| Class | Size ($MM) | % of Pool | Sub % | CPN / Spread | WAL | Legal Final | S&P | Moody's | Fitch |
|---|---|---|---|---|---|---|---|---|---|
| Class A-1 | 468.0 | 22.7% | 77.3% | +14 bps | 0.26 | 2027-10-27 | A-1+ | — | F1+ |
| Class A-2-A | 560.5 | 27.1% | 50.2% | +37 bps | 1.10 | 2029-08-29 | AAA | Aaa | AAA |
| Class A-2-B | 160.0 | 7.7% | 42.5% | +37 bps SOFR | 1.10 | 2029-08-29 | AAA | Aaa | AAA |
| Class A-3 | 651.5 | 31.5% | 10.9% | +38 bps | 2.39 | 2031-06-30 | AAA | Aaa | AAA |
| Class A-4 | 124.4 | 6.0% | 4.9% | +42 bps | 3.47 | 2033-03-31 | AAA | Aaa | AAA |
| Class B | 38.1 | 1.8% | 3.1% | +53 bps | 3.83 | 2033-04-30 | AA+ | Aa1 | AA+ |
| Class C | 63.6 | 3.1% | 0.0% | +73 bps | 4.04 | 2034-07-31 | AA | — | A+ |
| Sponsor | — |
|---|---|
| Servicer | HCA Responsibilities |
| Depositor / Transferor | Hyundai ABS Funding, LLC |
| Indenture Trustee | Citibank, N.A |
| Owner Trustee | U.S. Bank Trust National Association |
| Asset Rep. Reviewer | Clayton Fixed Income Services LLC |
| Underwriters | J.P. Morgan Securities, Barclays Capital, TD Securities, Wells Fargo Securities, Mizuho Securities |
| HART 2026-C | HART 2026-B | HART 2026-A | HART 2025-D | HART 2025-C | HART 2025-B | |
|---|---|---|---|---|---|---|
| Collateral (pool at cut-off) | ||||||
| Closing date | — | 2026-06-17 | 2026-02-18 | 2025-11-12 | 2025-09-17 | 2025-06-11 |
| Pool balance | $1,674.8MM | $2,408.5MM | $2,392.4MM | $2,171.9MM | $2,148.3MM | $2,188.2MM |
| WA Credit Score | 774+1 | 774 | 775 | 773 | 772 | 770 |
| WA APR | 4.48%−0.90pp | 5.17% | 5.38% | 5.37% | 5.61% | 5.95% |
| WA original term mo | 65.9−1.6 | 65.8 mo | 67.2 mo | 67.9 mo | 67.9 mo | 67.5 mo |
| % new vehicles | 99.9% | 99.8% | 97.5% | 99.9% | 99.5% | 97.5% |
| Reserve % | 0.25% | 0.25% | 0.25% | 0.25% | 0.25% | 0.25% |
| Geo top-3 | TX 12.9% FL 9.6% CA 8.6% | TX 13.0% FL 9.9% CA 8.5% | TX 13.2% FL 10.1% CA 9.1% | TX 13.1% FL 10.2% CA 8.0% | TX 13.0% FL 9.8% CA 8.2% | CA 14.3% TX 11.9% FL 9.3% |
| Structure (at issuance) | ||||||
| AAA spread | +37 bps+1bps | +36 bps | +34 bps | +38 bps | +35 bps | — |
| AAA % of pool | 72.4%+4.1pp | 67.0% | 69.0% | 68.3% | 68.9% | 56.0% |
| Subordination below AAA | 4.9%+0.4pp | 4.5% | 4.5% | 4.5% | 4.6% | 4.6% |
| OC (initial) | 3.00% | 3.00% | 3.00% | 3.00% | 3.00% | 3.00% |
| OC target | 3.00% | 3.00% | 3.00% | 3.00% | 3.00% | 3.00% |
| OC floor | 3.00% | 3.00% | 3.00% | 3.00% | 3.00% | 3.00% |
| YSOC | 8.14% | 6.86% | 5.70% | 5.68% | 5.09% | 5.22% |
| Tranches | 7 | 7 | 7 | 7 | 7 | 7 |
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.
| HART 2026-C | WOART 2026-C | BMWOT 2026-A | HAROT 2026-3 | TAOT 2026-C | GMCAR 2026-3 | |
|---|---|---|---|---|---|---|
| Collateral (pool at cut-off) | ||||||
| Closing date | — | 2026-08-26 | 2026-08-19 | 2026-08-12 | 2026-07-21 | 2026-07-15 |
| Pool balance | $1,674.8MM | $1,084.4MM | $1,895.5MM | $2,159.3MM | $2,023.1MM | $1,078.8MM |
| WA Credit Score | 774+3 | 758 | 784 | 770 | 771 | 781 |
| WA APR | 4.48%−0.88pp | 5.74% | 3.35% | 4.94% | 5.36% | 5.93% |
| WA original term mo | 65.9−0.1 | 69.0 mo | 65.1 mo | 62.7 mo | 66.0 mo | 70.0 mo |
| % new vehicles | 99.9% | 98.5% | 70.5% | 86.1% | 87.5% | 80.8% |
| Reserve % | 0.25% | 0.23% | 0.25% | 0.25% | 0.25% | 0.25% |
| Geo top-3 | TX 12.9% FL 9.6% CA 8.6% | FL 46.2% GA 18.6% NC 15.4% | CA 15.9% TX 13.2% FL 10.9% | CA 16.1% TX 10.0% NY 5.8% | CA 24.2% TX 16.3% IL 3.9% | TX 14.4% FL 6.8% CA 6.7% |
| Structure (at issuance) | ||||||
| AAA spread | +37 bps+6bps | +31 bps | +30 bps | +32 bps | +31 bps | +30 bps |
| AAA % of pool | 72.4%−1.1pp | 70.0% | 72.0% | 73.9% | 91.6% | 73.5% |
| Subordination below AAA | 4.9%+2.6pp | 4.2% | 0.0% | 0.0% | 2.3% | 3.0% |
| OC (initial) | 3.00% | — | 2.50% | — | 0.85% | 2.75% |
| OC target | 3.00% | 0.90% | 2.50% | — | 0.85% | 2.75% |
| OC floor | 3.00% | 0.50% | 2.50% | — | 0.85% | 2.75% |
| YSOC | 8.14% | 6.76% | 5.31% | 5.84% | 6.08% | 3.18% |
| Tranches | 7 | 7 | 5 | 5 | 6 | 7 |
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.
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 (209 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.
nan — ticker HART.
Peer tier: prime.
Open in Explorer ↗ for
FICO sub-band and new/used stratification.