Presale Report  ·  Data as of 2024-09-25

Drive Auto Receivables Trust 2024-2 Auto Loan subprime FINAL · CLOSED 2024-09-25

Notes
$1,709.6MM
Pool
$2,191.8MM
Reserve
1.00%
AAA Sub
38.8%
Sponsor: Santander Consumer USA Inc  ·  Servicer: Santander Bank, N.A.  ·  Trustee: Clayton Fixed Income Services LLC

Capital Structure

ClassSize ($MM)% of PoolSub %CPN / SpreadWALLegal FinalMoody'sDBRS
Class A-1209.69.6%68.4%0.112025-09-15
Class A-2610.627.9%40.6%+60 bps0.632027-12-15AaaAAA
Class A-3226.410.3%30.3%+78 bps1.532028-09-15AaaAAA
Class B246.611.3%19.0%+100 bps2.142029-07-16Aa1AA
Class C235.610.7%8.3%+125 bps2.852032-05-17A1A
Class D180.88.3%0.0%+155 bps3.532032-05-17Baa3

Transaction Parties

SponsorSantander Consumer USA Inc
ServicerSantander Bank, N.A.
Depositor / TransferorSantander Drive Auto Receivables LLC
Indenture TrusteeClayton Fixed Income Services LLC
Owner TrusteeCitibank, N.A
Asset Rep. ReviewerClayton Fixed Income Services LLC
UnderwritersDeutsche Bank Securities, BMO Capital Markets, Wells Fargo Securities, Loop Capital Markets

Issuer Track Record

DRIVE 2024-2DRIVE 2024-1DRIVE 2021-3DRIVE 2021-2DRIVE 2021-1
Collateral (pool at cut-off)
Closing date2024-09-252024-02-212021-11-172021-08-252021-04-21
Pool balance$2,191.8MM$1,642.6MM$1,591.6MM$2,150.5MM$1,934.8MM
WA Credit Score586+8575575582583
WA APR19.84%+1.21pp18.29%18.29%19.02%18.98%
WA original term mo71.7+0.571.2 mo71.2 mo71.0 mo71.1 mo
% new vehicles31.7%19.1%23.1%27.7%29.0%
Reserve %1.00%1.00%1.00%1.00%1.00%
Geo top-3TX 20.6%
FL 12.7%
CA 7.6%
TX 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+60 bps+38bps+62 bps+22 bps+19 bps
AAA % of pool38.2%−3.2pp34.7%34.8%49.0%48.1%
Subordination below AAA30.3%−3.8pp22.3%32.3%35.8%36.1%
OC (initial)22.00%33.10%19.79%16.30%17.35%
OC target26.75%42.35%23.00%24.00%25.15%
OC floor3.50%3.50%3.00%3.50%3.50%
YSOCn.a.n.a.n.a.n.a.n.a.
Tranches65666

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 2024-2SDART 2024-4EART 2024-4CMXS 2024-A
Collateral (pool at cut-off)
Closing date2024-09-252024-08-212024-07-302024-06-26
Pool balance$2,191.8MM$1,989.0MM$925.3MM$666.7MM
WA Credit Score586−17604599603
WA APR19.84%+1.30pp18.54%20.25%16.06%
WA original term mo71.7+0.471.3 mo75.0 mo68.5 mo
% new vehicles31.7%30.4%0.0%
Reserve %1.00%1.00%1.00%6.25%
Geo top-3TX 20.6%
FL 12.7%
CA 7.6%
TX 15.9%
FL 11.8%
CA 8.9%
TX 15.7%
CA 10.3%
FL 8.1%
CA 15.2%
TX 14.4%
FL 9.4%
Structure (at issuance)
AAA spread+60 bps−5bps+65 bps+55 bps+73 bps
AAA % of pool38.2%−13.6pp51.8%34.1%54.5%
Subordination below AAA30.3%−1.4pp31.7%51.4%22.8%
OC (initial)22.00%8.95%6.00%6.25%
OC target26.75%13.95%15.75%14.35%
OC floor3.50%2.00%1.50%0.50%
YSOCn.a.n.a.n.a.n.a.
Tranches6677

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 (55 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 peers3.6%7.2%10.8%14.4%M0M12M24M36M48Seasoning (months from cut-off)CNLDRIVE 2024-1DRIVE 2021-3DRIVE 2021-2DRIVE 2021-1subprime peers medianPeer IQR (fixed cohort, n=28)
Portfolio 60+ DQ — DRIVE vs. peers (calendar time)2.89%5.78%8.67%11.57%2021-092022-052023-022023-112024-08Calendar date60+ DQ rateDRIVEEARTSDART

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