Kayne CLO Ltd (KAYNE) 9

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-2AJI4.000--OOO---74.00%-Lsvhqmnt3qM-1753bS+175--
G-2JSU4.000--NN---35.00%-XrlkyUbhca-1902.598%--
pdFOU21.890--W---48.90%-Jyexlyfg3nI-2603zQ+260--
WzlBEO63.000--------------Retained
N-1NOH33.000--QQ---35.00%-Zzwpsxvi3rR-1903eX+190--
XOCE90.000--KKK----87.10%-Kqlmzftq3fR-4003lT+400--
YLPE83.390--SS----89.00%-Hbhjhxpz3pI-7903jU+759--
K-1XHO715.000--EEEJJJ--35.00%-Clvmxhmb3mH-1403eE+140--
Tranche Comments
K-1: First Pay: 2021-07-15; Registration: 144W/Xli P; M-2: First Pay: 2021-07-15; Registration: 144E/Plw S; N-1: First Pay: 2021-07-15; Registration: 144Q/Nni J; G-2: First Pay: 2021-07-15; Registration: 144W/Moh K; pd: First Pay: 2021-07-15; Registration: 144V/Rhw T; X: First Pay: 2021-07-15; Registration: 144X/Zau P; Y: First Pay: 2021-07-15; Registration: 144V/Rzf C; Wzl: First Pay: 2021-07-15; Registration: 144Y/Jnz W;
Deal Comments
Ncz Woxx Eckucqj 2.00
Reinvestment Period (YRS)
1
WAL Test Period (YRS)
4

Commentary 

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B&I

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Research