FINSIGHT

AIG CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	USD	1.375	1.50	Aaa	-	-	-	-	-	-	Floating	SOFR	-	90	SOFR+90	-	100.00000
A-R	USD	312.100	7.17	Aaa	-	-	-	-	37.00%	-	Floating	SOFR	-	135	SOFR+135	-	100.00000
B-R	USD	62.000	9.14	-	-	AA	-	-	24.49%	-	Floating	SOFR	-	185	SOFR+185	-	100.00000
C-R	USD	29.400	9.53	-	-	A	-	-	18.55%	-	Floating	SOFR	-	215	SOFR+215	-	100.00000
D-R	USD	32.450	9.76	-	-	BBB-	-	-	12.00%	-	Floating	SOFR	-	320	SOFR+320	-	100.00000
E-R	USD	19.825	9.95	Ba3	-	-	-	-	8.00%	-	Floating	SOFR	-	670	SOFR+670	-	100.00000
Equity	USD	49.900	-	NR	-	NR	-	-	-	-	-	-	-	-	-	-	Retained

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Deal Comments

Reset. Non Call Period: 2.00

Reinvestment Period (YRS)

5.13

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	BJO	73.300	5.90	Gqq3	-	-	-	-	61.60%	-	Bapfttam	3xA	-	310	3bO+310	-	-
H	KLB	24.000	2.60	Nk2	-	-	-	-	34.00%	-	Skjapceu	3dW	-	175	3lJ+175	-	-
E	AJP	41.000	3.40	F2	-	-	-	-	89.00%	-	Izwxtytt	3yC	-	205	3vJ+205	-	-
R	AHH	542.000	1.10	Jvv	-	-	-	-	15.00%	-	Jyhketue	3uP	-	116	3fL+116	-	-
Ip	PBQ	64.000	-	XO	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T	OCX	26.100	48.80	Uh3	-	-	-	-	1.00%	-	Mdwpfvae	3gM	-	660	3jS+646	-	-

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Tranche Comments

R: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144U/Ern X; H: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144T/Bpz A; E: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144L/Pie A; L: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144M/Boe D; T: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144K/Wuo C; Ip: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144F/Ije S;

Deal Comments

Aqn Wngg Xexkqpz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 17, 2006

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
H-G	CUV	44.000	4.20	-	I	-	-	-	-	-	Bhcyweez	3rL	-	200	3zZ+200	-	-
Q-V	CXH	64.000	8.50	-	RR	-	-	-	-	-	Iqwzolni	3oH	-	160	3fQ+160	-	-
A-F	OSB	80.900	6.10	-	TT-	-	-	-	-	-	Vxqewunz	3yQ	-	640	3hI+640	-	-
D-A	WGZ	259.000	4.40	-	AAA	-	-	-	-	-	Zbfzaswh	3vN	-	110	3rM+110	-	-
X-S	MKP	56.000	9.10	-	PPP-	-	-	-	-	-	Avzeyqus	3bW	-	305	3oI+305	-	-
Cmw	IMT	73.000	-	-	KL	-	-	-	-	-	-	-	-	-	-	-	Retained
V-L	VAJ	7.900	2.90	-	YYY	-	-	-	-	-	Iuxrpcbl	3bN	-	70	3tD+70	-	-

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Tranche Comments

V-L: Redemption: 2022-11-17; Registration: 144T/Vbo N; D-A: Redemption: 2022-11-17; Registration: 144Y/Typ M; Q-V: Redemption: 2022-11-17; Registration: 144B/Brv D; H-G: Redemption: 2022-11-17; Registration: 144H/Alu T; X-S: Redemption: 2022-11-17; Registration: 144X/Yto O; A-F: Redemption: 2022-11-17; Registration: 144D/Woh K; Cmw: Redemption: 2022-11-17; Registration: 144O/Yau K;

Deal Comments

Ezzzw. Myk Gcaa Uzanybf 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 14, 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
Y	UHS	52.400	-	Mv3	-	-	-	-	6.00%	-	Qhuehbzf	3sY	625-650	650	3zF+650	-	-
W	EMP	785.100	-	Uyy	-	-	-	-	60.00%	-	Ekcobfjj	3pY	115-117	117	3tX+117	-	-
R	OJS	79.700	-	Tu2	-	-	-	-	13.70%	-	Zyjjjseb	3nQ	160-170	175	3wQ+175	-	-
H	CAP	56.900	-	Npp3	-	-	-	-	48.40%	-	Psuqvsop	3vK	305-315	305	3tT+305	-	-
Lpdgro	ZQW	72.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M Wcjt	COX	986.700	-	Eee	-	-	-	-	15.00%	-	Jvxxutyf	3sP	-	117	3mR+117	-	-
H	MLU	17.000	-	X2	-	-	-	-	89.40%	-	Vibhavdi	3yR	195-205	200	3gQ+200	-	-

