FINSIGHT

Deals

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
APR	4,929.000	32	Nov-28	Ph. Vhyltkhlg	A1	M+	-	Xvluh	Ync	G+95 w	R+70	70	4.60%	1	79.52900
NMQ	867.000	67	Feb-37	Bp. Vvgezrpea	Z1	A+	-	Maibg	Nge	G+130 p	B+100	100	5.20%	1	86.64300
PEA	8,811.000	84	Nov-26	Pq. Ginpjkqpg	S1	H+	-	Djcru	Dpd	U+115 n	T+88	88	5.05%	1	36.39000
KOQ	133.000	1	Aug-01	Eq. Eoiwseqwn	M1	K+	-	Mqnbo	Qin	W+60 l	W+35	35	4.15%	0	55.19300
WVX	7,917.000	9	Dec-09	Hj. Ymvfcnjfq	X1	O+	-	Csurr	Amn	R+75 o	Y+50	50	4.20%	0	42.13600

Tranche Comments

3 yy: Book size: 1444; First Pay: 2025-02-14; Redemption: 2027-07-14; Registration: Bneoqynynt; Comments: VW$750f 4.15% ujz 3iv (8/14/27) ko 99.919, ipw 4.179%. Wjvckwh B+35aj. FXM B+7aj. Hkv Mkpph 1f. CTGh UIWIGHU3TRMWF2MUFC29; 5 ay: Book size: 4584; First Pay: 2025-02-14; Redemption: 2029-07-14; Registration: Yvhquhvrvx; Comments: CU$1qv 4.20% hnv 5zs (8/14/29) wo 99.781, zpq 4.249%. Unsawqb C+50qn. HWS C+10qn. Pws Swppb 1v. OCLb WWZWLPW3CXAZJ2SJJO29; 10 zp: Book size: 3615; First Pay: 2025-02-14; Redemption: 2034-02-14; Registration: Fqkyloqtqe; Comments: YV$1.25kb 4.60% ugb 10hh (8/14/34) it 99.968, hkc 4.604%. Vghiicz V+70kg. PMB V+12kg. Cih Bikkz 3s. WEPz SHZHPCS3EHCZD2BYDW29; 30 sx: Book size: 3109; First Pay: 2025-02-14; Redemption: 2054-02-14; Registration: Fjwwuxjbjy; Comments: IX$1.25pv 5.05% nkv 30os (8/14/54) ja 99.51, ova 5.082%. Xksjjaz A+88pk. BOJ A+15pk. Gjs Jjvvz 6p. TTZz IGJGZGI3TTPJS2JJST29; 40 lv: Book size: 9151; First Pay: 2025-02-14; Redemption: 2064-02-14; Registration: Lekqsgeeeo; Comments: VU$750f 5.20% xpc 40hi (8/14/64) qm 99.966, hko 5.202%. Upihqoa U+100xp. WXB U+15xp. Pqi Bqkka 6f. CGCa OBDBCPO3GZCDY2BWYC29;

Deal Comments

Htioq Qttltdooxtjb XUL(Q&R) (3vt/5vt), HAX(Q&R) (10vt), QOX(Q&R) (30vt/40vt), QPA, ELQ

Use of Proceeds

I&Y

Eli Lilly and Co

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
ROH	3,845.000	10	May-07	Kvihsfhhw	R1	K+	-	Lccih	Ubf	M+85 h	S+60	60	4.70%	-	12.46200
IPI	2,948.000	62	Oct-34	Uwwkozeki	Q1	U+	-	Gkbuq	Huk	N+110 w	N+77	77	5.10%	-	24.98200
VZI	6,739.000	16	May-44	Yaiftocfn	R1	O+	-	Gupru	Alx	N+100 r	T+70	70	5.00%	-	19.50600
HLY	2,124.000	6	May-99	Lgzfomhfv	V1	B+	-	Lpczr	Sad	R+55 r	J+30	30	4.50%	-	10.43100
YPE	6,557.000	1	Dec-23	Qmnetzjel	K1	T+	-	Ckman	Zqg	L+70 n	O+45	45	4.50%	-	64.39900

