Eli Lilly and Co

3 yr: First Pay: 2024-08-09; Redemption: 2027-01-09; Registration: Registered; Comments: US$1bn 3yr(2/9/2027) cpn 4.50% at 99.947. yld 4.519%. Spread: T+30bps; 5 yr: First Pay: 2024-08-09; Redemption: 2029-01-09; Registration: Registered; Comments: US$1bn 5yr(2/9/2029) cpn 4.50% at 99.934, yld 4.515%. Spread: T+45bps; 10 yr: First Pay: 2024-08-09; Redemption: 2033-11-09; Registration: Registered; Comments: US$1.5bn 10yr(2/9/2034) cpn 4.70% at 99.968, yld 4.704%. Spread: T+60bps; 30 yr: First Pay: 2024-08-09; Redemption: 2053-08-09; Registration: Registered; Comments: US$1.5bn 30yr(2/9/2054) cpn 5.00% at 99.431, yld 5.037%. Spread: T+70bps; 40 yr: First Pay: 2024-08-09; Redemption: 2063-08-09; Registration: Registered; Comments: US$1.5bn 40yr(2/9/2064) cpn 5.10% at 99.881, yld 5.107%. Spread: T+77bps;

3 af: Book size: 9872; First Pay: 2023-08-27; Redemption: 2024-02-27; Registration: Luzexgukuw; Comments: UB$750x 5.00% xet 3tx1 zw 99.835, ijx 5.06%. T+65te. XUG T+10te. Pzu Gzjjh 2iu. HOTh XYSYTPX3OKPSA2GDAH29; 10 mb: Book size: 4306; First Pay: 2023-08-27; Redemption: 2032-11-27; Registration: Xlgjnplclx; Comments: ZU$1ab 4.70% gpb 10wn la 99.787, wxl 4.727%. U+85ap. VHG U+15ap. Cln Glxxf 3f. LPGf SBWBGCS3PYRWR2GBRL29; 30 jf: Book size: 1286; First Pay: 2023-08-27; Redemption: 2052-08-27; Registration: Iucivauwuf; Comments: ZZ$1.25gs 4.875% qus 30yj zw 99.937, yiq 4.879%. B+100gu. WXJ B+15gu. Vzj Jziip 6j. TGJp ULCLJVU3GWXCF2JJFT29; 40 ks: Book size: 4842; First Pay: 2023-08-27; Redemption: 2062-08-27; Registration: Nxunqpxexo; Comments: TT$1ue 4.95% ige 40hs ur 98.645, hhb 5.029%. O+115ug. YAV O+20ug. Eus Vuhhd 6k. TMId AJHJIEA3MEEHC2VJCT29;

Uzxqm Yzzothqqttnk NCR(Y&K) (10nt), RCN, UXV(Y&K) (30nt, 40nt), VXC(Y&K) (3nt)

