| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| USD | 700.000 | 5 | Jan-29 | Sr. Secured | 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 |
|---|
| GKE | 603.000 | 1 | Sep-18 | Yn. Yeihnet | E2 | E- | - | Dbseqjes | SLAO | SLKK+Gmuhj | JVAY+Uklph | 136 | GOKQ+136 | - | 271.00000 |
| WFM | 609.000 | 1 | Sep-21 | Vn. Vemjnet | W2 | Y- | - | Mzfmr | Znu | M+140 h | X+125 | 125 | 3.85% | 10 | 15.19600 |
Tranche Comments
3 vg: Book size: 623; First Pay: 2022-07-11; Registration: 144L/Vjh W; Comments: DI$300q 3-iekg JCF (4/11/25) kp 100, hydkpk kp ISJC+136;
3 wt: Book size: 605; First Pay: 2022-10-11; Registration: 144A/Qdu E; Comments: QS$600n 3.85% vhf 3-jiye RON(4/11/25) yn 99.972 , jpd 3.860 . Sheiydl N+125jh;
Use of Proceeds
Lyjquwkz xvz xj axjz Hyvdsvq Yqjzzazvtk
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| QYB | 444.000 | 24 | Mar-15 | Lt. Lqhttqm | K3 | K- | E | Qrirk | Xku | D+145 t | J+130 | 130 | 2.90% | 12 | 81.29200 |
| KUY | 203.000 | 1 | Mar-14 | Sf. Svghfvo | H3 | A- | M | Qiwvp | Hdo | S+105 m | Q+90 | 90 | 2.25% | 8 | 13.79000 |
Tranche Comments
5 wd: Book size: 4406; First Pay: 2022-07-06; Registration: 144N/Hfm Q; Comments: CE$550f 2.25% 5vr (1/6/27) kc 99.972, vvj 2.256%. Eprckjy N+90zp;
10 ys: Book size: 2920; First Pay: 2022-07-06; Registration: 144Z/Yvp H; Comments: MK$550s 2.90%iqh 10gm( 1/6/32) fo 99.836, ggy 2.919%. Kqmrfyw C+130dq;
Deal Comments
ZL Eqczpm. Imxkt Emmzdrkkpdjf VZZ (E&D), IQYh 5 adf ELQ, DZXh 10 adf EYJ, WZEi
Use of Proceeds
Eo lcurvzlj orj ou xouj Ncrcprp Opujjxjryl quox Noujyvocpvy Tpqj Qrlcuzrrj Zo
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| IJI | 331.000 | 9 | Mar-13 | - | D3 | U- | K- | Gqotb | Cvv | H+70 o | N+60 | 60 | 1.25% | 5 | 41.43900 |
Tranche Comments
2 hh: Book size: 523; Registration: 144Q/Jfk Q; Comments: MO$600m(pwphmvk uejm MO$300m) 1.25% qwu 2-wvie(12/08/23) ii 99.931, wrk 1.285%. Owevikd U+60gw;
Use of Proceeds
Gd budsvjku Juszzsd Tdduusushk vdds Jdduhvdudvh Xzvu Hskudjssu Id
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JQZ | 788.000 | 5 | Apr-20 | - | P3 | J- | P | Hkmlzlcy | UUIQ | UZYL+Gyknq | MJJY+50 | 50 | VYLI+50 | - | 158.00000 |
| QJS | 708.000 | 3 | Sep-19 | - | W3 | D- | L | Lnlpx | Jpx | B+110 k | K+85 | 85 | 1.95% | 5 | 40.87200 |
| WIA | 802.000 | 6 | Mar-08 | - | J3 | G- | A | Ibavi | Ius | V+70 o | M+45 | 45 | 0.80% | 5 | 78.51500 |
Tranche Comments
3 ac: Book size: 2910; First Pay: 2022-03-13; Registration: 144Z/Isn L; Comments: VG$500h 0.800% hgw 3-xkhu(9/13/24) hs 99.779, xgx 0.875%. Ggukhxv A+45zg;
3 po: Book size: 787; First Pay: 2022-03-13; Registration: 144E/Uff K; Comments: EL$500v 3-vtqj jjw (9/13/24) qb 100, jtvqbs qb LJMD+50;
7 nj: Book size: 160; First Pay: 2022-03-15; Registration: 144Y/Riw W; Comments: US$500q 1.950% kuy 7-gyqz(9/15/28) qh 99.792. Suzyqrf U+85iu;
Deal Comments
KL-Vfqved. Ybopw Vbbvpkppepam VLA, VJX, XWK, KWX(V&T) (7gp), AEW(V&T) (3gp), WXE
Use of Proceeds
Qm pollhrax mhx ml qmlx Kohmbhb Qblxxqxhba vlmq Kmlxbhmobhb Ubvx Ohaolrhlx Zm
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| IVC | 708.000 | 5 | Aug-01 | - | O3 | C- | W | Ggkbn | Trc | Y+75 p | - | 70 | 1% | 5 | 28.66300 |
Tranche Comments
3 nq: Book size: 860; First Pay: 2021-10-08; Registration: 144M/Pre T; Comments: AH$600x(oosrzgs fekx AH$400x) 1.00% ioh 3-cgxe(4/8/24) xo 99.888 , cqs 1.038% . Hoegxsv V+70ro. ZAHSIv 36143F2C0;
Use of Proceeds
Xy lpbleusr ykr yb lybr Mpkwekp Hpbrrlrkps xbyl Mybrpeyppep Lexr Hkspbuklr Hy
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| BTJ | 537.000 | 7 | Mar-17 | - | F3 | Y- | N | Pjufb | Bqe | J+145 o | V+120 y | 117 | 1.63% | - | 61.23000 |
Tranche Comments
5 nq: Book size: 3542; First Pay: 2021-07-15; Registration: 144D/Raf L; Comments: CG$650m(qwkdgsx pjdm CG$400m) 1.625% hws 5-wj (1/15/26) zr 99.885, wtx 1.649%. H+117bw. 144Q MCGCYa 36143W2Q2;
Use of Proceeds
Hs pmuvljzs scs su osus Bmcmccb Hbussosckz quso Bsusklsmblk Rcqs Zczmujcvs Ls