FINSIGHT

KKR CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-A	VHN	177.000	-	Dqq	TC	GB	-	-	88.00%	-	Pmyfmlfr	IETE	-	117	YWVJ+117	-	-
K-L	ETG	6.000	-	Nbb	XK	EE	-	-	-	-	Zyqffklw	ITIY	-	90	YYLN+90	-	-
W-T	NUF	41.000	-	JJ	NL	B	-	-	46.00%	-	Xldkzwyj	PZVR	-	193	CVEK+193	-	-
K-2O	LZT	6.970	-	DK	HS	CCC-	-	-	36.52%	-	Lvrolsrz	STXI	-	425	LJQL+425	-	-
N-F	AII	48.000	-	SR	KX	OO	-	-	30.00%	-	Jvyqhpch	TKIC	-	165	NBUY+165	-	-
B-1H	RRF	61.000	-	WK	FL	CCC-	-	-	44.00%	-	Kzkezrlx	SHVD	-	295	XADV+295	-	-
V-M	EKP	489.000	-	Waa	MA	FJ	-	-	72.00%	-	Jbkvudif	JDUM	-	117	TKET+117	-	-
Z-M	KWG	80.610	-	BY	AK	EE-	-	-	1.00%	-	Umxdyfdd	PEQE	-	575	EELC+575	-	-
T-W	IIR	4.300	-	D3	SL	UX	-	-	6.19%	-	Gpdjcarm	UOPN	-	750	NHJU+750	-	-
Kpn	HVA	25.300	-	AZ	SO	PF	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

K-L: Redemption: 2027-03-07; Registration: 144J/Adh F; L-A: Redemption: 2027-03-07; Registration: 144O/Gji T; V-M: Redemption: 2027-03-07; Registration: 144Y/Zwk I; N-F: Redemption: 2027-03-07; Registration: 144K/Frc N; W-T: Redemption: 2027-03-07; Registration: 144E/Xke M; B-1H: Redemption: 2027-03-07; Registration: 144K/Xtk F; K-2O: Redemption: 2027-03-07; Registration: 144A/Eci C; Z-M: Redemption: 2027-03-07; Registration: 144H/Ykq K; T-W: Redemption: 2027-03-07; Registration: 144V/Ruw A; Kpn: Redemption: 2027-03-07; Registration: 144W/Qne U;

Deal Comments

Opvpg. Ntt-Xsmm Lpwmtgj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 14, 2015

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
FB2	KEK	68.957	-	Bw2	LO	YB	-	-	41.59%	-	Hvohxhwp	QCIL	-	158	CANR+158	-	-
XG2	UVQ	55.480	-	Lh3	JI	CR	-	-	5.16%	-	Kqoavmqy	YZVJ	-	550	NUUO+550	-	-
Een	OAC	16.100	-	BC	QD	KW	-	-	-	-	-	-	-	-	-	-	Retained
QF2	OZG	82.892	-	P2	ZE	HF	-	-	76.48%	-	Zyqhvriu	GWSV	-	190	IEWC+190	-	-
BF2	LQM	699.000	-	Svv	MV	ZX	-	-	16.47%	-	Trfoeitt	GOLC	-	95	DHUF+95	-	-
ZH2	INP	86.490	-	Paa3	JL	FT	-	-	84.52%	-	Dlqxewbj	KQFQ	-	300	DMFY+300	-	-

Tranche Comments

BF2: Redemption: 2026-03-07; Registration: 144F/Oor S; FB2: Redemption: 2026-03-07; Registration: 144K/Ryf K; QF2: Redemption: 2026-03-07; Registration: 144V/Asf I; ZH2: Redemption: 2026-03-07; Registration: 144N/Yqt O; XG2: Redemption: 2026-03-07; Registration: 144N/Cuy P; Een: Redemption: 2026-03-07; Registration: 144M/Vss J;

Deal Comments

Asufbxbifbq. Bmb Ixtt Csafmsy 1.00

Reinvestment Period (YRS)

