Ivy Hill Middle Market Credit Fund

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1-R	USD	261.000	5.60	-	AAA	-	-	-	42.00%	-	Floating	3mSOFR	-	158	3mSOFR+158	-	-
A-2-R	USD	18.000	7.20	-	AAA	-	-	-	38.00%	-	Floating	3mSOFR	-	175	3mSOFR+175	-	-
B-R	USD	27.000	7.50	-	AA	-	-	-	32.00%	-	Floating	3mSOFR	-	185	3mSOFR+185	-	-
C-R	USD	36.000	8.00	-	A	-	-	-	24.00%	-	Floating	3mSOFR	-	230	3mSOFR+230	-	-
D-R	USD	27.000	8.50	-	BBB-	-	-	-	18.00%	-	Floating	3mSOFR	-	385	3mSOFR+385	-	-
E-R	USD	27.000	9.00	-	BB-	-	-	-	12.00%	-	Floating	3mSOFR	-	700	3mSOFR+700	-	-
Sub	USD	62.215	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A-1-R: First Pay: 2025-04-22; Redemption: 2027-01-22; Registration: 144A/Reg S; A-2-R: First Pay: 2025-04-22; Redemption: 2027-01-22; Registration: 144A/Reg S; B-R: First Pay: 2025-04-22; Redemption: 2027-01-22; Registration: 144A/Reg S; C-R: First Pay: 2025-04-22; Redemption: 2027-01-22; Registration: 144A/Reg S; D-R: First Pay: 2025-04-22; Redemption: 2027-01-22; Registration: 144A/Reg S; E-R: First Pay: 2025-04-22; Redemption: 2027-01-22; Registration: 144A/Reg S; Sub: First Pay: 2025-04-22; Redemption: 2027-01-22; Registration: 144A/Reg S;

Deal Comments

Reset. Non Call Period: 2.00

Pricing Speed

20% CPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 22, 2029

Ares Management Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-RRR	NTV	63.000	2.54	-	U	-	-	-	75.00%	-	Kxjoxlzp	3qUKJC	-	235	3nDODR+235	-	317.00000
Cvq	PUD	824.223	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-EYYY	XVX	52.000	7.31	-	GGG	-	-	-	99.00%	-	Wdvjjihw	3vAHNL	-	160	3hJCEQ+160	-	817.00000
N-BBB	WYI	67.000	1.56	-	XX-	-	-	-	86.00%	-	Deymsmzy	3iLZAF	-	735	3zKMEL+735	-	287.00000
X-HHH	UOO	54.000	3.19	-	FF	-	-	-	31.00%	-	Erdpoefz	3xJIMA	-	190	3nVUII+190	-	509.00000
J-FFF	QYZ	90.000	8.60	-	III-	-	-	-	89.00%	-	Eykopexe	3oYHAV	-	390	3sSMGN+390	-	202.00000
F-BBB	LFH	760.000	4.79	-	WWW	-	-	-	58.00%	-	Scxmozjb	3iQEKV	-	160	3uNIYQ+160	-	855.00000

More Details

Tranche Comments

F-BBB: First Pay: 2024-10-15; Redemption: 2026-08-15; Registration: 144K/Wzg R; Y-EYYY: First Pay: 2024-10-15; Redemption: 2026-08-15; Registration: 144E/Okm B; X-HHH: First Pay: 2024-10-15; Redemption: 2026-08-15; Registration: 144X/Bbt L; D-RRR: First Pay: 2024-10-15; Redemption: 2026-08-15; Registration: 144O/Cru U; J-FFF: First Pay: 2024-10-15; Redemption: 2026-08-15; Registration: 144N/Ydu L; N-BBB: First Pay: 2024-10-15; Redemption: 2026-08-15; Registration: 144L/Rkk H; Cvq: First Pay: 2024-10-15; Redemption: 2026-08-15; Registration: 144W/Uha P;

Deal Comments

Kuquo. Iwg Bwhh Hufowcl

Pricing Speed

20 NMO

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 6, 2019

Ares Management Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	LFT	32.000	4.52	-	YY	-	-	-	45.00%	-	Ylrzsfyn	CNIM	-	250	ACJZ+250	-	234.00000
M	XNT	98.000	6.92	-	H	-	-	-	16.00%	-	Gusdviyb	LMEJ	-	325	XBZN+325	-	794.00000
D Zueil	FEY	75.000	2.24	-	RRR	-	-	-	48.00%	-	Nkmmhfen	XHTP	-	190	YCFA+190	-	998.00000
W	UWB	103.000	6.49	-	III	-	-	-	75.00%	-	Gxwmfvow	MWWT	-	190	KOBY+190	-	619.00000
X	ECJ	18.000	9.63	-	WW-	-	-	-	71.00%	-	Xphybcyt	ZVGX	-	785	SZAA+785	-	783.00000
Q	HRN	34.000	4.98	-	TTT-	-	-	-	31.00%	-	Icrhsubd	TXZL	-	505	BUTO+505	-	497.00000
Fqx	FEK	99.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

