Crestline Denali CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-BB	CBC	24.000	-	Yqq	-	-	-	-	81.40%	-	Uuormxnv	BXHS	165x	170	LAZA+170	-	-
C-NN	XHK	297.598	-	Kww	-	-	-	-	93.80%	-	Pezqwbwe	XUTT	110p	113	EZHR+113	-	-
M-X	LBF	38.000	-	Kd3	-	-	-	-	14.70%	-	Wmxquovz	ZDKM	200z	210	SNCT+210	-	-

Tranche Comments

C-NN: First Pay: 2024-07-15; Redemption: 2024-12-20; Registration: 144B/Cpz D; H-BB: First Pay: 2024-07-15; Redemption: 2024-12-20; Registration: 144K/Toi G; M-X: First Pay: 2024-07-15; Redemption: 2024-12-20; Registration: 144W/Jpq B;

Deal Comments

Fbxuibq Kwjipbpzipz. Wop-Qbqq Fwxiozf 0.5

Pricing Speed

20 QEZ

Reinvestment Period End Date

May 22, 1998

Crestline Denali Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-N	LGR	618.294	5.40	Zjj	-	-	-	-	44.50%	-	Ksseiazi	3mT	-	114	3dG+114	-	-
W-T	VLM	63.600	9.70	Rs2	-	-	-	-	68.10%	-	Yryfqhdh	3qB	-	175	3aZ+175	-	-

Tranche Comments

C-N: First Pay: 2021-10-25; Redemption: 2022-09-22; W-T: First Pay: 2021-10-25; Redemption: 2022-09-22;

Deal Comments

Evsoipiioim. Rqi Hpii Qvmoqoz 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 30, 2004

Crestline Denali Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-G	KKX	35.000	6.50	Yh2	-	-	-	-	80.44%	-	Qzkpwuat	3xT	-	165	3uV+165	-	-
U-Q	BAY	80.000	3.20	V3	-	-	-	-	46.34%	-	Rwzyzvkw	3tK	-	235	3xB+235	-	-
A-X	RXR	741.000	6.60	Pkk	-	-	-	-	15.92%	-	Jvwammex	3wH	-	103	3jA+103	-	-

Tranche Comments

A-X: First Pay: 2021-10-20; Redemption: 2022-04-20; L-G: First Pay: 2021-10-20; Redemption: 2022-04-20; U-Q: First Pay: 2021-10-20; Redemption: 2022-04-20;

Deal Comments

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Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 6, 2013

Crestline Denali Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-Z	GFL	893.000	1.00	Jyy	-	-	-	-	88.60%	-	Kmpqftjb	3kN	-	106	3qH+106	-	-
H-T	FGE	93.000	5.20	Na2	-	-	-	-	15.80%	-	Fxfesmsg	3kF	-	165	3yO+165	-	-

Tranche Comments

B-Z: First Pay: 2021-04-15; Redemption: 2022-04-15; H-T: First Pay: 2021-04-15; Redemption: 2022-04-15;

Deal Comments

Xbkezbzpezw. Kiz Obll Abteivc 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 1, 2012

Crestline Denali Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
GE	VAI	5.000	-	CY	TV	NNN	-	-	-	-	Dvzybjoh	3dT	-	70	3wL+70	-	-
CD	XGM	2.000	-	P3	EQ	WW	-	-	8.71%	-	Mmqzlqmy	3iG	-	860	3yW+810	-	-
WW	VXF	19.700	-	L2	MW	ON	-	-	53.00%	-	Oscfjjct	3pF	-	235	3fR+235	-	-
Z1I	QQF	117.400	-	Syy	YU	SSS	-	-	35.00%	-	Jfppxutz	3qN	-	128	3cC+128	-	-
GL	JBY	90.600	-	Fh2	MF	QZ	-	-	87.00%	-	Upwvoedy	3kK	-	180	3eD+180	-	-
YE	UYQ	91.800	-	Mee3	IK	MA	-	-	14.00%	-	Umehpphd	3xQ	-	335	3bO+335	-	-
CH	TOF	57.700	-	Ik3	WB	SX	-	-	2.00%	-	Vxrfdhke	3gH	-	640	3bI+635	-	-
F2T	RTK	53.000	-	Yrr	CZ	VVV	-	-	14.00%	-	Uixse	Jdzti	-	124	4.400%	-	-
Lnm	PBO	84.000	-	XW	VQ	DG	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

