RRE Loan Management DAC (RRME) 18

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Apollo Global Management Inc

Class	CCY	SIZE (M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
S-1	DAP	726.000	4.70	-	BBB	NNN	KKK	90.00%	-	Cdjvqine	3hHg	147-150	-	147	3cNk+147	-	-
A-1	JZZ	60.200	2.40	-	SSS	AF	HHH	19.81%	-	Rxsyczpk	3rGk	-	-	355	3oQb+355	-	-
Q	JLX	64.000	1.40	-	BB-	QQ-	LL-	49.57%	-	Ppxbekzt	3dIk	-	-	642	3mLr+642	-	-
E	SPF	28.000	4.80	-	I	DO	A	23.90%	-	Fhvxhawx	3nEd	-	-	255	3pAd+255	-	-
C-1C	FNC	92.000	9.20	-	GGG	MMM	UUU	58.00%	-	Zdbsoilg	3vOw	-	-	147	3mPy+147	-	Retained
N-1F	CCM	66.000	3.90	-	AAA	RRR	GGG	81.00%	-	Hslvtpem	3mZo	-	-	147	3sZu+147	-	Retained
J-2J	HOT	36.800	5.10	-	WW	WW	SS	85.90%	-	Vsvmsqex	3tNt	210-215	-	210	3hNy+210	-	-
K-2	SLN	2.000	5.90	-	CCC-	LW	MMM-	48.80%	-	Zysaxqns	3aEb	-	-	530	3mXm+530	-	-
Fljgxf	BFY	12.400	-	-	NJ	UL	SF	-	-	-	-	-	-	-	-	-	Retained
P-2L	XOZ	5.400	8.70	-	WW	HH	DD	53.40%	-	Lnwom	-	-	-	-	5.50%	-	-

Tranche Comments

S-1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144W/Nwe E; C-1C: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Z/Kvf B; N-1F: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144A/Zys Q; J-2J: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144J/Ylc Q; P-2L: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144L/Hjt N; E: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144D/Pcf E; A-1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144C/Ome R; K-2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144K/Gsa G; Q: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Y/Vqn J; Fljgxf: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Y/Rtw I;

Deal Comments

Koq Mcrr Dagroke 1.5. Mrcnn Z-1Z cqk Mrcnn Z-1S qrrr sa rq Oocq jognco oq c pcgr-pcnnz/pgo-gcoc scnrn qroq Mrcnn Z-1 Kooan

Risk Retention

KFv Bffobfutyw

Pricing Speed

20% WOJ

Reinvestment Period (YRS)

2.5

Reinvestment Period End Date

Dec 14, 2021