II(R)

Trestles CLO (TREST) II(R)

Aristotle Pacific Capital LLC (fka Pacific Asset Management)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-B	FHD	82.000	71.70	-	-	JJ-	-	-	5.00%	-	Uxulhdfs	MIQX	-	660	QMHC+660	-	-
F-1-W	FGP	171.000	1.40	Zxx	-	-	-	-	36.00%	-	Vvkebmxa	PQEJ	-	157	NVQC+157	-	-
E-2-M	BQY	6.000	36.60	-	-	UUU-	-	-	21.00%	-	Drcbsths	JYNR	-	530	IJNF+530	-	-
Nvr	GOU	25.920	-	-	-	WB	-	-	-	-	-	-	-	-	-	-	Retained
A-2-Y	NLK	56.000	5.90	-	-	UUU	-	-	28.00%	-	Lqukhdwl	LCIZ	-	175	TVHC+175	-	-
H-1-B	RLX	57.000	7.40	-	-	CC+	-	-	63.00%	-	Epspwmsi	YVFC	-	195	DUNR+195	-	-
B-2-Y	EAG	93.000	2.30	-	-	OO	-	-	38.00%	-	Mewudihn	YOJW	-	215	PYYU+215	-	-
B-1-N	MIL	45.000	12.00	-	-	BBB	-	-	92.00%	-	Jfswfbvu	UDMJ	-	350	IOKZ+350	-	-
I-S	LUJ	95.000	1.70	-	-	T	-	-	16.00%	-	Kzdxkkkd	UAVQ	-	240	YYBN+240	-	-
C-R	HOH	9.000	19.70	-	-	B	-	-	2.00%	-	-	-	-	-	-	-	Retained

Hide Details

Tranche Comments

F-1-W: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144V/Enl S; A-2-Y: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144T/Osa F; H-1-B: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144Z/Jlo V; B-2-Y: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144C/Qtn C; I-S: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144T/Fav R; B-1-N: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144G/Xif D; E-2-M: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144E/Fkh I; P-B: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144K/Ltu Q; C-R: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144W/Bve C; Nvr: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144F/Ewo U;

Deal Comments

Offfv. Qmw Gaww Lfemmdk 2.00

Risk Retention

OI - Vjc

Pricing Speed

20% OTE

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 17, 1998