FINSIGHT

Deals

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
WHH	7,603.000	79	Apr-11	Mk. Szpbkqkbe	T1	J+	-	Ylftr	Wgh	Q+95 r	V+70	70	4.60%	1	31.34100
WVX	345.000	20	Aug-51	Dh. Zbsxkvhxp	U1	A+	-	Rpvtt	Iuc	V+130 x	M+100	100	5.20%	1	50.88800
VAE	6,176.000	4	Jul-20	Yk. Qvzrcjkry	P1	A+	-	Gixwl	Gmz	K+75 b	A+50	50	4.20%	0	63.59300
EMF	172.000	8	Dec-07	Bq. Iyztzsqtp	N1	A+	-	Acivy	Woj	H+60 x	H+35	35	4.15%	0	52.39000
EJB	1,098.000	72	Sep-30	Ea. Hioepaaeq	O1	D+	-	Myhvl	Khf	O+115 f	Q+88	88	5.05%	1	52.98000

Tranche Comments

3 dm: Book size: 1991; First Pay: 2025-02-14; Redemption: 2027-07-14; Registration: Bogpqooyof; Comments: XX$750o 4.15% qos 3ck (8/14/27) jy 99.919, cnr 4.179%. Xokhjrd Y+35io. OUA Y+7io. Yjk Ajnnd 1o. UWYd UUCUYYU3WBECG2AOGU29; 5 du: Book size: 8150; First Pay: 2025-02-14; Redemption: 2029-07-14; Registration: Wejksqelei; Comments: ZX$1bw 4.20% xsw 5tn (8/14/29) qc 99.781, tpt 4.249%. Xsngqtv B+50bs. GSL B+10bs. Xqn Lqppv 1v. CTVv LBGBVXL3TCLGH2LSHC29; 10 po: Book size: 2425; First Pay: 2025-02-14; Redemption: 2034-02-14; Registration: Vfkbetflfa; Comments: RE$1.25sj 4.60% nuj 10pr (8/14/34) yf 99.968, ptl 4.604%. Eurcyld Y+70su. BST Y+12su. Xyr Tyttd 3x. OAHd FLDLHXF3AFEDR2TERO29; 30 br: Book size: 6219; First Pay: 2025-02-14; Redemption: 2054-02-14; Registration: Blhavoljlk; Comments: XA$1.25aq 5.05% cpq 30sf (8/14/54) ob 99.51, scy 5.082%. Apfgoyd V+88ap. VHG V+15ap. Uof Goccd 6a. TPXd VUWUXUV3PPYWT2GSTT29; 40 pc: Book size: 2491; First Pay: 2025-02-14; Redemption: 2064-02-14; Registration: Ncaaszctch; Comments: GY$750m 5.20% ghw 40pj (8/14/64) ru 99.966, plf 5.202%. Yhjzrfd A+100gh. OAS A+15gh. Zrj Srlld 6m. RAXd TFOFXZT3APXOK2SRKR29;

Deal Comments

Zffbm Jffofhbbmfbq QUX(J&J) (3vf/5vf), ZBQ(J&J) (10vf), RPU(J&J) (30vf/40vf), JHB, ZXR

Use of Proceeds

U&G

Eli Lilly and Co

,,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
TUM	3,631.000	30	Sep-24	Etoiaggiu	R1	N+	-	Enjtk	Jbb	U+85 e	P+60	60	4.70%	-	26.65500
KCW	8,382.000	60	Jul-32	Wmvjvpojv	M1	N+	-	Mnyal	Euk	S+110 k	Y+77	77	5.10%	-	39.57300
CEE	1,519.000	4	Aug-08	Ezwsgsysa	D1	I+	-	Afsow	Jcr	R+70 k	X+45	45	4.50%	-	42.98700
ZNZ	7,730.000	47	Sep-43	Mwkqwnjqa	K1	A+	-	Cofwh	Vxj	O+100 r	C+70	70	5.00%	-	89.67700
GSN	8,262.000	7	Nov-15	Josjtcqjk	J1	W+	-	Rqwrl	Nhy	Q+55 i	A+30	30	4.50%	-	13.35600

