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
Y-1-V	CJS	529.000	8.80	Pbb	-	-	-	-	62.00%	-	Zwhxvmfr	KWIA	-	157	QWIZ+157	-	-
D-T	AKE	1.000	85.40	-	-	Q	-	-	7.00%	-	-	-	-	-	-	-	Retained
V-2-T	IKZ	8.000	45.10	-	-	MMM-	-	-	38.00%	-	Hycboohg	NVDD	-	530	ZWZZ+530	-	-
P-2-M	FTZ	98.000	7.10	-	-	QQQ	-	-	31.00%	-	Vcklaxtx	IOSI	-	175	POIP+175	-	-
H-F	ELD	31.000	8.70	-	-	Z	-	-	32.00%	-	Dzzbdvzp	UJBQ	-	240	GOWX+240	-	-
K-X	YVR	28.000	12.60	-	-	GG-	-	-	9.00%	-	Rwwpcadn	HEVI	-	660	CLMR+660	-	-
X-1-H	IGT	17.000	73.00	-	-	FFF	-	-	70.00%	-	Aldycytb	TJWX	-	350	NELC+350	-	-
X-1-D	TBY	54.000	1.50	-	-	YY+	-	-	68.00%	-	Xwqjmaza	VNJT	-	195	NVXD+195	-	-
L-2-V	QSK	96.000	6.50	-	-	HH	-	-	54.00%	-	Jbxkfbmq	SPIB	-	215	CONC+215	-	-
Ihe	LCA	82.450	-	-	-	AQ	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y-1-V: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144Y/Ebx B; P-2-M: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144O/Hay C; X-1-D: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144K/Ouc J; L-2-V: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144W/Nqp C; H-F: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144O/Kdb I; X-1-H: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144C/Mse L; V-2-T: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144T/Niy E; K-X: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144M/Dqv R; D-T: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144Y/Fno Y; Ihe: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144E/Fah X;

Deal Comments

Ukhkq. Ech Zbpp Qkbpccm 2.00

Risk Retention

GE - Yzk

Pricing Speed

20% WEU

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 30, 2001