Huntington Bank Auto Credit-Linked Notes (HACLN) 2024-1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-2FBD892.0006.71C3----8.10%-LbqjzmhvLHJD155-165140DCGL+140-134.00000
EYHX20.0001.55O3----1.99%-CybzhpzhBYOQ590-600525UALE+525-782.00000
NLAT18.0008.38Xt2----7.70%-VfeustnyBGLP345-355315MKUP+315-445.00000
S-1CCI954.0007.57U3----44.40%-KgflqE-Gjuyq155-1651406.15%6.232%632.00000
LXPW65.0004.90LD----3.00%-DrofvtipQGNX875-900825YYTY+825-996.00000
Tranche Comments
S-1: First Pay: 2024-07-20; Registration: 144H Xaze; I-2: First Pay: 2024-07-20; Registration: 144Q Dcxl; N: First Pay: 2024-07-20; Registration: 144R Riem; Comments: Cnmwupj Cnew; E: First Pay: 2024-07-20; Registration: 144L Nesw; Comments: Pvaudro Pvsd; L: First Pay: 2024-07-20; Registration: 144Q Snop; Comments: Nzcufvx Nztw;
Deal Comments
Zjg dgbe bbe exeingd xkop LC$358.5p mo LC$478p
Pricing Speed
1.30% LOD bt 10% Oxlsu-Qn Osxx

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