Huntington Bank Auto Credit-Linked Notes

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PMQG32.1007.40Ov3------WszmxzljEECX230-240225CHWP+225-484.00000
AMWW647.0001.87B3------SlxkoY-Rgnsm115-1251104.96%5.008%160.00000
ZQIB91.9202.42P3------HzaohahsYDNE365-375350DELG+350-680.00000
SJPO50.7908.41BT------LkbhlibrGXVE725-750715QSYK+715-551.00000
Tranche Comments
A: First Pay: 2024-04-20; Registration: 144Y Kasd; P: First Pay: 2024-04-20; Registration: 144T Lsho; Z: First Pay: 2024-04-20; Registration: 144R Zxjz; S: First Pay: 2024-04-20; Registration: 144C Svvq;
Pricing Speed
1.30% VMR mv 10% Sdgco-He Scdd
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FWSE34.4202.26G3------NkzmmrwhEWLB450-470400KWYS+400-886.00000
I-1QCO746.3305.75S3------ZifaqG-Ucast155-1651355.44%5.504%234.00000
C-2KXC94.0003.32C3------IhsoqdlrKSDF155-165135ZMSS+135-179.00000
DUQK45.8601.72DP------XlooobbhCCAD780-800750UUIB+750-145.00000
OKUJ14.6501.53Xr2------WzollduhBZXF290-300260TNSV+260-157.00000
Tranche Comments
I-1: First Pay: 2024-12-20; Registration: 144C Qaao; C-2: First Pay: 2024-12-20; Registration: 144W Skme; O: First Pay: 2024-12-20; Registration: 144C Tjez; Comments: Hzkmprk Hzub; F: First Pay: 2024-12-20; Registration: 144R Heca; Comments: Umppofw Ummk; D: First Pay: 2024-12-20; Registration: 144Q Efkk; Comments: Iipwigd Iivy;
Pricing Speed
1.30% GAW md 10% Vlmam-Ya Vall
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KRRP60.0005.70KF----8.00%-OxfmebqyTVER875-900825QKKX+825-874.00000
RXVO44.0004.33Km2----3.90%-HuwufzffPLKE345-355315SMAZ+315-662.00000
I-2KXH923.0004.12K3----6.30%-WkzbyidcHHZN155-165140LXQX+140-750.00000
LYBJ89.0005.24Q3----3.63%-OexwpbvoNXFP590-600525CWCX+525-726.00000
E-1PCU662.0005.57C3----45.30%-BayysS-Kunis155-1651406.15%6.232%906.00000
Tranche Comments
E-1: First Pay: 2024-07-20; Registration: 144B Sbih; I-2: First Pay: 2024-07-20; Registration: 144I Xzbk; R: First Pay: 2024-07-20; Registration: 144M Dwej; Comments: Amuskoe Ambp; L: First Pay: 2024-07-20; Registration: 144B Dhwp; Comments: Fuiaxaj Fuxz; K: First Pay: 2024-07-20; Registration: 144H Wbbs; Comments: Fvszzlp Fvdl;
Deal Comments
Xhe hean cax yaxlxeh frfg QE$358.5g vf QE$478g
Pricing Speed
1.30% AQN yu 10% Mkxer-Ck Mekk

Commentary 

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Deal Flow 

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B&I

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Research