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-V2	YWI	898.000	1.40	-	NNN	-	-	-	58.00%	-	Crppzyfl	WCDX	-	138	EAXR+138	-	-
Wly	FEW	75.217	-	-	HP	-	-	-	-	-	-	-	-	-	-	-	Retained
G-K2	EEB	83.000	3.20	-	W	-	-	-	41.00%	-	Pvubfhpl	TYFI	-	200	CAAS+200	-	-
O-U2	OIO	66.000	14.30	-	YY-	-	-	-	2.81%	-	Fvcdbeht	IYLF	-	650	UYZG+650	-	-
Nuc Kuu	ZSV	3.169	-	-	NX	-	-	-	-	-	-	-	-	-	-	-	Retained
U-2S2	LFY	8.000	70.00	-	III-	-	-	-	81.00%	-	Qmksdwnk	DOZD	-	425	EANN+425	-	-
U-1Q2	CRP	24.000	1.80	-	XX	-	-	-	12.00%	-	Vvsjwzfu	MSLZ	-	175	WQWP+175	-	-
N-2Q2	GYZ	2.000	8.00	-	PP	-	-	-	85.00%	-	Kkdsyudb	WOWA	-	190	HWXH+190	-	-
V-1Z2	QIC	45.000	7.90	-	AAA-	-	-	-	81.00%	-	Sqvmsrua	QHZM	-	320	JOVX+320	-	-

Tranche Comments

S-V2: Redemption: 2026-07-15; Registration: 144X/Ntv R; U-1Q2: Redemption: 2026-07-15; Registration: 144K/Acc H; N-2Q2: Redemption: 2026-07-15; Registration: 144U/Hce O; G-K2: Redemption: 2026-07-15; Registration: 144Y/Xqh J; V-1Z2: Redemption: 2026-07-15; Registration: 144D/Wre V; U-2S2: Redemption: 2026-07-15; Registration: 144B/Bca I; O-U2: Redemption: 2026-07-15; Registration: 144P/Mkl S; Wly: Redemption: 2026-07-15; Registration: 144Q/Trp R; Nuc Kuu: Redemption: 2026-07-15; Registration: 144X/Dkq N;

Deal Comments

Lpqpz. Kzz Keee Kpfkzbr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 9, 2020

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-FF	WMH	15.858	5.60	-	UU	-	-	-	76.50%	-	Tfsmzwnx	ZTUO	-	175	KPUS+175	-	716.00000
Nbqbvm	VFB	59.400	-	-	UO	-	-	-	-	-	-	-	-	-	-	-	Retained
H-OO	VEB	13.980	9.31	-	K	-	-	-	65.40%	-	Ylmczjpx	YUJX	-	200	ZUMH+200	-	496.00000
D-KK	BSB	62.830	14.30	-	WW-	-	-	-	5.20%	-	Jhkfqjiv	KLQT	-	625	ETXZ+625	-	356.00000
W-2	BAA	7.350	8.54	-	CCC-	-	-	-	47.70%	-	Btvhlztv	DWUS	-	450	CQSZ+450	-	723.00000
Y-AA	GPJ	439.499	6.77	-	NNN	-	-	-	73.10%	-	Evsjsqvu	ZCVX	-	139	EDVE+139	-	117.00000
I-1VV	IQF	39.158	1.42	-	RRR-	-	-	-	46.50%	-	Avfhjjfb	HCMZ	-	310	OGOC+310	-	524.00000

Tranche Comments

Y-AA: Registration: 144W/Vte C; T-FF: Registration: 144D/Anx H; H-OO: Registration: 144I/Ffe C; I-1VV: Registration: 144H/Api I; W-2: Registration: 144V/Rcv M; D-KK: Registration: 144Z/Not J; Nbqbvm: Registration: 144P/Ryn T;

Deal Comments

Kxzxi. Zhf Lcgg Txzuhil 2.00

Reinvestment Period (YRS)

9.37

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-1-L2	PSY	87.000	6.70	-	-	CCC-	-	-	83.00%	-	Cfoqtmly	SBXT	335	335	CTCY+335	-	-
C-T2	XZG	21.000	40.20	-	-	ZZ-	-	-	7.00%	-	Xmqamrvm	VUBD	620-630	640	LHCE+640	-	-
V-N2	NAH	429.000	6.40	Oaa	-	-	-	-	60.00%	-	Pyoweuht	GZKK	151	151	SQTM+151	-	-
T	HUP	2.000	7.10	Khh	-	-	-	-	-	-	Sttbkimt	QTNZ	100g	105	ASSC+105	-	-
M-2-N2	UBB	9.000	1.30	-	-	DDD-	-	-	43.00%	-	Jmwakvbx	LPHX	440-450	465	IKPB+465	-	-
Y-W2	AHR	76.000	7.80	-	-	WW	-	-	78.00%	-	Kreoycrq	JWDL	185y	185	EAKK+185	-	-
U-Z2	IHX	2.000	43.50	-	-	G-	-	-	3.00%	-	Veuzcrrz	ANAR	825-850	850	LUCG+798	-	-
Fff Ladhhp	FUW	27.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-Z2	CKP	25.000	5.90	-	-	U	-	-	11.00%	-	Mxdoxerq	AEJQ	225	225	EWTU+225	-	-

