FINSIGHT

Deals

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
EZK	374.000	71	May-44	Vj. Onxorxjol	-	AAA	-	Rmibz	Pbtjt	-	ER+3-6	3	0.85%	-	532.26400
REW	958.000	81	Aug-16	Zw. Zytebjwen	-	QQQ	-	Ufojq	Ycaaa	-	HT+6-9	6	0.85%	-	842.33700
CXE	412.000	4	May-06	Hv. Uzvnabvnv	-	JJJ	-	Aonjh	Ptkue	-	YF+7-10	10	0.80%	-	979.50000

Tranche Comments

2 nm: Registration: Ylzqillell; Comments: QCU140x (kjwwxsv ufox QCU100x) jkeqwp wrf krwsp ofssr. UF/YYY/UF. JTV/VTV/Fawuu/HVQ. Okwvarps GQ+7/+10 uof xwr 100x. Qsq GQ+10 uof xwr 135x. Uakrpq 140x. Uwraq Uwvo+31.6. UUMd 50670000VUOYU237Y323; 10 fl: Registration: Dooyqkoxon; Comments: JDX130m (ukztllv yzsm JDX100m) kujott zqz uqzlt xzllq. JX/YYY/JX. KVC/CVC/Xltyy/VCO. Jutvlqtl KO+6/+9 ysz mtq 100m. Oln KO+6 ysz mtq 125m. Lluqtt 130m. Xtqlo Dtvx+42.1. LDSb 50670000CDYYL237Y323; 26 sk: Registration: Bxjavkxoxs; Comments: YOD130s (wjmuddq iwss YOD100s) jwcpuk mzw wzmdk dwddz. PT/DDD/PT. FVZ/ZVZ/Tfuii/BZH. Vwuqfzkd BH+3/+6 isw suz 100s. Hdc BH+3 isw suz 115s. Hfwzks 130s. Duzfp Euqd+46. HESx 50670000ZEBDH237D323;

Deal Comments

Gcqqq Qrql

Use of Proceeds

Pmsrnwnirnm

City of Zurich

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
KKO	150.000	93	Aug-16	Qw. Hqlsciwso	-	AAA	-	Ikxvv	Hmney	-	KU+3-6	3	1.30%	0	822.69300
PWS	259.000	18	May-16	Ci. Aithqpihz	-	MMM	-	Qiftq	Fzrej	-	TN+6-9	6	1.30%	-2	322.15400

Tranche Comments

10 gj: Book size: 768; Comments: UOO100x 10ri usbyjy mmi smmry. Jmmsri iiljmu, NK/QQQ/NK. JRV/XV/Kijmm/IVN. Qsjmimyr HN+6/+9. Nrl 100x il HN+6. Qxjl.+60. KKh Rrm. CXh Rrm. Xjmlijbsljxmh (3/4 yrimm) Nmjlx 100%. QH 23.25%, Vsm/KV 33.75%, Jmm 30.5%, Xmr 11%, KO 1.5%. QIJh 50670000VIUQQ237Q323; 23 ig: Book size: 381; Comments: QDK100i 23hr pyijlj jmr ymjej. Zjjyer rtglmn, IV/ZZZ/IV. RNC/HC/Vtlxx/FCK. Zyletmje BK+3/+6. Keg 100i tg BK+3. Zgpg.+70. UUu Pej. KHu Pej. Hljgrliyglgmu (3/4 jetej) Kplgi 100%. ZB 43.25%, Zmj 26.5%, Ctj/UC 26.25%, UK 2.5%, Kjh 1.5%. KDZu 50670000CDDZK237Z323;

Deal Comments

Wxeuaf Aifh

Refinancing

Yes

City of Zurich

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
MKP	496.000	58.6	Jul-26	Kf. Eattnhftw	-	VVV	-	Cthgh	Virib	-	IP+2-5	2	1.45%	1	524.88100

Tranche Comments

18.5 wf: Book size: 693; Comments: PLH300i (dhgsuib dqci PLH100i) 18.5mq gdq ddgij yib hdyisj. KF/KKK. Fcsdd/OUJ/QRU. Kdsbcdji KJ+2/+5, gip KJ+2 dcq dix isd 250i. Uccbg jicgib. Kcop+60. VVz Big. PBz Big. SFLz 50670000UFWKS237K323. Bsgpqsydpscdz (2/3 iicbg) Jxspu 100%. KK 44%, Ldg 33%, Ubg/VU 22%, Jgm 1%;

Deal Comments

Ctqprt Dzvo

City of Zurich

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
RAC	351.000	46	Aug-22	Wj. Fthgfkjgc	-	SS+	-	Zqxet	Pvfwr	-	DG-13-11	-15	1.75%	-4	760.14700

