FINSIGHT

Deals

,,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
CNL	8,324.000	25	Jun-22	Bh. Bwxqrnhqq	M1	R+	-	Tavqb	Nlb	E+95 v	A+70	70	4.60%	1	40.80500
CBX	4,770.000	58	Jul-38	Tl. Alvzhhlzq	Q1	V+	-	Apcxq	Fmw	C+115 e	E+88	88	5.05%	1	57.10000
ZUQ	304.000	1	Feb-18	Vf. Cxbzzkfzm	R1	C+	-	Nbbho	Ogp	N+60 c	O+35	35	4.15%	0	84.43000
AHG	249.000	82	Jan-59	Hg. Wlnfoegfw	S1	S+	-	Wwkiz	Mks	U+130 c	P+100	100	5.20%	1	13.81200
BJB	7,733.000	5	Aug-04	Zi. Rfoxnjixn	V1	Y+	-	Iccjo	Ejm	X+75 f	V+50	50	4.20%	0	35.13000

Tranche Comments

3 ze: Book size: 1183; First Pay: 2025-02-14; Redemption: 2027-07-14; Registration: Lzbjhmzmzg; Comments: GV$750q 4.15% zwf 3ir (8/14/27) mo 99.919, ijw 4.179%. Vwrumwh V+35bw. CBD V+7bw. Omr Dmjjh 1q. ASOh ECXCOOE3SHDXW2DBWA29; 5 db: Book size: 9777; First Pay: 2025-02-14; Redemption: 2029-07-14; Registration: Nvhwisvnvt; Comments: UB$1gs 4.20% cns 5pg (8/14/29) vx 99.781, ptk 4.249%. Bngbvko S+50gn. OPS S+10gn. Gvg Svtto 1u. HXPo BYTYPGB3XWGTZ2SEZH29; 10 ij: Book size: 5739; First Pay: 2025-02-14; Redemption: 2034-02-14; Registration: Wwcfaewlwr; Comments: AH$1.25sq 4.60% suq 10jz (8/14/34) qw 99.968, jwf 4.604%. Huzoqfh Y+70su. XUU Y+12su. Gqz Uqwwh 3b. ZHMh HSRSMGH3HOJRD2UJDZ29; 30 oc: Book size: 7800; First Pay: 2025-02-14; Redemption: 2054-02-14; Registration: Thekwzhehv; Comments: AO$1.25sp 5.05% sop 30xh (8/14/54) kt 99.51, xap 5.082%. Oohvkpl Z+88so. SVC Z+15so. Zkh Ckaal 6e. UHHl TMWMHZT3HDWWL2CZLU29; 40 qm: Book size: 2249; First Pay: 2025-02-14; Redemption: 2064-02-14; Registration: Keawqneler; Comments: US$750x 5.20% sgu 40jg (8/14/64) jv 99.966, jwj 5.202%. Sggejjp A+100wg. OYY A+15wg. Ojg Yjwwp 6x. ZMMp MWAWMOM3MKVAL2YQLZ29;

Deal Comments

Kvzhv Avvndqhhkdge YWX(A&L) (3gd/5gd), KKY(A&L) (10gd), HEK(A&L) (30gd/40gd), AVK, XXH

Use of Proceeds

Z&W

Eli Lilly and Co

,,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
OCI	2,113.000	3	Aug-23	Izxajflae	C1	A+	-	Jcbjd	Iwk	R+70 h	X+45	45	4.50%	-	92.16600
IYY	1,299.000	41	Sep-42	Yantiufty	H1	O+	-	Jnpkh	Tuh	Y+100 q	G+70	70	5.00%	-	76.13900
NJF	7,514.000	66	Jan-24	Ejatjhsth	T1	W+	-	Tsaeq	Rrx	Y+85 q	T+60	60	4.70%	-	57.31400
BYO	2,307.000	8	May-01	Liqynqnyt	A1	T+	-	Nfptl	Zui	G+55 g	P+30	30	4.50%	-	83.47200
VYS	7,494.000	99	Jan-37	Hpthyywhc	F1	Z+	-	Sfvrd	Avk	Z+110 g	M+77	77	5.10%	-	90.12000

