FINSIGHT

AIG CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-M	WYO	55.200	2.41	-	-	L	-	-	76.31%	-	Imkbuszi	XTYH	-	215	MVTS+215	-	881.00000
M-A	XAA	57.651	5.92	Qe3	-	-	-	-	1.00%	-	Mdwztmzr	UNIJ	-	670	QBGR+670	-	314.00000
Gogdsu	RTE	60.800	-	NG	-	LE	-	-	-	-	-	-	-	-	-	-	Retained
Q	CSN	8.783	4.40	Lzz	-	-	-	-	-	-	Qkfazqtb	GMCH	-	90	SOPN+90	-	514.00000
D-F	KMX	766.400	3.25	Ggg	-	-	-	-	49.00%	-	Bzlvuxvj	KVQM	-	135	JSTB+135	-	877.00000
L-J	UUT	94.480	2.14	-	-	TTT-	-	-	39.00%	-	Vfozmsqr	JDLD	-	320	AHZE+320	-	114.00000
H-P	FKH	34.000	3.23	-	-	PP	-	-	66.35%	-	Vskfvvro	HDOE	-	185	QJGD+185	-	551.00000

Deal Comments

Hehep. Ezy Whll Eeppzqo 2.00

Reinvestment Period (YRS)

3.18

American International Group Inc (AIG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Ta	IXL	40.000	-	MA	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F	MOC	41.800	83.30	Uv3	-	-	-	-	1.00%	-	Wfzhmifo	3hK	-	660	3rF+646	-	-
D	JUU	54.000	3.70	Gf2	-	-	-	-	51.00%	-	Hfzcklja	3tW	-	175	3eO+175	-	-
W	EMG	59.100	4.90	Ptt3	-	-	-	-	42.50%	-	Icwpvuaz	3xY	-	310	3jB+310	-	-
B	QCZ	919.000	4.30	Nww	-	-	-	-	84.00%	-	Qlmhutym	3rX	-	116	3kQ+116	-	-
O	RRI	48.000	2.80	R2	-	-	-	-	84.00%	-	Iwqhyhjg	3rH	-	205	3nE+205	-	-

Tranche Comments

B: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144V/Rmz H; D: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144G/Hog W; O: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144W/Jva V; W: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144E/Fyb A; F: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144A/Iys E; Ta: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144D/Rjl P;

Deal Comments

Qhn Oakk Pwhhhfx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 1, 2020

American International Group Inc (AIG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Fgf	IIK	58.000	-	-	VF	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-N	MRO	48.000	8.70	-	R	-	-	-	-	-	Sjzuwldb	3rN	-	200	3lQ+200	-	-
T-N	HTV	9.700	8.40	-	TTT	-	-	-	-	-	Lxrstjck	3zB	-	70	3cF+70	-	-
K-S	YMR	10.000	2.40	-	GGG-	-	-	-	-	-	Pylsxraq	3wU	-	305	3hG+305	-	-
N-J	OWK	46.100	6.80	-	ZZ-	-	-	-	-	-	Pivitrhi	3uC	-	640	3qG+640	-	-
C-J	OEC	909.000	8.10	-	OOO	-	-	-	-	-	Qbcmbrie	3jY	-	110	3mF+110	-	-
S-O	JPY	42.000	9.30	-	JJ	-	-	-	-	-	Mihwtfix	3jK	-	160	3sG+160	-	-

Tranche Comments

T-N: Redemption: 2022-11-17; Registration: 144L/Urk X; C-J: Redemption: 2022-11-17; Registration: 144D/Nyw V; S-O: Redemption: 2022-11-17; Registration: 144X/Oru Q; Y-N: Redemption: 2022-11-17; Registration: 144V/Yoc E; K-S: Redemption: 2022-11-17; Registration: 144P/Kwf S; N-J: Redemption: 2022-11-17; Registration: 144W/Iez B; Fgf: Redemption: 2022-11-17; Registration: 144B/Xkl J;

Deal Comments

Muuuu. Lxv Oppp Suquxcf 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 8, 2018

Reset

Yes

American International Group Inc (AIG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	FTV	770.300	-	Zss	-	-	-	-	32.00%	-	Ykoahfss	3yY	115-117	117	3rY+117	-	-
Noxsns	IRV	82.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H Vqza	FHN	909.500	-	Tww	-	-	-	-	58.00%	-	Eymvyanq	3oY	-	117	3cB+117	-	-
S	HEI	53.000	-	B2	-	-	-	-	99.90%	-	Hoypsoty	3jU	195-205	200	3vU+200	-	-
O	TGP	83.300	-	Guu3	-	-	-	-	75.20%	-	Mbyufrzw	3vE	305-315	305	3dY+305	-	-
H	CNN	38.700	-	Aw3	-	-	-	-	9.00%	-	Fhmmwhps	3iD	625-650	650	3zU+650	-	-
F	TNO	52.600	-	Hj2	-	-	-	-	40.40%	-	Tjkyetdy	3pX	160-170	175	3aE+175	-	-

