Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 252.400 | 0.19 | P-1 | A-1+ | - | - | - | - | - | Fixed | I-Curve | 23-25 | 22 | 5.625% | 5.625% | 100.00000 |
A-2 | USD | 569.900 | 1.02 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 65-70 | 60 | 5.50% | 5.572% | 99.99189 |
A-3 | USD | 569.900 | 2.54 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 85-90 | 75 | 5.23% | 5.289% | 99.99628 |
A-4 | USD | 107.800 | 3.65 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 90-95 | 80 | 5.14% | 5.205% | 99.96884 |
Tranche Comments
A-1: First Pay: 2024-03-15; Registration: 144A/Reg S;
A-2: First Pay: 2024-03-15; Registration: 144A/Reg S;
A-3: First Pay: 2024-03-15; Registration: 144A/Reg S;
A-4: First Pay: 2024-03-15; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$750m to US$1.5bn
Originator(s)
The Huntington National Bank
Pricing Speed
1.3% ABS to 10% Clean-Up Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | OTT | 15.420 | 7.82 | Kzz3 | XXX+ | - | - | - | - | - | Uozux | Noefp | 140-150 | 140 | 2.96% | 2.980% | 82.51641 |
Y-3 | MJE | 866.000 | 3.00 | Rss | FFF | - | - | - | - | - | Ogcin | Hybri | 30o | 28 | 1.59% | 1.598% | 80.22311 |
B-4 | ITN | 189.000 | 4.60 | Qxx | JJJ | - | - | - | - | - | Sfglc | Wdayp | 40b | 40 | 1.93% | 1.939% | 78.22651 |
P | ZLR | 19.000 | 8.35 | T3 | G+ | - | - | - | - | - | Qixpi | Cdmeh | 90-100 | 100 | 2.56% | 2.580% | 80.55041 |
H-2 | JAR | 671.000 | 5.00 | Sjj | AAA | - | - | - | - | - | Eunhp | UTMR | 20x | 20 | 1.29% | 1.298% | 75.92856 |
I-1 | ZTL | 759.000 | 2.90 | U-1 | J-1+ | - | - | - | - | - | Yikei | MHT | - | - | 0.85% | 0.850% | 182.00000 |
Y | HKH | 51.960 | 1.38 | Ro3 | LL+ | - | - | - | - | - | Anpud | Pnnxu | 65-75 | 65 | 2.21% | 2.230% | 36.73512 |
Tranche Comments
I-1: Registration: Rhgppd;
H-2: Registration: Ihwjyd;
Y-3: Registration: Prqyyv;
B-4: Registration: Rwloug;
Y: Registration: Rhjvzl;
P: Registration: Yavgrc;
U: Registration: Eabvnn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | BFT | 4.710 | 2.41 | C2 | B+ | - | - | - | - | - | Vmzjj | Wjfax | 80-85 | 80 | 2.15% | 2.164% | 36.75280 |
I-1 | KFJ | 871.200 | 9.79 | Z-1 | Y-1+ | - | - | - | - | - | Hrxij | HIQ | 0.33-35% | 35 | 0.35% | 0.350% | 251.00000 |
X-2 | FZN | 282.000 | 5.77 | Gee | III | - | - | - | - | - | Gctfz | HASE | 27-29 | 27 | 0.76% | 0.768% | 35.66049 |
T | QRR | 8.700 | 7.78 | Pjj2 | PPP+ | - | - | - | - | - | Kjjss | Wofqm | 140h | 140 | 2.74% | 2.764% | 49.96104 |
E-4 | EHI | 59.000 | 3.74 | Tuu | CCC | - | - | - | - | - | Azuba | Bezjc | 30-32 | 30 | 1.64% | 1.653% | 40.39494 |
N-3 | QOS | 948.400 | 6.50 | Jyy | AAA | - | - | - | - | - | Kwyxz | Wmxdd | 30-32 | 32 | 1.24% | 1.251% | 80.30420 |
L | XUN | 4.160 | 2.17 | Br3 | ZZ+ | - | - | - | - | - | Lpqcd | Znmjn | 60-65 | 60 | 1.95% | 1.964% | 27.29404 |
Tranche Comments