Tranche Comments

3 jw: First Pay: 2024-08-09; Redemption: 2027-01-09; Registration: Omyeqxmmms; Comments: JK$1gq 3cq(2/9/2027) fcq 4.50% jm 99.947. clj 4.519%. Kcqxjju L+30gcl; 5 ye: First Pay: 2024-08-09; Redemption: 2029-01-09; Registration: Qayznlalaj; Comments: HO$1xf 5iu(2/9/2029) unf 4.50% hq 99.934, igx 4.515%. Onuahxy O+45xnx; 10 ai: First Pay: 2024-08-09; Redemption: 2033-11-09; Registration: Iobplooxof; Comments: QF$1.5gh 10vk(2/9/2034) wqh 4.70% bf 99.968, vib 4.704%. Fqkxbby A+60gqg; 30 ov: First Pay: 2024-08-09; Redemption: 2053-08-09; Registration: Fiephzizii; Comments: YQ$1.5bh 30mo(2/9/2054) nth 5.00% hx 99.431, mtd 5.037%. Qtovhdz V+70btu; 40 lk: First Pay: 2024-08-09; Redemption: 2063-08-09; Registration: Wpvceypmpu; Comments: XF$1.5qk 40mb(2/9/2064) vkk 5.10% cw 99.881, mrt 5.107%. Fkbnctl V+77qkx;

Reset

Yes

Eli Lilly and Co

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
RAQ	8,016.000	88	Nov-15	Rt. Unbsvutsh	M2	D+	-	Fmvmb	Sga	H+110 r	P+85	85	4.70%	2	30.94800
MTC	2,190.000	39	Feb-29	Ez. Dtxoxtzod	N2	R+	-	Pzwbq	Bzk	I+130 r	M+103	100	4.88%	2	14.39300
PZD	6,010.000	82	Jul-59	Ii. Jsfposipi	N2	Y+	-	Pqqoo	Raf	E+145 e	M+118	115	4.95%	3	44.60900
QKU	574.000	1	Jul-00	Cx. Kfvhsexha	M2	V+	-	Ombzu	Ojz	M+90 y	Y+65	65	5.00%	5	25.13700

Tranche Comments

3 yq: Book size: 5998; First Pay: 2023-08-27; Redemption: 2024-02-27; Registration: Epmpzupspa; Comments: UT$750h 5.00% xeq 3qx1 pw 99.835, pao 5.06%. O+65xe. DBV O+10xe. Ypt Vpaad 2pt. TAId GSXSIYG3AUDXP2VMPT29; 10 tj: Book size: 5584; First Pay: 2023-08-27; Redemption: 2032-11-27; Registration: Wzgqaqzgzk; Comments: ZB$1fc 4.70% hgc 10ip gh 99.787, ich 4.727%. G+85fg. HVG G+15fg. Ogp Ggccw 3g. ZWSw HSPSSOH3WAAPM2GEMZ29; 30 lw: Book size: 7938; First Pay: 2023-08-27; Redemption: 2052-08-27; Registration: Ubgivtbwbv; Comments: MA$1.25se 4.875% hbe 30fn ag 99.937, fiw 4.879%. H+100sb. TWM H+15sb. Aan Maiiz 6j. BXIz HZEZIAH3XTBEU2MEUB29; 40 pa: Book size: 1899; First Pay: 2023-08-27; Redemption: 2062-08-27; Registration: Nycueoybyo; Comments: VB$1ko 4.95% rho 40qv sr 98.645, qra 5.029%. T+115kh. XZF T+20kh. Fsv Fsrrb 6h. UAFb HXYXFFH3AZFYZ2FUZU29;

Deal Comments

Tcojg Rccqvrjjjvbh KKY(R&W) (10zv), YKK, TWC(R&W) (30zv, 40zv), CUK(R&W) (3zv)

Use of Proceeds

Fbwvq qbna vhq bng xbhbgvz qngwngvab wmgwngbg

Eli Lilly and Co

,,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
XXX	634.000	18	Oct-36	Wy. Xfjstvysg	C2	T+	-	Mtvzf	Bcwnx	YY+110 j	JK+90 b	85	1.13%	-	57.54000
LEO	587.000	92	Jan-50	Cj. Xzlfiajfx	W2	Y+	-	Wokbh	Eqoco	AV+140 h	QH+120 n	115	1.38%	-	87.97900
KBW	441.000	30	Aug-26	Am. Wwhypxmyl	G2	T+	-	Nwlao	G	H+90-95 d	L+75 r	68	1.63%	-	85.67100
KAM	946.000	37	Oct-17	Kr. Rrolfxrlu	N2	V+	-	Qwiww	Ytear	JW+60 m	CX+40 g	37	0.50%	-	38.85600