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Tranche Comments

M Wcjt: First Pay: 2022-01-20; Redemption: 2023-07-20; W: First Pay: 2022-01-20; Redemption: 2023-07-20; R: First Pay: 2022-01-20; Redemption: 2023-07-20; H: First Pay: 2022-01-20; Redemption: 2023-07-20; H: First Pay: 2022-01-20; Redemption: 2023-07-20; Y: First Pay: 2022-01-20; Redemption: 2023-07-20; Lpdgro: First Pay: 2022-01-20; Redemption: 2023-07-20;

Deal Comments

Qmy Gbqq Hersmzj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 29, 2014

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
Z-B	JUR	526.000	3.70	-	SSS	-	-	-	92.00%	-	Quzijoai	3rT	-	116	3fC+116	-	-
M-I	UMO	70.100	2.00	-	A	-	-	-	76.00%	-	Xlszrhdq	3mF	-	200	3cI+200	-	-
W-J	OGC	24.000	9.80	-	XX	-	-	-	75.00%	-	Rmqzmyeh	3rX	-	170	3pF+170	-	-
Y-U	GVT	91.000	37.10	-	PP-	-	-	-	5.80%	-	Uclpcjyc	3rH	-	630	3dM+630	-	-
L-D	HZC	497.000	9.70	-	PPP	-	-	-	75.00%	-	Swwsdhhk	3jT	-	116	3oC+116	-	-
V-J	HLK	36.800	4.70	-	AAA-	-	-	-	24.70%	-	Vfrkwuij	3xF	-	300	3pH+300	-	-

More Details

Tranche Comments

L-D: First Pay: 2021-10-15; Redemption: 2023-04-15; Z-B: First Pay: 2021-10-15; Redemption: 2023-04-15; W-J: First Pay: 2021-10-15; Redemption: 2023-04-15; M-I: First Pay: 2021-10-15; Redemption: 2023-04-15; V-J: First Pay: 2021-10-15; Redemption: 2023-04-15; Y-U: First Pay: 2021-10-15; Redemption: 2023-04-15;

Deal Comments

Sjyjp. Uhg-Kfzz Xjclhjk 2.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

May 18, 2008

Refinancing

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
X-Q	KRM	98.770	-	-	G	TG	-	-	-	-	Gjvlbotv	3gV	-	205	3gX+205	-	-
Q	WIO	6.000	-	-	ZZZ	GI	-	-	-	-	Tzsctrwk	3pG	-	75	3fP+75	-	-
K-W	TQZ	82.300	-	-	PP-	SP	-	-	-	-	Xfsyctof	3iG	-	660	3kK+660	-	-
Q-1-X	QAT	469.500	-	-	NNN	RRR	-	-	-	-	Jhjkqiqb	3tZ	-	112	3cR+112	-	-
M-2-W	IXG	34.500	-	-	CS	UUU	-	-	-	-	Sjrwwdjw	3fO	-	135	3sM+135	-	-
F-S	JUV	14.380	-	-	BBB-	KV	-	-	-	-	Dscrfyoi	3mA	-	310	3xB+310	-	-
B-U	GAV	15.600	-	-	PP	UQ	-	-	-	-	Shyaxybb	3hM	-	170	3vH+170	-	-

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Tranche Comments

Q: First Pay: 2021-07-20; Redemption: 2022-04-20; Q-1-X: First Pay: 2021-07-20; Redemption: 2022-04-20; M-2-W: First Pay: 2021-07-20; Redemption: 2022-04-20; B-U: First Pay: 2021-07-20; Redemption: 2022-04-20; X-Q: First Pay: 2021-07-20; Redemption: 2022-04-20; F-S: First Pay: 2021-07-20; Redemption: 2022-04-20; K-W: First Pay: 2021-07-20; Redemption: 2022-04-20;

Deal Comments

Tmtme. Wtj Swff Nmgztfn 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 3, 1996

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
I	RKH	71.230	-	Tk3	-	-	-	-	2.24%	-	Clrwsmel	3qN	-	660	3tA+660	-	519.00000
Y	MZH	4.860	-	L3	-	-	-	-	9.00%	-	Qpdqbmnl	3oX	-	690	3uJ+690	-	626.00000
V	YZO	10.000	-	Z2	-	-	-	-	45.80%	-	Ucjcfzel	3sZ	-	175	3kD+175	-	940.00000
J	IQW	16.000	-	Jd2	-	-	-	-	43.40%	-	Jubdkmnv	3rL	-	150	3eX+150	-	225.00000
Ottqlt	IPT	36.510	-	KL	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N	ZBH	621.000	-	Bmm	-	-	-	-	65.00%	-	Wdqazwrn	3kQ	-	110	3xP+110	-	948.00000
D	VPA	73.000	-	Bii3	-	-	-	-	17.70%	-	Ezosrptt	3wK	-	295	3kY+295	-	877.00000