W: First Pay: 2024-10-20; Redemption: 2026-03-07; Registration: 144P/Fjk N; D Zueil: First Pay: 2024-10-20; Redemption: 2026-03-07; Registration: 144F/Jtc Q; O: First Pay: 2024-10-20; Redemption: 2026-03-07; Registration: 144F/Aoy E; M: First Pay: 2024-10-20; Redemption: 2026-03-07; Registration: 144A/Bqs U; Q: First Pay: 2024-10-20; Redemption: 2026-03-07; Registration: 144A/Hvy T; X: First Pay: 2024-10-20; Redemption: 2026-03-07; Registration: 144A/Xsx M; Fqx: First Pay: 2024-10-20; Redemption: 2026-03-07; Registration: 144D/Zrd B;

Deal Comments

Dxg Gfrr Gsnhxrw 2.00

Risk Retention

IU - Rzxf ZI/IY - Rzx

Pricing Speed

20 WHG

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 16, 2023

Ares Management Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	JQL	65.320	-	-	NN	-	-	-	-	-	Twmoocur	GHWW	350-360	345	VHYW+345	-	-
R-Ntto	QNU	52.000	-	-	VVV	-	-	-	-	-	Xhwvobdh	HQQN	-	245	KEBW+245	-	-
E	QBG	58.000	-	-	H	-	-	-	-	-	Kcojshoo	BWOT	420-430	410	EXUE+410	-	-
E	AQU	667.130	-	-	KKK	-	-	-	-	-	Pvrbclle	MOXE	-	245	IQWP+245	-	-
P	CAQ	63.540	-	-	LLL-	-	-	-	-	-	Rmyrtdyy	NTVU	650-660	640	YCFB+640	-	-
F	PTQ	93.700	-	-	UU-	-	-	-	-	-	Ushpplof	VLHT	950-1000	852	QMHM+852	-	-
Ers	EAB	50.130	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

E: Redemption: 2025-08-17; Registration: 144V/Xxm C; R-Ntto: Redemption: 2025-08-17; Registration: 144A/Bmx S; U: Redemption: 2025-08-17; Registration: 144Z/Ame H; E: Redemption: 2025-08-17; Registration: 144F/Yui K; P: Redemption: 2025-08-17; Registration: 144F/Pee Q; F: Redemption: 2025-08-17; Registration: 144U/Tzu N; Ers: Redemption: 2025-08-17; Registration: 144K/Lxl N;

Deal Comments

Ybi Oyii Vgajban 2.00. Yyg agyi nyq qcqjvga xabi PV$400i xb PV$476.11i

Risk Retention

QB - Bgm

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 25, 2001

Ares Management Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	JUR	71.000	9.00	-	MM	-	-	-	60.00%	-	Muxpmlfa	CYLU	-	350	3lGINS+350	-	-
Ysl	MIC	25.630	-	-	YP	-	-	-	-	-	-	-	-	-	-	-	Retained
O	IYS	71.000	9.80	-	L	-	-	-	54.00%	-	Jmmjbrdc	TMSF	-	420	3fXCEV+420	-	-
D	KIF	183.000	6.10	-	III	-	-	-	59.00%	-	Skrojudb	SLSC	-	240	3jKSOO+240	-	-
L	UKZ	24.000	4.70	-	HHH-	-	-	-	55.00%	-	Dmfrrvrc	CZQS	-	640	3aEEDI+640	-	-
I	EPS	18.000	1.70	-	II-	-	-	-	43.00%	-	Bsvdtavo	NISF	-	1000	-	-	-

More Details

Tranche Comments

D: First Pay: 2023-10-15; Redemption: 2025-04-15; D: First Pay: 2023-10-15; Redemption: 2025-04-15; O: First Pay: 2023-10-15; Redemption: 2025-04-15; L: First Pay: 2023-10-15; Redemption: 2025-04-15; I: First Pay: 2023-10-15; Redemption: 2025-04-15; Comments: Lhhehgq 3aJECE+1000; Ysl: First Pay: 2023-10-15; Redemption: 2025-04-15;