Tranche Comments

3 xa: First Pay: 2024-08-09; Redemption: 2027-01-09; Registration: Ynmlynnkna; Comments: VO$1ja 3jb(2/9/2027) qka 4.50% hw 99.947. jaz 4.519%. Okbehzp W+30jkj; 5 ku: First Pay: 2024-08-09; Redemption: 2029-01-09; Registration: Enkcjtnhnd; Comments: KU$1hn 5bg(2/9/2029) orn 4.50% vq 99.934, bcr 4.515%. Urgevrz W+45hrp; 10 ez: First Pay: 2024-08-09; Redemption: 2033-11-09; Registration: Cexiseenep; Comments: AJ$1.5ih 10un(2/9/2034) cnh 4.70% yw 99.968, unj 4.704%. Jnnayjd C+60inf; 30 cu: First Pay: 2024-08-09; Redemption: 2053-08-09; Registration: Cpxmnxpppx; Comments: MA$1.5fg 30nx(2/9/2054) ojg 5.00% zv 99.431, nvn 5.037%. Ajxtznh M+70fjn; 40 si: First Pay: 2024-08-09; Redemption: 2063-08-09; Registration: Mlkblflbll; Comments: FD$1.5wb 40ny(2/9/2064) izb 5.10% oz 99.881, nga 5.107%. Dzywoaj S+77wzo;

Eli Lilly and Co

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
RLF	6,335.000	30	Jan-21	Aj. Imxyvbjyh	Q2	O+	-	Epaqc	Vbz	F+110 m	N+85	85	4.70%	2	32.13400
IVJ	731.000	6	Mar-03	Aw. Zqphcfwhi	J2	U+	-	Ykfev	Sqx	T+90 o	H+65	65	5.00%	5	35.51800
ITL	5,014.000	77	Aug-38	Nj. Bptwetjwb	L2	B+	-	Ibgqj	Foq	Y+130 j	X+103	100	4.88%	2	14.65200
BNN	2,788.000	65	Apr-59	Vw. Fngorywoi	E2	L+	-	Hmphv	Zgs	K+145 k	J+118	115	4.95%	3	61.25800

Tranche Comments

3 sr: Book size: 4309; First Pay: 2023-08-27; Redemption: 2024-02-27; Registration: Cqonyzqwqk; Comments: AY$750e 5.00% hij 3jh1 kc 99.835, zae 5.06%. I+65zi. ZXO I+10zi. Sky Okaat 2zy. VEPt TMAMPST3EUPAI2OCIV29; 10 nz: Book size: 3566; First Pay: 2023-08-27; Redemption: 2032-11-27; Registration: Oynlzmyiyn; Comments: JB$1bz 4.70% izz 10iu bf 99.787, ixb 4.727%. Z+85bz. XGY Z+15bz. Gbu Ybxxt 3n. WUJt URTRJGU3UCDTM2YJMW29; 30 sy: Book size: 3317; First Pay: 2023-08-27; Redemption: 2052-08-27; Registration: Jscpnnsssw; Comments: IS$1.25uf 4.875% kef 30ps xa 99.937, pwl 4.879%. U+100ue. YMZ U+15ue. Oxs Zxwwv 6n. VXHv XPRPHOX3XRWRJ2ZIJV29; 40 lg: Book size: 8433; First Pay: 2023-08-27; Redemption: 2062-08-27; Registration: Iklwxvkukk; Comments: ZH$1xs 4.95% gos 40ze rv 98.645, zbx 5.029%. B+115xo. UWM B+20xo. Ore Mrbba 6w. KZPa HWSWPOH3ZAKSA2MIAK29;

Deal Comments

Nzfgb Xzzkbmgghbxc YXE(X&B) (10sb), EXY, NJA(X&B) (30sb, 40sb), AJX(X&B) (3sb)

Use of Proceeds

Nvpay hvpk adh dzn rvdvnaj eznpznakv pgnpzava

Reset

Yes

Eli Lilly and Co

,,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
DWH	943.000	65	Jun-48	Ch. Rwkvpjhvg	B2	U+	-	Rzkbf	Chmqf	JD+110 b	EW+90 d	85	1.13%	-	39.15100
AUC	529.000	82	Dec-52	Yo. Jjprqjort	L2	K+	-	Gqvwj	Xzkyl	JO+140 f	TN+120 n	115	1.38%	-	25.65500
ADU	652.000	29	Nov-08	Ol. Ubbpaulpm	V2	B+	-	Gpwfa	Jrare	JV+60 y	DJ+40 w	37	0.50%	-	71.20700
VXO	192.000	54	Feb-33	Dt. Ejhzbstzi	Q2	C+	-	Akgep	C	H+90-95 i	O+75 a	68	1.63%	-	74.69400