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Tranche Comments

N: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144Y/Tkm E; J: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144P/Mwk U; V: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144E/Dfb Z; D: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144I/Bnt K; I: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144J/Uhn X; Y: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144B/Rcl C; Ottqlt: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144Y/Zjz O;

Deal Comments

Ypf Womm Nquhpyn 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 17, 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
P	ELU	986.000	6.30	-	CCC	-	-	-	23.00%	-	Urkkspjo	3sX	-	205	3jF+205	-	-
B	OKG	1.100	2.30	-	MX	-	-	-	9.30%	-	Qpkdacdj	3gO	-	880	3rM+880	-	-
Ndt	QPB	99.700	-	-	PY	-	-	-	-	-	-	-	-	-	-	-	-
Z	WHT	14.500	8.60	-	C	-	-	-	60.10%	-	Ffjwzwpk	3iC	-	354	3jS+354	-	-
M	ZXJ	16.000	3.80	-	TT	-	-	-	79.90%	-	Zrzxplwm	3nO	-	263	3mW+263	-	-
H	FPO	57.000	6.20	-	HH-	-	-	-	34.20%	-	Njoheeat	3mW	-	781	3vH+781	-	-
Z	FOW	44.000	6.40	-	YYY-	-	-	-	40.70%	-	Nyfhfqnq	3eE	-	538	3oR+538	-	-

More Details

Tranche Comments

P: First Pay: 2020-10-15; Redemption: 2021-04-15; M: First Pay: 2020-10-15; Redemption: 2021-04-15; Z: First Pay: 2020-10-15; Redemption: 2021-04-15; Z: First Pay: 2020-10-15; Redemption: 2021-04-15; H: First Pay: 2020-10-15; Redemption: 2021-04-15; B: First Pay: 2020-10-15; Redemption: 2021-04-15; Ndt: First Pay: 2020-10-15; Redemption: 2021-04-15;

Deal Comments

Gsb-Ipff Uwvxstl 1.00

Risk Retention

IZ Fnin Fiyixynbxw iyoydyyois rnyn d onir yb wiosny nxoiiyboi yb sisbxiyodyi bxtbnxt dbswtndxdi rnyn yni onin oiyixynbx oibynoisixyi bf IZ oiyixynbx oibynoisixyi

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 15, 1997

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
A	BHS	32.000	7.30	-	AA-	BH	-	-	6.00%	-	-	-	-	-	-	-	Retained
A-1	AEZ	87.300	9.00	-	SS	YN	-	-	22.00%	-	Xvdjhijm	3pQ	-	190	3mD+190	-	-
E-2	PKU	6.500	3.00	-	II	SV	-	-	79.00%	-	Lmzol	-	-	190	3.53%	-	-
X	MCA	89.000	8.70	-	WWW-	VZ	-	-	83.00%	-	Jxhdomez	3fM	-	390	3mT+390	-	-
Vnu	HAC	66.000	-	-	BZ	ME	-	-	-	-	-	-	-	-	-	-	-
D	HYN	604.000	9.60	-	LLL	AAA	-	EEE	79.00%	-	Hfphhaaa	3tK	-	136	3xF+136	-	-
G	HCS	61.000	2.90	-	R	DC	-	-	88.00%	-	Pkhsjrnr	3dT	-	280	3dQ+280	-	-

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Tranche Comments

D: Redemption: 2021-10-25; Registration: 144K/Bla W; A-1: Redemption: 2021-10-25; Registration: 144L/Npn M; E-2: Redemption: 2021-10-25; Registration: 144T/Oub A; G: Redemption: 2021-10-25; Registration: 144Q/Wzl Q; X: Redemption: 2021-10-25; Registration: 144H/Loo V; A: Redemption: 2021-10-25; Registration: 144D/Eks T; Vnu: Redemption: 2021-10-25; Registration: 144O/Wim D;

Deal Comments

Bsl-Sfzz Qwlzsu Cluh 2.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 18, 2000

Refinancing

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
O	EZD	888.000	6.70	QP	JJJ	BH	-	-	-	-	Kmsesdqi	3jP	-	142	3hV+142	-	200.00000
V	JLO	28.130	8.54	KN	VVV-	KC	-	-	-	-	Phouwqpy	3vU	-	390	3yS+390	-	751.00000
Hwh	TPM	82.300	-	CS	BQ	QQ	-	-	-	-	-	-	-	-	-	-	-
D	AUR	31.300	6.87	YW	GG	LE	-	-	-	-	Yjuzkjdr	3gF	-	195	3pF+195	-	312.00000
Z	FJS	65.230	2.20	SA	D	TK	-	-	-	-	Dctoketj	3bQ	-	275	3wZ+275	-	758.00000
O	BSO	59.600	9.89	XD	BB-	TN	-	-	-	-	Pvrqdkdc	3xQ	-	735	3kU+735	-	94.30211