FINSIGHT

Ares European CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	EUR	1.500	-	-	AAA	AAA	-	-	Floating	3mEu	-	98	3mEu+98	-	100.00000
A	EUR	114.300	-	-	AAA	AAA	-	-	Floating	3mEu	-	220	3mEu+220	-	100.00000
A Loan	EUR	115.000	-	-	AAA	AAA	-	-	Floating	3mEu	-	220	3mEu+220	-	100.00000
B-1	EUR	33.300	-	-	AA	AA	-	-	Floating	3mEu	420-430	410	3mEu+401	-	99.50000
B-2	EUR	11.500	-	-	AA	AA	-	-	Fixed	YLD	-	-	7.00%	-	98.00000
C	EUR	21.600	-	-	A	A	-	-	Floating	3mEu	520-530	500	3mEu+467	-	98.00000
D	EUR	27.700	-	-	BBB	BBB-	-	-	Floating	3mEu	720-730	700	3mEu+631	-	63.00000
E	EUR	16.000	-	-	BB-	BB-	-	-	Floating	3mEu	1000-1050	1025	3mEu+836	-	90.00000
F	EUR	16.000	-	-	B-	B-	-	-	-	-	-	-	-	-	Retained
Equity	EUR	51.000	-	-	NR	NR	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

X: First Pay: 2023-07-15; Redemption: 2024-05-30; A: First Pay: 2023-07-15; Redemption: 2024-05-30; A Loan: First Pay: 2023-07-15; Redemption: 2024-05-30; B-1: First Pay: 2023-07-15; Redemption: 2024-05-30; B-2: First Pay: 2023-07-15; Redemption: 2024-05-30; C: First Pay: 2023-07-15; Redemption: 2024-05-30; D: First Pay: 2023-07-15; Redemption: 2024-05-30; E: First Pay: 2023-07-15; Redemption: 2024-05-30; F: First Pay: 2023-07-15; Redemption: 2024-05-30; Equity: First Pay: 2023-07-15; Redemption: 2024-05-30;

Deal Comments

Non Call Period: 1.5

Risk Retention

EU - Horizontal

Reinvestment Period (YRS)

4.5

Reinvestment Period End Date

Jul 15, 2027

WAL Test Period (YRS)

8.5

WAL Test Period End Date

May 30, 2031