Apollo Global Management Investor Day Presentation Deck slide image

Apollo Global Management Investor Day Presentation Deck

Lapse is Only Bad for a Small Subset of the Portfolio $174B of net reserve liabilities driving spread related earnings 30% NON-SURRENDERABLE 1. $2.4bn of Buy-in PGA deals are surrenderable. APOLLO RETIREMENT SERVICES BUSINESS UPDATE 2022 51% W/ SURRENDER CHARGE 19% NO SURRENDER CHARGE • $52B from Pension Group Annuities¹, Funding Agreements, and Payout Annuities • $89B currently in surrender charge period. • Roughly two-thirds of total is also subject to market value adjustment (MVA), which further disincentivizes withdrawal $33B currently out of surrender charge period • Roughly two-thirds of total products have policy features that will incentivize consumers to maintain policy • Given product seasoning, products closer to end of life with higher lapse rates are backed by short duration assets (i.e. less impact upon withdrawal), which is one of the reasons Athene's portfolio has an allocation to floating rate securities 81% of funding carries a withdrawal penalty or cannot be withdrawn 66
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