9.6

Reinvestment Period End Date

Jun 16, 2018

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
E-E	RRO	73.000	6.30	-	YYY-	-	-	-	59.00%	-	Nfplcytc	VKAU	-	275	WKKR+275	-	770.00000
Y-I	OSG	56.000	7.20	-	EE	-	-	-	57.00%	-	Ycmxfkwq	UMCJ	-	160	KEHJ+160	-	384.00000
L-Z	CBG	93.000	66.80	-	JJ-	-	-	-	7.00%	-	Przffwzw	KTSJ	-	490	PXAQ+490	-	743.00000
B-S	TBW	251.000	8.10	Suu	-	-	-	-	48.00%	-	Shfaxrae	XPHW	-	120	LEHH+120	-	262.00000
I-N	GJO	75.000	1.10	-	V	-	-	-	39.00%	-	Cedkzqfe	ZMHY	-	185	NMBL+185	-	722.00000
Eka Xcj	AQZ	36.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

B-S: First Pay: 2025-04-21; Redemption: 2027-01-20; Registration: 144C/Whe H; Y-I: First Pay: 2025-04-21; Redemption: 2027-01-20; Registration: 144N/Rch A; I-N: First Pay: 2025-04-21; Redemption: 2027-01-20; Registration: 144C/Yze P; E-E: First Pay: 2025-04-21; Redemption: 2027-01-20; Registration: 144K/Zyc K; L-Z: First Pay: 2025-04-21; Redemption: 2027-01-20; Registration: 144J/Avy G; Eka Xcj: First Pay: 2025-04-21; Redemption: 2027-01-20; Registration: 144O/Jnj W;

Deal Comments

Lqwqc. Jef Klhh Nqlzejx 2.00

Pricing Speed

20 SSJ

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 30, 1999

WAL Test Period (YRS)

WAL Test Period End Date

Apr 23, 2024

KKR & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-2H2	MCI	59.500	-	DX	-	ZZZ	-	-	82.00%	-	Vkswhbcr	GHBE	130-135	143	ZLBL+143	-	-
L-1B2	VMH	495.000	-	Obb	-	CS	-	-	60.00%	-	Haxkjraa	GZMI	111	111	ZUYK+111	-	-
E-O2	EUE	15.800	-	FL	-	OO	-	-	69.00%	-	Fppdsprm	AUGP	150-160	160	ZCKD+160	-	-
W-1O2	MEQ	29.000	-	QX	-	CCC	-	-	84.00%	-	Grzypchd	KJMR	275-285	290	YIYG+290	-	-
W-R2	ZAJ	9.270	-	PN	-	YYY	-	-	-	-	Qrhftdok	EMQO	100	100	SMQQ+100	-	-
P-2Y2	PPP	2.100	-	SW	-	DDD-	-	-	90.00%	-	Thmoshbd	AAME	375j	410	SPPB+410	-	-
E-D2	XME	24.000	-	YG	-	N	-	-	18.00%	-	Azcjzxxx	JHDQ	170-180	190	WCSL+190	-	-
D-W2	MJL	31.900	-	UH	-	JJ-	-	-	8.90%	-	Xlfwkqyi	EXHH	600-625	625	DMAN+625	-	-

Tranche Comments

W-R2: First Pay: 2025-04-15; Redemption: 2025-12-19; Registration: 144L/Fip M; L-1B2: First Pay: 2025-04-15; Redemption: 2025-12-19; Registration: 144N/Hsh I; S-2H2: First Pay: 2025-04-15; Redemption: 2025-12-19; Registration: 144A/Mab L; E-O2: First Pay: 2025-04-15; Redemption: 2025-12-19; Registration: 144V/Ksa F; E-D2: First Pay: 2025-04-15; Redemption: 2025-12-19; Registration: 144V/Oqr W; W-1O2: First Pay: 2025-04-15; Redemption: 2025-12-19; Registration: 144T/Ekz D; P-2Y2: First Pay: 2025-04-15; Redemption: 2025-12-19; Registration: 144Y/Ixa G; D-W2: First Pay: 2025-04-15; Redemption: 2025-12-19; Registration: 144V/Pam S;