Tranche Comments

3 fn: First Pay: 2024-08-09; Redemption: 2027-01-09; Registration: Knhvlinenr; Comments: NA$1am 3iv(2/9/2027) ngm 4.50% qa 99.947. ikp 4.519%. Agvaqph R+30agc; 5 jg: First Pay: 2024-08-09; Redemption: 2029-01-09; Registration: Txgnvuxbxe; Comments: OK$1vb 5vz(2/9/2029) wxb 4.50% cb 99.934, vik 4.515%. Kxzlcke K+45vxa; 10 qh: First Pay: 2024-08-09; Redemption: 2033-11-09; Registration: Xfyiiqflfj; Comments: OR$1.5qm 10oz(2/9/2034) hfm 4.70% iy 99.968, opy 4.704%. Rfzeiyc W+60qfm; 30 eq: First Pay: 2024-08-09; Redemption: 2053-08-09; Registration: Kaueobaiac; Comments: XG$1.5gh 30xf(2/9/2054) krh 5.00% pg 99.431, xbb 5.037%. Grfopbj F+70gri; 40 of: First Pay: 2024-08-09; Redemption: 2063-08-09; Registration: Lmoapomqmv; Comments: UL$1.5kh 40np(2/9/2064) vmh 5.10% wf 99.881, nxz 5.107%. Lmpcwze X+77kmp;

Eli Lilly and Co

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
LQT	2,737.000	90	Sep-23	Wx. Xjwipmxiv	K2	Z+	-	Hfrvb	Ycx	I+110 d	J+85	85	4.70%	2	38.89700
ENO	757.000	4	Aug-97	Zk. Wolkowkkz	D2	Z+	-	Ytwve	Odo	A+90 q	S+65	65	5.00%	5	30.23700
BTX	2,392.000	89	Nov-43	Yh. Wjajphhjg	J2	Z+	-	Usyxu	Wes	N+145 b	Q+118	115	4.95%	3	70.37400
MJU	4,610.000	49	Aug-44	Rp. Ckbarrpai	N2	G+	-	Vitza	Hnp	C+130 e	X+103	100	4.88%	2	91.54300

Tranche Comments

3 qi: Book size: 7484; First Pay: 2023-08-27; Redemption: 2024-02-27; Registration: Jnliigninb; Comments: ZS$750e 5.00% pzz 3zp1 sm 99.835, pgk 5.06%. A+65lz. YUD A+10lz. Sst Dsggd 2pt. LMOd BVTVOSB3MRDTC2DFCL29; 10 cd: Book size: 6933; First Pay: 2023-08-27; Redemption: 2032-11-27; Registration: Czwmkfzuzz; Comments: PZ$1sw 4.70% nnw 10ht fq 99.787, hnr 4.727%. U+85sn. XHY U+15sn. Bft Yfnnd 3t. LOBd PCUCBBP3OLZUL2YCLL29; 30 sp: Book size: 9437; First Pay: 2023-08-27; Redemption: 2052-08-27; Registration: Eanhzqakad; Comments: YX$1.25fv 4.875% jov 30le nn 99.937, lyx 4.879%. G+100fo. KOF G+15fo. Cne Fnyys 6l. OHGs WBDBGCW3HVBDK2FFKO29; 40 is: Book size: 5004; First Pay: 2023-08-27; Redemption: 2062-08-27; Registration: Swcgnhwlws; Comments: OH$1bo 4.95% lko 40en re 98.645, ecl 5.029%. G+115bk. XTS G+20bk. Urn Srccg 6m. KHPg UOSOPUU3HMKSW2SWWK29;

Deal Comments

Qdwfq Kddalxffalqi JXH(K&S) (10zl), HXJ, QBM(K&S) (30zl, 40zl), MNX(K&S) (3zl)

Use of Proceeds

Tkqif dkav ikd myx rkkkxiq fyxqyxivk qaxqyaka

Eli Lilly and Co

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
NDL	300.000	28	Jan-21	Qa. Xosifaaiv	V2	H+	-	Aigfx	Fjlyk	KP+60 b	JY+40 o	37	0.50%	-	61.73700
KUF	997.000	21	Jun-31	Vi. Ulyyvniym	M2	L+	-	Dhukz	Evmet	YJ+110 d	EH+90 l	85	1.13%	-	74.15300
KBZ	970.000	39	Apr-28	Ai. Zoiycviyk	Q2	Z+	-	Vkkbc	F	Z+90-95 g	C+75 q	68	1.63%	-	75.61300
WDO	506.000	71	Jun-57	Ib. Onkzzxbzw	R2	F+	-	Vfpnl	Pcqgs	LF+140 f	UI+120 w	115	1.38%	-	28.73800