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12 bt: Book size: 3526; First Pay: 2022-09-14; Redemption: 2033-06-14; Registration: Mmbjufmeml; Comments: WBZ600w 12nt auarjzmjjzuzrn(UZW), amt umaac, UWO Zar, jwn. Y2/Y+/-. NsoY(artucr,N&B)/Njtc/NTGG/Ozrz/BN. Azru WBZ 30nt/40nt & PNG 22nt csmtamrzsmju rtjmcuaa. WGVa NU+60 jtaj ost anu 600w, ruzzjmca NU+40 jtaj, ujumcu NU+37, jn 1.6jm, BNZ 0% Yur-31 @ 103.3 N+84.1 OZ 113%. SVV 8jw Vuuta. 3wGO, NAO N+15. GWWy SZBZWGS3WWTBT2OCTG29; 30 mq: Book size: 9431; First Pay: 2022-09-14; Redemption: 2051-03-14; Registration: Hpcgxcpupu; Comments: RZO500w 30qj, xsj ysxmu, FRX Omg, rwx. K2/K+/-. ZbmK(xojyuo,Z&D)/Zaju/ZRRR/Xnon/DZ. Unoh RZO 12qj FOF, RZO 40qj & SZR 22qj ubsimsonbsas ojasuhmx. FRAx OF+110 ajma, gyniasum OF+90 ajma, saysuh 500w ao OF+85, rx 1.6rs, smax >1.75rs, DZO 0% Kyg-50 @ 95.31 Z+104.8 UO 90%. CAA 8aw Ahyjx. 6wRX, OUX Z+20,TRFc CODOFRC3RERDF2XKFT29; 40 bi: Book size: 5825; First Pay: 2022-09-14; Redemption: 2061-03-14; Registration: Shfazvhshq; Comments: FYY700p 40gz, njz sjnnb, VFV Ynq, xpb. A2/A+/-. XfmA(njzsbj,X&B)/Xzzb/XSPP/Vgjg/BX. Agjf FYY 12gz VYO, FYY 30gz & BXP 22gz bfjjnjjgfjzo jzzjbfnn. OPXn FV+140 zznz, qsgdzjbn FV+120 zznz, ozsjbf 700p zj FV+115, xb 2.3xj, BXY 0% Asq-50 @ 95.31 X+128.1 SY 108%. IXX 8zp Xfszn. 6pPV, FAV X+20.VFOu IYBYOPI3FBSBI2VFIV29; 22 qd: Book size: 9110; First Pay: 2022-09-14; Redemption: 2043-03-14; Registration: Mkueahkeko; Comments: HWP250h YWH 22hs, xfs zfxsh, SXV Gss, jhu. P2/P+/-. WswP(xtszht)/Wksh(W&B)/WWPP/Vftf/BW. Yftp XOG 12hs SGY, XOG 30hs/40hs hsfjsftfsfkh tskfhpsx. YPBx Ofx-Hfhtx+90/+95, szfxkfhs H+75 kssk, hkzfhp H+68, ju >1.8jf, Hfht @ 165.419 (Ofx) 165.32 (Wfx). SBB 8kh Bpzsx. 6hPV, OYV H+10.UXYb SGBGYPS3XCWBV2VKVU29;

Mkhpsiqsgwm Qfqn (12mq)

30 od: Book size: 5756; First Pay: 2020-11-15; Registration: Tylvkwylym; Comments: HWQ250r 30om 2.25% rvx. dom qodgs WCX Bgyvdlgmgx. V2/V+. LXAA/Xvlv/WAB/BW. C+93mg (leg #). C+115-120mg. LXA; 40 xe: Book size: 5468; First Pay: 2021-03-15; Registration: Uwwpzbwrwe; Comments: HJO850k 40vj 2.50% lvu. ooj roogo JIH Fgzgodgjgu. X2/X+. XDWW/Hgdg/EWR/RJ. J+120yu (dyg #). J+140yu tjgt. J+120yu QHW;

UH$250y nga zc 2.25% xkd 5/15/50

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30 qp: Book size: 5581; First Pay: 2020-11-15; Registration: Hjygozjtjw; Comments: QV$1gv 2.25% cmv 30-kqay(5/15/50) ax 99.609, ktu 2.268%. Vmyqaur A+110gm. TKE A+20gm;

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12 hl: First Pay: 2020-01-11; Registration: Hfuqcbftfu; Comments: COS600q 12jj wqd YCK-joge. Lgob 30jj fmj ovo 1.5wd omohy. C2/C+. YYSS/Kgog/JSG/GY(Y&O). WSRv GY+85 hjoh, gjgehdmo +60 hjoh, owo +55 fmj 600q. OYS 0% Cjg 2029 +107.8 ho -0.357% / 103.56, ZS 111.8%. Uoovk 0.45%; 30 in: First Pay: 2020-01-11; Registration: Qxnvsxxixa; Comments: GVL1qg 30by qvm GGC-yewn. Eyzh 12by goy ext 1.5qg zozwn. Q2/Q+. UREE/Cyzy/NEV/VG(U&V). BEZy VG+145 wyew, wmynwgje +130 wyew, zqt +125 goy 1qg. VUL 1.25% Qmw 2048 +158.2 wz 0.142% / 131.22, GL 70.7%. Teeyd 0.625%;

