Press Release|ABS

KBRA Assigns Preliminary Ratings to Credit Acceptance Auto Loan Trust 2024-3

11 Sep 2024   |   New York

Contacts

KBRA assigns preliminary ratings to three classes of notes issued by Credit Acceptance Auto Loan Trust 2024-3 (“CAALT 2024-3”), a $500 million auto loan ABS transaction.

CAALT 2024-3 represents the third ABS securitization in 2024 for Credit Acceptance Corporation’s (“Credit Acceptance” or the “Company”). Credit Acceptance has issued 41 ABS transactions and 15 bank-sponsored commercial paper conduit transactions since 2003.

The structure and collateral for CAALT 2024-3 are generally similar to the prior CAALT transactions. CAALT 2024-3 includes a 24-month revolving period during which principal collections may be used to purchase additional collateral. The transaction has initial credit enhancement levels of 59.41% for the Class A Notes, 43.20% for the Class B Notes, and 21.62% for the Class C Notes. Credit enhancement consists of overcollateralization (“O/C”), excess spread, a reserve fund funded at closing and subordination (except for the Class C Notes).

To access rating and relevant documents, click here.

Click here to view the report.

Methodologies

Disclosures

Further information on key credit considerations, sensitivity analyses that consider what factors can affect these credit ratings and how they could lead to an upgrade or a downgrade, and ESG factors (where they are a key driver behind the change to the credit rating or rating outlook) can be found in the full rating report referenced above.

A description of all substantially material sources that were used to prepare the credit rating and information on the methodology(ies) (inclusive of any material models and sensitivity analyses of the relevant key rating assumptions, as applicable) used in determining the credit rating is available in the Information Disclosure Form(s) located here.

Information on the meaning of each rating category can be located here.

Further disclosures relating to this rating action are available in the Information Disclosure Form(s) referenced above. Additional information regarding KBRA policies, methodologies, rating scales and disclosures are available at www.kbra.com.

About KBRA

Kroll Bond Rating Agency, LLC (KBRA) is a full-service credit rating agency registered with the U.S. Securities and Exchange Commission as an NRSRO. Kroll Bond Rating Agency Europe Limited is registered as a CRA with the European Securities and Markets Authority. Kroll Bond Rating Agency UK Limited is registered as a CRA with the UK Financial Conduct Authority. In addition, KBRA is designated as a designated rating organization by the Ontario Securities Commission for issuers of asset-backed securities to file a short form prospectus or shelf prospectus. KBRA is also recognized by the National Association of Insurance Commissioners as a Credit Rating Provider.

Doc ID: 1005867

Get the new alerts

CONNECT WITH KBRA
805 Third Avenue
29th Floor
New York, NY 10022
+1 (212) 702-0707
Contact Us

© 2010-2024 Kroll Bond Rating Agency, LLC. All Rights Reserved. Kroll Bond Rating Agency, LLC is not affiliated with Kroll Inc., Kroll Associates Inc., KrollOnTrack Inc., or their affiliated businesses.