III(R)

Trestles CLO (TREST) III(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
N-2	ZIJ	8.400	76.00	-	-	XXX-	-	-	9.00%	-	Bqpqv	-	-	-	-	7.75%	-	-
O-2	BBP	3.400	5.62	-	-	III	-	-	32.00%	-	Isrjuzjl	DHFW	-	-	161	NSAF+161	-	-
T	MGM	1.000	1.34	-	-	UUU	-	-	-	-	Zvullcqc	GHJN	-	-	100	DOHJ+100	-	-
E-1	GUU	41.400	7.64	-	-	GG	-	-	75.00%	-	Pjcefxpq	MWPL	-	-	175	SQUI+175	-	-
A	PTR	66.530	89.97	-	-	PP-	-	-	-	-	Nmbpdcda	AUKM	-	-	610	LYCQ+610	-	-
Lay	GBK	11.515	-	-	-	ML	-	-	-	-	-	-	-	-	-	-	-	Retained
R-1	OXO	92.200	4.10	-	-	EEE-	-	-	55.00%	-	Ipvbahng	ZWJH	-	-	315	IYLW+315	-	-
R-2	XMI	8.000	1.45	-	-	LL	-	-	52.00%	-	Aclij	-	-	-	-	5.34%	-	-
C-1	FIB	856.400	5.43	-	-	WWW	-	-	97.00%	-	Vyymrhhk	JKAU	-	-	139	SETV+139	-	-
O	IBO	27.200	5.47	-	-	J	-	-	92.00%	-	Xesbhvkf	SIOF	-	-	200	YEQA+200	-	-

Tranche Comments

T: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144P/Ppo T; C-1: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144W/Vsx J; O-2: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144H/Oft Q; E-1: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144H/Kla B; R-2: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144A/Voi J; O: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144L/Ppo Q; R-1: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144N/Fzf F; N-2: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144A/Dvj S; A: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144M/Qwi C; Lay: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144J/Dbm G;

Deal Comments

Ofyfe. Swz-Emee Afobweg 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 16, 2015