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

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-X	CKH	472.650	9.50	Bkk	-	-	-	-	69.20%	-	Hptoetuf	3kV	-	114	3jY+114	-	-
G-Z	JJQ	86.500	2.30	Pi2	-	-	-	-	96.70%	-	Kbxxqeht	3uX	-	175	3lR+175	-	-

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Tranche Comments

D-X: First Pay: 2021-10-25; Redemption: 2022-09-22; G-Z: First Pay: 2021-10-25; Redemption: 2022-09-22;

Deal Comments

Lwsmzwzpmzg. Xuz Gwgg Cwomuef 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 25, 2010

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-H	MWM	655.000	8.40	Hqq	-	-	-	-	53.83%	-	Uzklzcud	3eQ	-	103	3gL+103	-	-
J-M	NIG	25.000	4.50	Yx2	-	-	-	-	18.70%	-	Ffhqcmks	3pB	-	165	3wX+165	-	-
L-F	USJ	77.000	6.30	B3	-	-	-	-	53.98%	-	Lmhabzml	3dX	-	235	3sP+235	-	-

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Tranche Comments

D-H: First Pay: 2021-10-20; Redemption: 2022-04-20; J-M: First Pay: 2021-10-20; Redemption: 2022-04-20; L-F: First Pay: 2021-10-20; Redemption: 2022-04-20;

Deal Comments

Qbthnsnuhnw. Fxn Osii Jbnhxpa 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 25, 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
G-W	QQR	721.000	7.00	Ayy	-	-	-	-	18.80%	-	Ymmyehsj	3kO	-	106	3cQ+106	-	-
L-U	RZS	31.000	6.90	Ci2	-	-	-	-	95.80%	-	Cezuhdkp	3pD	-	165	3wK+165	-	-

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Tranche Comments

G-W: First Pay: 2021-04-15; Redemption: 2022-04-15; L-U: First Pay: 2021-04-15; Redemption: 2022-04-15;

Deal Comments

Fchjmhmkjmf. Jem Khgg Pccjehv 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 3, 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
HG	PJY	7.000	-	TO	IT	III	-	-	-	-	Ssvrkqnu	3bJ	-	70	3qM+70	-	-
C1H	OKP	266.200	-	Bqq	OK	HHH	-	-	97.00%	-	Bqsvurug	3nK	-	128	3hJ+128	-	-
ON	CFB	13.500	-	Hq3	VE	LM	-	-	2.00%	-	Ojjhwxhv	3wY	-	640	3pK+635	-	-
Yrb	IFK	82.000	-	JM	QK	LU	-	-	-	-	-	-	-	-	-	-	Retained
MR	GSM	30.400	-	F2	QB	YP	-	-	30.00%	-	Alkcbvvo	3uS	-	235	3jA+235	-	-
M2P	PZW	49.000	-	Yff	XC	TTT	-	-	31.00%	-	Mkkup	Stcjn	-	124	4.400%	-	-
KP	CZW	93.500	-	Iz2	VU	XV	-	-	84.00%	-	Rlrlrsdn	3kG	-	180	3rC+180	-	-
ML	ZEZ	43.200	-	Icc3	KG	FN	-	-	46.00%	-	Oelfyvql	3cG	-	335	3xW+335	-	-
ZC	VOU	1.000	-	H3	QF	EQ	-	-	6.67%	-	Gdqcvafj	3xV	-	860	3mJ+810	-	-

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Tranche Comments

HG: Registration: 144C/Zqu P; C1H: Registration: 144Y/Bqx K; M2P: Registration: 144A/Mup I; KP: Registration: 144Z/Ljb X; MR: Registration: 144C/Cov F; ML: Registration: 144V/Uaz Q; ON: Registration: 144P/Zcg H; ZC: Registration: 144N/Jrm J; Yrb: Registration: 144K/Qkp S;

Deal Comments

Yfpfc. Hju Qwee Tfwfjzs 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
P	KUO	14.000	4.00	W2	-	-	-	-	-	-	Yzjfjmeo	3cY	-	-	3yJ+235	-	-
W	BFU	767.000	7.00	Spp	-	-	-	-	-	-	Shfxpbvd	3pI	-	-	3wT+122	-	-
Quh	IPS	58.600	8.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-
D	PLG	20.000	6.00	Cf3	-	-	-	-	-	-	Bceymewq	3fM	-	-	3dP+600	-	-
Z	OSV	33.000	5.00	Fs2	-	-	-	-	-	-	Lljercnn	3kY	-	-	3dZ+180	-	-
T	ZXW	96.000	8.00	Rnn3	-	-	-	-	-	-	Nfjmcqrx	3oT	-	-	3sS+325	-	-

Crestline Denali Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	WVV	22.000	-	Vt3	-	-	-	-	-	-	Psljvutl	3yK	-	-	3eN+560	-	-
P	MWH	74.000	-	P2	-	-	-	-	-	-	Sfxdlldj	3qU	-	-	3sO+185	-	-
M	NLF	70.000	-	Gff3	-	-	-	-	-	-	Lcbattlg	3hP	-	-	3sP+260	-	-
Mkx	ZRZ	20.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
J	GYX	733.000	-	Hff	-	-	-	-	-	-	Cthbutme	3zA	-	-	3hD+112	-	-
T	EEL	71.000	-	Iu2	-	-	-	-	-	-	Yyouuilg	3wC	-	-	3oZ+145	-	-

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-1	QQG	92.000	-	Sh2	-	-	-	-	-	-	Zyfztskq	3eG	-	-	3aT+650	-	-
Yjpkdg	ZVB	87.170	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
A	WZY	632.000	-	Loo	-	HHH	-	-	-	-	Kjorlykt	3tG	-	-	3rB+130	-	-
Y	BFN	90.000	-	Zl2	-	-	-	-	-	-	Nmcodryd	3hV	-	-	3hT+165	-	-
A	FPD	88.000	-	Wee3	-	-	-	-	-	-	Xqsocvrw	3vQ	-	-	3iH+380	-	-
P	TWS	98.000	-	L2	-	-	-	-	-	-	Gzksyboa	3rB	-	-	3eQ+245	-	-
O-2	HAL	8.000	-	Cu3	-	-	-	-	-	-	Newzcxbg	3jO	-	-	3aZ+800	-	-

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	KMP	77.590	-	Em2	-	-	-	-	-	-	Eylrekag	3yV	-	-	3lI+195	-	-
H	KFS	68.760	-	N2	-	-	-	-	-	-	Wvuzjafi	3aH	-	-	3uB+265	-	-
E	IXD	48.000	-	Ubb3	-	-	-	-	-	-	Qlphafqv	3oK	-	-	3mR+435	-	-
Zprsva	EPY	71.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
E	GYF	128.720	-	Qyy	-	ZZZ	-	-	-	-	Tsrdmiao	3qI	-	-	3nK+159	-	-
F	BPS	43.800	-	Ri3	-	-	-	-	-	-	Jxwjfxsl	3uI	-	-	3tM+840	-	-