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
D	FIV	79.000	92.80	BO	-	II-	-	-	8.00%	-	Gewlhbbs	IUWZ	-	625g	615	DBWM+615	-	-
D2	QWC	99.000	5.00	ZH	-	UUU	-	-	98.00%	-	Ivpjaulg	IPXJ	-	160g	165	PPWA+165	-	-
Y	EWD	20.000	1.40	DW	-	DDD-	-	-	73.00%	-	Ilhpuiml	XQLV	-	310k	310	VZVC+310	-	-
Oug	CYD	79.800	-	NP	-	BC	-	-	-	-	-	-	-	-	-	-	-	Retained
I1	MZA	618.000	8.90	Gqq	-	CCC	-	-	81.00%	-	Bhbvxjjc	HCWN	-	141	141	UOMT+141	-	-
D	TJF	80.000	5.60	EP	-	HH	-	-	68.00%	-	Wxjfxhbg	XJEQ	-	180a	175	KYNV+175	-	-
E	VYY	20.000	8.60	PQ	-	E	-	-	83.00%	-	Hrqcdamy	PPNJ	-	205r	205	TLHR+205	-	-

Tranche Comments

I1: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144X/Avw J; D2: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144C/Npc T; D: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144A/Rrx K; E: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144V/Ljy P; Y: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144V/Jaj J; D: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144F/Fna B; Oug: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144X/Jpd E;

Deal Comments

Vpw-Mztt Tmgwpkq 2.00

Risk Retention

ZU - Qql

Pricing Speed

20% SFG

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 23, 2020