Presale Report  ·  Data as of 2024-01-31

Exeter Automobile Receivables Trust 2024-1 Auto Loan subprime FINAL · CLOSED 2024-01-31

Notes
$662.6MM
Pool
$702.3MM
Reserve
1.00%
AAA Sub
56.4%
Sponsor: Exeter Finance LLC  ·  Servicer: Exeter Finance LLC  ·  Trustee: Citibank, N.A

Capital Structure

ClassSize ($MM)% of PoolSub %CPN / SpreadWALLegal FinalMoody'sFitch
Class A-163.09.0%85.4%+20 bps0.132025-02-18P-1F1+
Class A-2147.421.0%64.4%+45 bps0.592026-10-15AaaAAA
Class A-379.011.2%53.2%+70 bps1.302027-08-16AaaAAA
Class B116.216.6%36.6%+98 bps1.982028-08-15AaaAA
Class C100.814.4%22.2%+128 bps2.812030-05-15Aa3A
Class D99.714.2%8.1%+180 bps3.732030-06-17Baa3BBB
Class E56.58.1%0.0%+395 bps4.572031-08-15

Split-rated at the AAA level: Class B (Moody's Aaa / Fitch 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 48.8%.

Transaction Parties

SponsorExeter Finance LLC
ServicerExeter Finance LLC
Depositor / TransferorEFCAR, LLC
Indenture TrusteeCitibank, N.A
Owner TrusteeWilmington Trust Company
Asset Rep. ReviewerClayton Fixed Income Services LLC
UnderwritersJ.P. Morgan Securities, BNP Paribas Securities, Wells Fargo Securities, Deutsche Bank Securities, Citigroup Global Markets

Issuer Track Record

EART 2024-1EART 2023-5EART 2023-4EART 2023-3EART 2023-2EART 2023-1
Collateral (pool at cut-off)
Closing date2024-01-312023-11-152023-08-302023-06-292023-05-172023-02-28
Pool balance$702.3MM$789.2MM$675.8MM$635.8MM$680.7MM$610.6MM
WA Credit Score595+1595596594592594
WA APR21.48%+1.19pp20.65%20.53%19.88%19.99%20.29%
WA original term mo74.0+1.073.0 mo73.0 mo73.0 mo74.0 mo73.0 mo
% new vehicles
Reserve %1.00%1.00%1.50%1.75%1.30%1.00%
Geo top-3TX 14.8%
CA 10.1%
FL 8.7%
TX 14.9%
CA 9.8%
FL 9.1%
TX 14.9%
FL 9.6%
CA 9.3%
TX 14.6%
FL 9.7%
CA 9.4%
TX 14.4%
CA 9.8%
FL 9.1%
TX 12.7%
CA 10.6%
FL 8.8%
Structure (at issuance)
AAA spread+45 bps−35bps+80 bps+68 bps+80 bps+80 bps+65 bps
AAA % of pool32.2%+1.9pp30.3%28.4%27.9%30.8%30.6%
Subordination below AAA53.2%+0.6pp51.8%52.5%53.3%52.8%49.4%
OC (initial)5.65%7.60%7.85%7.60%8.50%9.65%
OC target12.65%16.20%19.15%17.85%19.10%23.35%
OC floor1.50%1.50%1.50%1.50%1.50%1.50%
YSOCn.a.n.a.n.a.n.a.n.a.n.a.
Tranches777777

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

EART 2024-1BLAST 2024-1SDART 2024-1AMCAR 2023-2CRVNA 2021-N4DRIVE 2021-3
Collateral (pool at cut-off)
Closing date2024-01-312024-01-242024-01-182023-09-202021-12-152021-11-17
Pool balance$702.3MM$700.0MM$1,731.8MM$1,591.5MM$460.0MM$1,591.6MM
WA Credit Score595+17554606590578575
WA APR21.48%+3.19pp19.10%17.63%12.20%18.82%18.29%
WA original term mo74.0+2.264.0 mo71.8 mo74.0 mo72.0 mo71.2 mo
% new vehicles0.1%31.1%51.8%23.1%
Reserve %1.00%1.50%1.00%2.00%0.35%1.00%
Geo top-3TX 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%
TX 18.1%
FL 12.4%
CA 6.3%
Structure (at issuance)
AAA spread+45 bps−26bps+70 bps+72 bps
AAA % of pool32.2%−15.1pp35.0%47.4%54.2%51.4%34.8%
Subordination below AAA53.2%+20.8pp41.0%29.7%25.4%53.2%32.3%
OC (initial)5.65%15.50%9.50%5.75%0.00%19.79%
OC target12.65%20.80%15.20%14.75%3.00%23.00%
OC floor1.50%3.25%2.00%1.25%3.00%
YSOCn.a.n.a.n.a.n.a.n.a.
Tranches776776

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 — EART vs. subprime peers3.1%6.2%9.3%12.4%M0M12M24M36M48Seasoning (months from cut-off)CNLEART 2023-5EART 2023-4EART 2023-3EART 2023-2subprime peers medianPeer IQR (fixed cohort, n=29)
Portfolio 60+ DQ — EART vs. peers (calendar time)2.89%5.78%8.67%11.57%2021-012021-102022-072023-042024-01Calendar date60+ DQ rateEARTDRIVESDART

Exeter Finance LLC — ticker EART. Peer tier: subprime.
Open in Explorer ↗ for FICO sub-band and new/used stratification.