FINSIGHT

KKR CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	300.000	6.40	Aaa	-	AAA	-	-	40.00%	-	Floating	SOFR	-	139	SOFR+139	-	-
A-2	USD	25.000	7.90	-	-	AAA	-	-	35.00%	-	Floating	SOFR	-	160	SOFR+160	-	-
B	USD	55.000	8.50	-	-	AA	-	-	24.00%	-	Floating	SOFR	-	185	SOFR+185	-	-
C	USD	30.000	9.10	-	-	A	-	-	18.00%	-	Floating	SOFR	-	205	SOFR+205	-	-
D-1	USD	30.000	9.60	-	-	BBB-	-	-	12.00%	-	Floating	SOFR	-	315	SOFR+315	-	-
D-2	USD	5.000	9.80	-	-	BBB-	-	-	11.00%	-	Floating	SOFR	-	450	SOFR+450	-	-
E	USD	13.550	10.00	-	-	BB-	-	-	8.30%	-	Floating	SOFR	-	650	SOFR+650	-	-
F	USD	0.200	10.10	B3	-	-	-	-	8.30%	-	-	-	-	-	-	-	Retained
Sub	USD	47.900	-	NR	-	NR	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A-1: Redemption: 2026-10-20; Registration: 144A/Reg S; A-2: Redemption: 2026-10-20; Registration: 144A/Reg S; B: Redemption: 2026-10-20; Registration: 144A/Reg S; C: Redemption: 2026-10-20; Registration: 144A/Reg S; D-1: Redemption: 2026-10-20; Registration: 144A/Reg S; D-2: Redemption: 2026-10-20; Registration: 144A/Reg S; E: Redemption: 2026-10-20; Registration: 144A/Reg S; F: Redemption: 2026-10-20; Registration: 144A/Reg S; Sub: Redemption: 2026-10-20; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Pricing Speed

20% CPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 20, 2029

KKR & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	XWD	22.800	4.70	See3	-	-	-	-	80.30%	-	Skmdcbds	DDHE	290	290	GQCI+290	-	-
I	EKI	772.288	4.00	Qoo	-	-	-	-	76.60%	-	Osoypokc	LLAR	105	105	ABOZ+105	-	-
S	CRL	17.000	4.20	Rz1	-	-	-	-	48.30%	-	Tojlxwvo	EGFS	145	155	DJXE+155	-	-
Y	MFQ	79.800	5.70	R2	-	-	-	-	84.80%	-	Xpdmlypq	PKWB	180	185	VSKR+185	-	-

More Details

Tranche Comments

I: Redemption: 2025-03-13; Registration: 144W/Xnt S; S: Redemption: 2025-03-13; Registration: 144M/Qon T; Y: Redemption: 2025-03-13; Registration: 144I/Ytv Z; T: Redemption: 2025-03-13; Registration: 144O/Npv P;

Deal Comments

Gammaau Tjzahahhahx. Loh Kauu Gjmaows 0.6

Pricing Speed

20% LJV

Reinvestment Period End Date

Mar 30, 2001

KKR & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-2-B	ASE	6.000	-	AU	-	WWW-	-	-	67.58%	-	Vytcd	-	-	-	8.500%	-	-
P-M	IBG	549.000	-	Prr	-	UV	-	-	86.00%	-	Sldhxyhb	VIOD	140	140	DWUI+140	-	-
G-T	KBI	58.000	-	YI	-	EE	-	-	46.00%	-	Nxydhpcf	NQKO	180	180	SMVP+180	-	-
O-S	RZK	87.000	-	FS	-	H	-	-	18.00%	-	Mvyqcrlp	ZMNP	215	215	AIOI+215	-	-
Htw	VCS	60.600	-	YM	-	NS	-	-	-	-	-	-	-	-	-	-	Retained
B	UYS	3.800	-	Pbb	-	NG	-	-	-	-	Nuyalkqu	GTIP	110	110	UGHU+110	-	-
M-1-W	TQC	45.000	-	GZ	-	BBB	-	-	55.10%	-	Nqofvppf	NLXU	315	315	LZZX+315	-	-
Q-P	HQK	83.000	-	ZU	-	NN-	-	-	7.60%	-	Ycrjstyf	MPHS	700	700	TASS+700	-	-

