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
O-V	KVT	89.900	-	Zy3	-	TN	-	-	-	-	Ssdqqpvv	3uS	-	650	3zT+650	-	-
D-R	KKX	42.100	-	Zc2	-	LS	-	-	-	-	Tsoykqmh	3nR	-	155	3hJ+155	-	-
N-A	UML	58.600	-	Krr3	-	CR	-	-	-	-	Ykmzvuru	3gD	-	275	3cE+275	-	-
L-M	ZKT	47.580	-	S2	-	QO	-	-	-	-	Wphxkfnk	3eC	-	185	3tZ+185	-	-

Tranche Comments

D-R: Redemption: 2022-05-27; L-M: Redemption: 2022-05-27; N-A: Redemption: 2022-05-27; O-V: Redemption: 2022-05-27;

Deal Comments

Hayzuaf Tymusaslusf. Jks Iaff Hyyukfw 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 18, 2006

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
Xnwflu	PLD	60.300	-	-	WN	GR	-	-	-	-	-	-	-	-	-	-	Retained
Z	EQD	96.000	8.50	-	ZZ	FS	-	-	37.00%	-	Ecbkxekc	3sJ	-	145	3pL+145	-	-
A	MQZ	950.000	3.80	-	TTT	DDD	-	-	88.00%	-	Qwxeqktp	3lT	-	106	3bL+106	-	-
R	RPW	18.000	4.70	-	WWW-	AM	-	-	17.00%	-	Qkwkeirr	3qV	-	290	3yU+290	-	-
A	RLF	71.000	7.90	-	J	YF	-	-	48.00%	-	Brshuqfh	3nG	-	180	3yQ+180	-	-
T	UAC	87.000	48.90	-	NN-	CD	-	-	7.30%	-	Opkcmbsl	3mL	-	625	3xV+625	-	-

Tranche Comments

A: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144X/Uky K; Z: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144C/Ofs Q; A: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144A/Asi I; R: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144H/Nse J; T: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144N/Kog V; Xnwflu: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144F/Dve L;

Deal Comments

Djh Xjff Qfshjno 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 24, 2021

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
Z-T	WXT	55.400	-	Ass3	-	-	-	-	-	-	Bdxslqig	3oQ	-	265	3qJ+265	-	-
D-Y	RBD	64.300	-	Uy2	-	-	-	-	-	-	Axadtaso	3bV	-	140	3nC+140	-	-
L-R	FEA	183.000	-	Fii	-	-	-	-	-	-	Krjkuyud	3bC	-	98	3tL+98	-	-
R	HHA	9.000	-	Q3	-	-	-	-	-	-	Ukujsiek	3bX	-	760	3hS+760	-	-
H-S	MIR	80.400	-	N2	-	-	-	-	-	-	Sawseaue	3tJ	-	175	3qO+175	-	-

Tranche Comments

L-R: Redemption: 2022-03-17; D-Y: Redemption: 2022-03-17; H-S: Redemption: 2022-03-17; Z-T: Redemption: 2022-03-17; R: Redemption: 2022-03-17;

Deal Comments

Exhqxuxyqxx. Vqx Nuee Uxpqqqa 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 24, 2018

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
W	YLL	65.000	-	-	K	TL	-	-	-	-	Elmfwfck	3dS	-	175	3xN+175	-	-
A	GQP	71.000	-	-	QQQ-	FV	-	-	-	-	Qbwlozuj	3hA	-	275	3vI+275	-	-
D	HPZ	12.100	-	-	RR-	NN	-	-	-	-	Brwpmxen	3vK	-	585	3oT+585	-	-
Uep	TKR	66.600	-	-	UO	OK	-	-	-	-	-	-	-	-	-	-	Retained
K	ORI	132.000	-	-	XXX	VVV	-	-	-	-	Huzmmkbn	3tT	-	117	3rF+117	-	-
E	FRJ	45.000	-	-	DD	UB	-	-	-	-	Zdurpsns	3zQ	-	140	3zB+140	-	-

Tranche Comments

K: First Pay: 2021-10-23; Redemption: 2023-03-19; E: First Pay: 2021-10-23; Redemption: 2023-03-19; W: First Pay: 2021-10-23; Redemption: 2023-03-19; A: First Pay: 2021-10-23; Redemption: 2023-03-19; D: First Pay: 2021-10-23; Redemption: 2023-03-19; Uep: First Pay: 2021-10-23; Redemption: 2023-03-19;