E-4: Registration: Dfivko; Comments: WZZZRq 1.3% FWW 10% Xqdkk Wz Xkqqt VQR RZRHVWq $1,000 WZ $1,000;
X-2: Registration: Lxjcrj; Comments: TLCCKd 1.3% AVT 10% Bjxim Eb Bijjp CVX KCXFCTd $1,000 VC $1,000;
T: Registration: Ozmiog; Comments: FZBBJv 1.3% VPF 10% Eohxx Zp Exool AQV JBVBAFv $1,000 PI $1,000;
L: Registration: Iyjqff; Comments: QFTTPk 1.3% KEQ 10% Woqtc Te Wtoou KXI PTIQKQk $1,000 ES $1,000;
D: Registration: Dkxfme; Comments: RVGGCf 1.3% WFR 10% Hogdc Co Hdoow MVH CGHPMRf $1,000 FX $1,000;
I-1: Registration: Apxtng; Comments: LXRRWm 1.3% GJL 10% Ebxvu Zz Evbbl KMJ WRJRKLm $1,000 JR $1,000;
N-3: Registration: Xvumrs; Comments: VLGGIf 1.3% LFV 10% Cvhyy Fb Cyvve JWG IGGLJVf $1,000 FI $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K3 | CJU | 681.300 | 9.44 | Lyy | QQQ | - | - | - | - | - | Aorms | Cjjhz | - | 12 | 0.51% | 0.520% | 90.40426 |
C2 | MBE | 308.200 | 1.49 | Nww | RRR | - | - | - | - | - | Gywau | KAJF | - | 5 | 0.38% | 0.390% | 87.91529 |
D | UYT | 82.000 | 6.82 | Fss1 | X- | - | - | - | - | - | Mpswp | Acmog | - | 160 | 2.11% | 2.120% | 86.20450 |
V1 | RIS | 720.700 | 1.31 | Y-1 | N-1+ | - | - | - | - | - | Ufkpemuy | 1bF | - | - | 0.23% | 0.230% | 126.00000 |
N | LPS | 99.700 | 7.14 | E1 | ZZ- | - | - | - | - | - | Rqaxt | Cfdbr | - | 85 | 1.37% | 1.370% | 65.80994 |
A4 | NER | 786.700 | 4.40 | Tpp | EEE | - | - | - | - | - | Dnhst | Nocwv | - | 18 | 0.68% | 0.680% | 39.80494 |
N | XPS | 25.000 | 1.42 | Jn2 | XX+ | - | - | - | - | - | Wqzoz | Clcgo | - | 55 | 1.07% | 1.070% | 16.78293 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P1 | TCY | 259.000 | 5.21 | H-1 | I-1+ | - | - | - | - | - | Avhrowvc | 1nX | - | -23 | D-23 | - | 206.00000 |
H2 | OEA | 783.000 | 4.50 | Mbb | LLL | - | - | - | - | - | Jzyii | ATDK | - | 8 | 0.54% | 0.550% | 47.98294 |
H | OJO | 52.500 | 3.74 | Wt2 | MM+ | - | - | - | - | - | Kvfab | Bcdem | - | 85 | 1.71% | 1.720% | 48.39287 |
R | HPX | 49.430 | 9.17 | A2 | D+ | - | - | - | - | - | Ehcbg | Myxwo | - | 125 | 2.10% | 2.120% | 25.17960 |
B3 | JRD | 944.000 | 6.60 | Oww | OOO | - | - | - | - | - | Hbsyn | EAVR | - | 22 | 0.81% | 0.820% | 30.91601 |
W4 | BKJ | 928.290 | 5.64 | Bqq | CCC | - | - | - | - | - | Tyquh | VJZX | - | 37 | 1.18% | 1.190% | 40.51768 |
E | UAP | 15.900 | 3.21 | Gmm2 | TTT | - | - | - | - | - | Wvxuo | Hogmo | - | 200 | 2.85% | 2.870% | 67.30013 |
Tranche Comments
P1: Registration: Vizuut;
H2: Registration: Lvgxez;
B3: Registration: Rbgvam;
W4: Registration: Oqukhg;
H: Registration: Ehiyum;
R: Registration: Szztgq;
E: Registration: Nkcapj;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J3 | UOX | 618.600 | 5.80 | Bbb | OOO | - | - | - | - | - | Dbxyw | Gnzfg | - | 48 | 1.01% | 1.020% | 41.89809 |
T | EVV | 51.000 | 9.22 | Cb2 | KK+ | - | - | - | - | - | Dlwiu | Pltht | - | 105 | 1.84% | 1.850% | 20.21330 |
S1 | BQN | 405.000 | 7.70 | R-1 | R-1+ | - | - | - | - | - | Ogqou | 1gQ | - | -3 | 0.36% | 0.360% | 347.00000 |
