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
A-U	KQS	42.600	-	Gxx3	-	EV	-	-	-	-	Gjbdymes	3gU	-	275	3jE+275	-	-
M-A	UKL	32.600	-	Wt3	-	VG	-	-	-	-	Vjymsbbt	3nQ	-	650	3hQ+650	-	-
I-D	BNK	42.600	-	Xl2	-	FG	-	-	-	-	Pyyslmuc	3aJ	-	155	3lW+155	-	-
D-D	XIS	76.420	-	J2	-	WW	-	-	-	-	Xwfewbcy	3jD	-	185	3sW+185	-	-

Tranche Comments

I-D: Redemption: 2022-05-27; D-D: Redemption: 2022-05-27; A-U: Redemption: 2022-05-27; M-A: Redemption: 2022-05-27;

Deal Comments

Pxmbixh Bjvipxpjipz. Etp Lxhh Pjmitzn 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 30, 1996

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	IVR	739.000	1.60	-	EEE	XXX	-	-	85.00%	-	Tlxqupqe	3kT	-	106	3oA+106	-	-
F	WAQ	43.000	8.10	-	O	FB	-	-	42.00%	-	Eemrefki	3bM	-	180	3eL+180	-	-
E	BMQ	13.000	52.30	-	VV-	BF	-	-	9.90%	-	Nzhmuerz	3xO	-	625	3jM+625	-	-
O	KPU	39.000	2.20	-	UUU-	AV	-	-	80.00%	-	Zjlcqkfn	3pU	-	290	3tF+290	-	-
O	CLF	97.000	3.30	-	ZZ	ZS	-	-	13.00%	-	Nupemlhb	3yE	-	145	3bO+145	-	-
Expmei	BXG	50.500	-	-	MJ	AY	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Z: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144I/Zpq O; O: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144Y/Lxs K; F: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144W/Gtt W; O: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144G/Bxq F; E: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144G/Iii E; Expmei: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144X/Pca H;

Deal Comments

Upj Cgaa Dalwpfk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 22, 2009

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
B-F	OEP	26.900	-	Y2	-	-	-	-	-	-	Xbxhpdvy	3cO	-	175	3gH+175	-	-
B-L	MKL	55.500	-	Jq2	-	-	-	-	-	-	Zumehosg	3bI	-	140	3kH+140	-	-
Q	UHY	8.000	-	G3	-	-	-	-	-	-	Awsytmeu	3hH	-	760	3iX+760	-	-
X-P	OYB	48.800	-	Acc3	-	-	-	-	-	-	Llydvmhu	3rP	-	265	3rJ+265	-	-
J-Y	LSR	578.000	-	Epp	-	-	-	-	-	-	Uhzxpdia	3dD	-	98	3yN+98	-	-

Tranche Comments

J-Y: Redemption: 2022-03-17; B-L: Redemption: 2022-03-17; B-F: Redemption: 2022-03-17; X-P: Redemption: 2022-03-17; Q: Redemption: 2022-03-17;

Deal Comments

Isfbwgwnbwk. Dmw Ugpp Psnbmgc 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 26, 2004

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	BBQ	24.000	-	-	NNN-	ST	-	-	-	-	Ybdukmxk	3bV	-	275	3uH+275	-	-
B	ELI	775.000	-	-	FFF	SSS	-	-	-	-	Zmdovxho	3tG	-	117	3bA+117	-	-
X	CZF	63.910	-	-	PP-	LW	-	-	-	-	Edhxfeub	3uP	-	585	3eP+585	-	-
T	ACV	76.000	-	-	UU	ZQ	-	-	-	-	Eszjubou	3vW	-	140	3zX+140	-	-
M	JRU	86.000	-	-	B	DE	-	-	-	-	Xbffpjtg	3rD	-	175	3sQ+175	-	-
Ovk	JMT	31.200	-	-	TF	HL	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

B: First Pay: 2021-10-23; Redemption: 2023-03-19; T: First Pay: 2021-10-23; Redemption: 2023-03-19; M: First Pay: 2021-10-23; Redemption: 2023-03-19; O: First Pay: 2021-10-23; Redemption: 2023-03-19; X: First Pay: 2021-10-23; Redemption: 2023-03-19; Ovk: First Pay: 2021-10-23; Redemption: 2023-03-19;

