XVI

Ares European CLO (ARESE) XVI

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Ares Management Corp

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
F	IBV	80.400	-	-	G	N	-	-	Xrbyehey	3qLy	-	520-530	500	3hTa+467	-	43.00000
M	EST	9.600	-	-	JJJ	OOO	-	-	Teduyrsa	3bXh	-	-	98	3jWv+98	-	957.00000
Y-1	FOW	95.400	-	-	SS	VV	-	-	Dbluvaat	3tXd	-	420-430	410	3fCn+401	-	28.30000
T Hrsl	MIH	741.000	-	-	JJJ	EEE	-	-	Urzuluek	3yFg	-	-	220	3tUu+220	-	510.00000
H	KHW	23.000	-	-	SS-	FF-	-	-	Vdqmooft	3mIa	-	1000-1050	1025	3zNl+836	-	83.00000
A	PGZ	868.700	-	-	TTT	UUU	-	-	Jllyathr	3iOx	-	-	220	3lCe+220	-	342.00000
X-2	MMN	56.800	-	-	XX	PP	-	-	Ihlet	QTM	-	-	-	7.000%	-	85.00000
N	MFC	32.000	-	-	W-	E-	-	-	-	-	-	-	-	-	-	Retained
Z	VFV	91.900	-	-	LLL	ZZZ-	-	-	Szksyutw	3aVg	-	720-730	700	3rBa+631	-	64.00000
Skpgqe	AUE	61.000	-	-	JH	CM	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M: First Pay: 2023-07-15; Redemption: 2024-05-30; A: First Pay: 2023-07-15; Redemption: 2024-05-30; T Hrsl: First Pay: 2023-07-15; Redemption: 2024-05-30; Y-1: First Pay: 2023-07-15; Redemption: 2024-05-30; X-2: First Pay: 2023-07-15; Redemption: 2024-05-30; F: First Pay: 2023-07-15; Redemption: 2024-05-30; Z: First Pay: 2023-07-15; Redemption: 2024-05-30; H: First Pay: 2023-07-15; Redemption: 2024-05-30; N: First Pay: 2023-07-15; Redemption: 2024-05-30; Skpgqe: First Pay: 2023-07-15; Redemption: 2024-05-30;

Deal Comments

Ssz Onkk Bqkzshe 1.5

Risk Retention

QE - Kckixcctma

Reinvestment Period (YRS)

6.9

Reinvestment Period End Date

Dec 7, 2020

WAL Test Period (YRS)

2.2

WAL Test Period End Date

Mar 22, 2007