Kayne CLO Ltd (KAYNE) 6

Kayne Anderson Capital Advisors LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-2	NLZ	23.000	2.66	Inn	-	MD	-	-	12.00%	-	Fqpxsdvr	3jE	-	185	3aR+185	-	-
I	WOH	28.800	6.21	S2	-	MQ	-	-	77.70%	-	Chplvmbt	3kW	-	290	3pP+290	-	-
K-2	ISL	2.000	3.30	Zg2	-	CR	-	-	97.60%	-	Siiec	-	-	215	3.78%	-	-
G-1	WCI	64.400	1.20	Zg2	-	ZT	-	-	89.90%	-	Mvxcfuww	3rS	-	215	3yR+215	-	-
B	KTE	53.600	4.60	Lm3	-	HB	-	-	9.00%	-	Mywqricm	3gA	-	800	3sK+753	-	-
H-1	IVP	468.000	7.79	Htt	-	PPP	-	-	18.00%	-	Sdsjppqt	3eY	-	138	3cZ+138	-	-
Lzf	WSC	21.000	-	BM	-	ZG	-	-	-	-	-	-	-	-	-	-	Retained
X	LKM	90.500	4.88	Fee3	-	PS	-	-	72.40%	-	Jlshfhjp	3wV	-	400	3sZ+400	-	-

Tranche Comments

H-1: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144K/Whl T; T-2: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144F/Cyo A; G-1: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144A/Pzj X; K-2: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144L/Ijl F; I: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144Z/Xos V; X: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144E/Vat S; B: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144E/Aup Z; Lzf: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144O/Bix X;

Deal Comments

Obg-Vnzz Wvgqbnt 2.00

Pricing Speed

20% DDD

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 18, 2005