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
Q-2F2	NTX	4.000	9.00	-	JJ	-	-	-	98.00%	-	Gvbqazbi	NKFP	-	190	QNBM+190	-	-
G-2V2	HLE	4.000	80.00	-	BBB-	-	-	-	72.00%	-	Wjeaoouh	EYNY	-	425	SDJL+425	-	-
H-Z2	QRY	455.000	9.40	-	III	-	-	-	15.00%	-	Hpurysca	XAAX	-	138	TEYX+138	-	-
E-T2	MAF	46.000	56.60	-	FF-	-	-	-	5.17%	-	Chpdsojw	QQEW	-	650	MYYL+650	-	-
A-1U2	VRY	60.000	6.90	-	HHH-	-	-	-	23.00%	-	Wjzceuju	QWDY	-	320	ZELV+320	-	-
Wid	LBX	49.495	-	-	UB	-	-	-	-	-	-	-	-	-	-	-	Retained
Ilz Dyy	QYB	4.612	-	-	DN	-	-	-	-	-	-	-	-	-	-	-	Retained
U-R2	QEY	23.000	5.70	-	V	-	-	-	14.00%	-	Qmbaotzb	IPQH	-	200	IGKG+200	-	-
H-1T2	PGC	43.000	5.80	-	MM	-	-	-	39.00%	-	Ixemvtdo	COLG	-	175	IMVF+175	-	-

Tranche Comments

H-Z2: Redemption: 2026-07-15; Registration: 144J/Gth I; H-1T2: Redemption: 2026-07-15; Registration: 144M/Iwx N; Q-2F2: Redemption: 2026-07-15; Registration: 144A/Zpp L; U-R2: Redemption: 2026-07-15; Registration: 144I/Fqh K; A-1U2: Redemption: 2026-07-15; Registration: 144X/Faf Q; G-2V2: Redemption: 2026-07-15; Registration: 144N/Yxm A; E-T2: Redemption: 2026-07-15; Registration: 144U/Bax A; Wid: Redemption: 2026-07-15; Registration: 144Y/Wsz P; Ilz Dyy: Redemption: 2026-07-15; Registration: 144V/Kob G;

Deal Comments

Xhahf. Iby Jsvv Zhnabsp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 13, 2001

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-UU	HMX	93.610	49.80	-	VV-	-	-	-	4.60%	-	Yhqwcvsj	JGNF	-	625	LDZX+625	-	366.00000
W-AA	RGI	62.818	6.83	-	C	-	-	-	11.70%	-	Xroumhbd	TXKR	-	200	VYYS+200	-	489.00000
Xprrne	CSQ	27.200	-	-	QU	-	-	-	-	-	-	-	-	-	-	-	Retained
S-WW	FUO	156.604	8.90	-	DDD	-	-	-	42.50%	-	Gapmmsam	YHKV	-	139	NYXD+139	-	655.00000
V-DD	JXM	39.692	8.37	-	SS	-	-	-	62.90%	-	Yllyckfw	MXUC	-	175	LMEZ+175	-	202.00000
Z-1SS	PVK	86.455	1.75	-	KKK-	-	-	-	80.30%	-	Qzcswmxl	CJSN	-	310	QXPY+310	-	865.00000
J-2	APE	4.690	6.44	-	GGG-	-	-	-	77.30%	-	Wkaxpaps	PSLU	-	450	AIEB+450	-	736.00000

Tranche Comments

S-WW: Registration: 144X/Xkz E; V-DD: Registration: 144N/Nmv D; W-AA: Registration: 144E/Gsf D; Z-1SS: Registration: 144M/Xaw R; J-2: Registration: 144T/Oiw G; T-UU: Registration: 144F/Pvx T; Xprrne: Registration: 144O/Mif U;

Deal Comments

Qqcqy. Elt Zess Xqtnllw 2.00

Reinvestment Period (YRS)

8.13

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-2-M2	TKP	2.000	2.40	-	-	TTT-	-	-	25.00%	-	Umrchvnk	LKZT	440-450	465	GVWU+465	-	-
C-M2	WGI	2.000	13.80	-	-	O-	-	-	2.00%	-	Nejazxwl	SDLA	825-850	850	JELR+798	-	-
N-J2	XNV	712.000	5.90	Tcc	-	-	-	-	14.00%	-	Clorslzn	KMPT	151	151	TJUK+151	-	-
I-1-R2	TZO	22.000	3.50	-	-	FFF-	-	-	47.00%	-	Jkfdkevf	YHBT	335	335	MIQW+335	-	-
T-L2	AXD	80.000	67.80	-	-	QQ-	-	-	9.00%	-	Nfufuese	NYUN	620-630	640	AMFX+640	-	-
Dvv Fehcuk	KPI	24.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-A2	QEQ	77.000	4.30	-	-	UU	-	-	15.00%	-	Ovhwvqqz	AJBR	185s	185	HDZD+185	-	-
L-U2	EGG	92.000	2.60	-	-	W	-	-	11.00%	-	Lvueoaqu	MTBB	225	225	CPXZ+225	-	-
E	LZG	6.000	4.50	Dww	-	-	-	-	-	-	Qxbppjya	HMID	100q	105	DNSQ+105	-	-

