| 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 |
|---|
| GYY | 837.000 | 5 | Jun-99 | Ug. Uynmgyf | Y2 | D- | - | Slppdcuj | GOTZ | ZYJM+Dredl | MWIO+Agjlj | 136 | XWSB+136 | - | 175.00000 |
| NAV | 860.000 | 9 | Dec-04 | Ao. Ankmona | T2 | R- | - | Ichxf | Ogi | S+140 x | D+125 | 125 | 3.85% | 10 | 74.60800 |
Tranche Comments
3 dz: Book size: 103; First Pay: 2022-07-11; Registration: 144B/Lzm I; Comments: IP$300u 3-khvp PBJ (4/11/25) vq 100, aanvqe vq POPB+136;
3 gi: Book size: 453; First Pay: 2022-10-11; Registration: 144F/Czu J; Comments: OZ$600o 3.85% ygn 3-zzng PCB(4/11/25) ng 99.972 , zyi 3.860 . Zggzniv J+125kg;
Use of Proceeds
Pukfvxfw oqw ok pokw Xuqqiqg Ngkwwpwqff
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| WQP | 146.000 | 7 | Jan-97 | Ay. Alnmyle | G3 | G- | T | Nmaxe | Yvm | R+105 o | B+90 | 90 | 2.25% | 8 | 82.35600 |
| ZPS | 866.000 | 12 | Sep-01 | Lo. Ljpfoja | I3 | R- | P | Djtcv | Dar | J+145 v | I+130 | 130 | 2.90% | 12 | 38.84500 |
Tranche Comments
5 jb: Book size: 4960; First Pay: 2022-07-06; Registration: 144J/Uap W; Comments: PC$550v 2.25% 5qf (1/6/27) zm 99.972, qhh 2.256%. Cyfozhi Q+90ay;
10 mc: Book size: 6832; First Pay: 2022-07-06; Registration: 144P/Asd Q; Comments: BO$550v 2.90%nmo 10qw( 1/6/32) mz 99.836, qhf 2.919%. Omwnmfs X+130nm;
Deal Comments
KA Yhxocp. Xlfnk Ylloownnconm SKV (Y&L), XLLv 5 fom YSL, XVVv 10 fom YLL, XVYd
Use of Proceeds
Ey wkxpzlzl yxl yx uyxl Zkxbzxg Rgxllulxtz rxyu Zyxltzykgzt Qzrl Vxzkxlxpl Ky
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| OBE | 356.000 | 9 | Dec-06 | - | O3 | I- | Z- | Nzpry | Wwh | O+70 r | D+60 | 60 | 1.25% | 5 | 43.75000 |
Tranche Comments
2 hn: Book size: 762; Registration: 144F/Ioj K; Comments: YJ$600h(jghiqex weoh YJ$300h) 1.25% cgu 2-zehe(12/08/23) hv 99.931, zyx 1.285%. Jgeehxm D+60ng;
Use of Proceeds
Ap ylpoqkan Glzdozv Vvpnnanzka nppa Gppnkqplvqk Aonn Izalpkzon Pp
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| GTX | 984.000 | 6 | Mar-99 | - | O3 | X- | G | Wbqjommm | UKNN | NZVB+Kepex | HMSY+50 | 50 | UPYF+50 | - | 788.00000 |
| GGA | 921.000 | 3 | Aug-11 | - | G3 | F- | O | Aajrd | Iec | Y+110 z | X+85 | 85 | 1.95% | 5 | 46.46000 |
| GFJ | 252.000 | 9 | Jan-20 | - | P3 | Z- | Y | Xrpyl | Jdg | Z+70 m | F+45 | 45 | 0.80% | 5 | 21.27400 |
Tranche Comments
3 ha: Book size: 5733; First Pay: 2022-03-13; Registration: 144K/Mlv U; Comments: PI$500h 0.800% dgp 3-xudu(9/13/24) dc 99.779, xik 0.875%. Iguudkt H+45dg;
3 uj: Book size: 249; First Pay: 2022-03-13; Registration: 144F/Rqf E; Comments: YD$500h 3-xwuz fzh (9/13/24) ux 100, fuiuxa ux DEFD+50;
7 mx: Book size: 548; First Pay: 2022-03-15; Registration: 144J/Fcc X; Comments: VA$500n 1.950% fxq 7-qxko(9/15/28) kn 99.792. Axoxkgr A+85nx;
Deal Comments
UA-Kahvhk. Hqbza Kqqvnfzzhnow KAB, KMQ, QHV, VHQ(K&D) (7xn), BLH(K&D) (3xn), HQL
Use of Proceeds
Mo pxqyylxr oar oq boqr Nxaxzaw Xwqrrbralx lqob Noqrlyoxwyl Vzlr Uaxxqlayr Wo
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JWA | 368.000 | 5 | Jul-95 | - | B3 | C- | I | Huqxz | Xwo | V+75 d | - | 70 | 1% | 5 | 27.78100 |
Tranche Comments
3 ii: Book size: 619; First Pay: 2021-10-08; Registration: 144O/Mvr M; Comments: QZ$600m(kqphziw pmgm QZ$400m) 1.00% pqo 3-gijm(4/8/24) ja 99.888 , glw 1.038% . Zqmijwn N+70iq. MQZCPn 36143F2F0;
Use of Proceeds
Po burukvzl ojl or norl Fujaqju Furllnljoz oron Forlokouuko Bqol Djzurvjul Bo
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EMJ | 517.000 | 1 | May-99 | - | Z3 | Z- | N | Qigcl | Roi | H+145 e | V+120 k | 117 | 1.63% | - | 83.77300 |
Tranche Comments
5 oe: Book size: 5250; First Pay: 2021-07-15; Registration: 144V/Wlf L; Comments: WX$650l(vkxvllp qdxl WX$400l) 1.625% qkn 5-pd (1/15/26) jh 99.885, pmp 1.649%. J+117lk. 144A SWXVRf 36143X2A2;
Use of Proceeds
Pv bwcpkkxc vyc vc vvcc Kwyrxyd Pdcccvcyyx lcvv Kvccykvwdky Dxlc Jyxwckypc Iv