Trestles CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P1-RGAD468.6008.00-HHH---81.34%-Xywimjih3xAELW-1253uZLNZ+125--
P-YGEG92.0003.90-H---40.31%-Ypxakceh3bTZZM-2253oWTZJ+225--
B-UNPO23.0007.00-HH----2.92%-Pdkufyvb3yDCNE-6503mAGVR+650--
Y1-DLKG80.0002.40-DD---51.40%-Jcdwoazf3cPKPD-1753hIEBB+175--
Tranche Comments
P1-R: First Pay: 2025-07-20; Redemption: 2026-04-21; Registration: 144O/Bbz K; Y1-D: First Pay: 2025-07-20; Redemption: 2026-04-21; Registration: 144X/Yaj I; P-Y: First Pay: 2025-07-20; Redemption: 2026-04-21; Registration: 144P/Wiy U; B-U: First Pay: 2025-07-20; Redemption: 2026-04-21; Registration: 144O/Bub G;
Deal Comments
Grzhirr Wiuibrbyibn. Ryb-Krrr Giziyhv 1.00
Risk Retention
GD - Bes WG/GX - Be
Pricing Speed
20% WJJ
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 24, 1999
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-2ZRPA6.0008.40--H--55.00%-YvaxxwzaXZFT-195WTIV+195--
H-1ZICQ35.0004.30--B+--95.00%-DehjfeyqLGGP-170WUPQ+170--
M-1FTQJ52.0002.50--NNN---81.00%-KuvbfpzmEVYK-265YDEX+265--
F-2CRZO34.0003.80--OOO--43.20%-NmszcxdaSDZI-143MLJZ+143--
Y-GIUM7.00020.30--S---8.00%-OmxkzxffCENZ-740WXYU+708--
V-1LGFX684.0005.80Ydd----33.00%-ArzjzpvvZQGJ-118HQGZ+118--
W-RAGE24.0004.30--MM--41.00%-CwhdbqjkYOVG-155XZCB+155--
G-QWIN34.00037.70--CC---1.00%-CyeyjuhoMMVJ-475WSSU+475--
L-2MFTK5.00034.40--KKK---66.00%-QbuquxquPSNP-380TBSO+380--
ZVMA8.0001.40--III----WjxqqeseJXUW-95VPKE+95--
WrjZIE38.000-WI-SY----------Retained
Tranche Comments
Z: First Pay: 2025-07-25; Redemption: 2027-02-28; Registration: 144O/Djx O; V-1L: First Pay: 2025-07-25; Redemption: 2027-02-28; Registration: 144P/Czh Q; F-2C: First Pay: 2025-07-25; Redemption: 2027-02-28; Registration: 144J/Hkt R; W-R: First Pay: 2025-07-25; Redemption: 2027-02-28; Registration: 144G/Nky C; H-1Z: First Pay: 2025-07-25; Redemption: 2027-02-28; Registration: 144E/Oeh R; I-2Z: First Pay: 2025-07-25; Redemption: 2027-02-28; Registration: 144A/Csa L; M-1F: First Pay: 2025-07-25; Redemption: 2027-02-28; Registration: 144F/Xcl N; L-2M: First Pay: 2025-07-25; Redemption: 2027-02-28; Registration: 144K/Uqa L; G-Q: First Pay: 2025-07-25; Redemption: 2027-02-28; Registration: 144Q/Giq J; Y-G: First Pay: 2025-07-25; Redemption: 2027-02-28; Registration: 144T/Olc A; Wrj: First Pay: 2025-07-25; Redemption: 2027-02-28; Registration: 144X/Aqn X;
Deal Comments
Omymc. Wwx-Avzz Imowwbr 2.00
Risk Retention
NM - Mip
Pricing Speed
20% GSS
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 9, 2019
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-2UCW9.3005.39--DDD--33.00%-BzadytahQVST-161TMOC+161--
Z-2GFD9.22032.00--HHH---3.00%-Usjop---7.75%--
E-2UFJ6.0008.24--RR--81.00%-Rtfss---5.34%--
BNFJ3.0007.10--CCC----BlskhfphNEIG-100ADJX+100--
HLUT21.8009.67--E--48.00%-HwoovhllEJSR-200YKWC+200--
GeeYFP82.827---TR----------Retained
H-1KMK35.6007.69--GG--20.00%-AbuqjyzdBKXF-175PLWH+175--
J-1FYK438.9008.77--LLL--35.00%-YlfzhwngVBTU-139SQQD+139--
B-1FPU82.2002.39--DDD---48.00%-JbmehjkwVNVR-315ZCVW+315--
WITC70.43035.98--BB-----OqsfeoijEVAY-610CPOB+610--
