Presale Report  ·  Data as of 2024-02-15

GM Financial Automobile Leasing Trust 2024-1 Auto Lease prime FINAL · CLOSED 2024-02-15

Notes
$1,500.3MM
Pool
WA Resid
62.0%
AAA Sub
5.1%
Sponsor: GM Financial  ·  Servicer: GM Financial  ·  Trustee: Wilmington Trust Company

Capital Structure

ClassSize ($MM)% of PoolSub %CPN / SpreadWALLegal FinalS&PFitch
Class A-1246.116.4%83.6%5.51% fxd0.292025-02-20A-1+F1+
Class A-2-A275.618.4%65.2%5.18% fxd1.122026-06-22AAAAAA
Class A-2-B275.618.4%46.9%+45 bps SOFR1.122026-06-22AAAAAA
Class A-3551.336.7%10.1%5.09% fxd1.972027-03-22AAAAAA
Class A-475.25.0%5.1%5.09% fxd2.372028-02-22AAAAAA
Class B76.45.1%0.0%5.33% fxd2.472028-03-20AAAA

Transaction Parties

SponsorGM Financial
ServicerGM Financial
Depositor / TransferorGMF Leasing LLC
Indenture Trustee
Owner TrusteeWilmington Trust Company—also referred to herein as the “owner trustee”—is a Delaware
Asset Rep. ReviewerClayton Fixed Income Services LLC
UnderwritersBMO Capital Markets, J.P. Morgan Securities, Credit Agricole Securities, Drexel Hamilton, Goldman Sachs, Citigroup Global Markets

Issuer Track Record

GMALT 2024-1GMALT 2023-3GMALT 2023-2GMALT 2023-1GMALT 2021-3GMALT 2021-2
Collateral (pool at cut-off)
Closing date2024-02-152023-08-162023-05-172023-02-162021-08-182021-05-26
Pool balance
WA Lessee Credit Score781+3780780778776776
WA original term mo36.0−1.036.0 mo37.0 mo37.0 mo37.0 mo38.0 mo
WA Residual % MSRP62.0%61.1%62.0%63.2%64.2%64.2%
ALG-marked residuals
WA Securitization Value$31,305$29,254$29,579,698$28,436,848$26,907
Top-3 model concentration
Geo top-3MI 31.2%
NY 15.1%
FL 7.2%
MI 29.2%
NY 16.4%
FL 8.5%
MI 29.5%
NY 15.8%
FL 9.2%
MI 29.2%
NY 16.8%
OH 8.7%
MI 28.1%
NY 15.5%
OH 8.0%
MI 26.6%
NY 15.4%
FL 8.0%
Structure (at issuance)
AAA spread+45 bps−10bps+45 bps+82 bps+55 bps
AAA % of pool78.5%+5.2pp73.8%73.3%73.6%73.2%71.3%
Initial OC
Target OC
Subordination below AAA5.1%−6.8pp11.9%11.8%11.8%10.8%11.9%
Total Hard CE (Initial)
Total Hard CE (Target)
Discount rate
Tranches688877

Peer Set

GMALT 2024-1WOALT 2023-A
Collateral (pool at cut-off)
Closing date2024-02-152023-05-24
Pool balance
WA Lessee Credit Score781749
WA original term mo36.038.8 mo
WA Residual % MSRP62.0%59.2%
ALG-marked residuals
WA Securitization Value$31,305$116,015
Top-3 model concentration
Geo top-3MI 31.2%
NY 15.1%
FL 7.2%
FL 63.3%
NC 15.9%
SC 8.2%
Structure (at issuance)
AAA spread+45 bps+76 bps
AAA % of pool78.5%84.7%
Initial OC
Target OC
Subordination below AAA5.1%4.4%
Total Hard CE (Initial)
Total Hard CE (Target)
Discount rate
Tranches66

Historical Performance Context

Anchor expectations in empirical base rates from the sponsor's prior series and FICO-tier peer set.

60+ DPD by seasoning — GMALT recent series0.06%0.12%0.18%0.24%M0M6M12Seasoning (months from first reporting)60+ DPD rateGMALT 2026-2GMALT 2026-1GMALT 2025-3GMALT 2025-2
Lease maturity profile — GMALT 2024-11.5%3.0%4.5%6.0%2024-04: 1.06%2024-05: 1.72%2024-06: 1.30%2024-07: 1.11%2024-08: 1.12%2024-09: 0.75%2024-10: 0.72%2024-11: 0.91%2024-12: 0.99%2025-01: 0.92%2025-02: 1.14%2025-03: 1.20%2025-04: 1.94%2025-05: 2.61%2025-06: 2.62%2025-07: 2.56%2025-08: 3.30%2025-09: 3.39%2025-10: 3.22%2025-11: 2.88%2025-12: 3.11%2026-01: 3.88%2026-02: 4.75%2026-03: 4.92%2026-04: 5.23%2026-05: 5.15%2026-06: 5.13%2026-07: 4.99%2026-08: 4.93%2026-09: 4.89%2026-10: 4.84%2026-11: 2.90%2026-12: 2.89%2027-01: 2.46%2027-02: 0.38%2027-03: 0.22%2027-04: 0.36%2027-05: 0.49%2027-06: 0.56%2027-07: 0.54%2027-08: 0.65%2027-09: 0.72%2027-10: 0.54%2027-11: 0.02%Apr-24Oct-24Apr-25Oct-25Apr-26Oct-26Apr-27Nov-27Maturity monthBase residual maturity (%)
Latest CRR103.03%
Realized G/L (% of scheduled)3.03%
Returned vehicles to date13,396

CRR = realized residual ÷ scheduled residual on returned vehicles. >100% = pool recovered above booked residuals.