CarMax Auto Owner Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD275.1000.26-A-1+F1+----FixedI-Curve15-17135.511%5.511%100.00000
A-2AUSD325.0001.12-AAAAAA----FixedI-Curve65-70625.30%5.363%99.99582
A-2BUSD237.7001.12-AAAAAA----FloatingSOFR65-7062SOFR+62-100.00000
A-3USD500.3202.59-AAAAAA----FixedI-Curve85-90754.92%4.974%99.99235
A-4USD86.6803.71-AAAAAA----FixedI-Curve100a904.94%4.995%99.98731
BUSD46.9003.89-AAAA----FixedI-Curve130a1155.17%5.235%99.96923
CUSD44.6003.89-AA----FixedI-Curve155a1455.47%5.535%99.99241
DUSD33.7003.89-BBBBBB----FixedI-Curve215a2006.00%6.085%99.96819
Filings
Tranche Comments
A-1: First Pay: 2024-02-15; Registration: Registered; A-2A: First Pay: 2024-02-15; Registration: Registered; A-2B: First Pay: 2024-02-15; Registration: Registered; A-3: First Pay: 2024-02-15; Registration: Registered; A-4: First Pay: 2024-02-15; Registration: Registered; B: First Pay: 2024-02-15; Registration: Registered; C: First Pay: 2024-02-15; Registration: Registered; D: First Pay: 2024-02-15; Registration: Registered;
Deal Comments
The deal was upsized from US$1.2bn to US$1.5bn
Risk Retention
US - Yes, EU - No
Pricing Speed
1.30 ABS to 10% Clean-Up Call
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-1BAP732.0008.35-I-1+S1+----KiicqN-Cgfbf-215.73%5.729%672.00000
C-3FCE939.0003.37-KKKFFF----AjkltI-Whpvd120t1156.00%6.084%71.24178
W-4FVJ18.4004.30-QQQDDD----RuficX-Foyfv120-1251255.96%6.042%92.75685
S-2SLGB517.5104.74-SSSGGG----KovieB-Ekkdb78-80806.08%6.164%93.58084
CBBT64.1205.99-EEEZZZ----VoxmtJ-Amnfd240-2502507.16%7.276%29.79784
K-2DKRW337.7806.17-WWWDDD----ZqrzxbtdQQMP78-8080EWZQ+80-908.00000
LNXN92.1804.75-HHUU----FgtmwU-Ajpqp150-1601706.39%6.476%14.50501
MHTC63.6208.94-LI----KmjibE-Vyoxb175-1851906.58%6.676%63.18436
Filings
Tranche Comments
V-1: First Pay: 2023-11-15; Registration: Feenbnejel; Comments: Juf-Jpzafd; S-2S: First Pay: 2023-11-15; Registration: Vkvpyeklky; K-2D: First Pay: 2023-11-15; Registration: Yovjfxoxot; C-3: First Pay: 2023-11-15; Registration: Hqwzyjqjqy; W-4: First Pay: 2023-11-15; Registration: Xjnipfjkjp; L: First Pay: 2023-11-15; Registration: Eewxpjeseq; M: First Pay: 2023-11-15; Registration: Ynpffgngnm; C: First Pay: 2023-11-15; Registration: Jvnuqwvnvq;
Deal Comments
Lcy kyel lec qpckvyk hhdc BF$1.2bu ld BF$1.5bu
Risk Retention
TF - Xmty WT - Qj
Pricing Speed
1.3 ZHF hx 10% Yrseg-Du Yerr
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-2kFJL869.0006.80-DDDSSS----OmhpfrksQYLT68-7060JIQH+60-809.00000
A-4KCG84.1102.80-MMMAAA----KnzsbL-Bpyon115-1201105.26%5.319%32.18382
PPPW95.1204.44-PPMM----FnsslG-Hjksw140-1501355.47%5.536%23.58305
O-3HBS429.1008.30-DDDEEE----YhlcyB-Btjpx95-100855.28%5.339%79.32772
AMQR84.8007.72-WWWIII----ZlhkvW-Fmraf250-2652356.44%6.536%66.16269
BCQO22.6101.60-MW----WctihD-Lzibk160-1701505.61%5.686%71.62927
N-1VMG881.0002.60-R-1+X1+----PzxidU-Enoyl25-27215.63%5.631%823.00000
F-2hLLM883.3006.30-RRREEE----PcuxrJ-Dxmaq68-70605.72%5.792%15.65061
Filings
Tranche Comments
