Presale Report  ·  Data as of 2024-06-20

Santander Drive Auto Receivables Trust 2024-3 Auto Loan subprime FINAL · CLOSED 2024-06-20

Notes
$1,783.7MM
Pool
$1,960.1MM
Reserve
1.00%
AAA Sub
35.6%
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-1150.07.7%83.3%2025-06-16
Class A-2549.228.0%55.3%+68 bps0.632027-06-15AaaAAA
Class A-3449.422.9%32.4%+80 bps1.742029-01-16AaaAAA
Class B217.611.1%21.3%+95 bps2.652029-09-17AaaAA
Class C188.29.6%11.7%+115 bps3.312030-08-15Aa3A
Class D229.311.7%0.0%+155 bps3.982031-10-15Baa3

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 62.0%.

Transaction Parties

SponsorSantander Consumer USA Inc
ServicerSantander Bank, N.A.
Depositor / TransferorSantander Drive Auto Receivables LLC
Indenture TrusteeClayton Fixed Income Services LLC
Owner TrusteeCitibank, N.A
Asset Rep. ReviewerClayton Fixed Income Services LLC
UnderwritersBNP Paribas Securities, Barclays Capital, Mischler Financial Group

Issuer Track Record

SDART 2024-3SDART 2024-2SDART 2024-1SDART 2023-6SDART 2023-5SDART 2023-4
Collateral (pool at cut-off)
Closing date2024-06-202024-04-242024-01-182023-11-212023-10-182023-08-23
Pool balance$1,960.1MM$1,768.8MM$1,731.8MM$1,099.9MM$1,546.9MM$1,403.2MM
WA Credit Score606+1606606605605603
WA APR18.38%+0.71pp18.49%17.63%17.67%17.67%17.37%
WA original term mo71.2−0.471.0 mo71.8 mo71.7 mo71.7 mo71.7 mo
% new vehicles28.0%30.4%31.1%34.2%34.2%29.0%
Reserve %1.00%1.00%1.00%1.00%1.00%1.00%
Geo top-3TX 15.8%
FL 13.4%
CA 8.6%
TX 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%
Structure (at issuance)
AAA spread+68 bps−10bps+60 bps+72 bps+95 bps+85 bps
AAA % of pool50.9%+1.2pp51.2%47.4%50.4%44.5%49.7%
Subordination below AAA32.4%+9.8pp32.3%29.7%22.4%20.1%22.6%
OC (initial)9.00%9.00%9.50%19.60%19.15%18.70%
OC target14.00%14.60%15.20%26.75%27.50%27.20%
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.
Tranches666555

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 2024-3AMCAR 2024-1EART 2024-3BLAST 2024-2DRIVE 2024-1CRVNA 2021-N4
Collateral (pool at cut-off)
Closing date2024-06-202024-05-292024-05-282024-04-242024-02-212021-12-15
Pool balance$1,960.1MM$1,675.9MM$869.8MM$700.0MM$1,642.6MM$460.0MM
WA Credit Score606+28588591552575578
WA APR18.38%−0.44pp13.57%21.76%23.16%18.29%18.82%
WA original term mo71.2+0.071.0 mo74.0 mo65.0 mo71.2 mo72.0 mo
% new vehicles28.0%56.9%0.1%19.1%
Reserve %1.00%1.00%1.00%1.50%1.00%0.35%
Geo top-3TX 15.8%
FL 13.4%
CA 8.6%
TX 16.3%
FL 7.4%
OH 7.1%
TX 15.4%
CA 9.6%
FL 8.0%
FL 13.3%
TX 13.0%
GA 9.6%
TX 21.2%
FL 12.8%
CA 8.2%
TX 10.9%
CA 7.0%
FL 6.9%
Structure (at issuance)
AAA spread+68 bps+10bps+60 bps+56 bps+53 bps+62 bps
AAA % of pool50.9%+13.7pp51.6%33.3%37.3%34.7%51.4%
Subordination below AAA32.4%−6.9pp25.3%50.5%39.3%22.3%53.2%
OC (initial)9.00%5.75%6.25%15.00%33.10%0.00%
OC target14.00%14.75%15.25%19.50%42.35%3.00%
OC floor2.00%1.50%3.25%3.50%1.25%
YSOCn.a.n.a.n.a.n.a.n.a.
Tranches687757

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 (35 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%7.2%10.8%14.4%M0M12M24M36M48Seasoning (months from cut-off)CNLSDART 2024-2SDART 2024-1SDART 2023-6SDART 2023-5subprime peers medianPeer IQR (fixed cohort, n=18)
Portfolio 60+ DQ — SDART vs. peers (calendar time)2.89%5.78%8.67%11.57%2021-062022-022022-112023-082024-05Calendar date60+ DQ rateSDARTDRIVEEART

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