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

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
Bqjkjb	YSJ	45.200	-	-	MP	HQ	-	-	-	-	-	-	-	-	-	-	Retained
Q	BCW	253.000	8.80	-	AAA	JJJ	-	-	81.00%	-	Guzlkaps	3tW	-	106	3eZ+106	-	-
A	MPQ	89.000	5.10	-	Q	KW	-	-	83.00%	-	Jhhezmrf	3dH	-	180	3tV+180	-	-
R	INR	90.000	64.20	-	QQ-	PQ	-	-	3.60%	-	Zjmdvptk	3mM	-	625	3hK+625	-	-
H	BZQ	63.000	2.50	-	TT	XL	-	-	55.00%	-	Lxswxlzz	3xV	-	145	3yO+145	-	-
V	PXY	75.000	6.90	-	XXX-	SF	-	-	62.00%	-	Nmchbstd	3lE	-	290	3rP+290	-	-

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Tranche Comments

Q: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144H/Gch R; H: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144I/Hwh Y; A: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144Z/Ozh L; V: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144T/Nyq T; R: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144N/Wtr M; Bqjkjb: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144E/Mjy C;

Deal Comments

Ryj Wbuu Ucrnyyw 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 3, 2003

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-W	UOV	811.000	-	Hii	-	-	-	-	-	-	Bzdjaezv	3aV	-	98	3iF+98	-	-
J-F	JEO	53.800	-	H2	-	-	-	-	-	-	Cxdvuyqm	3tB	-	175	3fT+175	-	-
M-F	OLF	34.500	-	Nr2	-	-	-	-	-	-	Ejhpkred	3uA	-	140	3gD+140	-	-
P-V	XHY	60.200	-	Snn3	-	-	-	-	-	-	Plbzxref	3iB	-	265	3nV+265	-	-
I	KYM	3.000	-	Q3	-	-	-	-	-	-	Flbmlvrx	3xN	-	760	3qN+760	-	-

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Tranche Comments

D-W: Redemption: 2022-03-17; M-F: Redemption: 2022-03-17; J-F: Redemption: 2022-03-17; P-V: Redemption: 2022-03-17; I: Redemption: 2022-03-17;

Deal Comments

Bbmqhshfqhw. Bah Xsii Dbaqaln 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 11, 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
Jot	EBD	21.900	-	-	YQ	VN	-	-	-	-	-	-	-	-	-	-	Retained
Q	XYG	40.000	-	-	N	WN	-	-	-	-	Qysoyiak	3oJ	-	175	3rC+175	-	-
W	INS	61.000	-	-	DDD-	NG	-	-	-	-	Hrpbelit	3jG	-	275	3zU+275	-	-
Y	OJC	875.000	-	-	KKK	VVV	-	-	-	-	Vxkzzjhi	3zS	-	117	3hW+117	-	-
Y	ZYC	41.280	-	-	OO-	IN	-	-	-	-	Kkmpjepc	3kL	-	585	3aZ+585	-	-
O	XFP	82.000	-	-	OO	YW	-	-	-	-	Cxaqpmak	3fZ	-	140	3wB+140	-	-

More Details

Tranche Comments

Y: First Pay: 2021-10-23; Redemption: 2023-03-19; O: First Pay: 2021-10-23; Redemption: 2023-03-19; Q: First Pay: 2021-10-23; Redemption: 2023-03-19; W: First Pay: 2021-10-23; Redemption: 2023-03-19; Y: First Pay: 2021-10-23; Redemption: 2023-03-19; Jot: First Pay: 2021-10-23; Redemption: 2023-03-19;

Deal Comments

Ueo Epcc Muheepg 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 25, 2015

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-F	QUE	33.600	1.70	D2	-	MA	-	-	66.52%	-	Focdfzmo	3vR	-	190	3uY+190	-	-
C-N	MNS	823.000	5.00	Mvv	-	NNN	-	-	57.35%	-	Ccwvrrdj	3vZ	-	108	3gT+108	-	-
D-C	NGZ	53.000	3.50	Jt3	-	HU	-	-	8.27%	-	Wkurudaz	3rI	-	600	3nW+600	-	-
V-R	ZWO	93.900	6.60	Gtt3	-	ZF	-	-	45.89%	-	Lcfrqbdc	3dH	-	290	3yZ+290	-	-
Ydfafw	XWC	59.720	-	IX	-	JB	-	-	-	-	-	-	-	-	-	-	Retained
Y-A	NIE	77.000	2.20	Vl2	-	GE	-	-	41.16%	-	Dzqbwhiu	3yB	-	150	3mQ+150	-	-
T	GXX	2.000	3.00	J3	-	WX	-	-	3.54%	-	Odecsfvm	3eO	-	850	3nL+745	-	-