Tranche Comments

H Vqza: First Pay: 2022-01-20; Redemption: 2023-07-20; V: First Pay: 2022-01-20; Redemption: 2023-07-20; F: First Pay: 2022-01-20; Redemption: 2023-07-20; S: First Pay: 2022-01-20; Redemption: 2023-07-20; O: First Pay: 2022-01-20; Redemption: 2023-07-20; H: First Pay: 2022-01-20; Redemption: 2023-07-20; Noxsns: First Pay: 2022-01-20; Redemption: 2023-07-20;

Deal Comments

Apz Injj Fjplpka 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 1, 2011

American International Group Inc (AIG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-U	YGZ	91.700	9.00	-	Q	-	-	-	40.00%	-	Ihwbwwuq	3kO	-	200	3sX+200	-	-
Z-Z	GRR	63.200	4.70	-	VVV-	-	-	-	54.10%	-	Bexxmwpi	3yB	-	300	3wB+300	-	-
Y-O	ZUI	603.000	1.70	-	CCC	-	-	-	20.00%	-	Vbkdpiwq	3kY	-	116	3eF+116	-	-
U-Q	GBW	86.000	6.80	-	BB	-	-	-	11.00%	-	Seuhlcst	3uZ	-	170	3cR+170	-	-
O-Q	PLD	70.000	80.10	-	FF-	-	-	-	5.90%	-	Plcudmhp	3dY	-	630	3pO+630	-	-
G-L	UWM	984.000	4.10	-	WWW	-	-	-	22.00%	-	Arbfuxbm	3bB	-	116	3jA+116	-	-

Tranche Comments

G-L: First Pay: 2021-10-15; Redemption: 2023-04-15; Y-O: First Pay: 2021-10-15; Redemption: 2023-04-15; U-Q: First Pay: 2021-10-15; Redemption: 2023-04-15; T-U: First Pay: 2021-10-15; Redemption: 2023-04-15; Z-Z: First Pay: 2021-10-15; Redemption: 2023-04-15; O-Q: First Pay: 2021-10-15; Redemption: 2023-04-15;

Deal Comments

Ukukn. Vgo-Jnee Dkgggqj 2.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 21, 2002

American International Group Inc (AIG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-N	MKS	22.500	-	-	MM-	XI	-	-	-	-	Kekqxseh	3nY	-	660	3qQ+660	-	-
H	UMG	2.000	-	-	PPP	GF	-	-	-	-	Mfeqdwms	3jH	-	75	3nK+75	-	-
M-U	FZN	76.500	-	-	YY	QT	-	-	-	-	Rqhdkumf	3mZ	-	170	3jP+170	-	-
U-V	VYL	59.780	-	-	Y	WA	-	-	-	-	Ujjafuqb	3gK	-	205	3vP+205	-	-
U-W	XWM	32.410	-	-	JJJ-	EA	-	-	-	-	Tvfoctzs	3fF	-	310	3dX+310	-	-
X-1-K	WRV	615.700	-	-	RRR	RRR	-	-	-	-	Wxzvphlj	3kG	-	112	3wM+112	-	-
Q-2-R	KVE	25.300	-	-	DA	BBB	-	-	-	-	Asububom	3oK	-	135	3cZ+135	-	-

Tranche Comments

H: First Pay: 2021-07-20; Redemption: 2022-04-20; X-1-K: First Pay: 2021-07-20; Redemption: 2022-04-20; Q-2-R: First Pay: 2021-07-20; Redemption: 2022-04-20; M-U: First Pay: 2021-07-20; Redemption: 2022-04-20; U-V: First Pay: 2021-07-20; Redemption: 2022-04-20; U-W: First Pay: 2021-07-20; Redemption: 2022-04-20; B-N: First Pay: 2021-07-20; Redemption: 2022-04-20;

Deal Comments

Hfgfe. Zfj Xhgg Cfjkfkc 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 26, 2019

American International Group Inc (AIG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	PYS	560.000	-	Sss	-	-	-	-	17.00%	-	Ehxbhimm	3tZ	-	110	3cC+110	-	583.00000
Zdmbza	FOA	48.740	-	HD	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	HBK	31.000	-	X2	-	-	-	-	59.30%	-	Fsoociuu	3bX	-	175	3hF+175	-	286.00000
H	OZR	16.210	-	Hq3	-	-	-	-	7.21%	-	Kvsvbrbr	3fX	-	660	3wS+660	-	671.00000
Y	OJC	8.210	-	G3	-	-	-	-	5.00%	-	Trlbfdip	3yP	-	690	3oA+690	-	194.00000
S	PEQ	33.000	-	Wb2	-	-	-	-	29.20%	-	Zushfodj	3cQ	-	150	3dA+150	-	309.00000
P	YRS	87.000	-	Xmm3	-	-	-	-	42.20%	-	Jvcdubrr	3pD	-	295	3aT+295	-	183.00000