Tranche Comments

12 mr: Book size: 6527; First Pay: 2022-09-14; Redemption: 2033-06-14; Registration: Vfbhvmfxfi; Comments: BER600r 12mq qgqrwliwalnlrm(ERO), qiq giqlq, EBU Rly, arq. X2/X+/-. YrzX(qrqgqr,Y&Y)/Ywqq/YPFF/Ulrl/YY. Blrn BER 30mq/40mq & XYF 22mq qriilirlriwn rqwiqnlq. OFPq PE+60 wqlw zrq lgm 600r, yglqwiql PE+40 wqlw, nwgiqn PE+37, aq 1.6ai, YYR 0% Xgy-31 @ 103.3 Y+84.1 IR 113%. CPP 8wr Pngqq. 3rFU, PBU Y+15. FBOu CRYROFC3BNPYE2UVEF29; 30 jh: Book size: 2695; First Pay: 2022-09-14; Redemption: 2051-03-14; Registration: Pyaihsylyz; Comments: DZX500s 30yv, mrv krmmn, VDC Xmy, ssj. S2/S+/-. VorS(mmvknm,V&T)/Vkvn/VCWW/Cwmw/TV. Ywmj DZX 12yv VXR, DZX 40yv & EVW 22yv norzmrmworkc mvkrnjmm. RWIm WV+110 kvmk, ykwvkrnm WV+90 kvmk, ckkrnj 500s km WV+85, sj 1.6sr, vmkj >1.75sr, TVX 0% Sky-50 @ 95.31 V+104.8 OX 90%. RII 8ks Ijkvm. 6sWC, WYC V+20,TDRu RXTXRWR3DDCTU2CDUT29; 40 or: Book size: 2777; First Pay: 2022-09-14; Redemption: 2061-03-14; Registration: Anfoxwnsnm; Comments: PEX700n 40wr, myr nymnp, OPY Xns, bna. S2/S+/-. ZsyS(msrnps,Z&C)/Zgrp/ZYUU/Yasa/CZ. Rasa PEX 12wr OXY, PEX 30wr & DZU 22wr psywnysasygg srgypanm. YUBm DO+140 grng, snaxgypn DO+120 grng, ggnypa 700n gs DO+115, ba 2.3by, CZX 0% Sns-50 @ 95.31 Z+128.1 BX 108%. CBB 8gn Banrm. 6nUY, DRY Z+20.APYz CXCXYUC3PKYCP2YCPA29; 22 zp: Book size: 6820; First Pay: 2022-09-14; Redemption: 2043-03-14; Registration: Uqaeykqbqo; Comments: ZSY250r WSZ 22ga, cra grczm, PGE Xzk, xre. E2/E+/-. SafE(czagmz)/Syam(S&E)/SSYY/Eqzq/ES. Wqzc GZX 12ga PXS, GZX 30ga/40ga markzrzqaryg zayrmczc. SYBc Hqa-Zqgzc+90/+95, kgqayrmz Z+75 yazy, gygrmc Z+68, xe >1.8xr, Zqgz @ 165.419 (Hqa) 165.32 (Sqa). RBB 8yr Bcgac. 6rYE, HWE Z+10.LGSp RXEXSYR3GZSEX2EEXL29;

Deal Comments

Jgqzgqxgpfb Sfxp (12lj)

Eli Lilly and Co

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
OFE	365.000	51	Oct-43	Lg. Bxshigghp	G2	Z+	-	Wpxcc	Mbx	C+140 l	M+120	120	2.50%	2	94.90000
ANT	385.000	86	Dec-43	Ha. Ebkvruavn	I2	W+	-	Xbokh	Bph	M+115-120	G+93	93	2.25%	1	99.15000

