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	-	-	-	-	-	-	-	-	-	-	-

More Details

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
X-1	TTZ	77.800	-	Fj2	-	QQ	-	-	Dkylrems	3yOj	-	160	3uL+160	-	249.00000
E	BZW	79.200	-	Szz3	-	CCC-	-	-	Zbvyltid	3dPo	-	385	3dE+385	-	792.00000
L	DWC	48.500	-	Tj3	-	BB-	-	-	Rrqhoasp	3sXn	-	575	3yS+507	-	60.00000
Y	PEF	12.800	-	L2	-	G	-	-	Dpjdrreg	3yHi	-	230	3iP+230	-	208.00000
B	TGT	125.100	-	Ynn	-	III	-	-	Ukpculxv	3jIt	-	75	3eD+75	-	250.00000
R-2	SBA	11.700	-	Rh2	-	HH	-	-	-	-	-	-	-	-	410.00000