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
L1	MUR	204.000	5.60	Npp	-	DDD	-	-	16.00%	-	Chbpkmmt	JGPF	-	141	141	VMPA+141	-	-
Z2	TZF	96.000	4.00	BY	-	LLL	-	-	79.00%	-	Kxkjzebf	NIPO	-	160y	165	ALQM+165	-	-
G	KLJ	34.000	1.20	UF	-	VV	-	-	24.00%	-	Okrelhrm	XTDA	-	180b	175	EZFA+175	-	-
Q	OLY	39.000	60.90	EV	-	CC-	-	-	5.00%	-	Efxcuhwq	SXMW	-	625m	615	JWXK+615	-	-
Exy	HUY	15.100	-	YS	-	AT	-	-	-	-	-	-	-	-	-	-	-	Retained
H	ABP	59.000	1.90	BE	-	U	-	-	57.00%	-	Ckrdydlo	CKPX	-	205a	205	IDYN+205	-	-
B	IWE	78.000	8.70	OQ	-	QQQ-	-	-	65.00%	-	Oflswssk	TMXP	-	310c	310	NAHE+310	-	-

Tranche Comments

L1: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144J/Ktl F; Z2: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144K/Woj P; G: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144T/Xkl E; H: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144Z/Vyu I; B: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144O/Tko X; Q: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144F/Lad A; Exy: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144A/Ufc U;

Deal Comments

Ayz-Qukk Sotayaj 2.00

Risk Retention

CL - Wvw

Pricing Speed

20% VSR

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 10, 1999

Refinancing

Yes