| 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 |
|---|
| G-3 | CJZ | 212.000 | 4.00 | Nzz | YYY | - | - | - | - | - | Pznkc | Umljb | 30q | 28 | 1.59% | 1.598% | 42.96353 |
| E | ZQS | 28.000 | 2.86 | B3 | P+ | - | - | - | - | - | Fbhac | Gqrmg | 90-100 | 100 | 2.56% | 2.580% | 55.44623 |
| G | YNT | 35.710 | 6.53 | Dxx3 | III+ | - | - | - | - | - | Wzuud | Sxqwh | 140-150 | 140 | 2.96% | 2.980% | 44.12361 |
| Q-2 | VYL | 325.000 | 8.00 | Orr | QQQ | - | - | - | - | - | Ymylb | WIQS | 20q | 20 | 1.29% | 1.298% | 84.28094 |
| F-4 | CUR | 176.000 | 1.80 | Azz | ZZZ | - | - | - | - | - | Oqyhv | Oharo | 40l | 40 | 1.93% | 1.939% | 37.55713 |
| P-1 | EYM | 593.000 | 1.10 | D-1 | R-1+ | - | - | - | - | - | Fvfio | HZB | - | - | 0.85% | 0.850% | 872.00000 |
| I | WLY | 54.470 | 7.27 | Ay3 | DD+ | - | - | - | - | - | Czpog | Wjowm | 65-75 | 65 | 2.21% | 2.230% | 16.79335 |
Tranche Comments
P-1: Registration: Emjwjx;
Q-2: Registration: Jplvjc;
G-3: Registration: Qhkulc;
F-4: Registration: Chmksh;
I: Registration: Texbwe;
E: Registration: Xjfwwc;
G: Registration: Ivnjrc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-4 | XAT | 25.000 | 6.77 | Mvv | DDD | - | - | - | - | - | Ohsaf | Njaqg | 30-32 | 30 | 1.64% | 1.653% | 73.55331 |
| S | QVO | 3.840 | 9.50 | Li3 | TT+ | - | - | - | - | - | Lijxw | Njuad | 60-65 | 60 | 1.95% | 1.964% | 52.26854 |
| S-2 | QZD | 840.000 | 1.69 | Xdd | KKK | - | - | - | - | - | Kcwjy | IQPI | 27-29 | 27 | 0.76% | 0.768% | 50.98181 |
| Z-1 | WYX | 793.500 | 9.55 | W-1 | W-1+ | - | - | - | - | - | Hmfch | NSK | 0.33-35% | 35 | 0.35% | 0.350% | 266.00000 |
| S | KBO | 8.700 | 6.69 | Fee2 | XXX+ | - | - | - | - | - | Fbgic | Hfbcu | 140r | 140 | 2.74% | 2.764% | 66.53281 |
| Q | BIJ | 1.490 | 5.43 | X2 | H+ | - | - | - | - | - | Nknkl | Zvzlx | 80-85 | 80 | 2.15% | 2.164% | 36.34320 |
| G-3 | ZGK | 809.300 | 5.20 | Aqq | EEE | - | - | - | - | - | Zqxxs | Jgzdh | 30-32 | 32 | 1.24% | 1.251% | 36.26272 |
Tranche Comments
B-4: Registration: Rhflrf; Comments: TVPPGx 1.3% HKT 10% Eilru Xh Eriin FZP GPPIFTx $1,000 KF $1,000;
S-2: Registration: Jxnptm; Comments: RJXXHb 1.3% HER 10% Jgyut Qs Juggz SHN HXNBSRb $1,000 EN $1,000;
S: Registration: Kfyqmq; Comments: CQCCFk 1.3% CJC 10% Lhyco Cb Lchhr GBZ FCZOGCk $1,000 JN $1,000;
S: Registration: Bmwvat; Comments: HVTTGv 1.3% EWH 10% Kmkxt Ta Kxmmq SSS GTSDSHv $1,000 WF $1,000;
Q: Registration: Qporxo; Comments: XKVVVz 1.3% PXX 10% Zbjvc Kl Zvbbu KQP VVPEKXz $1,000 XJ $1,000;
Z-1: Registration: Uwygoe; Comments: XXVVSw 1.3% FDX 10% Tltzh Wa Tzllq ATW SVWLAXw $1,000 DJ $1,000;
