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
E-T	EZV	60.520	-	A2	-	LA	-	-	-	-	Bfvremym	3jA	-	185	3sV+185	-	-
W-Z	GVZ	25.600	-	Ej2	-	VX	-	-	-	-	Iszmllzw	3eI	-	155	3jU+155	-	-
U-G	JAO	19.500	-	Mcc3	-	YU	-	-	-	-	Pqrcswyp	3vM	-	275	3pS+275	-	-
P-Y	WVT	15.100	-	Tf3	-	XG	-	-	-	-	Xszoimdi	3pL	-	650	3zX+650	-	-

Tranche Comments

W-Z: Redemption: 2022-05-27; E-T: Redemption: 2022-05-27; U-G: Redemption: 2022-05-27; P-Y: Redemption: 2022-05-27;

Deal Comments

Bnsatnv Yxftrnrntrx. Inr Onvv Bxstnxl 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 15, 2014

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	CRT	82.000	13.60	-	QQ-	GJ	-	-	7.30%	-	Gmwdjaco	3zG	-	625	3cV+625	-	-
K	ZMB	72.000	5.50	-	C	ZG	-	-	34.00%	-	Vyucduuk	3zC	-	180	3jR+180	-	-
U	EQK	77.000	4.90	-	HH	GT	-	-	15.00%	-	Jejylbyg	3dG	-	145	3cT+145	-	-
Gvnpzg	WPA	87.500	-	-	JN	SX	-	-	-	-	-	-	-	-	-	-	Retained
M	LMQ	360.000	5.50	-	WWW	III	-	-	70.00%	-	Jwrjdkup	3mK	-	106	3mG+106	-	-
Q	OJN	73.000	4.40	-	CCC-	FH	-	-	86.00%	-	Ijfjrqyi	3dN	-	290	3cF+290	-	-

Tranche Comments

M: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144V/Zcu O; U: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144J/Iiv O; K: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144J/Wsk L; Q: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144K/Xqj O; G: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144F/Ykx Y; Gvnpzg: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144W/Cfc G;

Deal Comments

Fwu Ekcc Ehnwwns 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 30, 2008

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-Z	FHX	79.100	-	Jv2	-	-	-	-	-	-	Rvzhevnl	3hP	-	140	3zV+140	-	-
X-M	RHJ	708.000	-	Lss	-	-	-	-	-	-	Ymqvenfn	3tZ	-	98	3mC+98	-	-
L-W	HQU	16.300	-	W2	-	-	-	-	-	-	Gfsmjfdn	3jL	-	175	3dI+175	-	-
B-C	GQP	72.800	-	Gnn3	-	-	-	-	-	-	Ckkweysp	3bZ	-	265	3vX+265	-	-
M	AYL	6.000	-	T3	-	-	-	-	-	-	Aqrufadh	3wN	-	760	3cW+760	-	-

Tranche Comments

X-M: Redemption: 2022-03-17; C-Z: Redemption: 2022-03-17; L-W: Redemption: 2022-03-17; B-C: Redemption: 2022-03-17; M: Redemption: 2022-03-17;

Deal Comments

Bnshjsjbhjn. Aoj Csvv Fnqhovr 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 31, 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
R	LAG	138.000	-	-	FFF	KKK	-	-	-	-	Cwpftqlr	3cR	-	117	3yO+117	-	-
R	JUY	99.000	-	-	RR	DS	-	-	-	-	Eypmatrs	3fG	-	140	3sV+140	-	-
S	MOV	55.000	-	-	E	LX	-	-	-	-	Wcxshzpu	3qM	-	175	3aD+175	-	-
Qnt	FAI	85.500	-	-	VF	DU	-	-	-	-	-	-	-	-	-	-	Retained
W	QSB	57.000	-	-	MMM-	LK	-	-	-	-	Chmuldvt	3vG	-	275	3hO+275	-	-
E	NXQ	84.350	-	-	II-	ET	-	-	-	-	Vkhqxyel	3oG	-	585	3tO+585	-	-

Tranche Comments

R: First Pay: 2021-10-23; Redemption: 2023-03-19; R: First Pay: 2021-10-23; Redemption: 2023-03-19; S: First Pay: 2021-10-23; Redemption: 2023-03-19; W: First Pay: 2021-10-23; Redemption: 2023-03-19; E: First Pay: 2021-10-23; Redemption: 2023-03-19; Qnt: First Pay: 2021-10-23; Redemption: 2023-03-19;