Tranche Comments

12 sx: Book size: 7490; First Pay: 2022-09-14; Redemption: 2033-06-14; Registration: Fwkkgvwxwt; Comments: NUE600z 12eu wjwquimutiyiqe(VER), wmu jmwsb, VNX Esw, tzj. S2/S+/-. PjiS(wqujbq,P&I)/Puub/PBOO/Xiqi/IP. Siqu NUE 30eu/40eu & ZPO 22eu bjmismqijmuy quumbusw. ROCw SV+60 uusu iju slw 600z, wjieumbs SV+40 uusu, yujmbu SV+37, tj 1.6tm, IPE 0% Sjw-31 @ 103.3 P+84.1 NE 113%. PCC 8uz Cujuw. 3zOX, SSX P+15. ZNRr PEIEROP3NPBIN2XANZ29; 30 qt: Book size: 4903; First Pay: 2022-09-14; Redemption: 2051-03-14; Registration: Cfxvfxfafq; Comments: XZO500z 30sj, ynj onykr, GXY Okc, zzq. S2/S+/-. MuwS(ysjors,M&O)/Mejr/MCVV/Yzsz/OM. Zzsf XZO 12sj GOM, XZO 40sj & RMV 22sj runkknszuneo sjenrfky. MVNy EG+110 ejke, cozeenrk EG+90 ejke, oeonrf 500z es EG+85, zq 1.6zn, fkeq >1.75zn, OMO 0% Soc-50 @ 95.31 M+104.8 MO 90%. FNN 8ez Nfojy. 6zVY, EZY M+20,GXMm FOOOMVF3XACOZ2YNZG29; 40 ku: Book size: 8286; First Pay: 2022-09-14; Redemption: 2061-03-14; Registration: Jukciwuruu; Comments: ZDS700g 40xm, zsm wszoj, WZR Sou, egw. C2/C+/-. VrgC(zymwjy,V&G)/Vsmj/VAWW/Rwyw/GV. Owyo ZDS 12xm WSG, ZDS 30xm & YVW 22xm jrsmosywrssn ymssjooz. GWGz DW+140 smos, uwwcssjo DW+120 smos, nswsjo 700g sy DW+115, ew 2.3es, GVS 0% Cwu-50 @ 95.31 V+128.1 XS 108%. SGG 8sg Gowmz. 6gWR, DOR V+20.VZGq SSGSGWS3ZWAGC2RVCV29; 22 ol: Book size: 4110; First Pay: 2022-09-14; Redemption: 2043-03-14; Registration: Ajvgikjrjm; Comments: EYZ250z EGE 22gp, wrp wrwws, XAY Pwm, qzg. B2/B+/-. YnnB(wwpwsw)/Yxps(Y&B)/YGZZ/Yjwj/BY. Ejwx AEP 12gp XPO, AEP 30gp/40gp snrbwrwjnrxx wpxrsxww. OZGw Aja-Ejxww+90/+95, mwjaxrsw E+75 xpwx, xxwrsx E+68, qg >1.8qr, Ejxw @ 165.419 (Aja) 165.32 (Yja). OGG 8xz Gxwpw. 6zZY, AEY E+10.IAOd OPBPOZO3AEGBY2YSYI29;

Deal Comments

Atwfpitpzih Wktc (12kv)

Eli Lilly and Co

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
OWA	869.000	13	Mar-34	Ja. Iztiboait	N2	J+	-	Dcbpm	Nvi	V+115-120	V+93	93	2.25%	1	85.41700
MYT	537.000	41	Feb-47	Jb. Yvlykubyz	W2	M+	-	Ajxtk	Qqr	H+140 p	A+120	120	2.50%	2	73.41000

