Presale Report  ·  Data as of 2025-07-30

Santander Drive Auto Receivables Trust 2025-3 Auto Loan subprime FINAL · CLOSED 2025-07-30

Notes
$2,055.7MM
Pool
$2,150.3MM
Reserve
1.00%
AAA Sub
32.4%
Sponsor: Santander Bank, N.A  ·  Servicer: Santander Bank, N.A.  ·  Trustee: Clayton Fixed Income Services LLC

Capital Structure

ClassSize ($MM)% of PoolSub %CPN / SpreadWALLegal FinalMoody'sFitch
Class A-1219.610.2%85.4%0.122026-08-15P-1F1+
Class A-2683.031.8%53.6%+56 bps0.812028-10-15AaaAAA
Class A-3455.321.2%32.4%+60 bps1.932030-01-15AaaAAA
Class B178.58.3%24.1%+75 bps2.662031-09-30AaaAA
Class C194.69.0%15.1%+95 bps3.162031-09-30Aa3A
Class D221.510.3%4.8%+135 bps3.832031-09-30Baa3BBB
Class E103.24.8%0.0%4.422032-06-15NRBB

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 61.2%.

Transaction Parties

SponsorSantander Bank, N.A
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, Academy Securities, CastleOak Securities, Citigroup Global Markets, Mizuho Securities

Issuer Track Record

SDART 2025-3SDART 2025-2SDART 2025-1SDART 2024-5SDART 2024-4SDART 2024-3
Collateral (pool at cut-off)
Closing date2025-07-302025-03-262025-01-222024-10-292024-08-212024-06-20
Pool balance$2,150.3MM$2,060.6MM$2,248.8MM$1,878.4MM$1,989.0MM$1,960.1MM
WA Credit Score6040604605604604606
WA APR18.12%−0.26pp18.06%17.71%18.57%18.54%18.38%
WA original term mo71.6−0.071.6 mo71.6 mo72.0 mo71.3 mo71.2 mo
% new vehicles27.7%32.4%30.7%29.2%30.4%28.0%
Reserve %1.00%1.00%1.00%1.00%1.00%1.00%
Geo top-3TX 15.8%
FL 12.8%
CA 9.2%
FL 19.2%
TX 14.9%
CA 6.3%
TX 17.2%
CA 10.7%
FL 8.2%
TX 17.8%
FL 10.0%
CA 9.9%
TX 15.9%
FL 11.8%
CA 8.9%
TX 15.8%
FL 13.4%
CA 8.6%
Structure (at issuance)
AAA spread+56 bps−4bps+60 bps+53 bps+57 bps+65 bps+68 bps
AAA % of pool52.9%+2.0pp53.2%50.3%47.4%51.8%50.9%
Subordination below AAA32.4%−0.1pp32.9%36.4%32.5%31.7%32.4%
OC (initial)4.40%3.75%5.15%9.50%8.95%9.00%
OC target5.90%5.25%10.15%13.75%13.95%14.00%
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.
Tranches777666

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 2025-3EART 2025-3DRIVE 2025-1CMXS 2025-A
Collateral (pool at cut-off)
Closing date2025-07-302025-05-282025-05-282025-03-26
Pool balance$2,150.3MM$1,098.0MM$1,522.1MM$826.9MM
WA Credit Score604+18583586608
WA APR18.12%−0.83pp18.95%19.73%15.96%
WA original term mo71.6−0.475.0 mo71.9 mo68.9 mo
% new vehicles27.7%29.0%0.0%
Reserve %1.00%1.00%1.00%3.25%
Geo top-3TX 15.8%
FL 12.8%
CA 9.2%
TX 17.5%
CA 11.0%
FL 8.0%
TX 20.1%
FL 13.7%
CA 7.3%
CA 16.5%
TX 13.9%
FL 8.6%
Structure (at issuance)
AAA spread+56 bps−12bps+63 bps+68 bps+68 bps
AAA % of pool52.9%+11.6pp41.3%39.4%54.3%
Subordination below AAA32.4%−1.1pp45.2%33.5%25.7%
OC (initial)4.40%4.50%17.50%3.25%
OC target5.90%11.80%22.00%9.50%
OC floor2.00%1.50%3.00%0.50%
YSOCn.a.n.a.n.a.n.a.
Tranches7768

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 (44 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 peers4.3%8.7%13.0%17.4%M0M12M24M36M48Seasoning (months from cut-off)CNLSDART 2025-2SDART 2025-1SDART 2024-5SDART 2024-4subprime peers medianPeer IQR (fixed cohort, n=25)
Portfolio 60+ DQ — SDART vs. peers (calendar time)2.89%5.78%8.67%11.57%2022-072023-032023-122024-092025-06Calendar date60+ DQ rateSDARTCMXSDRIVEEART

Santander Bank, N.A — ticker SDART. Peer tier: subprime.
Open in Explorer ↗ for FICO sub-band and new/used stratification.