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Tranche Comments

C-N: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144Z/Ans P; Y-A: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144W/Uju V; E-F: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144F/Kro U; V-R: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144V/Ohz M; D-C: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144F/Zvk C; T: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144W/Ovm L; Ydfafw: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144O/Oqb B;

Deal Comments

Msvizwzwizw. Sfz Rwvv Lswifoy 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 23, 2016

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
Ynm	HPM	95.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R-1	HCF	259.000	-	-	FFF	CCC	-	-	67.00%	-	Rcdejyhp	3aR	-	140	3hH+140	-	-
J-1	EUO	55.000	-	-	II	-	-	-	91.00%	-	Tzetbtjj	3sA	-	190	3qD+190	-	-
R	IBA	63.910	-	-	SS-	-	-	-	80.00%	-	Cwsxdwpf	3sF	-	790	3dC+759	-	-
ph	MPJ	89.620	-	-	H	-	-	-	83.80%	-	Zcejcxas	3uA	-	260	3oO+260	-	-
M-2	KLW	5.000	-	-	MM	-	-	-	76.00%	-	Apgfj	Wtoky	-	190	2.598%	-	-
Z-2	ISS	6.000	-	-	XXX	-	-	-	11.00%	-	Hwwrqzkf	3uJ	-	175	3qO+175	-	-
R	UZU	24.000	-	-	VVV-	-	-	-	91.60%	-	Ozeffowh	3vC	-	400	3aE+400	-	-

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Tranche Comments

R-1: First Pay: 2021-07-15; Registration: 144Y/Flo I; Z-2: First Pay: 2021-07-15; Registration: 144C/Qbh M; J-1: First Pay: 2021-07-15; Registration: 144A/Etg K; M-2: First Pay: 2021-07-15; Registration: 144I/Rjk R; ph: First Pay: 2021-07-15; Registration: 144Q/Eqw G; R: First Pay: 2021-07-15; Registration: 144M/Ejr P; R: First Pay: 2021-07-15; Registration: 144D/Epe Y; Ynm: First Pay: 2021-07-15; Registration: 144W/Aqd W;

Deal Comments

Dhp Usgg Gcrvhxa 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
H	IWO	99.700	-	-	R	GT	-	-	-	-	Yrwazsev	3pX	-	280	3fE+280	-	-
X-1	UBC	140.000	-	-	TTT	EEE	-	-	-	-	Ldscaurj	3oB	-	170	3nS+170	-	-
Ieu	RGJ	23.930	-	-	PN	PD	-	-	-	-	-	-	-	-	-	-	Retained
U	GFB	51.000	-	-	RR	LT	-	-	-	-	Qwvssefa	3qR	-	225	3qT+225	-	-
H-2	NRP	59.000	-	-	RRR	LLL	-	-	-	-	Brfsn	-	-	170	2.000%	-	-
M	HVE	69.200	-	-	OOO-	DJ	-	-	-	-	Ebqaejai	3nO	-	415	3pX+415	-	-
X	LJC	1.000	-	-	SS-	NJ	-	-	-	-	Eymwzjbx	3hO	-	750	3sC+715	-	-

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Tranche Comments

X-1: Redemption: 2021-07-29; H-2: Redemption: 2021-07-29; U: Redemption: 2021-07-29; H: Redemption: 2021-07-29; M: Redemption: 2021-07-29; X: Redemption: 2021-07-29; Ieu: Redemption: 2021-07-29;

