Why doesn't the Holy Spirit have a personal name? The Father and Son have individual names...?

For instance, the Father's name is Jehovah (or Yahveh, etc...) , not just "the Father". Likewise, the Son's name is Jesus (or Yeshua), not just "the Son". But the Holy Spirit is always just called "the Holy Spirit"... what's up with that? Surely the Holy Spirit has a name...? I know that in Jewish lore there is the Shekinah, or God's Glory/Wisdom personified, but the Shekinah is female and the Holy Spirit is represented as being male in the New Testament (the word used is "He"...) And of course Gnosticism has Sophia, but perhaps that's going too far afield... does the Holy Spirit as seen in Christian belief have a name, or not?