"Aftermarket" is a term used to describe parts that are not made by the factory. So for example, for your Cadillac ATS, if you buy parts for your car that are not actually made by Cadillac, then those are termed "aftermarket". Many people use the term "ATS aftermarket parts" specifically when referring to custom parts for the ATS, like performance parts or custom appearance parts. But even if you just replace your ATS brake pads with OEM-grade factory-style brake pads that are not made by Cadillac, those too are aftermarket ATS parts. Over the course of a vehicle's life, it almost certainly will have aftermarket parts installed in it at some point, even if the vehicle is never actually "modded out".