Presale Report  ·  Data as of 2024-04-10

GM Financial Consumer Automobile Receivables Trust 2024-2 Auto Loan prime FINAL · CLOSED 2024-04-10

Notes
$1,524.0MM
Pool
$1,654.1MM
Reserve
0.24%
AAA Sub
2.9%
Sponsor: AmeriCredit Financial Services, Inc  ·  Servicer: AmeriCredit Financial Services, Inc.  ·  Trustee: Trust Company

Capital Structure

ClassSize ($MM)% of PoolSub %CPN / SpreadWALLegal FinalS&PMoody's
Class A-1292.817.7%74.4%5.49% fxd0.242025-04-16A-1+P-1
Class A-2-A287.717.4%57.0%5.33% fxd1.042027-03-16AAAAaa
Class A-2-B260.015.7%41.3%+39 bps SOFR1.042027-03-16AAAAaa
Class A-3547.733.1%8.2%5.10% fxd2.462029-03-16AAAAaa
Class A-487.25.3%2.9%5.04% fxd3.592029-09-17AAAAaa
Class B25.11.5%1.4%5.28% fxd3.602029-10-16AAAa2
Class C23.51.4%0.0%5.43% fxd3.602029-12-17AA2

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
UnderwritersBNP Paribas Securities, Lloyds Securities, Wells Fargo Securities, Goldman Sachs, MUFG Securities Americas, Scotia Capital

Issuer Track Record

GMCAR 2024-2GMCAR 2024-1GMCAR 2023-2GMCAR 2023-4GMCAR 2023-1GMCAR 2023-3
Collateral (pool at cut-off)
Closing date2024-04-102019-01-162018-01-182018-01-182018-01-182018-01-18
Pool balance$1,654.1MM$1,657.3MM$1,701.7MM$1,623.3MM$1,719.2MM$1,682.7MM
WA Credit Score784+1783783783781782
WA APR5.46%+0.95pp5.21%4.02%4.83%3.51%4.51%
WA original term mo68.0−1.069.0 mo69.0 mo70.0 mo69.0 mo70.0 mo
% new vehicles87.7%
Reserve %0.24%0.24%0.19%0.21%0.23%0.23%
Geo top-3TX 14.4%
FL 7.1%
NY 5.3%
TX 14.0%
FL 7.3%
CA 5.4%
TX 14.0%
FL 8.3%
CA 6.9%
TX 14.2%
FL 7.4%
CA 6.0%
TX 14.8%
CA 7.7%
NY 5.7%
TX 14.2%
FL 7.9%
CA 6.4%
Structure (at issuance)
AAA spread+39 bps−14bps+40 bps+75 bps+53 bps+62 bps+47 bps
AAA % of pool71.5%+0.9pp71.7%69.8%70.9%67.9%70.6%
Subordination below AAA2.9%−1.1pp4.1%2.9%4.1%2.8%4.1%
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%
YSOC5.27%5.45%6.69%5.68%8.86%6.89%
Tranches787878

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 2024-2HART 2024-AFCAOT 2024-AHAROT 2024-1WOART 2024-ATAOT 2024-A
Collateral (pool at cut-off)
Closing date2024-04-102024-03-202024-03-192024-02-212024-02-142024-01-30
Pool balance$1,654.1MM$1,812.8MM$1,696.7MM$2,159.2MM$1,343.7MM$1,908.5MM
WA Credit Score784+18766756768757767
WA APR5.46%+0.09pp5.70%4.80%4.59%6.54%5.37%
WA original term mo68.0+2.066.6 mo63.7 mo62.2 mo67.6 mo66.0 mo
% new vehicles87.7%95.8%92.5%86.1%95.6%84.2%
Reserve %0.24%0.25%0.23%0.25%0.23%0.25%
Geo top-3TX 14.4%
FL 7.1%
NY 5.3%
TX 12.9%
FL 11.5%
CA 6.4%
TX 16.0%
CA 9.1%
FL 8.6%
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%
Structure (at issuance)
AAA spread+39 bps+2bps+42 bps+36 bps+34 bps+37 bps
AAA % of pool71.5%+0.3pp69.7%70.4%73.6%71.2%71.3%
Subordination below AAA2.9%−1.2pp4.5%4.7%0.0%4.1%1.8%
OC (initial)1.50%3.00%2.00%2.50%0.85%
OC target2.00%3.00%2.00%1.15%0.85%
OC floor2.00%3.00%2.00%0.50%0.85%
YSOC5.27%5.15%5.77%6.75%6.40%
Tranches777476

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 (148 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 2024-1GMCAR 2023-4GMCAR 2023-3GMCAR 2023-2prime peers medianPeer IQR (fixed cohort, n=87)
Portfolio 60+ DQ — GMCAR vs. peers (calendar time)0.12%0.23%0.35%0.46%2021-042021-122022-092023-062024-03Calendar date60+ DQ rateGMCARBMWOTFCAOTHAROTHART

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