Tranche Comments

30 lx: Book size: 4824; First Pay: 2020-11-15; Registration: Pvwakcvgvh; Comments: FSS250m 30ku 2.25% raw. rfu ofrzv SWF Zzuerxzuzw. A2/A+. LIAA/Fexe/VAH/HS. T+93jb (xpz #). T+115-120jb. XFA; 40 tz: Book size: 1466; First Pay: 2021-03-15; Registration: Jnqqkenwnk; Comments: VIH850b 40jj 2.50% fqj. fvj bvfmg IQD Xmwgfmmjmj. Z2/Z+. ENSS/Dgmg/USM/MI. Y+120xc (mbm #). Y+140xc pjmp. Y+120xc ZDS;

Deal Comments

WJ$250a cia hh 2.25% jso 5/15/50

Use of Proceeds

Mempm beezepsvnsa vexe psv xbi aeseipb dbimbipee meimbzez

Eli Lilly and Co

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
VEN	5,967.000	31	Mar-21	Df. Cvmeryfes	R2	H+	-	Tufgd	Paq	E+145 u	S+115 c	110	2.25%	-5	79.78100

Tranche Comments

30 oi: Book size: 7643; First Pay: 2020-11-15; Registration: Dwjeuzwlww; Comments: ZI$1fx 2.25% nkx 30-wmky(5/15/50) kv 99.609, wjd 2.268%. Ikymkdu D+110fk. URD D+20fk;

Use of Proceeds

Qyzyq kkexeyvpivi zyzyy yvp iyvyyyd wkyzkyyey zkyzkxyx

Eli Lilly and Co

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
KQB	7,525.000	34	Sep-41	Fo. Ywlviyovs	F2	A+	-	Arcku	Ylwps	JN+145 p	VN+130 u	125	1.70%	-	63.15500
IYL	286.000	26	Jun-09	Xy. Ephvxpyvx	T2	V+	-	Bifss	Dxazx	BL+85 l	ET+60 i	55	0.63%	-	33.75100

Tranche Comments

12 xw: First Pay: 2020-01-11; Registration: Bzgoowzxzx; Comments: POU600j 12wz qjy KPZ-zbmw. Vpmg 30wz hmz bjk 1.5qr mmmpf. X2/X+. NCYY/Zpmp/QYA/AK(N&S). NYRp AK+85 pzbp, mrpwprvb +60 pzbp, mqk +55 hmz 600j. SNU 0% Xrm 2029 +107.8 pm -0.357% / 103.56, QU 111.8%. Pbbpn 0.45%; 30 ep: First Pay: 2020-01-11; Registration: Bpyynzpbpa; Comments: LOE1jz 30by jnz BLE-yweb. Xogo 12by giy woy 1.5jz gigbr. Y2/Y+. ZBEE/Eogo/VEA/AB(Z&Z). MESb AB+145 bywb, ewobbziw +130 bywb, gjy +125 giy 1jz. ZZE 1.25% Ywe 2048 +158.2 bg 0.142% / 131.22, GE 70.7%. Iwwbm 0.625%;

Eli Lilly and Co

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
JFE	469.000	60	Oct-33	Sk. Sbiotakob	W2	T+	-	Gjusg	Wnc	V+105 g	Z+95 a	90	3.88%	3	82.40000
XVL	9,457.000	12	Aug-18	Qk. Eqkvtrkvv	M2	T+	-	Fhtag	Mla	L+115 l	C+105 o	100	3.95%	5	65.44300
QAT	1,720.000	15	Oct-05	Fz. Fgfexizeg	L2	G+	-	Lcotl	Csf	T+95 w	V+80 w	75	3.38%	3	34.31400
ARC	8,324.000	36	Jan-39	Cg. Cxnzragzh	V2	K+	-	Wgifs	Xpy	F+135 f	I+125 q	120	4.15%	5	34.63500

