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
Y-Y2	GVZ	408.000	3.10	-	QQQ	-	-	-	85.00%	-	Bmlabbtj	XIJB	-	138	WANL+138	-	-
A-1H2	FRS	32.000	8.30	-	LL	-	-	-	60.00%	-	Njmeuiii	VSMF	-	175	VEHW+175	-	-
Rxx Qww	JYM	6.356	-	-	BA	-	-	-	-	-	-	-	-	-	-	-	Retained
P-1U2	HGC	53.000	8.40	-	III-	-	-	-	70.00%	-	Orwamcll	HKSI	-	320	LHYP+320	-	-
G-2F2	TCF	3.000	2.00	-	DD	-	-	-	66.00%	-	Iefechfm	ANLM	-	190	XYDF+190	-	-
I-Y2	ZIB	25.000	9.50	-	I	-	-	-	22.00%	-	Znrqcman	WCTI	-	200	DKJP+200	-	-
Mgm	WPG	78.236	-	-	ZJ	-	-	-	-	-	-	-	-	-	-	-	Retained
N-2H2	YVF	2.000	11.00	-	LLL-	-	-	-	17.00%	-	Cdxuopim	ZTIQ	-	425	WBMP+425	-	-
B-O2	CVX	85.000	21.50	-	KK-	-	-	-	8.16%	-	Bjeywubx	LTIX	-	650	NMKF+650	-	-

Tranche Comments

Y-Y2: Redemption: 2026-07-15; Registration: 144B/Afs B; A-1H2: Redemption: 2026-07-15; Registration: 144X/Vkg O; G-2F2: Redemption: 2026-07-15; Registration: 144O/Ndb Q; I-Y2: Redemption: 2026-07-15; Registration: 144Q/Two D; P-1U2: Redemption: 2026-07-15; Registration: 144L/Wdr R; N-2H2: Redemption: 2026-07-15; Registration: 144T/Dve M; B-O2: Redemption: 2026-07-15; Registration: 144F/Pkl Y; Mgm: Redemption: 2026-07-15; Registration: 144U/Euz J; Rxx Qww: Redemption: 2026-07-15; Registration: 144Z/Lhe V;

Deal Comments

Vysyf. Oof Kkvv Eyufoyr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 20, 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
T-DD	NOF	48.866	4.84	-	WW	-	-	-	17.20%	-	Vhxqwlsf	HLDT	-	175	LDSE+175	-	280.00000
Z-FF	XLG	82.260	26.40	-	UU-	-	-	-	5.70%	-	Slpuyrpb	CVBC	-	625	YCVU+625	-	188.00000
Necoou	BQS	21.600	-	-	AX	-	-	-	-	-	-	-	-	-	-	-	Retained
V-FF	PKE	531.604	2.21	-	GGG	-	-	-	64.30%	-	Ojhlczwv	KOWI	-	139	PXOW+139	-	864.00000
X-2	VAV	3.260	7.35	-	FFF-	-	-	-	71.80%	-	Kbjhpoaw	NJDE	-	450	GUSP+450	-	739.00000
M-WW	NFQ	64.409	4.15	-	X	-	-	-	25.20%	-	Kzvvxkzl	IBPW	-	200	MXXP+200	-	471.00000
H-1AA	BHR	77.716	3.94	-	ZZZ-	-	-	-	71.70%	-	Ufbxypzy	EJHL	-	310	MOUB+310	-	427.00000

Tranche Comments

V-FF: Registration: 144B/Vbk M; T-DD: Registration: 144N/Zzn X; M-WW: Registration: 144Q/Qfs P; H-1AA: Registration: 144K/Qwc K; X-2: Registration: 144H/Xyj R; Z-FF: Registration: 144W/Yfi K; Necoou: Registration: 144O/Nad J;

Deal Comments

Xzqzb. Ofp Bnzz Szvafah 2.00

Reinvestment Period (YRS)

4.50

Reset

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-G2	RRY	4.000	4.30	-	-	III-	-	-	86.00%	-	Csfkzsnf	QDCM	440-450	465	YAVE+465	-	-
N-S2	NWY	57.000	93.10	-	-	CC-	-	-	2.00%	-	Bmslyjeo	AQFG	620-630	640	SGZE+640	-	-
W	NBO	4.000	1.70	Cww	-	-	-	-	-	-	Updeuyrh	HCQJ	100g	105	VMUK+105	-	-
A-S2	LOO	13.000	1.10	-	-	N	-	-	93.00%	-	Clcfjfku	KZXR	225	225	DTXP+225	-	-
V-P2	ERW	5.000	12.90	-	-	X-	-	-	8.00%	-	Qvmvjhtp	SPZA	825-850	850	TZZY+798	-	-
C-H2	UTZ	365.000	5.40	Kii	-	-	-	-	82.00%	-	Mebawwhg	ZPSR	151	151	IJDR+151	-	-
Kpp Esolxx	UEQ	17.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-R2	YBP	66.000	7.80	-	-	II	-	-	34.00%	-	Iwzcbsvv	AXNR	185k	185	HQGX+185	-	-
H-1-F2	RHR	13.000	5.80	-	-	JJJ-	-	-	28.00%	-	Xvjlwfuy	PSCO	335	335	BUJM+335	-	-

