FINSIGHT

KKR CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G1	MBH	56.000	-	QN	-	III-	-	-	48.00%	-	Pcxbusur	CQGP	350-375	385	VZYG+385	-	-
U	XXD	42.000	-	KG	-	EE-	-	-	7.35%	-	Nfqwwcuy	DZDY	650-675	700	GGBW+700	-	-
Y1	GKF	117.000	-	Bnn	-	QX	-	-	51.00%	-	Sslrhsuf	MQZC	145c	145	MUBG+145	-	-
X	KSP	78.000	-	CB	-	EE	-	-	83.00%	-	Jcvmtjrc	VLWS	190-200	195	WKAW+195	-	-
X2	PRY	8.000	-	GB	-	SSS	-	-	64.00%	-	Offdjqxn	HJFO	170-180	182	CXNZ+182	-	-
Wxl	VYN	55.370	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q	IGI	50.000	-	FR	-	K	-	-	15.00%	-	Cevdfcwb	IVWZ	220-230	215	ELOP+215	-	-
L2	CUS	3.000	-	AB	-	HHH-	-	-	68.70%	-	Hqvfxwmx	XVJN	465-485	500	UPJT+500	-	-

Tranche Comments

Y1: Redemption: 2026-06-16; Registration: 144Z/Yxa N; X2: Redemption: 2026-06-16; Registration: 144B/Nid F; X: Redemption: 2026-06-16; Registration: 144L/Ges E; Q: Redemption: 2026-06-16; Registration: 144V/Ihy C; G1: Redemption: 2026-06-16; Registration: 144E/Bcj S; L2: Redemption: 2026-06-16; Registration: 144X/Vqx A; U: Redemption: 2026-06-16; Registration: 144O/Dpa C; Wxl: Redemption: 2026-06-16; Registration: 144N/Aaf E;

Deal Comments

Dkm-Ibzz Jkllkba 1.00

Pricing Speed

20% AJW

Reinvestment Period (YRS)

Reinvestment Period End Date

May 29, 1999

KKR & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-P	KVL	542.000	-	Jee	JO	MA	-	-	49.00%	-	Smezxdbl	BCXV	-	117	GNSK+117	-	-
B-X	FVO	513.000	-	Uxx	OK	KR	-	-	10.00%	-	Wfpywrbd	JOWX	-	117	EAOY+117	-	-
Q-N	OYG	48.000	-	BW	SQ	X	-	-	21.00%	-	Mhbarhvu	QBKC	-	193	CKIH+193	-	-
X-1L	LKB	57.000	-	ED	IG	CCC-	-	-	25.00%	-	Ibhcwmbv	EBBM	-	295	LGYI+295	-	-
U-2Z	EQT	5.280	-	XG	AN	VVV-	-	-	78.68%	-	Ihorfquz	UVQK	-	425	UUQG+425	-	-
P-G	XAO	40.000	-	KY	KF	FF	-	-	54.00%	-	Gqmapvzl	DGVW	-	165	TBDL+165	-	-
C-R	OMR	85.670	-	NQ	UP	NN-	-	-	6.00%	-	Hkcjfrin	WAOG	-	575	QVGC+575	-	-
B-F	CCT	6.000	-	Yll	UT	NE	-	-	-	-	Tmbuahfw	LZUC	-	90	CEDR+90	-	-
Dvq	AXJ	90.300	-	VM	ST	WL	-	-	-	-	-	-	-	-	-	-	Retained
D-R	URL	3.400	-	E3	QY	PS	-	-	3.83%	-	Qdlcfzqp	OBAO	-	750	YJKT+750	-	-

Tranche Comments

B-F: Redemption: 2027-03-07; Registration: 144V/Ini N; J-P: Redemption: 2027-03-07; Registration: 144L/Dyl P; B-X: Redemption: 2027-03-07; Registration: 144Q/Qhm Z; P-G: Redemption: 2027-03-07; Registration: 144X/Rdz P; Q-N: Redemption: 2027-03-07; Registration: 144E/Kai N; X-1L: Redemption: 2027-03-07; Registration: 144O/Bdt O; U-2Z: Redemption: 2027-03-07; Registration: 144W/Ghf Q; C-R: Redemption: 2027-03-07; Registration: 144M/Zzj C; D-R: Redemption: 2027-03-07; Registration: 144O/Tnu R; Dvq: Redemption: 2027-03-07; Registration: 144X/Fxi B;

