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	-	-

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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

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
K	RPS	69.000	6.20	-	LL	FT	-	-	54.00%	-	Abmhhxls	3jT	-	145	3dS+145	-	-
A	CIB	69.000	1.40	-	QQQ-	CR	-	-	83.00%	-	Wepjoyqn	3cZ	-	290	3nU+290	-	-
R	KFJ	62.000	79.10	-	VV-	XJ	-	-	8.50%	-	Bkkcxxeg	3xV	-	625	3jJ+625	-	-
Oklrap	GLB	26.600	-	-	LD	GU	-	-	-	-	-	-	-	-	-	-	Retained
D	QML	387.000	5.80	-	GGG	CCC	-	-	58.00%	-	Lcbaayix	3eF	-	106	3qM+106	-	-
C	IAU	50.000	6.90	-	J	QB	-	-	99.00%	-	Zjhzdczy	3tM	-	180	3oD+180	-	-

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Tranche Comments

D: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144I/Gly C; K: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144T/Qeb Z; C: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144N/Ono L; A: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144J/Nuw Y; R: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144Q/Bwx E; Oklrap: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144I/Cru D;

Deal Comments

Exy Nbff Ypxjxsc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 15, 2019

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-A	XLN	82.500	-	Rr2	-	-	-	-	-	-	Kksxaoxy	3rW	-	140	3bO+140	-	-
Q-D	MTJ	852.000	-	Uxx	-	-	-	-	-	-	Rxcpzcsg	3rS	-	98	3hP+98	-	-
O-K	YTG	15.800	-	Add3	-	-	-	-	-	-	Ppmbhqbk	3bS	-	265	3yR+265	-	-
K-U	EVJ	74.800	-	I2	-	-	-	-	-	-	Rvpwwldz	3fV	-	175	3sM+175	-	-
F	FPB	6.000	-	Y3	-	-	-	-	-	-	Nsrjytvm	3lN	-	760	3tA+760	-	-

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Tranche Comments

Q-D: Redemption: 2022-03-17; S-A: Redemption: 2022-03-17; K-U: Redemption: 2022-03-17; O-K: Redemption: 2022-03-17; F: Redemption: 2022-03-17;

Deal Comments

Qwfxsjsfxsb. Evs Xjtt Jwjxvpe 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 2, 2014

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
C	CLE	40.000	-	-	G	KA	-	-	-	-	Yxbdbsbf	3mK	-	175	3jH+175	-	-
Ocn	PCL	58.200	-	-	DL	OB	-	-	-	-	-	-	-	-	-	-	Retained
P	NCZ	660.000	-	-	UUU	UUU	-	-	-	-	Fmzobtkh	3xY	-	117	3aA+117	-	-
A	TFQ	91.000	-	-	PPP-	SL	-	-	-	-	Qzrubxlq	3fV	-	275	3jN+275	-	-
X	IMP	69.530	-	-	DD-	LH	-	-	-	-	Kcbmbjaw	3nX	-	585	3jD+585	-	-
X	YEP	80.000	-	-	DD	JJ	-	-	-	-	Ofyvhpby	3lO	-	140	3wJ+140	-	-

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Tranche Comments

P: First Pay: 2021-10-23; Redemption: 2023-03-19; X: First Pay: 2021-10-23; Redemption: 2023-03-19; C: First Pay: 2021-10-23; Redemption: 2023-03-19; A: First Pay: 2021-10-23; Redemption: 2023-03-19; X: First Pay: 2021-10-23; Redemption: 2023-03-19; Ocn: First Pay: 2021-10-23; Redemption: 2023-03-19;

Deal Comments

Bqm Rfzz Euwkqbs 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 3, 2013

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-W	NBU	87.000	8.40	Fa3	-	CY	-	-	7.98%	-	Xwyhfrhm	3pD	-	600	3pH+600	-	-
H-T	EGY	62.600	1.10	I2	-	PA	-	-	12.69%	-	Pmudaath	3bA	-	190	3bU+190	-	-
P-L	KFA	87.800	7.30	Vhh3	-	QJ	-	-	52.91%	-	Xoelosva	3yF	-	290	3pP+290	-	-
H-C	XWT	108.000	5.00	Jii	-	BBB	-	-	12.81%	-	Uazxbalc	3sY	-	108	3eL+108	-	-
E	CLU	4.000	6.00	J3	-	CL	-	-	5.16%	-	Xzwatzpo	3aC	-	850	3tR+745	-	-
J-M	XUQ	10.000	1.10	Ta2	-	MD	-	-	67.98%	-	Ledhcsbv	3xG	-	150	3oR+150	-	-
Lfmdzl	TTW	38.670	-	GE	-	LR	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

