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 |
---|
P | YCE | 22.530 | 3.34 | Pnn3 | CCC+ | - | - | - | - | - | Hqygl | Thxbx | 140-150 | 140 | 2.96% | 2.980% | 60.77039 |
S-4 | JEP | 554.000 | 2.70 | Odd | OOO | - | - | - | - | - | Lfwoc | Wodvn | 40j | 40 | 1.93% | 1.939% | 94.50796 |
I-2 | IXX | 244.000 | 4.00 | Sll | GGG | - | - | - | - | - | Ooqhg | LXMM | 20r | 20 | 1.29% | 1.298% | 39.91054 |
E-3 | FEA | 235.000 | 5.00 | Zee | MMM | - | - | - | - | - | Wjspp | Vmhqs | 30c | 28 | 1.59% | 1.598% | 75.39233 |
M-1 | EKU | 881.000 | 6.60 | H-1 | M-1+ | - | - | - | - | - | Gfvfo | PLS | - | - | 0.85% | 0.850% | 901.00000 |
J | RFO | 42.300 | 9.67 | Vl3 | FF+ | - | - | - | - | - | Xlrnj | Exuts | 65-75 | 65 | 2.21% | 2.230% | 91.38407 |
P | MPA | 35.000 | 8.27 | P3 | M+ | - | - | - | - | - | Kcagr | Kyfdv | 90-100 | 100 | 2.56% | 2.580% | 84.91919 |
Tranche Comments
M-1: Registration: Xxkiwq;
I-2: Registration: Oxubpz;
E-3: Registration: Pbikhk;
S-4: Registration: Jkvajk;
J: Registration: Kmnjfx;
P: Registration: Ocbqnj;
P: Registration: Ragikb;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-4 | CKO | 21.000 | 9.33 | Fee | NNN | - | - | - | - | - | Muzql | Tcqwt | 30-32 | 30 | 1.64% | 1.653% | 10.83522 |
K | OUI | 4.490 | 5.75 | L2 | A+ | - | - | - | - | - | Fbnfg | Gllzu | 80-85 | 80 | 2.15% | 2.164% | 33.49760 |
A-1 | TVO | 983.500 | 6.86 | J-1 | C-1+ | - | - | - | - | - | Fmppr | YBN | 0.33-35% | 35 | 0.35% | 0.350% | 688.00000 |
P-2 | PMN | 925.000 | 3.84 | Dhh | TTT | - | - | - | - | - | Xfywd | NHEF | 27-29 | 27 | 0.76% | 0.768% | 11.82284 |
F | GGK | 8.400 | 8.86 | Idd2 | MMM+ | - | - | - | - | - | Lwalg | Mniqz | 140n | 140 | 2.74% | 2.764% | 96.75026 |
Q-3 | NRR | 255.100 | 2.60 | Doo | MMM | - | - | - | - | - | Vvhvw | Wchyk | 30-32 | 32 | 1.24% | 1.251% | 15.54227 |
C | QJB | 1.310 | 6.79 | Bm3 | WW+ | - | - | - | - | - | Gfhjn | Btlrt | 60-65 | 60 | 1.95% | 1.964% | 59.79450 |
Tranche Comments
Z-4: Registration: Qzuhvq; Comments: RLXXXr 1.3% QBR 10% Qulmk Hl Qmuuc LBA XXAGLRr $1,000 BP $1,000;
P-2: Registration: Vpsfsw; Comments: VTJJZc 1.3% GGV 10% Zsssd Wx Zsssh JJV ZJVSJVc $1,000 GE $1,000;
F: Registration: Llmwsj; Comments: HVKKFj 1.3% DTH 10% Wtggu Ao Wgttp BIR FKRWBHj $1,000 TE $1,000;
C: Registration: Rvctfh; Comments: WLBBGc 1.3% STW 10% Bwxgu Hl Bgwwh AMG GBGUAWc $1,000 TM $1,000;
K: Registration: Igwvko; Comments: TGSSAo 1.3% DBT 10% Wcifh Dj Wfccd PAH ASHCPTo $1,000 BX $1,000;
A-1: Registration: Vkptop; Comments: JGVVQg 1.3% JFJ 10% Ddeht Xt Dhddz BPB QVBGBJg $1,000 FC $1,000;
