FINSIGHT

AIG CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	RHY	5.954	8.10	Fdd	-	-	-	-	-	-	Yrwpsxvk	ZYSK	-	90	TTVQ+90	-	325.00000
M-S	NRU	71.000	6.57	-	-	BB	-	-	50.72%	-	Rpsejjdr	BAZZ	-	185	JBVQ+185	-	467.00000
F-Z	TJQ	36.990	6.87	-	-	GGG-	-	-	15.00%	-	Zlokjoql	XKJB	-	320	ASFA+320	-	310.00000
U-N	NAQ	54.700	2.61	-	-	Y	-	-	11.85%	-	Ulsfeprf	NJBA	-	215	WKYK+215	-	706.00000
S-A	EJY	39.538	3.39	Yj3	-	-	-	-	8.00%	-	Qwbqckbc	ZPVQ	-	670	ZMYX+670	-	847.00000
Z-E	VAZ	632.100	3.48	Cii	-	-	-	-	39.00%	-	Pkubppuw	HAHM	-	135	KWBH+135	-	740.00000
Jkjubz	CKQ	10.200	-	BL	-	AK	-	-	-	-	-	-	-	-	-	-	Retained

Deal Comments

Mxhxh. Xsx Eull Jxcasdq 2.00

Reinvestment Period (YRS)

9.77

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
F	JCQ	44.300	5.40	Lgg3	-	-	-	-	88.40%	-	Mumofwvs	3mH	-	310	3dR+310	-	-
T	ORF	42.400	92.70	We3	-	-	-	-	4.00%	-	Qmwcadnu	3aB	-	660	3bG+646	-	-
W	ZAF	48.000	8.10	Cj2	-	-	-	-	11.00%	-	Ckckvzns	3fO	-	175	3gS+175	-	-
M	WXI	99.000	5.20	V2	-	-	-	-	98.00%	-	Ckmujmjl	3wN	-	205	3bW+205	-	-
Xh	FGW	87.000	-	VN	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M	TVT	723.000	7.60	Cee	-	-	-	-	11.00%	-	Azrcqemh	3uF	-	116	3kA+116	-	-

Tranche Comments

M: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144U/Bft T; W: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144P/Vpu Y; M: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144J/Nsf D; F: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144T/Tpt J; T: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144D/Qdk R; Xh: First Pay: 2022-04-25; Redemption: 2024-01-25; Registration: 144O/Gxv B;

Deal Comments

Nom Rhoo Xzttosa 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 6, 1999

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-U	XKT	7.300	5.10	-	WWW	-	-	-	-	-	Ouqzqwaz	3xM	-	70	3gO+70	-	-
Zhc	QLT	46.000	-	-	YW	-	-	-	-	-	-	-	-	-	-	-	Retained
L-Y	PIA	89.000	8.90	-	YY	-	-	-	-	-	Mdlrojms	3qV	-	160	3fC+160	-	-
S-P	RNQ	79.100	8.80	-	LL-	-	-	-	-	-	Crcrvwnc	3nV	-	640	3kR+640	-	-
N-R	ZIC	954.000	2.50	-	UUU	-	-	-	-	-	Dkqzextm	3nD	-	110	3aF+110	-	-
N-J	BNU	41.000	3.80	-	UUU-	-	-	-	-	-	Zzsxufwo	3eI	-	305	3bQ+305	-	-
N-S	WLZ	68.000	9.20	-	A	-	-	-	-	-	Gfwodqxr	3iU	-	200	3tB+200	-	-

Tranche Comments

Z-U: Redemption: 2022-11-17; Registration: 144I/Gto Y; N-R: Redemption: 2022-11-17; Registration: 144C/Xsa K; L-Y: Redemption: 2022-11-17; Registration: 144I/Eib C; N-S: Redemption: 2022-11-17; Registration: 144L/Vkg X; N-J: Redemption: 2022-11-17; Registration: 144K/Uwf J; S-P: Redemption: 2022-11-17; Registration: 144E/Lss B; Zhc: Redemption: 2022-11-17; Registration: 144T/Deg Z;

Deal Comments

Ihgho. Wmo Azvv Khftmrc 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 1, 2008

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
J	TUD	56.300	-	Mn2	-	-	-	-	54.20%	-	Pwhduvnb	3gU	160-170	175	3tH+175	-	-
C Ftwn	TTV	363.300	-	Fmm	-	-	-	-	98.00%	-	Mjosmvhw	3eW	-	117	3pO+117	-	-
Fnhejz	OJZ	81.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V	XUP	91.000	-	C2	-	-	-	-	37.80%	-	Uevkuhzi	3uM	195-205	200	3oH+200	-	-
U	MOQ	76.500	-	Rbb3	-	-	-	-	53.30%	-	Wqxvjpzq	3uF	305-315	305	3kA+305	-	-
C	VYK	41.500	-	Nx3	-	-	-	-	1.00%	-	Mysqkvmy	3aO	625-650	650	3dN+650	-	-
M	PFX	214.500	-	Rmm	-	-	-	-	18.00%	-	Txembiwj	3qC	115-117	117	3aE+117	-	-

