| Class | Size ($MM) | % of Pool | Sub % | CPN / Spread | WAL | Legal Final | Moody's | Fitch |
|---|---|---|---|---|---|---|---|---|
| Class A-1 | 89.0 | 14.6% | 80.6% | 5.54% fxd | 0.23 | 2025-05-15 | P-1 | F1+ |
| Class A-2 | 192.2 | 31.6% | 49.0% | 5.65% fxd | 0.93 | 2027-02-15 | Aaa | AAA |
| Class A-3 | 242.2 | 39.8% | 9.2% | 5.37% fxd | 2.29 | 2029-03-15 | Aaa | AAA |
| Class A-4 | 55.6 | 9.2% | 0.0% | 5.29% fxd | 3.51 | 2031-12-15 | Aaa | AAA |
| Sponsor | Harley-Davidson Credit Corp |
|---|---|
| Servicer | Harley-Davidson Credit Corp |
| Depositor / Transferor | c/o Harley-Davidson Credit Corp |
| Indenture Trustee | to the indenture trustee |
| Owner Trustee | Wilmington Trust, National Association |
| Asset Rep. Reviewer | to the asset representations reviewer |
| Underwriters | Wells Fargo Securities, BMO Capital Markets, Lloyds Securities, TD Securities, CastleOak Securities, Mizuho Securities |
| HDMT 2024-A | HDMT 2023-B | HDMT 2023-A | HDMT 2022-A | HDMT 2021-B | HDMT 2021-A | |
|---|---|---|---|---|---|---|
| Collateral (pool at cut-off) | ||||||
| Closing date | 2024-05-22 | 2023-09-27 | 2023-02-23 | 2022-04-20 | 2021-08-18 | 2021-02-18 |
| Pool balance | $607.8MM | $580.2MM | $628.5MM | $607.8MM | $635.5MM | $663.1MM |
| WA Credit Score | 758+2 | 758 | 758 | 756 | 754 | 756 |
| WA APR | 9.43%+1.12pp | 8.91% | 7.51% | 7.22% | 8.31% | 8.56% |
| WA original term mo | 70.0−1.0 | 70.0 mo | 71.0 mo | 71.0 mo | 71.0 mo | 72.0 mo |
| % new vehicles | 70.5% | 63.9% | 61.3% | 64.0% | 73.9% | 68.7% |
| Reserve % | 0.25% | — | — | 0.25% | 0.25% | 0.25% |
| Geo top-3 | TX 11.3% CA 9.9% FL 8.6% | TX 10.7% CA 9.8% FL 7.5% | CA 10.3% TX 9.3% FL 6.8% | TX 11.1% CA 10.5% FL 9.5% | CA 10.7% TX 10.1% FL 7.7% | TX 10.1% CA 9.8% FL 7.2% |
| Structure (at issuance) | ||||||
| AAA spread | — | — | +53 bps | +62 bps | — | — |
| AAA % of pool | 80.6%+0.7pp | 75.0% | 76.0% | 79.9% | 83.4% | 82.9% |
| Subordination below AAA | 0.0%0.0pp | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| OC (initial) | 4.75% | 9.28% | 7.88% | 4.75% | 4.75% | 4.75% |
| OC target | 4.75% | 4.75% | 4.75% | 4.75% | 4.75% | 4.75% |
| OC floor | 4.75% | 4.75% | 4.75% | 4.75% | 4.75% | 4.75% |
| YSOC | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. |
| Tranches | 4 | 4 | 5 | 5 | 4 | 4 |
OC shown net of any yield-supplement overcollateralization (YSOC); YSOC is a yield mechanism for subvented low-APR pools and is reported separately. OC target is a % of the pool balance — current (amortizing) for greater-of/sum-of structures, original (cut-off) for flat structures; OC floor is a % of the original pool balance.
| HDMT 2024-A | WOART 2024-B | NAROT 2024-A | HAROT 2024-2 | TAOT 2024-B | CAOT 2024-2 | |
|---|---|---|---|---|---|---|
| Collateral (pool at cut-off) | ||||||
| Closing date | 2024-05-22 | 2024-05-22 | 2024-05-22 | 2024-05-21 | 2024-04-30 | 2024-04-24 |
| Pool balance | $607.8MM | $1,335.1MM | $1,424.1MM | $2,159.3MM | $1,876.3MM | $1,612.1MM |
| WA Credit Score | 758−9 | 757 | 780 | 769 | 767 | 721 |
| WA APR | 9.43%+3.73pp | 7.32% | 4.85% | 4.73% | 5.70% | 11.01% |
| WA original term mo | 70.0+4.1 | 68.3 mo | — | 63.2 mo | 66.0 mo | 65.8 mo |
| % new vehicles | 70.5% | 95.3% | 10.5% | 86.0% | 86.7% | 0.0% |
| Reserve % | 0.25% | 0.23% | 0.25% | 0.25% | 0.25% | 0.75% |
| Geo top-3 | TX 11.3% CA 9.9% FL 8.6% | FL 43.8% GA 19.9% NC 16.8% | TX 17.8% FL 9.5% CA 6.6% | CA 16.6% TX 9.9% MD 6.1% | CA 23.9% TX 15.3% IL 4.6% | CA 16.2% TX 11.1% FL 8.2% |
| Structure (at issuance) | ||||||
| AAA spread | — | +43 bps | +38 bps | +40 bps | +35 bps | +58 bps |
| AAA % of pool | 80.6%+9.7pp | 70.9% | 68.2% | 73.5% | 71.0% | 71.9% |
| Subordination below AAA | 0.0%−2.3pp | 4.2% | 0.0% | 0.0% | 2.3% | 8.2% |
| OC (initial) | 4.75% | — | 4.00% | 2.50% | 0.85% | 0.75% |
| OC target | 4.75% | 0.90% | 4.00% | — | 0.85% | 0.75% |
| OC floor | 4.75% | 0.50% | 4.00% | — | 0.85% | 0.75% |
| YSOC | n.a. | 6.11% | 8.57% | — | 6.73% | n.a. |
| Tranches | 4 | 7 | 5 | 4 | 6 | 8 |
OC shown net of any yield-supplement overcollateralization (YSOC); YSOC is a yield mechanism for subvented low-APR pools and is reported separately. OC target is a % of the pool balance — current (amortizing) for greater-of/sum-of structures, original (cut-off) for flat structures; OC floor is a % of the original pool balance.
Anchor expectations in empirical base rates from the sponsor's prior series and FICO-tier peer set.
No performance data available for this issuer.
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