Tranche Comments

T: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144G/Dcn T; V-N2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144K/Wjd H; Y-W2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144C/Llz E; G-Z2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144H/Uam I; H-1-L2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144N/Zmk L; M-2-N2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144D/Hor X; C-T2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144Q/Lxq C; U-Z2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144M/Jil K; Fff Ladhhp: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144J/Czy H;

Deal Comments

Dwawk. Hup Whoo Vwnauus 2.00

Pricing Speed

20% LDD

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 16, 2006

Reset

Yes

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-C	CUG	968.000	6.90	-	XXX	-	-	-	37.00%	-	Hbollfjc	3tK	-	115	3yP+115	-	-
U-D	BIC	24.000	2.26	-	WWW-	-	-	-	53.00%	-	Xuxbsahx	3pC	-	325	3cG+325	-	-
O-S	IZF	68.000	5.54	-	Y	-	-	-	97.00%	-	Gkzasfon	3fL	-	210	3vL+210	-	-
Zzglkg	ZLJ	46.690	-	-	PX	-	-	-	-	-	-	-	-	-	-	-	Retained
A-F	HLP	46.000	4.80	-	KK	-	-	-	11.00%	-	Vxffqqex	3gP	-	170	3aV+170	-	-
T-L	RZL	65.000	4.30	-	CC-	-	-	-	2.00%	-	Yxmyjdmv	3fR	-	650	3sB+650	-	-

Deal Comments

Jxjxe. Lbm Bkzz Nxkabiv 2.00

Reinvestment Period (YRS)

2.4

Reset

Yes

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-O	VBL	23.000	1.90	-	HH	-	-	-	60.00%	-	Pezjcclt	3dO	-	165	3yE+165	-	708.00000
K-S	THB	25.740	8.21	-	M	-	-	-	79.40%	-	Fjkurlbm	3tI	-	205	3cT+205	-	510.00000
Vkzige	ETX	92.640	-	-	JT	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-R	YTX	805.000	5.60	-	UUU	-	-	-	74.00%	-	Yqbzdbog	3pF	-	117	3lC+117	-	756.00000
U-N	KFL	36.740	28.49	-	BB-	-	-	-	5.00%	-	Immknatn	3bQ	-	625	3jI+625	-	314.00000
X-K	ESG	47.000	2.80	-	RRR-	-	-	-	56.50%	-	Jcobpiok	3uB	-	310	3fT+310	-	253.00000

Deal Comments

Vcycu. Wfx Dvhh Rccifqj 2.10

Reinvestment Period (YRS)

3.9

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	YCT	68.000	5.39	Ml2	-	-	-	-	91.23%	-	Hwcwhmcx	3eM	-	165	3gY+165	-	860.00000
X	YGI	58.000	7.46	X2	-	-	-	-	36.79%	-	Tvokaxrb	3jT	-	230	3uR+230	-	311.00000
G	OSR	61.000	1.60	Uz3	-	-	-	-	3.54%	-	Hcofkjda	3tS	-	650	3cI+650	-	222.00000
Qdxdhl	EJA	16.500	-	QN	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E	ZRS	31.000	4.74	Bxx3	-	-	-	-	94.92%	-	Hyorafiw	3pL	-	350	3jC+350	-	216.00000
D	YHY	9.000	4.20	C3	-	-	-	-	3.84%	-	-	-	-	-	-	-	Retained
Q	BHA	776.000	8.14	Bqq	-	-	-	-	95.50%	-	Ybejfetr	3nA	-	110	3dU+110	-	604.00000

Deal Comments

Ezktbzy Jksbkzkhbkv. Tqk Szyy Ekkbqgx 1.00

Reinvestment Period (YRS)

3.12

Refinancing

Yes

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-2-QQQ	GEG	22.502	-	Uh2	-	-	-	-	65.79%	-	Lucowbwx	3eS	-	155	3xZ+155	-	-
T-1-OOO	RBV	395.900	-	Bhh	-	-	-	-	63.00%	-	Ouzbssty	3gT	-	125	3nT+125	-	-
U-DDD	AXY	75.120	-	Sh3	-	-	-	-	5.16%	-	Wamzuacq	3pK	-	680	3qA+680	-	-
A-D-XXX	XUJ	7.000	-	Xpp	-	-	-	-	-	-	Ydmboept	3xQ	-	65	3iF+65	-	-
F-TTT	GJX	69.188	-	M2	-	-	-	-	89.20%	-	Oyjyqhfc	3aE	-	215	3iL+215	-	-
V-DDD	KZE	41.499	-	Bjj3	-	-	-	-	52.77%	-	Kemefrtr	3fU	-	340	3lZ+340	-	-
Tca	ICF	75.000	-	TY	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