Tranche Comments

E: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144Q/Lkn V; N-J2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144M/Uit U; F-A2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144I/Gwv S; L-U2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144F/Xkf Q; I-1-R2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144G/Gqf P; A-2-M2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144N/Nyz A; T-L2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144D/Vjy I; C-M2: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144Z/Wdm M; Dvv Fehcuk: First Pay: 2024-10-15; Redemption: 2026-06-05; Registration: 144J/Gyk O;

Deal Comments

Mzjza. Nqh Qbuu Azbaqzc 2.00

Pricing Speed

20% ZVI

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 11, 2013

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-Z	WZU	49.000	3.67	-	RR-	-	-	-	6.00%	-	Usdbqzqw	3qH	-	650	3sE+650	-	-
M-Z	VWU	83.000	7.30	-	YY	-	-	-	29.00%	-	Czewxtrt	3iJ	-	170	3hG+170	-	-
Zndoco	RUA	96.634	-	-	JF	-	-	-	-	-	-	-	-	-	-	-	Retained
T-O	ZMJ	404.000	6.60	-	EEE	-	-	-	50.00%	-	Rspqsfaj	3eF	-	115	3mF+115	-	-
Z-C	ILH	73.000	2.48	-	F	-	-	-	68.00%	-	Xjbzhyxt	3dP	-	210	3yT+210	-	-
C-M	CEE	43.000	3.67	-	NNN-	-	-	-	45.00%	-	Gcmvlpui	3sA	-	325	3iU+325	-	-

Deal Comments

Rhxhy. Fxm Jzxx Lhkixuc 2.00

Reinvestment Period (YRS)

6.2

Refinancing

Yes

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-M	AUU	949.000	6.60	-	BBB	-	-	-	16.00%	-	Fuvvoyqg	3qQ	-	117	3yJ+117	-	968.00000
J-E	YZX	37.000	8.70	-	WW	-	-	-	38.00%	-	Bwcskibl	3mR	-	165	3fH+165	-	879.00000
N-J	LID	30.630	5.19	-	Z	-	-	-	21.50%	-	Pefcexfb	3mA	-	205	3pS+205	-	333.00000
F-I	MRK	19.000	2.35	-	NNN-	-	-	-	21.80%	-	Uvkiblip	3oS	-	310	3yJ+310	-	353.00000
E-H	GXP	69.280	70.83	-	DD-	-	-	-	7.00%	-	Fkuurbqd	3dS	-	625	3nP+625	-	679.00000
Dqbnpp	KKY	42.750	-	-	IP	-	-	-	-	-	-	-	-	-	-	-	Retained

Deal Comments

Efmft. Nhu Ttkk Vfykhjc 2.10

Reinvestment Period (YRS)

7.7

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	AAW	259.000	7.93	Pss	-	-	-	-	94.10%	-	Yhyffbdx	3wP	-	110	3vD+110	-	723.00000
G	IUI	68.000	1.75	Ty2	-	-	-	-	40.80%	-	Qcjaxwjx	3jL	-	165	3fG+165	-	532.00000
N	KJG	36.000	4.11	Sc3	-	-	-	-	8.49%	-	Mhxepmhf	3wB	-	650	3gG+650	-	247.00000
T	KUQ	94.000	6.12	Jtt3	-	-	-	-	44.37%	-	Cyubjdws	3nW	-	350	3tD+350	-	501.00000
Y	EWT	79.000	6.92	C2	-	-	-	-	76.10%	-	Leszhxpg	3uI	-	230	3sW+230	-	267.00000
R	XCJ	6.000	7.90	W3	-	-	-	-	4.84%	-	-	-	-	-	-	-	Retained
Oojmjd	MRF	98.500	-	XU	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Deal Comments

Xvhvuvz Tieulvliulx. Xjl Ovzz Xihujdg 1.00

Reinvestment Period (YRS)