Deal Comments

Ltv-Apxx Mvgvtrk 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 27, 2015

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
I-2	CHV	20.000	-	-	AAA	WWW	-	-	45.00%	-	Wqwvq	Aeggx	-	120	2.505%	-	-
Uyn	QXD	52.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
S-1	MLE	83.000	-	-	QQ	-	-	-	55.00%	-	Idoexznb	3aZ	-	160	3xF+160	-	-
G-1	MXC	519.000	-	-	FFF	XXX	-	-	40.00%	-	Rzffcjqz	3yZ	-	120	3cW+120	-	-
R-2	FGZ	19.000	-	-	FF	-	-	-	87.00%	-	Bpfsk	Wdcqu	-	160	2.937%	-	-
H	OWX	15.000	-	-	WW-	-	-	-	5.90%	-	Mkwysbnr	3pH	-	650	3qG+650	-	-
E	MFR	56.000	-	-	C	-	-	-	89.00%	-	Xzzmerun	3pE	-	200	3tJ+200	-	-
Q	KZX	45.000	-	-	ZZZ-	-	-	-	12.50%	-	Ildqzqjs	3wW	-	295	3rF+295	-	-

More Details

Tranche Comments

G-1: Registration: 144V Fruy; I-2: Registration: 144V Gqqe; S-1: Registration: 144A Tbcw; R-2: Registration: 144Z Xmbn; E: Registration: 144B Uogf; Q: Registration: 144W Wiqe; H: Registration: 144M Oifh; Uyn: Registration: 144N Ukbt;

Deal Comments

Ewb-Mtaa Imznwyf 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	KID	19.700	6.50	Dh2	-	MH	-	-	51.60%	-	Ivcswtoo	3wU	-	215	3pE+215	-	-
L-2	ZNJ	7.000	5.90	Zu2	-	VL	-	-	61.20%	-	Ijaiq	-	-	215	3.78%	-	-
C	LGX	25.400	3.67	G2	-	AG	-	-	79.60%	-	Krbkrezw	3qE	-	290	3jB+290	-	-
O-1	RGW	662.000	4.94	Akk	-	HHH	-	-	73.00%	-	Kldfjjzg	3oZ	-	138	3tQ+138	-	-
H-2	BPP	36.000	4.54	Fkk	-	FN	-	-	55.00%	-	Gsysfeof	3mN	-	185	3iF+185	-	-
S	PFS	44.500	6.73	Qmm3	-	KA	-	-	35.80%	-	Bwuycuml	3rO	-	400	3nM+400	-	-
F	KRI	56.500	2.90	Yz3	-	XK	-	-	8.00%	-	Hphwfoou	3sR	-	800	3lK+753	-	-
Cqd	CII	88.000	-	PZ	-	NQ	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

O-1: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144A/Dii Y; H-2: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144W/Oqd B; Q-1: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144H/Wqw B; L-2: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144H/Aec G; C: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144B/Wzn U; S: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144B/Qsr T; F: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144L/Drx G; Cqd: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144I/Qyk I;

Deal Comments

Lwf-Okkk Snxxwdb 2.00

Pricing Speed

20% GQI

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 16, 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
Q-2	FVE	83.000	5.20	Rq2	-	VF	-	-	58.80%	-	Lzako	-	-	-	4.05%	-	271.00000
B	LIF	58.100	6.60	Rcc3	-	IM	-	-	61.79%	-	-	-	-	380	-	-	214.00000
Tgrwjj	FOC	85.380	-	GJ	-	WQ	-	-	-	-	-	-	-	-	-	-	-
Q	UOE	960.600	3.70	Jyy	-	BBB	-	-	52.00%	-	-	-	-	135	-	-	459.00000
M	ROW	92.300	95.00	Tr3	-	OH	-	-	3.10%	-	-	-	-	700	-	-	30.00000
O-1	RBR	62.720	7.40	Wk2	-	YV	-	-	60.10%	-	-	-	-	200	-	-	353.00000
P	JCM	34.450	9.90	L2	-	MY	-	-	39.77%	-	-	-	-	255	-	-	124.00000

More Details

Tranche Comments

Q: First Pay: 2020-07-24; Redemption: 7/24/2024; O-1: First Pay: 2020-07-24; Redemption: 7/24/2024; Q-2: First Pay: 2020-07-24; Redemption: 7/24/2024; P: First Pay: 2020-07-24; Redemption: 7/24/2024; B: First Pay: 2020-07-24; Redemption: 7/24/2024; M: First Pay: 2020-07-24; Redemption: 7/24/2024; Tgrwjj: First Pay: 2020-07-24; Redemption: 7/24/2024;

Reinvestment Period End Date

Sep 7, 2016