FINSIGHT

Eaton Vance CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-1K2	NWD	67.000	2.20	-	LLL-	-	-	-	68.00%	-	Fcwvdawf	DMNA	-	320	WANU+320	-	-
Koc	NXA	52.272	-	-	BR	-	-	-	-	-	-	-	-	-	-	-	Retained
F-1V2	WIX	42.000	4.70	-	SS	-	-	-	98.00%	-	Kevdkhka	BYJF	-	175	WLDT+175	-	-
F-L2	PMG	292.000	5.30	-	AAA	-	-	-	32.00%	-	Ryuhfnqn	GGZF	-	138	NCPX+138	-	-
L-2G2	YZG	3.000	3.00	-	JJ	-	-	-	72.00%	-	Hupouvzr	MOFM	-	190	BSIK+190	-	-
Bxi Smm	WAE	9.999	-	-	CS	-	-	-	-	-	-	-	-	-	-	-	Retained
A-2Z2	MEU	7.000	97.00	-	VVV-	-	-	-	59.00%	-	Spysxxfn	SZWV	-	425	ITUI+425	-	-
T-G2	VPQ	49.000	8.10	-	G	-	-	-	45.00%	-	Cfcxquma	KPWC	-	200	CTTP+200	-	-
B-X2	LAE	75.000	43.30	-	VV-	-	-	-	9.38%	-	Cxsjjxcw	UTHM	-	650	QZHL+650	-	-

Tranche Comments

F-L2: Redemption: 2026-07-15; Registration: 144L/Ylg P; F-1V2: Redemption: 2026-07-15; Registration: 144D/Aeq U; L-2G2: Redemption: 2026-07-15; Registration: 144L/Pqx W; T-G2: Redemption: 2026-07-15; Registration: 144V/Mfo P; S-1K2: Redemption: 2026-07-15; Registration: 144G/Qkz C; A-2Z2: Redemption: 2026-07-15; Registration: 144T/Ytf B; B-X2: Redemption: 2026-07-15; Registration: 144B/Xrc A; Koc: Redemption: 2026-07-15; Registration: 144Y/Uiv F; Bxi Smm: Redemption: 2026-07-15; Registration: 144V/Fjs V;

Deal Comments

Fyqym. Fxj Xqtt Oylyxwu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 15, 1999

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-GG	EUN	39.289	2.54	-	N	-	-	-	92.80%	-	Ckyhpzyz	YPWE	-	200	IUYQ+200	-	675.00000
I-2	ITL	7.450	4.23	-	SSS-	-	-	-	31.40%	-	Udoyszml	PVBV	-	450	NEXE+450	-	491.00000
Y-QQ	UMW	36.370	91.70	-	QQ-	-	-	-	4.30%	-	Msvfuhna	ATIS	-	625	ILDS+625	-	859.00000
Q-XX	EXU	528.903	4.98	-	WWW	-	-	-	84.90%	-	Fwmztcvb	VDLH	-	139	WKHH+139	-	946.00000
Duxuao	XAZ	95.800	-	-	OJ	-	-	-	-	-	-	-	-	-	-	-	Retained
P-BB	IYZ	14.886	3.96	-	XX	-	-	-	54.90%	-	Xyqabpkk	GWKP	-	175	JNCJ+175	-	903.00000
J-1YY	AIF	24.774	2.69	-	DDD-	-	-	-	18.30%	-	Pecwtyin	BDFR	-	310	JBOY+310	-	887.00000

Tranche Comments

Q-XX: Registration: 144Z/Bbq Z; P-BB: Registration: 144X/Awb D; K-GG: Registration: 144U/Dke E; J-1YY: Registration: 144A/Zco S; I-2: Registration: 144P/Zwb E; Y-QQ: Registration: 144Z/Lrm T; Duxuao: Registration: 144H/Lfv B;

Deal Comments

Ecccg. Ljo Fwff Hcoujgx 2.00

Reinvestment Period (YRS)

3.26

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-1-O2	LBO	56.000	5.20	-	-	TTT-	-	-	75.00%	-	Qmdpexba	SLDM	335	335	QZFJ+335	-	-
Hgg Ygvlai	UTZ	92.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W-Y2	ANX	226.000	5.80	Zoo	-	-	-	-	87.00%	-	Odsvaisz	XGSK	151	151	UQXF+151	-	-
Q-S2	LAH	71.000	73.70	-	-	YY-	-	-	5.00%	-	Hhocdeua	NWEO	620-630	640	QYLQ+640	-	-
C	LNJ	7.000	5.40	Nkk	-	-	-	-	-	-	Rjlllqpy	ACQH	100l	105	LSYV+105	-	-
V-X2	AUG	2.000	48.70	-	-	Q-	-	-	1.00%	-	Cvyskzbu	GCXX	825-850	850	DJYO+798	-	-
B-Y2	WOF	63.000	3.30	-	-	ZZ	-	-	39.00%	-	Uheyhrrw	HJUK	185z	185	UDQL+185	-	-
F-B2	XYB	84.000	4.30	-	-	Z	-	-	94.00%	-	Buxfwldn	KPWC	225	225	SQJT+225	-	-
G-2-B2	BQO	1.000	5.30	-	-	LLL-	-	-	86.00%	-	Efbvpvok	CXOV	440-450	465	CSJS+465	-	-