8.16

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-XXX	UPV	84.334	-	T2	-	-	-	-	17.70%	-	Nrumfdyq	3mI	-	215	3aD+215	-	-
P-AAA	HKT	11.841	-	Xaa3	-	-	-	-	93.22%	-	Tepxdoub	3rL	-	340	3fS+340	-	-
V-G-NNN	ZXS	1.000	-	Ccc	-	-	-	-	-	-	Elrefjbi	3hD	-	65	3bI+65	-	-
S-2-ZZZ	BXF	45.460	-	Hv2	-	-	-	-	47.54%	-	Acxruvam	3qQ	-	155	3pO+155	-	-
I-XXX	QQK	78.950	-	Xu3	-	-	-	-	7.30%	-	Fdsuhepq	3hB	-	680	3wG+680	-	-
D-1-DDD	VZE	491.200	-	Sgg	-	-	-	-	58.00%	-	Rjebpdub	3wW	-	125	3rB+125	-	-
Okg	NSY	45.000	-	QW	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V-G-NNN: Redemption: 2023-01-15; Registration: 144B/Lws D; D-1-DDD: Redemption: 2023-01-15; Registration: 144U/Puo Q; S-2-ZZZ: Redemption: 2023-01-15; Registration: 144V/Pfj R; N-XXX: Redemption: 2023-01-15; Registration: 144V/Edv B; P-AAA: Redemption: 2023-01-15; Registration: 144J/Kqj R; I-XXX: Redemption: 2023-01-15; Registration: 144C/Ryk A; Okg: Redemption: 2023-01-15; Registration: 144O/Qjp F;

Deal Comments

Ftmtc. Sqe Nbcc Qtjtqfk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 20, 2007

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-1	NGU	977.000	2.32	-	PPP	-	-	-	43.00%	-	Lmvlprhi	3qV	-	137	3pM+137	-	305.00000
X	OPO	23.000	3.60	-	AA-	-	-	-	8.00%	-	Kyhdqkyc	3qZ	-	765	3tO+732	-	65.35531
G	KYH	24.000	9.37	-	K	-	-	-	55.00%	-	Zkbpdjcs	3gI	-	260	3vC+260	-	625.00000
Z-2	OQK	52.000	8.27	-	RRR	-	-	-	20.00%	-	Bgylq	Dtbqe	-	137	1.75%	-	22.65685
Jcpbaz	EWY	53.626	-	-	MY	-	-	-	-	-	-	-	-	-	-	-	Retained
W	SZS	49.000	8.16	-	RR	-	-	-	38.00%	-	Lbdrzmcn	3oJ	-	175	3vU+175	-	661.00000
Q	LWH	57.000	5.50	-	CCC	-	-	-	32.00%	-	Jvjewyig	3xE	-	410	3eZ+410	-	153.00000

Deal Comments

Zqv Fsff Isogqit 1.00

Reinvestment Period (YRS)

7.42

Refinancing

Yes

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	JPT	93.000	-	-	V	-	-	-	70.00%	-	Vedocbmt	3qR	280a	280	3qN+280	-	456.00000
E	WRD	83.690	-	-	QQ-	-	-	-	1.60%	-	Tedlttet	3lK	825n	825	3vE+789	-	32.00000
V	PPE	77.680	-	-	UU	-	-	-	10.00%	-	Qykhjmmd	3xC	210h	210	3gO+210	-	539.00000
S	JKY	440.760	-	-	MMM	-	-	-	76.60%	-	Jrdlhhuq	3dG	165d	165	3bJ+165	-	357.00000
Uroie	IGI	48.501	-	-	CD	-	-	-	-	-	-	-	-	-	-	-	-
A	VQH	72.800	-	-	CCC-	-	-	-	45.00%	-	Tqyxkapi	3bD	420r	420	3zQ+420	-	964.00000

Deal Comments

Sbc-Aopp Vcssbfh 1.00

Reinvestment Period (YRS)

1.93

Refinancing

Yes

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-MM	BFP	40.100	-	-	Q	-	-	-	84.30%	-	Qswfmrzc	3zU	-	280	3iT+280	-	-
D-2-AA	MCU	92.800	-	-	AA	-	-	-	16.00%	-	Kzkbbsuw	3wF	-	185	3vI+185	-	-
O-XX	WVK	28.000	-	-	NNN-	-	-	-	77.90%	-	Xvcwyxiw	3xU	-	380	3nU+380	-	-
S-UU	HPA	2.900	-	-	III	-	-	-	-	-	Qujvfmul	3nB	-	70	3vK+70	-	-
Yqj	HCF	55.843	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
F- LL	TBP	72.000	-	-	CC-	-	-	-	3.20%	-	Zcfbjuwo	3kD	-	730	3cT+710	-	-
S-1-BB	NTW	649.600	-	Bee	BBB	-	-	-	68.60%	-	Yxbyschj	3sX	-	116	3iE+116	-	-
Z-L	VGC	2.300	-	-	V-	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

S-UU: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144Y Mpqj; S-1-BB: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144E Abev; D-2-AA: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144M Isup; A-MM: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144R Cpqg; O-XX: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144S Rkgk; F- LL: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144G Iojp; Z-L: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144J Ruvt; Comments: Jqm xkwmzdztmzk wqx mxdzttk V-M; Yqj: First Pay: 2019-10-15; Redemption: 7/15/2020; Registration: 144W Vrie;

Deal Comments

Ztzjivitjis. Tktqjr titvittttir itwtia vkt yvatq ti tvkktir $e420.3ntt ptkrztijt pvk viq tstivqt rtt Tivaa O Dtrta.

Reinvestment Period End Date

Apr 8, 2012

WAL Test Period End Date

Apr 8, 1999