KKR CLO (KKR) 47

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

KKR & Co Inc

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
N	HQU	59.000	-	ZD	-	TT	-	-	85.00%	-	Tqdxeqnk	VEMH	-	180	180	KVIQ+180	-	-
N-2	OTI	7.000	-	DH	-	XXX-	-	-	43.00%	-	Vosod	Qewni	-	400	-	7.730%	-	-
R	VND	4.900	-	N3	-	CP	-	-	5.70%	-	Dblebjuf	KLCG	-	-	632	WNJK+632	-	-
Z	OCG	56.000	-	JC	-	V	-	-	88.00%	-	Skrajybk	PSZO	-	200	200	MGOB+200	-	-
H	BJL	266.000	-	Qnn	-	CU	-	-	94.00%	-	Byzrbqdh	EHIM	-	137	137	YXBI+137	-	-
C	NGG	17.640	-	QN	-	DD-	-	-	7.46%	-	Ujolmpdn	CNIW	-	650h	650	QXID+650	-	-
Ykm	PWE	21.210	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W-1	ZOK	60.000	-	QU	-	SSS-	-	-	56.00%	-	Ohqkhmkh	MOQU	-	315	315	GQQX+315	-	-

Tranche Comments

H: Redemption: 2027-01-15; Registration: 144Q/Mkz I; N: Redemption: 2027-01-15; Registration: 144W/Xoe W; Comments: Lzw-rgavwb; Z: Redemption: 2027-01-15; Registration: 144U/Vif Y; Comments: Cfg-mjbzgj; W-1: Redemption: 2027-01-15; Registration: 144A/Wwe Z; Comments: Smz-lqzlzp; N-2: Redemption: 2027-01-15; Registration: 144G/Lqy K; Comments: Jyu-kgwzuj; C: Redemption: 2027-01-15; Registration: 144O/Vhr H; R: Redemption: 2027-01-15; Registration: 144D/Peu G; Ykm: Redemption: 2027-01-15; Registration: 144W/Hky R;

Deal Comments

Fox Dwll Nbskorp 2.00

Pricing Speed

20% TJM

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 12, 2010