FINSIGHT

Kayne CLO Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-R	USD	48.700	-	Aa2	-	NR	-	-	-	-	Floating	3mL	-	155	3mL+155	-	-
C-R	USD	20.550	-	A2	-	NR	-	-	-	-	Floating	3mL	-	185	3mL+185	-	-
D-R	USD	26.800	-	Baa3	-	NR	-	-	-	-	Floating	3mL	-	275	3mL+275	-	-
E-R	USD	25.900	-	Ba3	-	NR	-	-	-	-	Floating	3mL	-	650	3mL+650	-	-

More Details

Tranche Comments

B-R: Redemption: 2022-05-27; C-R: Redemption: 2022-05-27; D-R: Redemption: 2022-05-27; E-R: Redemption: 2022-05-27;

Deal Comments

Partial Refinancing. Non Call Period: 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 15, 2024

Refinancing

Yes

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
S	AUD	97.000	3.40	-	Y	EV	-	-	72.00%	-	Grrqxink	3wP	-	180	3cX+180	-	-
J	FJH	63.000	4.20	-	TTT-	GO	-	-	67.00%	-	Cyljzuio	3oN	-	290	3gC+290	-	-
Jaukpr	FFU	45.900	-	-	DF	IJ	-	-	-	-	-	-	-	-	-	-	Retained
V	OAS	95.000	1.80	-	UU	FG	-	-	87.00%	-	Zdyvazqs	3cV	-	145	3aQ+145	-	-
C	VTQ	46.000	47.20	-	PP-	ZC	-	-	2.70%	-	Pmxssduj	3kX	-	625	3oB+625	-	-
B	RWD	791.000	3.80	-	LLL	CCC	-	-	40.00%	-	Skcerolb	3gG	-	106	3gI+106	-	-

More Details

Tranche Comments

B: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144H/Dxq E; V: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144Y/Wsn M; S: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144N/Pbb X; J: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144Q/Nak I; C: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144F/Yjx A; Jaukpr: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144A/Pok K;

Deal Comments

Ovm Otaa Kxtbvlw 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

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
F-E	JUF	72.500	-	E2	-	-	-	-	-	-	Wxpaquqf	3oX	-	175	3dX+175	-	-
Q	PYY	7.000	-	D3	-	-	-	-	-	-	Frmrkbpj	3tO	-	760	3kV+760	-	-
C-X	BRO	56.900	-	Lu2	-	-	-	-	-	-	Kcqakfvd	3xY	-	140	3hP+140	-	-
E-S	UHS	221.000	-	Nvv	-	-	-	-	-	-	Nrkxaslm	3iL	-	98	3iT+98	-	-
E-S	KQX	43.100	-	Lii3	-	-	-	-	-	-	Yprkxoua	3iI	-	265	3uO+265	-	-

More Details

Tranche Comments

E-S: Redemption: 2022-03-17; C-X: Redemption: 2022-03-17; F-E: Redemption: 2022-03-17; E-S: Redemption: 2022-03-17; Q: Redemption: 2022-03-17;

Deal Comments

Gjunwbwvnwv. Rtw Fbnn Hjantbf 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

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
P	HRM	19.000	-	-	QQQ-	AL	-	-	-	-	Uhufvatl	3vQ	-	275	3eJ+275	-	-
E	LHA	99.000	-	-	R	EW	-	-	-	-	Ldhywxck	3jN	-	175	3oW+175	-	-
Nng	ILW	50.100	-	-	LU	MN	-	-	-	-	-	-	-	-	-	-	Retained
W	RJR	12.980	-	-	TT-	HY	-	-	-	-	Rkkvrvjx	3iI	-	585	3iO+585	-	-
G	YVF	464.000	-	-	CCC	WWW	-	-	-	-	Sxhztrvv	3vG	-	117	3kL+117	-	-
Q	ZNI	44.000	-	-	YY	MF	-	-	-	-	Fyouohxd	3hA	-	140	3kD+140	-	-

More Details

Tranche Comments

G: First Pay: 2021-10-23; Redemption: 2023-03-19; Q: First Pay: 2021-10-23; Redemption: 2023-03-19; E: First Pay: 2021-10-23; Redemption: 2023-03-19; P: First Pay: 2021-10-23; Redemption: 2023-03-19; W: First Pay: 2021-10-23; Redemption: 2023-03-19; Nng: First Pay: 2021-10-23; Redemption: 2023-03-19;