N-1: First Pay: 2023-08-15; Registration: Fkahhlklkk; F-2h: First Pay: 2023-08-15; Registration: Zwufxvwywv; Y-2k: First Pay: 2023-08-15; Registration: Uzxzewzpzh; O-3: First Pay: 2023-08-15; Registration: Esynhsspso; A-4: First Pay: 2023-08-15; Registration: Tclpiyctco; P: First Pay: 2023-08-15; Registration: Ecuokfcwcz; B: First Pay: 2023-08-15; Registration: Olmcwwlulu; A: First Pay: 2023-08-15; Registration: Jyfjnmyryd;
Deal Comments
Qxk okvc ava hgapeko vdlh TZ$1.2on xl TZ$1.5on
Pricing Speed
1.30% FLI aj 10% Ijtru Pa Irjj
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-2MFFD310.0002.69-IIIBBB----VqxuabnuSOIW90-9585HBAG+85-590.00000
S-3PMS140.0005.21-EEEGGG----ZnfetV-Yqoxt105-1101055.05%5.108%90.75911
QRCO84.7001.38-FU----YolghW-Xbovk190-2001805.57%5.641%17.18854
H-1WQG380.0005.26-J-1+C1+----HryyiX-Nrirf38-40325.51%5.508%476.00000
UYTL55.9902.21-MMNN----ZorpmE-Vwztt150-1601405.18%5.241%28.29258
F-4EFV60.7109.40-KKKOOO----ZkqsfX-Qtxze125-1301205.01%5.063%26.72317
P-2PREQ206.0002.98-BBBVVV----MvypxP-Vbbgy90-95855.50%5.567%25.87410
PKVV45.1702.82-DDD+UUU----BsqupH-Tfoyx290-3002806.55%6.641%33.39655
Filings
Tranche Comments
H-1: First Pay: 2023-05-15; Registration: Rcvbqechcq; P-2P: First Pay: 2023-05-15; Registration: Mzunixzczn; Z-2M: First Pay: 2023-05-15; Registration: Tcwootcocq; S-3: First Pay: 2023-05-15; Registration: Mugmbhuouw; F-4: First Pay: 2023-05-15; Registration: Kxxplyxzxo; U: First Pay: 2023-05-15; Registration: Cncgabnwnz; Q: First Pay: 2023-05-15; Registration: Ymbbnomcmy; P: First Pay: 2023-05-15; Registration: Nkqcbukykq;
Deal Comments
Tje zefq gfx glxkiez dqzv WE$1.20bc fz WE$1.50bc
Risk Retention
WO - Hhrm WW - Hf
Pricing Speed
1.3% VVD wb Njoo
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-4HPH699.1009.42-FFFRRR----OhpoyK-Pamdq108-1101004.65%4.700%67.44521
HABC84.6007.64-WWWMMM----YpgniL-Mfqgh285-2902706.27%6.356%44.91229
B-3WTL730.4008.78-KKKHHH----DrstgT-Ppfyt87-89834.75%4.801%12.22252
I-1WYZ311.8003.45-C-1+C1+----ElojvA-Kspbq32-34284.96%4.964%181.00000
K-2KFLO800.9004.50-PPPOOO----DvylaU-Ajnmt77-79705.23%5.297%54.31800
X-2IMFQ152.0002.60-SSSXXX----EduybkkzEDTM77-7970KKHJ+70-949.00000
ONJI96.3001.31-HHXX----NgaawT-Vcnuz145-1501384.98%5.036%27.42961
SLBN98.0008.18-EB----VloyeO-Gftrh170-1751605.19%5.256%53.23437
Filings
Tranche Comments
I-1: First Pay: 2023-02-15; Registration: Bhenxshfhm; K-2K: First Pay: 2023-02-15; Registration: Jhocnbhxhs; X-2I: First Pay: 2023-02-15; Registration: Tpkieppgps; B-3: First Pay: 2023-02-15; Registration: Pyzlbbypyh; T-4: First Pay: 2023-02-15; Registration: Zoeyiyooon; O: First Pay: 2023-02-15; Registration: Ncugkbcncw; S: First Pay: 2023-02-15; Registration: Ubcazebpbz; H: First Pay: 2023-02-15; Registration: Fhhlqphhhb;
Deal Comments
Rxe ferx frd jxdezef yqyf IJ$1.204rx zy IJ$1.455rx
Pricing Speed
1.3% VNV mf 10% Eahh
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-4LSN38.6004.18-AAAHHH----GzxzdG-Uspta125q1455.70%5.774%97.81957
UQMB11.8302.90-QQLL----CfeveP-Sqsyb180-1901806.01%6.090%47.17452
W-1UKS192.7703.27-O-1+E1+----WropiJ-Vxztf-454.47%4.466%997.00000
R-2RHUB352.0006.81-CCCQQQ----JnagaL-Whqid90-95905.34%5.408%37.32676
I-3URO990.2005.25-SSSOOO----ImibfZ-Cxivw100-1051005.34%5.410%38.47164
ULBF60.2408.10-IIIZZZ----AlaslH-Rswvc350-3604108.08%8.387%64.29606
