FINSIGHT

AMMC CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-1-Y	NRJ	90.800	4.10	-	YY	-	-	-	84.00%	-	Lpwcfzua	SNVN	-	160	KIZC+160	-	-
B-W	WEG	33.780	5.10	-	MMM-	-	-	-	74.00%	-	Lyohxisr	JSPB	-	270	ZDZL+270	-	-
J-F	LAE	99.769	9.10	-	KK-	-	-	-	7.43%	-	Oflwlkcb	DTPP	-	515	LESM+515	-	-
O-1-C	LTJ	449.550	2.50	-	MMM	-	-	-	59.00%	-	Sfwdqyhn	NLJS	-	108	LHQP+108	-	-
Y-G	OWR	62.550	8.10	-	W	-	-	-	98.00%	-	Yqsdhkxe	DSXX	-	180	AKUI+180	-	-
E-2-P	XGH	7.000	7.50	-	JJ	-	-	-	58.00%	-	Oppzt	-	-	-	5.66%	-	-
Btz	PYL	85.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I-G	XFK	7.000	7.10	-	NNN	-	-	-	-	-	Asordvbn	KGDY	-	95	JOEA+95	-	-
S-2-P	IZP	82.800	9.70	-	BBB	-	-	-	77.00%	-	Efjhheho	NVWZ	-	135	VUAQ+135	-	-

Tranche Comments

I-G: Redemption: 2026-01-20; Registration: 144E/Pxk W; O-1-C: Redemption: 2026-01-20; Registration: 144P/Qyk D; S-2-P: Redemption: 2026-01-20; Registration: 144Q/Veg M; K-1-Y: Redemption: 2026-01-20; Registration: 144X/Qho U; E-2-P: Redemption: 2026-01-20; Registration: 144Z/Csl G; Y-G: Redemption: 2026-01-20; Registration: 144X/Hre V; B-W: Redemption: 2026-01-20; Registration: 144C/Jwy D; J-F: Redemption: 2026-01-20; Registration: 144F/Byz P; Btz: Redemption: 2026-01-20; Registration: 144T/Iua E;

Deal Comments

Lkzkg. Lps Qhzz Fkfapbo 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 26, 1996

American Financial Group Inc/OH

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-1	GUL	810.000	2.20	Sll	III	-	-	-	77.00%	-	Cmkkhmdd	3jZSPP	-	131	3qYBVE+131	-	-
Y	FXG	42.000	1.90	-	SSS-	-	-	-	27.00%	-	Tqvsccpm	3sIBCE	-	295	3fJAGC+295	-	-
E-2	YQY	44.000	5.90	-	GGG	-	-	-	36.00%	-	Ambbhepn	3cNACK	-	155	3jVKVM+155	-	-
Vlk	VJN	84.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N	GNO	56.000	2.10	-	J	-	-	-	67.00%	-	Qbumbqfd	3aZWGN	-	190	3fKECH+190	-	-
M	EGR	99.000	8.70	-	DD	-	-	-	56.00%	-	Wvvsxxxw	3fUMMK	-	170	3yABVR+170	-	-
S	MOJ	46.000	37.60	-	GG-	-	-	-	9.40%	-	Nyfehbeg	3vLIQH	-	545	3rEQVE+545	-	-

Tranche Comments

K-1: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144V/Fyn R; E-2: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144Y/Cyg P; M: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144Q/Zlo K; N: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144U/Det R; Y: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144U/Wln M; S: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144Z/Eyg N; Vlk: First Pay: 2025-07-21; Redemption: 2027-02-20; Registration: 144W/Nqv P; Comments: Vwnovmse;

Deal Comments

Tzw Qgqq Hgjhzoi 2.00

Pricing Speed

20% NGH

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 10, 2024

Reset

Yes

American Financial Group Inc/OH

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-H	WLW	796.000	6.10	Qtt	-	-	-	-	94.41%	-	Suslejiv	3qHHMM	-	120	3uNPPH+120	-	-
Y-Z	JLN	64.700	6.30	Lii3	-	-	-	-	14.95%	-	Njvqhqva	3lNGMF	-	295	3bQVGF+295	-	-
X-X	AMV	57.000	1.60	L2	-	-	-	-	96.59%	-	Yjmqldxs	3vWYEA	-	190	3lAJOE+190	-	-
V-R	JVO	83.600	4.50	Lb2	-	-	-	-	85.37%	-	Sqlfvjnj	3jUXYY	-	160	3iTDFD+160	-	-
M-T	IAO	70.100	1.90	So3	-	-	-	-	8.33%	-	Rkrwvzrx	3bBEPM	-	650	3bTJBW+650	-	-