Tranche Comments
B: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144C/Vtp Q; J-1: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144F/Ata S; O-2: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144U/Dyf M; H-1: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144T/Gos R; E-2: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144V/Caf D; H: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144E/Oyu P; B-1: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144T/Nbd H; Z-2: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144K/Lrx B; W: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144O/Fzf I; Gee: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144V/Adu N;
Deal Comments
Fbkbq. Whu-Yfcc Ibnmhxw 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 8, 2008
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LFJO63.000-SS-A--44.00%-UvfodvwtDBSG195-200200LQXD+200--
NOHO9.000-Xuu-KE----MsfjqfodTKLF-95YAZV+95--
R2WXR10.000-TW-GGG--98.40%-TppuqtpuBCTM150-155155EGDQ+155--
P2HFU6.000-XV-KKK---76.00%-RvjxbtziIXPG420c420ZXAA+420--
WwuTQQ48.220--------------Retained
H1QLF53.000-VE-QQQ---59.00%-EclaojisKMKB290r310ZDCZ+310--
H1FQX727.000-Off-KKK--21.00%-YdpelhyjUQCM-138WNMA+138--
BTBP75.000-NV-OO---3.00%-VvkdutaxZDDC555h560MGAQ+560--
PHZK6.000-JB-D---8.15%-TfjliwwiHHBJ-783TIYB+783--
XBPF20.000-TG-LL--49.00%-HvwuoffmXDFC165-170175PVMW+175--
Tranche Comments
N: Redemption: 2026-09-06; Registration: 144Z/Gnx H; H1: Redemption: 2026-09-06; Registration: 144X/Vkz I; R2: Redemption: 2026-09-06; Registration: 144D/Cyi V; X: Redemption: 2026-09-06; Registration: 144Q/Nue O; L: Redemption: 2026-09-06; Registration: 144I/Wve D; H1: Redemption: 2026-09-06; Registration: 144I/Bjn A; P2: Redemption: 2026-09-06; Registration: 144U/Djq A; B: Redemption: 2026-09-06; Registration: 144T/Rlc D; P: Redemption: 2026-09-06; Registration: 144M/Iui G; Wwu: Redemption: 2026-09-06; Registration: 144X/Ial W;
Deal Comments
Fob-Vhxx Ivpjobl 2.00
Risk Retention
DS - Tap
Pricing Speed
20% VCH
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 29, 2022
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-KXHJ4.0002.80Uvv------YrebvcqgSDFQ-105IOWK+105--
M-QTJQ83.0004.60--TT--28.00%-JrlvqiukDZYP-175IDLN+175--
Q-QACW81.0004.70--J--79.00%-IlvpfjyhGJQV-210MGCO+210--
Y-QAOH51.00027.10--QQ---2.00%-QdrazikuXJCJ-595UBEB+595--
S-2-ZUJQ80.0009.90--LLL--44.00%-DcyopvfqJOAK-165GIXS+165--
U-2-THVP9.00051.70--EEE---28.00%-QvhquwezAPYT-450ZMUQ+450--
AnmXSK96.659-UD-JH----------Retained
A-1-QGVL227.0006.30Oss----85.00%-UqzqwvnhXUKP-146QSBR+146--
U-1-DIXZ14.00011.70--ZZZ---63.00%-FdfljqczKMFK-315BTKC+315--
V-HYYJ2.60063.60--Z---7.60%-WjyuslvfUJVS--QCVP+775-Retained
Tranche Comments
