VIII

Trestles CLO (TREST) VIII

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
V-1	JRQ	596.000	3.60	Gss	-	KKK	-	-	80.00%	-	Ilscrjbh	CZKD	-	-	133	QAPY+133	-	-
B	YWM	94.000	1.60	-	-	PP-	-	-	6.00%	-	Yslataaa	YGGI	-	-	550	GCTS+550	-	-
O	XCE	20.000	1.00	-	-	ZZ	-	-	84.00%	-	Cjzeewdq	JNEN	-	-	165	TWBM+165	-	-
F	LSI	66.000	5.50	-	-	Y	-	-	34.00%	-	Rmpzxsdz	EKJB	-	-	185	SHNX+185	-	-
X	MAN	6.000	8.60	Zww	-	-	-	-	-	-	Weezcipu	HCLM	-	-	110	XPOU+110	-	-
U-2	GSX	14.000	3.80	-	-	FFF	-	-	70.00%	-	Iflzoqvn	BAFB	-	-	160	NHVQ+160	-	-
K-2	EAH	6.000	5.30	-	-	XXX-	-	-	75.00%	-	Brhylker	VIBF	-	-	430	JLUS+430	-	-
Gri	IJD	19.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W-1	EBT	95.000	8.20	-	-	AAA-	-	-	28.00%	-	Ilbeusfc	YAJD	-	-	300	GSZH+300	-	-
R	FYR	7.000	9.70	-	-	J-	-	-	8.00%	-	Icuwzfaw	LNGT	-	-	825	YVDH+794	-	-

Tranche Comments

X: First Pay: 2026-01-20; Redemption: 2027-06-11; Registration: 144P/Ypi U; V-1: First Pay: 2026-01-20; Redemption: 2027-06-11; Registration: 144M/Cpo I; U-2: First Pay: 2026-01-20; Redemption: 2027-06-11; Registration: 144N/Qyg J; O: First Pay: 2026-01-20; Redemption: 2027-06-11; Registration: 144B/Fxg A; F: First Pay: 2026-01-20; Redemption: 2027-06-11; Registration: 144L/Gow P; W-1: First Pay: 2026-01-20; Redemption: 2027-06-11; Registration: 144T/Wvt Z; K-2: First Pay: 2026-01-20; Redemption: 2027-06-11; Registration: 144T/Ucl B; B: First Pay: 2026-01-20; Redemption: 2027-06-11; Registration: 144X/Yym N; R: First Pay: 2026-01-20; Redemption: 2027-06-11; Registration: 144B/Hth K; Gri: First Pay: 2026-01-20; Redemption: 2027-06-11; Registration: 144M/Vei Y;

Deal Comments

Zhu-Gmkk Tkakhnj 2.00

Risk Retention

PR - Bor

Pricing Speed

20% IKE

Reinvestment Period (YRS)

7.6

Reinvestment Period End Date

Sep 3, 2020