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
T-Y	QKF	40.000	86.20	-	-	YY-	-	-	4.00%	-	Jkbljfrg	WESL	660	-	660	LMCP+660	-	-
T-2-K	ZWP	55.000	7.60	-	-	II	-	-	79.00%	-	Rukjkvrh	YBAS	215	-	215	FCSF+215	-	-
Jjg	CVC	28.160	-	-	-	HC	-	-	-	-	-	-	-	-	-	-	-	Retained
N-1-D	RLF	345.000	6.60	Ugg	-	-	-	-	68.00%	-	Ltptsvtl	QXML	157	-	157	VSHE+157	-	-
S-W	USD	18.000	1.80	-	-	M	-	-	85.00%	-	Xzyjhadj	UVCM	240	-	240	PHPY+240	-	-
P-E	ETV	1.000	37.40	-	-	M	-	-	1.00%	-	-	-	-	-	-	-	-	Retained
T-1-M	BZE	92.000	65.00	-	-	GGG	-	-	56.00%	-	Yqueqprf	ZWGB	350-360	-	350	KCPL+350	-	-
X-1-U	GKF	65.000	9.30	-	-	CC+	-	-	80.00%	-	Tcyljxcq	ASQH	195	-	195	MIXL+195	-	-
I-2-M	MCD	87.000	6.90	-	-	EEE	-	-	44.00%	-	Jopksflo	NLKK	170	-	175	KDUO+175	-	-
I-2-W	UVS	9.000	60.70	-	-	GGG-	-	-	37.00%	-	Lwfzdmmk	PMUD	-	-	530	SMOU+530	-	-

Tranche Comments

N-1-D: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144F/Iyj I; I-2-M: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144M/Lrk J; X-1-U: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144J/Tej L; T-2-K: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144Q/Gbk R; S-W: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144Q/Aol O; T-1-M: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144T/Vyx I; I-2-W: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144Z/Yyl T; T-Y: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144I/Lqf I; P-E: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144P/Xxb S; Jjg: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144W/Ikf R;

Deal Comments

Evhvv. Ywm Wbbb Vvsmwyq 2.00

Risk Retention

ZW - Pca

Pricing Speed

20% SIE

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 4, 2022