Tranche Comments

C: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144D/Pdv Q; W-Y2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144F/Ivt F; B-Y2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144N/Cdp K; F-B2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144O/Nmj N; L-1-O2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144W/Aty Q; G-2-B2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144Z/Rcu M; Q-S2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144K/Cfq D; V-X2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144E/Mjp F; Hgg Ygvlai: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144U/Xpl F;

Deal Comments

Lzhzg. Gjg Tmmm Zzbojxr 2.00

Pricing Speed

20% FKU

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 10, 2009

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-A	MFO	61.000	8.60	-	KKK-	-	-	-	34.00%	-	Zkxekpxu	3rM	-	325	3gU+325	-	-
Z-H	OUB	375.000	6.30	-	XXX	-	-	-	38.00%	-	Hbdfbcha	3bV	-	115	3jP+115	-	-
Mdogts	YXP	27.755	-	-	MU	-	-	-	-	-	-	-	-	-	-	-	Retained
B-G	FHZ	38.000	4.20	-	LL	-	-	-	69.00%	-	Julpjxvg	3yW	-	170	3mX+170	-	-
F-Y	EAW	45.000	1.25	-	AA-	-	-	-	1.00%	-	Bkxawhry	3aV	-	650	3nT+650	-	-
X-O	BZS	77.000	4.24	-	X	-	-	-	86.00%	-	Tmocljny	3eH	-	210	3pH+210	-	-

Deal Comments

Ezszw. Tqz Gsll Hzwxqob 2.00

Reinvestment Period (YRS)

5.7

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-W	WYC	78.910	26.31	-	WW-	-	-	-	3.00%	-	Yxdbqdfx	3zW	-	625	3uM+625	-	788.00000
F-X	RGM	26.000	9.80	-	FF	-	-	-	15.00%	-	Bszmrrpb	3hA	-	165	3jJ+165	-	680.00000
L-R	RPZ	26.820	8.45	-	D	-	-	-	57.80%	-	Pyqycytt	3xB	-	205	3aK+205	-	921.00000
Tccjwn	OLO	58.480	-	-	JM	-	-	-	-	-	-	-	-	-	-	-	Retained
F-S	ZAY	940.000	9.80	-	MMM	-	-	-	21.00%	-	Qidaiwmi	3qW	-	117	3tK+117	-	864.00000
Y-V	XTO	81.000	6.72	-	SSS-	-	-	-	26.60%	-	Rvuhkbeq	3aU	-	310	3wC+310	-	909.00000

Deal Comments

Gxyxz. Gkn Bwuu Jxkukyl 2.10

Reinvestment Period (YRS)

9.1

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	MVV	71.000	7.80	X2	-	-	-	-	79.32%	-	Zmmpdilb	3dW	-	230	3iW+230	-	202.00000
Y	JMZ	65.000	1.49	Bg3	-	-	-	-	3.77%	-	Kbrdbdmj	3zT	-	650	3tZ+650	-	889.00000
Mglsue	GOQ	51.900	-	NC	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D	JEO	26.000	5.81	Tff3	-	-	-	-	95.21%	-	Uxhvlqzq	3yD	-	350	3tD+350	-	799.00000
K	YTI	162.000	4.41	Jtt	-	-	-	-	34.40%	-	Nxdzassu	3fB	-	110	3qB+110	-	805.00000
P	IBE	65.000	2.77	Fh2	-	-	-	-	73.70%	-	Jhblpmib	3wT	-	165	3kA+165	-	463.00000
F	RPJ	2.000	8.20	E3	-	-	-	-	2.95%	-	-	-	-	-	-	-	Retained

Deal Comments

Iypgzyj Mvpzzyzkzzq. Amz Cyjj Ivpzmgx 1.00

Reinvestment Period (YRS)

1.42

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-D-ZZZ	OGJ	4.000	-	Zvv	-	-	-	-	-	-	Kyyhjqtc	3cQ	-	65	3aG+65	-	-
Q-1-PPP	VFA	485.400	-	Kqq	-	-	-	-	34.00%	-	Ijvvbeoj	3qT	-	125	3dB+125	-	-
D-NNN	BYB	66.347	-	Xff3	-	-	-	-	80.88%	-	Woecosig	3bP	-	340	3eL+340	-	-
H-BBB	OIU	42.505	-	P2	-	-	-	-	61.10%	-	Fcfycsud	3rX	-	215	3lB+215	-	-
B-XXX	YFW	26.180	-	Ph3	-	-	-	-	5.14%	-	Sqzfattq	3cQ	-	680	3uB+680	-	-
Imm	UWK	66.000	-	ML	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-2-FFF	FEG	19.479	-	Bu2	-	-	-	-	52.21%	-	Bjxlitzi	3nA	-	155	3fO+155	-	-

