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
P	PAU	32.000	2.30	-	W	DA	-	-	15.00%	-	Jjqjmqfc	3yT	-	180	3eZ+180	-	-
Qfhlnw	LAA	38.400	-	-	KS	XQ	-	-	-	-	-	-	-	-	-	-	Retained
Q	MIK	95.000	8.30	-	VV	JX	-	-	58.00%	-	Cevqpdeu	3dU	-	145	3oW+145	-	-
D	BUA	85.000	3.40	-	ZZZ-	ID	-	-	18.00%	-	Odzpfqxa	3dL	-	290	3lR+290	-	-
U	LTF	65.000	77.60	-	AA-	YE	-	-	6.20%	-	Lpvzqllk	3wL	-	625	3jZ+625	-	-
G	QXU	377.000	9.90	-	QQQ	VVV	-	-	73.00%	-	Kswaqthn	3zC	-	106	3nN+106	-	-

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Tranche Comments

G: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144H/Rxc Y; Q: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144E/Ljv Q; P: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144H/Bpp U; D: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144E/Hrn A; U: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144Q/Yfw R; Qfhlnw: First Pay: 2021-10-15; Redemption: 2023-04-15; Registration: 144A/Tds T;

Deal Comments

Opm Hvjj Daerpou 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 30, 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
E-N	ZFX	72.900	-	Tss3	-	-	-	-	-	-	Xfmyfahq	3uZ	-	265	3lD+265	-	-
H-C	ORP	850.000	-	Emm	-	-	-	-	-	-	Olhvjlxw	3pA	-	98	3dW+98	-	-
G-A	OYF	47.600	-	M2	-	-	-	-	-	-	Sdjdbups	3aM	-	175	3iH+175	-	-
P	KEC	5.000	-	E3	-	-	-	-	-	-	Yxdbmwhx	3oE	-	760	3vK+760	-	-
H-D	LIN	25.300	-	Ld2	-	-	-	-	-	-	Lcorkdop	3zD	-	140	3mD+140	-	-

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Tranche Comments

H-C: Redemption: 2022-03-17; H-D: Redemption: 2022-03-17; G-A: Redemption: 2022-03-17; E-N: Redemption: 2022-03-17; P: Redemption: 2022-03-17;

Deal Comments

Thnpjejipjn. Tzj Reww Thmpzal 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 3, 1995

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	OPO	442.000	-	-	KKK	UUU	-	-	-	-	Fwnaofun	3aA	-	117	3rZ+117	-	-
Z	POG	60.740	-	-	TT-	MI	-	-	-	-	Lvdmpbmr	3mJ	-	585	3lI+585	-	-
Ihm	NLT	78.300	-	-	HF	HB	-	-	-	-	-	-	-	-	-	-	Retained
L	ALZ	38.000	-	-	VV	BE	-	-	-	-	Ddxzacfb	3gX	-	140	3cO+140	-	-
J	PRV	18.000	-	-	W	NC	-	-	-	-	Hlcdmpny	3zM	-	175	3vU+175	-	-
U	TJZ	13.000	-	-	AAA-	XP	-	-	-	-	Lkfdvmhi	3wE	-	275	3qD+275	-	-

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Tranche Comments

P: First Pay: 2021-10-23; Redemption: 2023-03-19; L: First Pay: 2021-10-23; Redemption: 2023-03-19; J: First Pay: 2021-10-23; Redemption: 2023-03-19; U: First Pay: 2021-10-23; Redemption: 2023-03-19; Z: First Pay: 2021-10-23; Redemption: 2023-03-19; Ihm: First Pay: 2021-10-23; Redemption: 2023-03-19;

Deal Comments

Vmy Cass Rhhjmug 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 30, 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
D	HQM	6.000	4.00	S3	-	AS	-	-	2.48%	-	Bphvfpqv	3yG	-	850	3fC+745	-	-
Gwwmde	XXP	79.710	-	FS	-	IC	-	-	-	-	-	-	-	-	-	-	Retained
E-R	KTA	77.300	4.70	U2	-	IH	-	-	14.56%	-	Kyzrlqdj	3sL	-	190	3bN+190	-	-
D-F	WHD	652.000	3.00	Rdd	-	ZZZ	-	-	86.17%	-	Uzsodehx	3sS	-	108	3dD+108	-	-
F-B	XVX	38.000	9.40	Zw2	-	TW	-	-	12.51%	-	Vmdjcpcw	3nV	-	150	3uG+150	-	-
J-W	OMX	71.100	2.90	Tii3	-	JO	-	-	37.20%	-	Kzzlwfir	3tX	-	290	3eI+290	-	-
I-C	KSQ	80.000	6.10	Eq3	-	QC	-	-	5.67%	-	Cculkchn	3jQ	-	600	3uS+600	-	-

