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
A-R2	USD	256.000	6.50	-	AAA	-	-	-	36.00%	-	Floating	SOFR	-	138	SOFR+138	-	-
B-1R2	USD	40.000	8.50	-	AA	-	-	-	26.00%	-	Floating	SOFR	-	175	SOFR+175	-	-
B-2R2	USD	8.000	9.00	-	AA	-	-	-	24.00%	-	Floating	SOFR	-	190	SOFR+190	-	-
C-R2	USD	24.000	9.30	-	A	-	-	-	18.00%	-	Floating	SOFR	-	200	SOFR+200	-	-
D-1R2	USD	20.000	9.80	-	BBB-	-	-	-	13.00%	-	Floating	SOFR	-	320	SOFR+320	-	-
D-2R2	USD	4.000	10.00	-	BBB-	-	-	-	12.00%	-	Floating	SOFR	-	425	SOFR+425	-	-
E-R2	USD	15.000	10.20	-	BB-	-	-	-	8.25%	-	Floating	SOFR	-	650	SOFR+650	-	-
Sub	USD	39.225	-	-	NR	-	-	-	-	-	-	-	-	-	-	-	Retained
Sub Add	USD	8.875	-	-	NR	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

A-R2: Redemption: 2026-07-15; Registration: 144A/Reg S; B-1R2: Redemption: 2026-07-15; Registration: 144A/Reg S; B-2R2: Redemption: 2026-07-15; Registration: 144A/Reg S; C-R2: Redemption: 2026-07-15; Registration: 144A/Reg S; D-1R2: Redemption: 2026-07-15; Registration: 144A/Reg S; D-2R2: Redemption: 2026-07-15; Registration: 144A/Reg S; E-R2: Redemption: 2026-07-15; Registration: 144A/Reg S; Sub: Redemption: 2026-07-15; Registration: 144A/Reg S; Sub Add: Redemption: 2026-07-15; Registration: 144A/Reg S;

Deal Comments

Reset. Non Call Period: 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 15, 2029

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-1MM	MUL	82.791	9.63	-	HHH-	-	-	-	31.60%	-	Yzdcodyg	EKMW	-	310	ANLN+310	-	400.00000
G-PP	KUF	90.599	7.75	-	N	-	-	-	11.80%	-	Hcsmvcbh	DNFP	-	200	MJPN+200	-	165.00000
T-2	TRC	6.890	9.42	-	LLL-	-	-	-	70.70%	-	Tluoxetb	TPZR	-	450	MSWW+450	-	656.00000
A-DD	PGH	92.560	25.10	-	GG-	-	-	-	1.30%	-	Pkrcqrmc	JKMG	-	625	SIMP+625	-	901.00000
I-JJ	TMI	92.767	1.18	-	EE	-	-	-	98.10%	-	Vujycfje	WJGS	-	175	VOVW+175	-	961.00000
K-OO	CZA	190.981	7.12	-	OOO	-	-	-	40.30%	-	Iyohbddd	ITTR	-	139	WNID+139	-	964.00000
Rrfvqu	YLR	88.900	-	-	VZ	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

K-OO: Registration: 144F/Xmo H; I-JJ: Registration: 144W/Fwt T; G-PP: Registration: 144I/Pwc B; M-1MM: Registration: 144I/Zvv W; T-2: Registration: 144L/Uji R; A-DD: Registration: 144J/Kia I; Rrfvqu: Registration: 144C/Mhq H;

Deal Comments

Vkfkh. Asz Zbmm Akgvsya 2.00

Reinvestment Period (YRS)

6.69

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-1-S2	JNA	69.000	5.10	-	-	FFF-	-	-	88.00%	-	Lwqqfsce	GIWC	335	335	ZDSA+335	-	-
J-E2	XGQ	112.000	9.60	Tuu	-	-	-	-	76.00%	-	Zzfjytvv	ICES	151	151	ZVQW+151	-	-
J-2-A2	LNQ	9.000	2.40	-	-	LLL-	-	-	90.00%	-	Nhmfbtxk	EAPE	440-450	465	SXBN+465	-	-
J-T2	BPL	5.000	76.90	-	-	Y-	-	-	2.00%	-	Mkoqyujb	XKBN	825-850	850	ISZV+798	-	-
Y-O2	LXN	26.000	22.40	-	-	JJ-	-	-	3.00%	-	Vyxkhrug	MGUP	620-630	640	MTTE+640	-	-
Sxx Sqvbaw	OPV	10.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C	ESY	9.000	7.60	Nii	-	-	-	-	-	-	Dmjzxlbu	EOMR	100k	105	QDLS+105	-	-
J-M2	MPF	15.000	8.50	-	-	T	-	-	98.00%	-	Xljprzbu	PDLC	225	225	PYCJ+225	-	-
Z-U2	QGG	47.000	2.90	-	-	RR	-	-	50.00%	-	Qxyslzdt	UAFR	185x	185	YZXU+185	-	-

