FINSIGHT

AIG CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-Y	NHZ	38.130	9.13	-	-	HHH-	-	-	43.00%	-	Ylxjsjyu	BNGU	-	320	GMSP+320	-	632.00000
D-T	PSW	79.711	2.86	Gz3	-	-	-	-	5.00%	-	Eqvahazr	NDAB	-	670	JXMG+670	-	163.00000
F-H	YKC	58.000	5.61	-	-	GG	-	-	57.57%	-	Hxkspkrx	YGTU	-	185	DNTX+185	-	213.00000
Q-P	VBV	35.700	9.69	-	-	Y	-	-	51.24%	-	Gloxjaau	HXGB	-	215	MDEI+215	-	275.00000
Wvnhna	UVG	70.500	-	QD	-	NM	-	-	-	-	-	-	-	-	-	-	Retained
Z	JWS	9.576	9.20	Cww	-	-	-	-	-	-	Preeobfr	KETH	-	90	VKJU+90	-	341.00000
V-S	UHG	365.600	7.20	Mll	-	-	-	-	64.00%	-	Rwjzqcqp	AVPE	-	135	KECA+135	-	724.00000

Deal Comments

Ohwhy. Jzf Boee Ehxrzcg 2.00

Reinvestment Period (YRS)

3.50

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	FXM	658.000	7.30	Cff	-	-	-	-	58.00%	-	Flwkclow	3yS	-	116	3nD+116	-	-
O	LGH	29.000	9.90	Hy2	-	-	-	-	46.00%	-	Idfkbjrs	3zN	-	175	3pH+175	-	-
C	KOW	41.400	6.60	Qdd3	-	-	-	-	33.30%	-	Vhfolzor	3pX	-	310	3qH+310	-	-
Y	RXF	31.000	5.50	E2	-	-	-	-	89.00%	-	Ssrlmbdz	3zL	-	205	3lU+205	-	-
De	OFG	59.000	-	OM	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M	QJY	91.700	89.80	Rw3	-	-	-	-	4.00%	-	Rcebezzq	3aN	-	660	3rJ+646	-	-

Tranche Comments

L: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144I/Xen O; O: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144A/Uwf K; Y: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144Z/Gks K; C: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144J/Hjm C; M: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144N/Mfl W; De: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144N/Qsi F;

Deal Comments

Xwp Aamm Eecjwoz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 17, 2004

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-J	JYX	55.000	6.20	-	GGG-	-	-	-	-	-	Yrjrpimw	3cS	-	305	3iA+305	-	-
I-V	EJY	48.000	9.90	-	K	-	-	-	-	-	Luehmdsi	3bR	-	200	3yE+200	-	-
I-H	RIB	34.900	4.10	-	OO-	-	-	-	-	-	Hsrhsaob	3dP	-	640	3uO+640	-	-
C-E	WLQ	753.000	8.60	-	DDD	-	-	-	-	-	Ezxozyzj	3cA	-	110	3rC+110	-	-
N-J	RUO	9.900	7.20	-	NNN	-	-	-	-	-	Tpvmckra	3mZ	-	70	3iQ+70	-	-
Waj	YIT	94.000	-	-	SZ	-	-	-	-	-	-	-	-	-	-	-	Retained
V-F	NEU	92.000	9.40	-	DD	-	-	-	-	-	Btmsvtlb	3yG	-	160	3mH+160	-	-

Tranche Comments

N-J: Redemption: 2022-11-17; Registration: 144O/Ptn T; C-E: Redemption: 2022-11-17; Registration: 144Z/Drr D; V-F: Redemption: 2022-11-17; Registration: 144W/Qjt Z; I-V: Redemption: 2022-11-17; Registration: 144N/Zcb R; V-J: Redemption: 2022-11-17; Registration: 144A/Rqv W; I-H: Redemption: 2022-11-17; Registration: 144F/Atd P; Waj: Redemption: 2022-11-17; Registration: 144G/Mew W;

Deal Comments

Dyeys. Jbx Mwuu Qybpbsh 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 11, 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
A	RJY	19.300	-	Zn2	-	-	-	-	62.50%	-	Tdmfbxea	3bI	160-170	175	3pB+175	-	-
E	IUO	10.900	-	Vg3	-	-	-	-	3.00%	-	Zhoakdqx	3jR	625-650	650	3aG+650	-	-
L	JMA	806.900	-	Imm	-	-	-	-	20.00%	-	Vpfxbpcb	3vU	115-117	117	3uO+117	-	-
J Astl	KER	319.700	-	Aaa	-	-	-	-	89.00%	-	Bvklutns	3dJ	-	117	3gJ+117	-	-
A	RGF	85.000	-	R2	-	-	-	-	76.10%	-	Hbyjbkku	3iI	195-205	200	3lC+200	-	-
Qslxdy	MWY	10.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A	VFJ	86.200	-	Yaa3	-	-	-	-	12.30%	-	Mjxvwiix	3jB	305-315	305	3vN+305	-	-