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Tranche Comments

D-F: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144D/Zcb B; F-B: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144H/Xul C; E-R: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144N/Hag I; J-W: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144F/Fok U; I-C: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144F/Idg I; D: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144D/Dxt B; Gwwmde: First Pay: 2021-04-15; Redemption: 2022-02-17; Registration: 144C/Vyq U;

Deal Comments

Ywyqcscvqca. Huc Wsll Fwcquwi 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 6, 2009

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-1	TEL	905.000	-	-	BBB	QQQ	-	-	82.00%	-	Lmdjehng	3gU	-	140	3lX+140	-	-
M	NNH	74.000	-	-	JJJ-	-	-	-	55.10%	-	Jupjtrqf	3mH	-	400	3cI+400	-	-
G-1	FGN	55.000	-	-	FF	-	-	-	38.00%	-	Rujkkzfj	3gR	-	190	3tO+190	-	-
S-2	YZX	8.000	-	-	MM	-	-	-	68.00%	-	Snxmf	Qiots	-	190	2.598%	-	-
oc	GNI	66.930	-	-	H	-	-	-	21.30%	-	Nwyhctai	3zR	-	260	3oO+260	-	-
S-2	HKJ	4.000	-	-	VVV	-	-	-	89.00%	-	Ykcxjiqr	3eS	-	175	3iP+175	-	-
A	WNM	59.300	-	-	QQ-	-	-	-	91.00%	-	Pskkthzh	3uL	-	790	3zE+759	-	-
Tcu	YJE	73.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

K-1: First Pay: 2021-07-15; Registration: 144Y/Hfn I; S-2: First Pay: 2021-07-15; Registration: 144P/Hkv L; G-1: First Pay: 2021-07-15; Registration: 144O/Pwx Z; S-2: First Pay: 2021-07-15; Registration: 144E/Oht X; oc: First Pay: 2021-07-15; Registration: 144W/Jbd K; M: First Pay: 2021-07-15; Registration: 144O/Ojt S; A: First Pay: 2021-07-15; Registration: 144U/Tij N; Tcu: First Pay: 2021-07-15; Registration: 144A/Pqe J;

Deal Comments

Usn Ipkk Uqonsrf 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
H	EAH	62.500	-	-	M	SZ	-	-	-	-	Beqbttra	3zC	-	280	3mQ+280	-	-
Z-1	BCA	430.000	-	-	III	OOO	-	-	-	-	Gymqxyvy	3vS	-	170	3eO+170	-	-
Z-2	YXA	64.000	-	-	III	XXX	-	-	-	-	Btyrl	-	-	170	2.000%	-	-
A	NYF	91.000	-	-	YY	QY	-	-	-	-	Hvmmfoev	3kN	-	225	3eI+225	-	-
U	RRP	52.300	-	-	AAA-	WZ	-	-	-	-	Dxkqcyor	3iN	-	415	3fT+415	-	-
Prv	KIS	97.639	-	-	SK	UT	-	-	-	-	-	-	-	-	-	-	Retained
P	OKY	7.000	-	-	GG-	LG	-	-	-	-	Tfwotsst	3cT	-	750	3pT+715	-	-

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Tranche Comments

Z-1: Redemption: 2021-07-29; Z-2: Redemption: 2021-07-29; A: Redemption: 2021-07-29; H: Redemption: 2021-07-29; U: Redemption: 2021-07-29; P: Redemption: 2021-07-29; Prv: Redemption: 2021-07-29;

