Apollo Global Management Investor Day Presentation Deck slide image

Apollo Global Management Investor Day Presentation Deck

Endnotes STRATEGY & OUTLOOK Athene Has A Simple, Spread-Based Business Model 1. Net asset yield calculated based on average stat investment yield on bonds and mortgages disclosed in annual U.S. life insurance statutory fillings. Stat investment yield reduced for each company's respective investment fees and expenses approximated by taking annual GAAP investment expenses divided by average GAAP invested assets. Athene's stat investment yield was adjusted to include assets in Bermuda entities and separate accounts backing pension risk transfer transactions, and to back out the impact of the larger Lincoln and Jackson National block trades during their respective 12 months deployment periods, as well as the impact of PRT transactions > $750mm that closed in December on yields in the year that they closed. 2. General and administrative expense ratios calculated as U.S. statutory general & administrative expenses divided by average U.S. statutory net total assets. 3. Adjusted operating income for common shareholders excluding Apollo divided by average net invested assets excluding AOG. 4. 13x leverage for illustrative purposes. 5. Adjusted Operating ROE as reported externally. Athene is Uniquely Positioned in the Industry 1. Athene metrics are net of non-controlling interest in ACRA, as of June 30, 2021. AA-/A+ Rated Companies metrics as of December 31, 2020 per SNL Financial. AA-/A+ Rated Companies are: PFG (A+), PRU (AA-), MET (AA-) and GL (AA-). 2. Refers to adjusted debt-to-capital ratio as of June 30, 2021. AA-/A+ Rated Companies metrics as of December 31, 2020. AA-/A+ Rated Companies are: PFG (A+), PRU (AA-), MET (AA-) and GL (AA-). 3. Peer U.S. statutory impairments per SNL Financial, average includes AEL, AIG, AMP, BHF, EQH, FG, LNC, MET, PFG, PRU, VOYA and Transamerica. For Athene, U.S. statutory data adjusted to include impairments and assets in Bermuda Linked presentations are not incorporated by reference. 4. Athene Represents a Strategic Purchase for Apollo Pre-deal share price as of March 5, 2021. Current share price as of October 15, 2021. Apollo will consolidate 100% of Athene earnings as Apollo does not consolidate earnings on its stake in Athene pre-merger. Excludes reported or forecasted earnings from Athene's investment in Apollo Operating Group. Athene adjusted operating income excludes earnings on stake in Apollo. Pro forma consensus 2021E calculated as consensus pre-tax income, less illustrative assumed taxes at 18% tax rate, less consensus preferred dividends. Consensus as of March 3, 2021 based on average of available research analyst projections. 1. 2. 3. General and administrative expense ratios calculated as U.S. statutory general & administrative expenses divided by average U.S. statutory net total assets. "Industry" represents a weighted average of AEL, AIG, AFG, FGL, LNC, MET, PRU, and PFG for the 5 years 2016 to 2020. 4. Athene adjusted operating income excludes earnings on stake in Apollo. Pro forma consensus 2021E calculated as consensus pre-tax income, less consensus preferred dividends and taxes. Consensus as of August 8, 2021 based on average of available research analyst projections. APOLLO INVESTOR DAY 2021
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