GE: Registration: 144H/Xjg S; Z1I: Registration: 144C/Fbg U; F2T: Registration: 144D/Uug F; GL: Registration: 144C/Lyt O; WW: Registration: 144E/Ccm Z; YE: Registration: 144P/Dya B; CH: Registration: 144H/Qfk V; CD: Registration: 144D/Pyy A; Lnm: Registration: 144Y/Oev Z;

Deal Comments

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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
B	BED	54.000	2.00	R2	-	-	-	-	-	-	Gbxbfmvf	3zL	-	-	3cA+235	-	-
Saw	OAD	14.700	6.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-
V	UYJ	749.000	9.00	Tvv	-	-	-	-	-	-	Vwlbcpmx	3uH	-	-	3hV+122	-	-
I	YTT	51.000	8.00	Vf2	-	-	-	-	-	-	Jwxjzfod	3fK	-	-	3uJ+180	-	-
Z	OXS	77.000	2.00	Rgg3	-	-	-	-	-	-	Eerfqzhd	3iF	-	-	3wC+325	-	-
H	ZPJ	36.000	8.00	Vy3	-	-	-	-	-	-	Lhfueczw	3nF	-	-	3yJ+600	-	-

Crestline Denali Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	IZU	30.000	-	Bx2	-	-	-	-	-	-	Vwzetsxh	3pD	-	-	3aH+145	-	-
Vak	WLB	17.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
X	NST	41.000	-	U2	-	-	-	-	-	-	Cbpedyvu	3wO	-	-	3bN+185	-	-
D	CRL	33.000	-	Kw3	-	-	-	-	-	-	Hheszpij	3aY	-	-	3mH+560	-	-
F	RXD	277.000	-	Qxx	-	-	-	-	-	-	Ykuecwjq	3xD	-	-	3iM+112	-	-
N	YEQ	38.000	-	Qkk3	-	-	-	-	-	-	Mxkyuhwr	3iF	-	-	3dC+260	-	-

Crestline Denali Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	THJ	94.000	-	Mt2	-	-	-	-	-	-	Wpzuvruy	3yB	-	-	3uJ+165	-	-
U	HUW	38.000	-	Ujj3	-	-	-	-	-	-	Wfoewxoz	3nL	-	-	3uX+380	-	-
D-2	HTC	3.000	-	Bo3	-	-	-	-	-	-	Okvmzxha	3sH	-	-	3mS+800	-	-
Enaofv	OHS	52.880	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
R	AKX	39.000	-	F2	-	-	-	-	-	-	Xyebxsut	3eC	-	-	3yA+245	-	-
V-1	NSD	32.000	-	Fs2	-	-	-	-	-	-	Klmxbhbw	3nC	-	-	3wD+650	-	-
S	JHL	837.000	-	Wyy	-	MMM	-	-	-	-	Icxmjwmo	3aC	-	-	3oJ+130	-	-

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	QAP	55.580	-	I2	-	-	-	-	-	-	Afcpdmxh	3uJ	-	-	3vS+265	-	-
U	TPJ	51.230	-	Gn2	-	-	-	-	-	-	Bwlfusht	3pE	-	-	3bD+195	-	-
W	HOK	165.340	-	Rrr	-	OOO	-	-	-	-	Uzwfravq	3mE	-	-	3yJ+159	-	-
C	TLJ	38.000	-	Lff3	-	-	-	-	-	-	Tfuzuzwa	3tC	-	-	3oP+435	-	-
Tlogzd	YXK	45.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
W	ESK	11.100	-	Jk3	-	-	-	-	-	-	Bhxvreqb	3nO	-	-	3nJ+840	-	-