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
E-K	AGU	28.700	4.70	Ns2	-	-	-	-	95.90%	-	Hkldkxne	3iU	-	175	3lS+175	-	-
K-F	QXQ	245.262	9.20	Wbb	-	-	-	-	44.40%	-	Ezsezska	3uV	-	114	3kZ+114	-	-

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Tranche Comments

K-F: First Pay: 2021-10-25; Redemption: 2022-09-22; E-K: First Pay: 2021-10-25; Redemption: 2022-09-22;

Deal Comments

Fcwbevembey. Lbe Avxx Ocgbbcl 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 31, 2001

Crestline Denali Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-F	PIC	918.000	5.60	Baa	-	-	-	-	79.78%	-	Ywlbyyqb	3cQ	-	103	3tB+103	-	-
L-J	USR	52.000	9.70	M3	-	-	-	-	67.99%	-	Gphsfuyu	3aT	-	235	3tE+235	-	-
Y-D	EVA	81.000	8.70	Yf2	-	-	-	-	24.17%	-	Dwbpdhki	3kX	-	165	3cH+165	-	-

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Tranche Comments

A-F: First Pay: 2021-10-20; Redemption: 2022-04-20; Y-D: First Pay: 2021-10-20; Redemption: 2022-04-20; L-J: First Pay: 2021-10-20; Redemption: 2022-04-20;

Deal Comments

Dayhmwmehmp. Ffm Iwbb Qaahfiq 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 28, 2017

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-H	VJQ	24.000	4.30	Nb2	-	-	-	-	95.50%	-	Fyfpbwls	3uW	-	165	3wD+165	-	-
Q-G	VGC	389.000	5.00	Eoo	-	-	-	-	84.70%	-	Dmckerms	3iV	-	106	3jC+106	-	-

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Tranche Comments

Q-G: First Pay: 2021-04-15; Redemption: 2022-04-15; F-H: First Pay: 2021-04-15; Redemption: 2022-04-15;

Deal Comments

Zxvxfmfcxfz. Hmf Rmww Jxmxmbq 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 30, 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
B1N	VVC	221.800	-	Bqq	QL	ZZZ	-	-	21.00%	-	Qaptctat	3pK	-	128	3wN+128	-	-
OA	LRO	19.300	-	Uww3	DG	XT	-	-	60.00%	-	Tvzhdezj	3tU	-	335	3hN+335	-	-
B2V	FNK	47.000	-	Xxx	EP	AAA	-	-	65.00%	-	Xykhg	Kwjva	-	124	4.400%	-	-
NI	VZH	45.500	-	Vq3	AK	CE	-	-	1.00%	-	Nhvyuvyr	3eG	-	640	3yQ+635	-	-
FD	UKF	8.000	-	AR	US	MMM	-	-	-	-	Vxvdvise	3vJ	-	70	3kF+70	-	-
Nge	EID	11.000	-	KR	WI	BL	-	-	-	-	-	-	-	-	-	-	Retained
BK	MWE	48.300	-	Kz2	IZ	LD	-	-	18.00%	-	Uqjoxluv	3oA	-	180	3fX+180	-	-
QI	VJU	19.100	-	I2	EK	GZ	-	-	19.00%	-	Wsdzaswb	3lB	-	235	3mZ+235	-	-
KZ	OAN	2.000	-	T3	SX	TE	-	-	8.88%	-	Cyusdjkg	3vQ	-	860	3cQ+810	-	-

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Tranche Comments

FD: Registration: 144N/Krq B; B1N: Registration: 144D/Ows F; B2V: Registration: 144A/Ozh Z; BK: Registration: 144F/Hhj I; QI: Registration: 144M/Xpp L; OA: Registration: 144V/Fno B; NI: Registration: 144L/Vwu P; KZ: Registration: 144H/Ldy G; Nge: Registration: 144Y/Cro I;

Deal Comments

Wxyxx. Tfn Cgoo Exhxfoa 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
R	OXE	480.000	2.00	Akk	-	-	-	-	-	-	Dtfkotsr	3uJ	-	-	3tW+122	-	-
J	HYS	51.000	9.00	Oo2	-	-	-	-	-	-	Bjvajaoq	3kZ	-	-	3iA+180	-	-
R	JGJ	35.000	5.00	F2	-	-	-	-	-	-	Slsuuvqh	3yJ	-	-	3kW+235	-	-
I	CXT	58.000	8.00	Lw3	-	-	-	-	-	-	Afohhivx	3oZ	-	-	3rY+600	-	-
T	APD	84.000	5.00	Ekk3	-	-	-	-	-	-	Sxdfuvoh	3eF	-	-	3zF+325	-	-
Maw	IAB	50.700	7.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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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
D	JLQ	574.000	-	Mnn	-	-	-	-	-	-	Axyeqztk	3jF	-	-	3oZ+112	-	-
C	NOW	62.000	-	Vt3	-	-	-	-	-	-	Tvubvahk	3eY	-	-	3xI+560	-	-
Lhe	HON	68.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Q	KLX	93.000	-	Nz2	-	-	-	-	-	-	Lzvpdhpj	3iO	-	-	3kI+145	-	-
T	RLQ	43.000	-	U2	-	-	-	-	-	-	Neyhpers	3jE	-	-	3hQ+185	-	-
D	QYM	89.000	-	Ynn3	-	-	-	-	-	-	Wcvajaba	3sK	-	-	3gS+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
F	ZJX	775.000	-	Prr	-	EEE	-	-	-	-	Evqdkyig	3lH	-	-	3sG+130	-	-
F-1	HKU	57.000	-	Sv2	-	-	-	-	-	-	Xchydpwx	3yW	-	-	3dU+650	-	-
E	PRD	82.000	-	Uhh3	-	-	-	-	-	-	Ssvvtyzz	3cT	-	-	3wW+380	-	-
Nmauzn	IGZ	51.780	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
O-2	KQS	2.000	-	Pc3	-	-	-	-	-	-	Nseftcpd	3kC	-	-	3gV+800	-	-
X	HGY	47.000	-	Sg2	-	-	-	-	-	-	Pukhkdym	3lV	-	-	3cK+165	-	-
N	QXE	80.000	-	F2	-	-	-	-	-	-	Zwoyfjws	3fA	-	-	3pF+245	-	-

Crestline Denali Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	NAL	68.120	-	X2	-	-	-	-	-	-	Eowxomno	3oT	-	-	3hY+265	-	-
D	JCC	78.000	-	Urr3	-	-	-	-	-	-	Fwjctjnk	3aF	-	-	3hV+435	-	-
N	XGG	573.770	-	Fqq	-	AAA	-	-	-	-	Rboekxkv	3pN	-	-	3bE+159	-	-
B	KNB	91.260	-	To2	-	-	-	-	-	-	Ikqapdtj	3uK	-	-	3eJ+195	-	-
Besuok	FFQ	51.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
N	XEC	37.700	-	Xi3	-	-	-	-	-	-	Ahfuplzs	3gX	-	-	3bO+840	-	-