Tranche Comments

W: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144K/Hva Y; C-H2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144G/Mee I; F-R2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144L/Iaq H; A-S2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144X/Qoe N; H-1-F2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144F/Gbs D; X-2-G2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144D/Rpu U; N-S2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144I/Pwl T; V-P2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144Z/Jfn G; Kpp Esolxx: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144E/Gch V;

Deal Comments

Ijhjy. Mqb Rkpp Jjxjqwg 2.00

Pricing Speed

20% SQQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 6, 2014

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-Y	EWF	27.000	2.37	-	P	-	-	-	99.00%	-	Jqvjezdf	3oZ	-	210	3vA+210	-	-
C-W	OCB	49.000	6.83	-	HH-	-	-	-	1.00%	-	Axfccrzd	3dQ	-	650	3qW+650	-	-
Qmeczx	GBR	22.439	-	-	OG	-	-	-	-	-	-	-	-	-	-	-	Retained
G-Y	VUV	802.000	4.60	-	QQQ	-	-	-	83.00%	-	Qyzscbqs	3zY	-	115	3kU+115	-	-
I-V	FNQ	26.000	9.82	-	AAA-	-	-	-	57.00%	-	Jzqoqroj	3kL	-	325	3kO+325	-	-
X-U	JOG	85.000	7.30	-	FF	-	-	-	14.00%	-	Tulftbam	3hT	-	170	3uC+170	-	-

Deal Comments

Wgxgq. Vgg Iyhh Bgawgwm 2.00

Reinvestment Period (YRS)

4.2

Reset

Yes

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-F	XCQ	71.770	42.96	-	GG-	-	-	-	1.00%	-	Czpvxjwa	3qS	-	625	3oG+625	-	248.00000
W-R	WRV	564.000	2.70	-	QQQ	-	-	-	38.00%	-	Fyxzkirn	3yI	-	117	3aE+117	-	305.00000
Bmaose	CUH	86.780	-	-	UJ	-	-	-	-	-	-	-	-	-	-	-	Retained
T-M	TVH	67.000	9.80	-	DD	-	-	-	79.00%	-	Odxwrtlr	3aI	-	165	3wM+165	-	193.00000
A-I	ZBR	72.000	1.82	-	YYY-	-	-	-	53.10%	-	Wheelhnq	3hU	-	310	3mA+310	-	950.00000
G-P	EXF	97.120	4.53	-	U	-	-	-	60.20%	-	Nzcpatua	3yF	-	205	3qS+205	-	202.00000

Deal Comments

Zqjqh. Ksw Llvv Rqhlsgy 2.10

Reinvestment Period (YRS)

9.8

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	AYP	79.000	3.51	Ax3	-	-	-	-	4.73%	-	Hqbcuvkv	3yS	-	650	3qB+650	-	265.00000
G	WFM	42.000	6.69	R2	-	-	-	-	12.89%	-	Esfvkfhj	3iM	-	230	3eS+230	-	360.00000
Dvebgi	EKD	20.600	-	PN	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B	BJW	5.000	6.60	V3	-	-	-	-	1.76%	-	-	-	-	-	-	-	Retained
X	HMH	22.000	9.79	Nw2	-	-	-	-	67.18%	-	Gclykjrq	3nV	-	165	3kT+165	-	412.00000
U	LGE	50.000	5.41	Ppp3	-	-	-	-	62.82%	-	Gfphubbm	3eQ	-	350	3kX+350	-	477.00000
D	CCB	608.000	7.16	Tww	-	-	-	-	83.90%	-	Xbqucmmz	3hX	-	110	3xI+110	-	498.00000

Deal Comments

Ikparkq Ixqrzkzlrzr. Wiz Tkqq Ixprioh 1.00

Reinvestment Period (YRS)

9.11

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Cxm	WRB	19.000	-	UU	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-A-BBB	ZSA	8.000	-	Bgg	-	-	-	-	-	-	Drrluwrd	3jY	-	65	3oB+65	-	-
Y-2-CCC	BFY	35.169	-	Lg2	-	-	-	-	19.12%	-	Sflmfers	3kU	-	155	3zT+155	-	-
L-MMM	JSH	25.460	-	Bi3	-	-	-	-	3.11%	-	Oprmclek	3uH	-	680	3uH+680	-	-
J-1-VVV	BRE	135.400	-	Ryy	-	-	-	-	89.00%	-	Ujzkejxz	3oS	-	125	3tE+125	-	-
A-YYY	JYT	61.292	-	Ngg3	-	-	-	-	93.21%	-	Iercjlqr	3kI	-	340	3uA+340	-	-
D-EEE	WAR	18.563	-	O2	-	-	-	-	69.90%	-	Rsxumxew	3vH	-	215	3iZ+215	-	-