Deal Comments

Dfkfm. Uvs-Onss Kfbevnt 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 4, 1999

KKR & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
SY2	VQL	93.399	-	I2	ZL	BP	-	-	23.28%	-	Xyypyzpe	AXIN	-	190	ZDNX+190	-	-
AY2	VXW	42.326	-	Fq2	SV	BB	-	-	46.13%	-	Bydrlzat	SCOG	-	158	HMUF+158	-	-
LU2	IAV	213.000	-	Ljj	IJ	EQ	-	-	68.18%	-	Mkxlqzuj	KUWM	-	95	FMSF+95	-	-
TP2	EJU	75.200	-	Pzz3	JG	IJ	-	-	60.40%	-	Pwpkecvk	EOJD	-	300	JSOQ+300	-	-
BW2	LHR	52.971	-	Kq3	QR	MI	-	-	9.12%	-	Acsdwmbn	SHDP	-	550	DSZN+550	-	-
Rom	HFG	35.500	-	UQ	XU	CY	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

LU2: Redemption: 2026-03-07; Registration: 144L/Nre U; AY2: Redemption: 2026-03-07; Registration: 144A/Pat P; SY2: Redemption: 2026-03-07; Registration: 144R/Xse R; TP2: Redemption: 2026-03-07; Registration: 144W/Uqc W; BW2: Redemption: 2026-03-07; Registration: 144U/Qqj Q; Rom: Redemption: 2026-03-07; Registration: 144E/Xky N;

Deal Comments

Fbabkqkubkw. Szk Vqbb Gbabzyv 1.00

Reinvestment Period (YRS)

6.4

Reinvestment Period End Date

Apr 19, 2003

KKR & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-Y	JKU	92.000	4.10	-	DD	-	-	-	13.00%	-	Dbjlcldh	YZYC	-	160	KILD+160	-	967.00000
Mqx Jlm	PQH	13.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I-K	TYU	32.000	8.10	-	TTT-	-	-	-	27.00%	-	Cqhvrabs	TDDX	-	275	WVNC+275	-	272.00000
T-A	JQC	81.000	54.60	-	TT-	-	-	-	5.00%	-	Zpdmufnw	UKDS	-	490	AJHO+490	-	725.00000
F-G	ASS	651.000	9.40	Oqq	-	-	-	-	57.00%	-	Zxrzvmzg	JTYI	-	120	JPOV+120	-	594.00000
G-U	YMN	39.000	6.10	-	R	-	-	-	21.00%	-	Zxhvzfov	KGUS	-	185	KLZV+185	-	437.00000

Tranche Comments

F-G: First Pay: 2025-04-21; Redemption: 2027-01-20; Registration: 144W/Gru Q; K-Y: First Pay: 2025-04-21; Redemption: 2027-01-20; Registration: 144W/Gbc H; G-U: First Pay: 2025-04-21; Redemption: 2027-01-20; Registration: 144F/Qko P; I-K: First Pay: 2025-04-21; Redemption: 2027-01-20; Registration: 144Q/Byi F; T-A: First Pay: 2025-04-21; Redemption: 2027-01-20; Registration: 144P/Mru A; Mqx Jlm: First Pay: 2025-04-21; Redemption: 2027-01-20; Registration: 144J/Cbd O;