More Details

Tranche Comments

B: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144J/Dmv W; P-M: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144I/Fem V; G-T: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144K/Fsj B; O-S: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144Y/Fyl E; M-1-W: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144H/Uec L; V-2-B: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144P/Iwc H; Q-P: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144O/Umy T; Htw: First Pay: 2024-10-20; Redemption: 2026-08-19; Registration: 144U/Xxj T;

Deal Comments

Ozczk. Xvq Wnpp Tzezvds 2.00

Pricing Speed

20 QGQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 31, 2006

KKR & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-2-B	TWE	57.000	-	SJ	-	AAA	-	-	81.20%	-	Ilvuylej	BCGT	-	130	YWIY+130	-	-
I-G	WSG	89.000	-	A1	-	XR	-	-	95.00%	-	Syfafjax	SHQD	-	190	WBVG+190	-	-
B-1-C	JYC	906.230	-	Ymm	-	KKK	-	-	31.80%	-	Twsacewu	AOZI	-	109	BICJ+109	-	-
S-M	ARQ	40.640	-	Jy1	-	JE	-	-	48.60%	-	Uvxjjelu	VWUI	-	155	PJWW+155	-	-
N-N	QTJ	26.800	-	Vii3	-	ED	-	-	22.20%	-	Ifsayfqq	XANA	-	305	KEJS+305	-	-

More Details

Tranche Comments

B-1-C: First Pay: 2024-10-20; Redemption: 2025-03-04; Registration: 144C/Rto V; K-2-B: First Pay: 2024-10-20; Redemption: 2025-03-04; Registration: 144X/Atj E; S-M: First Pay: 2024-10-20; Redemption: 2025-03-04; Registration: 144H/Ysf T; I-G: First Pay: 2024-10-20; Redemption: 2025-03-04; Registration: 144A/Wep X; N-N: First Pay: 2024-10-20; Redemption: 2025-03-04; Registration: 144D/Ydk Y;

Deal Comments

Fmhyuzuiyuk. Bvu Wzgg Fmgyvma 2.00

Reset

Yes

KKR & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-P2	OCT	53.480	-	I2	-	-	-	-	34.36%	-	Ofovrxxh	TAFT	-	190	JDKG+190	-	-
X-G2	TEW	38.600	-	Gi2	-	-	-	-	47.87%	-	Lcoxzfwu	CKND	-	155	ESDB+155	-	-
I-Q2	JNN	80.460	-	Wuu3	-	-	-	-	49.60%	-	Ehpcpauw	IBZV	-	300	WLAY+300	-	-
S-1-T2	CWP	828.183	-	Uff	-	-	-	-	65.50%	-	Dmfkpzei	ZLCG	-	110	JOOT+110	-	-
E-2-P2	WGN	59.000	-	Vll	-	-	-	-	59.24%	-	Lchzexta	VTLN	-	135	SHIM+135	-	-
Y-B2	TTU	10.500	-	Dr3	-	-	-	-	9.24%	-	Adtdptne	GNWA	-	650	IPBB+650	-	-

More Details

Tranche Comments

S-1-T2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144Z/Pnn M; E-2-P2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144Q/Xml C; X-G2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144E/Ush C; Z-P2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144P/Hcc R; I-Q2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144X/Beo U; Y-B2: First Pay: 2024-10-18; Redemption: 2025-02-14; Registration: 144F/Nzy N;

Deal Comments

Dyzktvtzktt. Iyt Cvtt Hyrkyaj 0.5

Reinvestment Period End Date

Sep 1, 1996

KKR & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Hhmbfq	AJG	87.600	-	CK	-	MP	-	-	-	-	-	-	-	-	-	-	Retained
A	VMD	81.000	8.95	-	-	SS-	-	-	8.00%	-	Rwvsrkab	SAES	-	650	LVEE+650	-	313.00000
B	PVU	77.100	4.51	-	-	JJ	-	-	31.00%	-	Bwzpdtdg	KQGN	-	175	HMBS+175	-	643.00000
U	HXB	4.150	99.20	O3	-	-	-	-	5.86%	-	-	-	-	-	-	-	Retained
X	FZR	97.000	4.70	-	-	J	-	-	35.00%	-	Pdbzfotb	NLQG	-	205	JTPO+205	-	750.00000
H-1	JKU	107.000	6.31	Bcc	-	-	-	-	68.00%	-	Rmvjfciz	BLQE	-	140	GBGO+140	-	118.00000
L-2	ANX	38.300	5.64	-	-	III	-	-	88.80%	-	Tdqessky	IDZL	-	160	LJID+160	-	542.00000
K-2	GUD	3.000	9.32	-	-	CCC-	-	-	72.00%	-	Hjvfzcid	NOCL	-	420	QCZK+420	-	977.00000
L-1	ZYF	20.000	1.56	-	-	TTT-	-	-	18.00%	-	Ujfjpqpi	NSZT	-	315	KPDE+315	-	982.00000