Tranche Comments

E-H: Redemption: 2025-11-26; Registration: 144H/Zsq A; V-R: Redemption: 2025-11-26; Registration: 144Z/Dii L; X-X: Redemption: 2025-11-26; Registration: 144J/Qri J; Y-Z: Redemption: 2025-11-26; Registration: 144F/Tck M; M-T: Redemption: 2025-11-26; Registration: 144T/Yfj E;

Deal Comments

Ebxfxaxgfxp. Mqx Fagg Ibffqgt 1.00

Pricing Speed

20 XDA

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 6, 2010

American Financial Group Inc/OH

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-U	FEY	27.000	6.67	Hff3	-	-	-	-	13.80%	-	Xjksjrve	3gYYKA	-	325	3pTNSV+325	-	625.00000
D-2-X	GBK	6.000	7.90	Hjj	-	-	-	-	70.87%	-	Kwfmetvm	3dEOFB	-	160	3bGQYT+160	-	234.00000
F-F	OOO	56.000	5.12	X2	-	-	-	-	10.60%	-	Yndequon	3zNJFM	-	200	3aJJWZ+200	-	251.00000
Y-1-E	CHA	185.000	3.66	Qzz	-	-	-	-	27.60%	-	Khxaptik	3pMMMP	-	135	3yTTYE+135	-	754.00000
X-Z	AMH	92.000	1.20	Pe3	-	-	-	-	8.66%	-	Dxqrdsfc	3hAQFN	-	675	3zQMVB+675	-	909.00000
C-J	FVY	21.000	7.58	Tp2	-	-	-	-	70.84%	-	Yvpqyven	3gGVBY	-	175	3lZPXZ+175	-	940.00000

Tranche Comments

Y-1-E: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144O/Ror T; D-2-X: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144B/Tvu S; C-J: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144T/Cfi M; F-F: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144T/Hck F; P-U: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144K/Usu A; X-Z: First Pay: 2024-07-15; Redemption: 2025-06-25; Registration: 144T/Bug X;

Deal Comments

Hpvhnpnnhny. Kun Wpii Eplhueb 1.00

Pricing Speed

20% OCJ

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 15, 2014

American Financial Group Inc/OH

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	ALL	11.000	99.40	-	ZZ-	-	-	-	8.20%	-	Slymdxyv	QEXE	-	670	HOKB+670	-	216.00000
G	LPO	17.000	8.80	-	QQ	-	-	-	88.00%	-	Spyadzoy	CDAV	-	195	WHBH+195	-	843.00000
P1R	XLT	72.800	3.60	-	VVV	-	-	-	34.00%	-	Eqctt	-	-	155	5.70%	5.703%	503.00000
Skm	JEK	80.500	-	-	IT	-	-	-	-	-	-	-	-	-	-	-	Retained
G1G	QWD	473.500	2.80	-	CCC	-	-	-	92.00%	-	Abiisohi	IIFF	-	155	DPZJ+155	-	114.00000
PR	QUO	5.000	17.60	-	EEE-	-	-	-	78.00%	-	Swzfv	-	-	450	8.59%	8.586%	279.00000
M	GNC	93.000	6.90	-	H	-	-	-	92.00%	-	Ueuodroq	GZZE	-	240	WBAP+240	-	185.00000
YC	AOH	33.000	9.20	-	CCC	-	-	-	31.00%	-	Pmyvoxuo	VAEZ	-	173	ZYJH+173	-	148.00000
P1	IIK	67.000	30.00	-	KKK	-	-	-	27.10%	-	Wmrxmkrj	DUGH	-	350	TIYG+350	-	215.00000

Tranche Comments

G1G: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144L/Eia D; P1R: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144J/Tlq A; YC: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144B/Ypl U; G: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144I/Yiq F; M: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144Y/Jce S; P1: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144V/Atf O; PR: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144H/Gul D; U: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144N/Hjs A; Skm: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144V/Afo W;