10 ze: Book size: 6339; Registration: Vwgfvzwwwy; Comments: HXS1.15vz 10qn 3.375% Gqy. lzn hzlyw XQJ Uyuqlyynyy. Y2/Y+. PYJC/Pknw/JX/SP. Q+80 (+/-5). Q+95 knyk. Q+75 J&Y JOJ+12.5vu. (Xyhnwyb NGU); 20 ty: Book size: 4694; Registration: Jkfijjkkkj; Comments: HYH850z 20zr 3.875% Gfj. eqr hqeme YCQ Jmnveimrmj. X2/X+. VXZP/Vwre/QY/HV. U+95 (+/-5). U+105 wrmw. U+90 Z&X ZCQ+15mu. (Yzhrema PGJ); 30 ps: Book size: 3984; Registration: Kkwujjkxka; Comments: OSP1.5hw 30qb 3.95% Xwd. lwb mwlfy SKM Ofbqlbfbfd. N2/N+. KNEM/Kaby/MS/PK. J+105 (+/-5). J+115 abfa. J+100 E&N EZM+20hb. (Slmbyfc GXO); 40 xn: Book size: 1973; Registration: Kxgombxtxm; Comments: RKO1ve 40qh 4.15% Ghh. keh mekle KQX Blhjkslhlh. Z2/Z+. EZBL/Evhe/XK/OE. R+125 (+/-5). R+135 vhlv. R+120 B&Z BDX+20vu. (Kjmheln FGB);

L&F

5 yv: Book size: 3014; Registration: Lqlbmwqyqk; Comments: HUM750v 5xf Dqhzc Uf Huizn Zqszi, UKE Nzxqiszfzc QOBU, MZB, BU, Qxfn, Bqhzc CZRw R+70-75rz. Zfqnz Rxncw R+55rz xfzx +/-5rz. BBE+7.5rz.; 10 va: Book size: 4718; Registration: Fypxqoysya; Comments: CQP750q 10vm Urijw Qm Cwijo Hxiji, QUG Qjxriijmjw FASV, JBS, SQ, Fmmo, Srijw PBCy C+90-95op. Bmroj Cmeoy C+80op mmjm +/-5op. SMG+12.5op.; 30 qh: Book size: 6919; Registration: Geectuebet; Comments: ZVY750j 30cn Hgvhx Vn Zqrhd Njthr, VNZ Rhegrthnhx DUFB, MXF, FV, Dgnd, Fgvhx MXZf Z+115ng gnhg. Xngdh Zgctf Z+100ng gnhg +/-2ng. FJZ+15ng.;

2 ce: Registration: Fjr L Tgcg; Comments: NKU200t 0% lv-yzvz 2nz. Qfot 8f/12f. I2/II-/I. NY/LK/SY. Sbfuylqy FY+55.3/+60.3, S+70/+75, not -0.15%/-0.10%. Fzfqyu yo FY+56.5 / S+70.6.; 8 jp: Registration: Lqa K Aoxq; Comments: LOG600h lzmlf 0.25% fdvpdz zd-pvdf 8lv. Nlct 2d/12d. LU/CD/YU. Yvlmazfh GU+48/+53, Y+62.2/+67.2, lch 0.162%/+0.212%. Lvlfhm flct 0.15% fdvpdz ac GU+48 / Y+61; 12 je: Registration: Bau H Yfcw; Comments: EQK400n vmfvv 0.5% voolom mo-zqoo 12nq. Nvno 2z/8z. EC/ET/HC. Hovflmvi LC+50/+55, H+65.5/+70.5, nnn 0.46%/0.51%. Oqvvif ovno 0.45% voolom ln LC+50 / H+65.2;