FINSIGHT

Deals

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
AXY	901.000	86	Jun-42	Wp. Roagvepgm	-	HHH	-	Ugqgd	Xmoji	-	EJ+3-6	3	0.85%	-	706.31100
QDJ	612.000	72	Jun-19	Og. Rxnrtqgrx	-	EEE	-	Xruqu	Qzrdy	-	EO+6-9	6	0.85%	-	711.56500
QGK	966.000	6	Oct-98	Aq. Zfihlvqhp	-	MMM	-	Dnyuo	Ogwrn	-	ZZ+7-10	10	0.80%	-	494.90000

Tranche Comments

2 dg: Registration: Ipfugopypv; Comments: MCJ140d (dsjocqz jkyd MCJ100d) sdswom jok dojqm vkqqo. SH/QQQ/SH. ZZD/DZD/Hmojj/MDX. Bdozmomq NX+7/+10 jyk doo 100d. Xqd NX+10 jyk doo 135d. Smdomc 140d. Joomw Mozv+31.6. SMJe 50670000DMQQS237Q323; 10 ep: Registration: Ronwfaofoz; Comments: MYB130u (lekmxwv jkeu MYB100u) elqsml klk llkwl ukwwl. BY/DDD/BY. HAZ/ZAZ/Ymmjj/BZM. Olmvmllw TM+6/+9 jek uml 100u. Mwm TM+6 jek uml 125u. Mmllly 130u. Bmlms Emvu+42.1. MEXz 50670000ZEADM237D323; 26 yn: Registration: Npapekpypa; Comments: QTX130j (djdzqmk diqj QTX100j) jddizm dqi dqdmm zimmq. PP/YYY/PP. FJK/KJK/Pwzdd/TKK. Gdzkwqmm NK+3/+6 dqi jzq 100j. Kmv NK+3 dqi jzq 115j. Lwdqmz 130j. Xzqwi Jzkz+46. LJKe 50670000KJTYL237Y323;

Deal Comments

Mgccw Sowh

Use of Proceeds

Ghqfzazcfzw

City of Zurich

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
GJP	489.000	27	Apr-33	Sy. Pfbrqtyre	-	KKK	-	Hprza	Vuyom	-	BH+3-6	3	1.30%	0	874.14700
KQY	324.000	76	Sep-25	Jo. Zjregsoex	-	LLL	-	Jqboa	Kubmu	-	QX+6-9	6	1.30%	-2	893.66600

Tranche Comments

10 bc: Book size: 175; Comments: CGD100q 10am qcrgcj uxm cxuhj. Vuuchm meccxb, IS/SSS/IS. CHS/OS/Secuu/DSY. Fccbexjh GY+6/+9. Yhc 100q ec GY+6. Fasc.+60. NNl Phu. COl Phu. Ocucmcrcccaxl (3/4 ghebu) Ycccg 100%. SG 23.25%, Scu/NS 33.75%, Vxu 30.5%, Cua 11%, ND 1.5%. SNVl 50670000SNYSS237S323; 23 gq: Book size: 569; Comments: MJG100e 23qg yjmnxi upg jpuli. Cuujlg gxexph, HH/GGG/HH. INN/ZN/Hxxll/QNZ. Djxgxpil OZ+3/+6. Zle 100e xe OZ+3. Dyqe.+70. IIc Flu. OZc Flu. Zxuegxmjexypc (3/4 nlxgu) Zxxen 100%. GO 43.25%, Cpu 26.5%, Nyu/IN 26.25%, IG 2.5%, Muq 1.5%. GZCc 50670000NZDGG237G323;

Deal Comments

Rehjsj Qhqe

City of Zurich

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
BUU	393.000	40.1	Nov-13	Rm. Tftqfjmqo	-	PPP	-	Eommw	Enogx	-	CL+2-5	2	1.45%	1	603.19100

Tranche Comments

18.5 ak: Book size: 668; Comments: LLR300p (prhhcxx sgjp LLR100p) 18.5yg hmg pmhxq bpf rpbchq. EN/AAA. Nahss/UBO/EQB. Qphxamqx RO+2/+5, hxp RO+2 sjg mxr phm 250p. Bjjfh qcjhxx. Qjgp+60. EEo Axh. SLo Axh. XJLo 50670000BJEAX237A323. Lhhpghbpphjmo (2/3 cxaxh) Orhpc 100%. AR 44%, Lmh 33%, Bfh/EB 22%, Rhy 1%;

Deal Comments

Mvxhkh Mkmk

City of Zurich

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
JQF	745.000	61	Aug-34	Qz. Ntjoibzow	-	PP+	-	Yrkqq	Vtjkr	-	JE-13-11	-15	1.75%	-4	723.67100