H-C: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144X/Rub X; J-M: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144J/Owv Q; H-T: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144O/Fts T; P-L: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144Q/Hxw E; H-W: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144A/Xrv U; E: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144G/Hvg T; Lfmdzl: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144M/Fkr N;

Deal Comments

Ouofoeoefom. Yvo Lett Cukfvoz 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 30, 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
R-2	TUN	6.000	-	-	AA	-	-	-	64.00%	-	Dkwyc	Jdvyh	-	190	2.598%	-	-
qu	FVS	96.680	-	-	X	-	-	-	64.40%	-	Xzhqbcxn	3kL	-	260	3iL+260	-	-
F-1	KYM	69.000	-	-	II	-	-	-	90.00%	-	Hqpkwkhu	3lL	-	190	3nK+190	-	-
Aki	UQO	74.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L-2	PUP	4.000	-	-	OOO	-	-	-	24.00%	-	Nqhcoydk	3iP	-	175	3bX+175	-	-
L	ECR	35.000	-	-	III-	-	-	-	82.40%	-	Ckpfwduz	3zX	-	400	3dW+400	-	-
R-1	OZB	840.000	-	-	CCC	MMM	-	-	37.00%	-	Akchtimf	3aG	-	140	3bV+140	-	-
N	WUB	99.570	-	-	DD-	-	-	-	26.00%	-	Dzsaqwlk	3sL	-	790	3jQ+759	-	-

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Tranche Comments

R-1: First Pay: 2021-07-15; Registration: 144D/Xrw F; L-2: First Pay: 2021-07-15; Registration: 144V/Yri X; F-1: First Pay: 2021-07-15; Registration: 144B/Zxv I; R-2: First Pay: 2021-07-15; Registration: 144Q/Fyk Y; qu: First Pay: 2021-07-15; Registration: 144E/Erf J; L: First Pay: 2021-07-15; Registration: 144I/Iby G; N: First Pay: 2021-07-15; Registration: 144M/Tjk I; Aki: First Pay: 2021-07-15; Registration: 144G/Hvd H;

Deal Comments

Ssw Kjss Ptzoseu 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
L-2	BUK	44.000	-	-	SSS	OOO	-	-	-	-	Qtrrx	-	-	170	2.000%	-	-
W	HEO	47.900	-	-	WWW-	HI	-	-	-	-	Ljqbkeyb	3rR	-	415	3zQ+415	-	-
F-1	UVU	668.000	-	-	HHH	AAA	-	-	-	-	Ltkfmqkt	3qC	-	170	3pA+170	-	-
W	CPE	18.800	-	-	S	MX	-	-	-	-	Vqpmvkhr	3mM	-	280	3pE+280	-	-
Z	HOI	39.000	-	-	GG	KY	-	-	-	-	Wplzwujq	3pK	-	225	3cN+225	-	-
Y	VNZ	1.000	-	-	HH-	KU	-	-	-	-	Fuppwjle	3rN	-	750	3cM+715	-	-
Bxp	HPB	79.524	-	-	ZH	KU	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

F-1: Redemption: 2021-07-29; L-2: Redemption: 2021-07-29; Z: Redemption: 2021-07-29; W: Redemption: 2021-07-29; W: Redemption: 2021-07-29; Y: Redemption: 2021-07-29; Bxp: Redemption: 2021-07-29;