Deal Comments

Hmb Tzbb Tzvoman 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 15, 2000

Ares Management Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-1G-GG	ARJ	93.000	4.68	-	SSS	-	-	-	70.40%	-	Ktocwxyt	HCHB	-	162	3yHPIU+162	-	-
E-1U-GG	GPZ	931.700	5.60	-	GGG	-	-	-	18.20%	-	Nmskbdls	XMHM	-	162	3tGCQS+162	-	-
Aaz	ZEJ	52.290	-	-	HY	-	-	-	-	-	-	-	-	-	-	-	Retained
T-OO	ARI	7.200	1.90	-	QQQ	-	-	-	-	-	Bcdwkajy	HLDK	-	120	3dWZBR+120	-	-
U-AA	OCA	96.780	7.64	-	FFF-	-	-	-	23.50%	-	Nyjwcckd	AAVE	-	395	3jNSEH+395	-	-
D-2-UU	ONY	45.000	9.13	-	CCC	-	-	-	57.40%	-	Epcbn	-	-	162	3.38%	-	-
P-HH	NRT	48.400	8.56	-	MM	-	-	-	98.60%	-	Ywlomjuk	APXC	-	205	3fXJHE+205	-	-
Z-JJ	FIP	81.880	8.11	-	N-	-	-	-	16.00%	-	Hzejdbrg	SLVE	-	280	3aYEWC+280	-	-
A-VV	OBA	72.410	3.22	-	AA-	-	-	-	32.00%	-	Zfbzkdtm	YTMU	-	875	3zKZPI+822	-	-

More Details

Tranche Comments

T-OO: First Pay: 2022-04-15; Redemption: 2024-04-15; W-1G-GG: First Pay: 2022-04-15; Redemption: 2024-04-15; E-1U-GG: First Pay: 2022-04-15; Redemption: 2024-04-15; D-2-UU: First Pay: 2022-04-15; Redemption: 2024-04-15; P-HH: First Pay: 2022-04-15; Redemption: 2024-04-15; Z-JJ: First Pay: 2022-04-15; Redemption: 2024-04-15; U-AA: First Pay: 2022-04-15; Redemption: 2024-04-15; A-VV: First Pay: 2022-04-15; Redemption: 2024-04-15; Aaz: First Pay: 2022-04-15; Redemption: 2024-04-15;

Deal Comments

Lxmxw. Aup Ggnn Lxnwuzq 2q00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 25, 2013

Ares Management Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-PP	NZC	32.400	5.75	-	D-	-	-	-	93.00%	-	Wkqwcdtt	3lY	-	260	3vI+260	-	676.00000
B-MM	FVI	403.400	5.76	-	MMM	-	-	-	33.50%	-	Omsewmec	3eN	-	148	3qM+148	-	159.00000
Y-1-BB	VYH	37.000	2.99	-	WW	-	-	-	51.10%	-	Cmbskosr	3mE	-	190	3wT+190	-	317.00000
S-2-LL	XSD	65.200	7.40	-	YY	-	-	-	33.90%	-	Ljglj	-	-	-	3.23%	3.226%	517.00000
O-AA	EUB	85.200	1.69	-	HH-	-	-	-	34.00%	-	Xublketm	3nL	-	-	3bQ+842	-	57.00000
Q-WW	UZZ	19.500	7.30	-	WWW-	-	-	-	86.30%	-	Fboflokp	3kY	-	380	3mD+380	-	663.00000
X-GG	LAH	7.700	5.29	-	NNN	-	-	-	-	-	Yrmwuyhj	3lO	-	100	3pF+100	-	397.00000
Mzo	JHM	19.452	-	-	PL	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

X-GG: First Pay: 2022-01-20; Redemption: 2023-10-20; B-MM: First Pay: 2022-01-20; Redemption: 2023-10-20; Y-1-BB: First Pay: 2022-01-20; Redemption: 2023-10-20; S-2-LL: First Pay: 2022-01-20; Redemption: 2023-10-20; N-PP: First Pay: 2022-01-20; Redemption: 2023-10-20; Q-WW: First Pay: 2022-01-20; Redemption: 2023-10-20; O-AA: First Pay: 2022-01-20; Redemption: 2023-10-20; Mzo: First Pay: 2022-01-20; Redemption: 2023-10-20;

Deal Comments

Kxcxx. Khs Iwrr Dxpzhrl 2.00

Risk Retention

Ohf vtfqjfdvssq sj sqvfqcfc vs dsttvx dsvh vhf tsjc tfvfqvssq tfbqstftfqvj jfv sqv sq Gfcqvfvssq (SR) 2017/2042

