Presale Report  ·  Data as of 2025-01-23

Mercedes-Benz Auto Receivables Trust 2025-1 Auto Loan prime FINAL · CLOSED 2025-01-23

Notes
$1,310.1MM
Pool
Reserve
AAA Sub
Sponsor: Mercedes-Benz Financial Services USA LLC  ·  Servicer: Mercedes-Benz Financial Services USA LLC  ·  Trustee: U.S. Bank Trust Company, National Association

Capital Structure

ClassSize ($MM)% of PoolSub %CPN / SpreadWALLegal FinalMoody'sFitch
Class A-1228.317.4%82.6%0.192026-01-15
Class A-2A510.739.0%43.6%+32 bps1.022028-02-15AaaAAA
Class A-2B+32 bps SOFR1.022028-02-15AaaAAA
Class A-3480.736.7%6.9%+41 bps2.552029-12-15AaaAAA
Class A-490.46.9%0.0%+44 bps3.982031-04-15AaaAAA

Transaction Parties

SponsorMercedes-Benz Financial Services USA LLC
ServicerMercedes-Benz Financial Services USA LLC
Depositor / TransferorMercedes-Benz Financial Services USA LLC
Indenture TrusteeU.S. Bank Trust Company, National Association
Owner TrusteeWilmington Trust, National Association
Asset Rep. ReviewerClayton Fixed Income Services LLC
UnderwritersWells Fargo Securities, BNP Paribas Securities, RBC Capital Markets, SMBC Nikko Securities

Issuer Track Record

MBART 2025-1MBART 2024-1MBART 2023-2MBART 2023-1MBART 2022-1MBART 2021-1
Collateral (pool at cut-off)
Closing date2025-01-232024-01-242023-10-252023-01-252022-11-222021-09-22
Pool balance
WA Credit Score761+3754752759761770
WA APR7.96%+3.12pp7.74%7.06%4.84%4.39%3.59%
WA original term mo67.5−0.069.6 mo68.2 mo67.5 mo67.0 mo65.3 mo
% new vehicles40.2%40.3%48.0%48.0%48.0%
Reserve %
Geo top-3CA 21.6%
TX 16.5%
NY 8.8%
CA 21.6%
FL 15.3%
TX 14.3%
CA 21.5%
FL 15.2%
TX 13.6%
CA 21.7%
FL 15.3%
TX 14.8%
CA 22.4%
FL 13.4%
TX 12.6%
CA 19.3%
TX 11.8%
FL 10.8%
Structure (at issuance)
AAA spread+32 bps−25bps+66 bps+57 bps+54 bps+74 bps+6 bps
AAA % of pool42.3%77.7%76.7%78.9%79.0%
Subordination below AAA0.0%0.0%0.0%0.0%0.0%
OC (initial)2.50%2.50%2.50%2.50%2.50%2.50%
OC target2.50%2.50%2.50%2.50%2.50%2.50%
OC floor2.50%2.50%2.50%2.50%2.50%2.50%
YSOC
Tranches554444

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

MBART 2025-1GMCAR 2025-1VALET 2024-1FCAOT 2024-DHAROT 2024-4NAROT 2024-B
Collateral (pool at cut-off)
Closing date2025-01-232025-01-152024-11-262024-11-222024-10-242024-10-23
Pool balance$1,644.9MM$1,749.4MM$1,683.4MM$2,159.2MM$1,397.8MM
WA Credit Score761−13781774754768783
WA APR7.96%+3.17pp6.08%4.68%4.79%4.88%4.62%
WA original term mo67.5+6.313.0 mo64.9 mo61.2 mo
% new vehicles40.2%87.9%80.0%94.2%86.2%10.0%
Reserve %0.24%0.22%0.23%0.25%0.25%
Geo top-3CA 21.6%
TX 16.5%
NY 8.8%
TX 13.9%
FL 7.0%
MI 5.6%
TX 13.9%
CA 10.6%
FL 8.3%
TX 16.1%
CA 8.6%
FL 8.5%
CA 17.5%
TX 9.9%
FL 6.9%
TX 17.1%
FL 8.8%
CA 6.2%
Structure (at issuance)
AAA spread+32 bps−4bps+33 bps+36 bps+32 bps+45 bps+38 bps
AAA % of pool73.4%68.9%69.5%73.4%67.6%
Subordination below AAA3.0%0.0%4.7%0.0%0.0%
OC (initial)2.50%2.75%4.00%2.00%4.00%
OC target2.50%2.75%2.00%4.00%
OC floor2.50%2.75%2.00%4.00%
YSOC3.13%10.68%6.20%5.38%6.85%
Tranches575745

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 (189 series across 9 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 — MBART vs. prime peers0.4%0.8%1.1%1.5%M0M12M24M36M48Seasoning (months from cut-off)CNLMBART 2024-1MBART 2023-2MBART 2023-1MBART 2022-1prime peers medianPeer IQR (fixed cohort, n=117)
Portfolio 60+ DQ — MBART vs. peers (calendar time)0.11%0.22%0.33%0.44%2022-012022-092023-062024-032024-12Calendar date60+ DQ rateMBARTBMWOTFCAOTGMCARHAROT

Mercedes-Benz Financial Services USA LLC — ticker MBART. Peer tier: prime.
Open in Explorer ↗ for FICO sub-band and new/used stratification.