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
L-1	NXD	947.000	4.40	-	XXX	-	-	-	53.00%	-	Oekxoznt	XSDC	145-148	-	148	VEVE+148	-	-
Fcn	LSS	631.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-2T	KFH	14.000	4.90	-	JJJ	-	-	-	36.00%	-	Nvevjtrz	VVQK	-	-	160	UKIY+160	-	-
Q	PYU	80.000	6.90	-	TT	-	-	-	31.00%	-	Avqhlukj	LYMQ	-	-	175	EGJS+175	-	-
X-1B	GRL	410.000	9.40	-	YYY	-	-	-	33.00%	-	Avoyaxcp	IDLJ	-	-	148	QIWP+148	-	-
H	XXY	11.000	5.50	-	S	-	-	-	99.00%	-	Jmhltthr	EHZH	-	-	215	MUCU+215	-	-
Z-1D	NKQ	81.000	6.40	-	XXX	-	-	-	85.00%	-	Bzflfzay	WKDZ	-	-	148	UHMO+148	-	-

Tranche Comments

L-1: First Pay: 2025-10-15; Redemption: 2027-03-28; Registration: 144A/Qmr Y; X-1B: First Pay: 2025-10-15; Redemption: 2027-03-28; Registration: 144O/Prh H; Z-1D: First Pay: 2025-10-15; Redemption: 2027-03-28; Registration: 144J/Mft C; Y-2T: First Pay: 2025-10-15; Redemption: 2027-03-28; Registration: 144J/Gpu L; Q: First Pay: 2025-10-15; Redemption: 2027-03-28; Registration: 144Y/Abk Q; H: First Pay: 2025-10-15; Redemption: 2027-03-28; Registration: 144K/Xvd K; Fcn: First Pay: 2025-10-15; Redemption: 2027-03-28; Registration: 144B/Qbs V;

Deal Comments

Fub-Gnyy Djgluvw 2.00

Risk Retention

PL - Vjvd EP/PQ - Vjv

Pricing Speed

20% NIB

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 18, 2016