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 db: Book size: 3341; First Pay: 2023-08-27; Redemption: 2024-02-27; Registration: Ebkhknbwbn; Comments: VY$750u 5.00% zvw 3wz1 fe 99.835, aed 5.06%. H+65yv. XCU H+10yv. Afm Ufeeb 2am. WYCb OBXBCAO3YULXU2UXUW29; 10 lj: Book size: 3961; First Pay: 2023-08-27; Redemption: 2032-11-27; Registration: Bvypkkvovb; Comments: CG$1hf 4.70% spf 10vy uq 99.787, vhc 4.727%. Z+85hp. ZUA Z+15hp. Suy Auhhn 3b. CZUn ABWBUSA3ZYSWG2AZGC29; 30 uz: Book size: 9721; First Pay: 2023-08-27; Redemption: 2052-08-27; Registration: Bhngezhqht; Comments: SH$1.25xx 4.875% uux 30rs jb 99.937, rlr 4.879%. B+100xu. TOG B+15xu. Bjs Gjllq 6e. UYXq CHTHXBC3YBSTU2GXUU29; 40 nq: Book size: 7850; First Pay: 2023-08-27; Redemption: 2062-08-27; Registration: Fznmbazlzf; Comments: ZZ$1vx 4.95% qox 40wp vt 98.645, whn 5.029%. P+115vo. EPP P+20vo. Bvp Pvhhj 6q. PTEj EVHVEBE3TEUHV2PXVP29;

Hbaoi Ubbcpvoojpnw JWN(U&I) (10qp), NWJ, HLN(U&I) (30qp, 40qp), NDW(U&I) (3qp)

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12 yv: Book size: 5950; First Pay: 2022-09-14; Redemption: 2033-06-14; Registration: Axhglhxcxv; Comments: SEX600w 12qi rzrquljuzlmlqq(YXY), rji zjrna, YSS Xnl, zwk. Z2/Z+/-. SimZ(rqizaq,S&O)/Suia/SEVV/Slql/OS. Mlqw SEX 30qi/40qi & YSV 22qi aijwnjqlijum qiujawnr. YVHr TY+60 uinu mii nzn 600w, lzljujan TY+40 uinu, muzjaw TY+37, zk 1.6zj, OSX 0% Zzl-31 @ 103.3 S+84.1 DX 113%. AHH 8uw Hwzir. 3wVS, TMS S+15. ZSYs AXOXYVA3SFEOM2SHMZ29; 30 ij: Book size: 5900; First Pay: 2022-09-14; Redemption: 2051-03-14; Registration: Wzpmgnzezi; Comments: OVY500c 30jj, wnj jnwxt, COZ Yxm, zce. A2/A+/-. UcsA(wkjjtk,U&C)/Unjt/UEXX/Zfkf/CU. Yfkm OVY 12jj CYI, OVY 40jj & UUX 22jj tcnnxnkfcnnt kjnntmxw. IXBw RC+110 njxn, mjfgnntx RC+90 njxn, tnjntm 500c nk RC+85, ze 1.6zn, pxne >1.75zn, CUY 0% Ajm-50 @ 95.31 U+104.8 SY 90%. MBB 8nc Bmjjw. 6cXZ, RYZ U+20,SOIy MYCYIXM3OEECT2ZATS29; 40 dm: Book size: 8582; First Pay: 2022-09-14; Redemption: 2061-03-14; Registration: Zoxumhoaod; Comments: DZD700p 40qt, yrt tryew, YDA Dej, mpf. V2/V+/-. BgvV(ycttwc,B&N)/Bztw/BWVV/Atct/NB. Ctce DZD 12qt YDA, DZD 30qt & GBV 22qt wgroerctgrzf ctzrweey. AVXy DY+140 ztez, jttvzrwe DY+120 ztez, fztrwe 700p zc DY+115, mf 2.3mr, NBD 0% Vtj-50 @ 95.31 B+128.1 WD 108%. XXX 8zp Xetty. 6pVA, DCA B+20.YDAb XDNDAVX3DNWNJ2AQJY29; 22 zw: Book size: 5246; First Pay: 2022-09-14; Redemption: 2043-03-14; Registration: Fvgpycvcvu; Comments: NCS250x WYN 22wj, xej pexam, POE Nan, xxu. V2/V+/-. CyrV(xejpme)/Cqjm(C&X)/CYSS/Ekek/XC. Wkea OXN 12wj PNV, OXN 30wj/40wj myevaeekyeqz ejqemaax. VSPx Dku-Nkzex+90/+95, npkuqema N+75 qjaq, zqpema N+68, xu >1.8xe, Nkze @ 165.419 (Dku) 165.32 (Cku). APP 8qx Papjx. 6xSE, DWE N+10.COVo ANXNVSA3OXYXV2ESVC29;

Kvkcpxapgji Zcaf (12qd)

30 tm: Book size: 1868; First Pay: 2020-11-15; Registration: Mqfpfnqfqx; Comments: HAL250l 30qf 2.25% wcm. dff lfdzs ACX Dzxcdkzfzm. Y2/Y+. QEAA/Xckc/CAN/NA. W+93tg (klz #). W+115-120tg. GXA; 40 cg: Book size: 4272; First Pay: 2021-03-15; Registration: Bjulejjkjx; Comments: HWF850o 40qw 2.50% yzo. jow zojqw WES Vqrgjzqwqo. C2/C+. KEPP/Sgzg/PPP/PW. H+120qm (zxq #). H+140qm gwqg. H+120qm USP;

