II(R)

Trestles CLO (TREST) II(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Aristotle Pacific Capital LLC (fka Pacific Asset Management)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
P-J	EKS	84.000	52.30	-	-	YY-	-	-	8.00%	-	Dshypqxm	BXHQ	660	-	660	CHIN+660	-	-
T-1-M	IBH	26.000	1.40	-	-	CC+	-	-	72.00%	-	Lpmaypxd	SOGW	195	-	195	GSUH+195	-	-
Vlx	CWC	25.290	-	-	-	SK	-	-	-	-	-	-	-	-	-	-	-	Retained
G-1-Z	MZB	48.000	31.00	-	-	WWW	-	-	37.00%	-	Thqfwpxd	UBSQ	350-360	-	350	PMTM+350	-	-
L-2-K	YGU	20.000	1.70	-	-	OOO	-	-	67.00%	-	Frwofkxi	KCHT	170	-	175	BGUJ+175	-	-
C-N	PCQ	10.000	5.30	-	-	V	-	-	54.00%	-	Gxelxwhn	YDEE	240	-	240	NKTH+240	-	-
I-2-M	ARK	4.000	11.90	-	-	CCC-	-	-	68.00%	-	Tuimyrqi	SBCE	-	-	530	QSFF+530	-	-
C-P	MXP	4.000	65.20	-	-	N	-	-	1.00%	-	-	-	-	-	-	-	-	Retained
S-1-V	KYP	932.000	8.50	Rbb	-	-	-	-	57.00%	-	Izzkhbml	SIGH	157	-	157	INXA+157	-	-
O-2-H	URP	47.000	6.90	-	-	PP	-	-	79.00%	-	Iszwlrad	XEHK	215	-	215	WIQM+215	-	-

Tranche Comments

S-1-V: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144A/Krn O; L-2-K: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144U/Upt H; T-1-M: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144K/Gmb N; O-2-H: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144Z/Dfl F; C-N: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144E/Tuu Y; G-1-Z: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144Z/Ylq R; I-2-M: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144V/Keu D; P-J: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144G/Avr A; C-P: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144W/Xue U; Vlx: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144O/Ffe T;

Deal Comments

Kgfgx. Ntq Lahh Xgmetnp 2.00

Risk Retention

QK - Ptm

Pricing Speed

20% BUI

Reinvestment Period (YRS)

Reinvestment Period End Date

May 12, 2018