Presale Report  ·  Data as of 2024-02-21

Drive Auto Receivables Trust 2024-1 Auto Loan subprime FINAL · CLOSED 2024-02-21

Notes
$1,098.9MM
Pool
$1,642.6MM
Reserve
1.00%
AAA Sub
33.2%
Sponsor: Santander Consumer USA Inc  ·  Servicer: Santander Consumer USA Inc.  ·  Trustee: Wilmington Trust, National Association (“

Capital Structure

ClassSize ($MM)% of PoolSub %CPN / SpreadWALLegal FinalS&PMoody's
Class A-1164.010.0%56.9%2025-02-18
Class A-2394.424.0%32.9%+62 bps0.502026-12-15AAAAaa
Class A-3175.010.7%22.3%+73 bps1.432028-02-15AAAAaa
Class B165.110.1%12.2%+95 bps2.202029-01-16AAAaa
Class C200.412.2%0.0%+125 bps3.202031-11-17AAa3

Split-rated at the AAA level: Class B (Moody's Aaa / S&P AA). Per the convention that all rating agencies must concur, this tranche is treated as the lower rating and excluded from AAA % of pool. On a most-favorable-agency basis (rated AAA by any agency), AAA % of pool would be 44.7%.

Transaction Parties

SponsorSantander Consumer USA Inc
ServicerSantander Consumer USA Inc.
Depositor / TransferorSantander Drive Auto Receivables LLC
Indenture TrusteeWilmington Trust, National Association (“
Owner TrusteeCiticorp Trust Delaware, National Association
Asset Rep. ReviewerClayton Fixed Income Services LLC
UnderwritersBNP Paribas Securities, Mischler Financial Group

Issuer Track Record

DRIVE 2024-1DRIVE 2021-3DRIVE 2021-2DRIVE 2021-1
Collateral (pool at cut-off)
Closing date2024-02-212021-11-172021-08-252021-04-21
Pool balance$1,642.6MM$1,591.6MM$2,150.5MM$1,934.8MM
WA Credit Score575−7575582583
WA APR18.29%−0.69pp18.29%19.02%18.98%
WA original term mo71.2+0.171.2 mo71.0 mo71.1 mo
% new vehicles19.1%23.1%27.7%29.0%
Reserve %1.00%1.00%1.00%1.00%
Geo top-3TX 21.2%
FL 12.8%
CA 8.2%
TX 18.1%
FL 12.4%
CA 6.3%
TX 18.2%
FL 12.5%
CA 6.8%
TX 17.1%
FL 11.4%
CA 8.4%
Structure (at issuance)
AAA spread+62 bps+41bps+22 bps+19 bps
AAA % of pool34.7%−13.4pp34.8%49.0%48.1%
Subordination below AAA22.3%−13.6pp32.3%35.8%36.1%
OC (initial)33.10%19.79%16.30%17.35%
OC target42.35%23.00%24.00%25.15%
OC floor3.50%3.00%3.50%3.50%
YSOCn.a.n.a.n.a.n.a.
Tranches5666

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

DRIVE 2024-1EART 2024-1BLAST 2024-1SDART 2024-1AMCAR 2023-2CRVNA 2021-N4
Collateral (pool at cut-off)
Closing date2024-02-212024-01-312024-01-242024-01-182023-09-202021-12-15
Pool balance$1,642.6MM$702.3MM$700.0MM$1,731.8MM$1,591.5MM$460.0MM
WA Credit Score575−15595554606590578
WA APR18.29%−0.53pp21.48%19.10%17.63%12.20%18.82%
WA original term mo71.2−0.874.0 mo64.0 mo71.8 mo74.0 mo72.0 mo
% new vehicles19.1%0.1%31.1%51.8%
Reserve %1.00%1.00%1.50%1.00%2.00%0.35%
Geo top-3TX 21.2%
FL 12.8%
CA 8.2%
TX 14.8%
CA 10.1%
FL 8.7%
TX 13.8%
FL 12.1%
GA 10.0%
TX 14.4%
FL 11.2%
CA 8.9%
TX 15.7%
FL 8.0%
OH 6.6%
TX 10.9%
CA 7.0%
FL 6.9%
Structure (at issuance)
AAA spread+62 bps−8bps+45 bps+70 bps+72 bps
AAA % of pool34.7%−12.7pp32.2%35.0%47.4%54.2%51.4%
Subordination below AAA22.3%−18.7pp53.2%41.0%29.7%25.4%53.2%
OC (initial)33.10%5.65%15.50%9.50%5.75%0.00%
OC target42.35%12.65%20.80%15.20%14.75%3.00%
OC floor3.50%1.50%3.25%2.00%1.25%
YSOCn.a.n.a.n.a.n.a.n.a.
Tranches577677

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 (48 series across 3 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 — DRIVE vs. subprime peers3.2%6.4%9.6%12.9%M0M12M24M36M48Seasoning (months from cut-off)CNLDRIVE 2021-3DRIVE 2021-2DRIVE 2021-1DRIVE 2020-2subprime peers medianPeer IQR (fixed cohort, n=24)
Portfolio 60+ DQ — DRIVE vs. peers (calendar time)2.89%5.78%8.67%11.57%2021-022021-102022-072023-042024-01Calendar date60+ DQ rateDRIVEEARTSDART

Santander Consumer USA Inc — ticker DRIVE. Peer tier: subprime.
Open in Explorer ↗ for FICO sub-band and new/used stratification.