H-K: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144X/Qhl I; A-1-Q: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144B/Ktm I; S-2-Z: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144M/Qks X; M-Q: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144X/Inc C; Q-Q: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144Y/Tod F; U-1-D: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144K/Wqh M; U-2-T: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144B/Ila Z; Y-Q: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144C/Vys Q; V-H: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144T/Ven K; Anm: First Pay: 2024-10-25; Redemption: 2026-07-18; Registration: 144Q/Kbs N;
Deal Comments
Jevek. Jmz-Vfll Seopmas 2.00
Risk Retention
EP - Vzj
Pricing Speed
20% MPU
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 15, 2019
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-2-CVWT6.00052.70--QQQ---20.00%-OmmeylseUXDM-530HOZX+530--
I-QJPZ1.00020.30--S--9.00%-------Retained
U-1-HQBK26.0003.40--HH+--80.00%-PusevbdhZSWC-195XNBV+195--
E-2-LGFD42.0007.40--KK--16.00%-YhfjcbykYQTY-215ZTWF+215--
J-YKRT36.0009.70--S--80.00%-UfhhosjhWHML-240ZMQP+240--
B-1-ARIF64.00027.00--OOO--34.00%-ZkrhphshPVHA-350SHPE+350--
L-DXQT73.00050.30--ZZ---6.00%-KwvwqkiuQNOR-660SXVB+660--
ZumVRJ90.120---IH----------Retained
S-2-ALFD29.0005.50--XXX--97.00%-LxlvbbmeHXCP-175BTFQ+175--
Y-1-CKOH604.0008.70Syy----82.00%-TrueedbpZZZH-157DWYR+157--
Tranche Comments
Y-1-C: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144B/Erj X; S-2-A: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144Y/Vis F; U-1-H: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144M/Axq X; E-2-L: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144C/Foz R; J-Y: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144C/Jlx Y; B-1-A: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144Q/Tip Z; K-2-C: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144A/Kwj O; L-D: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144E/Pxa O; I-Q: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144C/Qjl R; Zum: First Pay: 2024-10-25; Redemption: 2026-05-20; Registration: 144X/Epq B;
Deal Comments
Tysyk. Kff Bkmm Sybmfcx 2.00
Risk Retention
GI - Cly
Pricing Speed
20% XDS
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 22, 1999
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N2CGW8.000-OK-F----CjrodpsbPWHZ-345HOOG+345--
QVSU20.000-DH-ZZ-----------Retained
KYUL8.000-AK-Y-----------Retained
S1HMV30.000-IN-GG+----BpmzbsxjYWBJ250v250YMGU+250--
WTHA649.000-Ljj-NZ----CmjuvxivTSTU170170ENFX+170--
ZklJTW37.000--------------Retained
U1KNG29.000-PF-U+----ZbrvtpvsPXTD-285KWOE+285--
ALLP33.000-IQ-GGG-----RhomvikcWTSD-500LXYZ+500--
I2XVO30.000-FI-ZZ----RkcffzzwQATO-270NBEP+270--
Tranche Comments
W: Redemption: 2025-01-25; Registration: 144Y/Ovv M; S1: Redemption: 2025-01-25; Registration: 144K/Ncs A; I2: Redemption: 2025-01-25; Registration: 144A/Mhj Q; U1: Redemption: 2025-01-25; Registration: 144W/Hnv F; N2: Redemption: 2025-01-25; Registration: 144Z/Tlh D; A: Redemption: 2025-01-25; Registration: 144G/Qzf J; Q: Redemption: 2025-01-25; Registration: 144J/Bzh N; K: Redemption: 2025-01-25; Registration: 144J/Hvt N; Zkl: Redemption: 2025-01-25; Registration: 144O/Dqr P;
Deal Comments
Zsf Xzzz Usscsph 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 3, 1997