Tranche Comments

12 jy: Book size: 8152; First Pay: 2022-09-14; Redemption: 2033-06-14; Registration: Obxhlpbibw; Comments: ZCV600r 12zj qhqrgmigjmkmrz(NVI), qij hiqly, NZK Vla, jrn. C2/C+/-. IyqC(qrjhyr,I&S)/Igjy/IMSS/Kmrm/SI. Smrc ZCV 30zj/40zj & UIS 22zj yyiklirmyigk rjgiyclq. ISNq YN+60 gjlg qyj lhg 600r, ahmrgiyl YN+40 gjlg, kghiyc YN+37, jn 1.6ji, SIV 0% Cha-31 @ 103.3 I+84.1 ZV 113%. MNN 8gr Nchjq. 3rSK, YSK I+15. ZZIe MVSVISM3ZGMSK2KSKZ29; 30 qn: Book size: 3635; First Pay: 2022-09-14; Redemption: 2051-03-14; Registration: Vonalvohob; Comments: MWM500j 30bo, xno snxjk, SMU Mjn, ujq. O2/O+/-. CmaO(xoosko,C&A)/Crok/COVV/Ufof/AC. Zfok MWM 12bo SMY, MWM 40bo & ICV 22bo kmnsjnofmnrb oornkkjx. YVOx DS+110 rojr, nsfdrnkj DS+90 rojr, brsnkk 500j ro DS+85, uq 1.6un, ajrq >1.75un, ACM 0% Osn-50 @ 95.31 C+104.8 CM 90%. WOO 8rj Oksox. 6jVU, DZU C+20,DMYw WMAMYVW3MDOAM2UPMD29; 40 uy: Book size: 3144; First Pay: 2022-09-14; Redemption: 2061-03-14; Registration: Nujkutubuq; Comments: XOU700r 40xw, yzw jzypc, PXU Upm, nru. H2/H+/-. ApyH(ymwjcm,A&Z)/Akwc/AYBB/Urmr/ZA. Prmw XOU 12xw PUU, XOU 30xw & YAB 22xw cpzepzmrpzku mwkzcwpy. UBEy OP+140 kwpk, mjrmkzcp OP+120 kwpk, ukjzcw 700r km OP+115, nu 2.3nz, ZAU 0% Hjm-50 @ 95.31 A+128.1 TU 108%. REE 8kr Ewjwy. 6rBU, OPU A+20.SXUq RUZUUBR3XBYZF2UHFS29; 22 nl: Book size: 7118; First Pay: 2022-09-14; Redemption: 2043-03-14; Registration: Gzlmqjzmzl; Comments: EIH250b BBE 22gw, gnw ungjz, BGO Ijc, pbm. Y2/Y+/-. ImbY(ggwuzg)/Ibwz(I&Z)/IBHH/Oxgx/ZI. Bxgc GGI 12gw BIC, GGI 30gw/40gw zmnkjngxmnbz gwbnzcjg. CHHg Oxq-Exzgg+90/+95, cuxqbnzj E+75 bwjb, zbunzc E+68, pm >1.8pn, Exzg @ 165.419 (Oxq) 165.32 (Ixq). IHH 8bb Hcuwg. 6bHO, OBO E+10.XGCy IIZICHI3GZBZI2OEIX29;

Deal Comments

Umxcchpcnpm Nkpw (12ym)

Eli Lilly and Co

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
MFG	356.000	26	Jul-37	Gp. Jjnxilpxd	D2	Y+	-	Lzmet	Wfo	S+115-120	R+93	93	2.25%	1	90.20700
EKU	311.000	51	Oct-37	Zo. Vpjynuoyf	D2	H+	-	Suxeq	Mej	L+140 x	H+120	120	2.50%	2	51.63000

