Crestline Denali CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-RR	USD	221.830	-	Aaa	-	-	-	-	37.20%	-	Floating	SOFR	110a	113	SOFR+113	-	-
B-RR	USD	50.000	-	Aaa	-	-	-	-	23.10%	-	Floating	SOFR	165a	170	SOFR+170	-	-
C-R	USD	20.000	-	Aa3	-	-	-	-	17.40%	-	Floating	SOFR	200a	210	SOFR+210	-	-

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Tranche Comments

A-RR: First Pay: 2024-07-15; Redemption: 2024-12-20; Registration: 144A/Reg S; B-RR: First Pay: 2024-07-15; Redemption: 2024-12-20; Registration: 144A/Reg S; C-R: First Pay: 2024-07-15; Redemption: 2024-12-20; Registration: 144A/Reg S;

Deal Comments

Partial Refinancing. Non-Call Period: 0.5

Pricing Speed

20 CPR

Reinvestment Period End Date

Oct 15, 2023

Crestline Denali Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-O	BHA	690.101	4.20	Qww	-	-	-	-	77.70%	-	Tuvxhjvc	3mQ	-	114	3tP+114	-	-
B-Z	AWL	22.700	5.90	Sw2	-	-	-	-	64.20%	-	Tdqhjjmj	3mF	-	175	3wG+175	-	-

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Tranche Comments

I-O: First Pay: 2021-10-25; Redemption: 2022-09-22; B-Z: First Pay: 2021-10-25; Redemption: 2022-09-22;

Deal Comments

Kzweifigein. Wzi Nfnn Wziezgv 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 29, 2005

Crestline Denali Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-E	EBM	97.000	6.40	Ue2	-	-	-	-	33.81%	-	Ywocbyna	3cG	-	165	3vG+165	-	-
Y-Y	ALV	71.000	2.30	J3	-	-	-	-	32.98%	-	Zlxovyet	3uO	-	235	3lD+235	-	-
I-X	BEY	100.000	5.20	Doo	-	-	-	-	46.91%	-	Lrpdvlkk	3mS	-	103	3aF+103	-	-

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Tranche Comments

I-X: First Pay: 2021-10-20; Redemption: 2022-04-20; F-E: First Pay: 2021-10-20; Redemption: 2022-04-20; Y-Y: First Pay: 2021-10-20; Redemption: 2022-04-20;

Deal Comments

Uptijqjtijb. Tfj Cqww Tpnifbl 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 29, 2016

Refinancing

Yes

Crestline Denali Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-P	WNU	85.000	3.10	Pt2	-	-	-	-	19.10%	-	Idcxkhzo	3zJ	-	165	3lS+165	-	-
E-W	HPT	994.000	6.00	Qll	-	-	-	-	69.30%	-	Bujkbkkj	3gS	-	106	3jZ+106	-	-

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Tranche Comments

E-W: First Pay: 2021-04-15; Redemption: 2022-04-15; S-P: First Pay: 2021-04-15; Redemption: 2022-04-15;

Deal Comments

Tmgqkfkuqka. Wgk Kfnn Smeqgcr 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 27, 2018

Crestline Denali Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
MI	HOK	78.400	-	Ooo3	FV	SP	-	-	81.00%	-	Ucvaewjy	3mP	-	335	3zS+335	-	-
MX	CKJ	7.000	-	W3	YK	VB	-	-	1.95%	-	Csvsyjwv	3uU	-	860	3yT+810	-	-
BK	RXY	1.000	-	PA	VL	FFF	-	-	-	-	Qvljmcaa	3dZ	-	70	3yF+70	-	-
D2F	RGI	97.000	-	Rll	VH	QQQ	-	-	87.00%	-	Folgk	Xhnox	-	124	4.400%	-	-
WL	WRC	12.700	-	Qy3	SK	JN	-	-	9.00%	-	Ssoboavr	3oJ	-	640	3eL+635	-	-
H1A	BSS	810.700	-	Kee	PY	CCC	-	-	98.00%	-	Mdvearxn	3gY	-	128	3eS+128	-	-
SY	FJS	13.800	-	A2	HX	PP	-	-	70.00%	-	Vpdettop	3mR	-	235	3nV+235	-	-
AF	HVY	57.200	-	Qz2	YQ	ER	-	-	12.00%	-	Gbwdfryx	3oC	-	180	3mX+180	-	-
Hng	HIP	50.000	-	PR	WL	KJ	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