Deal Comments

Bmfmx. Qyx Wexx Ymbayov 2.00

Pricing Speed

20 TNX

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 18, 2016

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

May 24, 2026

KKR & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-V2	WTU	6.100	-	WJ	-	CCC	-	-	-	-	Exleyfsz	TVIN	100	100	JMXD+100	-	-
U-E2	GFP	19.200	-	FQ	-	MM	-	-	84.00%	-	Hyoqsilc	VICM	150-160	160	EETK+160	-	-
A-2X2	QKN	7.600	-	XH	-	AAA-	-	-	93.00%	-	Ojqphmjd	AOWG	375y	410	JTOV+410	-	-
N-K2	JUG	48.500	-	DV	-	ZZ-	-	-	4.30%	-	Xwvdhcbu	KKWC	600-625	625	TYBK+625	-	-
E-2E2	ISU	42.100	-	KT	-	DDD	-	-	57.00%	-	Cwbhrpof	QZWO	130-135	143	CXVJ+143	-	-
G-C2	OQE	69.000	-	PL	-	S	-	-	85.00%	-	Luqyserk	DMDG	170-180	190	ZECU+190	-	-
B-1B2	UIO	624.000	-	Ntt	-	NN	-	-	60.00%	-	Wjexfszq	EYJM	111	111	HOCB+111	-	-
Z-1G2	GOH	78.000	-	JN	-	EEE	-	-	93.00%	-	Cxjhkskh	TCVE	275-285	290	AWPR+290	-	-

Tranche Comments

H-V2: First Pay: 2025-04-15; Redemption: 2025-12-19; Registration: 144T/Imy W; B-1B2: First Pay: 2025-04-15; Redemption: 2025-12-19; Registration: 144B/Weq M; E-2E2: First Pay: 2025-04-15; Redemption: 2025-12-19; Registration: 144W/Npt H; U-E2: First Pay: 2025-04-15; Redemption: 2025-12-19; Registration: 144Q/Gpf V; G-C2: First Pay: 2025-04-15; Redemption: 2025-12-19; Registration: 144V/Mxh V; Z-1G2: First Pay: 2025-04-15; Redemption: 2025-12-19; Registration: 144A/Zng Q; A-2X2: First Pay: 2025-04-15; Redemption: 2025-12-19; Registration: 144X/Ceo I; N-K2: First Pay: 2025-04-15; Redemption: 2025-12-19; Registration: 144H/Ewa C;

Deal Comments

Hccct. Weu Wckk Ncexeoh 1.00

Pricing Speed

20 MIP

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 30, 2023

KKR & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	BNQ	392.000	1.70	Uyy	-	-	-	-	36.00%	-	Rzvqudyy	EGYU	133	132	JXXZ+132	-	-
D	ZYD	15.700	56.00	-	-	GG-	-	-	7.93%	-	Kododkry	HTEW	-	580	SHCV+580	-	-
Q	COS	1.228	82.90	Q3	-	-	-	-	6.38%	-	Vkutbutz	HTQY	-	-	CTWT+711	-	-
I	RVP	51.000	9.00	-	-	G	-	-	88.00%	-	Rbcaskov	SPYG	185	185	IDYN+185	-	-
P-2	IMH	9.700	9.80	-	-	WWW-	-	-	62.00%	-	Easma	Kqumb	395	395	7.86%	-	-
I	QGK	46.000	1.70	-	-	VV	-	-	94.00%	-	Hcfohvey	GVZP	170	170	XEKN+170	-	-
Lmkdhv	QQZ	40.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E-1	HBD	72.000	8.20	-	-	XXX	-	-	41.00%	-	Nwfzbdax	QAOM	285	285	KHZK+285	-	-

Tranche Comments

V: First Pay: 2025-07-15; Redemption: 2026-12-17; Registration: 144A/Dxp N; I: First Pay: 2025-07-15; Redemption: 2026-12-17; Registration: 144Z/Bis L; I: First Pay: 2025-07-15; Redemption: 2026-12-17; Registration: 144C/Vpg S; E-1: First Pay: 2025-07-15; Redemption: 2026-12-17; Registration: 144K/Vnm V; P-2: First Pay: 2025-07-15; Redemption: 2026-12-17; Registration: 144F/Zyb D; D: First Pay: 2025-07-15; Redemption: 2026-12-17; Registration: 144H/Hts B; Q: First Pay: 2025-07-15; Redemption: 2026-12-17; Registration: 144M/Nod J; Lmkdhv: First Pay: 2025-07-15; Redemption: 2026-12-17; Registration: 144K/Lsp R;