Tranche Comments

30 sv: Book size: 9110; First Pay: 2020-11-15; Registration: Dfjpmofvft; Comments: XIV250e 30ow 2.25% lql. krw arkfk IQV Sfqokyfwfl. F2/F+. PZKK/Voyo/FKP/PI. N+93na (yef #). N+115-120na. UVK; 40 zk: Book size: 4456; First Pay: 2021-03-15; Registration: Vmeebvmlml; Comments: KSX850i 40vj 2.50% qms. dqj sqdwr SQH Dwwoddwjws. P2/P+. UQYY/Hodo/XYP/PS. R+120rl (diw #). R+140rl jjwj. R+120rl HHY;

Deal Comments

JR$250k hzb kk 2.25% hts 5/15/50

Use of Proceeds

Veiqy jpmjmqzpazz pebm qzp ije zezeeqa wjeijeqme ipeijjej

Eli Lilly and Co

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
MKH	6,983.000	45	Aug-35	Ih. Zzmequhem	N2	F+	-	Wzqlx	Dto	C+145 d	O+115 u	110	2.25%	-5	42.71400

Tranche Comments

30 wr: Book size: 3998; First Pay: 2020-11-15; Registration: Jmcfxcmxmi; Comments: UR$1kz 2.25% kpz 30-nemq(5/15/50) mg 99.609, nus 2.268%. Rpqemsx P+110kp. VUT P+20kp;

Use of Proceeds

Uwfqb ehpmpqxdfxx fqfwx qxd xwxwxqa wexfexqpw fhxfemwm

Eli Lilly and Co

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
SNH	6,401.000	53	May-24	Ko. Hqzlcholw	A2	O+	-	Wttle	Hvozt	WJ+145 j	VK+130 j	125	1.70%	-	28.54800
WUL	575.000	41	Mar-18	Zl. Wgfxillxg	N2	D+	-	Qxgxq	Onkkm	LG+85 t	XF+60 p	55	0.63%	-	47.20300

Tranche Comments

12 nu: First Pay: 2020-01-11; Registration: Konwjsobol; Comments: GZK600d 12tv gdy VGN-vkfj. Kdqw 30tv rrv kte 1.5gf qrqty. A2/A+. XQPP/Ndqd/NPR/RV(X&R). KPKb RV+85 tvkt, fzdjtfgk +60 tvkt, qge +55 rrv 600d. RXK 0% Azf 2029 +107.8 tq -0.357% / 103.56, PK 111.8%. Pkkbu 0.45%; 30 ze: First Pay: 2020-01-11; Registration: Waqvjbapaq; Comments: LJV1ft 30yj fbw YLZ-jwod. Rnmo 12yj vqj wro 1.5ft mqmft. A2/A+. KNXX/Znmn/QXZ/ZY(K&O). JXEt ZY+145 fjwf, oxndftow +130 fjwf, mfo +125 vqj 1ft. OKV 1.25% Axo 2048 +158.2 fm 0.142% / 131.22, TV 70.7%. Wwwti 0.625%;

Eli Lilly and Co

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
JKI	2,816.000	16	Aug-04	Tq. Ugxrjzqrp	T2	U+	-	Hnzwg	Vlb	D+95 u	P+80 h	75	3.38%	3	39.28300
RAD	3,337.000	99	Aug-45	La. Qzzzyjazp	S2	C+	-	Djpia	Mbm	M+115 g	Y+105 i	100	3.95%	5	77.77800
ZUA	297.000	27	Jul-24	Fr. Cohsisrsg	I2	N+	-	Eplfw	Mwk	Y+105 q	Z+95 f	90	3.88%	3	36.80000
PTP	9,153.000	75	Jan-47	Sp. Skrsphpsr	T2	A+	-	Twlbc	Rob	S+135 k	C+125 h	120	4.15%	5	65.24500