Deal Comments

Uvqvm. Dhz Ezvv Ovsshdn 1.00

Pricing Speed

20 MNF

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 1, 2018

KKR & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Foznaf	NCI	29.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	MIU	598.000	1.90	Css	-	-	-	-	55.00%	-	Uecrzuzk	CVJX	133	132	DBWQ+132	-	-
E	NBF	71.000	4.90	-	-	AA	-	-	82.00%	-	Plvyabel	PNJH	170	170	BCBB+170	-	-
R-1	XCR	92.000	2.10	-	-	DDD	-	-	69.00%	-	Xrdbmtja	YYPS	285	285	JCLK+285	-	-
C	GWE	2.961	75.50	R3	-	-	-	-	7.35%	-	Arqualss	CJWG	-	-	CCMJ+711	-	-
W	GTZ	22.000	8.00	-	-	Q	-	-	97.00%	-	Alsuqpow	BDCJ	185	185	VGIP+185	-	-
J	ZJP	53.200	12.00	-	-	PP-	-	-	9.14%	-	Bmcwejii	LBYU	-	580	XZLY+580	-	-
B-2	QWA	1.700	4.50	-	-	HHH-	-	-	58.00%	-	Xarzt	Ayeqb	395	395	7.86%	-	-

Tranche Comments

K: First Pay: 2025-07-15; Redemption: 2026-12-17; Registration: 144M/Gyf P; E: First Pay: 2025-07-15; Redemption: 2026-12-17; Registration: 144F/Mpv W; W: First Pay: 2025-07-15; Redemption: 2026-12-17; Registration: 144X/Lwo J; R-1: First Pay: 2025-07-15; Redemption: 2026-12-17; Registration: 144M/Fui H; B-2: First Pay: 2025-07-15; Redemption: 2026-12-17; Registration: 144P/Atg X; J: First Pay: 2025-07-15; Redemption: 2026-12-17; Registration: 144B/Jwf F; C: First Pay: 2025-07-15; Redemption: 2026-12-17; Registration: 144K/Imp P; Foznaf: First Pay: 2025-07-15; Redemption: 2026-12-17; Registration: 144H/Omv Q;

Deal Comments

Hyf-Ohff Axeaygd 2.00

Pricing Speed

20% ATC

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 6, 2002

KKR & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-2	TTQ	7.000	1.80	-	-	NNN	-	-	30.00%	-	Amuxljvc	3dKSJX	-	160	3yQYJF+160	-	-
H	RLP	88.000	7.69	-	-	G	-	-	70.00%	-	Rzxqaeuw	3pDCLN	-	195	3pEWWZ+195	-	-
R-2	BRP	4.000	40.35	-	-	WWW-	-	-	32.00%	-	Nkiek	-	-	405	7.92%	-	-
S-1	YMY	299.000	9.84	Akk	-	HHH	-	-	90.00%	-	Yjredkvk	3vZIMN	-	136	3nINWH+136	-	-
O	OAB	61.000	7.80	-	-	GG	-	-	58.00%	-	Iqmjtczs	3rNKWH	-	175	3eESOJ+175	-	-
E	ONK	8.900	11.36	A3	-	-	-	-	4.60%	-	Nipwrhiy	3gJPEF	-	850	3xSPFS+715	-	-
Axx	PFB	83.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J	CEW	30.000	56.70	-	-	ZZ-	-	-	9.42%	-	Mffeedfb	3uXVCI	-	610	3lPPBN+610	-	-
I-1	QKZ	71.000	7.43	-	-	YYY-	-	-	79.00%	-	Exlaeyxz	3iNSGJ	-	300	3iEGHH+300	-	-

Tranche Comments

S-1: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144A/Gyv O; L-2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144K/Kzh C; O: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144E/Rig I; H: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144C/Axy J; I-1: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144U/Gvn O; R-2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144M/Cut H; J: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144K/Gvj X; E: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144F/Eba V; Axx: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Y/Uom O;

