Presale Report  ·  Data as of 2026-08-31

Exeter Automobile Receivables Trust 2026-4 Auto Loan subprime FINAL · CLOSED 2026-08-31

Notes
$1,031.0MM
Pool
$1,108.0MM
Reserve
1.00%
AAA Sub
50.2%
Sponsor: Exeter Finance LLC  ·  Servicer: Exeter Finance LLC  ·  Trustee: Citibank, N.A

Capital Structure

ClassSize ($MM)% of PoolSub %CPN / SpreadWALLegal FinalS&PMoody's
Class A-1119.010.7%85.0%+30 bps0.142027-08-16A-1+P-1
Class A-2164.614.9%70.2%+50 bps0.542028-12-15AAAAaa
Class A-3246.622.3%47.9%+52 bps1.372030-10-15AAAAaa
Class B115.210.4%37.5%+70 bps2.202031-06-16AAAaa
Class C118.510.7%26.8%+95 bps2.812033-02-15AAa3
Class D159.614.4%12.4%+140 bps3.642033-02-15BBBBaa3
Class E107.59.7%2.7%+335 bps4.582034-10-16BB-NR
Class N29.92.7%0.0%+285 bps0.582034-10-16

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 47.5%.

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
UnderwritersWells Fargo Securities, BMO Capital Markets, Deutsche Bank Securities, J.P. Morgan Securities, Citigroup Global Markets, Mizuho Securities

Issuer Track Record

EART 2026-4EART 2026-3EART 2026-2EART 2026-1EART 2025-5EART 2025-4
Collateral (pool at cut-off)
Closing date2026-08-312026-06-242026-03-312026-01-282025-11-172025-08-27
Pool balance$1,108.0MM$1,349.4MM$757.7MM$1,123.3MM$1,272.4MM$1,298.2MM
WA Credit Score585+1584582598584585
WA APR18.28%−0.43pp18.58%19.41%18.71%18.71%18.46%
WA original term mo78.0+2.077.0 mo76.0 mo76.0 mo76.0 mo76.0 mo
% new vehicles
Reserve %1.00%1.00%1.00%1.00%1.00%1.00%
Geo top-3TX 21.0%
CA 11.1%
FL 8.1%
TX 20.3%
CA 10.8%
FL 8.2%
TX 20.6%
CA 11.3%
FL 8.0%
TX 22.2%
CA 10.9%
FL 7.9%
TX 20.1%
CA 10.5%
FL 7.9%
TX 19.6%
CA 10.8%
FL 8.0%
Structure (at issuance)
AAA spread+50 bps−7bps+60 bps+60 bps+49 bps+54 bps
AAA % of pool37.1%−3.3pp37.3%40.4%41.6%40.1%41.1%
Subordination below AAA47.9%+0.1pp47.9%48.6%47.8%45.8%45.7%
OC (initial)6.95%6.80%4.40%4.85%4.50%4.20%
OC target11.65%12.25%11.70%12.25%12.45%11.20%
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.
Tranches888877

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 2026-4CMXS 2026-BSDART 2026-1DRIVE 2025-2
Collateral (pool at cut-off)
Closing date2026-08-312026-06-162026-02-252025-09-24
Pool balance$1,108.0MM$621.8MM$1,936.2MM$1,866.5MM
WA Credit Score585−20613605585
WA APR18.28%+0.24pp16.30%18.04%19.81%
WA original term mo78.0+6.370.1 mo71.8 mo71.7 mo
% new vehicles0.0%26.7%28.1%
Reserve %1.00%3.50%1.00%1.00%
Geo top-3TX 21.0%
CA 11.1%
FL 8.1%
CA 16.9%
TX 13.5%
FL 8.3%
TX 15.6%
FL 13.2%
CA 9.3%
TX 17.7%
FL 12.4%
CA 7.8%
Structure (at issuance)
AAA spread+50 bps−6bps+58 bps+53 bps+56 bps
AAA % of pool37.1%−16.6pp54.8%53.7%42.2%
Subordination below AAA47.9%+15.0pp27.2%33.9%32.8%
OC (initial)6.95%3.50%2.20%14.50%
OC target11.65%10.00%3.65%19.00%
OC floor1.50%0.50%2.00%3.00%
YSOCn.a.n.a.n.a.n.a.
Tranches8776

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 (67 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 2026-1EART 2025-5EART 2025-4EART 2025-3subprime peers medianPeer IQR (fixed cohort, n=47)
Portfolio 60+ DQ — EART vs. peers (calendar time)2.89%5.78%8.67%11.57%2023-082024-042025-012025-102026-07Calendar date60+ DQ rateEARTCMXSDRIVESDART

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