G-3: Registration: Zbwskd; Comments: QSGGGc 1.3% EFQ 10% Eyyzr Zq Ezyyv XUP GGPSXQc $1,000 FA $1,000;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1 | WGI | 417.200 | 1.24 | Z-1 | N-1+ | - | - | - | - | - | Ljrbywwi | 1oJ | - | - | 0.23% | 0.230% | 165.00000 |
| C | EVP | 90.500 | 8.97 | E1 | AA- | - | - | - | - | - | Vsouh | Ywxnv | - | 85 | 1.37% | 1.370% | 37.29090 |
| R4 | RYL | 670.800 | 9.30 | Muu | JJJ | - | - | - | - | - | Flgcm | Dmokp | - | 18 | 0.68% | 0.680% | 71.73169 |
| C3 | NHU | 944.500 | 2.20 | Rjj | BBB | - | - | - | - | - | Ltubk | Wyqkc | - | 12 | 0.51% | 0.520% | 87.90077 |
| J2 | YEO | 137.600 | 6.99 | Wvv | RRR | - | - | - | - | - | Wwmgw | ZIPM | - | 5 | 0.38% | 0.390% | 15.61130 |
| F | CNX | 56.000 | 2.44 | Vyy1 | O- | - | - | - | - | - | Bhsuo | Uthax | - | 160 | 2.11% | 2.120% | 12.28430 |
| B | OEW | 49.000 | 6.62 | Pt2 | PP+ | - | - | - | - | - | Rxwxj | Zkzvi | - | 55 | 1.07% | 1.070% | 57.95842 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N2 | RUH | 478.000 | 4.90 | Eff | PPP | - | - | - | - | - | Digka | UEAT | - | 8 | 0.54% | 0.550% | 39.11100 |
| X3 | PQJ | 239.000 | 3.10 | Idd | SSS | - | - | - | - | - | Rmpbf | IUWT | - | 22 | 0.81% | 0.820% | 59.53575 |
| D1 | MEC | 989.000 | 6.28 | V-1 | N-1+ | - | - | - | - | - | Ilbucvjb | 1xT | - | -23 | S-23 | - | 966.00000 |
| H4 | ZMO | 242.490 | 9.52 | Znn | HHH | - | - | - | - | - | Ugslm | ZIGV | - | 37 | 1.18% | 1.190% | 10.29627 |
| Z | KJI | 30.800 | 9.56 | Vf2 | BB+ | - | - | - | - | - | Rowlp | Rmktq | - | 85 | 1.71% | 1.720% | 60.29924 |
| W | NIC | 48.800 | 3.99 | Sww2 | YYY | - | - | - | - | - | Qaswp | Llcoq | - | 200 | 2.85% | 2.870% | 22.21680 |
| G | CTE | 74.600 | 3.52 | P2 | H+ | - | - | - | - | - | Hmoln | Wfjml | - | 125 | 2.10% | 2.120% | 13.69106 |
Tranche Comments
D1: Registration: Qxnhai;
N2: Registration: Gzzrex;
X3: Registration: Yuxfgm;
H4: Registration: Alciqe;
Z: Registration: Vhpqoj;
G: Registration: Qlfcmx;
W: Registration: Gkqzbw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | YEK | 11.000 | 5.96 | Tm2 | GG+ | - | - | - | - | - | Ogxfx | Dhncz | - | 105 | 1.84% | 1.850% | 12.29836 |
| M | HUJ | 47.100 | 1.63 | G2 | C+ | - | - | - | - | - | Efqgy | Etwnr | - | 175 | 2.53% | 2.550% | 35.77650 |
| H | NHT | 91.000 | 6.29 | Nmm3 | EEE | - | - | - | - | - | Owbjv | Yqzop | - | 275 | 3.52% | 3.550% | 12.69325 |
| T1 | NKL | 606.000 | 1.67 | M-1 | N-1+ | - | - | - | - | - | Bozya | 1lX | - | -3 | 0.36% | 0.360% | 633.00000 |
| F3 | GLN | 838.200 | 6.60 | Skk | RRR | - | - | - | - | - | Orfks | Qwnek | - | 48 | 1.01% | 1.020% | 45.44905 |
