qdbcyyur	IQUJ	-	155	WVCF+155	-	-
M-2	LXE	7.000	-	Ooo	-	-	-	-	-	-	Qmmfusid	ELPD	-	175	PBQZ+175	-	-
Y	AEJ	97.000	-	Xs2	-	-	-	-	-	-	Pxmpfqtd	YDOT	-	205	TWQL+205	-	-
Rna	AKD	54.800	-	UE	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	ZEC	98.000	-	Mf3	-	-	-	-	-	-	Cpwrvvcn	YNBM	-	759	QYOO+759	-	-

Tranche Comments

X-1: First Pay: 2022-10-15; Redemption: 2024-04-15; M-2: First Pay: 2022-10-15; Redemption: 2024-04-15; Y: First Pay: 2022-10-15; Redemption: 2024-04-15; R: First Pay: 2022-10-15; Redemption: 2024-04-15; R: First Pay: 2022-10-15; Redemption: 2024-04-15; U: First Pay: 2022-10-15; Redemption: 2024-04-15; Rna: First Pay: 2022-10-15; Redemption: 2024-04-15;

Deal Comments

Kof Qtuu Xfbyobm 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 21, 1997

American Financial Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
PR3	KVL	18.800	7.89	Ihh3	-	-	-	-	73.55%	-	Epekqfcu	3yX	-	315	3mM+315	-	515.00000
GSJ3	LMD	2.245	8.20	Huu	-	-	-	-	-	-	Govdmolp	3aK	-	75	3kO+75	-	289.00000
NG3	KGD	64.400	8.22	J2	-	-	-	-	47.25%	-	Bbshjucg	3gR	-	220	3cP+220	-	610.00000
IJ3	LND	593.963	6.26	Xrr	-	-	-	-	93.81%	-	Dusqedsq	3jW	-	112	3pH+112	-	614.00000
MM3	UAF	50.500	2.76	Sd2	-	-	-	-	10.89%	-	Zjrjqhqk	3nU	-	165	3yH+165	-	568.00000

Tranche Comments

GSJ3: First Pay: 2022-01-15; Redemption: 2022-12-17; Registration: 144K/Crq M; IJ3: First Pay: 2022-01-15; Redemption: 2022-12-17; Registration: 144N/Grc W; MM3: First Pay: 2022-01-15; Redemption: 2022-12-17; Registration: 144Z/Lrs H; NG3: First Pay: 2022-01-15; Redemption: 2022-12-17; Registration: 144Z/Ljx I; PR3: First Pay: 2022-01-15; Redemption: 2022-12-17; Registration: 144A/Qtu Z;

Deal Comments

Xyptninetnb. Fgn Till Yyctgaq 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 21, 2013

American Financial Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	UGF	90.200	-	Ow2	-	-	-	-	50.25%	-	Owhzowjy	3sA	-	175	3mI+175	-	200.00000
P	ZZN	768.000	-	Nhh	-	-	-	-	98.00%	-	Umfphzvf	3yB	-	119	3qR+119	-	885.00000
D	YBK	17.900	-	Ja3	-	-	-	-	6.00%	-	Thkjsduh	3lG	-	675	3iT+657	-	83.86000
Z	BZU	78.000	-	Y2	-	-	-	-	16.67%	-	Gxdyzvvg	3yA	-	220	3qV+220	-	626.00000
Jwc	EWY	47.371	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L	FNW	54.200	-	Aii3	-	-	-	-	81.70%	-	Jvhrufvz	3sU	-	340	3qM+340	-	492.00000

Tranche Comments

P: First Pay: 2022-04-20; Redemption: 2024-01-20; S: First Pay: 2022-04-20; Redemption: 2024-01-20; Z: First Pay: 2022-04-20; Redemption: 2024-01-20; L: First Pay: 2022-04-20; Redemption: 2024-01-20; D: First Pay: 2022-04-20; Redemption: 2024-01-20; Jwc: First Pay: 2022-04-20; Redemption: 2024-01-20;

Deal Comments

Fah Kgpp Yveaagl 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 11, 1997

Refinancing

Yes