BK: Registration: 144O/Nqc F; H1A: Registration: 144K/Ysh X; D2F: Registration: 144G/Wof Z; AF: Registration: 144Y/Fro M; SY: Registration: 144X/Kkk K; MI: Registration: 144L/Ufr T; WL: Registration: 144X/Zxx W; MX: Registration: 144F/Lvn L; Hng: Registration: 144E/Uaa E;

Deal Comments

Avyvg. Hso Mmvv Mvuhssj 2.00

Reinvestment Period (YRS)

Crestline Denali Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	PSM	43.000	1.00	S2	-	-	-	-	-	-	Arlpzitt	3mZ	-	-	3oB+235	-	-
O	TWB	91.000	4.00	As3	-	-	-	-	-	-	Cuusjfcr	3kK	-	-	3rR+600	-	-
E	QLY	275.000	7.00	Iww	-	-	-	-	-	-	Whusbsrw	3pW	-	-	3qV+122	-	-
J	PFG	29.000	1.00	Fk2	-	-	-	-	-	-	Tkbdzvxr	3pN	-	-	3cU+180	-	-
L	AYB	86.000	4.00	Onn3	-	-	-	-	-	-	Aweuzpdm	3oY	-	-	3cU+325	-	-
Cto	QPE	39.800	8.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Crestline Denali Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	ZUD	456.000	-	Cpp	-	-	-	-	-	-	Woxojqmc	3zV	-	-	3oI+112	-	-
S	JAI	56.000	-	Mx2	-	-	-	-	-	-	Ajyjkwhh	3nN	-	-	3xM+145	-	-
M	QPV	22.000	-	Q2	-	-	-	-	-	-	Xhpjlxjd	3wP	-	-	3cV+185	-	-
Z	VWP	58.000	-	Mv3	-	-	-	-	-	-	Geoxymjy	3zI	-	-	3gX+560	-	-
W	MLS	31.000	-	Btt3	-	-	-	-	-	-	Kplsctfl	3mG	-	-	3eV+260	-	-
Fvj	JTT	90.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Crestline Denali Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	GTR	78.000	-	I2	-	-	-	-	-	-	Cvzkqlbj	3kX	-	-	3tG+245	-	-
E	YYC	961.000	-	Ojj	-	PPP	-	-	-	-	Mjkctskx	3eX	-	-	3jJ+130	-	-
X-1	OHH	76.000	-	Jm2	-	-	-	-	-	-	Vhkduhjo	3oU	-	-	3lO+650	-	-
Ebajug	KRZ	78.720	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
C	LRC	26.000	-	Lg2	-	-	-	-	-	-	Jwsraqfn	3cZ	-	-	3nF+165	-	-
F-2	LBV	7.000	-	Va3	-	-	-	-	-	-	Gpbpszun	3tI	-	-	3rJ+800	-	-
B	JWJ	90.000	-	Grr3	-	-	-	-	-	-	Kjbslimj	3mG	-	-	3mE+380	-	-

Crestline Denali Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	KNF	66.580	-	Pn2	-	-	-	-	-	-	Qydfcjeq	3iX	-	-	3yK+195	-	-
D	KNF	23.400	-	Wg3	-	-	-	-	-	-	Jjqxmipi	3bX	-	-	3wN+840	-	-
Xowjvj	XLK	14.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
J	LPB	779.780	-	Xll	-	BBB	-	-	-	-	Dxpqzhif	3sD	-	-	3dW+159	-	-
W	GYM	48.130	-	U2	-	-	-	-	-	-	Djzwdquv	3rJ	-	-	3bV+265	-	-
L	WTY	67.000	-	Rll3	-	-	-	-	-	-	Lulzctmt	3gM	-	-	3yY+435	-	-