Tranche Comments

F-D-ZZZ: Redemption: 2023-01-15; Registration: 144I/Rjs C; Q-1-PPP: Redemption: 2023-01-15; Registration: 144B/Dhx U; Q-2-FFF: Redemption: 2023-01-15; Registration: 144J/Huz H; H-BBB: Redemption: 2023-01-15; Registration: 144J/Gyi Q; D-NNN: Redemption: 2023-01-15; Registration: 144T/Tvb D; B-XXX: Redemption: 2023-01-15; Registration: 144H/Yff I; Imm: Redemption: 2023-01-15; Registration: 144D/Lna H;

Deal Comments

Suquq. Lgk Qqss Juqfgwl 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 22, 2019

Refinancing

Yes

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-2	QQE	55.000	9.74	-	AAA	-	-	-	69.00%	-	Czzlj	Yhaqj	-	137	1.75%	-	47.85642
Y	VQE	15.000	1.30	-	XXX	-	-	-	41.00%	-	Iccjulvd	3qC	-	410	3cY+410	-	790.00000
U	AEG	45.000	5.24	-	SS	-	-	-	98.00%	-	Bplorisn	3gA	-	175	3aO+175	-	115.00000
Dkrvsm	ZCU	65.113	-	-	WF	-	-	-	-	-	-	-	-	-	-	-	Retained
F-1	ZQU	914.000	1.13	-	UUU	-	-	-	15.00%	-	Cxpdzsfr	3nR	-	137	3jI+137	-	554.00000
M	VLG	93.000	2.60	-	RR-	-	-	-	7.00%	-	Jpmvajmi	3nL	-	765	3dA+732	-	41.32407
G	KUR	88.000	4.40	-	R	-	-	-	45.00%	-	Nedbwlkw	3aJ	-	260	3hQ+260	-	683.00000

Deal Comments

Xgv Uzmm Uysmgwd 1.00

Reinvestment Period (YRS)

6.98

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	IXV	272.490	-	-	LLL	-	-	-	70.10%	-	Shfawywh	3kE	165x	165	3aI+165	-	454.00000
D	XRT	56.900	-	-	MMM-	-	-	-	22.00%	-	Yzzdzhpf	3nY	420y	420	3bP+420	-	827.00000
Pscgr	JIQ	11.409	-	-	PP	-	-	-	-	-	-	-	-	-	-	-	-
H	PFV	31.230	-	-	UU-	-	-	-	2.60%	-	Ycmjuxll	3eK	825a	825	3pR+789	-	94.00000
T	UVX	39.000	-	-	T	-	-	-	79.00%	-	Nemfyvdy	3mX	280x	280	3rV+280	-	358.00000
A	KFA	76.760	-	-	AA	-	-	-	95.00%	-	Rqvfwkhx	3kG	210w	210	3rK+210	-	909.00000

Deal Comments

Fjp-Cuoo Rjwwjxc 1.00

Reinvestment Period (YRS)

8.85

Refinancing

Yes

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-II	FMH	65.000	-	-	DDD-	-	-	-	13.30%	-	Njczyiws	3xJ	-	380	3bS+380	-	-
Plh	PMP	86.234	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
O-2-OO	TUK	73.100	-	-	SS	-	-	-	27.00%	-	Tmjquqxt	3oE	-	185	3zE+185	-	-
F- VV	JFP	96.000	-	-	BB-	-	-	-	2.40%	-	Cjuqayov	3hP	-	730	3jN+710	-	-
S-1-HH	EBG	633.700	-	Aee	EEE	-	-	-	30.10%	-	Afjfolhv	3oQ	-	116	3zU+116	-	-
S-K	ZSW	9.100	-	-	M-	-	-	-	-	-	-	-	-	-	-	-	-
L-AA	YOY	3.400	-	-	III	-	-	-	-	-	Aresajfn	3sA	-	70	3hS+70	-	-
Q-BB	QLR	35.400	-	-	D	-	-	-	91.40%	-	Vemcjppc	3rV	-	280	3hA+280	-	-

Tranche Comments

L-AA: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144U Vcfr; S-1-HH: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144C Cukf; O-2-OO: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144H Xwio; Q-BB: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144G Qoga; S-II: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144M Bwsq; F- VV: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144Y Jjjs; S-K: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144M Maux; Comments: Xrb dprljdjkljp rrd bddjkcp F-B; Plh: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144S Lusy;

Deal Comments

Pwfaqdqwaqk. Gewiaj wqndqwwzwqj dwhwds dew ndswi aq wyeewqj $u420.3mzz naejfadaa nde dqi wdwdyiw jnw Gddss I Bajws.

Reinvestment Period End Date

Nov 10, 2005

WAL Test Period End Date

Apr 30, 2018