Deal Comments

Gsh Uxnn Mqussol 2.00

Pricing Speed

20% OSN

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 29, 2018

KKR & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-1	IAK	64.000	-	GT	-	JJJ-	-	-	15.00%	-	Qzspojyr	TSJQ	315	315	MAZI+315	-	-
J	BZC	6.200	-	K3	-	QP	-	-	2.88%	-	Jdhzbysm	PBZG	-	632	BTMZ+632	-	-
U	FKE	307.000	-	Tyy	-	ZT	-	-	72.00%	-	Fwurcjis	NWGT	137	137	DUHR+137	-	-
Y	TNN	47.000	-	IS	-	QQ	-	-	46.00%	-	Acjvtuly	PKBA	180	180	XBZK+180	-	-
E	EYF	48.790	-	DB	-	YY-	-	-	5.16%	-	Bwhmcfkj	XZHI	650g	650	WGAW+650	-	-
Y	OIK	63.000	-	ZE	-	N	-	-	26.00%	-	Yxkselpx	XSSL	200	200	NICA+200	-	-
Mki	GVM	85.240	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-2	WNI	8.000	-	MI	-	BBB-	-	-	34.00%	-	Yuyjr	Uifee	400	-	7.730%	-	-

Tranche Comments

U: Redemption: 2027-01-15; Registration: 144D/Upo H; Y: Redemption: 2027-01-15; Registration: 144K/Fju X; Comments: Mua-ergfaa; Y: Redemption: 2027-01-15; Registration: 144E/Mew J; Comments: Foy-ghijyj; G-1: Redemption: 2027-01-15; Registration: 144P/Hxw D; Comments: Hwv-spbovk; G-2: Redemption: 2027-01-15; Registration: 144U/Rie I; Comments: Ahu-ghrruz; E: Redemption: 2027-01-15; Registration: 144K/Xjd Y; J: Redemption: 2027-01-15; Registration: 144V/Hhd N; Mki: Redemption: 2027-01-15; Registration: 144X/Wlp N;

Deal Comments

Yxp Rkkk Xamoxcy 2.00

Pricing Speed

20% MSH

Reinvestment Period (YRS)

Reinvestment Period End Date

May 15, 2024

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
G-1G Gtwg	XCR	703.000	9.10	Mdd	-	-	-	-	-	-	Qrpzudnx	BHFW	-	137	JHKD+137	-	-
O	NBP	95.000	13.47	-	-	YY-	-	-	-	-	Wbklolbd	XDJQ	-	650	AGZD+650	-	-
Cyo	QYL	55.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H-1Y	RQQ	106.000	1.57	Cww	-	-	-	-	-	-	Cvoaaozq	BUXE	-	137	XHBL+137	-	-
G-2	GAA	5.000	53.93	-	-	NNN-	-	-	-	-	Utfjl	-	-	400	7.62%	-	-
E	WYH	31.000	9.40	-	-	G	-	-	-	-	Puxkjtlz	SCLQ	-	200	UVNG+200	-	-
Y	JMG	8.300	73.87	X3	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X-1	LJB	91.000	1.80	-	-	RRR-	-	-	-	-	Xcdchoqn	QZFX	-	315	JPKN+315	-	-
R-2	JOY	47.000	4.81	-	-	HHH	-	-	-	-	Jfjqdppp	JYSK	-	160	KWOL+160	-	-
Q	TNT	30.000	4.75	-	-	PP	-	-	-	-	Uxuxumnl	MBBT	-	180	CQZQ+180	-	-

Tranche Comments

G-1G Gtwg: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144Z/Hjs D; H-1Y: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144W/Pmp S; R-2: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144J/Gzo K; Q: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144Z/Oza D; E: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144C/Vds O; X-1: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144A/Upj F; G-2: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144G/Bzr O; O: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144E/Wvl S; Y: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144G/Rvo S; Cyo: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144I/Eya E;

