KKR Financial CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1-R2	USD	131.568	0.99	Aaa	-	-	-	-	55.43%	-	Floating	SOFR	-	110	SOFR+110	-	-
A2-R2	USD	48.750	2.40	Aaa	-	-	-	-	38.92%	-	Floating	SOFR	-	145	SOFR+145	-	-
B-R2	USD	27.000	3.03	Aa3	-	-	-	-	29.77%	-	Floating	SOFR	-	195	SOFR+195	-	-
C-R2	USD	32.500	3.65	Baa2	-	-	-	-	18.76%	-	Floating	SOFR	-	340	SOFR+340	-	-
D-R2	USD	26.750	4.10	Ba3	-	-	-	-	9.70%	-	Floating	SOFR	-	625	SOFR+625	-	-

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Tranche Comments

A1-R2: First Pay: 2024-07-15; Redemption: 2024-11-09; Registration: 144A/Reg S; A2-R2: First Pay: 2024-07-15; Redemption: 2024-11-09; Registration: 144A/Reg S; B-R2: First Pay: 2024-07-15; Redemption: 2024-11-09; Registration: 144A/Reg S; C-R2: First Pay: 2024-07-15; Redemption: 2024-11-09; Registration: 144A/Reg S; D-R2: First Pay: 2024-07-15; Redemption: 2024-11-09; Registration: 144A/Reg S;

Deal Comments

Refinancing. Non-Call Period: 0.5

Pricing Speed

20% CPR

Reinvestment Period End Date

Apr 15, 2022

KKR & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-1Z	MAJ	783.000	-	Tjj	-	MMM	-	-	-	-	Zxyqqijn	3bX	-	-	3wW+129	-	-
F-X	CNH	66.480	-	Qd3	-	-	-	-	-	-	Rparmaew	3fC	-	-	3yQ+670	-	-
U2Q	JZN	88.640	-	Zi2	-	-	-	-	-	-	Gvpvmwqp	3kA	-	-	3sU+170	-	-
Y	UOR	9.000	-	Qii	-	QQQ	-	-	-	-	Mzzakpbp	3qC	-	-	3qH+90	-	-
Y-V	TUX	17.300	-	Nuu3	-	-	-	-	-	-	Avjzckub	3eW	-	-	3sC+365	-	-
O-P	MBF	28.000	-	L2	-	-	-	-	-	-	Dcukodtq	3tL	-	-	3lR+240	-	-

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Deal Comments

Pylipdpdipu

KKR & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1KG	KLT	69.000	-	Gpp	-	XXX	-	-	-	-	Aypir	-	-	-	0.030%	-	-
D2XX	QIE	87.000	-	Sa2	-	UU	-	-	-	-	Spgts	-	-	-	0.033%	-	-
L-1LD	YQK	605.000	-	Wuu	-	NNN	-	-	-	-	Lsbodalo	3rC	-	-	3nH+145	-	-

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Deal Comments

Ctujuhutjua

KKR & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-1Q	QOX	645.000	-	Ypp	MMM	-	-	-	-	-	Hsmlkoxr	3pU	-	-	3rN+155	-	-
K	BZC	48.600	-	D2	-	-	-	-	-	-	Juhardlm	3xZ	-	-	3mF+250	-	-
U	JPN	23.760	-	Snn3	-	-	-	-	-	-	Sxvtdbts	3fM	-	-	3bQ+375	-	-
M-1Z	UFD	34.000	-	Wxx	KKK	-	-	-	-	-	Iibzj	-	-	-	0.034%	-	-
T2G	KVE	19.000	-	Ux2	-	-	-	-	-	-	Cibwx	-	-	-	0.041%	-	-
D-1W	YMN	331.000	-	Gii	NNN	-	-	-	-	-	Cppfdifd	3iM	-	-	3tQ+110	-	-
H-2H	EGY	56.000	-	Qp2	-	-	-	-	-	-	Pzmlczcb	3jN	-	-	3uM+180	-	-
Y	NQR	25.000	-	Hw3	-	-	-	-	-	-	Pjycxeic	3jM	-	-	3xP+500	-	-
Mcnpoj	BYU	95.870	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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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
W	BSS	67.000	-	-	C	-	-	-	-	-	Tdkyckja	3jW	-	-	3kD+260	-	-
F	NBU	79.000	-	-	ZZ	-	-	-	-	-	Ernhwemn	3iN	-	-	3lR+475	-	-
G-1	AAG	281.600	-	Fee	FFF	-	-	-	-	-	Rluzujzo	3zC	-	-	3gN+115	-	-
A	RAH	46.900	-	-	VVV	-	-	-	-	-	Wkddcroy	3sD	-	-	3vO+360	-	-
Wauicz	BYE	96.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
X-2X	CSZ	14.000	-	-	YY	-	-	-	-	-	Zwsosedz	3kQ	-	-	3eU+170	-	-
E2E	FZA	35.500	-	-	CC	-	-	-	-	-	Ofrhb	-	-	-	0.037%	-	-

KKR & Co Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	JJZ	66.300	-	-	GG	-	-	-	-	-	Iffphzsu	3lM	-	-	3oH+725	-	-
Z-2	NET	81.000	-	-	II	-	-	-	-	-	Uvxbuvoa	3zU	-	-	3xT+250	-	-
D-1D	QTJ	346.000	-	Taa	GGG	-	-	-	-	-	Ehsxkchq	3zM	-	-	3yT+143	-	-
T-1A	XLO	63.000	-	Qoo	DDD	-	-	-	-	-	Wurbhtbu	3sC	-	-	3iJ+239	-	-
Anhmio	AWK	22.220	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Z	IBO	91.000	-	-	R	-	-	-	-	-	Sqrklqoq	3pT	-	-	3wX+345	-	-
S	VLZ	44.000	-	-	BBB	-	-	-	-	-	Bszrudhu	3hE	-	-	3yL+550	-	-