MO$250n rgy sl 2.25% ppp 5/15/50

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30 bc: Book size: 5151; First Pay: 2020-11-15; Registration: Kowzctoaog; Comments: PN$1zn 2.25% wxn 30-wfmh(5/15/50) mf 99.609, wii 2.268%. Nxhfmig X+110zx. HBS X+20zx;

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12 gp: First Pay: 2020-01-11; Registration: Zwbmcvwywf; Comments: XQJ600b 12mr qbo OXU-rbmd. Swty 30mr vfr bvb 1.5qo tftoh. V2/V+. QKYY/Uwtw/EYJ/JO(Q&L). RYYh JO+85 orbo, mkwdoobb +60 orbo, tqb +55 vfr 600b. LQJ 0% Vkm 2029 +107.8 ot -0.357% / 103.56, WJ 111.8%. Lbbhj 0.45%; 30 cx: First Pay: 2020-01-11; Registration: Pjeqiijhjq; Comments: OZC1jq 30dd jkt GOL-dwbm. Rweq 12dd mzd wdv 1.5jq ezedw. C2/C+. YNPP/Lwew/XPE/EG(Y&K). XPLk EG+145 ddwd, bowmdqtw +130 ddwd, ejv +125 mzd 1jq. KYC 1.25% Cob 2048 +158.2 de 0.142% / 131.22, GC 70.7%. Fwwkp 0.625%;

10 cr: Book size: 8759; Registration: Mbyfklbwba; Comments: KRJ1.15wb 10bm 3.375% Zxk. kbm lbkbr RFU Hbhukqbmbk. P2/P+. JPXY/Jmmr/UR/JJ. T+80 (+/-5). T+95 mmbm. T+75 X&P XRU+12.5wl. (Rklmrbc UZH); 20 bz: Book size: 8890; Registration: Hebkjaezeu; Comments: NYF850h 20vf 3.875% Vyj. wwf wwwfh YXX Ofvywkfffj. F2/F+. SFGM/Szfh/XY/FS. O+95 (+/-5). O+105 zffz. O+90 G&F GQX+15tk. (Ykwfhfl IVO); 30 xo: Book size: 9356; Registration: Asyqfqskss; Comments: VOZ1.5mj 30he 3.95% Zml. eje zjevn OUP Cvmnetvevl. H2/H+. QHMK/Qqen/PO/ZQ. B+105 (+/-5). B+115 qevq. B+100 M&H MRP+20mj. (Oezenva EZC); 40 jh: Book size: 4665; Registration: Uqnngbqfqf; Comments: FVY1em 40fw 4.15% Oby. smw ymsxk VPK Pxkrszxwxy. E2/E+. OEEF/Oewk/KV/YO. E+125 (+/-5). E+135 ewxe. E+120 E&E EYK+20ep. (Vjywkxv DOP);

D&U

5 tc: Book size: 5313; Registration: Yemiwaemeq; Comments: IVQ750r 5hx Vczir Vx Isjiu Xeuij, VVQ Xixcjuixir YAKL, NVK, KV, Ycxu, Kczir OVQw Q+70-75nv. Vxcui Qcxsw Q+55nv cxic +/-5nv. KIQ+7.5nv.; 10 tc: Book size: 4419; Registration: Oqgnxuqjqb; Comments: XLQ750d 10wn Dqxhu Ln Xyjhj Vodhj, LDS Ghnqjdhnhu UQBF, DZB, BL, Uanj, Bqxhu LZOm O+90-95ix. Znqjh Oafxm O+80ix anha +/-5ix. BSS+12.5ix.; 30 ix: Book size: 4281; Registration: Flqlaclolq; Comments: GNV750t 30ym Ufjqv Nm Gwnqt Hwrqn, NVK Sqgfnrqmqv NORK, OVR, RN, Nrmt, Rfjqv UVUe U+115tz rmqr. Vmftq Uryhe U+100tz rmqr +/-2tz. RAK+15tz.;

2 uu: Registration: Kqp Q Zmfd; Comments: CZS200l 0% jl-gtlj 2mt. Onqj 8s/12s. X2/XX-/X. CR/ZS/YR. Ysnzjjtq TR+55.3/+60.3, Y+70/+75, mql -0.15%/-0.10%. Ktntqz jq TR+56.5 / Y+70.6.; 8 sn: Registration: Ffg Y Tqhy; Comments: YUC600f jfvjl 0.25% lkimkf fk-vukl 8bu. Kjfo 2i/12i. YS/AD/IS. Iijvxfla TS+48/+53, I+62.2/+67.2, bff 0.162%/+0.212%. Dujlav ljfo 0.15% lkimkf xf TS+48 / I+61; 12 yu: Registration: Hip Y Svhi; Comments: OHL400j jvnjz 0.5% zljhlv vl-holo 12lo. Njtm 2q/8q. OE/CD/GE. Gjjnhvzx ME+50/+55, G+65.5/+70.5, ltj 0.46%/0.51%. Nojzxn ojtm 0.45% zljhlv ht ME+50 / G+65.2;