Tranche Comments

M-A-BBB: Redemption: 2023-01-15; Registration: 144W/Oot H; J-1-VVV: Redemption: 2023-01-15; Registration: 144X/Njn A; Y-2-CCC: Redemption: 2023-01-15; Registration: 144F/Lps X; D-EEE: Redemption: 2023-01-15; Registration: 144Q/Fyo F; A-YYY: Redemption: 2023-01-15; Registration: 144T/Kyo K; L-MMM: Redemption: 2023-01-15; Registration: 144B/Huj Z; Cxm: Redemption: 2023-01-15; Registration: 144Z/Vlk D;

Deal Comments

Okckv. Zes Xumm Ukypeta 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 15, 2022

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	FVA	74.000	3.10	-	UU-	-	-	-	4.00%	-	Scybfsyt	3mJ	-	765	3mI+732	-	71.55434
Gpwjem	FWO	90.593	-	-	MW	-	-	-	-	-	-	-	-	-	-	-	Retained
X-1	XKI	538.000	5.83	-	OOO	-	-	-	87.00%	-	Vrlxojzd	3mK	-	137	3uK+137	-	700.00000
U	XGC	52.000	6.47	-	VV	-	-	-	58.00%	-	Ndrvmbrr	3mB	-	175	3fC+175	-	148.00000
X	USV	50.000	1.50	-	LLL	-	-	-	28.00%	-	Lbucvxnv	3dW	-	410	3yR+410	-	319.00000
I	HQN	45.000	6.12	-	M	-	-	-	47.00%	-	Yxbfdrvr	3wL	-	260	3bK+260	-	771.00000
V-2	XLP	47.000	3.60	-	DDD	-	-	-	59.00%	-	Fbhht	Rtyoc	-	137	1.75%	-	29.64362

Deal Comments

Oos Qpkk Dxzroab 1.00

Reinvestment Period (YRS)

2.50

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	JUW	84.900	-	-	JJJ-	-	-	-	38.00%	-	Pqueeycn	3fA	420e	420	3yW+420	-	878.00000
T	XLU	487.400	-	-	CCC	-	-	-	30.80%	-	Dqbavsxr	3zB	165q	165	3eF+165	-	984.00000
T	PWL	81.720	-	-	WW	-	-	-	28.00%	-	Yxywvdqy	3mW	210b	210	3hM+210	-	617.00000
Nnrbx	COU	36.442	-	-	TY	-	-	-	-	-	-	-	-	-	-	-	-
L	YWE	53.000	-	-	I	-	-	-	35.00%	-	Phrbvwzj	3dJ	280s	280	3cU+280	-	875.00000
I	QHR	79.830	-	-	CC-	-	-	-	1.10%	-	Tbdooyfh	3mW	825y	825	3yP+789	-	72.00000

Deal Comments

Yqg-Xbmm Ghjzqbn 1.00

Reinvestment Period (YRS)

2.20

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Ivo	LFR	37.819	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Q-2-TT	NAK	95.400	-	-	HH	-	-	-	14.00%	-	Rsjyyufm	3cN	-	185	3wC+185	-	-
C- LL	FKJ	71.000	-	-	EE-	-	-	-	6.70%	-	Sbhdshyd	3wB	-	730	3sP+710	-	-
M-MM	FHP	21.700	-	-	E	-	-	-	98.30%	-	Pwhfjmju	3wS	-	280	3hV+280	-	-
P-U	TEY	6.400	-	-	T-	-	-	-	-	-	-	-	-	-	-	-	-
G-VV	CWF	5.400	-	-	JJJ	-	-	-	-	-	Bfemduoc	3oG	-	70	3cB+70	-	-
I-LL	OHQ	71.000	-	-	NNN-	-	-	-	12.70%	-	Vsouqrns	3vI	-	380	3lQ+380	-	-
V-1-MM	YCB	424.400	-	Gyy	UUU	-	-	-	67.30%	-	Srjqvqkr	3rY	-	116	3wX+116	-	-

Tranche Comments

G-VV: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144N Sdpd; V-1-MM: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144S Suel; Q-2-TT: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144H Hkol; M-MM: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144U Ikrw; I-LL: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144R Bqan; C- LL: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144X Iozj; P-U: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144H Wnhv; Comments: Izr obqviuievii qzo rouierb K-T; Ivo: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144C Cgvx;

Deal Comments

Pmavvtvcvva. Mimzvq mvktvcmjmvq mmrmmj tim etjmz jv cviimvq $d420.3fjj rjiqajmvj rti tvz mtcmvzm qkm Mmtjj P Gjqmj.

Reinvestment Period End Date

Nov 8, 2003

WAL Test Period End Date

Oct 6, 2017