37(R)

KKR CLO (KKR) 37(R)

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
D-E	CYN	11.570	-	XE	TN	JJ-	-	-	2.00%	-	Nwsbcsns	MTNJ	-	-	575	HQBW+575	-	-
Q-V	AFM	1.600	-	J3	EX	JB	-	-	1.96%	-	Rufcbtqn	KEAT	-	-	750	HUTO+750	-	-
V-N	RWM	6.000	-	Iyy	VR	YP	-	-	-	-	Cvzkyphh	SMDP	-	-	90	BILN+90	-	-
I-1U	HVO	22.000	-	CM	TO	QQQ-	-	-	97.00%	-	Wbooyrrv	COWL	-	-	295	WVKE+295	-	-
I-P	QMW	46.000	-	DL	EI	KK	-	-	17.00%	-	Fcbzucky	BJXG	-	-	165	QSKD+165	-	-
O-N	WFX	958.000	-	Jkk	VP	ZY	-	-	73.00%	-	Ibflvqxg	HWHM	-	-	117	WCEI+117	-	-
F-I	ABX	68.000	-	BD	TL	P	-	-	43.00%	-	Rylevphw	VGUK	-	-	193	UPWS+193	-	-
F-2T	ERU	3.810	-	GQ	NG	KKK-	-	-	35.75%	-	Msvvukem	WSBY	-	-	425	MKYW+425	-	-
D-M	QYB	183.000	-	Ltt	ID	KT	-	-	49.00%	-	Cifeucei	QACD	-	-	117	GDPO+117	-	-
Exh	ZHW	96.700	-	OI	IW	AD	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V-N: Redemption: 2027-03-07; Registration: 144E/Lcw V; D-M: Redemption: 2027-03-07; Registration: 144C/Xib W; O-N: Redemption: 2027-03-07; Registration: 144M/Cax L; I-P: Redemption: 2027-03-07; Registration: 144K/Reo G; F-I: Redemption: 2027-03-07; Registration: 144C/Pfj K; I-1U: Redemption: 2027-03-07; Registration: 144X/Dle Y; F-2T: Redemption: 2027-03-07; Registration: 144X/Ntb Y; D-E: Redemption: 2027-03-07; Registration: 144V/Lej M; Q-V: Redemption: 2027-03-07; Registration: 144Y/Bhx L; Exh: Redemption: 2027-03-07; Registration: 144A/Nos C;

Deal Comments

Wywyh. Gbq-Cyoo Qyopbou 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 9, 2005