Presale Report  ·  Data as of 2024-03-13

Ally Auto Receivables Trust 2024-1 Auto Loan prime FINAL · CLOSED 2024-03-13

Notes
$1,117.0MM
Pool
$1,122.0MM
Reserve
AAA Sub
5.4%
Sponsor: Ally Bank  ·  Servicer: Ally Bank  ·  Trustee: U.S. Bank Trust Company, National Association

Capital Structure

ClassSize ($MM)% of PoolSub %CPN / SpreadWALLegal FinalS&PFitch
Class A-1266.023.7%75.8%+15 bps0.242025-03-17A-1+F1+
Class A-2340.030.3%45.5%+42 bps0.942027-01-15AAAAAA
Class A-3390.034.8%10.8%+66 bps2.272028-12-15AAAAAA
Class A-463.25.6%5.2%+72 bps3.482029-10-15AAAAAA
Class B23.62.1%3.1%+95 bps3.512029-10-15AA+AA+
Class C19.61.8%1.3%+120 bps3.512029-11-15AAA+
Class D14.61.3%0.0%+160 bps3.512032-02-17A+BBB+

Transaction Parties

SponsorAlly Bank
ServicerAlly Bank
Depositor / TransferorCEO Certification
Indenture TrusteeU.S. Bank Trust Company, National Association
Owner TrusteeBNY Mellon Trust of Delaware
Asset Rep. Reviewer
UnderwritersBarclays Capital, Deutsche Bank Securities, Citigroup Global Markets

Issuer Track Record

AART 2024-1AART 2023-1AART 2022-3AART 2022-2AART 2022-1
Collateral (pool at cut-off)
Closing date2024-03-132023-07-192022-12-142022-10-122022-05-18
Pool balance$1,122.0MM$1,122.0MM$1,029.0MM$1,116.6MM$1,084.6MM
WA Credit Score734+5730729729724
WA APR6.93%+1.67pp5.88%5.26%5.26%5.26%
WA original term mo71.0+1.369.4 mo70.1 mo69.4 mo69.9 mo
% new vehicles40.0%41.6%40.0%50.0%50.2%
Reserve %
Geo top-3TX 13.1%
FL 9.1%
CA 6.9%
TX 13.4%
FL 9.5%
CA 6.2%
TX 11.8%
CA 9.2%
FL 9.0%
TX 12.2%
CA 9.5%
FL 9.4%
TX 12.6%
CA 9.5%
FL 9.4%
Structure (at issuance)
AAA spread+42 bps−24bps+62 bps+70 bps
AAA % of pool70.7%+0.6pp72.5%69.7%69.7%70.4%
Subordination below AAA5.2%+0.1pp5.1%4.9%0.0%5.2%
OC (initial)0.45%1.61%4.37%9.38%0.45%
OC target1.30%1.30%1.30%1.30%1.30%
OC floor1.30%1.30%1.30%1.30%1.30%
YSOCn.a.n.a.n.a.n.a.n.a.
Tranches77747

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

AART 2024-1HAROT 2024-1WOART 2024-ATAOT 2024-AMBART 2024-1FCAOT 2023-C
Collateral (pool at cut-off)
Closing date2024-03-132024-02-212024-02-142024-01-302024-01-242023-11-21
Pool balance$1,122.0MM$2,159.2MM$1,343.7MM$1,908.5MM$1,443.4MM
WA Credit Score734−23768757767754753
WA APR6.93%+1.56pp4.59%6.54%5.37%7.74%4.92%
WA original term mo71.0+5.062.2 mo67.6 mo66.0 mo69.6 mo63.6 mo
% new vehicles40.0%86.1%95.6%84.2%40.3%91.2%
Reserve %0.25%0.23%0.25%0.23%
Geo top-3TX 13.1%
FL 9.1%
CA 6.9%
NJ 4.9%
MA 4.9%
CA 4.8%
FL 47.9%
GA 18.3%
NC 15.8%
CA 23.9%
TX 15.3%
IL 4.6%
CA 21.6%
FL 15.3%
TX 14.3%
TX 16.0%
CA 9.6%
FL 8.4%
Structure (at issuance)
AAA spread+42 bps−4bps+34 bps+37 bps+66 bps+55 bps
AAA % of pool70.7%−0.5pp73.6%71.2%71.3%42.3%68.2%
Subordination below AAA5.2%+3.4pp0.0%4.1%1.8%0.0%4.6%
OC (initial)0.45%2.50%0.85%2.50%2.00%
OC target1.30%1.15%0.85%2.50%2.00%
OC floor1.30%0.50%0.85%2.50%2.00%
YSOCn.a.6.75%6.40%7.07%
Tranches747657

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 (210 series across 22 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 — AART vs. prime peers0.3%0.5%0.8%1.0%M0M12M24M36M48Seasoning (months from cut-off)CNLAART 2023-1AART 2022-3AART 2022-2AART 2022-1prime peers medianPeer IQR (fixed cohort, n=122)
Portfolio 60+ DQ — AART vs. peers (calendar time)0.53%1.07%1.60%2.14%2021-032021-112022-082023-052024-02Calendar date60+ DQ rateAARTBMWOTCAOTCOPAR

Ally Bank — ticker AART. Peer tier: prime.
Open in Explorer ↗ for FICO sub-band and new/used stratification.