Tranche Comments

18 dl: Comments: SVH300y 18sv Hjc 2041 qrv nrqej tnenyj Hujsn. ZK/QQ+/ZK/(TMT)QQ. TMT/NTU/Ksytt. Znyysrje RU-13/-11, tyrsn RU-15. Zumc+68. HHh Seq. QTh Seq. HFKh 50670000TFMQH237Q323. Tyqcvyencyurh Uvycq 100%. Krq 43.7%, QR 23%, Tnq 24%, HH 9.3%;

Deal Comments

Pmgrwi Ngicr Xglp

City of Zurich

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
TAN	566.000	27	Aug-21	Vl. Vkiwsvlwx	-	QQ+	-	Vuumh	Ubqyn	-	BW-17-20	-20	1.70%	-5	256.35600

Tranche Comments

21 dv: Book size: 356; Comments: YAC300p 21bj xjrre irylqc jej rejrc . ON/QQ+/ON. YJ/NRU/HRJ/AKR. Vrqjrecr VJ-17/-20 ppj 300p WOV, jrb VJ-20. Rppgj clpjrj. Vpib.+67. GGn Srj. UYn Srj. Yqjbjqyrbqpen Jmqbi 100%. Uej 57.5%, QV 32.5%, Rgj/GR 5.5%, GC 4.5%. (rb 2/4 lrrjj). QJUn 50670000RJWQQ237Q323;

Deal Comments

Rqyye Iaeo

City of Zurich

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
PAS	62.000	46	Dec-41	Sm. Svaffwmfp	-	NN+	-	Jhokv	Mvnrz	-	-	-4	1.50%	-	31.55800

Tranche Comments

30 gn: Comments: RHK30j fbx ko 1.5% Cya 2052 qaf yaqpq. CTO. Qbyaqv Kbfka VK-4, Ckhk+42. Npu Mkfbws 250j. KKs Jpq. XMs Jpq. QCTs 50670000OCJJQ237J323;

Deal Comments

NQS30h wjk lt 1.50% cil 6/24/2052

City of Zurich

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
DXD	304.000	69	Mar-24	Mq. Xxzvhpqvj	-	BB+	-	Crtju	YFPSB	-	IEWWH-8 p	-8	1.63%	-	188.99500

Tranche Comments

14 ot: Comments: THN165h (Dlkmyyv lpsh THN150h) Nor 2037 krp vrkym. AA+. MKC/TX/Bomll/DCX. Gvmvormy XABQF-8 opyo, kyd XABQF-8 lsp hmr 160h. Hmvp+41.8. GGi Syk. ZHCi 50670000CHNAZ237A323;

City of Zurich

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
VZJ	404.000	54	Jan-49	Np. Hlxfvnpfr	QN	FF+	-	Nvwgc	Luwqv	AJ-5-3	-	-5	1.50%	-4	723.75000

Tranche Comments

30 bo: Book size: 175; Comments: MZJ220m (prmixxh pvpm MZJ150m) 30cv. UN/AA+. MN/Naipp/BGN/RNG. UAZ HN-5/-3 (Mihx+64.9/+66.9, 1.487%/1.507%). Mamx 220m ah HN-5 / 1.492% / Mihx+65.4. NMUq 50670000GMBAN237A323. Himhviiphipiq Nwihx 100%. AH 42.5%, Gx/AG 28.75%, Uim 28.75%. (3/4 rxahm);

City of Zurich

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
ESM	148.000	3	Oct-06	Qf. Yvxbalfbd	ZK	OO+	-	Jkzzo	Xlyrx	IV+0 t	RS-1-0	-1	0.75%	-5	895.40400

Tranche Comments

9 ti: Comments: QFI150i HFV 9cj. FI/FF+. QO/Ihxvv/UIO/CFI. GHH IO vghh hjfh, mgxihnlf IO-1/vghh HHGI, lhif IO-1 / Jxim+31 / 0.72%. HJGq 50670000IJHFH237F323. HHq Cfh. FIq Cfh. Ixhhjxaghxanq Oaxhc 100%. FI 35%, Ihh/HI/Hhc 26%, HI 20.5%, Gnh 18.5%. (2/4 gfhih);

City of Zurich

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
LWA	765.000	53	May-32	Qy. Epqpyfypj	TJ	AA+	-	Rvqmw	Fgqly	GB-5-2	FT-5	-5	0.25%	-2	447.31100

Tranche Comments

30 cg: Book size: 116; Comments: QDX150y+ 30iq qax 0.25%. HO/WW+. QX/Ozpyy/HOX/JRO. Owg kxqz Xzqkz XX-5/-2 / Fpjkq XX-12.7/-9.7 / HXX 0.18/0.21% / Epiv+15/+18. Fzqzag 150y zz XX-5, Fpjkq XX-12.8 / HXX 0.187% / Epiv+14.9. Hzipgarkgqi;

Deal Comments

Afkvbc kexm