Deal Comments

Dhq-Hxxx Lczihhw 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 23, 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
Y-2	TQI	57.000	-	-	WWW	LLL	-	-	72.00%	-	Yrwcx	Jckkh	-	120	2.505%	-	-
A-2	ZSK	79.000	-	-	GG	-	-	-	92.00%	-	Fnfgi	Hrnxl	-	160	2.937%	-	-
G	ARJ	39.000	-	-	AA-	-	-	-	2.30%	-	Dbvcsfhg	3hV	-	650	3nM+650	-	-
M	FQJ	80.000	-	-	VVV-	-	-	-	57.30%	-	Pvljultm	3cN	-	295	3dP+295	-	-
Uap	HVT	51.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
N-1	UWA	25.000	-	-	YY	-	-	-	13.00%	-	Wmpaxxyl	3pG	-	160	3bT+160	-	-
D-1	YID	478.000	-	-	XXX	QQQ	-	-	20.00%	-	Kcwuzwxm	3lN	-	120	3rO+120	-	-
Z	BIW	81.000	-	-	L	-	-	-	55.00%	-	Rprjddcz	3rV	-	200	3xL+200	-	-

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Tranche Comments

D-1: Registration: 144F Osdi; Y-2: Registration: 144Y Tebw; N-1: Registration: 144J Yflz; A-2: Registration: 144K Rtqr; Z: Registration: 144H Ndoi; M: Registration: 144G Jvxk; G: Registration: 144X Zdka; Uap: Registration: 144T Dpee;

Deal Comments

Wgs-Ayhh Aztygep 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
M	GBO	23.500	2.20	Vn3	-	CW	-	-	6.00%	-	Kpkoljhv	3fJ	-	800	3sW+753	-	-
Gan	VBG	90.000	-	FI	-	IC	-	-	-	-	-	-	-	-	-	-	Retained
N-1	FBE	433.000	2.40	Xtt	-	SSS	-	-	42.00%	-	Gzcpxkzh	3nN	-	138	3gE+138	-	-
L	AOK	48.300	2.78	Tww3	-	UF	-	-	45.10%	-	Omofupaf	3wH	-	400	3fN+400	-	-
D-2	PWI	98.000	7.26	Qii	-	GA	-	-	89.00%	-	Cvfmqzle	3cQ	-	185	3mR+185	-	-
P-2	NNW	7.000	1.20	Me2	-	WZ	-	-	19.50%	-	Vvuth	-	-	215	3.78%	-	-
Q	ORZ	47.600	6.84	W2	-	JZ	-	-	99.50%	-	Mfvkvjiz	3eF	-	290	3xP+290	-	-
O-1	QTJ	98.300	5.50	He2	-	JA	-	-	94.80%	-	Jzbjrvcw	3gM	-	215	3iS+215	-	-

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Tranche Comments

N-1: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144F/Cfp L; D-2: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144T/Xti N; O-1: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144I/Zqm R; P-2: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144X/Wdj B; Q: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144D/Osp K; L: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144B/Jlg K; M: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144A/Voe O; Gan: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144Y/Kvw A;

Deal Comments

Ubu-Xgww Eoyibnv 2.00

Pricing Speed

20% UXL

Reinvestment Period (YRS)

Reinvestment Period End Date

May 14, 1993

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
D	USG	67.500	59.00	Mn3	-	SC	-	-	7.30%	-	-	-	-	700	-	-	18.00000
B-2	LNR	49.000	6.30	Wk2	-	SF	-	-	38.40%	-	Vjzzd	-	-	-	4.05%	-	966.00000
L	XPC	439.300	8.80	Oee	-	TTT	-	-	92.00%	-	-	-	-	135	-	-	566.00000
N	KOW	40.400	4.40	Mjj3	-	KN	-	-	15.91%	-	-	-	-	380	-	-	407.00000
V-1	CZC	41.700	3.60	Uv2	-	KI	-	-	81.60%	-	-	-	-	200	-	-	487.00000
Q	KKH	12.960	1.50	X2	-	VA	-	-	69.24%	-	-	-	-	255	-	-	502.00000
Ubmvoa	CFF	31.310	-	QV	-	BM	-	-	-	-	-	-	-	-	-	-	-

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Tranche Comments

L: First Pay: 2020-07-24; Redemption: 7/24/2024; V-1: First Pay: 2020-07-24; Redemption: 7/24/2024; B-2: First Pay: 2020-07-24; Redemption: 7/24/2024; Q: First Pay: 2020-07-24; Redemption: 7/24/2024; N: First Pay: 2020-07-24; Redemption: 7/24/2024; D: First Pay: 2020-07-24; Redemption: 7/24/2024; Ubmvoa: First Pay: 2020-07-24; Redemption: 7/24/2024;

Reinvestment Period End Date

Jul 13, 1999