Presale Report  ·  Data as of 2024-05-28

Exeter Automobile Receivables Trust 2024-3 Auto Loan subprime FINAL · CLOSED 2024-05-28

Notes
$815.5MM
Pool
$869.8MM
Reserve
1.00%
AAA Sub
50.5%
Sponsor: Exeter Finance LLC  ·  Servicer: Exeter Finance LLC  ·  Trustee: The indenture trustee is Citibank, N.A

Capital Structure

ClassSize ($MM)% of PoolSub %CPN / SpreadWALLegal FinalS&PMoody's
Class A-186.910.0%83.8%+22 bps0.132025-06-16A-1+P-1
Class A-2205.023.6%60.2%+56 bps0.582027-02-15AAAAaa
Class A-384.39.7%50.5%+68 bps1.282027-12-15AAAAaa
Class B100.911.6%38.9%+78 bps1.832028-09-15AAAaa
Class C120.913.9%25.0%+108 bps2.552029-07-16AAa1
Class D129.614.9%10.1%+150 bps3.492030-09-16BBBBaa1
Class E87.910.1%0.0%+350 bps4.492031-10-15BB-NR

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 44.9%.

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
UnderwritersDeutsche Bank Securities, J.P. Morgan Securities, Barclays Capital, Citigroup Global Markets, Mizuho Securities

Issuer Track Record

EART 2024-3EART 2024-2EART 2024-1EART 2023-5EART 2023-4EART 2023-3
Collateral (pool at cut-off)
Closing date2024-05-282024-04-052024-01-312023-11-152023-08-302023-06-29
Pool balance$869.8MM$859.3MM$702.3MM$789.2MM$675.8MM$635.8MM
WA Credit Score591−4592595595596594
WA APR21.76%+1.11pp21.29%21.48%20.65%20.53%19.88%
WA original term mo74.0+1.074.0 mo74.0 mo73.0 mo73.0 mo73.0 mo
% new vehicles
Reserve %1.00%1.00%1.00%1.00%1.50%1.75%
Geo top-3TX 15.4%
CA 9.6%
FL 8.0%
TX 15.7%
CA 9.3%
FL 8.3%
TX 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%
Structure (at issuance)
AAA spread+56 bps−12bps+44 bps+45 bps+80 bps+68 bps+80 bps
AAA % of pool33.3%+4.9pp22.5%32.2%30.3%28.4%27.9%
Subordination below AAA50.5%−2.7pp60.1%53.2%51.8%52.5%53.3%
OC (initial)6.25%7.55%5.65%7.60%7.85%7.60%
OC target15.25%17.55%12.65%16.20%19.15%17.85%
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 2024-3SDART 2024-2BLAST 2024-2DRIVE 2024-1AMCAR 2023-2CRVNA 2021-N4
Collateral (pool at cut-off)
Closing date2024-05-282024-04-242024-04-242024-02-212023-09-202021-12-15
Pool balance$869.8MM$1,768.8MM$700.0MM$1,642.6MM$1,591.5MM$460.0MM
WA Credit Score591+13606552575590578
WA APR21.76%+3.27pp18.49%23.16%18.29%12.20%18.82%
WA original term mo74.0+2.871.0 mo65.0 mo71.2 mo74.0 mo72.0 mo
% new vehicles30.4%0.1%19.1%51.8%
Reserve %1.00%1.00%1.50%1.00%2.00%0.35%
Geo top-3TX 15.4%
CA 9.6%
FL 8.0%
TX 16.8%
FL 12.9%
CA 8.0%
FL 13.3%
TX 13.0%
GA 9.6%
TX 21.2%
FL 12.8%
CA 8.2%
TX 15.7%
FL 8.0%
OH 6.6%
TX 10.9%
CA 7.0%
FL 6.9%
Structure (at issuance)
AAA spread+56 bps−4bps+60 bps+53 bps+62 bps
AAA % of pool33.3%−17.9pp51.2%37.3%34.7%54.2%51.4%
Subordination below AAA50.5%+18.2pp32.3%39.3%22.3%25.4%53.2%
OC (initial)6.25%9.00%15.00%33.10%5.75%0.00%
OC target15.25%14.60%19.50%42.35%14.75%3.00%
OC floor1.50%2.00%3.25%3.50%1.25%
YSOCn.a.n.a.n.a.n.a.n.a.
Tranches767577

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 (51 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 peers2.9%5.9%8.8%11.8%M0M12M24M36M48Seasoning (months from cut-off)CNLEART 2024-1EART 2023-5EART 2023-4subprime peers medianPeer IQR (fixed cohort, n=32)
Portfolio 60+ DQ — EART vs. peers (calendar time)2.89%5.78%8.67%11.57%2021-052022-012022-102023-072024-04Calendar date60+ DQ rateEARTDRIVESDART

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