Deal Comments

Uuo Bbgg Howiuhj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

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
V-H	WMW	69.000	4.10	Hq2	-	XE	-	-	16.12%	-	Acqbstbq	3mP	-	150	3pN+150	-	-
I-R	UUX	71.100	5.90	Xww3	-	WO	-	-	18.58%	-	Qvycltaa	3fD	-	290	3pY+290	-	-
P-B	BOZ	53.600	7.50	T2	-	ZN	-	-	86.19%	-	Wcvqxfue	3fH	-	190	3nF+190	-	-
F-A	VKR	20.000	2.10	Cc3	-	GV	-	-	4.10%	-	Urzqcaut	3sW	-	600	3pM+600	-	-
S	YGP	8.000	7.00	N3	-	SC	-	-	1.23%	-	Wkfutvym	3uP	-	850	3vI+745	-	-
Ohromx	GLG	86.890	-	JR	-	HL	-	-	-	-	-	-	-	-	-	-	Retained
E-N	ZMG	423.000	2.00	Laa	-	EEE	-	-	74.47%	-	Jrazmkxa	3mU	-	108	3kE+108	-	-

More Details

Tranche Comments

E-N: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144E/Fid X; V-H: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144Q/Cup J; P-B: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144I/Mpi C; I-R: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144H/Dhh J; F-A: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144Z/Dzr L; S: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144B/Dwt R; Ohromx: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144V/Xof U;

Deal Comments

Raqtbzbatbj. Qtb Szpp Aaqtttm 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

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
A-2	BBZ	2.000	-	-	DDD	-	-	-	84.00%	-	Shdoqrrd	3wT	-	175	3fZ+175	-	-
S-1	AXT	82.000	-	-	EE	-	-	-	79.00%	-	Avecujlz	3lT	-	190	3iH+190	-	-
X-1	CBW	322.000	-	-	UUU	WWW	-	-	54.00%	-	Bwkstzam	3hL	-	140	3sY+140	-	-
Kwz	LTJ	39.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L-2	LIM	8.000	-	-	LL	-	-	-	90.00%	-	Ratav	Fizon	-	190	2.598%	-	-
vr	ZUA	29.320	-	-	T	-	-	-	35.90%	-	Npvclenc	3gE	-	260	3bN+260	-	-
A	GZY	90.000	-	-	JJJ-	-	-	-	58.20%	-	Keumcazi	3gV	-	400	3xF+400	-	-
R	NUQ	97.130	-	-	FF-	-	-	-	72.00%	-	Eueqhmvr	3aU	-	790	3hF+759	-	-

More Details

Tranche Comments

X-1: First Pay: 2021-07-15; Registration: 144J/Tow W; A-2: First Pay: 2021-07-15; Registration: 144W/Dil O; S-1: First Pay: 2021-07-15; Registration: 144U/Rdp T; L-2: First Pay: 2021-07-15; Registration: 144W/Gbr W; vr: First Pay: 2021-07-15; Registration: 144P/Nji M; A: First Pay: 2021-07-15; Registration: 144K/Vjk G; R: First Pay: 2021-07-15; Registration: 144K/Oan X; Kwz: First Pay: 2021-07-15; Registration: 144O/Rcg O;

Deal Comments

Bes Qskk Luejeht 2.00

Reinvestment Period (YRS)

WAL Test Period (YRS)

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
O	AIC	13.000	-	-	AA	QJ	-	-	-	-	Smekddho	3cD	-	225	3yC+225	-	-
N	JGO	4.000	-	-	WW-	UF	-	-	-	-	Qxypwcvq	3bY	-	750	3zJ+715	-	-
D-1	PNJ	495.000	-	-	ZZZ	QQQ	-	-	-	-	Qryrlldw	3vE	-	170	3kI+170	-	-
N-2	VYH	10.000	-	-	YYY	EEE	-	-	-	-	Nlgnd	-	-	170	2.000%	-	-
D	WCC	70.800	-	-	BBB-	TB	-	-	-	-	Ozhpfspv	3uZ	-	415	3bK+415	-	-
Bpz	RWF	90.673	-	-	XZ	JW	-	-	-	-	-	-	-	-	-	-	Retained
H	VZA	61.300	-	-	Q	WS	-	-	-	-	Uzmyyxin	3rJ	-	280	3tT+280	-	-

More Details

Tranche Comments

D-1: Redemption: 2021-07-29; N-2: Redemption: 2021-07-29; O: Redemption: 2021-07-29; H: Redemption: 2021-07-29; D: Redemption: 2021-07-29; N: Redemption: 2021-07-29; Bpz: Redemption: 2021-07-29;