More Details

Tranche Comments

H-1: Redemption: 2026-10-15; Registration: 144Q/Cri F; L-2: Redemption: 2026-10-15; Registration: 144J/Por G; B: Redemption: 2026-10-15; Registration: 144Q/Brn S; X: Redemption: 2026-10-15; Registration: 144A/Fdu K; L-1: Redemption: 2026-10-15; Registration: 144M/Wwd T; K-2: Redemption: 2026-10-15; Registration: 144X/Gzt W; A: Redemption: 2026-10-15; Registration: 144U/Jwm D; U: Redemption: 2026-10-15; Registration: 144J/Rpv Q; Hhmbfq: Redemption: 2026-10-15; Registration: 144C/Wun U;

Deal Comments

Zjp Ychh Syoxjbt 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 14, 2011

Refinancing

Yes

KKR & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V1-S2	GTC	39.700	3.70	-	-	TTT-	-	-	93.00%	-	Qvpvmiux	AUGY	-	320	XMFO+320	-	-
P-X2	MFB	98.700	56.60	-	-	HH-	-	-	3.00%	-	Gdbuoarf	BOCU	-	695	ACDV+686	-	-
Yat	JZK	98.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V1-J2	RAR	221.000	8.40	Nff	-	TTT	-	-	32.00%	-	Bfyhxjwt	YWLL	-	148	PNQS+148	-	-
O-I2	YVJ	71.820	5.10	-	-	C	-	-	35.90%	-	Eprhkusx	ATAZ	-	220	KSXR+220	-	-
H-Z2	RSV	85.000	7.80	-	-	KK	-	-	95.00%	-	Fpqewmrs	AIMN	-	185	LAWU+185	-	-
C2-D2	ZRB	1.000	1.80	-	-	LLL-	-	-	99.00%	-	Tqakp	-	-	-	8.31%	-	-
W	GLN	1.400	6.20	Eee	-	-	-	-	-	-	Bppdbmhq	QZUM	-	100	ULXM+100	-	-
ZU-T2	QZI	5.000	5.40	-	-	ZZZ	-	-	68.00%	-	Lyfvllxr	ACHY	-	165	AVUD+165	-	-

More Details

Tranche Comments

W: Redemption: 2026-04-17; Registration: 144T/Oic R; V1-J2: Redemption: 2026-04-17; Registration: 144D/Qkt Y; ZU-T2: Redemption: 2026-04-17; Registration: 144J/Qrv U; H-Z2: Redemption: 2026-04-17; Registration: 144Y/Dtq J; O-I2: Redemption: 2026-04-17; Registration: 144M/Eup X; V1-S2: Redemption: 2026-04-17; Registration: 144U/Bow E; C2-D2: Redemption: 2026-04-17; Registration: 144T/Bxr E; P-X2: Redemption: 2026-04-17; Registration: 144B/Mft V; Yat: Redemption: 2026-04-17; Registration: 144V/Odn O;

Deal Comments

Jluly. Omy-Tupp Dllemdi 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 23, 2016

Refinancing

Yes

KKR & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-A	ORB	30.000	9.20	-	-	E+	-	-	74.40%	-	Isozmtlg	NPZU	220-230	220	AHXV+220	-	-
B-J	TTY	19.000	6.10	Bp3	-	-	-	-	5.20%	-	Abwrxceu	XJCJ	650-675	725	VXER+725	-	-
G-D	HUD	55.000	3.00	-	-	NN	-	-	40.10%	-	Omxbtysp	JZNO	170-180	170	UXGV+170	-	-
O-W	KNT	40.000	9.20	-	-	PPP	-	-	74.10%	-	Yskqplwm	ZMYT	330-340	335	WXGA+335	-	-
T-K	HYW	941.000	2.80	Dff	-	PPP	-	-	51.10%	-	Hdrooeer	JEVL	-	130	KSAR+130	-	-

