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
S-W	JBZ	27.000	6.60	-	-	SS	-	-	26.00%	-	Hjbmadua	IOYY	-	-	175	YXWZ+175	-	-
F-1-R	AMO	57.000	80.80	-	-	CCC-	-	-	12.00%	-	Pmchcybj	APPQ	-	-	315	VYOT+315	-	-
U-1-H	RSU	468.000	5.50	Qcc	-	-	-	-	56.00%	-	Fxhcrjvm	IIMF	-	-	146	ZKZB+146	-	-
C-U	UYJ	51.000	5.10	-	-	E	-	-	33.00%	-	Rvkwxzop	ADGK	-	-	210	CDXR+210	-	-
L-Y	MUG	3.900	93.80	-	-	Y-	-	-	3.60%	-	Tqlsdddc	MMVH	-	-	-	KWMY+775	-	Retained
Y-2-T	XIE	70.000	2.70	-	-	PPP	-	-	45.00%	-	Hdyswhli	BZNI	-	-	165	EBKS+165	-	-
P-C	HTC	3.000	8.60	Bcc	-	-	-	-	-	-	Bummzpsr	GXMA	-	-	105	WKIG+105	-	-
Z-2-F	KWQ	5.000	96.30	-	-	MMM-	-	-	63.00%	-	Yxqluiic	XYMK	-	-	450	UGON+450	-	-
Avt	VCQ	64.902	-	SE	-	JB	-	-	-	-	-	-	-	-	-	-	-	Retained
F-W	TTC	75.000	53.70	-	-	TT-	-	-	1.00%	-	Zsutffst	CLNN	-	-	595	MWIZ+595	-	-

Tranche Comments

P-C: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144K/Hnc X; U-1-H: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144U/Imp L; Y-2-T: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144O/Qco N; S-W: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144J/Wwq D; C-U: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144Z/Muo Z; F-1-R: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144O/Zzw K; Z-2-F: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144F/Cja O; F-W: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144G/Lch Y; L-Y: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144Z/Fkv I; Avt: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144E/Fxg Y;

Deal Comments

Wzfzx. Heb-Cqgg Izqaejw 2.00

Risk Retention

EN - Rrf

Pricing Speed

20% QQX

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 24, 1999