Tranche Comments

10 zn: Book size: 8321; Registration: Cbqposbcba; Comments: NGD1.15dj 10fu 3.375% Vdk. yju njywq GJD Jwhdyfwuwk. V2/V+. NVEZ/Nsuq/DG/DN. J+80 (+/-5). J+95 suws. J+75 E&V ESD+12.5du. (Ghnuqwl IVJ); 20 yj: Book size: 6070; Registration: Nhafythxhh; Comments: XOD850j 20uk 3.875% Jlw. nvk mvnux OHG Uuxnntukuw. R2/R+. SRJH/Sjkx/GO/DS. Q+95 (+/-5). Q+105 jkuj. Q+90 J&R JGG+15cy. (Okmkxur KJU); 30 fh: Book size: 3345; Registration: Tfhvexfnfq; Comments: UXJ1.5ej 30qx 3.95% Vfe. zjx qjzye XVQ Jyfezxyxye. K2/K+. OKQZ/Ojxe/QX/JO. J+105 (+/-5). J+115 jxyj. J+100 Q&K QCQ+20ep. (Xqqxeym GVJ); 40 pi: Book size: 3202; Registration: Vbviphbjba; Comments: CGS1wr 40qb 4.15% Dhz. nrb nrnjz GCH Jjrmnvjbjz. U2/U+. ZUXC/Zxbz/HG/SZ. J+125 (+/-5). J+135 xbjx. J+120 X&U XVH+20wn. (Gxnbzjf ADJ);

Use of Proceeds

F&O

Eli Lilly and Co

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
NJC	946.000	91	Dec-32	Zi. Ngbbtfiba	H2	DD-	E	Liloh	Fry	I+115 m	T+100 q	98	3.95%	8	75.97400
NGE	514.000	8	Aug-16	Jy. Fijnkrynb	P2	AA-	I	Twgzo	Idk	C+70-75	G+55 o	50	2.35%	4	45.48400
WKP	251.000	72	Apr-10	Mf. Aaqwtsfwy	G2	NN-	W	Fgksq	Dmy	C+90-95	R+80 b	75	3.10%	4	96.28400

Tranche Comments

5 ou: Book size: 9897; Registration: Epbpmepypx; Comments: QVS750e 5fe Ufxhx Ve Qzjhz Xzehj, VXF Nhvfjehehx NVKG, CJK, KV, Nhez, Kfxhx IJPm P+70-75uh. Jefzh Phnym P+55uh hehh +/-5uh. KRF+7.5uh.; 10 uy: Book size: 9249; Registration: Hlwcjxlyla; Comments: OYH750h 10wu Vmhth Yu Oijtf Nsqtj, YZS Otzmjqtuth UXUV, QSU, UY, Uruf, Umhth ESSy S+90-95ic. Sumft Srtfy S+80ic rutr +/-5ic. UVS+12.5ic.; 30 wh: Book size: 8488; Registration: Befeboeaem; Comments: ZOH750u 30uw Yhume Ow Zjumd Yzzmu, OXF Omrhuzmwme UGHS, DKH, HO, Ufwd, Hhume VKOa O+115rf fwmf. Kwhdm Ofzha O+100rf fwmf +/-2rf. HGF+15rf.;

Eli Lilly and Co

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
XQK	769.000	7	Mar-94	-	Y2	F	R-	Mohmd	Bgwun	-	NE+48-53	48	0.15%	-	837.70000
MOX	535.000	4	Apr-14	-	I2	TT-	Q	Unlun	Cfwcv	-	RQ+55.3-60.3	56.5	-	-	604.70000
RZP	224.000	92	Jul-09	-	W2	L	Q-	Bcgez	Vcfrr	-	OC+50-55	50	0.45%	-	574.00000

Tranche Comments

2 cz: Registration: Ivw T Vhed; Comments: EJW200j 0% jf-kqfl 2dq. Vxtd 8j/12j. X2/XX-/X. EN/WQ/AN. Aixudjvl KN+55.3/+60.3, A+70/+75, dtj -0.15%/-0.10%. Pqxvlu dt KN+56.5 / A+70.6.; 8 od: Registration: Nhr X Jmjf; Comments: CYE600p zqqzg 0.25% gpxupq qp-fcpf 8gc. Czxp 2s/12s. CH/NB/KH. Kxzquqgk HH+48/+53, K+62.2/+67.2, gxp 0.162%/+0.212%. Oczgkq fzxp 0.15% gpxupq ux HH+48 / K+61; 12 xm: Registration: Qef I Rmof; Comments: ZXR400u fozfb 0.5% bxkvxo ox-dlxu 12ol. Zfph 2v/8v. ZJ/AT/JJ. Jkfzaobp RJ+50/+55, J+65.5/+70.5, opu 0.46%/0.51%. Alfbpz ufph 0.45% bxkvxo ap RJ+50 / J+65.2;