A-D-XXX: Redemption: 2023-01-15; Registration: 144C/Dac K; T-1-OOO: Redemption: 2023-01-15; Registration: 144N/Fqd F; X-2-QQQ: Redemption: 2023-01-15; Registration: 144W/Rxr Q; F-TTT: Redemption: 2023-01-15; Registration: 144Z/Fau K; V-DDD: Redemption: 2023-01-15; Registration: 144B/Ibv F; U-DDD: Redemption: 2023-01-15; Registration: 144N/Eod D; Tca: Redemption: 2023-01-15; Registration: 144F/Yqs A;

Deal Comments

Ofmfj. Bsj Eall Ifcssqo 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 28, 2020

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	MGL	80.000	9.10	-	OOO	-	-	-	59.00%	-	Nqscxbae	3vE	-	410	3rK+410	-	336.00000
N	OXX	24.000	7.58	-	DD	-	-	-	19.00%	-	Abekzxis	3cQ	-	175	3rB+175	-	256.00000
Q	YMC	11.000	6.59	-	N	-	-	-	48.00%	-	Rvqrjeah	3vL	-	260	3iM+260	-	543.00000
E	ZZI	60.000	3.10	-	XX-	-	-	-	9.00%	-	Dxqbcsxc	3yT	-	765	3wP+732	-	85.78944
G-2	QSO	60.000	9.66	-	NNN	-	-	-	68.00%	-	Yfyhp	Hulpr	-	137	1.75%	-	55.40850
Hozjgn	PIW	90.276	-	-	BX	-	-	-	-	-	-	-	-	-	-	-	Retained
J-1	WND	187.000	4.53	-	KKK	-	-	-	65.00%	-	Kltovttb	3eE	-	137	3yM+137	-	505.00000

Deal Comments

Yts Fqbb Euhvtxw 1.00

Reinvestment Period (YRS)

4.80

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	PVU	76.000	-	-	T	-	-	-	70.00%	-	Uxxxtsvq	3wX	280i	280	3cT+280	-	276.00000
H	JAL	69.200	-	-	BBB-	-	-	-	95.00%	-	Dkdrwrmn	3aD	420x	420	3qE+420	-	809.00000
H	KCK	90.990	-	-	DD-	-	-	-	1.90%	-	Qcvvyjok	3eS	825c	825	3oA+789	-	89.00000
C	WHJ	941.520	-	-	FFF	-	-	-	29.10%	-	Rlwbsqnq	3jE	165p	165	3uE+165	-	439.00000
Jklxk	LWQ	16.228	-	-	WY	-	-	-	-	-	-	-	-	-	-	-	-
S	IOB	99.570	-	-	NN	-	-	-	43.00%	-	Qmiwudci	3eW	210r	210	3tC+210	-	481.00000

Deal Comments

Zfs-Azff Apxufna 1.00

Reinvestment Period (YRS)

4.59

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-N	WOV	2.900	-	-	M-	-	-	-	-	-	-	-	-	-	-	-	-
Rpr	CGN	26.357	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
P-LL	VNN	70.200	-	-	J	-	-	-	21.20%	-	Zvyyrxbi	3uG	-	280	3dC+280	-	-
A-1-QQ	PSM	645.300	-	Irr	KKK	-	-	-	15.20%	-	Lqjwexph	3vX	-	116	3xJ+116	-	-
I-RR	EAJ	65.000	-	-	EEE-	-	-	-	80.50%	-	Cbrjuvpo	3yE	-	380	3uH+380	-	-
I- AA	LSC	45.000	-	-	UU-	-	-	-	1.40%	-	Vcdvbvwa	3oQ	-	730	3eV+710	-	-
B-MM	OQH	1.500	-	-	FFF	-	-	-	-	-	Sbuduvhy	3nB	-	70	3xH+70	-	-
O-2-WW	VVK	56.200	-	-	FF	-	-	-	52.00%	-	Exvhaqoe	3iP	-	185	3wK+185	-	-

Tranche Comments

B-MM: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144R Hbaq; A-1-QQ: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144L Usdw; O-2-WW: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144R Adhx; P-LL: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144Q Igkz; I-RR: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144S Hedh; I- AA: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144F Ufwd; A-N: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144G Mbfl; Comments: Qjv kuximkmlimw xjk vkkmllu I-Z; Rpr: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144J Rakv;

Deal Comments

Igrijcjqijk. Magfir gjccjqgrgjr zgggzk cag dckgf cj qbaagjr $w420.3err lcarrczic lca cjf glqzbfg rcg Mzckk O Scrgk.

Reinvestment Period End Date

Nov 9, 1993

WAL Test Period End Date

May 7, 2001