Assembly of a spliceosomal complex containing the SL RNA and the pre-mRNA to be joined, as well as all the spliceosomal snRNPs involved in trans leader splicing. Formation of the trans leader spliceosome brings together the quadruple SL/U4/U5/U6 snRNP and the complex of the U2 snRNP with the splice site of the pre-mRNA.