Deal Comments

Rzy-Fhff Xmrqzol 2.00

Pricing Speed

20% VEA

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 8, 2015

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
I-1	IRJ	83.000	6.27	-	-	RRR-	-	-	16.00%	-	Syyxbcsy	3kJPON	-	300	3lIQDE+300	-	-
D	PUI	58.000	19.40	-	-	EE-	-	-	4.53%	-	Mwufdizn	3jXLXZ	-	610	3pVNET+610	-	-
D	AWE	2.600	97.93	O3	-	-	-	-	1.60%	-	Fmopllpd	3gLATK	-	850	3jJPIM+715	-	-
O-2	ACF	1.000	6.40	-	-	III	-	-	82.00%	-	Yywvhord	3iZLWR	-	160	3xSDZE+160	-	-
Mts	WCT	90.850	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-1	GWD	248.000	2.16	Mww	-	KKK	-	-	30.00%	-	Clqkxrdd	3oLWXZ	-	136	3eAXFO+136	-	-
T	YQG	19.000	8.89	-	-	B	-	-	86.00%	-	Mekatjww	3dGMIM	-	195	3pGOEJ+195	-	-
T-2	TQL	4.000	23.60	-	-	ZZZ-	-	-	76.00%	-	Hflqz	-	-	405	7.92%	-	-
I	IMD	64.000	2.90	-	-	DD	-	-	21.00%	-	Bdjzeeet	3wJYJS	-	175	3oXUOC+175	-	-

Tranche Comments

M-1: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Q/Hnp O; O-2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Q/Dcg G; I: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144M/Qlo W; T: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144N/Kss Y; I-1: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144P/Vap J; T-2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144X/Doz E; D: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144U/Rza S; D: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144C/Llw C; Mts: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144C/Erd Y;

Deal Comments

Jmb Hakk Qcpvmxe 2.00

Pricing Speed

20% JHP

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 5, 2017

KKR & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-2	WMH	4.000	-	VV	-	EEE-	-	-	16.00%	-	Cgfcp	Euvcs	400	-	7.730%	-	-
X	XTK	56.000	-	TH	-	Z	-	-	43.00%	-	Mylvosjb	GJDD	200	200	LOOU+200	-	-
O-1	PNG	27.000	-	LN	-	WWW-	-	-	96.00%	-	Oeelprui	IKTV	315	315	GGFX+315	-	-
E	GQT	605.000	-	Vbb	-	CE	-	-	50.00%	-	Ipehadln	GXBR	137	137	HWSV+137	-	-
B	GJP	39.940	-	UF	-	HH-	-	-	3.19%	-	Efpbvyzg	MDAG	650j	650	GBXX+650	-	-
Xag	JHB	12.570	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W	CRU	84.000	-	CN	-	AA	-	-	22.00%	-	Aekhtrre	QLUE	180	180	ZOYK+180	-	-
X	BPV	6.500	-	C3	-	WH	-	-	7.24%	-	Akmekqdn	DCMR	-	632	MZGU+632	-	-

Tranche Comments

E: Redemption: 2027-01-15; Registration: 144G/Kma A; W: Redemption: 2027-01-15; Registration: 144W/Rjy F; Comments: Htk-reabkz; X: Redemption: 2027-01-15; Registration: 144O/Pjq A; Comments: Rns-bizxsh; O-1: Redemption: 2027-01-15; Registration: 144Q/Nlq S; Comments: Ywu-xbepuk; D-2: Redemption: 2027-01-15; Registration: 144E/Qtw B; Comments: Pxr-ornhre; B: Redemption: 2027-01-15; Registration: 144J/Kyy N; X: Redemption: 2027-01-15; Registration: 144K/Ohv Y; Xag: Redemption: 2027-01-15; Registration: 144P/Azf N;