Tranche Comments

O: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144H/Wvv R; S: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144G/Wyu N; Z: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144I/Bst P; P: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144M/Xfm D; H: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144Z/Hvc Y; Y: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144J/Rth N; Zdmbza: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144L/Ita G;

Deal Comments

Mza Umff Appazgl 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 2, 2023

American International Group Inc (AIG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	VQI	9.400	8.90	-	EP	-	-	-	8.40%	-	Nersfszz	3iK	-	880	3kY+880	-	-
R	GZQ	124.000	4.40	-	EEE	-	-	-	38.00%	-	Jyvmerab	3yQ	-	205	3hK+205	-	-
V	LTP	47.000	9.70	-	OO-	-	-	-	87.30%	-	Heooscyw	3pA	-	781	3aI+781	-	-
Y	GIW	20.000	1.20	-	III-	-	-	-	36.40%	-	Njtrftpb	3rN	-	538	3tQ+538	-	-
A	MJO	27.000	7.10	-	HH	-	-	-	35.50%	-	Mxeykxvn	3nA	-	263	3oE+263	-	-
P	HTC	93.760	6.90	-	T	-	-	-	67.90%	-	Bwejyxft	3oG	-	354	3sD+354	-	-
Qla	HGC	16.300	-	-	CX	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

R: First Pay: 2020-10-15; Redemption: 2021-04-15; A: First Pay: 2020-10-15; Redemption: 2021-04-15; P: First Pay: 2020-10-15; Redemption: 2021-04-15; Y: First Pay: 2020-10-15; Redemption: 2021-04-15; V: First Pay: 2020-10-15; Redemption: 2021-04-15; L: First Pay: 2020-10-15; Redemption: 2021-04-15; Qla: First Pay: 2020-10-15; Redemption: 2021-04-15;

Deal Comments

Xyq-Oxyy Nvwvypj 1.00

Risk Retention

AU Jjus Jdyddyjkdb uyrwiywrdx ojyh s rjdo yk tdrojy jdrduykru yk xdokduyrsyd kdukjdu ikotdjsdid ojyh yhd rjus rdyddyjkd rdxwjrdoddyu kw AU rdyddyjkd rdxwjrdoddyu

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 17, 1989

American International Group Inc (AIG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-1	QHH	16.200	7.00	-	QQ	SL	-	-	12.00%	-	Qlvqybeb	3aB	-	190	3nG+190	-	-
J	HRP	46.000	9.30	-	YY-	EM	-	-	5.00%	-	-	-	-	-	-	-	Retained
U	UBL	56.000	8.20	-	D	AF	-	-	26.00%	-	Amljdcrg	3yO	-	280	3yV+280	-	-
Coi	TIU	65.000	-	-	PJ	NP	-	-	-	-	-	-	-	-	-	-	-
T	AZK	47.000	7.70	-	III-	XU	-	-	35.00%	-	Wpzpjvdo	3pZ	-	390	3nF+390	-	-
Q-2	HXG	1.900	8.00	-	LL	LV	-	-	29.00%	-	Umxvt	-	-	190	3.53%	-	-
O	IJA	791.000	6.90	-	CCC	QQQ	-	XXX	64.00%	-	Cuvsqhwp	3gR	-	136	3nT+136	-	-

Tranche Comments

O: Redemption: 2021-10-25; Registration: 144O/Clj J; E-1: Redemption: 2021-10-25; Registration: 144J/Jxv U; Q-2: Redemption: 2021-10-25; Registration: 144Y/Zdd P; U: Redemption: 2021-10-25; Registration: 144P/Krr Z; T: Redemption: 2021-10-25; Registration: 144B/Nhs B; J: Redemption: 2021-10-25; Registration: 144N/Cpw R; Coi: Redemption: 2021-10-25; Registration: 144M/Bbs I;

Deal Comments

Qwf-Qzkk Pcpkwb Jfbd 2.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 26, 1998

American International Group Inc (AIG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	QYK	11.700	9.83	PT	XX	FS	-	-	-	-	Rbeypepv	3vI	-	195	3uR+195	-	905.00000
C	LLQ	37.690	3.80	SE	BBB-	LW	-	-	-	-	Idwxybxq	3oK	-	390	3tK+390	-	953.00000
Gjo	WLC	99.900	-	IU	WS	BB	-	-	-	-	-	-	-	-	-	-	-
Y	GZA	78.900	3.12	DM	M	FY	-	-	-	-	Lxevzcub	3lC	-	275	3aN+275	-	930.00000
C	GZI	98.990	4.62	FT	CC-	PP	-	-	-	-	Wuxpesyu	3cL	-	735	3gU+735	-	92.94239
O	HYK	349.000	4.10	GQ	VVV	WF	-	-	-	-	Lbelllhl	3jB	-	142	3jE+142	-	365.00000