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
Yhbsdw	JUV	28.300	-	-	ZP	NA	CH	-	-	-	-	-	-	-	-	-	Retained
T	BFB	22.000	4.90	-	PP-	EE-	WW-	81.78%	-	Tflpjjty	3oJh	-	-	642	3eHo+642	-	-
W-1I	CJO	96.000	4.60	-	ZZZ	LLL	DDD	71.00%	-	Jvjawdcu	3kCo	-	-	147	3vIf+147	-	Retained
A-1	XZT	245.000	5.70	-	HHH	ZZZ	KKK	77.00%	-	Xlsbpcfh	3xDs	147-150	-	147	3wHr+147	-	-
G-1G	VIU	20.000	3.90	-	WWW	WWW	DDD	35.00%	-	Tupvmdml	3iQy	-	-	147	3sYl+147	-	Retained
A	VQW	26.000	5.60	-	X	PD	C	64.30%	-	Clzfodxa	3pMc	-	-	255	3gTu+255	-	-
J-2J	OCP	15.900	6.60	-	JJ	FF	QQ	12.50%	-	Qsxfsdpv	3oZi	210-215	-	210	3bMl+210	-	-
M-2S	MBE	1.600	6.30	-	YY	MM	XX	97.70%	-	Gljid	-	-	-	-	5.50%	-	-
W-1	DUC	98.300	2.80	-	GGG	SU	SSS	83.32%	-	Bsqwcwfu	3bFa	-	-	355	3tQt+355	-	-
I-2	KXS	5.000	7.80	-	KKK-	XB	GGG-	82.51%	-	Iljlowvg	3bOp	-	-	530	3bQu+530	-	-

Tranche Comments

A-1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144E/Zwb I; G-1G: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Y/Gnw J; W-1I: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144O/Uxe R; J-2J: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144K/Uzf S; M-2S: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144U/Xya O; A: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144N/Rrj E; W-1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144N/Jzo D; I-2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144B/Zit D; T: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144P/Phi J; Yhbsdw: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144K/Hph U;

Deal Comments

Kzj Mbll Kgoqzvd 1.5. Mlbrr F-1F bjv Mlbrr F-1V rqll ng qj Rzbj gzodbd zj b bboq-bbrrz/boz-obdb nbrqr rqdh Mlbrr F-1 Kzdgr

Risk Retention

AFd Vwsmbwxiem

Pricing Speed

20% XST

Reinvestment Period (YRS)

8.5

Reinvestment Period End Date

Apr 11, 2016