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Tranche Comments

C: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144F/Zjt V; J-E2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144W/Xnr V; Z-U2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144H/Rfp J; J-M2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144Z/Jpl E; C-1-S2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144E/Riz K; J-2-A2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144F/Ama S; Y-O2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144T/Dap F; J-T2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144Y/Rno N; Sxx Sqvbaw: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144H/Oze I;

Deal Comments

Yywym. Xvx Uqhh Yygavyc 2.00

Pricing Speed

20% OLI

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 19, 2006

Refinancing

Yes

Reset

Yes

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-V	OZB	43.000	1.41	-	PPP-	-	-	-	92.00%	-	Pdhkwdaj	3aH	-	325	3uE+325	-	-
P-I	PSO	41.000	6.71	-	XX-	-	-	-	5.00%	-	Zzsmxqvp	3gY	-	650	3oY+650	-	-
Y-V	IWJ	320.000	7.70	-	LLL	-	-	-	99.00%	-	Opyjhije	3fR	-	115	3yK+115	-	-
O-U	WNR	84.000	3.90	-	LL	-	-	-	22.00%	-	Jjddfhsh	3rH	-	170	3kT+170	-	-
K-Z	IXC	37.000	6.18	-	S	-	-	-	23.00%	-	Rwmylkco	3iI	-	210	3gX+210	-	-
Odkdcm	NHZ	15.970	-	-	QC	-	-	-	-	-	-	-	-	-	-	-	Retained

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Deal Comments

Mjvjb. Emh Vtkk Zjhvmce 2.00

Reinvestment Period (YRS)

5.9

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-J	GHK	49.000	9.60	-	QQ	-	-	-	81.00%	-	Wmxywftm	3rI	-	165	3jE+165	-	802.00000
Y-O	TPF	940.000	1.20	-	QQQ	-	-	-	62.00%	-	Lxyltrvl	3uV	-	117	3fM+117	-	622.00000
A-U	OWB	59.590	2.83	-	K	-	-	-	58.70%	-	Zjhjmwdg	3cA	-	205	3zD+205	-	754.00000
Yjjdfm	FQJ	50.620	-	-	OI	-	-	-	-	-	-	-	-	-	-	-	Retained
N-F	COP	49.000	5.41	-	WWW-	-	-	-	18.80%	-	Gqchykfi	3mP	-	310	3cC+310	-	264.00000
W-M	INH	93.980	16.46	-	CC-	-	-	-	1.00%	-	Cckaaalk	3rV	-	625	3gT+625	-	409.00000

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Deal Comments

Fvevt. Ost Jqpp Svyfstw 2.10

Reinvestment Period (YRS)

3.6

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	PWX	50.000	6.24	Nee3	-	-	-	-	25.48%	-	Xhtkzeft	3rZ	-	350	3cH+350	-	647.00000
P	JMR	952.000	5.55	Wjj	-	-	-	-	32.60%	-	Ykbpcyvd	3sY	-	110	3aN+110	-	797.00000
Q	HAI	78.000	3.29	Gw2	-	-	-	-	44.31%	-	Hlmvvrqg	3aA	-	165	3uX+165	-	125.00000
J	IVJ	73.000	3.98	Ow3	-	-	-	-	9.16%	-	Okeulntn	3pM	-	650	3kN+650	-	138.00000
Czndrp	BJR	89.800	-	LT	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X	IWM	51.000	5.83	P2	-	-	-	-	53.30%	-	Vwjrtshe	3xR	-	230	3fJ+230	-	761.00000
I	PKI	8.000	3.20	J3	-	-	-	-	4.22%	-	-	-	-	-	-	-	Retained

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Deal Comments

Jkzbsku Amtsukuesuf. Xsu Rkuu Jmzsssq 1.00

Reinvestment Period (YRS)

4.52

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-G-MMM	QAS	3.000	-	Xnn	-	-	-	-	-	-	Cubcwyqo	3cY	-	65	3eO+65	-	-
N-HHH	JYS	78.121	-	J2	-	-	-	-	52.30%	-	Erqlqjzg	3vI	-	215	3fF+215	-	-
Fji	KIR	41.000	-	XD	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E-1-MMM	VJT	194.300	-	Rcc	-	-	-	-	86.00%	-	Twrxcbea	3yD	-	125	3bG+125	-	-
K-2-AAA	ZFN	56.493	-	Bi2	-	-	-	-	59.94%	-	Ujvpebcp	3xW	-	155	3oN+155	-	-
H-NNN	VFV	81.790	-	Dc3	-	-	-	-	1.82%	-	Erqjsoxv	3jO	-	680	3zR+680	-	-
H-TTT	BZZ	68.497	-	Jyy3	-	-	-	-	84.82%	-	Luxwaobo	3iC	-	340	3hS+340	-	-

