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

Reset

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
F-1	ZNU	27.500	-	Ym2	-	LL	-	-	Alypdayd	3yRc	-	160	3fK+160	-	854.00000
P	INT	94.500	-	Rn3	-	II-	-	-	Nszlkbxt	3lWt	-	575	3nS+507	-	76.00000
W	GWX	92.300	-	Ojj3	-	WWW-	-	-	Gvfdutmo	3tJc	-	385	3qX+385	-	522.00000
D-2	HKE	62.300	-	Eg2	-	QQ	-	-	-	-	-	-	-	-	951.00000
Q	PTC	61.600	-	C2	-	V	-	-	Wsbhzmkw	3aGd	-	230	3xQ+230	-	950.00000
K	ZQD	973.500	-	Oee	-	KKK	-	-	Bewjupkj	3nAr	-	75	3pH+75	-	155.00000

More Details

Tranche Comments

K: First Pay: 2020-04-15; F-1: First Pay: 2020-04-15; D-2: First Pay: 2020-04-15; Q: First Pay: 2020-04-15; W: First Pay: 2020-04-15; P: First Pay: 2020-04-15;

Reinvestment Period End Date

Oct 18, 2012

Refinancing

Yes

WAL Test Period (YRS)

7.7

WAL Test Period End Date

Jun 13, 1998