Deal Comments

Zxo Yyjj Wfsrxmu 2.00

Pricing Speed

20 HOG

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 23, 2013

WAL Test Period (YRS)

WAL Test Period End Date

May 15, 2014

American Financial Group Inc/OH

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-2-K2	ZTV	1.800	1.40	-	UUU-	-	-	-	53.00%	-	Rhcxtswe	TPUX	-	550	KOQH+550	-	-
U-2-Q2	NTK	87.800	5.20	-	ZZZ	-	-	-	79.00%	-	Dklfjoej	TYIN	-	165	MSSD+165	-	-
Q-H2	XBT	36.500	7.00	-	F	-	-	-	37.00%	-	Nkwxvacg	CSFV	-	240	GWMS+240	-	-
J-1-J2	BLI	29.000	4.30	-	FFF	-	-	-	41.00%	-	Pcevutcp	XABZ	-	370	ZNLJ+370	-	-
T-X2	XNM	5.000	9.00	-	OO-	-	-	-	7.10%	-	Tpkcbtcu	ZAUG	-	655	ECVU+655	-	-
I-1-S2	RET	941.500	8.60	-	UUU	-	-	-	69.00%	-	Xhuvzblo	CVVX	-	142	ZPZQ+142	-	-
V-K2	CZJ	20.000	4.60	-	ZZ	-	-	-	61.00%	-	Aqvldhpm	XLYL	-	205	DJGL+205	-	-

Tranche Comments

I-1-S2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144I/Qkf E; U-2-Q2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144O/Ehf F; V-K2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144W/Gip T; Q-H2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144Z/Hdv B; J-1-J2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144D/Qka Z; Z-2-K2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144U/Wfp T; T-X2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144P/Uoo M;

Deal Comments

Vusub. Wqj Fpff Yugsqdl 1.00

Pricing Speed

20% CQK

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 6, 2015

American Financial Group Inc/OH

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-1j	VEG	440.000	9.10	Azz	KKK	-	-	-	96.00%	-	Qhhkeeay	ZVUD	-	168	WJLM+168	-	-
Z	OLL	48.000	8.80	-	PP	-	-	-	88.00%	-	Hfswypzh	XJAO	-	235	WNZR+235	-	-
N	VXI	56.000	7.90	-	N	-	-	-	97.70%	-	Axracttt	LUKZ	-	265	BAEF+265	-	-
K	LHQ	71.000	2.30	-	OOO-	-	-	-	59.80%	-	Fyijdqib	TMZN	-	450	LBEG+450	-	-
Oou	ZEG	51.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W	KJW	94.000	33.50	-	MM-	-	-	-	6.20%	-	Bhwfwziu	SPPE	-	790	YYSW+773	-	-
G-2	HCX	4.000	8.90	Jii	-	-	-	-	84.00%	-	Yshpqfsl	BPTE	-	195	ALVG+195	-	-

Tranche Comments

P-1j: Redemption: 2026-01-15; Registration: 144L/Bso K; G-2: Redemption: 2026-01-15; Registration: 144J/Thl K; Z: Redemption: 2026-01-15; Registration: 144D/Pfm T; N: Redemption: 2026-01-15; Registration: 144O/Ino H; K: Redemption: 2026-01-15; Registration: 144O/Ykf P; W: Redemption: 2026-01-15; Registration: 144B/Nzl M; Oou: Redemption: 2026-01-15; Registration: 144T/Kkt R;

Deal Comments

Obk Ncmm Optbbrv 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 2, 2004

American Financial Group Inc/OH

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-1	WQM	102.000	-	Vkk	-	-	-	-	90.00%	-	Myhqefnr	DKXY	-	195	SXKJ+195	-	-
I	XEO	31.800	-	-	ZZZ-	-	-	-	40.40%	-	Dupuomce	SJAH	-	575	UCUW+575	-	-
H-2	YSR	5.000	-	Haa	-	-	-	-	75.00%	-	Wsqszsnk	GDWI	-	230	DQVW+230	-	-
T	ZCW	7.200	-	-	M-	-	-	-	2.80%	-	Tydakmfc	ATKT	-	794	QJAW+794	-	-
D	JVO	30.000	-	-	G	-	-	-	57.00%	-	Eeslrmvr	NAOW	-	340	LTNU+340	-	-
T	NHE	88.800	-	-	NN-	-	-	-	8.90%	-	Ueoydizi	ZQJV	-	828	UUIX+828	-	-
Nsqeoz	HBT	67.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B-1	TJW	52.000	-	-	VV	-	-	-	30.00%	-	Xppzqpcq	AEYP	-	245	KUWG+245	-	-
E-B	WNT	99.000	-	-	KK	-	-	-	34.00%	-	Xnfby	-	-	-	5.730%	-	-

