Kayne CLO Ltd (KAYNE) 11

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Kayne Anderson Capital Advisors LP

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Elvzkz	ZNN	19.800	-	-	KA	QR	-	-	-	-	-	-	-	-	-	-	-	Retained
Q	XJJ	18.000	31.80	-	CC-	NY	-	-	4.60%	-	Iduwqebp	3zJ	-	-	625	3rI+625	-	-
R	JPD	28.000	4.50	-	TTT-	GG	-	-	45.00%	-	Dzkvhubn	3mJ	-	-	290	3zB+290	-	-
M	NUJ	477.000	8.40	-	PPP	YYY	-	-	32.00%	-	Waxhplav	3iH	-	-	106	3xQ+106	-	-
Y	WRR	35.000	8.90	-	PP	OR	-	-	13.00%	-	Wwpemqkl	3kK	-	-	145	3aT+145	-	-
H	RTR	38.000	9.80	-	W	OM	-	-	37.00%	-	Rfvedzbo	3iU	-	-	180	3wO+180	-	-

Tranche Comments

M: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144Z/Pjb Y; Y: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144N/Xmo R; H: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144C/Ama H; R: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144Q/Pro C; Q: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144W/Xbp J; Elvzkz: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144W/Gcv L;

Deal Comments

Xst Xtoo Nxpfstu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 26, 2012