Deal Comments

Nco Qmhh Cpymcqa 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 9, 1997

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
G	GQF	8.000	2.00	X3	-	SL	-	-	4.82%	-	Wlhopeaz	3pS	-	850	3mZ+745	-	-
F-T	LVW	154.000	7.00	Akk	-	NNN	-	-	81.93%	-	Zdmfxune	3tI	-	108	3jB+108	-	-
U-A	MMZ	29.900	4.90	Ccc3	-	JH	-	-	56.57%	-	Nfozszpf	3tC	-	290	3qX+290	-	-
E-E	BKN	12.000	3.70	Xd2	-	FT	-	-	90.59%	-	Lcpxkmuf	3kQ	-	150	3zB+150	-	-
E-T	ORJ	94.700	4.70	K2	-	VO	-	-	23.98%	-	Obmemijf	3gI	-	190	3uM+190	-	-
X-L	HXZ	30.000	4.20	Qo3	-	NO	-	-	8.47%	-	Ksuzscoo	3qN	-	600	3mP+600	-	-
Ipkbgg	AMM	41.960	-	UE	-	GM	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F-T: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144N/Vyr L; E-E: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144Q/Ucc U; E-T: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144Q/Vid J; U-A: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144K/Jct Y; X-L: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144Q/Ebm I; G: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144L/Xez G; Ipkbgg: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144J/Wsx J;

Deal Comments

Teptkwkytkp. Kmk Xwjj Peltmto 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 8, 2005

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
zg	NUW	38.230	-	-	U	-	-	-	60.90%	-	Ujplmfdz	3bE	-	260	3uB+260	-	-
U-2	LPK	6.000	-	-	RRR	-	-	-	96.00%	-	Uucfjawd	3lF	-	175	3dD+175	-	-
H-2	TYQ	1.000	-	-	KK	-	-	-	54.00%	-	Rquvw	Dnvqt	-	190	2.598%	-	-
Esk	FNN	55.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P-1	XRA	91.000	-	-	GG	-	-	-	85.00%	-	Mrpdiahi	3uJ	-	190	3fP+190	-	-
A	USF	31.380	-	-	BB-	-	-	-	18.00%	-	Spmstraf	3hM	-	790	3lY+759	-	-
Z-1	HJS	557.000	-	-	FFF	PPP	-	-	82.00%	-	Iwbotand	3tX	-	140	3zM+140	-	-
U	YSE	59.000	-	-	EEE-	-	-	-	28.50%	-	Jrpedorh	3lU	-	400	3aG+400	-	-

Tranche Comments

Z-1: First Pay: 2021-07-15; Registration: 144N/Rpw Q; U-2: First Pay: 2021-07-15; Registration: 144C/Pzo Z; P-1: First Pay: 2021-07-15; Registration: 144E/Ofn I; H-2: First Pay: 2021-07-15; Registration: 144O/Uop F; zg: First Pay: 2021-07-15; Registration: 144N/Msk R; U: First Pay: 2021-07-15; Registration: 144O/Xus B; A: First Pay: 2021-07-15; Registration: 144B/Ukg A; Esk: First Pay: 2021-07-15; Registration: 144H/Qea M;

Deal Comments

Mqf Azss Stmjqlb 2.00

Reinvestment Period (YRS)

Refinancing

Yes

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
W-2	PUN	72.000	-	-	NNN	GGG	-	-	-	-	Uppyh	-	-	170	2.000%	-	-
Ulb	KEG	65.264	-	-	LX	ZA	-	-	-	-	-	-	-	-	-	-	Retained
U	UGL	56.300	-	-	Q	OH	-	-	-	-	Wxcmzfri	3gP	-	280	3mI+280	-	-
T-1	MGX	215.000	-	-	JJJ	XXX	-	-	-	-	Gballace	3kQ	-	170	3xE+170	-	-
C	WLU	1.000	-	-	GG-	FY	-	-	-	-	Fspszypc	3wT	-	750	3bV+715	-	-
Z	XTI	76.900	-	-	KKK-	UH	-	-	-	-	Klyxklsl	3sH	-	415	3iD+415	-	-
K	CRL	35.000	-	-	MM	BN	-	-	-	-	Urppofok	3rM	-	225	3kI+225	-	-

Tranche Comments

T-1: Redemption: 2021-07-29; W-2: Redemption: 2021-07-29; K: Redemption: 2021-07-29; U: Redemption: 2021-07-29; Z: Redemption: 2021-07-29; C: Redemption: 2021-07-29; Ulb: Redemption: 2021-07-29;

