Presale Report  ·  Data as of 2026-05-20

Mercedes-Benz Auto Receivables Trust 2026-1 Auto Loan prime FINAL · CLOSED 2026-05-20

Notes
$1,355.9MM
Pool
Reserve
OC
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 FinalS&PFitch
Class A-1358.026.4%73.6%0.272029-01-15
Class A-2A265.019.5%54.1%+36 bps1.062029-01-15AAAAAA
Class A-2B189.013.9%40.1%+36 bps SOFR1.062029-01-15AAAAAA
Class A-3454.033.5%6.6%+41 bps2.302030-10-15AAAAAA
Class A-489.96.6%0.0%+47 bps3.592032-10-15AAAAAA

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
UnderwritersBNP Paribas Securities, MUFG Securities Americas, Mizuho Securities

Issuer Track Record

MBART 2026-1MBART 2025-1MBART 2024-1MBART 2023-2MBART 2023-1MBART 2022-1
Collateral (pool at cut-off)
Closing date2026-05-202025-01-232024-01-242023-10-252023-01-252022-11-22
Pool balance
WA Credit Score780+21761754752759761
WA APR6.37%−0.69pp7.96%7.74%7.06%4.84%4.39%
WA original term mo62.4−5.167.5 mo69.6 mo68.2 mo67.5 mo67.0 mo
% new vehicles48.1%40.2%40.3%48.0%48.0%48.0%
Reserve %
Geo top-3CA 20.4%
FL 14.8%
TX 14.0%
CA 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%
Structure (at issuance)
AAA spread+36 bps−21bps+32 bps+66 bps+57 bps+54 bps+74 bps
AAA % of pool73.6%−3.6pp42.3%77.7%76.7%78.9%
Subordination below AAA0.0%0.0pp0.0%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
Tranches555444

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 2026-1WOART 2026-BHAROT 2026-2TAOT 2026-BGMCAR 2026-2FCAOT 2026-A
Collateral (pool at cut-off)
Closing date2026-05-202026-05-132026-05-132026-04-212026-04-152026-03-24
Pool balance$1,406.0MM$2,159.3MM$2,000.6MM$1,335.0MM$1,489.0MM
WA Credit Score780+12759768770777754
WA APR6.37%+0.80pp5.79%4.99%5.57%6.11%4.84%
WA original term mo62.4−3.768.6 mo61.9 mo66.0 mo70.0 mo65.8 mo
% new vehicles48.1%98.1%86.1%87.6%80.8%93.8%
Reserve %0.23%0.25%0.25%0.25%0.18%
Geo top-3CA 20.4%
FL 14.8%
TX 14.0%
FL 45.9%
GA 18.6%
NC 15.2%
CA 15.3%
TX 9.9%
NY 6.2%
CA 24.1%
TX 16.1%
AZ 3.6%
TX 14.2%
FL 7.1%
CA 6.7%
TX 16.5%
FL 8.6%
CA 8.5%
Structure (at issuance)
AAA spread+36 bps−2bps+38 bps+38 bps+38 bps+40 bps+43 bps
AAA % of pool73.6%+1.0pp70.3%72.8%72.6%75.7%70.7%
Subordination below AAA0.0%−3.0pp4.2%0.0%2.4%3.0%4.8%
OC (initial)2.50%0.85%2.75%2.00%
OC target2.50%0.90%0.85%2.75%2.00%
OC floor2.50%0.50%0.85%2.75%2.00%
YSOC6.38%5.10%5.03%2.19%4.56%
Tranches575677

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 (223 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 peers0.5%1.0%1.4%1.9%M0M12M24M36M48Seasoning (months from cut-off)CNLMBART 2025-1MBART 2024-1MBART 2023-2MBART 2023-1prime peers medianPeer IQR (fixed cohort, n=150)
Portfolio 60+ DQ — MBART vs. peers (calendar time)0.14%0.27%0.41%0.55%2023-052024-012024-102025-072026-04Calendar 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.