Q-3: Registration: Vjomrq; Comments: HRGGJr 1.3% TPH 10% Pizhx Pk Phiie TJF JGFXTHr $1,000 PG $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A2 | UFL | 771.900 | 7.55 | Bww | HHH | - | - | - | - | - | Dplyd | PNEA | - | 5 | 0.38% | 0.390% | 74.24090 |
W1 | TLW | 712.300 | 4.41 | X-1 | Y-1+ | - | - | - | - | - | Dlfhcqka | 1wF | - | - | 0.23% | 0.230% | 666.00000 |
G3 | EET | 174.600 | 3.34 | Zdd | AAA | - | - | - | - | - | Okand | Nngnw | - | 12 | 0.51% | 0.520% | 41.55790 |
L | FIX | 57.000 | 9.58 | Nw2 | HH+ | - | - | - | - | - | Fccuq | Wtkxt | - | 55 | 1.07% | 1.070% | 66.77248 |
G4 | EGN | 705.600 | 3.10 | Vjj | QQQ | - | - | - | - | - | Vlyts | Cqnkw | - | 18 | 0.68% | 0.680% | 81.93854 |
G | ESB | 50.300 | 3.13 | M1 | MM- | - | - | - | - | - | Ovyug | Lvwnf | - | 85 | 1.37% | 1.370% | 67.25144 |
T | JVS | 15.000 | 8.83 | Kaa1 | N- | - | - | - | - | - | Gymqs | Zcctl | - | 160 | 2.11% | 2.120% | 66.53820 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | BXI | 38.980 | 9.46 | X2 | W+ | - | - | - | - | - | Tgrwz | Qhozy | - | 125 | 2.10% | 2.120% | 25.26401 |
U4 | GIJ | 535.690 | 8.77 | Uyy | YYY | - | - | - | - | - | Fghip | HMKI | - | 37 | 1.18% | 1.190% | 58.56600 |
N | MBG | 82.800 | 4.52 | Ii2 | EE+ | - | - | - | - | - | Rrwip | Ftlme | - | 85 | 1.71% | 1.720% | 37.43885 |
F1 | IXV | 441.000 | 6.21 | M-1 | H-1+ | - | - | - | - | - | Rwspdakp | 1oE | - | -23 | L-23 | - | 555.00000 |
L3 | FAW | 744.000 | 3.80 | Ott | III | - | - | - | - | - | Lwamf | KJJC | - | 22 | 0.81% | 0.820% | 72.33436 |
K | FJM | 16.400 | 5.87 | Zkk2 | NNN | - | - | - | - | - | Hpmmi | Xkzmb | - | 200 | 2.85% | 2.870% | 24.91745 |
N2 | TMT | 583.000 | 3.20 | Bmm | TTT | - | - | - | - | - | Pviav | BEAN | - | 8 | 0.54% | 0.550% | 32.51529 |
Tranche Comments
F1: Registration: Gqwhga;
N2: Registration: Vzquay;
L3: Registration: Snpqgn;
U4: Registration: Frnpoy;
N: Registration: Fussog;
A: Registration: Crxblw;
K: Registration: Hcptec;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q3 | BOJ | 964.300 | 5.50 | Yaa | GGG | - | - | - | - | - | Xbjqh | Hdyou | - | 48 | 1.01% | 1.020% | 32.77493 |
S | YSO | 77.000 | 2.31 | Sp2 | GG+ | - | - | - | - | - | Mnymk | Xxniu | - | 105 | 1.84% | 1.850% | 13.69897 |
Q | HCJ | 38.300 | 3.50 | A2 | Z+ | - | - | - | - | - | Gwone | Mghxt | - | 175 | 2.53% | 2.550% | 12.87330 |
L | GRE | 22.000 | 8.17 | Gmm3 | BBB | - | - | - | - | - | Rqjsq | Jbgwm | - | 275 | 3.52% | 3.550% | 56.22055 |
C1 | VHE | 921.000 | 8.45 | H-1 | B-1+ | - | - | - | - | - | Lcgnk | 1fT | - | -3 | 0.36% | 0.360% | 127.00000 |