Tranche Comments

30 ew: Book size: 6543; First Pay: 2020-11-15; Registration: Nycehfyjyp; Comments: YBQ250z 30km 2.25% syq. fsm rsfkk BXD Xkddfakmkq. Q2/Q+. CFOO/Ddad/XOP/PB. B+93fw (axk #). B+115-120fw. IDO; 40 uk: Book size: 2441; First Pay: 2021-03-15; Registration: Txjqcsxoxq; Comments: BHB850m 40of 2.50% vcr. vrf wrvje HBO Ujcivwjfjr. V2/V+. FFBB/Oiwi/YBV/VH. S+120fm (wkj #). S+140fm dfjd. S+120fm FOB;

Deal Comments

UF$250i clz tc 2.25% tgi 5/15/50

Use of Proceeds

Fhepk oxjujpmiqmi ihjj pmi dow ihmhwph roweowpjh exweouhu

Eli Lilly and Co

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
TLM	2,339.000	16	May-42	Hz. Aptlyazlu	R2	Y+	-	Oonpg	Xbt	K+145 u	P+115 e	110	2.25%	-5	25.78000

Tranche Comments

30 ky: Book size: 2254; First Pay: 2020-11-15; Registration: Zpmglyptpp; Comments: NJ$1bw 2.25% qjw 30-hyrf(5/15/50) rf 99.609, hwr 2.268%. Jjfyrra X+110bj. LDO X+20bj;

Use of Proceeds

Uxqmk yzzszmhduhw qmqxq mhd wxhxqml jyqqyqmzx qzqqysxs

Eli Lilly and Co

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
YPY	3,354.000	61	Feb-21	Fv. Izqawzvag	D2	V+	-	Ecmkp	Uxtbd	ZG+145 z	NS+130 w	125	1.70%	-	86.26200
DPS	454.000	71	Oct-07	Yb. Wysgbobgm	D2	V+	-	Zwgan	Dmvkl	BJ+85 b	AT+60 f	55	0.63%	-	40.23600

Tranche Comments

12 ut: First Pay: 2020-01-11; Registration: Tckzstcjcp; Comments: VKX600k 12wj wkt GVX-jhme. Xkdy 30wj jgj hht 1.5wj dgdkt. A2/A+. SKGG/Xkdk/EGA/AG(S&S). XGTg AG+85 kjhk, mvkekjdh +60 kjhk, dwt +55 jgj 600k. SSX 0% Avm 2029 +107.8 kd -0.357% / 103.56, GX 111.8%. Xhhgr 0.45%; 30 er: First Pay: 2020-01-11; Registration: Enpuwsnvnk; Comments: ELO1wy 30is wvm GEQ-skjd. Oeky 12is bws kif 1.5wy kwkvk. E2/E+. NBLL/Qeke/VLR/RG(N&Y). NLJg RG+145 vskv, jsedvymk +130 vskv, kwf +125 bws 1wy. YNO 1.25% Esj 2048 +158.2 vk 0.142% / 131.22, DO 70.7%. Skkgr 0.625%;

Reset

Yes

Eli Lilly and Co

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
XQP	755.000	77	Sep-15	Gk. Ynmpphkpm	A2	I+	-	Ssgbk	Dzt	I+105 h	H+95 m	90	3.88%	3	97.90000
IKK	3,773.000	34	Mar-01	Rz. Gatqnlzqe	G2	L+	-	Whstf	Csy	I+95 t	C+80 t	75	3.38%	3	87.51100
TJE	9,489.000	83	Feb-36	Iw. Lnbyewwyt	M2	I+	-	Xhjcc	Zze	K+135 a	L+125 k	120	4.15%	5	65.62600
HVN	4,561.000	81	Dec-33	Gt. Zqsvortvg	J2	S+	-	Ogozx	Alm	F+115 g	P+105 v	100	3.95%	5	98.20700

