ALME Loan Funding DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-2	HAJ	8.000	-	Aa2	-	AA	74.40%	-	Alpso	-	-	-	-	-	504.00000
Z	IWU	11.900	-	Uqq3	-	TTT-	64.00%	-	Aupsaykk	3gPb	-	275	3aHl+275	-	459.00000
P	OUE	63.000	-	Au3	-	UU-	2.00%	-	Abqzxvlw	3tLu	-	505	3qSb+471	-	31.00000
T	FVN	758.900	-	Fff	-	RRR	46.40%	-	Pqzyvwle	3hBr	-	75	3eYd+75	-	913.00000
W-1	ZED	29.300	-	Mp2	-	DD	40.30%	-	Dlrjphlq	3pUs	-	140	3aVo+140	-	808.00000
L	JEX	91.000	-	R2	-	M	39.30%	-	Zseaslxl	3wVe	-	190	3mLx+190	-	212.00000
FYN	MHH	20.900	-	ZV	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

T: First Pay: 2020-07-15; W-1: First Pay: 2020-07-15; P-2: First Pay: 2020-07-15; L: First Pay: 2020-07-15; Z: First Pay: 2020-07-15; P: First Pay: 2020-07-15; FYN: First Pay: 2020-07-15;

Deal Comments

Fkbkx

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 26, 2006

Reset

Yes

WAL Test Period (YRS)

3.6

WAL Test Period End Date

Jul 9, 2019

Apollo Global Management Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	EOP	67.700	-	R2	-	L	-	-	Xuhmwtof	3aCb	-	230	3vE+230	-	485.00000
Q	TXT	27.900	-	Rmm3	-	UUU-	-	-	Oxsrcrdp	3hWd	-	385	3fW+385	-	409.00000
R-2	VSE	54.900	-	Hi2	-	FF	-	-	-	-	-	-	-	-	124.00000
R	ISG	68.400	-	Ib3	-	ZZ-	-	-	Mewbswwe	3iSt	-	575	3vI+507	-	27.00000
J-1	BYI	17.200	-	Jp2	-	OO	-	-	Uwffrzti	3yLa	-	160	3oC+160	-	778.00000
V	VBZ	492.200	-	Njj	-	ZZZ	-	-	Plwyarso	3gLb	-	75	3kQ+75	-	924.00000

Tranche Comments

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

Reinvestment Period End Date

Sep 16, 2008

WAL Test Period (YRS)

6.7

WAL Test Period End Date

Jun 9, 2006