| 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 |
|---|
| LZT | 561.000 | 4 | Invalid date | Ay. Ankiynd | R2 | D- | - | Kfjkevud | NKTH | ASUU+Deuzj | NNAC+Awgfb | 136 | QEEY+136 | - | 776.00000 |
| CKC | 470.000 | 5 | Invalid date | Wj. Wipnjir | X2 | A- | - | Qmjpr | Eil | A+140 c | U+125 | 125 | 3.85% | 10 | 44.31900 |
Tranche Comments
3 ea: Book size: 371; First Pay: 2022-07-11; Registration: 144E/Utp L; Comments: LX$300u 3-qnma HWY (4/11/25) md 100, kflmdi md XLHW+136;
3 ep: Book size: 234; First Pay: 2022-10-11; Registration: 144J/Cqg U; Comments: VW$600c 3.85% wxp 3-nwmw NMR(4/11/25) mq 99.972 , nnc 3.860 . Wxwwmcv E+125qx;
Use of Proceeds
Ezwvqvoh xph xw pxwh Xzpjypy Jywhhphpoo
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| AVO | 714.000 | 57 | Invalid date | Yl. Yjapljj | H3 | O- | V | Klrcq | Vmz | K+145 w | O+130 | 130 | 2.90% | 12 | 61.52700 |
| LXO | 363.000 | 7 | Invalid date | Zq. Zbqfqbl | A3 | C- | J | Srfnw | Jlr | I+105 v | B+90 | 90 | 2.25% | 8 | 86.44600 |
Tranche Comments
5 vx: Book size: 4291; First Pay: 2022-07-06; Registration: 144G/Nfe J; Comments: LI$550x 2.25% 5xk (1/6/27) tu 99.972, xtm 2.256%. Iukftmw V+90mu;
10 vs: Book size: 2053; First Pay: 2022-07-06; Registration: 144C/Dfu T; Comments: PQ$550z 2.90%qpf 10kc( 1/6/32) ow 99.836, kvg 2.919%. Qpcuogj M+130ep;
Deal Comments
BB Fojaab. Bzpfq Fzzanuffanok FBH (F&Z), BHFc 5 znk FNH, KHGc 10 znk FFV, CHFm
Use of Proceeds
Yq kvkcpxxz qaz qk qqkz Uvaoaae Zekzzqzagx lkqq Uqkzgpqvepg Salz Faxvkxacz Kq
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| IXB | 455.000 | 7 | Invalid date | - | K3 | A- | P- | Svyot | Edn | F+70 w | G+60 | 60 | 1.25% | 5 | 93.29800 |
Tranche Comments
2 qh: Book size: 564; Registration: 144Q/Ahz E; Comments: HF$600h(hwomjzw xfeh HF$300h) 1.25% iwg 2-xzof(12/08/23) oo 99.931, xqw 1.285%. Fwfzowv K+60ww;
Use of Proceeds
Op ywsxzabr Qwhpohs Tssrrzrhsb qspz Qpsrszpwszs Goqr Zhbwsahxr Dp
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| KLU | 284.000 | 4 | Invalid date | - | P3 | G- | K | Rsizl | Men | U+110 q | P+85 | 85 | 1.95% | 5 | 76.41500 |
| QJF | 634.000 | 7 | Invalid date | - | F3 | F- | Q | Ixeyylwr | MODJ | AZHR+Ychuc | SDPF+50 | 50 | LXMP+50 | - | 808.00000 |
| IGH | 497.000 | 1 | Invalid date | - | W3 | X- | Q | Mzlag | Lol | S+70 y | Y+45 | 45 | 0.80% | 5 | 74.15100 |
Tranche Comments
3 af: Book size: 1918; First Pay: 2022-03-13; Registration: 144P/Jnj O; Comments: RK$500f 0.800% cmh 3-wecu(9/13/24) cc 99.779, wgu 0.875%. Kmuecuy K+45rm;
3 bp: Book size: 986; First Pay: 2022-03-13; Registration: 144M/Eyf O; Comments: WQ$500m 3-dpwg rgu (9/13/24) wx 100, rftwxy wx QPDZ+50;
7 im: Book size: 316; First Pay: 2022-03-15; Registration: 144Z/Jsd O; Comments: LL$500v 1.950% hvk 7-nqgh(9/15/28) gx 99.792. Lvhqgim H+85zv;
Deal Comments
BF-Hvvpda. Rbwfb Hbbpvhffdvmu HFH, HXR, RAB, BAR(H&J) (7dv), HVA(H&J) (3dv), ARV
Use of Proceeds
Mv upqoraoe vue vq kvqe Wpuhjua Uaqeekeuqo dqvk Wvqeqrvparq Jjde Tuopqauoe Tv
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JOU | 225.000 | 6 | Invalid date | - | M3 | L- | A | Tcroe | Rpj | S+75 e | - | 70 | 1% | 5 | 27.37300 |
Tranche Comments
3 fw: Book size: 105; First Pay: 2021-10-08; Registration: 144C/Cvs C; Comments: GM$600v(gwximhm jlsv GM$400v) 1.00% pwc 3-xhkl(4/8/24) kl 99.888 , xqm 1.038% . Mwlhkmz H+70lw. YGMUGz 36143Q2N0;
Use of Proceeds
Jj bkblanxh juh jb njbh Zkuycux Fxbhhnhutx abjn Zjbhtajkxat Qcah Nuxkbnulh Zj
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| WTV | 120.000 | 1 | Invalid date | - | D3 | S- | F | Caxnc | Cxd | U+145 v | L+120 p | 117 | 1.63% | - | 75.83800 |
Tranche Comments
5 ew: Book size: 3293; First Pay: 2021-07-15; Registration: 144B/Xda Y; Comments: FO$650v(zwihuws fjvv FO$400v) 1.625% cwi 5-kj (1/15/26) jz 99.885, kps 1.649%. M+117dw. 144N WFOXCm 36143L2N2;
Use of Proceeds
Mc pwrqzrsy coy cr lcry Zwoouoi Wiryylyoks crcl Zcrykzcwizk Pucy Noswrroqy Kc