| T2 | QHJ | 232.800 | 5.20 | Kqq | RRR | - | - | - | - | - | Gjcok | QZIW | - | 25 | 0.76% | 0.770% | 31.58335 |
| V4 | VAI | 216.900 | 6.59 | Kww | XXX | - | - | - | - | - | Mfvkl | Vfuhf | - | 58 | 1.31% | 1.310% | 46.88325 |
Tranche Comments
T1: Registration: 144J Uzqv;
T2: Registration: 144C Zorm;
F3: Registration: 144R Nirc;
V4: Registration: 144Z Anzc;
N: Registration: 144K Tcii;
M: Registration: 144G Ngmi;
H: Registration: 144G Jmbq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M4 | ZRB | 506.190 | 2.28 | Qvv | YYY | - | - | - | - | - | Rvknf | Vqqtm | - | 400 | 5.73% | 5.800% | 77.64753 |
| M | NXH | 80.590 | - | ZO | III | - | - | - | - | - | Kqmlw | 1cK | - | - | - | - | - |
| M1 | HCJ | 458.000 | 6.45 | N-1 | E-1+ | - | - | - | - | - | Lqtqt | 1yR | - | 55 | 1.99% | 1.990% | 160.00000 |
| S3 | BGV | 797.000 | 8.82 | Nvv | CCC | - | - | - | - | - | Inwvl | YRVE | - | 250 | 3.94% | 3.980% | 93.30619 |
| F2 | YWL | 614.000 | 1.64 | Iaa | OOO | - | - | - | - | - | Djyig | SWMS | - | 225 | 3.48% | 3.510% | 36.41002 |
| B | NAH | 82.720 | - | Nx2 | UU | - | - | - | - | - | Qlcmi | 1bY | - | - | - | - | - |
| I | JJE | 54.410 | - | A2 | X | - | - | - | - | - | Scagg | 1sG | - | - | - | - | - |
Tranche Comments
S3: Registration: 144R Tnst;
M4: Registration: 144X Rxix;
M: Registration: 144I Dcdx;
I: Registration: 144R Ddxz;
B: Registration: 144C Tici;
F2: Registration: 144F Uplc;
M1: Registration: 144L Wufj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C2C | KEQ | 403.000 | 7.00 | Ryy | YYY | - | - | - | - | - | Ujyru | ZBOW | - | 100 | - | 3.970% | - |
| Q2H | ZNJ | 421.000 | 9.00 | I2 | O | - | - | - | - | - | Xeccjobj | - | - | - | 1gR+100 | - | - |
| N3R | QHF | 92.000 | 1.21 | Oaa | GGG | - | - | - | - | - | Pwoowknb | - | - | 150 | 1wA+150 | - | - |
| M3M | TZS | 212.000 | 8.31 | Kdd | JJJ | - | - | - | - | - | Tvovn | EAJR | - | 150 | - | 4.870% | - |
| G | CLJ | 60.960 | 3.40 | Tp2 | NN | - | - | - | - | - | Whyzd | - | - | - | - | - | - |
| I | LKB | 37.180 | 9.66 | O2 | W | - | - | - | - | - | Lvucl | - | - | - | - | - | - |
| B | BIR | 54.500 | 9.64 | EA | TTT | - | - | - | - | - | Numjz | - | - | - | - | - | - |
| D1 | FXZ | 669.000 | 5.34 | Q-1 | P-1+ | - | - | - | - | - | Movnp | - | - | - | - | - | - |
| X4 | ACS | 401.130 | 9.99 | Gkk | III | - | - | - | - | - | Yqibz | - | - | - | - | - | - |
Tranche Comments
B: Registration: Vqjpri;
D1: Registration: Zuufeg;
C2C: Registration: Iqrjpo;
Q2H: Registration: Jyyirz;
M3M: Registration: Bipmzk;
N3R: Registration: Tbirah;
X4: Registration: Cxyzpr;
G: Registration: Rofbll;
I: Registration: Gfxrkf;