Presale Report  ·  Data as of 2024-10-16

GM Financial Consumer Automobile Receivables Trust 2024-4 Auto Loan prime FINAL · CLOSED 2024-10-16

Notes
$1,250.2MM
Pool
$1,346.6MM
Reserve
0.24%
AAA Sub
1.6%
Sponsor: AmeriCredit Financial Services, Inc  ·  Servicer: AmeriCredit Financial Services, Inc.  ·  Trustee: Wilmington Trust, National Association

Capital Structure

ClassSize ($MM)% of PoolSub %CPN / SpreadWALLegal FinalS&PMoody's
Class A-1249.018.5%74.3%4.74% fxd0.252025-10-16A-1+P-1
Class A-2-A190.014.1%60.2%4.53% fxd1.082027-10-18AAAAaa
Class A-2-B285.421.2%39.0%+40 bps SOFR1.082027-10-18AAAAaa
Class A-3412.930.7%8.4%4.40% fxd2.452029-08-16AAAAaa
Class A-492.06.8%1.6%4.44% fxd3.592030-04-16AAAAaa
Class B20.91.6%0.0%4.67% fxd3.672030-05-16AAAa2

Transaction Parties

SponsorAmeriCredit Financial Services, Inc
ServicerAmeriCredit Financial Services, Inc.
Depositor / TransferorAFS SenSub Corp
Indenture Trustee
Owner TrusteeWilmington Trust, National Association
Asset Rep. ReviewerClayton Fixed Income Services LLC
UnderwritersBarclays Capital, Credit Agricole Securities, BMO Capital Markets, BNP Paribas Securities, Mizuho Securities, Scotia Capital

Issuer Track Record

GMCAR 2024-4GMCAR 2024-3GMCAR 2024-2GMCAR 2024-1GMCAR 2023-2GMCAR 2023-4
Collateral (pool at cut-off)
Closing date2024-10-162024-07-102024-04-102019-01-162018-01-182018-01-18
Pool balance$1,346.6MM$1,420.3MM$1,654.1MM$1,657.3MM$1,701.7MM$1,623.3MM
WA Credit Score782−1783784783783783
WA APR5.83%+0.62pp5.69%5.46%5.21%4.02%4.83%
WA original term mo69.00.069.0 mo68.0 mo69.0 mo69.0 mo70.0 mo
% new vehicles87.7%87.7%87.7%
Reserve %0.24%0.24%0.24%0.24%0.19%0.21%
Geo top-3TX 15.3%
FL 7.2%
MI 5.3%
TX 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%
Structure (at issuance)
AAA spread+40 bps0bps+36 bps+39 bps+40 bps+75 bps+53 bps
AAA % of pool72.8%+1.4pp71.4%71.5%71.7%69.8%70.9%
Subordination below AAA1.6%−1.4pp3.0%2.9%4.1%2.9%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%
YSOC3.04%4.40%5.27%5.45%6.69%5.68%
Tranches677878

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 2024-4HART 2024-CFCAOT 2024-CHAROT 2024-3WOART 2024-CTAOT 2024-C
Collateral (pool at cut-off)
Closing date2024-10-162024-10-162024-09-202024-08-212024-08-202024-07-30
Pool balance$1,346.6MM$1,859.5MM$1,688.8MM$2,159.2MM$1,312.6MM$1,864.8MM
WA Credit Score782+14769756768756769
WA APR5.83%−0.14pp5.97%4.74%4.72%6.67%6.04%
WA original term mo69.0+3.668.0 mo64.8 mo61.3 mo68.1 mo65.4 mo
% new vehicles87.7%96.7%93.9%85.3%96.2%87.0%
Reserve %0.24%0.25%0.23%0.25%0.23%0.25%
Geo top-3TX 15.3%
FL 7.2%
MI 5.3%
TX 12.7%
FL 10.6%
CA 8.9%
TX 16.1%
FL 8.6%
CA 8.4%
CA 16.2%
TX 9.7%
NY 6.7%
CA 16.3%
TX 16.2%
PA 4.6%
Structure (at issuance)
AAA spread+40 bps0bps+40 bps+40 bps+48 bps+37 bps
AAA % of pool72.8%+3.0pp69.8%69.3%72.4%35.4%71.0%
Subordination below AAA1.6%−2.6pp4.6%4.7%0.0%4.2%2.3%
OC (initial)1.50%3.00%2.00%2.50%0.85%
OC target2.00%3.00%2.00%0.90%0.85%
OC floor2.00%3.00%2.00%0.50%0.85%
YSOC3.04%4.98%6.50%7.77%6.16%
Tranches677476

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 (162 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 2024-3GMCAR 2024-2GMCAR 2024-1GMCAR 2023-4prime peers medianPeer IQR (fixed cohort, n=97)
Portfolio 60+ DQ — GMCAR vs. peers (calendar time)0.12%0.23%0.35%0.46%2021-102022-062023-032023-122024-09Calendar date60+ DQ rateGMCARBMWOTFCAOTHAROTHART

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