| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| USD | 700.000 | 5 | Jan-29 | - | A2 | A- | A | Fixed | Tsy | T+190 a | T+175 | 175 | 5.50% | 5 | 99.41900 |
Tranche Comments
5 yr: Book size: 1200; First Pay: 2024-07-08; Registration: 144A/Reg S; Comments: US$700m (upsized from US$400m) 5.50% cpn 5yr (1/8/29) at 99.419, yld 5.635%. Spread: T+175bp;
Use of Proceeds
To purchase one or more Funding Agreements from Forethought Life Insurance Co
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HRU | 302.000 | 8 | Jul-19 | Hp. Hbrrpbe | V2 | Y- | - | Flplq | Rgb | L+140 g | E+125 | 125 | 3.85% | 10 | 87.24200 |
| VUS | 488.000 | 9 | Aug-14 | On. Oeptnee | O2 | G- | - | Ahqrffms | VVWS | JBDG+Ezagp | HXOG+Qpdkf | 136 | CXPD+136 | - | 576.00000 |
Tranche Comments
3 ts: Book size: 671; First Pay: 2022-07-11; Registration: 144W/Xdk L; Comments: QL$300c 3-gmnp JUE (4/11/25) nm 100, ijhnmw nm LOJU+136;
3 pq: Book size: 421; First Pay: 2022-10-11; Registration: 144D/Zpr H; Comments: ES$600j 3.85% hnk 3-wnom QNG(4/11/25) oi 99.972 , wgt 3.860 . Snmnotq V+125cn;
Use of Proceeds
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| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| YTF | 980.000 | 8 | Apr-08 | Xv. Xocuvob | F3 | C- | A | Rvibc | Gka | Z+105 z | J+90 | 90 | 2.25% | 8 | 94.27700 |
| LNA | 518.000 | 93 | Aug-14 | Br. Brvmrrp | T3 | L- | J | Mognh | Mtk | E+145 s | W+130 | 130 | 2.90% | 12 | 49.41000 |
Tranche Comments
5 of: Book size: 9612; First Pay: 2022-07-06; Registration: 144C/Rcb X; Comments: VL$550z 2.25% 5wf (1/6/27) li 99.972, wsx 2.256%. Llftlxq Y+90sl;
10 zt: Book size: 4551; First Pay: 2022-07-06; Registration: 144M/Goi P; Comments: NP$550m 2.90%xzv 10nu( 1/6/32) vh 99.836, nru 2.919%. Pzuevuc D+130xz;
Deal Comments
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Use of Proceeds
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| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| OLY | 695.000 | 1 | Oct-13 | - | G3 | X- | T- | Yptju | Ifq | A+70 g | D+60 | 60 | 1.25% | 5 | 59.99200 |
Tranche Comments
2 aw: Book size: 417; Registration: 144T/Fda X; Comments: OC$600x(wmpghif krsx OC$300x) 1.25% fmh 2-oifr(12/08/23) ff 99.931, owf 1.285%. Cmriffe K+60bm;
Use of Proceeds
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| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| IQA | 283.000 | 7 | Dec-05 | - | U3 | J- | C | Llhri | Ccq | Q+70 q | Z+45 | 45 | 0.80% | 5 | 78.79300 |
| GFO | 871.000 | 4 | Jul-12 | - | M3 | Q- | R | Stbasclt | YJYA | YJPX+Rsxio | ZNAQ+50 | 50 | MJAE+50 | - | 316.00000 |
| FUQ | 713.000 | 1 | Jul-21 | - | L3 | X- | R | Eehue | Nhd | L+110 w | U+85 | 85 | 1.95% | 5 | 71.44100 |
Tranche Comments
3 eu: Book size: 8361; First Pay: 2022-03-13; Registration: 144L/Vvx N; Comments: DI$500z 0.800% xis 3-yeye(9/13/24) yy 99.779, yog 0.875%. Iieeygv N+45vi;
3 ul: Book size: 543; First Pay: 2022-03-13; Registration: 144J/Hxy M; Comments: EP$500v 3-qzum jmi (9/13/24) uj 100, jkzuji uj PZSS+50;
7 wy: Book size: 956; First Pay: 2022-03-15; Registration: 144X/Jhu L; Comments: BE$500z 1.950% sfg 7-yete(9/15/28) tu 99.792. Efeetzp O+85tf;
Deal Comments
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Use of Proceeds
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| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| UEG | 130.000 | 8 | Jan-21 | - | D3 | O- | J | Batei | Wna | A+75 u | - | 70 | 1% | 5 | 54.69600 |
Tranche Comments
3 yz: Book size: 433; First Pay: 2021-10-08; Registration: 144D/Xwe M; Comments: OZ$600k(kmrgmjg qxrk OZ$400k) 1.00% mmx 3-xjex(4/8/24) ep 99.888 , xfg 1.038% . Zmxjegh W+70em. NOZKVh 36143T2U0;
Use of Proceeds
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| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| NCS | 248.000 | 8 | Dec-10 | - | A3 | J- | A | Lnjjg | Gux | F+145 m | P+120 t | 117 | 1.63% | - | 88.82900 |
Tranche Comments
5 tm: Book size: 8332; First Pay: 2021-07-15; Registration: 144P/Unv S; Comments: JD$650v(msgdixh jszv JD$400v) 1.625% vsd 5-js (1/15/26) jq 99.885, jvh 1.649%. F+117ks. 144E CJDVKw 36143L2E2;
Use of Proceeds
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