ALME Loan Funding DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	250.400	-	Aaa	-	AAA	37.40%	-	Floating	3mEu	-	75	3mEu+75	-	100.00000
B-1	EUR	32.400	-	Aa2	-	AA	27.30%	-	Floating	3mEu	-	140	3mEu+140	-	100.00000
B-2	EUR	8.000	-	Aa2	-	AA	27.30%	-	Fixed	-	-	-	-	-	100.00000
C	EUR	28.000	-	A2	-	A	20.30%	-	Floating	3mEu	-	190	3mEu+190	-	100.00000
D	EUR	25.200	-	Baa3	-	BBB-	14.00%	-	Floating	3mEu	-	275	3mEu+275	-	100.00000
E	EUR	20.000	-	Ba3	-	BB-	9.00%	-	Floating	3mEu	-	505	3mEu+471	-	98.00000
PTC	EUR	51.300	-	NR	-	-	-	-	-	-	-	-	-	-	-

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Tranche Comments

A: First Pay: 2020-07-15; B-1: First Pay: 2020-07-15; B-2: First Pay: 2020-07-15; C: First Pay: 2020-07-15; D: First Pay: 2020-07-15; E: First Pay: 2020-07-15; PTC: First Pay: 2020-07-15;

Deal Comments

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Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 15, 2022

WAL Test Period (YRS)

6.9

WAL Test Period End Date

Jan 15, 2027

Apollo Global Management Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	AYQ	20.200	-	We3	-	JJ-	-	-	Fdzlaock	3rDt	-	575	3sZ+507	-	46.00000
J-1	IES	15.900	-	Lh2	-	RR	-	-	Fhqmrztw	3xTe	-	160	3xT+160	-	752.00000
Q-2	HGL	88.400	-	Wj2	-	ZZ	-	-	-	-	-	-	-	-	811.00000
Z	VLK	202.900	-	Jpp	-	DDD	-	-	Gfmpwczs	3fFt	-	75	3gB+75	-	236.00000
N	LEI	95.400	-	Bee3	-	CCC-	-	-	Iebkoqtu	3lHz	-	385	3rF+385	-	619.00000
G	OZN	91.400	-	Q2	-	T	-	-	Kvdnrlpn	3bBv	-	230	3rE+230	-	873.00000

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Tranche Comments

Z: First Pay: 2020-04-15; J-1: First Pay: 2020-04-15; Q-2: First Pay: 2020-04-15; G: First Pay: 2020-04-15; N: First Pay: 2020-04-15; R: First Pay: 2020-04-15;

Reinvestment Period End Date

May 26, 2010

WAL Test Period (YRS)

5.4

WAL Test Period End Date

Jun 10, 1998