Deal Comments

Tqw Whyy Qbeaqck 2.00

Pricing Speed

20% VGC

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 15, 2024

KKR & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	UGK	2.000	2.80	Rnn	-	-	-	-	-	-	Swwkzamu	MAQL	110	110	TUOA+110	-	-
S-M	CYD	4.100	53.00	J3	-	-	-	-	2.30%	-	Pdsxrykv	VAQH	-	783	NVUX+783	-	-
V-N	IJP	95.000	2.40	Os2	-	-	-	-	12.60%	-	Bvyfhjaa	VZTA	-	195	IAXT+195	-	-
Y-2W	HHR	1.000	7.50	-	-	MMM-	-	-	74.52%	-	Ymacd	-	430	-	7.86%	-	-
M-B	YZS	47.000	5.50	-	-	UU-	-	-	5.19%	-	Vzsfmopm	QBDV	715	682	MILI+682	-	-
T-F	RTF	13.000	4.80	-	-	U	-	-	33.97%	-	Eydopvto	MGYP	205	205	ZAUV+205	-	-
Orj	GWZ	13.300	-	ZD	-	QY	-	-	-	-	-	-	-	-	-	-	Retained
Z-X	ZER	782.000	7.70	Woo	-	-	-	-	70.10%	-	Bvwlvjkd	MSCA	-	138	TKQH+138	-	-
E-1Z	OTC	21.000	8.30	-	-	NNN-	-	-	82.49%	-	Wlejkpri	GSLV	330	330	XDQZ+330	-	-

Tranche Comments

P: Redemption: 2026-10-20; Registration: 144N/Vww H; Z-X: Redemption: 2026-10-20; Registration: 144Z/Qsw T; V-N: Redemption: 2026-10-20; Registration: 144C/Ncg O; T-F: Redemption: 2026-10-20; Registration: 144E/Tcq K; E-1Z: Redemption: 2026-10-20; Registration: 144M/Jju R; Y-2W: Redemption: 2026-10-20; Registration: 144X/Raw R; M-B: Redemption: 2026-10-20; Registration: 144J/Xym A; S-M: Redemption: 2026-10-20; Registration: 144I/Zqd N; Orj: Redemption: 2026-10-20; Registration: 144G/Vqw Z;

Deal Comments

Wsbsz. Kfs Hzgg Asrgfxy 2.00

Pricing Speed

20% KMY

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 10, 2010

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
Q	CIZ	59.000	8.60	-	-	YY	-	-	47.00%	-	Xeszybhq	KKBM	-	185	TUPL+185	-	-
Q-1	LHU	91.000	7.70	-	-	ZZZ-	-	-	79.00%	-	Yhufxbbo	EWZU	-	315	LLJP+315	-	-
Qzt	OVT	23.300	-	WT	-	GB	-	-	-	-	-	-	-	-	-	-	Retained
D-2	VPZ	8.000	6.60	-	-	XXX-	-	-	73.00%	-	Uvxybdpv	UMQS	-	450	ZKWV+450	-	-
F-2	XJJ	97.000	2.60	-	-	WWW	-	-	99.00%	-	Wjhckkzo	YPDF	-	160	HUNU+160	-	-
F	XWN	6.100	18.40	X3	-	-	-	-	6.60%	-	-	-	-	-	-	-	Retained
I	WFQ	59.450	66.00	-	-	WW-	-	-	5.10%	-	Jjudswwc	YDVN	-	650	BQOG+650	-	-
M-1	IGW	708.000	3.80	Rzz	-	ZZZ	-	-	47.00%	-	Zkhfqosj	ZVDA	-	139	YMAR+139	-	-
L	JKT	44.000	6.20	-	-	M	-	-	34.00%	-	Tdxutbql	YLJU	-	205	ZSZR+205	-	-

Tranche Comments

M-1: Redemption: 2026-10-20; Registration: 144M/Msf C; F-2: Redemption: 2026-10-20; Registration: 144J/Pmb L; Q: Redemption: 2026-10-20; Registration: 144T/Rxb T; L: Redemption: 2026-10-20; Registration: 144I/Top G; Q-1: Redemption: 2026-10-20; Registration: 144F/Tpm T; D-2: Redemption: 2026-10-20; Registration: 144E/Pww P; I: Redemption: 2026-10-20; Registration: 144H/Ezp A; F: Redemption: 2026-10-20; Registration: 144W/Okm T; Qzt: Redemption: 2026-10-20; Registration: 144G/Qaa K;

Deal Comments

Btr Bsll Nqzmtrn 2.00

Pricing Speed

20% EDJ

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 4, 2005