Presale Report  ·  Data as of 2024-10-24

Honda Auto Receivables 2024-4 Owner Trust Auto Loan prime FINAL · CLOSED 2024-10-24

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: U.S. Bank Trust Company, National Association or the “

Capital Structure

ClassSize ($MM)% of PoolSub %CPN / SpreadWALLegal FinalS&PMoody's
Class A-1520.024.1%73.4%+10 bps0.242025-10-15A-1+P-1
Class A-2682.331.6%41.8%+45 bps0.982027-03-15AAAAaa
Class A-3797.736.9%4.9%+48 bps2.272029-05-15AAAAaa
Class A-4105.34.9%0.0%+56 bps3.232030-12-16AAAAaa

Transaction Parties

SponsorAmerican Honda Finance Corporation
ServicerAmerican Honda Finance Corporation
Depositor / TransferorHonda Finance Corporation
Indenture TrusteeU.S. Bank Trust Company, National Association
Owner TrusteeThe Bank of New York Mellon Trust Company, N.A
Asset Rep. ReviewerClayton Fixed Income Services LLC
UnderwritersBofA Securities, BNP Paribas Securities, Deutsche Bank Securities, TD Securities, BNY Mellon Capital Markets, MUFG Securities Americas

Issuer Track Record

HAROT 2024-4HAROT 2024-3HAROT 2024-2HAROT 2024-1HAROT 2023-4HAROT 2023-3
Collateral (pool at cut-off)
Closing date2024-10-242024-08-212024-05-212024-02-212023-11-082023-08-22
Pool balance$2,159.2MM$2,159.2MM$2,159.3MM$2,159.2MM$1,889.3MM$1,889.4MM
WA Credit Score7680768769768768769
WA APR4.88%+0.29pp4.72%4.73%4.59%4.36%4.00%
WA original term mo61.2−1.061.3 mo63.2 mo62.2 mo62.3 mo61.6 mo
% new vehicles86.2%85.3%86.0%86.1%86.1%85.7%
Reserve %0.25%0.25%0.25%0.25%0.18%0.19%
Geo top-3CA 17.5%
TX 9.9%
FL 6.9%
CA 16.2%
TX 9.7%
NY 6.7%
CA 16.6%
TX 9.9%
MD 6.1%
NJ 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%
Structure (at issuance)
AAA spread+45 bps−2bps+48 bps+40 bps+59 bps+46 bps
AAA % of pool73.4%−0.1pp72.4%73.5%73.6%72.9%75.8%
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%
OC target
OC floor
YSOC5.38%
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 2024-4NAROT 2024-BTAOT 2024-DHART 2024-CGMCAR 2024-4FCAOT 2024-C
Collateral (pool at cut-off)
Closing date2024-10-242024-10-232024-10-172024-10-162024-10-162024-09-20
Pool balance$2,159.2MM$1,397.8MM$1,841.9MM$1,859.5MM$1,346.6MM$1,688.8MM
WA Credit Score768−2783770769782756
WA APR4.88%−0.95pp4.62%5.96%5.97%5.83%4.74%
WA original term mo61.2−5.565.4 mo68.0 mo69.0 mo64.8 mo
% new vehicles86.2%10.0%90.0%96.7%87.7%93.9%
Reserve %0.25%0.25%0.25%0.25%0.24%0.23%
Geo top-3CA 17.5%
TX 9.9%
FL 6.9%
TX 17.1%
FL 8.8%
CA 6.2%
TX 17.3%
CA 15.6%
PA 4.5%
TX 12.7%
FL 10.6%
CA 8.9%
TX 15.3%
FL 7.2%
MI 5.3%
TX 16.1%
FL 8.6%
CA 8.4%
Structure (at issuance)
AAA spread+45 bps+5bps+38 bps+39 bps+40 bps+40 bps+40 bps
AAA % of pool73.4%+3.6pp67.6%73.7%69.8%72.8%69.3%
Subordination below AAA0.0%−2.4pp0.0%2.4%4.6%1.6%4.7%
OC (initial)4.00%0.85%3.00%1.50%2.00%
OC target4.00%0.85%3.00%2.00%2.00%
OC floor4.00%0.85%3.00%2.00%2.00%
YSOC5.38%6.85%4.99%4.98%3.04%6.50%
Tranches456767

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 (162 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 2024-3HAROT 2024-2HAROT 2024-1HAROT 2023-4prime peers medianPeer IQR (fixed cohort, n=95)
Portfolio 60+ DQ — HAROT vs. peers (calendar time)0.12%0.23%0.35%0.46%2021-102022-062023-032023-122024-09Calendar date60+ DQ rateHAROTBMWOTFCAOTGMCARHART

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