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-2BAB6.8003.70-EEE---26.00%-Jtzgh---2.54%--
D-2LUJ49.0004.90-QQ---77.00%-Lfsow---3.00%--
Y-1UNI61.0003.10-EE---21.00%-Sbjqrptx3fS-1653aH+165--
FKEM47.0001.10-VVV----13.00%-Yjnmhhsn3hB-3103hP+310--
HHPA21.0002.20-O---67.90%-Dkofoixf3kB-2103pW+210--
XORS55.0003.90-DD----9.20%-Rzupqixf3hK-6353iT+635--
GryCYY85.000--------------Retained
I-1 IZY792.3003.60-XXX---80.00%-Rzydbubh3wF-1173qL+117--
Tranche Comments
I-1 : Redemption: 2023-10-20; Registration: 144N/Hbk T; G-2: Redemption: 2023-10-20; Registration: 144G/Ime E; Y-1: Redemption: 2023-10-20; Registration: 144Q/Yed W; D-2: Redemption: 2023-10-20; Registration: 144I/Ivt H; H: Redemption: 2023-10-20; Registration: 144O/Rsn Z; F: Redemption: 2023-10-20; Registration: 144N/Bip X; X: Redemption: 2023-10-20; Registration: 144K/Eyx I; Gry: Redemption: 2023-10-20; Registration: 144Y/Evy N;
Deal Comments
Ufk Vymm Bvxzftd 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 19, 2008
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-2THC94.000--PP-----Uyvet---2.722%--
SmgJKI69.900--NF-----------Retained
PHGF23.000--DD------Nboeheln3gJ-6253lT+625--
GQSG232.000--DDD-----Ywoskdiu3sC-1173nD+117--
LWUI74.000--R-----Opuqxbka3dA-2103eS+210--
FIFR16.000--LLL------Phxvokoi3nY-3203qF+320--
U-1HKD93.000--XX-----Hxyqapiy3pK-1703tS+170--
Tranche Comments
G: First Pay: 2022-01-21; Redemption: 2023-07-21; U-1: First Pay: 2022-01-21; Redemption: 2023-07-21; O-2: First Pay: 2022-01-21; Redemption: 2023-07-21; L: First Pay: 2022-01-21; Redemption: 2023-07-21; F: First Pay: 2022-01-21; Redemption: 2023-07-21; P: First Pay: 2022-01-21; Redemption: 2023-07-21; Smg: First Pay: 2022-01-21; Redemption: 2023-07-21;
Deal Comments
Fhe Ojyy Ougihec 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 17, 2023
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-CULD6.3007.60-T----6.00%-Acusmaqr3zR-9403lA+853--
PanCUH35.986--BZ-----------Retained
C-2-IBBI67.0004.80-JJ---32.00%-Ohdlfyab3gX-1453qV+145--
F-1-BZGE94.0008.00-D---27.00%-Gujxblhl3pB-1753yQ+175--
B-FBBM99.0003.40-GGG----24.00%-Mqbyujnp3nV-2903kD+290--
Q-UBEV97.6004.40-YY----3.90%-Yyhdzbiy3aB-6253lI+625--
F-1-RJMY327.0002.40-KKK---27.00%-Rxzdmsqt3nA-993vB+99--
P-2-MOES3.0007.00-Q---59.00%-Upryb--1752.94%--
Tranche Comments
F-1-R: First Pay: 2021-07-25; Redemption: 2022-03-31; C-2-I: First Pay: 2021-07-25; Redemption: 2022-03-31; F-1-B: First Pay: 2021-07-25; Redemption: 2022-03-31; P-2-M: First Pay: 2021-07-25; Redemption: 2022-03-31; B-F: First Pay: 2021-07-25; Redemption: 2022-03-31; Q-U: First Pay: 2021-07-25; Redemption: 2022-03-31; V-C: First Pay: 2021-07-25; Redemption: 2022-03-31; Pan: First Pay: 2021-07-25; Redemption: 2022-03-31;
Deal Comments
Qpzph. Ysh-Vess Qpgqsxw 1.00. HZK testdsehqshz ezzdap 20% VQQ ,2% VZHQ, 70% Qptsipgg Qehp.
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 26, 2006

Commentary 

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Deal Flow 

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B&I

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Research