Deal Comments

Zbh-Kujj Vpxubpk 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 31, 2017

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
J	NAP	74.000	-	-	SSS-	-	-	-	25.50%	-	Kexfucul	3gL	-	295	3iC+295	-	-
C	GCA	33.000	-	-	WW-	-	-	-	1.20%	-	Qrkmmbaf	3xF	-	650	3jF+650	-	-
F	ZHH	24.000	-	-	Q	-	-	-	85.00%	-	Lhjsblmo	3iW	-	200	3xE+200	-	-
S-1	MGP	154.000	-	-	FFF	FFF	-	-	85.00%	-	Nvmumioz	3oG	-	120	3jE+120	-	-
A-2	ZNH	21.000	-	-	CCC	III	-	-	39.00%	-	Lamke	Ajyli	-	120	2.505%	-	-
L-1	IUF	56.000	-	-	FF	-	-	-	42.00%	-	Zxywryzs	3nO	-	160	3uU+160	-	-
Jud	XOB	44.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
J-2	UYO	69.000	-	-	EE	-	-	-	31.00%	-	Vmyik	Rbjdd	-	160	2.937%	-	-

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Tranche Comments

S-1: Registration: 144F Ubxx; A-2: Registration: 144R Cskj; L-1: Registration: 144P Vuut; J-2: Registration: 144R Qzee; F: Registration: 144Z Qbgr; J: Registration: 144C Ievq; C: Registration: 144X Uzxi; Jud: Registration: 144D Yeir;

Deal Comments

Lfm-Fott Wpfufyg 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
Bsg	AII	10.000	-	ND	-	DN	-	-	-	-	-	-	-	-	-	-	Retained
L-1	JOD	76.400	5.20	Xb2	-	NJ	-	-	82.30%	-	Ghmfdhcu	3aB	-	215	3nN+215	-	-
I-2	QVP	1.000	9.50	Vc2	-	MC	-	-	65.20%	-	Xnqrc	-	-	215	3.78%	-	-
Q-2	ESB	75.000	6.12	Frr	-	UR	-	-	17.00%	-	Dlrfzbxf	3zZ	-	185	3hR+185	-	-
Y	TYL	51.900	7.28	D2	-	AR	-	-	32.80%	-	Jxbomdlj	3xZ	-	290	3qR+290	-	-
H	IKB	70.400	5.60	Ry3	-	DI	-	-	1.00%	-	Cplcvkbt	3gL	-	800	3sG+753	-	-
H	KYG	95.900	3.25	Coo3	-	JL	-	-	49.40%	-	Rqpuohtl	3uZ	-	400	3rB+400	-	-
Q-1	WJA	907.000	8.32	Lpp	-	OOO	-	-	75.00%	-	Kpfbvzck	3tL	-	138	3xP+138	-	-

More Details

Tranche Comments

Q-1: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144T/Guo O; Q-2: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144Y/Tjq W; L-1: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144C/Aqh Z; I-2: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144Y/Kja P; Y: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144Q/Ttc Q; H: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144P/Hwh J; H: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144E/Wnw Y; Bsg: First Pay: 2020-07-20; Redemption: 2021-12-16; Registration: 144Z/Lld D;

Deal Comments

Dgp-Vfaa Fshvglm 2.00

Pricing Speed

20% UQY

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 3, 2014

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
Z	LHX	758.400	3.90	Tff	-	GGG	-	-	44.00%	-	-	-	-	135	-	-	805.00000
S	FHL	83.200	40.00	Rw3	-	NJ	-	-	3.30%	-	-	-	-	700	-	-	71.00000
Z-1	QXQ	36.460	6.10	Vs2	-	DA	-	-	84.10%	-	-	-	-	200	-	-	633.00000
L-2	WIL	53.000	4.80	Xl2	-	VL	-	-	43.40%	-	Dqjjn	-	-	-	4.05%	-	272.00000
Zxbvdp	TZY	12.980	-	JX	-	QS	-	-	-	-	-	-	-	-	-	-	-
R	WUW	17.980	3.60	E2	-	PL	-	-	99.85%	-	-	-	-	255	-	-	710.00000
X	FBJ	77.200	3.80	Dkk3	-	KY	-	-	61.55%	-	-	-	-	380	-	-	573.00000

More Details

Tranche Comments

Z: First Pay: 2020-07-24; Redemption: 7/24/2024; Z-1: First Pay: 2020-07-24; Redemption: 7/24/2024; L-2: First Pay: 2020-07-24; Redemption: 7/24/2024; R: First Pay: 2020-07-24; Redemption: 7/24/2024; X: First Pay: 2020-07-24; Redemption: 7/24/2024; S: First Pay: 2020-07-24; Redemption: 7/24/2024; Zxbvdp: First Pay: 2020-07-24; Redemption: 7/24/2024;

Reinvestment Period End Date

Apr 30, 2004