Y2 | ESI | 695.400 | 7.20 | Qii | NNN | - | - | - | - | - | Dwcky | UQWE | - | 25 | 0.76% | 0.770% | 87.40343 |
S4 | ZGD | 828.800 | 4.70 | Fgg | VVV | - | - | - | - | - | Zocwt | Sjkjd | - | 58 | 1.31% | 1.310% | 60.31406 |
Tranche Comments
C1: Registration: 144T Hntv;
Y2: Registration: 144U Fqzk;
Q3: Registration: 144R Fgsm;
S4: Registration: 144T Teon;
S: Registration: 144S Gdhn;
Q: Registration: 144S Qepk;
L: Registration: 144Q Gmht;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A2 | YHV | 279.000 | 8.74 | Jxx | PPP | - | - | - | - | - | Hiamx | KMDG | - | 225 | 3.48% | 3.510% | 73.39902 |
W | RWB | 11.650 | - | YJ | XXX | - | - | - | - | - | Wmmqe | 1bZ | - | - | - | - | - |
J4 | WRR | 895.280 | 8.59 | Yee | HHH | - | - | - | - | - | Ezzqp | Mbodc | - | 400 | 5.73% | 5.800% | 96.24147 |
A | FXW | 27.550 | - | F2 | O | - | - | - | - | - | Yyvtt | 1pP | - | - | - | - | - |
H3 | HSP | 928.000 | 9.82 | Jii | ZZZ | - | - | - | - | - | Mwqfy | BLWA | - | 250 | 3.94% | 3.980% | 29.45471 |
O1 | RAB | 108.000 | 8.53 | W-1 | V-1+ | - | - | - | - | - | Qfbqs | 1tK | - | 55 | 1.99% | 1.990% | 943.00000 |
Y | TXH | 61.660 | - | Pb2 | II | - | - | - | - | - | Tphau | 1wA | - | - | - | - | - |
Tranche Comments
H3: Registration: 144I Rxfh;
J4: Registration: 144K Ovgl;
W: Registration: 144Z Tqdn;
A: Registration: 144M Xqds;
Y: Registration: 144T Hruk;
A2: Registration: 144I Ffgw;
O1: Registration: 144I Axtn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O4 | CIC | 478.680 | 5.14 | Qcc | GGG | - | - | - | - | - | Dbckn | - | - | - | - | - | - |
K | VNV | 13.420 | 8.80 | Fe2 | BB | - | - | - | - | - | Mcgiy | - | - | - | - | - | - |
T3C | LKS | 86.000 | 7.74 | Ell | NNN | - | - | - | - | - | Xpuhpuyz | - | - | 150 | 1pH+150 | - | - |
N3N | GMR | 461.000 | 6.43 | Vaa | PPP | - | - | - | - | - | Zujmy | PTZG | - | 150 | - | 4.870% | - |
K1 | AIF | 221.000 | 8.57 | R-1 | D-1+ | - | - | - | - | - | Dayyf | - | - | - | - | - | - |
F2R | VBG | 827.000 | 1.00 | Z2 | T | - | - | - | - | - | Tbdqyedr | - | - | - | 1lY+100 | - | - |
R | JMD | 89.930 | 7.73 | N2 | M | - | - | - | - | - | Faxxd | - | - | - | - | - | - |
N | MMU | 74.700 | 5.71 | PU | SSS | - | - | - | - | - | Azxpw | - | - | - | - | - | - |
A2A | LNF | 257.000 | 8.00 | Tss | XXX | - | - | - | - | - | Jwyvg | BRUF | - | 100 | - | 3.970% | - |
Tranche Comments
N: Registration: Ayoiih;
K1: Registration: Yjprno;
A2A: Registration: Bzvktt;
F2R: Registration: Ovpfxf;
N3N: Registration: Kvbsxi;
T3C: Registration: Wjyhoe;
O4: Registration: Nwkrby;
K: Registration: Zqmiwd;
R: Registration: Szqutl;