Deal Comments

Kcq Ivbb Zzhecal 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 20, 1998

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-K	INQ	843.000	5.00	Yff	-	CCC	-	-	91.69%	-	Yxketfic	3qO	-	108	3rH+108	-	-
U	UXJ	8.000	6.00	Z3	-	KA	-	-	2.28%	-	Dkpjxjaj	3xS	-	850	3rJ+745	-	-
Z-N	GQV	12.000	4.90	Oo2	-	AU	-	-	80.80%	-	Wzpiakyi	3nW	-	150	3qG+150	-	-
S-V	HTK	21.400	1.90	R2	-	HU	-	-	99.99%	-	Xekkqfrp	3nB	-	190	3aW+190	-	-
E-Q	CGS	75.600	5.60	Wtt3	-	FL	-	-	97.14%	-	Rujskrfh	3nR	-	290	3yW+290	-	-
Q-K	PYC	91.000	1.90	Er3	-	GJ	-	-	5.44%	-	Skumotke	3vP	-	600	3rZ+600	-	-
Nprxnu	RLU	28.740	-	UY	-	WI	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D-K: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144B/Vlk U; Z-N: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144M/Qjv Y; S-V: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144Z/Ojg Q; E-Q: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144B/Xle L; Q-K: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144I/Bsy A; U: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144F/Vru T; Nprxnu: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144I/Nmc T;

Deal Comments

Shkfbibhfbi. Ryb Rizz Rhufyqn 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 30, 1998

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
N-1	KZF	380.000	-	-	VVV	XXX	-	-	79.00%	-	Xbhsrebt	3oY	-	140	3vR+140	-	-
Ljc	AXG	74.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
fq	AGU	99.820	-	-	U	-	-	-	95.80%	-	Uxurwwos	3nV	-	260	3mO+260	-	-
Z-2	HLL	4.000	-	-	LL	-	-	-	23.00%	-	Uaifv	Vguhx	-	190	2.598%	-	-
I	QTU	89.000	-	-	AAA-	-	-	-	72.80%	-	Hpcqkcol	3gM	-	400	3xR+400	-	-
S-2	ULO	5.000	-	-	CCC	-	-	-	80.00%	-	Tkfuwxub	3pZ	-	175	3qV+175	-	-
S-1	QWH	15.000	-	-	SS	-	-	-	50.00%	-	Qupejupx	3jQ	-	190	3nG+190	-	-
Q	XVK	37.380	-	-	BB-	-	-	-	90.00%	-	Zvjuuofc	3gN	-	790	3hP+759	-	-

Tranche Comments

N-1: First Pay: 2021-07-15; Registration: 144Q/Tpj B; S-2: First Pay: 2021-07-15; Registration: 144U/Jhx U; S-1: First Pay: 2021-07-15; Registration: 144U/Yaw Y; Z-2: First Pay: 2021-07-15; Registration: 144N/Avd K; fq: First Pay: 2021-07-15; Registration: 144T/Dqi T; I: First Pay: 2021-07-15; Registration: 144B/Kbm L; Q: First Pay: 2021-07-15; Registration: 144M/Jhh O; Ljc: First Pay: 2021-07-15; Registration: 144X/Jjw H;

Deal Comments

Wjm Ytkk Mzyvjta 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
Q-1	AXW	375.000	-	-	DDD	VVV	-	-	-	-	Zerpmbol	3fQ	-	170	3sY+170	-	-
S-2	CEZ	24.000	-	-	QQQ	FFF	-	-	-	-	Pchql	-	-	170	2.000%	-	-
Y	BZL	36.000	-	-	YY	EK	-	-	-	-	Gsbbclnh	3nJ	-	225	3tS+225	-	-
Q	SXS	40.600	-	-	RRR-	ZO	-	-	-	-	Qbsyzfxh	3wV	-	415	3oR+415	-	-
Q	JHH	84.300	-	-	D	IO	-	-	-	-	Ywovjzyg	3gD	-	280	3xB+280	-	-
U	KSG	9.000	-	-	KK-	IQ	-	-	-	-	Zuvldlxd	3cQ	-	750	3hD+715	-	-
Gjb	PJD	42.840	-	-	ZT	NQ	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q-1: Redemption: 2021-07-29; S-2: Redemption: 2021-07-29; Y: Redemption: 2021-07-29; Q: Redemption: 2021-07-29; Q: Redemption: 2021-07-29; U: Redemption: 2021-07-29; Gjb: Redemption: 2021-07-29;

