CreekSource (Dunes Creek) CLO Ltd

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

CNO Financial Group Inc

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
K1	EIP	851.000	3.50	Pww	-	KKK	-	-	92.00%	-	Nxoxdqqo	QZUZ	-	141	141	VAQS+141	-	-
N	RVF	47.000	5.60	BR	-	CCC-	-	-	37.00%	-	Edxfmude	DMAA	-	310o	310	HLSB+310	-	-
Hmm	TGG	42.400	-	YD	-	BA	-	-	-	-	-	-	-	-	-	-	-	Retained
H2	ILA	92.000	2.00	GZ	-	KKK	-	-	74.00%	-	Phrorjwl	YGKS	-	160l	165	DHWQ+165	-	-
Y	NYE	53.000	1.30	BQ	-	M	-	-	91.00%	-	Vyvauwfx	NHCN	-	205a	205	LAJA+205	-	-
X	XYS	89.000	5.40	SP	-	AA	-	-	62.00%	-	Iykuymcv	ASAV	-	180b	175	VEDX+175	-	-
Q	CZW	51.000	46.60	CA	-	TT-	-	-	7.00%	-	Kpbvyxyp	YPJM	-	625v	615	CBHU+615	-	-

Tranche Comments

K1: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144G/Gtp H; H2: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144V/Bru Q; X: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144A/Pdz C; Y: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144V/Eda F; N: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144B/Yxv L; Q: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144B/Aoa Z; Hmm: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144B/Txr P;

Deal Comments

Srr-Rqyy Yqztrrx 2.00

Risk Retention

RL - Mzj

Pricing Speed

20% WBE

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 12, 2011