Tranche Comments

J Astl: First Pay: 2022-01-20; Redemption: 2023-07-20; L: First Pay: 2022-01-20; Redemption: 2023-07-20; A: First Pay: 2022-01-20; Redemption: 2023-07-20; A: First Pay: 2022-01-20; Redemption: 2023-07-20; A: First Pay: 2022-01-20; Redemption: 2023-07-20; E: First Pay: 2022-01-20; Redemption: 2023-07-20; Qslxdy: First Pay: 2022-01-20; Redemption: 2023-07-20;

Deal Comments

Lmu Cmnn Xwbrmbo 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 28, 2001

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
N-W	WLN	97.300	1.00	-	H	-	-	-	86.00%	-	Jsxewble	3fF	-	200	3hI+200	-	-
Q-W	GMQ	54.500	8.40	-	WWW-	-	-	-	46.70%	-	Fjpbufvi	3cG	-	300	3dV+300	-	-
S-G	MCZ	74.000	54.90	-	FF-	-	-	-	2.30%	-	Ymvlcfcj	3rA	-	630	3aJ+630	-	-
J-T	RAC	93.000	6.70	-	CC	-	-	-	84.00%	-	Muyqjdny	3yY	-	170	3dB+170	-	-
M-O	LOG	111.000	9.90	-	JJJ	-	-	-	85.00%	-	Uyfyrtbd	3kI	-	116	3lD+116	-	-
E-C	JFI	576.000	7.40	-	GGG	-	-	-	37.00%	-	Gpmkoabp	3nL	-	116	3mJ+116	-	-

Tranche Comments

E-C: First Pay: 2021-10-15; Redemption: 2023-04-15; M-O: First Pay: 2021-10-15; Redemption: 2023-04-15; J-T: First Pay: 2021-10-15; Redemption: 2023-04-15; N-W: First Pay: 2021-10-15; Redemption: 2023-04-15; Q-W: First Pay: 2021-10-15; Redemption: 2023-04-15; S-G: First Pay: 2021-10-15; Redemption: 2023-04-15;

Deal Comments

Zzhzt. Szb-Yehh Uzgsznq 2.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 2, 2003

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
D-F	EQX	20.100	-	-	XX-	AD	-	-	-	-	Wydsckbj	3rD	-	660	3xP+660	-	-
J	XMC	6.000	-	-	GGG	AL	-	-	-	-	Nmedbqms	3fO	-	75	3aR+75	-	-
Z-2-N	QLD	61.500	-	-	FS	TTT	-	-	-	-	Uofvbojl	3bW	-	135	3bH+135	-	-
S-D	ZXK	71.200	-	-	VV	KY	-	-	-	-	Aspoccfd	3eL	-	170	3hV+170	-	-
Z-H	UAJ	83.670	-	-	RRR-	JQ	-	-	-	-	Qzzpkmqm	3cL	-	310	3vK+310	-	-
N-1-T	OJM	788.100	-	-	AAA	XXX	-	-	-	-	Yelppcki	3jT	-	112	3iX+112	-	-
H-O	XFT	74.900	-	-	A	LT	-	-	-	-	Dcjxkeih	3rD	-	205	3zH+205	-	-

Tranche Comments

J: First Pay: 2021-07-20; Redemption: 2022-04-20; N-1-T: First Pay: 2021-07-20; Redemption: 2022-04-20; Z-2-N: First Pay: 2021-07-20; Redemption: 2022-04-20; S-D: First Pay: 2021-07-20; Redemption: 2022-04-20; H-O: First Pay: 2021-07-20; Redemption: 2022-04-20; Z-H: First Pay: 2021-07-20; Redemption: 2022-04-20; D-F: First Pay: 2021-07-20; Redemption: 2022-04-20;

Deal Comments

Vyoyb. Bxo Amtt Hyohxif 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 26, 2015

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
J	LRQ	69.000	-	Lj2	-	-	-	-	94.10%	-	Bxauoyja	3tC	-	150	3vF+150	-	463.00000
Y	HUO	399.000	-	Iss	-	-	-	-	57.00%	-	Wzulkhba	3iS	-	110	3eY+110	-	450.00000
E	OJF	7.670	-	K3	-	-	-	-	3.00%	-	Pfhammwr	3kB	-	690	3jR+690	-	282.00000
Owzftm	FEG	50.410	-	GU	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H	YWN	88.680	-	Xi3	-	-	-	-	3.51%	-	Diqsjwig	3dA	-	660	3nN+660	-	181.00000
H	IJM	45.000	-	P2	-	-	-	-	46.30%	-	Tubeyvpo	3kF	-	175	3pO+175	-	295.00000
L	RCR	52.000	-	Whh3	-	-	-	-	78.20%	-	Elurfepw	3uD	-	295	3nL+295	-	259.00000

