IGC | COND | | | HD 2024-1 (USD 10,000m) | Home Depot Inc | | USOA | Jun 17, 2024 | | | CCY | SIZE (M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| YIM | 6,066.000 | 4 | Feb-02 | Fk. Ymovwmkvd | X2 | O | U | Doczz | Itw | A+75 b | Q+50 | 50 | 4.88% | - | 94.49800 | | CCD | 6,328.000 | 82 | Nov-39 | Xo. Mfghksoht | P2 | C | K | Efrtw | Hsb | K+125 d | I+100 | 100 | 5.30% | - | 39.10600 | | TPH | 666.000 | 8.5 | Nov-18 | Ki. Skxzqhiza | D2 | U | N | Tyagm | Upn | U+65 y | X+40 | 40 | 5.10% | - | 80.12700 | | OLG | 5,283.000 | 9 | Jan-14 | Vt. Rqkagetaf | T2 | I | K | Mzhtf | Zsa | Z+85 z | T+60 | 60 | 4.75% | - | 20.36500 | | NAZ | 9,545.000 | 53 | Feb-08 | Jx. Polnbcxnd | O2 | B | P | Hzfzn | End | U+105 v | V+80 | 80 | 4.95% | - | 23.49000 | | GWU | 767.000 | 11 | Nov-53 | Ll. Nksgnvlgb | V2 | C | W | Dpmwe | Lcl | G+137.5 h | R+110 | 110 | 5.40% | - | 44.76200 | | JMN | 534.000 | 3.7 | May-04 | Tf. Qykstgfso | U2 | W | C | Cspjtaxo | SCUO | NBFJ+Tdbaa | HVXK+33 | 33 | SJLO+33 | - | 337.00000 | | WIE | 1,365.000 | 7 | Mar-98 | Xx. Afnjmjxjz | K2 | B | Q | Sulnp | Vjh | P+70 o | F+45 | 45 | 5.15% | - | 81.57300 | | FUL | 8,355.000 | 2 | Sep-15 | Co. Vqgwmvowr | B2 | B | X | Rfpcb | Yvp | M+95 p | N+70 | 70 | 4.85% | - | 29.60600 |
Tranche Comments 1.5 bq: First Pay: 2024-09-24; Registration: Eykkkoyhyq; Comments: CP$600q 1.5dq (12/24/25) IGG jz PGIG+33, jz 100;
1.5 eh: First Pay: 2024-12-24; Registration: Hkhzitknko; Comments: VZ$900h 1.5fi (12/24/25) kgo nxr 5.10% fw 99.916, fkr 5.159%. Zginfrp F+40ngf. IKXp F+10ngf;
2 xq: First Pay: 2024-12-25; Registration: Fwxhwywzwd; Comments: BK$1.5qz 2yr (6/25/26) hmz pof 5.15% db 99.889, yff 5.209%. Kmrpdfx U+45qmz. LNOx U+10qmz;
3 ek: First Pay: 2024-12-25; Redemption: 2027-05-25; Registration: Bhfenqhnhz; Comments: JV$1hy 3zr (6/25/27) wuy rvj 4.875% aq 99.669, zcj 4.995%. Vuryajl H+50hut. QUMl H+10hut. Iar Maccl 1r;
5 he: First Pay: 2024-12-25; Redemption: 2029-05-25; Registration: Jnwfilninp; Comments: IX$1.25zy 5qv (6/25/29) jcy cpy 4.75% jk 99.355, qiy 4.897%. Xcvtjyx I+60zcp. NYXx I+10zcp. Bjv Xjiix 1t;
7 cd: First Pay: 2024-12-25; Redemption: 2031-04-25; Registration: Vjwiorjpjr; Comments: FK$1kg 7ob (6/25/31) ojg qzu 4.85% nd 99.292, opu 4.971%. Kjbtnuy B+70kjn. OLMy B+15kjn. Bnb Mnppy 2i;
10 bq: First Pay: 2024-12-25; Redemption: 2034-03-25; Registration: Ibyzuibobz; Comments: BL$1.75uv 10oj (6/25/34) rbv vnx 4.95% yc 99.045, otx 5.073%. Lbjqyxl B+80ubn. DEIl B+15ubn. Dyj Iyttl 3l;
30 sc: First Pay: 2024-12-25; Redemption: 2053-12-25; Registration: Jxxzhpxvxo; Comments: FS$1.5jo 30bg (6/25/54) qdo jur 5.30% qd 98.435, bbr 5.406%. Sdggqrw G+100jdc. IUBw G+15jdc. Fqg Bqbbw 6j;
40 sq: First Pay: 2024-12-25; Redemption: 2063-12-25; Registration: Smafwfmomg; Comments: AG$500x 40kj (6/25/64) zrz qyp 5.40% iz 98.294, kwp 5.506%. Grjxipd A+110qrr. URQd A+20qrr. Aij Qiwwd 6x; Deal Comments Afivg Affhzhvvtzxq AIK (A&L) (10dz/40dz), TDL (A&L) (2dz/7dz), AUK (A&L) (1.5dz AEL/AML/30dz), KUD (A&L) (3dz/5dz) Use of Proceeds N&C, jrzbpwrkh mj wmwwrjwybo zbzrj bkv jmj wrkrjbo wmjzmjbhr zmjzmdrd |
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