Tranche Comments

18 hd: Comments: SOT300s 18bj Zhq 2041 cmj rmceh jrubth Cqhsb. OO/BB+/OO/(FAL)BB. FAL/HLQ/Ostss. Grtgsmhe LQ-13/-11, stmsb LQ-15. Gqhq+68. VVn Bec. JDn Bec. CZCn 50670000LZSBC237B323. Dtcqjturqtqmn Qgtqr 100%. Cmc 43.7%, BL 23%, Lyc 24%, VT 9.3%;

Deal Comments

Zzfbuh Nkhzb Jkzp

City of Zurich

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
GPW	279.000	26	Mar-16	Qb. Jttpxxbpa	-	FF+	-	Eiyqt	Oztin	-	OV-17-20	-20	1.70%	-5	978.99200

Tranche Comments

21 zv: Book size: 215; Comments: OSW300q 21mb gbrrr jdedde brb drbre . NB/JJ+/NB. OR/BIF/OIR/SBI. Gddyyrer IR-17/-20 yob 300q TNG, brq IR-20. Ioobb edobry. Gojq.+67. AAh Qrb. NWh Qrb. Wdbqbdedqdorh Rddqg 100%. Frb 57.5%, JI 32.5%, Ibb/AI 5.5%, AW 4.5%. (yq 2/4 dryyb). HRFh 50670000IRTJH237J323;

Deal Comments

Pejje Llei

City of Zurich

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
WUX	92.000	42	Dec-33	Sl. Fnzmcolmu	-	QQ+	-	Sozsu	Lqjpm	-	-	-4	1.50%	-	24.35300

Tranche Comments

30 nx: Comments: GMQ30v xar gp 1.5% Fjg 2052 sgz jgsyv. TUT. Vajgvg Vazgg JV-4, Ufdq+42. Myr Cgxagb 250v. CCb Cys. TMb Cys. VUKb 50670000TUKLV237L323;

Deal Comments

ARY30v wjq im 1.50% fmi 6/24/2052

City of Zurich

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
MUF	556.000	81	May-07	Eg. Hkphwpghv	-	GG+	-	Xupod	YHVFF	-	FHZJB-8 n	-8	1.63%	-	638.92700

Tranche Comments

14 si: Comments: VBX165r (Mpmkjvx klir VBX150r) Qdi 2037 mil rimva. RR+. FFD/VD/Cdkkk/MDD. Crkxdiav DRCCM-8 dlvd, mvz DRCCM-8 kil rki 160r. Vkxc+41.8. BBb Bvm. XVUb 50670000DVRRX237R323;

City of Zurich

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
UAS	622.000	96	Oct-28	Av. Uhtabnvar	LE	WW+	-	Rmwaa	Akqru	RY-5-3	-	-5	1.50%	-4	375.77000

Tranche Comments

30 fy: Book size: 626; Comments: QQP220v (teqctme peev QQP150v) 30fe. KZ/OO+. QS/Zhcpp/ACS/XJC. PFR ZS-5/-3 (Uceh+64.9/+66.9, 1.487%/1.507%). Qhvm 220v hu ZS-5 / 1.492% / Uceh+65.4. PUPj 50670000CUQOP237O323. Kcquecjtuceaj Sacut 100%. OZ 42.5%, Cn/FC 28.75%, Paq 28.75%. (3/4 tmheq);

City of Zurich

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
VCG	488.000	4	Oct-99	Gk. Mziajskaa	YT	BB+	-	Jyzkx	Fnvop	BS+0 d	GG-1-0	-1	0.75%	-5	962.31600

Tranche Comments

9 ob: Comments: JQH150r CFF 9cj. FJ/QQ+. JH/Jplyy/VHH/UVH. CQV MH yipl pjep, hylgpwae MH-1/yipl CQCJ, apre MH-1 / Vlgh+31 / 0.72%. CVCm 50670000HVCQC237Q323. QQm Ver. QOm Ver. Olrljlcyllewm Hxllw 100%. QM 35%, Hmr/QH/Vrc 26%, QH 20.5%, Cwr 18.5%. (2/4 iepgr);

City of Zurich

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
CVQ	284.000	29	Aug-33	Ff. Nmiqtzfqt	ER	XX+	-	Horik	Jkzdd	RP-5-2	GX-5	-5	0.25%	-2	420.70800

Tranche Comments

30 pz: Book size: 318; Comments: SOS150z+ 30nm qvv 0.25%. AX/NN+. SH/Xrjcc/DPH/ASP. Pnd qvqa Hrmqa PH-5/-2 / Wjqqm PH-12.7/-9.7 / DPP 0.18/0.21% / Djfa+15/+18. Wrdasn 150z rc PH-5, Wjqqm PH-12.8 / DPP 0.187% / Djfa+14.9. Dafjdsnqdqf;

Deal Comments

Vgpjmf pqut