Deal Comments

Oju Nijj Jjtpjig 2.00

Pricing Speed

20% ATK

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 18, 2006

KKR & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	AUL	3.600	25.94	O3	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O	EHZ	35.000	30.24	-	-	LL-	-	-	-	-	Mhqyuojx	LTSX	-	650	HHWV+650	-	-
V-1I Iwlv	OKL	161.000	4.60	Jmm	-	-	-	-	-	-	Zuavzlka	VYBB	-	137	THHM+137	-	-
N-2	FOX	50.000	8.72	-	-	XXX	-	-	-	-	Xzocsiub	LSAU	-	160	PMUB+160	-	-
D	GSO	72.000	7.23	-	-	Q	-	-	-	-	Pwybpbob	XQMQ	-	200	NSNW+200	-	-
V-1	CED	23.000	6.70	-	-	CCC-	-	-	-	-	Xfxwsptk	IAVB	-	315	VLQJ+315	-	-
Gpk	FWS	90.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-1G	AZT	702.000	3.89	Fuu	-	-	-	-	-	-	Cmuchjzj	CTBW	-	137	EGAC+137	-	-
R	PUY	22.000	3.63	-	-	NN	-	-	-	-	Kysdheog	XHIW	-	180	JCQQ+180	-	-
K-2	KVO	8.000	28.29	-	-	RRR-	-	-	-	-	Qhzrj	-	-	400	7.62%	-	-

Tranche Comments

V-1I Iwlv: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144Z/Wtw F; Z-1G: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144D/Yes T; N-2: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144A/Ajd W; R: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144C/Ifu N; D: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144X/Jvd J; V-1: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144X/Rhf Z; K-2: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144W/Ysr I; O: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144Q/Vlr F; B: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144I/Nvm M; Gpk: First Pay: 2025-04-15; Redemption: 2026-12-03; Registration: 144N/Knf B;

Deal Comments

Hth Ncnn Fuawtyr 2.00

Pricing Speed

20% XAU

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 15, 2017

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
J-G	VBR	147.000	8.50	Tuu	-	-	-	-	81.70%	-	Bshwcdrw	LNFU	-	138	GUKF+138	-	-
Z-I	ZUX	11.000	6.30	-	-	SS-	-	-	1.56%	-	Djfvabev	EIMA	715	682	LSEO+682	-	-
Fwv	KMA	79.500	-	NT	-	ZT	-	-	-	-	-	-	-	-	-	-	Retained
A-D	IOZ	9.500	13.00	U3	-	-	-	-	8.10%	-	Nlzlpuqz	QHLY	-	783	NEPR+783	-	-
L	BNH	7.000	2.30	Mvv	-	-	-	-	-	-	Rxdoodur	MUSF	110	110	QPZL+110	-	-
J-B	EIZ	16.000	8.30	Qf2	-	-	-	-	64.10%	-	Zrudjcsx	VZHA	-	195	CDBB+195	-	-
A-2S	OQK	6.000	4.60	-	-	QQQ-	-	-	22.33%	-	Ccruv	-	430	-	7.86%	-	-
Q-P	VVY	83.000	6.70	-	-	C	-	-	23.41%	-	Rjukweex	NLUM	205	205	YQMK+205	-	-
V-1H	QOC	43.000	6.90	-	-	CCC-	-	-	52.68%	-	Wzubtubg	ZYGY	330	330	PKVL+330	-	-

Tranche Comments

L: Redemption: 2026-10-20; Registration: 144Q/Eqr I; J-G: Redemption: 2026-10-20; Registration: 144X/Bvx M; J-B: Redemption: 2026-10-20; Registration: 144D/Oxu X; Q-P: Redemption: 2026-10-20; Registration: 144T/Zhn R; V-1H: Redemption: 2026-10-20; Registration: 144N/Imv J; A-2S: Redemption: 2026-10-20; Registration: 144O/Gnu K; Z-I: Redemption: 2026-10-20; Registration: 144G/Bzx Q; A-D: Redemption: 2026-10-20; Registration: 144Q/Tef J; Fwv: Redemption: 2026-10-20; Registration: 144D/Lmn R;

Deal Comments

Ywtwx. Sgv Gatt Jwqggse 2.00

Pricing Speed

20% YTL

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 24, 2000