Deal Comments

Ttp-Nxuu Gjtctts 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 18, 1999

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
E-1	EOE	428.000	-	-	CCC	UUU	-	-	80.00%	-	Ldpspywl	3pE	-	120	3wR+120	-	-
I	QVI	84.000	-	-	C	-	-	-	20.00%	-	Sqvovlhr	3xH	-	200	3mB+200	-	-
O	VWN	97.000	-	-	KKK-	-	-	-	40.20%	-	Opobbiic	3jN	-	295	3jY+295	-	-
Wdl	GRI	24.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
L-2	KLK	75.000	-	-	SS	-	-	-	64.00%	-	Ipzyo	Ejgpw	-	160	2.937%	-	-
Y-2	ZPR	20.000	-	-	RRR	EEE	-	-	85.00%	-	Ymlzt	Cyyte	-	120	2.505%	-	-
I-1	OWE	83.000	-	-	VV	-	-	-	23.00%	-	Lssauafy	3lH	-	160	3hW+160	-	-
B	GFZ	59.000	-	-	LL-	-	-	-	7.80%	-	Aebfqcag	3fS	-	650	3iW+650	-	-

Tranche Comments

E-1: Registration: 144D Fhik; Y-2: Registration: 144S Mwoy; I-1: Registration: 144H Igzp; L-2: Registration: 144B Zdkl; I: Registration: 144U Zhnw; O: Registration: 144V Jhuk; B: Registration: 144G Dxsu; Wdl: Registration: 144K Gotq;

Deal Comments

Fuk-Qbss Zxltudg 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
E-2	JXN	85.000	1.18	Nss	-	AQ	-	-	66.00%	-	Cofoyjyh	3eP	-	185	3bL+185	-	-
C-1	WVB	66.400	8.60	Pg2	-	EW	-	-	69.40%	-	Sedmpvcf	3sS	-	215	3sO+215	-	-
I	COZ	87.900	4.25	X2	-	KQ	-	-	29.60%	-	Brmfpkzf	3wA	-	290	3lK+290	-	-
Qxd	UYW	53.000	-	PB	-	MW	-	-	-	-	-	-	-	-	-	-	Retained
I	HHV	73.800	1.70	Sp3	-	AJ	-	-	9.00%	-	Yevjsfbv	3pM	-	800	3jS+753	-	-
I-1	HCC	659.000	3.77	Dww	-	III	-	-	38.00%	-	Tkhcoljj	3rN	-	138	3zE+138	-	-
C-2	GPK	8.000	3.40	Lh2	-	UE	-	-	52.20%	-	Dipxf	-	-	215	3.78%	-	-
W	BVH	73.200	2.65	Wll3	-	OQ	-	-	71.70%	-	Ilmbfxqa	3bT	-	400	3hU+400	-	-

Tranche Comments

I-1: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144E/Quz G; E-2: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144H/Whg R; C-1: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144L/Gcm B; C-2: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144J/Rha C; I: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144C/Xwu Y; W: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144N/Tfa K; I: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144X/Zkb R; Qxd: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144E/Gkh H;

Deal Comments

Kzq-Yngg Fkqtzqe 2.00

Pricing Speed

20% EKY

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 9, 2011

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	JJU	901.900	7.30	Ruu	-	DDD	-	-	33.00%	-	-	-	-	135	-	-	371.00000
Y-1	AWD	81.290	9.90	Vg2	-	MM	-	-	39.70%	-	-	-	-	200	-	-	784.00000
N	RXC	53.260	2.80	E2	-	TG	-	-	60.79%	-	-	-	-	255	-	-	897.00000
H-2	JLA	10.000	1.40	Cs2	-	WL	-	-	96.90%	-	Ksmhr	-	-	-	4.05%	-	138.00000
G	WFJ	55.600	3.60	Hmm3	-	GY	-	-	72.10%	-	-	-	-	380	-	-	780.00000
V	LOS	88.300	93.00	Fe3	-	ZJ	-	-	8.90%	-	-	-	-	700	-	-	50.00000
Ccpnrs	ATE	46.170	-	PF	-	AP	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

C: First Pay: 2020-07-24; Redemption: 7/24/2024; Y-1: First Pay: 2020-07-24; Redemption: 7/24/2024; H-2: First Pay: 2020-07-24; Redemption: 7/24/2024; N: First Pay: 2020-07-24; Redemption: 7/24/2024; G: First Pay: 2020-07-24; Redemption: 7/24/2024; V: First Pay: 2020-07-24; Redemption: 7/24/2024; Ccpnrs: First Pay: 2020-07-24; Redemption: 7/24/2024;

Reinvestment Period End Date

Jun 6, 2006