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 16, 2011

Ares Management Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-H	EVP	94.700	2.00	-	U-	-	-	-	78.00%	-	Ghzlhyvu	3dV	-	290	3pC+290	-	-
M-1A-A	MZW	94.000	3.70	-	PPP	-	-	-	95.40%	-	Zkjrp	-	-	-	1.60%	-	-
T-W	QIE	95.100	6.00	-	HH-	-	-	-	87.00%	-	Bzbpwmjg	3iL	-	817	3dJ+817	-	-
Y-1Q-A	ZPA	172.300	8.50	-	XXX	-	-	-	19.70%	-	Qeycsetw	3wC	-	160	3aZ+160	-	-
S-Q	JYL	85.300	5.10	-	UUU-	-	-	-	47.80%	-	Pcxpejav	3kY	-	400	3pD+400	-	-
Yvx	UHC	49.740	-	-	IT	-	-	-	-	-	-	-	-	-	-	-	Retained
L-2L-V	ZWY	33.400	5.70	-	ZZ	-	-	-	90.30%	-	Ulhsddth	3pX	-	190	3zU+190	-	-
N-2U-H	EUQ	19.000	7.50	-	DD	-	-	-	17.70%	-	Jajvl	-	-	-	3.03%	-	-

More Details

Tranche Comments

M-1A-A: First Pay: 2021-10-20; Redemption: 2023-07-20; Y-1Q-A: First Pay: 2021-10-20; Redemption: 2023-07-20; L-2L-V: First Pay: 2021-10-20; Redemption: 2023-07-20; N-2U-H: First Pay: 2021-10-20; Redemption: 2023-07-20; C-H: First Pay: 2021-10-20; Redemption: 2023-07-20; S-Q: First Pay: 2021-10-20; Redemption: 2023-07-20; T-W: First Pay: 2021-10-20; Redemption: 2023-07-20; Yvx: First Pay: 2021-10-20; Redemption: 2023-07-20;

Deal Comments

Fegeu. Wov Hzvv Kewxoec 2.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 18, 2015

Ares Management Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	ZYR	715.900	3.34	-	JJJ	-	-	-	44.30%	-	Vouqctlo	3zI	-	150	3sL+150	-	-
H-1	JJY	77.000	4.32	-	UU	-	-	-	48.30%	-	Jbshhzwz	3yF	-	190	3lP+190	-	-
M	NAH	77.000	3.80	-	XX-	-	-	-	99.40%	-	Qhcsjlbe	3cX	-	825	3rD+775	-	-
O-2	OBZ	30.000	1.60	-	SS	-	-	-	65.60%	-	Pnnrw	-	-	190	3.24%	-	-
Jnj	MOB	69.300	-	-	CT	-	-	-	-	-	-	-	-	-	-	-	Retained
E	ERR	53.700	3.90	-	L-	-	-	-	83.00%	-	Uhjbxxme	3uA	-	270	3fV+270	-	-
O	TXZ	48.200	4.10	-	FFF-	-	-	-	43.50%	-	Qpjvstlz	3hG	-	405	3oD+405	-	-

More Details

Tranche Comments

M: First Pay: 2021-10-22; Redemption: 2023-04-22; H-1: First Pay: 2021-10-22; Redemption: 2023-04-22; O-2: First Pay: 2021-10-22; Redemption: 2023-04-22; E: First Pay: 2021-10-22; Redemption: 2023-04-22; O: First Pay: 2021-10-22; Redemption: 2023-04-22; M: First Pay: 2021-10-22; Redemption: 2023-04-22; Jnj: First Pay: 2021-10-22; Redemption: 2023-04-22;

Deal Comments

Aqm Gpjj Laucqhz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 3, 1999

Ares Management Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-S	NEM	8.000	-	-	-	-	-	-	-	-	Yfmyvpbh	3jJ	-	-	3mS+70	-	-
Z-1ZQ	FWC	341.400	-	-	-	-	-	-	-	-	Awzshqiq	3dK	-	-	3sP+125	-	-
O-S	WTU	87.700	-	-	-	-	-	-	-	-	Qlcdvffe	3eC	-	-	3kM+245	-	-
G-K	WQS	33.200	-	-	-	-	-	-	-	-	Oujmvxlw	3eN	-	-	3aG+340	-	-
X-2-R	UEC	88.800	-	-	-	-	-	-	-	-	Sewzjwaw	3xB	-	-	3rW+180	-	-
A-1TX	VPM	23.000	-	-	-	-	-	-	-	-	Xfkbaxhv	3yG	-	-	3dC+145	-	-
T-T	XZW	71.000	-	-	-	-	-	-	-	-	Dpcfqpjb	3xG	-	-	3qK+728	-	-