Presale Report  ·  Data as of 2024-01-18

Santander Drive Auto Receivables Trust 2024-1 Auto Loan subprime FINAL · CLOSED 2024-01-18

Notes
$1,456.7MM
Pool
$1,731.8MM
Reserve
1.00%
AAA Sub
35.3%
Sponsor: Santander Consumer USA Inc  ·  Servicer: Santander Consumer USA Inc.  ·  Trustee: Citibank, N.A

Capital Structure

ClassSize ($MM)% of PoolSub %CPN / SpreadWALLegal FinalMoody'sFitch
Class A-1122.37.1%77.1%0.112025-01-15P-1F1+
Class A-2567.032.7%44.3%+72 bps0.692027-02-16AaaAAA
Class A-3253.114.6%29.7%+90 bps1.792028-04-17AaaAAA
Class B174.710.1%19.6%+110 bps2.552028-12-15AaaAA
Class C129.67.5%12.1%+145 bps3.182030-03-15Aa2A
Class D210.112.1%0.0%3.922031-05-15Baa3

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 57.4%.

Transaction Parties

SponsorSantander Consumer USA Inc
ServicerSantander Consumer USA Inc.
Depositor / TransferorSantander Drive Auto Receivables LLC
Indenture TrusteeCitibank, N.A
Owner TrusteeWilmington Trust, National Association (“
Asset Rep. ReviewerClayton Fixed Income Services LLC
UnderwritersDeutsche Bank Securities, CastleOak Securities, Citigroup Global Markets

Issuer Track Record

SDART 2024-1SDART 2023-6SDART 2023-5SDART 2023-4SDART 2023-3SDART 2023-2
Collateral (pool at cut-off)
Closing date2024-01-182023-11-212023-10-182023-08-232023-07-262023-05-17
Pool balance$1,731.8MM$1,099.9MM$1,546.9MM$1,403.2MM$1,702.0MM$1,606.7MM
WA Credit Score606+3605605603603602
WA APR17.63%+0.26pp17.67%17.67%17.37%17.37%16.60%
WA original term mo71.8+0.171.7 mo71.7 mo71.7 mo71.7 mo71.7 mo
% new vehicles31.1%34.2%34.2%29.0%29.0%30.4%
Reserve %1.00%1.00%1.00%1.00%1.00%1.00%
Geo top-3TX 14.4%
FL 11.2%
CA 8.9%
TX 15.8%
FL 12.2%
CA 9.9%
TX 18.9%
FL 11.3%
CA 7.4%
TX 17.2%
FL 12.6%
CA 8.2%
TX 18.1%
FL 13.2%
CA 7.5%
TX 18.2%
FL 12.9%
CA 8.3%
Structure (at issuance)
AAA spread+72 bps−14bps+95 bps+85 bps+75 bps+88 bps
AAA % of pool47.4%+2.8pp50.4%44.5%49.7%41.2%39.2%
Subordination below AAA29.7%+7.1pp22.4%20.1%22.6%26.0%25.1%
OC (initial)9.50%19.60%19.15%18.70%23.70%23.75%
OC target15.20%26.75%27.50%27.20%32.20%32.50%
OC floor2.00%2.00%2.00%2.00%2.00%2.00%
YSOCn.a.n.a.n.a.n.a.n.a.n.a.
Tranches655555

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

SDART 2024-1EART 2023-5BLAST 2023-1AMCAR 2023-2CRVNA 2021-N4DRIVE 2021-3
Collateral (pool at cut-off)
Closing date2024-01-182023-11-152023-10-252023-09-202021-12-152021-11-17
Pool balance$1,731.8MM$789.2MM$700.0MM$1,591.5MM$460.0MM$1,591.6MM
WA Credit Score606+28595556590578575
WA APR17.63%−1.19pp20.65%22.48%12.20%18.82%18.29%
WA original term mo71.8−0.273.0 mo64.0 mo74.0 mo72.0 mo71.2 mo
% new vehicles31.1%0.2%51.8%23.1%
Reserve %1.00%1.00%1.50%2.00%0.35%1.00%
Geo top-3TX 14.4%
FL 11.2%
CA 8.9%
TX 14.9%
CA 9.8%
FL 9.1%
TX 15.1%
FL 13.8%
GA 9.4%
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+72 bps+80 bps
AAA % of pool47.4%+11.3pp30.3%36.1%54.2%51.4%34.8%
Subordination below AAA29.7%−10.3pp51.8%40.0%25.4%53.2%32.3%
OC (initial)9.50%7.60%14.50%5.75%0.00%19.79%
OC target15.20%16.20%19.00%14.75%3.00%23.00%
OC floor2.00%1.50%3.25%1.25%3.00%
YSOCn.a.n.a.n.a.n.a.n.a.
Tranches677776

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 (32 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 — SDART vs. subprime peers3.6%7.1%10.7%14.3%M0M12M24M36M48Seasoning (months from cut-off)CNLSDART 2023-6SDART 2023-5SDART 2023-4SDART 2023-3subprime peers medianPeer IQR (fixed cohort, n=16)
Portfolio 60+ DQ — SDART vs. peers (calendar time)2.86%5.73%8.59%11.46%2021-012021-092022-062023-032023-12Calendar date60+ DQ rateSDARTDRIVEEART

Santander Consumer USA Inc — ticker SDART. Peer tier: subprime.
Open in Explorer ↗ for FICO sub-band and new/used stratification.