Presale Report  ·  Data as of 2024-04-24

Santander Drive Auto Receivables Trust 2024-2 Auto Loan subprime FINAL · CLOSED 2024-04-24

Notes
$1,609.6MM
Pool
$1,768.8MM
Reserve
1.00%
AAA Sub
38.6%
Sponsor: Santander Consumer USA Inc  ·  Servicer: Santander Bank, N.A.  ·  Trustee: Clayton Fixed Income Services LLC

Capital Structure

ClassSize ($MM)% of PoolSub %CPN / SpreadWALLegal FinalMoody'sFitch
Class A-1134.47.6%83.4%0.112025-05-15P-1F1+
Class A-2581.432.9%50.5%+60 bps0.712027-09-15AaaAAA
Class A-3323.318.3%32.3%+70 bps1.842028-11-15AaaAAA
Class B197.211.2%21.1%+97 bps2.642029-07-16AaaAA
Class C142.48.1%13.0%+110 bps3.252030-06-17Aa2A
Class D230.813.0%0.0%+160 bps3.932031-08-15Baa3

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 62.3%.

Transaction Parties

SponsorSantander Consumer USA Inc
ServicerSantander Bank, N.A.
Depositor / TransferorSantander Drive Auto Receivables LLC
Indenture TrusteeClayton Fixed Income Services LLC
Owner TrusteeCiticorp Trust Delaware, National Association
Asset Rep. ReviewerClayton Fixed Income Services LLC
UnderwritersBarclays Capital, Wells Fargo Securities, Academy Securities

Issuer Track Record

SDART 2024-2SDART 2024-1SDART 2023-6SDART 2023-5SDART 2023-4SDART 2023-3
Collateral (pool at cut-off)
Closing date2024-04-242024-01-182023-11-212023-10-182023-08-232023-07-26
Pool balance$1,768.8MM$1,731.8MM$1,099.9MM$1,546.9MM$1,403.2MM$1,702.0MM
WA Credit Score606+1606605605603603
WA APR18.49%+0.86pp17.63%17.67%17.67%17.37%17.37%
WA original term mo71.0−0.771.8 mo71.7 mo71.7 mo71.7 mo71.7 mo
% new vehicles30.4%31.1%34.2%34.2%29.0%29.0%
Reserve %1.00%1.00%1.00%1.00%1.00%1.00%
Geo top-3TX 16.8%
FL 12.9%
CA 8.0%
TX 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%
Structure (at issuance)
AAA spread+60 bps−20bps+72 bps+95 bps+85 bps+75 bps
AAA % of pool51.2%+3.8pp47.4%50.4%44.5%49.7%41.2%
Subordination below AAA32.3%+9.7pp29.7%22.4%20.1%22.6%26.0%
OC (initial)9.00%9.50%19.60%19.15%18.70%23.70%
OC target14.60%15.20%26.75%27.50%27.20%32.20%
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.
Tranches665555

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 2024-2BLAST 2024-2EART 2024-2DRIVE 2024-1AMCAR 2023-2CRVNA 2021-N4
Collateral (pool at cut-off)
Closing date2024-04-242024-04-242024-04-052024-02-212023-09-202021-12-15
Pool balance$1,768.8MM$700.0MM$859.3MM$1,642.6MM$1,591.5MM$460.0MM
WA Credit Score606+28552592575590578
WA APR18.49%−0.33pp23.16%21.29%18.29%12.20%18.82%
WA original term mo71.0−1.065.0 mo74.0 mo71.2 mo74.0 mo72.0 mo
% new vehicles30.4%0.1%19.1%51.8%
Reserve %1.00%1.50%1.00%1.00%2.00%0.35%
Geo top-3TX 16.8%
FL 12.9%
CA 8.0%
FL 13.3%
TX 13.0%
GA 9.6%
TX 15.7%
CA 9.3%
FL 8.3%
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+60 bps+7bps+53 bps+44 bps+62 bps
AAA % of pool51.2%+13.9pp37.3%22.5%34.7%54.2%51.4%
Subordination below AAA32.3%−7.1pp39.3%60.1%22.3%25.4%53.2%
OC (initial)9.00%15.00%7.55%33.10%5.75%0.00%
OC target14.60%19.50%17.55%42.35%14.75%3.00%
OC floor2.00%3.25%1.50%3.50%1.25%
YSOCn.a.n.a.n.a.n.a.n.a.
Tranches677577

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 (34 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%14.2%M0M12M24M36M48Seasoning (months from cut-off)CNLSDART 2024-1SDART 2023-6SDART 2023-5SDART 2023-4subprime peers medianPeer IQR (fixed cohort, n=17)
Portfolio 60+ DQ — SDART vs. peers (calendar time)2.89%5.78%8.67%11.57%2021-042021-122022-092023-062024-03Calendar date60+ DQ rateSDARTDRIVEEART

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