Presale Report  ·  Data as of 2024-08-21

Santander Drive Auto Receivables Trust 2024-4 Auto Loan subprime FINAL · CLOSED 2024-08-21

Notes
$1,811.0MM
Pool
$1,989.0MM
Reserve
1.00%
AAA Sub
31.7%
Sponsor: Santander Consumer USA Inc  ·  Servicer: Santander Bank, N.A.  ·  Trustee: Wilmington Trust, National Association (“

Capital Structure

ClassSize ($MM)% of PoolSub %CPN / SpreadWALLegal FinalMoody'sFitch
Class A-1150.07.5%83.5%0.112025-11-15
Class A-2604.330.4%53.1%+65 bps0.632027-07-15AaaAAA
Class A-3426.221.4%31.7%+80 bps1.762029-01-16AaaAAA
Class B228.711.5%20.2%+110 bps2.682029-09-17AaaAA
Class C194.99.8%10.4%+120 bps3.402030-04-15Aa3A
Class D206.910.4%0.0%+160 bps4.072031-12-15Baa3

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 63.3%.

Transaction Parties

SponsorSantander Consumer USA Inc
ServicerSantander Bank, N.A.
Depositor / TransferorSantander Drive Auto Receivables LLC
Indenture TrusteeWilmington Trust, National Association (“
Owner TrusteeCiticorp Trust Delaware, National Association
Asset Rep. ReviewerClayton Fixed Income Services LLC
Underwriters

Issuer Track Record

SDART 2024-4SDART 2024-3SDART 2024-2SDART 2024-1SDART 2023-6SDART 2023-5
Collateral (pool at cut-off)
Closing date2024-08-212024-06-202024-04-242024-01-182023-11-212023-10-18
Pool balance$1,989.0MM$1,960.1MM$1,768.8MM$1,731.8MM$1,099.9MM$1,546.9MM
WA Credit Score604−2606606606605605
WA APR18.54%+0.87pp18.38%18.49%17.63%17.67%17.67%
WA original term mo71.3−0.471.2 mo71.0 mo71.8 mo71.7 mo71.7 mo
% new vehicles30.4%28.0%30.4%31.1%34.2%34.2%
Reserve %1.00%1.00%1.00%1.00%1.00%1.00%
Geo top-3TX 15.9%
FL 11.8%
CA 8.9%
TX 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%
Structure (at issuance)
AAA spread+65 bps−5bps+68 bps+60 bps+72 bps+95 bps
AAA % of pool51.8%+1.4pp50.9%51.2%47.4%50.4%44.5%
Subordination below AAA31.7%+2.0pp32.4%32.3%29.7%22.4%20.1%
OC (initial)8.95%9.00%9.00%9.50%19.60%19.15%
OC target13.95%14.00%14.60%15.20%26.75%27.50%
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.
Tranches666655

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 2024-4EART 2024-4CMXS 2024-ADRIVE 2024-1
Collateral (pool at cut-off)
Closing date2024-08-212024-07-302024-06-262024-02-21
Pool balance$1,989.0MM$925.3MM$666.7MM$1,642.6MM
WA Credit Score604+5599603575
WA APR18.54%+0.25pp20.25%16.06%18.29%
WA original term mo71.3+0.175.0 mo68.5 mo71.2 mo
% new vehicles30.4%0.0%19.1%
Reserve %1.00%1.00%6.25%1.00%
Geo top-3TX 15.9%
FL 11.8%
CA 8.9%
TX 15.7%
CA 10.3%
FL 8.1%
CA 15.2%
TX 14.4%
FL 9.4%
TX 21.2%
FL 12.8%
CA 8.2%
Structure (at issuance)
AAA spread+65 bps+3bps+55 bps+73 bps+62 bps
AAA % of pool51.8%+17.1pp34.1%54.5%34.7%
Subordination below AAA31.7%+8.9pp51.4%22.8%22.3%
OC (initial)8.95%6.00%6.25%33.10%
OC target13.95%15.75%14.35%42.35%
OC floor2.00%1.50%0.50%3.50%
YSOCn.a.n.a.n.a.n.a.
Tranches6775

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 (37 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 peers3.7%7.3%11.0%14.6%M0M12M24M36M48Seasoning (months from cut-off)CNLSDART 2024-3SDART 2024-2SDART 2024-1SDART 2023-6subprime peers medianPeer IQR (fixed cohort, n=20)
Portfolio 60+ DQ — SDART vs. peers (calendar time)2.89%5.78%8.67%11.57%2021-082022-042023-012023-102024-07Calendar date60+ DQ rateSDARTDRIVEEART

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