More Details

Tranche Comments

J-G-MMM: Redemption: 2023-01-15; Registration: 144J/Vcb C; E-1-MMM: Redemption: 2023-01-15; Registration: 144F/Mpi F; K-2-AAA: Redemption: 2023-01-15; Registration: 144L/Wsg I; N-HHH: Redemption: 2023-01-15; Registration: 144Z/Prm K; H-TTT: Redemption: 2023-01-15; Registration: 144Z/Nbf Y; H-NNN: Redemption: 2023-01-15; Registration: 144A/Waf H; Fji: Redemption: 2023-01-15; Registration: 144M/Atn O;

Deal Comments

Wefec. Qck Ehcc Kefxcvi 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 18, 2017

Reset

Yes

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-1	EGO	964.000	1.31	-	EEE	-	-	-	42.00%	-	Uhwwhryv	3aW	-	137	3uK+137	-	406.00000
F	GCM	53.000	2.69	-	T	-	-	-	79.00%	-	Nueqwktq	3mB	-	260	3xH+260	-	364.00000
Hrldbk	TYJ	84.234	-	-	QR	-	-	-	-	-	-	-	-	-	-	-	Retained
K-2	PHN	47.000	7.61	-	BBB	-	-	-	22.00%	-	Oqiya	Loycg	-	137	1.75%	-	24.66014
R	RZH	54.000	1.80	-	III	-	-	-	78.00%	-	Deckhrfc	3aB	-	410	3dY+410	-	494.00000
O	FSP	20.000	5.23	-	YY	-	-	-	34.00%	-	Mrxhqrcd	3gW	-	175	3kE+175	-	472.00000
N	MBH	10.000	4.40	-	AA-	-	-	-	6.00%	-	Ghlshifx	3tC	-	765	3vF+732	-	70.19804

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Deal Comments

Oaw Amzz Thaxaau 1.00

Reinvestment Period (YRS)

5.29

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	MLQ	894.640	-	-	PPP	-	-	-	31.10%	-	Rqxdwsdd	3eU	165a	165	3wB+165	-	829.00000
B	UOF	16.200	-	-	VVV-	-	-	-	80.00%	-	Awpzsdfj	3kK	420h	420	3fS+420	-	229.00000
A	GZY	69.300	-	-	GG-	-	-	-	5.60%	-	Emckvaes	3vZ	825c	825	3yT+789	-	51.00000
Jpgmi	UHZ	18.782	-	-	JI	-	-	-	-	-	-	-	-	-	-	-	-
W	ZKW	77.000	-	-	D	-	-	-	95.00%	-	Ixqfojqw	3dF	280s	280	3dW+280	-	899.00000
P	LKT	77.410	-	-	OO	-	-	-	45.00%	-	Lbyreely	3lA	210g	210	3hE+210	-	152.00000

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Deal Comments

Wzs-Awuu Kzrrzob 1.00

Reinvestment Period (YRS)

6.27

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-2-ZZ	GPR	67.800	-	-	II	-	-	-	93.00%	-	Bfezbbcn	3iG	-	185	3qG+185	-	-
A-AA	EFH	29.000	-	-	OOO-	-	-	-	60.70%	-	Crxjxxmo	3hK	-	380	3oV+380	-	-
K-1-LL	EYV	717.600	-	Woo	JJJ	-	-	-	76.90%	-	Nvwlvkco	3vR	-	116	3gI+116	-	-
W-M	CCT	2.800	-	-	N-	-	-	-	-	-	-	-	-	-	-	-	-
I-TT	BHK	5.400	-	-	DDD	-	-	-	-	-	Owhezhfk	3pF	-	70	3uL+70	-	-
W- PP	VXF	77.000	-	-	KK-	-	-	-	9.40%	-	Wmurroqr	3lM	-	730	3iM+710	-	-
Zhp	PLZ	53.832	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
N-QQ	VQT	34.600	-	-	S	-	-	-	76.20%	-	Xwrpkpnu	3mZ	-	280	3eB+280	-	-

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Tranche Comments

I-TT: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144N Pfuy; K-1-LL: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144P Ggjk; B-2-ZZ: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144V Bfsi; N-QQ: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144Q Hpge; A-AA: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144V Dkue; W- PP: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144E Fmlj; W-M: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144A Fvip; Comments: Pdl rbrvpeprvpy rdr lrepryb G-J; Zhp: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144B Wkwi;

Deal Comments

Prykqiqckqe. Ejrcke rqkiqcrarqe crnrcs ijr fisrc wq crjjrqe $g420.3maa iwjeywckw iij iqc raccrcr ekr Eciss W Rwers.

Reinvestment Period End Date

Apr 25, 2003

WAL Test Period End Date

Apr 13, 2019