Presale Report  ·  Data as of 2024-01-17

GM Financial Consumer Automobile Receivables Trust 2024-1 Auto Loan prime FINAL · CLOSED 2024-01-17

Notes
$1,543.6MM
Pool
$1,657.3MM
Reserve
0.24%
AAA Sub
4.1%
Sponsor: AmeriCredit Financial Services, Inc.  ·  Servicer: AmeriCredit Financial Services, Inc.  ·  Trustee: Wilmington Trust Company

Capital Structure

ClassSize ($MM)% of PoolSub %CPN / SpreadWALLegal FinalMoody'sFitch
Class A-1287.217.3%75.8%5.53% fxd0.222025-01-16P-1F1+
Class A-2-A390.023.5%52.3%5.12% fxd1.062027-02-16AaaAAA
Class A-2-B189.611.4%40.8%+40 bps SOFR1.062027-02-16AaaAAA
Class A-3521.031.4%9.4%4.85% fxd2.512028-12-18AaaAAA
Class A-487.55.3%4.1%4.86% fxd3.642029-06-18AaaAAA
Class B25.11.5%2.6%5.16% fxd3.662029-08-16Aa2AA
C23.51.4%1.2%—————
D19.61.2%0.0%—————

Transaction Parties

SponsorAmeriCredit Financial Services, Inc.
ServicerAmeriCredit Financial Services, Inc.
Depositor / TransferorAFS SenSub Corp.
Indenture Trustee—
Owner TrusteeWilmington Trust Company
Asset Rep. ReviewerClayton Fixed Income Services LLC
UnderwritersBarclays Capital, Deutsche Bank Securities, RBC Capital Markets, Lloyds Securities, Loop Capital Markets, MUFG Securities Americas

Issuer Track Record

GMCAR 2024-1GMCAR 2023-4GMCAR 2023-3GMCAR 2023-2GMCAR 2023-1GMCAR 2022-4
Collateral (pool at cut-off)
Closing date2024-01-172023-10-112023-07-192023-04-122023-01-182022-10-12
Pool balance$1,657.3MM$1,623.3MM$1,682.7MM$1,701.7MM$1,719.2MM$1,376.2MM
WA Credit Score783+1783782783781781
WA APR5.21%+1.19pp4.83%4.51%4.02%3.51%3.21%
WA original term mo69.00.070.0 mo70.0 mo69.0 mo69.0 mo69.0 mo
% new vehicles——————
Reserve %0.24%0.25%0.25%0.25%0.25%0.30%
Geo top-3TX 14.0%
FL 7.3%
CA 5.4%
TX 14.2%
FL 7.4%
CA 6.0%
TX 14.2%
FL 7.9%
CA 6.4%
TX 14.0%
FL 8.3%
CA 6.9%
TX 14.8%
CA 7.7%
NY 5.7%
TX 12.9%
CA 7.9%
FL 6.9%
Structure (at issuance)
AAA spread+40 bps−22bps+53 bps+47 bps+75 bps+62 bps+65 bps
AAA % of pool71.7%+1.9pp70.9%70.6%69.8%67.9%69.3%
Subordination below AAA4.1%+0.1pp4.1%4.1%4.0%4.0%4.0%
OC (initial)1.50%1.50%1.50%1.50%1.50%1.50%
OC target2.00%2.00%2.00%2.00%2.00%2.00%
OC floor2.00%2.00%2.00%2.00%2.00%2.00%
YSOC5.45%5.68%6.89%6.69%8.86%7.75%
Tranches888888

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

GMCAR 2024-1VALET 2023-2FCAOT 2023-CTAOT 2023-DHART 2023-CWOART 2023-D
Collateral (pool at cut-off)
Closing date2024-01-172023-11-212023-11-212023-11-142023-11-132023-11-08
Pool balance$1,657.3MM$1,418.8MM$1,443.4MM$1,774.2MM$1,822.5MM$1,119.4MM
WA Credit Score783+16774753767768756
WA APR5.21%−0.41pp5.69%4.92%5.10%5.62%6.13%
WA original term mo69.0+3.7—63.6 mo65.0 mo65.6 mo67.4 mo
% new vehicles—73.4%91.2%82.6%94.3%95.5%
Reserve %0.24%0.25%0.25%0.25%0.25%0.25%
Geo top-3TX 14.0%
FL 7.3%
CA 5.4%
TX 14.8%
CA 13.6%
FL 9.6%
TX 16.0%
CA 9.6%
FL 8.4%
CA 21.3%
TX 15.3%
PA 4.1%
TX 12.0%
FL 11.7%
CA 10.9%
FL 44.7%
GA 19.6%
NC 16.6%
Structure (at issuance)
AAA spread+40 bps−18bps+90 bps+55 bps+55 bps+63 bps+58 bps
AAA % of pool71.7%+3.4pp33.1%68.2%70.5%68.9%67.6%
Subordination below AAA4.1%+0.1pp0.0%4.6%2.3%4.4%4.0%
OC (initial)1.50%3.00%2.00%0.85%3.00%0.25%
OC target2.00%—2.00%0.85%3.00%1.15%
OC floor2.00%—2.00%0.85%3.00%0.50%
YSOC5.45%9.17%7.07%9.82%6.84%8.92%
Tranches857677

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 (142 series across 9 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 — GMCAR vs. prime peers0.2%0.4%0.7%0.9%M0M12M24M36M48Seasoning (months from cut-off)CNLGMCAR 2023-4GMCAR 2023-3GMCAR 2023-2GMCAR 2023-1prime peers medianPeer IQR (fixed cohort, n=83)
Portfolio 60+ DQ — GMCAR vs. peers (calendar time)0.12%0.23%0.35%0.46%2021-012021-092022-062023-032023-12Calendar date60+ DQ rateGMCARBMWOTFCAOTHAROTHART

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