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
Z-N	GCW	46.000	66.10	-	-	HH-	-	-	2.00%	-	Xjowjoza	CNEF	660	-	660	XSQB+660	-	-
G-1-Z	CCR	708.000	1.50	Mee	-	-	-	-	43.00%	-	Kzujcdlr	IXSP	157	-	157	WDFM+157	-	-
M-2-N	ELS	98.000	8.60	-	-	FFF	-	-	60.00%	-	Qumrsxax	PTEP	170	-	175	TBUK+175	-	-
N-1-I	XHO	17.000	5.50	-	-	SS+	-	-	34.00%	-	Mleachje	ULHQ	195	-	195	NOUP+195	-	-
E-2-W	PJT	34.000	6.30	-	-	II	-	-	94.00%	-	Cdrlykrj	APDZ	215	-	215	UDAX+215	-	-
A-1-Z	URB	50.000	67.00	-	-	NNN	-	-	17.00%	-	Shxcsklb	CGKC	350-360	-	350	AENB+350	-	-
J-V	IRG	80.000	3.30	-	-	D	-	-	67.00%	-	Tqcsrqjw	YVCH	240	-	240	YPFC+240	-	-
Gfh	LBE	36.130	-	-	-	IH	-	-	-	-	-	-	-	-	-	-	-	Retained
S-2-W	BBZ	3.000	98.70	-	-	KKK-	-	-	85.00%	-	Suvoquke	BAIB	-	-	530	ESJH+530	-	-
Y-L	LNQ	7.000	75.20	-	-	P	-	-	1.00%	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G-1-Z: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144B/Xlt R; M-2-N: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144N/Jqr D; N-1-I: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144E/Zer H; E-2-W: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144N/Zvx B; J-V: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144G/Qms W; A-1-Z: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144C/Duf N; S-2-W: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144B/Ttd S; Z-N: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144Q/Enh C; Y-L: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144I/Bor U; Gfh: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144I/Czd L;

Deal Comments

Ejgju. Kgx Samm Xjqugjt 2.00

Risk Retention

EX - Kas

Pricing Speed

20% TJD

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 20, 2019