I(R)

Trestles CLO (TREST) I(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
O-1-E	LJG	286.000	4.70	Rtt	-	-	-	-	42.00%	-	Jliopaij	IBJB	-	-	146	HYLN+146	-	-
T-2-H	HAG	8.000	61.60	-	-	SSS-	-	-	57.00%	-	Yrrsulpd	TOUI	-	-	450	CSNZ+450	-	-
M-W	LYZ	7.600	21.30	-	-	E-	-	-	1.80%	-	Pvrmvwaq	KEJW	-	-	-	PJVC+775	-	Retained
A-N	RGA	83.000	6.50	-	-	S	-	-	57.00%	-	Bxuuejrf	AAFU	-	-	210	SWJM+210	-	-
Bmm	KQG	42.702	-	QD	-	FE	-	-	-	-	-	-	-	-	-	-	-	Retained
E-L	MSV	5.000	5.60	Yii	-	-	-	-	-	-	Ihjujrfg	NPFG	-	-	105	PDFE+105	-	-
K-A	APJ	84.000	5.50	-	-	DD	-	-	22.00%	-	Dylzddux	DAOG	-	-	175	SJND+175	-	-
P-A	EFJ	75.000	10.40	-	-	RR-	-	-	1.00%	-	Mypsvazg	EGFK	-	-	595	MJKF+595	-	-
L-2-G	MKI	38.000	9.70	-	-	MMM	-	-	95.00%	-	Nmredonw	CNXV	-	-	165	YEUO+165	-	-
C-1-E	YGQ	89.000	74.50	-	-	WWW-	-	-	67.00%	-	Clxyahmn	SWYP	-	-	315	EKGE+315	-	-

Tranche Comments

E-L: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144I/Uoo H; O-1-E: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144Q/Hkk I; L-2-G: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144T/Xyd Y; K-A: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144J/Bsc E; A-N: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144V/Glo U; C-1-E: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144J/Xem P; T-2-H: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144B/Gue Q; P-A: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144I/Vrb W; M-W: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144A/Dbf Q; Bmm: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144O/Gib K;

Deal Comments

Kuxuz. Ehj-Zwzz Aubfhfk 2.00

Risk Retention

IJ - Gpw

Pricing Speed

20% OAL

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 4, 2006