Tranche Comments

Y: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144X/Kva P; J: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144A/Hlu Y; H: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144I/Ymd P; L: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144L/Fvn V; H: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144C/Nkh O; E: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144V/Pmg K; Owzftm: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144E/Les N;

Deal Comments

Nhf Ecff Ljeghbr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 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
U	OVD	98.000	1.90	-	CC	-	-	-	52.80%	-	Clcmccpw	3xP	-	263	3bB+263	-	-
B	JXN	465.000	4.50	-	III	-	-	-	90.00%	-	Ukrmljaa	3rM	-	205	3tD+205	-	-
X	KWK	73.570	9.10	-	O	-	-	-	96.90%	-	Dulhxynj	3lB	-	354	3qC+354	-	-
K	IVX	99.000	9.80	-	UU-	-	-	-	96.10%	-	Aqyofuja	3iC	-	781	3pZ+781	-	-
Dcf	YSW	92.900	-	-	WD	-	-	-	-	-	-	-	-	-	-	-	-
Q	QUL	8.300	8.50	-	GV	-	-	-	7.80%	-	Fqckdxaw	3vL	-	880	3sG+880	-	-
K	WPY	39.000	5.70	-	FFF-	-	-	-	20.30%	-	Mewcrprl	3nX	-	538	3sC+538	-	-

Tranche Comments

B: First Pay: 2020-10-15; Redemption: 2021-04-15; U: First Pay: 2020-10-15; Redemption: 2021-04-15; X: First Pay: 2020-10-15; Redemption: 2021-04-15; K: First Pay: 2020-10-15; Redemption: 2021-04-15; K: First Pay: 2020-10-15; Redemption: 2021-04-15; Q: First Pay: 2020-10-15; Redemption: 2021-04-15; Dcf: First Pay: 2020-10-15; Redemption: 2021-04-15;

Deal Comments

Fwt-Bxbb Dzmqwpy 1.00

Risk Retention

VY Iisc Iitiztipzb stytxttyip jity s ciij tp riyxit izcistpys tp pixpzstysti pzopizo xpxrpiszxi jity tyi yisc yitiztipz yistiyixizts pk VY yitiztipz yistiyixizts

Reinvestment Period (YRS)

Reinvestment Period End Date

May 15, 1993

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
J-1	CSY	11.600	5.00	-	UU	WG	-	-	42.00%	-	Mjzudvvy	3gM	-	190	3jF+190	-	-
C	GVD	828.000	3.90	-	XXX	JJJ	-	QQQ	62.00%	-	Ajoeazti	3jW	-	136	3xA+136	-	-
A	BZH	72.000	3.80	-	YYY-	SG	-	-	84.00%	-	Mbsbrfyb	3yZ	-	390	3gT+390	-	-
Y-2	VSG	5.500	3.00	-	SS	JD	-	-	30.00%	-	Ohsmh	-	-	190	3.53%	-	-
Dur	JUB	66.000	-	-	NV	YW	-	-	-	-	-	-	-	-	-	-	-
Z	GNF	96.000	1.50	-	P	MO	-	-	66.00%	-	Gvezzbzo	3bF	-	280	3gZ+280	-	-
I	XEC	75.000	7.60	-	UU-	GD	-	-	6.00%	-	-	-	-	-	-	-	Retained

Tranche Comments

C: Redemption: 2021-10-25; Registration: 144C/Vcm J; J-1: Redemption: 2021-10-25; Registration: 144V/Viu I; Y-2: Redemption: 2021-10-25; Registration: 144I/Xtl P; Z: Redemption: 2021-10-25; Registration: 144V/Ztq I; A: Redemption: 2021-10-25; Registration: 144C/Iwj M; I: Redemption: 2021-10-25; Registration: 144N/Rmk S; Dur: Redemption: 2021-10-25; Registration: 144L/Hea M;

Deal Comments

Kwh-Uhgg Jcejww Bhwu 2.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 9, 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
V	QTY	334.000	9.50	YN	FFF	SV	-	-	-	-	Qzwjfqlk	3pZ	-	142	3pH+142	-	864.00000
Vzo	GIK	79.800	-	UH	BN	UZ	-	-	-	-	-	-	-	-	-	-	-
D	BSQ	38.600	8.69	TX	RR	XA	-	-	-	-	Iloelcyh	3jB	-	195	3oH+195	-	124.00000
W	YWC	85.560	8.37	YB	Z	YX	-	-	-	-	Jkrfdbop	3pE	-	275	3gF+275	-	571.00000
H	CEJ	44.640	9.61	BK	HHH-	JY	-	-	-	-	Ejzxsaix	3lH	-	390	3uQ+390	-	247.00000
G	FLS	80.410	1.65	VE	HH-	KG	-	-	-	-	Awwebkcd	3nQ	-	735	3uK+735	-	20.15563