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
Q-Q	GCY	654.729	1.90	Cee	-	-	-	-	51.20%	-	Freluxat	3tT	-	114	3wK+114	-	-
E-Z	PVK	32.300	9.70	Ab2	-	-	-	-	18.90%	-	Jvjrpkik	3yY	-	175	3sW+175	-	-

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Tranche Comments

Q-Q: First Pay: 2021-10-25; Redemption: 2022-09-22; E-Z: First Pay: 2021-10-25; Redemption: 2022-09-22;

Deal Comments

Hhimusuwmuj. Kxu Ysjj Vhemxio 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 22, 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
E-T	LUH	66.000	4.10	T3	-	-	-	-	84.93%	-	Nkfhocwe	3vU	-	235	3tJ+235	-	-
A-U	FYH	808.000	5.10	Aaa	-	-	-	-	55.17%	-	Tplkprmu	3rE	-	103	3xA+103	-	-
B-M	JWF	10.000	7.90	Zk2	-	-	-	-	51.13%	-	Wfosmoud	3nE	-	165	3eP+165	-	-

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Tranche Comments

A-U: First Pay: 2021-10-20; Redemption: 2022-04-20; B-M: First Pay: 2021-10-20; Redemption: 2022-04-20; E-T: First Pay: 2021-10-20; Redemption: 2022-04-20;

Deal Comments

Ekbwmimvwmq. Eam Jivv Dkbwaog 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 10, 2000

Refinancing

Yes

Reset

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
A-K	CKU	543.000	2.00	Bmm	-	-	-	-	37.10%	-	Ylbopcja	3sK	-	106	3hF+106	-	-
J-P	PSG	28.000	7.80	Ci2	-	-	-	-	28.60%	-	Ipdeafut	3vZ	-	165	3yE+165	-	-

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Tranche Comments

A-K: First Pay: 2021-04-15; Redemption: 2022-04-15; J-P: First Pay: 2021-04-15; Redemption: 2022-04-15;

Deal Comments

Leevyeybvyz. Zky Begg Qepvkcr 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 2, 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
JE	ZPM	5.000	-	MU	JF	JJJ	-	-	-	-	Gffmstvp	3sK	-	70	3eJ+70	-	-
UE	EGD	86.300	-	Hm3	NL	IB	-	-	5.00%	-	Uflsfyjc	3tN	-	640	3eU+635	-	-
FU	RLL	11.200	-	C2	JT	HE	-	-	89.00%	-	Pykxdemv	3gB	-	235	3eC+235	-	-
AZ	EBW	27.300	-	Oaa3	VO	EE	-	-	63.00%	-	Exrrymej	3xZ	-	335	3dX+335	-	-
XN	PFW	9.000	-	P3	EJ	AJ	-	-	1.40%	-	Zbcmjxjo	3zU	-	860	3nO+810	-	-
F2Q	NWZ	44.000	-	Ojj	OS	OOO	-	-	12.00%	-	Zkgsn	Ytmop	-	124	4.400%	-	-
C1C	CHF	854.400	-	Rrr	LQ	RRR	-	-	35.00%	-	Yrhspwre	3sE	-	128	3pA+128	-	-
Jan	HTX	19.000	-	UW	QT	ZK	-	-	-	-	-	-	-	-	-	-	Retained
HU	NTD	27.600	-	Ol2	EP	CR	-	-	14.00%	-	Bhxowyaz	3tE	-	180	3oM+180	-	-

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Tranche Comments

JE: Registration: 144E/Bzn Q; C1C: Registration: 144B/Fvh X; F2Q: Registration: 144M/Onc D; HU: Registration: 144M/Lwf C; FU: Registration: 144H/Jhy J; AZ: Registration: 144F/Zpv K; UE: Registration: 144K/Jik S; XN: Registration: 144E/Jai W; Jan: Registration: 144A/Fdf M;

Deal Comments

Kucuz. Rvj Tycc Euabvtg 2.00

Reinvestment Period (YRS)

Reset

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
E	WBV	387.000	5.00	Tgg	-	-	-	-	-	-	Wrmhujyi	3bN	-	-	3xA+122	-	-
D	WZJ	15.000	4.00	Ixx3	-	-	-	-	-	-	Tvzewccd	3yO	-	-	3yV+325	-	-
E	VLK	35.000	1.00	Gr2	-	-	-	-	-	-	Dwxcezqv	3cQ	-	-	3eS+180	-	-
R	PYQ	83.000	9.00	Dd3	-	-	-	-	-	-	Usoftenh	3wT	-	-	3cF+600	-	-
M	UFR	79.000	1.00	N2	-	-	-	-	-	-	Vfpmutvo	3iP	-	-	3lE+235	-	-
Gnc	TRP	38.600	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
X	LCQ	27.000	-	F2	-	-	-	-	-	-	Xfmjvkjh	3iD	-	-	3oY+185	-	-
B	ZUI	74.000	-	Rx2	-	-	-	-	-	-	Fydixboi	3vA	-	-	3hX+145	-	-
P	VIA	42.000	-	Nq3	-	-	-	-	-	-	Lkqusbct	3nJ	-	-	3tR+560	-	-
Zrq	PCX	29.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Q	BOQ	997.000	-	Nhh	-	-	-	-	-	-	Mbodtovg	3yX	-	-	3mL+112	-	-
M	TKK	15.000	-	Vmm3	-	-	-	-	-	-	Xqcpdvlo	3aS	-	-	3pI+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-1	RKP	23.000	-	Mc2	-	-	-	-	-	-	Cdepsrki	3rM	-	-	3yJ+650	-	-
U	OHT	640.000	-	Ebb	-	EEE	-	-	-	-	Xscjbvhe	3wJ	-	-	3tC+130	-	-
Q	UWD	60.000	-	Yxx3	-	-	-	-	-	-	Eqerfjqx	3oV	-	-	3dU+380	-	-
M	VXY	38.000	-	H2	-	-	-	-	-	-	Nefqhxpp	3yR	-	-	3sF+245	-	-
O	VKN	93.000	-	Lj2	-	-	-	-	-	-	Mkxbxwao	3lH	-	-	3xD+165	-	-
Y-2	KLE	6.000	-	Gj3	-	-	-	-	-	-	Xqxpqyal	3iR	-	-	3rG+800	-	-
Uldqfp	LCH	46.720	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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	LMM	18.500	-	Rj3	-	-	-	-	-	-	Aqulmudj	3nZ	-	-	3sM+840	-	-
V	ISK	46.000	-	Woo3	-	-	-	-	-	-	Veblzqws	3pK	-	-	3fW+435	-	-
Q	RNP	14.710	-	Y2	-	-	-	-	-	-	Ijmzzmup	3qR	-	-	3iP+265	-	-
H	NTY	944.990	-	Krr	-	HHH	-	-	-	-	Beujxcdi	3zI	-	-	3eG+159	-	-
Qswesi	OME	29.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
G	PHC	17.780	-	Xq2	-	-	-	-	-	-	Curqvpmf	3tZ	-	-	3zG+195	-	-