Tranche Comments

D-1: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144O/Nai W; H-2: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144Z/Koc S; B-1: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144C/Wfa V; E-B: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144F/Nqi I; D: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144P/Dlv R; I: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144Y/Nco R; T: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144L/Oni T; T: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144E/Pcv S; Nsqeoz: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144V/Woc M;

Deal Comments

Oga Xhnn Taqpgso 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 11, 2004

American Financial Group Inc/OH

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	LKJ	38.163	-	EP	TT-	-	-	-	72.15%	-	Wxwoszmx	QCOQ	-	889	LEDS+889	-	-
X1X	BZV	111.260	-	Rbb	VZ	-	-	-	30.00%	-	Uclkybtm	SGBF	-	240	YAKU+240	-	-
I	NJC	49.853	-	FA	V	-	-	-	89.70%	-	Ljeralwc	PHWK	-	410	QDQS+410	-	-
Mzt	ETD	72.800	-	GL	TL	-	-	-	-	-	-	-	-	-	-	-	Retained
E1	XXD	55.500	-	SU	VV	-	-	-	32.70%	-	Uhyzaiyh	TTSJ	-	310	BGEI+310	-	-
V1J	WQE	68.000	-	Auu	EM	-	-	-	46.00%	-	Gljqn	-	-	-	6.710%	-	-
UU	EOC	5.300	-	Roo	TP	-	-	-	31.00%	-	Cdhhwokg	XOIG	-	275	UALP+275	-	-
BR	RPP	48.250	-	MN	QQ	-	-	-	27.80%	-	Msuij	-	-	-	7.045%	-	-
W	VFD	28.500	-	FA	SSS-	-	-	-	93.00%	-	Sbfexzea	AXUP	-	601	WSHN+601	-	-

Tranche Comments

X1X: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144Q/Xsh R; V1J: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144D/Wrl C; UU: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144V/Udf O; E1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144Y/Wnk U; BR: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144X/Omc L; I: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144H/Oiw T; W: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144Y/Fym V; S: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144H/Bhh K; Mzt: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144O/Dpu O;

Deal Comments

Rox Onkk Nafwooq 2.1

Reinvestment Period (YRS)

3.6

Reinvestment Period End Date

Sep 13, 2011

WAL Test Period (YRS)

3.3

WAL Test Period End Date

Jul 19, 2003

American Financial Group Inc/OH

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-2	FPW	4.000	-	Sxx	-	-	-	-	-	-	Evjreoro	KEFU	-	175	EHNE+175	-	-
T	QTZ	11.000	-	A2	-	-	-	-	-	-	Gwkrwzbz	JTCJ	-	240	SLDC+240	-	-
T-1	UBF	391.000	-	Bgg	-	-	-	-	-	-	Ylzhwhsc	ZIGS	-	155	JPGW+155	-	-
Vix	UAY	86.200	-	AO	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F	MQH	73.000	-	Fzz3	-	-	-	-	-	-	Nqsmdkxj	PKZQ	-	380	YPYM+380	-	-
M	AHG	70.000	-	Yl3	-	-	-	-	-	-	Ycokscnq	TBGS	-	759	XJDJ+759	-	-
D	EWQ	43.000	-	Om2	-	-	-	-	-	-	Wcwholyd	LOPI	-	205	ELPR+205	-	-

Tranche Comments

T-1: First Pay: 2022-10-15; Redemption: 2024-04-15; E-2: First Pay: 2022-10-15; Redemption: 2024-04-15; D: First Pay: 2022-10-15; Redemption: 2024-04-15; T: First Pay: 2022-10-15; Redemption: 2024-04-15; F: First Pay: 2022-10-15; Redemption: 2024-04-15; M: First Pay: 2022-10-15; Redemption: 2024-04-15; Vix: First Pay: 2022-10-15; Redemption: 2024-04-15;

Deal Comments

Ssn Bwaa Fotyseg 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 10, 2003

Reset

Yes