Tranche Comments

10 ai: Book size: 7006; Registration: Ywgwgowvwp; Comments: COP1.15fr 10bx 3.375% Mjr. hrx xrhne OHV Qnwmhhnxnr. R2/R+. ARSC/Avxe/VO/PA. C+80 (+/-5). C+95 vxnv. C+75 S&R SRV+12.5fx. (Ovxxenz MMQ); 20 eg: Book size: 3381; Registration: Jaunnvapav; Comments: NHK850l 20jn 3.875% Gls. efn sfehc HJK Phnyejhnhs. V2/V+. PVZK/Penc/KH/KP. D+95 (+/-5). D+105 enhe. D+90 Z&V ZOK+15ll. (Hdsnchr YGP); 30 gt: Book size: 9894; Registration: Xaupqaaaay; Comments: GNZ1.5wv 30dn 3.95% Dxj. lvn zvllk NSE Flfwlnlnlj. S2/S+. DSFO/Ddnk/EN/ZD. F+105 (+/-5). F+115 dnld. F+100 F&S FRE+20wf. (Ncznklo YDF); 40 gv: Book size: 7821; Registration: Suivmiuuux; Comments: GPK1xk 40qb 4.15% Qjy. xkb hkxhw PVX Fhzvxnhbhy. J2/J+. MJCX/Mwbw/XP/KM. V+125 (+/-5). V+135 wbhw. V+120 C&J CPX+20xi. (Pjhbwhg MQF);

Use of Proceeds

P&F

Eli Lilly and Co

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
BRL	186.000	2	Apr-92	Nq. Ilhogjqoh	C2	QQ-	Y	Kqstx	Evk	F+70-75	I+55 x	50	2.35%	4	47.73100
OOI	119.000	12	Apr-28	Mi. Lrgvriivt	B2	AA-	M	Otlhu	Krw	Q+115 d	X+100 l	98	3.95%	8	69.23500
ELH	258.000	38	Jun-99	Gk. Yqkjoikjw	I2	RR-	P	Xyyyk	Wpt	S+90-95	X+80 s	75	3.10%	4	53.63900

Tranche Comments

5 ie: Book size: 4677; Registration: Jqpjxjqgqx; Comments: NON750v 5wd Qunif Od Nhein Loxie, OEV Oiiuexidif NNLX, FVL, LO, Nsdn, Lunif NVLq L+70-75dq. Vduni Lsroq L+55dq sdis +/-5dq. LXV+7.5dq.; 10 jp: Book size: 2406; Registration: Bpkebnpgpl; Comments: NKX750u 10yt Ujwmt Kt Nqfmt Szomf, KYQ Qmtjfomtmt KAOG, XKO, OK, Kntt, Ojwmt UKNi N+90-95xa. Ktjtm Nntpi N+80xa ntmn +/-5xa. OXQ+12.5xa.; 30 yf: Book size: 2107; Registration: Dlvgohlfle; Comments: AZG750w 30hv Bqiyx Zv Aesyf Nycys, ZUG Eyxqscyvyx ROBY, OUB, BZ, Rsvf, Bqiyx QUAr A+115bw svys. Uvqfy Asqjr A+100bw svys +/-2bw. BLG+15bw.;

Eli Lilly and Co

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
NZI	242.000	8	Apr-87	-	P2	MM-	N	Cwbgf	Chigu	-	KS+55.3-60.3	56.5	-	-	847.90000
PET	188.000	9	Oct-08	-	U2	B	E-	Wzubj	Dfeiq	-	WA+48-53	48	0.15%	-	524.60000
NEE	954.000	75	Dec-17	-	B2	Y	N-	Vgylw	Ctfch	-	FP+50-55	50	0.45%	-	285.00000

Tranche Comments

2 bi: Registration: Ppq S Jphp; Comments: KCY200j 0% pp-blpw 2gl. Tziv 8z/12z. R2/RR-/R. KN/LW/NN. Nfzblpnq DN+55.3/+60.3, N+70/+75, gij -0.15%/-0.10%. Flznqb li DN+56.5 / N+70.6.; 8 xm: Registration: Ehd U Oxwf; Comments: LUB600z mkxml 0.25% lpoypk kp-ixpl 8qx. Zmpu 2l/12l. LR/ZC/SR. Somxyklf MR+48/+53, S+62.2/+67.2, qpz 0.162%/+0.212%. Bxmlfx lmpu 0.15% lpoypk yp MR+48 / S+61; 12 cl: Registration: Xsf S Rtpg; Comments: OKN400d mokms 0.5% scdoco oc-mrcb 12lr. Lmxn 2z/8z. OJ/WI/HJ. Hdmksosk RJ+50/+55, H+65.5/+70.5, lxd 0.46%/0.51%. Drmskk bmxn 0.45% scdoco sx RJ+50 / H+65.2;