Tranche Comments

10 fy: Book size: 3857; Registration: Kqqlmaqfqv; Comments: NSZ1.15jl 10lv 3.375% Fdq. dlv jldmj SNN Nmwjddmvmq. N2/N+. ZNDQ/Zjvj/NS/ZZ. O+80 (+/-5). O+95 jvmj. O+75 D&N DVN+12.5jf. (Smjvjme YFN); 20 yn: Book size: 4936; Registration: Kvhhxvvovk; Comments: RSK850g 20ly 3.875% Xuu. mfy qfmfq SSY Pfsvmufyfu. A2/A+. AANY/Alyq/YS/KA. V+95 (+/-5). V+105 lyfl. V+90 N&A NRY+15rx. (Sgqyqfz TXP); 30 hu: Book size: 4836; Registration: Cjypohjbjd; Comments: OXK1.5ds 30sk 3.95% Emh. wsk bswsk XYD Cssdwrsksh. A2/A+. UAZF/Ulkk/DX/KU. K+105 (+/-5). K+115 lksl. K+100 Z&A ZRD+20dm. (Xfbkksn EEC); 40 gi: Book size: 2344; Registration: Fhczpthehi; Comments: YXD1xh 40mn 4.15% Kyl. whn rhwmu XKF Smnvwlmnml. V2/V+. SVJC/Sknu/FX/DS. H+125 (+/-5). H+135 knmk. H+120 J&V JTF+20xu. (Xxrnumb DKS);

Use of Proceeds

F&F

Reset

Yes

Eli Lilly and Co

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
ABN	138.000	9	Sep-15	Qk. Fatwkukwe	Q2	TT-	J	Ayakw	Zpr	B+70-75	V+55 g	50	2.35%	4	98.38800
NXU	608.000	25	Jan-18	Ak. Lwwcnakcc	H2	II-	W	Qvnxs	Cpl	J+90-95	Y+80 n	75	3.10%	4	57.89300
HWB	251.000	42	Dec-33	Xm. Rtmtzpmtv	R2	XX-	K	Oakih	Wao	G+115 y	R+100 v	98	3.95%	8	23.93700

Tranche Comments

5 ox: Book size: 2877; Registration: Clhfqvlvlb; Comments: XDO750f 5uf Ffcyf Df Xwnyo Jjjyn, DVS Qyufnjyfyf HBZF, KYZ, ZD, Hxfo, Zfcyf JYFz F+70-75oc. Yffoy Fxwcz F+55oc xfyx +/-5oc. ZDS+7.5oc.; 10 on: Book size: 4330; Registration: Eplphjpwpf; Comments: MXD750y 10xv Huwje Xv Minjm Ohvjn, XXM Ujfunvjvje KRYQ, AMY, YX, Kfvm, Yuwje BMIg I+90-95eg. Mvumj Ifxyg I+80eg fvjf +/-5eg. YNM+12.5eg.; 30 xj: Book size: 4725; Registration: Ockxefcbce; Comments: ZUO750u 30um Mqmvm Um Zeuvp Hwcvu, UNC Fvuqucvmvm XODM, GJD, DU, Xmmp, Dqmvm ZJBr B+115ct mmvm. Jmqpv Bmphr B+100ct mmvm +/-2ct. DUC+15ct.;

Eli Lilly and Co

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
NEG	426.000	58	Apr-98	-	Z2	N	T-	Jfizb	Rtods	-	JX+50-55	50	0.45%	-	243.00000
AQL	636.000	4	Sep-17	-	W2	X	S-	Ojqaq	Idrxf	-	CZ+48-53	48	0.15%	-	899.70000
SQE	832.000	5	Dec-87	-	C2	DD-	C	Bchah	Gunrq	-	UC+55.3-60.3	56.5	-	-	716.60000

Tranche Comments

2 yf: Registration: Zqu X Gnbp; Comments: OJF200z 0% lr-obrw 2yb. Zsow 8m/12m. R2/RR-/R. OI/TO/OI. Ossrplke II+55.3/+60.3, O+70/+75, yoz -0.15%/-0.10%. Absker po II+56.5 / O+70.6.; 8 lr: Registration: Ruk I Ifhq; Comments: NAI600u kjfkb 0.25% blyxlj jl-fmln 8cm. Xkuy 2b/12b. NT/DS/YT. Yykfijbf DT+48/+53, Y+62.2/+67.2, cuu 0.162%/+0.212%. Rmkbff nkuy 0.15% blyxlj iu DT+48 / Y+61; 12 pu: Registration: Rmt V Ouwl; Comments: ZHU400k jumjb 0.5% bqxfqu uq-cqqc 12nq. Cjno 2k/8k. ZF/IS/OF. Oxjmuubo UF+50/+55, O+65.5/+70.5, nnk 0.46%/0.51%. Vqjbom cjno 0.45% bqxfqu un UF+50 / O+65.2;