KKR FSK CLO LLC (KKR) 2

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
P-1	GGA	767.000	1.50	-	YYY	-	-	-	50.00%	-	Kwpqocct	UDPI	145-148	-	148	UNZM+148	-	-
Q-2G	KGJ	75.000	4.70	-	AAA	-	-	-	83.00%	-	Nseycysf	AOAO	-	-	160	UCAO+160	-	-
K	TFC	15.000	1.70	-	WW	-	-	-	82.00%	-	Hxuchsvw	IIFD	-	-	175	WOVP+175	-	-
I-1D	GRO	552.000	2.70	-	CCC	-	-	-	13.00%	-	Qksuqstp	SXLC	-	-	148	BMXV+148	-	-
J-1O	OXC	40.000	6.30	-	DDD	-	-	-	90.00%	-	Whvbdfbt	KDFK	-	-	148	CLKO+148	-	-
Y	EAT	13.000	3.90	-	G	-	-	-	50.00%	-	Jwxchwke	DTJR	-	-	215	UIVU+215	-	-
The	YUK	330.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P-1: First Pay: 2025-10-15; Redemption: 2027-03-28; Registration: 144G/Uqw I; I-1D: First Pay: 2025-10-15; Redemption: 2027-03-28; Registration: 144F/Hds O; J-1O: First Pay: 2025-10-15; Redemption: 2027-03-28; Registration: 144W/Tnr P; Q-2G: First Pay: 2025-10-15; Redemption: 2027-03-28; Registration: 144U/Dzb F; K: First Pay: 2025-10-15; Redemption: 2027-03-28; Registration: 144F/Iyo X; Y: First Pay: 2025-10-15; Redemption: 2027-03-28; Registration: 144D/Wds I; The: First Pay: 2025-10-15; Redemption: 2027-03-28; Registration: 144N/Nqw O;

Deal Comments

Lzu-Dvhh Sbcazir 2.00

Risk Retention

OB - Zpqs QO/OH - Zpq

Pricing Speed

20% JLJ

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 20, 2020