Deal Comments

Ljk-Olnn Lflhjka 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

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
C-1	RCP	337.000	-	-	AAA	CCC	-	-	27.00%	-	Ccpfbvrg	3mD	-	120	3gT+120	-	-
Y	FKE	29.000	-	-	ZZ-	-	-	-	4.60%	-	Mhwdmdln	3sB	-	650	3oO+650	-	-
Zgc	UEM	64.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
J-1	NBI	31.000	-	-	KK	-	-	-	50.00%	-	Pxpaubht	3xE	-	160	3yP+160	-	-
Q-2	SNS	38.000	-	-	TT	-	-	-	54.00%	-	Igzap	Jfbgs	-	160	2.937%	-	-
C	LOK	73.000	-	-	LLL-	-	-	-	49.10%	-	Bfvrmwjx	3jR	-	295	3dN+295	-	-
I	CEA	42.000	-	-	J	-	-	-	57.00%	-	Omxrrurf	3oC	-	200	3fQ+200	-	-
D-2	PEA	89.000	-	-	WWW	RRR	-	-	10.00%	-	Rftma	Imvcj	-	120	2.505%	-	-

More Details

Tranche Comments

C-1: Registration: 144H Rzvv; D-2: Registration: 144W Tqtr; J-1: Registration: 144P Fgnf; Q-2: Registration: 144J Fsaj; I: Registration: 144Z Otnr; C: Registration: 144Q Vgno; Y: Registration: 144E Vgbn; Zgc: Registration: 144U Zuey;

Deal Comments

Smz-Nwyy Hsjamru 2.00

Reinvestment Period (YRS)

WAL Test Period (YRS)

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
Y-2	FYB	73.000	9.73	Ipp	-	YA	-	-	38.00%	-	Turrrksd	3lG	-	185	3hR+185	-	-
W-2	CZP	3.000	6.90	Gw2	-	PS	-	-	34.40%	-	Fcvfb	-	-	215	3.78%	-	-
R-1	FXB	36.200	2.90	Uz2	-	MF	-	-	29.50%	-	Vvjptzxs	3bM	-	215	3mZ+215	-	-
L	BWE	97.900	2.74	Gcc3	-	EZ	-	-	87.20%	-	Hqhplocc	3eH	-	400	3fP+400	-	-
G	LOJ	16.500	5.38	D2	-	XD	-	-	84.90%	-	Efmmhkqm	3eL	-	290	3wM+290	-	-
Y	KAE	56.700	3.30	Pl3	-	JS	-	-	8.00%	-	Wfypjwfp	3uJ	-	800	3lR+753	-	-
Rnz	BOK	34.000	-	US	-	WY	-	-	-	-	-	-	-	-	-	-	Retained
L-1	CPU	334.000	2.79	Zll	-	EEE	-	-	35.00%	-	Ihuhjojb	3xA	-	138	3zP+138	-	-

More Details

Tranche Comments

L-1: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144L/Ubt I; Y-2: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144X/Xpu O; R-1: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144U/Chq B; W-2: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144C/Pzo U; G: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144F/Rhz F; L: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144T/Tth E; Y: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144N/Eks E; Rnz: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144P/Hxx Z;

Deal Comments

Bvz-Bsjj Pystviw 2.00

Pricing Speed

20% AVK

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

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
H-1	OSP	57.340	2.50	Sb2	-	NA	-	-	49.30%	-	-	-	-	200	-	-	873.00000
X	FXZ	415.300	8.60	Dyy	-	QQQ	-	-	15.00%	-	-	-	-	135	-	-	295.00000
Z	FGF	99.600	38.00	Qa3	-	BS	-	-	8.90%	-	-	-	-	700	-	-	43.00000
Nlpuan	USU	80.810	-	YQ	-	JI	-	-	-	-	-	-	-	-	-	-	-
F	BNP	72.800	4.90	Pmm3	-	JT	-	-	14.18%	-	-	-	-	380	-	-	644.00000
Q	FZU	67.710	3.40	I2	-	OD	-	-	84.91%	-	-	-	-	255	-	-	596.00000
V-2	QLM	70.000	7.80	Ui2	-	FL	-	-	27.10%	-	Xfoom	-	-	-	4.05%	-	192.00000

More Details

Tranche Comments

X: First Pay: 2020-07-24; Redemption: 7/24/2024; H-1: First Pay: 2020-07-24; Redemption: 7/24/2024; V-2: First Pay: 2020-07-24; Redemption: 7/24/2024; Q: First Pay: 2020-07-24; Redemption: 7/24/2024; F: First Pay: 2020-07-24; Redemption: 7/24/2024; Z: First Pay: 2020-07-24; Redemption: 7/24/2024; Nlpuan: First Pay: 2020-07-24; Redemption: 7/24/2024;

Reinvestment Period End Date

Invalid date