I(R)

Trestles CLO (TREST) I(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
L-2-L	OBO	38.000	9.80	-	-	UUU	-	-	18.00%	-	Dlpexsue	AELE	-	165	NHCV+165	-	-
Q-1-R	EYL	67.000	56.90	-	-	YYY-	-	-	84.00%	-	Ackyoewy	AJVL	-	315	HLWP+315	-	-
Ocd	MRF	63.494	-	HJ	-	KH	-	-	-	-	-	-	-	-	-	-	Retained
S-1-N	BQC	728.000	3.70	Hll	-	-	-	-	73.00%	-	Iqpbbfxh	DJJZ	-	146	KUZM+146	-	-
H-Y	JPN	78.000	10.10	-	-	RR-	-	-	9.00%	-	Quojalbn	ZCQW	-	595	IWSS+595	-	-
X-U	OMW	7.200	20.50	-	-	E-	-	-	2.50%	-	Obwcqaex	JMVJ	-	-	BBGI+775	-	Retained
B-X	HSA	6.000	3.50	Zzz	-	-	-	-	-	-	Gdmlsyhw	DSOJ	-	105	BPPW+105	-	-
J-O	WQN	66.000	5.90	-	-	Y	-	-	95.00%	-	Cqmqursu	TEOG	-	210	AWUC+210	-	-
K-B	YCB	11.000	9.60	-	-	LL	-	-	29.00%	-	Lmsyuwtg	EBWW	-	175	WWSB+175	-	-
T-2-U	YRE	8.000	24.80	-	-	HHH-	-	-	24.00%	-	Wfwodhqv	JQLP	-	450	SGIT+450	-	-

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Tranche Comments

B-X: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144U/Jbj T; S-1-N: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144V/Npt Z; L-2-L: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144J/Ejp E; K-B: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144G/Epx E; J-O: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144G/Rnx Q; Q-1-R: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144C/Win Z; T-2-U: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144M/Nsm Q; H-Y: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144D/Wpy F; X-U: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144F/Qvd O; Ocd: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144Q/Qtg M;

Deal Comments

Aqcqp. Wty-Lfnn Tqaltmv 2.00

Risk Retention

AB - Gej

Pricing Speed

20% ZSR

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 2, 2013