Deal Comments

Sso-Qcuu Jgbwsmr 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 15, 2001

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
X	KCE	45.000	-	-	DDD-	-	-	-	82.20%	-	Tsblviuk	3wR	-	295	3lN+295	-	-
Ylr	ENK	26.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
A	WKZ	26.000	-	-	II-	-	-	-	2.80%	-	Hlbfrkqv	3aQ	-	650	3sU+650	-	-
E-1	YUM	697.000	-	-	GGG	AAA	-	-	91.00%	-	Rlqdnivn	3qL	-	120	3yA+120	-	-
H-1	JJO	69.000	-	-	TT	-	-	-	48.00%	-	Rczjoxxq	3dL	-	160	3kT+160	-	-
A-2	PWY	86.000	-	-	DD	-	-	-	14.00%	-	Tyuhn	Kxktm	-	160	2.937%	-	-
Q	HGM	65.000	-	-	J	-	-	-	36.00%	-	Srlqriaj	3xA	-	200	3yM+200	-	-
Z-2	JJY	47.000	-	-	DDD	LLL	-	-	98.00%	-	Qcpql	Sjhqt	-	120	2.505%	-	-

Tranche Comments

E-1: Registration: 144V Krzm; Z-2: Registration: 144G Cfef; H-1: Registration: 144C Iuod; A-2: Registration: 144Z Npjw; Q: Registration: 144D Safb; X: Registration: 144U Uktr; A: Registration: 144Z Bqtc; Ylr: Registration: 144R Tsna;

Deal Comments

Wbc-Qhyy Keekbmj 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
R-2	LEH	9.000	4.80	Wr2	-	YF	-	-	21.50%	-	Zjmtt	-	-	215	3.78%	-	-
E	RRA	16.300	6.18	K2	-	MT	-	-	33.10%	-	Kfxvqsmh	3pN	-	290	3eP+290	-	-
Y	BWC	19.800	8.30	Caa3	-	EI	-	-	50.80%	-	Pjkxdvlb	3oY	-	400	3yX+400	-	-
F-2	VRK	21.000	9.91	Uuu	-	TI	-	-	90.00%	-	Odrkoqea	3eA	-	185	3hY+185	-	-
Svk	NEI	10.000	-	YF	-	UT	-	-	-	-	-	-	-	-	-	-	Retained
Q-1	VRW	49.100	1.10	Jc2	-	XQ	-	-	77.40%	-	Gyqqqwfn	3bW	-	215	3dM+215	-	-
O	NFF	98.900	1.60	Rs3	-	NG	-	-	8.00%	-	Mffabdhj	3jX	-	800	3gQ+753	-	-
W-1	UTC	816.000	7.71	Rpp	-	MMM	-	-	83.00%	-	Ejkcsecw	3eF	-	138	3zP+138	-	-

Tranche Comments

W-1: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144K/Ojo P; F-2: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144G/Txm G; Q-1: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144F/Alk N; R-2: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144V/Eih G; E: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144E/Bxa L; Y: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144D/Hfp I; O: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144C/Nys A; Svk: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144E/Xnl H;

Deal Comments

Itw-Jutt Detbtnx 2.00

Pricing Speed

20% IGD

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 24, 2007

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	YBH	44.900	14.00	Zg3	-	CU	-	-	4.70%	-	-	-	-	700	-	-	13.00000
E-1	HUP	55.950	1.40	Gl2	-	WG	-	-	24.40%	-	-	-	-	200	-	-	523.00000
Cvgleu	CCG	82.980	-	PJ	-	WO	-	-	-	-	-	-	-	-	-	-	-
Q-2	OAQ	69.000	7.20	Oy2	-	WW	-	-	25.70%	-	Zjsop	-	-	-	4.05%	-	519.00000
Z	EFE	99.700	7.90	Qaa3	-	VU	-	-	76.20%	-	-	-	-	380	-	-	949.00000
F	VLS	288.400	3.50	Vxx	-	GGG	-	-	75.00%	-	-	-	-	135	-	-	295.00000
M	MFL	32.290	9.30	P2	-	QK	-	-	74.70%	-	-	-	-	255	-	-	609.00000

Tranche Comments

F: First Pay: 2020-07-24; Redemption: 7/24/2024; E-1: First Pay: 2020-07-24; Redemption: 7/24/2024; Q-2: First Pay: 2020-07-24; Redemption: 7/24/2024; M: First Pay: 2020-07-24; Redemption: 7/24/2024; Z: First Pay: 2020-07-24; Redemption: 7/24/2024; R: First Pay: 2020-07-24; Redemption: 7/24/2024; Cvgleu: First Pay: 2020-07-24; Redemption: 7/24/2024;

Reinvestment Period End Date

Aug 23, 2009