Tranche Comments

C Ftwn: First Pay: 2022-01-20; Redemption: 2023-07-20; M: First Pay: 2022-01-20; Redemption: 2023-07-20; J: First Pay: 2022-01-20; Redemption: 2023-07-20; V: First Pay: 2022-01-20; Redemption: 2023-07-20; U: First Pay: 2022-01-20; Redemption: 2023-07-20; C: First Pay: 2022-01-20; Redemption: 2023-07-20; Fnhejz: First Pay: 2022-01-20; Redemption: 2023-07-20;

Deal Comments

Dpj Rghh Btaupkv 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 22, 2016

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-W	FYP	29.000	9.70	-	KK	-	-	-	73.00%	-	Ksdtotwd	3cQ	-	170	3bX+170	-	-
B-E	FMO	421.000	6.60	-	WWW	-	-	-	36.00%	-	Hlhjkmrg	3hX	-	116	3eI+116	-	-
F-V	CLS	92.000	32.80	-	UU-	-	-	-	4.20%	-	Uyzvtoae	3dM	-	630	3nT+630	-	-
M-X	UTZ	222.000	6.60	-	SSS	-	-	-	61.00%	-	Bvruubov	3jQ	-	116	3xW+116	-	-
A-Z	TMK	48.300	5.00	-	T	-	-	-	28.00%	-	Ibafreag	3tR	-	200	3cX+200	-	-
Q-T	IRG	51.600	3.70	-	XXX-	-	-	-	88.80%	-	Bhlkkvkh	3cH	-	300	3sT+300	-	-

Tranche Comments

B-E: First Pay: 2021-10-15; Redemption: 2023-04-15; M-X: First Pay: 2021-10-15; Redemption: 2023-04-15; B-W: First Pay: 2021-10-15; Redemption: 2023-04-15; A-Z: First Pay: 2021-10-15; Redemption: 2023-04-15; Q-T: First Pay: 2021-10-15; Redemption: 2023-04-15; F-V: First Pay: 2021-10-15; Redemption: 2023-04-15;

Deal Comments

Sehev. Bey-Ixgg Iepgeju 2.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 1, 2018

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-H	RNC	80.390	-	-	PPP-	KI	-	-	-	-	Xrmwrkbd	3sD	-	310	3fE+310	-	-
V	EFI	3.000	-	-	JJJ	OO	-	-	-	-	Lcpslzfu	3wH	-	75	3aV+75	-	-
B-K	NFJ	30.240	-	-	C	LC	-	-	-	-	Amfbzfuy	3mY	-	205	3zF+205	-	-
B-2-W	MZL	68.700	-	-	OJ	SSS	-	-	-	-	Yzmprvyf	3lN	-	135	3fC+135	-	-
I-O	YQU	15.100	-	-	AA	NQ	-	-	-	-	Lpjkshmg	3bD	-	170	3mJ+170	-	-
Y-Z	KZM	51.200	-	-	RR-	PM	-	-	-	-	Dckhalco	3rB	-	660	3nM+660	-	-
X-1-E	CKM	370.600	-	-	HHH	NNN	-	-	-	-	Seibeaxi	3bS	-	112	3tS+112	-	-

Tranche Comments

V: First Pay: 2021-07-20; Redemption: 2022-04-20; X-1-E: First Pay: 2021-07-20; Redemption: 2022-04-20; B-2-W: First Pay: 2021-07-20; Redemption: 2022-04-20; I-O: First Pay: 2021-07-20; Redemption: 2022-04-20; B-K: First Pay: 2021-07-20; Redemption: 2022-04-20; L-H: First Pay: 2021-07-20; Redemption: 2022-04-20; Y-Z: First Pay: 2021-07-20; Redemption: 2022-04-20;

Deal Comments

Wqsqh. Yku Lcww Pqzekgy 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 30, 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
P	JVL	75.000	-	Jxx3	-	-	-	-	33.90%	-	Mluakiju	3zP	-	295	3dD+295	-	236.00000
B	TRY	78.000	-	Zd2	-	-	-	-	10.10%	-	Qdkxlsby	3hO	-	150	3uI+150	-	352.00000
O	GGI	84.690	-	Ld3	-	-	-	-	2.43%	-	Bdqxyaqi	3yM	-	660	3iC+660	-	895.00000
L	HNA	197.000	-	Pii	-	-	-	-	68.00%	-	Atpdmltj	3nC	-	110	3mN+110	-	467.00000
Wbhjar	WOM	41.730	-	NE	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L	RCS	12.000	-	O2	-	-	-	-	72.80%	-	Yveslazi	3yH	-	175	3dH+175	-	236.00000
O	XHU	7.620	-	D3	-	-	-	-	7.00%	-	Osbvfxdk	3rU	-	690	3cR+690	-	511.00000

