RRE Loan Management DAC (RRME) 20

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
Y-2Y	CJV	75.400	-	-	YY	VU	AA	99.10%	-	Rrpxmjpr	3lWq	-	-	190	3cSq+190	-	-
O-1	MXD	761.000	-	-	MMM	AAA	WWW	60.00%	-	Tdoslvnw	3qTq	-	-	131	3oTo+131	-	-
R-2	KZG	3.000	-	-	XXX-	PH	GGG-	56.00%	-	Fzwjzdmj	3yZc	-	-	405	3bUr+405	-	-
A	YAH	89.000	-	-	LL-	YY-	II-	3.30%	-	Shwkeenv	3rFc	-	-	600	3wSo+600	-	-
C	HHO	31.000	-	-	O	OO	R	55.00%	-	Yrdxwqkr	3bZs	-	-	220	3fJm+220	-	-
Tfx	ELQ	88.806	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-2V	IPG	8.900	-	-	HH	IP	TT	58.49%	-	Ljles	TGE	-	-	-	5.200%	-	-
P-1	ZGB	82.000	-	-	ZZZ	MC	UUU	64.00%	-	Dlpckafp	3hQr	-	-	300	3eRe+300	-	-

Tranche Comments

O-1: Redemption: 2026-02-22; Registration: 144K/Opt Q; Y-2Y: Redemption: 2026-02-22; Registration: 144X/Thv U; F-2V: Redemption: 2026-02-22; Registration: 144X/Hqj W; C: Redemption: 2026-02-22; Registration: 144J/Quf H; P-1: Redemption: 2026-02-22; Registration: 144Q/Zlb D; R-2: Redemption: 2026-02-22; Registration: 144F/Gjy D; A: Redemption: 2026-02-22; Registration: 144G/Run D; Tfx: Redemption: 2026-02-22; Registration: 144G/Cda D;

Deal Comments

Jzn Bwzz Payrzbc 1.5

Reinvestment Period (YRS)

8.6

Reinvestment Period End Date

Jan 8, 2008