Presale Report  ·  Data as of 2024-02-21

Honda Auto Receivables 2024-1 Owner Trust Auto Loan prime FINAL · CLOSED 2024-02-21

Notes
$2,105.3MM
Pool
$2,159.2MM
Reserve
0.25%
OC
2.5%
Sponsor: American Honda Finance Corporation  ·  Servicer: American Honda Finance Corporation  ·  Trustee: Citibank, N.A. or the “

Capital Structure

ClassSize ($MM)% of PoolSub %CPN / SpreadWALLegal FinalS&PMoody's
Class A-1517.023.9%73.6%5.52% fxd0.252025-02-18A-1+P-1
Class A-2688.831.9%41.7%5.36% fxd1.012026-09-15AAAAaa
Class A-3767.835.6%6.1%5.21% fxd2.312028-08-15AAAAaa
Class A-4131.76.1%0.0%5.17% fxd3.232030-05-15AAAAaa

Transaction Parties

SponsorAmerican Honda Finance Corporation
ServicerAmerican Honda Finance Corporation
Depositor / TransferorAmerican Honda Finance Corporation
Indenture TrusteeCitibank, N.A
Owner TrusteeThe Bank of New York Mellon Trust Company, N.A
Asset Rep. ReviewerClayton Fixed Income Services LLC
UnderwritersBarclays Capital, BofA Securities, Deutsche Bank Securities, TD Securities, MUFG Securities Americas, Citigroup Global Markets

Issuer Track Record

HAROT 2024-1HAROT 2023-4HAROT 2023-3HAROT 2023-2HAROT 2023-1HAROT 2022-2
Collateral (pool at cut-off)
Closing date2024-02-212023-11-082023-08-222023-05-302023-02-242022-08-18
Pool balance$2,159.2MM$1,889.3MM$1,889.4MM$1,619.5MM$1,619.4MM$1,079.6MM
WA Credit Score7680768769766766769
WA APR4.59%+0.82pp4.36%4.00%3.77%3.06%2.55%
WA original term mo62.2−0.262.3 mo61.6 mo63.2 mo62.6 mo62.1 mo
% new vehicles86.1%86.1%85.7%88.9%91.6%90.4%
Reserve %0.25%0.18%0.19%0.21%0.21%0.25%
Geo top-3NJ 4.9%
MA 4.9%
CA 4.8%
CA 19.1%
TX 9.7%
OH 5.4%
CA 17.3%
TX 9.9%
PA 7.4%
CA 18.0%
TX 9.9%
OH 6.3%
CA 17.6%
IL 6.5%
TX 6.2%
CA 17.4%
TX 8.6%
PA 6.4%
Structure (at issuance)
AAA spread+59 bps+46 bps+55 bps+35 bps
AAA % of pool73.6%−1.3pp72.9%75.8%74.6%75.2%
Subordination below AAA0.0%0.0pp0.0%0.0%0.0%0.0%0.0%
OC (initial)2.50%2.50%2.50%2.50%2.50%2.50%
OC target
OC floor
YSOC
Tranches444444

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.

Peer Set

HAROT 2024-1WOART 2024-ATAOT 2024-AMBART 2024-1VALET 2023-2FCAOT 2023-C
Collateral (pool at cut-off)
Closing date2024-02-212024-02-142024-01-302024-01-242023-11-212023-11-21
Pool balance$2,159.2MM$1,343.7MM$1,908.5MM$1,418.8MM$1,443.4MM
WA Credit Score768+11757767754774753
WA APR4.59%−1.10pp6.54%5.37%7.74%5.69%4.92%
WA original term mo62.2−4.667.6 mo66.0 mo69.6 mo63.6 mo
% new vehicles86.1%95.6%84.2%40.3%73.4%91.2%
Reserve %0.25%0.23%0.25%0.23%0.23%
Geo top-3NJ 4.9%
MA 4.9%
CA 4.8%
FL 47.9%
GA 18.3%
NC 15.8%
CA 23.9%
TX 15.3%
IL 4.6%
CA 21.6%
FL 15.3%
TX 14.3%
TX 14.8%
CA 13.6%
FL 9.6%
TX 16.0%
CA 9.6%
FL 8.4%
Structure (at issuance)
AAA spread+34 bps+37 bps+66 bps+64 bps+55 bps
AAA % of pool73.6%+2.7pp71.2%71.3%42.3%70.8%68.2%
Subordination below AAA0.0%−1.8pp4.1%1.8%0.0%0.0%4.6%
OC (initial)2.50%0.85%2.50%3.00%2.00%
OC target1.15%0.85%2.50%2.00%
OC floor0.50%0.85%2.50%2.00%
YSOC6.75%6.40%9.17%7.07%
Tranches476557

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.

Historical Performance Context

Anchor expectations in empirical base rates from the sponsor's prior series and FICO-tier peer set.

Left: per-series cumulative NET loss at matched seasoning 10-D (10-D servicer distribution reports). IQR band uses a fixed cohort of all peer series with ≥18 months of data (146 series across 9 issuers). Right: portfolio-level 60+ DQ rate aggregated across all active deals per issuer (calendar time, last 3 years), from ABS-EE loan-level data ABS-EE.

CNL by seasoning — HAROT vs. prime peers0.2%0.4%0.7%0.9%M0M12M24M36M48Seasoning (months from cut-off)CNLHAROT 2023-4HAROT 2023-3HAROT 2023-2HAROT 2023-1prime peers medianPeer IQR (fixed cohort, n=84)
Portfolio 60+ DQ — HAROT vs. peers (calendar time)0.12%0.23%0.35%0.46%2021-022021-102022-072023-042024-01Calendar date60+ DQ rateHAROTBMWOTFCAOTGMCARHART

American Honda Finance Corporation — ticker HAROT. Peer tier: prime.
Open in Explorer ↗ for FICO sub-band and new/used stratification.