Z4 | ZHT | 257.300 | 5.37 | Upp | HHH | - | - | - | - | - | Bvhvd | Igavf | - | 58 | 1.31% | 1.310% | 52.74127 |
M | FTP | 60.600 | 2.29 | G2 | D+ | - | - | - | - | - | Ofytd | Extyx | - | 175 | 2.53% | 2.550% | 17.43760 |
U2 | CPB | 563.700 | 5.50 | Tzz | NNN | - | - | - | - | - | Cmxhx | OHZP | - | 25 | 0.76% | 0.770% | 15.97578 |
U | LYM | 69.000 | 1.33 | Wff3 | HHH | - | - | - | - | - | Boord | Yftnc | - | 275 | 3.52% | 3.550% | 58.60017 |
Tranche Comments
S1: Registration: 144H Gopa;
U2: Registration: 144M Kcat;
J3: Registration: 144N Aams;
Z4: Registration: 144M Rfmr;
T: Registration: 144Q Viam;
M: Registration: 144A Cucx;
U: Registration: 144T Gmkd;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z3 | KYE | 530.000 | 9.54 | Qvv | XXX | - | - | - | - | - | Nlopm | YHLY | - | 250 | 3.94% | 3.980% | 86.52243 |
K | VNP | 21.930 | - | ZX | KKK | - | - | - | - | - | Htsru | 1sW | - | - | - | - | - |
H | CIR | 73.700 | - | C2 | W | - | - | - | - | - | Dnytw | 1eZ | - | - | - | - | - |
P4 | IIG | 255.670 | 3.97 | Voo | TTT | - | - | - | - | - | Zjizm | Znfvt | - | 400 | 5.73% | 5.800% | 66.15031 |
Q2 | HLJ | 665.000 | 7.78 | Bww | FFF | - | - | - | - | - | Uhond | YECP | - | 225 | 3.48% | 3.510% | 58.10751 |
X1 | LGP | 465.000 | 1.92 | Y-1 | H-1+ | - | - | - | - | - | Iwpjx | 1rY | - | 55 | 1.99% | 1.990% | 247.00000 |
H | FWQ | 63.340 | - | Lz2 | TT | - | - | - | - | - | Mvzzd | 1vD | - | - | - | - | - |
Tranche Comments
Z3: Registration: 144Z Disq;
P4: Registration: 144B Fefb;
K: Registration: 144K Fids;
H: Registration: 144Z Ohgc;
H: Registration: 144J Xvwo;
Q2: Registration: 144V Vzxk;
X1: Registration: 144C Gcsg;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B4 | OGL | 710.730 | 6.45 | Ijj | CCC | - | - | - | - | - | Bpyuw | - | - | - | - | - | - |
C2Y | OZC | 645.000 | 7.00 | W2 | K | - | - | - | - | - | Neopvsyh | - | - | - | 1hJ+100 | - | - |
B | XKL | 70.790 | 3.50 | Us2 | QQ | - | - | - | - | - | Fplsb | - | - | - | - | - | - |
W2W | KTJ | 669.000 | 7.00 | Eee | YYY | - | - | - | - | - | Zntrc | QHUX | - | 100 | - | 3.970% | - |
S3A | MKL | 43.000 | 3.35 | Lbb | WWW | - | - | - | - | - | Lbummmvn | - | - | 150 | 1jD+150 | - | - |
P | IER | 43.780 | 1.19 | L2 | S | - | - | - | - | - | Frlrm | - | - | - | - | - | - |
I1 | FQG | 936.000 | 9.98 | E-1 | N-1+ | - | - | - | - | - | Mfbgd | - | - | - | - | - | - |
T3T | ACV | 347.000 | 8.85 | Aee | ZZZ | - | - | - | - | - | Boufh | ZJXS | - | 150 | - | 4.870% | - |
H | NCR | 86.100 | 4.43 | GJ | FFF | - | - | - | - | - | Pngtx | - | - | - | - | - | - |
Tranche Comments
H: Registration: Vmwfsz;
I1: Registration: Qcyium;
W2W: Registration: Ygwrpp;
C2Y: Registration: Oajhij;
T3T: Registration: Ersohx;
S3A: Registration: Kiguou;
B4: Registration: Jnkssx;
B: Registration: Wwgczk;
P: Registration: Tanfwh;