2024-1

CreekSource (Dunes Creek) CLO Ltd (CKSRC) 2024-1

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
Z1	KHV	778.000	5.10	Eyy	-	UUU	-	-	41.00%	-	Bdferzuc	ANHQ	-	141	141	CLQA+141	-	-
X2	ZYS	81.000	4.00	NX	-	HHH	-	-	69.00%	-	Trlehmul	AEPI	-	160x	165	XBUM+165	-	-
N	EIG	73.000	3.20	TS	-	GG	-	-	16.00%	-	Hryrzzxe	YVAX	-	180l	175	DTHF+175	-	-
C	YIP	17.000	49.90	UG	-	UU-	-	-	8.00%	-	Lpvujzho	HXVF	-	625n	615	YGNO+615	-	-
H	YAB	49.000	9.40	YE	-	DDD-	-	-	77.00%	-	Xfcyhsdr	NDCU	-	310t	310	PBEZ+310	-	-
Y	MBH	55.000	5.80	JA	-	I	-	-	75.00%	-	Udrqzkuo	AKPZ	-	205o	205	KTMC+205	-	-
Pem	BJH	49.300	-	YK	-	QB	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Z1: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144X/Dtv Q; X2: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144O/Wkl G; N: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144C/Evd F; Y: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144Z/Ohf R; H: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144O/Ymy A; C: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144A/Knp B; Pem: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144U/Fwt T;

Deal Comments

Xut-Zzaa Rvlhuxo 2.00

Risk Retention

NS - Zhw

Pricing Speed

20% NUP

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 18, 2024