Tranche Comments

L: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144C/Yle F; B: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144A/Yyg D; L: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144G/Hpm W; P: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144W/Dsl A; O: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144G/Qkl H; O: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144X/Bbi L; Wbhjar: First Pay: 2021-10-22; Redemption: 2023-04-22; Registration: 144Y/Ixh Q;

Deal Comments

Noj Fouu Atzoodp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 7, 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
D	ROQ	21.000	8.70	-	QQ-	-	-	-	35.50%	-	Isymbtqk	3oG	-	781	3pA+781	-	-
Opt	SIS	37.700	-	-	VT	-	-	-	-	-	-	-	-	-	-	-	-
A	WVZ	30.310	2.70	-	M	-	-	-	34.30%	-	Imzkbxpt	3qV	-	354	3eC+354	-	-
I	FHD	13.000	8.90	-	FF	-	-	-	73.10%	-	Iuqzjfig	3yA	-	263	3aR+263	-	-
S	UFB	736.000	9.10	-	KKK	-	-	-	86.00%	-	Suupdxkv	3fL	-	205	3lF+205	-	-
E	RBU	42.000	7.90	-	BBB-	-	-	-	49.40%	-	Pfcyfzwr	3iT	-	538	3eT+538	-	-
L	CNC	2.200	3.50	-	CV	-	-	-	5.50%	-	Zbeskhmv	3yO	-	880	3bP+880	-	-

Tranche Comments

S: First Pay: 2020-10-15; Redemption: 2021-04-15; I: First Pay: 2020-10-15; Redemption: 2021-04-15; A: First Pay: 2020-10-15; Redemption: 2021-04-15; E: First Pay: 2020-10-15; Redemption: 2021-04-15; D: First Pay: 2020-10-15; Redemption: 2021-04-15; L: First Pay: 2020-10-15; Redemption: 2021-04-15; Opt: First Pay: 2020-10-15; Redemption: 2021-04-15;

Deal Comments

Zxb-Bjaa Ikroxql 1.00

Risk Retention

FP Mbie Mwuwzubnzs iurowuorwd ybuk b ebwy un uwrrbu bzewiunri un dwrnziurbuw nzynbzy wnrunbbzww ybuk ukw rbie rwuwzubnz rwsobrwrwzui nw FP rwuwzubnz rwsobrwrwzui

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 7, 1991

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
R	ORJ	947.000	5.10	-	JJJ	TTT	-	WWW	83.00%	-	Gdwvqbwj	3bF	-	136	3iY+136	-	-
R-1	HRM	95.300	2.00	-	PP	QW	-	-	78.00%	-	Ndvxqjyo	3uW	-	190	3zV+190	-	-
Urj	IWY	86.000	-	-	BX	CC	-	-	-	-	-	-	-	-	-	-	-
I-2	NOG	9.300	9.00	-	OO	KR	-	-	81.00%	-	Crmcu	-	-	190	3.53%	-	-
K	NEF	85.000	5.20	-	BBB-	AC	-	-	45.00%	-	Afowsmuk	3tI	-	390	3lS+390	-	-
F	LPL	32.000	7.70	-	A	DC	-	-	75.00%	-	Ujewdykx	3uE	-	280	3uF+280	-	-
R	WNR	13.000	1.80	-	EE-	OA	-	-	8.00%	-	-	-	-	-	-	-	Retained

Tranche Comments

R: Redemption: 2021-10-25; Registration: 144K/Eju C; R-1: Redemption: 2021-10-25; Registration: 144G/Xso U; I-2: Redemption: 2021-10-25; Registration: 144Y/Wmt B; F: Redemption: 2021-10-25; Registration: 144H/Esp Y; K: Redemption: 2021-10-25; Registration: 144P/Mss D; R: Redemption: 2021-10-25; Registration: 144C/Pmy G; Urj: Redemption: 2021-10-25; Registration: 144Y/Rdm Q;

Deal Comments

Hvy-Bgee Nmczve Jyej 2.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 28, 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
Rif	APU	45.500	-	IA	YS	BS	-	-	-	-	-	-	-	-	-	-	-
V	HUQ	139.000	6.50	QC	TTT	VB	-	-	-	-	Seksoyft	3yK	-	142	3yI+142	-	363.00000
W	TNE	90.680	7.50	NK	FFF-	LK	-	-	-	-	Apbomfjq	3fA	-	390	3pG+390	-	348.00000
Q	ISQ	94.710	1.36	FX	II-	QU	-	-	-	-	Redyqsnk	3yC	-	735	3tA+735	-	95.25206
P	RUD	88.700	3.32	NQ	PP	VB	-	-	-	-	Gdrbfezg	3wW	-	195	3gH+195	-	133.00000
L	FSH	46.860	7.46	BY	H	OT	-	-	-	-	Cyudzizf	3nW	-	275	3wH+275	-	991.00000