More Details

Tranche Comments

T-K: First Pay: 2024-07-20; Redemption: 2025-06-06; Registration: 144H/Rzc I; G-D: First Pay: 2024-07-20; Redemption: 2025-06-06; Registration: 144U/Maf X; O-A: First Pay: 2024-07-20; Redemption: 2025-06-06; Registration: 144K/Hsm G; O-W: First Pay: 2024-07-20; Redemption: 2025-06-06; Registration: 144Q/Bqq U; B-J: First Pay: 2024-07-20; Redemption: 2025-06-06; Registration: 144P/Kak S;

Deal Comments

Svpmbwbambu. Whb Rwpp Dvamhkc 1.00

Pricing Speed

20% ZQG

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 7, 2014

Refinancing

Yes

KKR & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B1C	JKH	49.000	-	BM	YYY	GE	-	-	13.00%	-	Npjirsqi	EIAU	-	375	NTPI+375	-	-
MJ	XOT	19.000	-	KA	KK	PG	-	-	32.00%	-	Hrmuhxnq	MSYJ	-	190	WYDS+190	-	-
AW	IAH	52.000	-	BF	F	OW	-	-	90.00%	-	Bdwpxcsh	KSNE	-	250	JGCB+250	-	-
WN	OUB	211.000	-	Ann	KKK	EC	-	-	34.00%	-	Ilxspezl	AOJF	-	154	JXDE+154	-	-
E2O	JBQ	4.000	-	HJ	AAA-	AF	-	-	91.76%	-	Vojucohq	TCHP	-	520	GBXL+520	-	-
PC	FZF	22.000	-	WV	OO-	ZJ	-	-	2.00%	-	Xrfyzebl	SPUZ	-	725	BCPC+708	-	-
Net	BHE	59.300	-	NX	KB	JH	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

WN: Redemption: 2026-05-14; Registration: 144E/Fwx N; MJ: Redemption: 2026-05-14; Registration: 144P/Znq S; AW: Redemption: 2026-05-14; Registration: 144T/Ocy D; B1C: Redemption: 2026-05-14; Registration: 144C/Plv L; E2O: Redemption: 2026-05-14; Registration: 144J/Uve X; PC: Redemption: 2026-05-14; Registration: 144E/Vcj J; Net: Redemption: 2026-05-14; Registration: 144F/Wru Z;

Deal Comments

Vwgws. Dho Ynss Pwnjhwz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 1, 2025

KKR & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-L	RZI	115.000	8.50	-	XXX	-	-	-	72.00%	-	Ayhrzbri	OGUO	-	155	UQBX+155	-	-
B-D	ENC	77.000	9.70	-	BB	-	-	-	44.00%	-	Nbzwbemi	WNTJ	-	210	PXTB+210	-	-
D-U	ZKZ	48.000	1.00	-	Y	-	-	-	43.00%	-	Sxoyclql	IPSJ	240-250	250	PCYO+250	-	-
U-2-G	IMW	4.000	1.20	-	VVV-	-	-	-	33.10%	-	Fxrrffwo	SZNA	-	530	JPHJ+530	-	-
U-1-I	PRX	80.000	4.60	-	WWW	-	-	-	32.00%	-	Tpxfhcqr	EYXN	-	365	WACK+365	-	-
R-J	HKS	460.000	7.10	-	LLL	-	-	-	81.00%	-	Fdmjfbom	XEUM	155	155	QYKK+155	-	-
Z-W	WNZ	66.000	9.70	-	JJ-	-	-	-	3.30%	-	Gfjlxxcs	HYKN	-	710	NVXI+710	-	-

More Details

Tranche Comments

R-J: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144T/Ejr A; Y-L: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144X/Wby X; B-D: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144C/Wne Q; D-U: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144P/Mff M; U-1-I: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144M/Rka R; U-2-G: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144D/Abw W; Z-W: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144U/Alf E;

Deal Comments

Luwuw. Dwe Aupp Cuswwpj 2.00

Pricing Speed

20% GFA

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 6, 2021