Presale Report  ·  Data as of 2024-05-29

AmeriCredit Automobile Receivables Trust 2024-1 Auto Loan subprime FINAL · CLOSED 2024-05-29

Notes
$1,579.6MM
Pool
$1,675.9MM
Reserve
1.00%
AAA Sub
27.5%
Sponsor: AmeriCredit Financial Services, Inc  ·  Servicer: AmeriCredit Financial Services, Inc.  ·  Trustee: Wilmington Trust Company

Capital Structure

ClassSize ($MM)% of PoolSub %CPN / SpreadWALLegal FinalS&PMoody's
Class A-1290.017.3%76.9%5.62% fxd0.142025-06-18A-1+P-1
Class A-2-A271.016.2%60.8%5.75% fxd0.802028-02-18AAAAaa
Class A-2-B225.013.4%47.4%+60 bps SOFR0.802028-02-18AAAAaa
Class A-3368.922.0%25.3%5.43% fxd1.982029-01-18AAAAaa
Class B108.96.5%18.8%5.38% fxd2.792029-06-18AAAa2
Class C136.68.1%10.7%3.30AA2
Class D131.57.8%2.8%
Class E47.82.8%0.0%

Transaction Parties

SponsorAmeriCredit Financial Services, Inc
ServicerAmeriCredit Financial Services, Inc.
Depositor / TransferorSenSub Corp
Indenture Trustee
Owner TrusteeWilmington Trust Company
Asset Rep. ReviewerClayton Fixed Income Services LLC
UnderwritersBarclays Capital, BNP Paribas Securities, Morgan Stanley, Wells Fargo Securities, Deutsche Bank Securities, Goldman Sachs

Issuer Track Record

AMCAR 2024-1AMCAR 2023-2AMCAR 2023-1AMCAR 2022-2AMCAR 2022-1AMCAR 2021-3
Collateral (pool at cut-off)
Closing date2024-05-292023-09-202023-03-152022-06-222022-03-162021-11-17
Pool balance$1,675.9MM$1,591.5MM$1,362.9MM$1,434.9MM$1,167.3MM$956.5MM
WA Credit Score588−1590589599589587
WA APR13.57%+3.11pp12.20%11.23%10.46%10.18%10.42%
WA original term mo71.0−2.074.0 mo74.0 mo71.0 mo73.0 mo71.0 mo
% new vehicles56.9%51.8%51.8%55.0%55.0%55.9%
Reserve %1.00%2.00%2.00%1.67%2.00%
Geo top-3TX 16.3%
FL 7.4%
OH 7.1%
TX 15.7%
FL 8.0%
OH 6.6%
TX 17.4%
FL 8.2%
OH 6.5%
TX 16.2%
FL 8.4%
OH 6.7%
TX 15.7%
FL 8.0%
OH 6.7%
TX 15.8%
FL 7.8%
OH 7.2%
Structure (at issuance)
AAA spread+60 bps−6bps+73 bps+120 bps+60 bps+15 bps
AAA % of pool51.6%−2.1pp54.2%53.7%53.4%53.3%53.8%
Subordination below AAA25.3%−0.0pp25.4%25.4%15.5%25.3%25.3%
OC (initial)5.75%5.75%5.75%5.75%5.75%5.75%
OC target14.75%14.75%14.75%14.75%14.75%14.75%
OC floor
YSOC
Tranches878677

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

AMCAR 2024-1EART 2024-3BLAST 2024-2SDART 2024-2DRIVE 2024-1CRVNA 2021-N4
Collateral (pool at cut-off)
Closing date2024-05-292024-05-282024-04-242024-04-242024-02-212021-12-15
Pool balance$1,675.9MM$869.8MM$700.0MM$1,768.8MM$1,642.6MM$460.0MM
WA Credit Score588+10591552606575578
WA APR13.57%−5.25pp21.76%23.16%18.49%18.29%18.82%
WA original term mo71.0−0.274.0 mo65.0 mo71.0 mo71.2 mo72.0 mo
% new vehicles56.9%0.1%30.4%19.1%
Reserve %1.00%1.00%1.50%1.00%1.00%0.35%
Geo top-3TX 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 16.8%
FL 12.9%
CA 8.0%
TX 21.2%
FL 12.8%
CA 8.2%
TX 10.9%
CA 7.0%
FL 6.9%
Structure (at issuance)
AAA spread+60 bps+2bps+56 bps+53 bps+60 bps+62 bps
AAA % of pool51.6%+14.3pp33.3%37.3%51.2%34.7%51.4%
Subordination below AAA25.3%−14.0pp50.5%39.3%32.3%22.3%53.2%
OC (initial)5.75%6.25%15.00%9.00%33.10%0.00%
OC target14.75%15.25%19.50%14.60%42.35%3.00%
OC floor1.50%3.25%2.00%3.50%1.25%
YSOCn.a.n.a.n.a.n.a.n.a.
Tranches877657

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 (70 series across 6 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 — AMCAR vs. subprime peers2.9%5.9%8.8%11.8%M0M12M24M36M48Seasoning (months from cut-off)CNLAMCAR 2023-2AMCAR 2023-1AMCAR 2022-2AMCAR 2022-1subprime peers medianPeer IQR (fixed cohort, n=36)
Portfolio 60+ DQ — AMCAR vs. peers (calendar time)2.89%5.78%8.67%11.57%2021-052022-012022-102023-072024-04Calendar date60+ DQ rateAMCARBLASTDRIVE

AmeriCredit Financial Services, Inc — ticker AMCAR. Peer tier: subprime.
Open in Explorer ↗ for FICO sub-band and new/used stratification.