Presale Report  ·  Data as of 2024-07-10

GM Financial Consumer Automobile Receivables Trust 2024-3 Auto Loan prime FINAL · CLOSED 2024-07-10

Notes
$1,320.5MM
Pool
$1,420.3MM
Reserve
0.24%
AAA Sub
3.0%
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-1265.018.7%74.3%5.50% fxd0.252025-07-16A-1+P-1
Class A-2-A250.017.6%56.7%5.35% fxd1.052027-06-16AAAAaa
Class A-2-B216.415.2%41.5%+36 bps SOFR1.052027-06-16AAAAaa
Class A-3466.432.8%8.6%5.13% fxd2.412029-04-16AAAAaa
Class A-480.75.7%3.0%5.09% fxd3.562029-11-16AAAAaa
Class B21.71.5%1.4%5.39% fxd2030-01-16AAAa2
Class C20.41.4%0.0%5.48% fxd2030-02-16AA2

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
UnderwritersBofA Securities, J.P. Morgan Securities, RBC Capital Markets, TD Securities, Academy Securities, BMO Capital Markets

Issuer Track Record

GMCAR 2024-3GMCAR 2024-2GMCAR 2024-1GMCAR 2023-2GMCAR 2023-4GMCAR 2023-1
Collateral (pool at cut-off)
Closing date2024-07-102024-04-102019-01-162018-01-182018-01-182018-01-18
Pool balance$1,420.3MM$1,654.1MM$1,657.3MM$1,701.7MM$1,623.3MM$1,719.2MM
WA Credit Score7830784783783783781
WA APR5.69%+0.86pp5.46%5.21%4.02%4.83%3.51%
WA original term mo69.00.068.0 mo69.0 mo69.0 mo70.0 mo69.0 mo
% new vehicles87.7%87.7%
Reserve %0.24%0.24%0.24%0.19%0.21%0.23%
Geo top-3TX 14.5%
FL 7.5%
MI 5.2%
TX 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%
Structure (at issuance)
AAA spread+36 bps−17bps+39 bps+40 bps+75 bps+53 bps+62 bps
AAA % of pool71.4%+0.4pp71.5%71.7%69.8%70.9%67.9%
Subordination below AAA3.0%+0.0pp2.9%4.1%2.9%4.1%2.8%
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%
YSOC4.40%5.27%5.45%6.69%5.68%8.86%
Tranches778787

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 2024-3FCAOT 2024-BBMWOT 2024-AWOART 2024-BNAROT 2024-AHAROT 2024-2
Collateral (pool at cut-off)
Closing date2024-07-102024-06-242024-06-112024-05-222024-05-222024-05-21
Pool balance$1,420.3MM$1,999.5MM$1,910.0MM$1,335.1MM$1,424.1MM$2,159.3MM
WA Credit Score783+14755784757780769
WA APR5.69%+0.96pp4.65%3.12%7.32%4.85%4.73%
WA original term mo69.0+4.864.8 mo63.6 mo68.3 mo63.2 mo
% new vehicles87.7%93.6%68.2%95.3%10.5%86.0%
Reserve %0.24%0.23%0.25%0.23%0.25%0.25%
Geo top-3TX 14.5%
FL 7.5%
MI 5.2%
TX 16.0%
CA 8.5%
FL 8.4%
CA 16.7%
TX 13.2%
FL 11.0%
FL 43.8%
GA 19.9%
NC 16.8%
TX 17.8%
FL 9.5%
CA 6.6%
CA 16.6%
TX 9.9%
MD 6.1%
Structure (at issuance)
AAA spread+36 bps−4bps+40 bps+34 bps+43 bps+38 bps+40 bps
AAA % of pool71.4%+0.4pp70.0%72.6%70.9%68.2%73.5%
Subordination below AAA3.0%+3.0pp4.3%0.0%4.2%0.0%0.0%
OC (initial)1.50%2.00%2.50%4.00%2.50%
OC target2.00%2.00%2.50%0.90%4.00%
OC floor2.00%2.00%2.50%0.50%4.00%
YSOC4.40%7.87%6.03%6.11%8.57%
Tranches775754

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 (154 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 2024-2GMCAR 2024-1GMCAR 2023-4GMCAR 2023-3prime peers medianPeer IQR (fixed cohort, n=92)
Portfolio 60+ DQ — GMCAR vs. peers (calendar time)0.12%0.23%0.35%0.46%2021-072022-032022-122023-092024-06Calendar date60+ DQ rateGMCARBMWOTFCAOTHAROTHART

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