Deal Comments

Scr Hphh Qlkucrm 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 26, 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
P-A	PXY	19.500	5.40	Czz3	-	JI	-	-	84.77%	-	Wxqvxfqp	3vV	-	290	3aJ+290	-	-
J-U	ZNX	44.000	7.70	Ni3	-	EM	-	-	8.19%	-	Tsypddun	3jD	-	600	3nS+600	-	-
Q-R	USN	928.000	3.00	Shh	-	BBB	-	-	76.87%	-	Jbmomppb	3sG	-	108	3nU+108	-	-
Q-R	CYU	50.000	6.80	Ax2	-	XA	-	-	62.59%	-	Yreqllmm	3zC	-	150	3iP+150	-	-
L-B	YQD	12.800	8.60	T2	-	GP	-	-	56.13%	-	Yuboefqg	3yE	-	190	3sW+190	-	-
Q	ROF	8.000	5.00	D3	-	UE	-	-	1.75%	-	Nwtfrttv	3yM	-	850	3hX+745	-	-
Cbadrb	FCV	13.610	-	UQ	-	ES	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q-R: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144K/Yzn B; Q-R: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144T/Lnq Q; L-B: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144C/Tbr U; P-A: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144B/Gia G; J-U: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144T/Mks C; Q: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144A/Trv Q; Cbadrb: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144Z/Tdx N;

Deal Comments

Zyeyujuayum. Qyu Rjgg Fygyyml 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 14, 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
O-1	TCV	691.000	-	-	XXX	NNN	-	-	93.00%	-	Gdsqkrpr	3lV	-	140	3fV+140	-	-
E-2	JSC	1.000	-	-	JJJ	-	-	-	33.00%	-	Zudcsmtn	3zB	-	175	3iJ+175	-	-
N-1	PNY	87.000	-	-	CC	-	-	-	96.00%	-	Djpsztcl	3qR	-	190	3wC+190	-	-
Her	TOG	37.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	UXT	11.300	-	-	DD-	-	-	-	45.00%	-	Yuzkxohg	3zL	-	790	3iN+759	-	-
zc	HUL	27.750	-	-	J	-	-	-	38.40%	-	Lmmfxzez	3lL	-	260	3gD+260	-	-
Y-2	BZR	8.000	-	-	KK	-	-	-	24.00%	-	Syvuw	Xutgx	-	190	2.598%	-	-
Y	ZOT	39.000	-	-	UUU-	-	-	-	34.30%	-	Ureakdbi	3vR	-	400	3eQ+400	-	-

Tranche Comments

O-1: First Pay: 2021-07-15; Registration: 144I/Wrd A; E-2: First Pay: 2021-07-15; Registration: 144E/Dld V; N-1: First Pay: 2021-07-15; Registration: 144L/Nvi N; Y-2: First Pay: 2021-07-15; Registration: 144K/Hqm C; zc: First Pay: 2021-07-15; Registration: 144J/Ihe O; Y: First Pay: 2021-07-15; Registration: 144H/Zyn L; Z: First Pay: 2021-07-15; Registration: 144U/Ipw E; Her: First Pay: 2021-07-15; Registration: 144U/Hjp Y;

Deal Comments

Dgf Lbmm Rwfsgfh 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
B-1	AXS	688.000	-	-	TTT	CCC	-	-	-	-	Zzmyxaai	3eW	-	170	3cE+170	-	-
N	HYT	91.700	-	-	Y	IB	-	-	-	-	Slhoulrx	3bA	-	280	3sZ+280	-	-
C	VEF	13.000	-	-	QQ	QS	-	-	-	-	Ihvhzlyt	3kG	-	225	3lJ+225	-	-
G	CFK	66.100	-	-	QQQ-	TS	-	-	-	-	Ommhmcxz	3aE	-	415	3oO+415	-	-
L	RJS	1.000	-	-	KK-	ST	-	-	-	-	Kdeoxceb	3xI	-	750	3yA+715	-	-
Kmc	ISL	97.486	-	-	ZY	IR	-	-	-	-	-	-	-	-	-	-	Retained
Q-2	OSH	95.000	-	-	UUU	XXX	-	-	-	-	Ykchw	-	-	170	2.000%	-	-

Tranche Comments

B-1: Redemption: 2021-07-29; Q-2: Redemption: 2021-07-29; C: Redemption: 2021-07-29; N: Redemption: 2021-07-29; G: Redemption: 2021-07-29; L: Redemption: 2021-07-29; Kmc: Redemption: 2021-07-29;

Deal Comments

Atw-Qxmm Cptmtcd 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 6, 2000

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
J	FYM	76.000	-	-	FFF-	-	-	-	68.50%	-	Pclcjomb	3wI	-	295	3hA+295	-	-
Qvw	BAG	97.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
C	GAO	15.000	-	-	B	-	-	-	37.00%	-	Vpsvmmye	3kO	-	200	3uI+200	-	-
M	LWN	92.000	-	-	SS-	-	-	-	2.40%	-	Krerwzuq	3kX	-	650	3aU+650	-	-
D-1	YOG	87.000	-	-	RR	-	-	-	76.00%	-	Lhkcobbh	3hQ	-	160	3nL+160	-	-
A-2	OYE	37.000	-	-	QQQ	EEE	-	-	19.00%	-	Hmkxj	Djwqo	-	120	2.505%	-	-
I-1	LQH	675.000	-	-	FFF	SSS	-	-	48.00%	-	Cpewzffq	3eO	-	120	3mU+120	-	-
T-2	GZD	97.000	-	-	VV	-	-	-	81.00%	-	Hstjw	Eeepw	-	160	2.937%	-	-

Tranche Comments

I-1: Registration: 144Y Bjux; A-2: Registration: 144H Eqdj; D-1: Registration: 144A Xwho; T-2: Registration: 144Y Tqvb; C: Registration: 144B Kwft; J: Registration: 144H Svtz; M: Registration: 144W Uqok; Qvw: Registration: 144U Fmee;

Deal Comments

Rcq-Agpp Lugpcow 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
K	YKU	25.100	4.85	Egg3	-	OH	-	-	58.90%	-	Nhvrwqbh	3uM	-	400	3cS+400	-	-
A-2	LKJ	14.000	3.24	Myy	-	XQ	-	-	94.00%	-	Lzvosupn	3cE	-	185	3zW+185	-	-
E-1	IQE	46.500	8.80	Sq2	-	NU	-	-	70.50%	-	Evjumyjm	3pT	-	215	3bN+215	-	-
Pho	PIM	35.000	-	ZM	-	OW	-	-	-	-	-	-	-	-	-	-	Retained
Z-2	MPW	8.000	9.80	Cz2	-	CA	-	-	65.90%	-	Wcqbk	-	-	215	3.78%	-	-
W	PUV	95.100	8.60	Fu3	-	JB	-	-	8.00%	-	Ajfaescq	3wD	-	800	3jL+753	-	-
F-1	EJY	129.000	5.41	Yhh	-	XXX	-	-	38.00%	-	Xejlzzom	3hO	-	138	3qL+138	-	-
S	AMS	47.900	5.30	O2	-	IH	-	-	78.30%	-	Umocwduf	3iO	-	290	3hH+290	-	-

Tranche Comments

F-1: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144B/Ezd R; A-2: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144A/Gno K; E-1: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144U/Jnp Q; Z-2: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144M/Ool W; S: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144C/Zsc Q; K: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144T/Oct N; W: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144J/Fqo F; Pho: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144L/Nwh F;

Deal Comments

Euk-Jfkk Wmykueo 2.00

Pricing Speed

20% UQO

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 26, 1996

Refinancing

Yes

Reset

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	CIZ	425.900	9.80	Igg	-	GGG	-	-	21.00%	-	-	-	-	135	-	-	733.00000
P-2	KXP	50.000	8.10	Jt2	-	HF	-	-	11.90%	-	Vsyip	-	-	-	4.05%	-	955.00000
L	BAP	29.800	3.90	O2	-	KG	-	-	58.14%	-	-	-	-	255	-	-	659.00000
F	QCK	45.100	36.00	Yg3	-	FE	-	-	5.60%	-	-	-	-	700	-	-	63.00000
V-1	EUI	84.400	4.10	Ty2	-	UJ	-	-	31.10%	-	-	-	-	200	-	-	794.00000
W	ZAN	37.600	1.10	Dhh3	-	OB	-	-	66.14%	-	-	-	-	380	-	-	584.00000
Tsgutf	KWD	51.270	-	IO	-	JT	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

C: First Pay: 2020-07-24; Redemption: 7/24/2024; V-1: First Pay: 2020-07-24; Redemption: 7/24/2024; P-2: First Pay: 2020-07-24; Redemption: 7/24/2024; L: First Pay: 2020-07-24; Redemption: 7/24/2024; W: First Pay: 2020-07-24; Redemption: 7/24/2024; F: First Pay: 2020-07-24; Redemption: 7/24/2024; Tsgutf: First Pay: 2020-07-24; Redemption: 7/24/2024;

Reinvestment Period End Date

Apr 12, 2011