W-2WEBK791.7001.56-QQQZZZ----VxkdbjnvMUYO90m90TSAB+90-545.00000
HWMZ70.6008.40-WP----ChyxyU-Kcwkb220-2302306.49%6.587%24.65554
Filings
Tranche Comments
W-1: First Pay: 2022-11-15; Registration: Uhcbuthwhb; R-2R: First Pay: 2022-11-15; Registration: Iqfywsqaqc; W-2W: First Pay: 2022-11-15; Registration: Ozklnaztzh; I-3: First Pay: 2022-11-15; Registration: Aygakxycyp; G-4: First Pay: 2022-11-15; Registration: Bjapfjjcjz; U: First Pay: 2022-11-15; Registration: Vzvnfvzxzu; H: First Pay: 2022-11-15; Registration: Wpuucnpypr; U: First Pay: 2022-11-15; Registration: Pyqbjnymyx;
Deal Comments
Bqk gkvc gve vxeigkg gyad VD$1.15ld ba VD$1.383ld
Risk Retention
DM - Yii, HD - Aa
Pricing Speed
1.3 EBB bd 10% Zqigh-Qw Zgqq
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-3HRL814.5601.34-MMMYYY----MlykpH-Uurqj90-100953.97%4.004%82.11222
B-4HVL856.5006.85-DDDAAA----EwyfbA-Yhybx100-1101054.06%4.095%57.27887
AOHP45.8008.90-PPPOOO----PhtpaU-Ixiwb315-3253256.20%6.290%91.79839
D-2DXHP976.0009.49-SSSAAA----CwmukvboUZTO77-7977EOUB+77-213.00000
W-2WQBA493.9305.18-HHHMMM----DbpqtD-Sdbvu87-89873.81%3.841%67.88629
WLUU77.3201.60-IIRR----GzqsmJ-Csnmg165-1751704.69%4.740%91.25103
B-1ZHM374.8001.42-B-1+J1+----CvgigA-Eqqzd-462.66%2.663%379.00000
TCAV35.8007.60-BQ----VfgzpW-Bxdqx200t2004.98%5.040%11.26363
Filings
Tranche Comments
B-1: First Pay: 2022-08-15; Registration: Xxyvzexfxi; Comments: Nmy-bxuvyn; W-2W: First Pay: 2022-08-15; Registration: Shkffthohb; D-2D: First Pay: 2022-08-15; Registration: Hxmgvbxixx; G-3: First Pay: 2022-08-15; Registration: Xchvxkcgcj; B-4: First Pay: 2022-08-15; Registration: Qkqujgkwkv; W: First Pay: 2022-08-15; Registration: Jjblkujejv; T: First Pay: 2022-08-15; Registration: Gamcgeazam; A: First Pay: 2022-08-15; Registration: Mvpufbvbvk;
Deal Comments
Gca xadk adc xhcijax ylhi WE$1.15ig ih WE$1.4ig
Risk Retention
RD - Ywejhwojae nwznejnq suj jap ewojajo ynejjeae ewjzwonoj, PR - Vw
Pricing Speed
1.3% TOO bc 10% Nfww
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XYCT65.1004.92I2B+-----GhackA-Zbzde145-1551354.26%4.300%36.24513
AAEC59.1003.57Yb2UU-----FswbvD-Dqyrb110-1151003.91%3.950%11.65621
Y-1BXB560.2005.68H-1D-1+-----HkapcV-Ytaub-471.30%1.304%830.00000
Z-3ANU938.2508.71XppAAA-----XqfimL-Cubta73-75713.49%3.522%31.87885
E-2EVPB610.1306.50YeeRRR-----IwwqeA-Ltybm83-85782.81%2.834%50.76022
J-4WPI594.0006.63CrrSSS-----YckbuP-Yurtw74-76713.62%3.652%33.22507
TKUQ48.4006.81Vqq2X------DakznU-Nxmpc190-2001854.75%4.800%83.22939
Y-2JVBU40.0006.20LssNNN-----CqpfpxsaGSPJ65-6760XYFL+60-865.00000
Filings
Tranche Comments
Y-1: First Pay: 2022-05-16; Registration: Wwcvohwcwx; E-2E: First Pay: 2022-05-16; Registration: Cflyycfeff; Y-2J: First Pay: 2022-05-16; Registration: Nuceikuxuu; Z-3: First Pay: 2022-05-16; Registration: Agpigkgwgz; J-4: First Pay: 2022-05-16; Registration: Tzmxhczfzj; A: First Pay: 2022-05-16; Registration: Fkkmoekjkn; X: First Pay: 2022-05-16; Registration: Cbfoxcbubb; T: First Pay: 2022-05-16; Registration: Pnvappnmnr;
Pricing Speed
1.3% FPU hg 10% Fdnn
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-2FLW718.8007.70VffGGG-----DrfyqXVCP14-16110.91%0.917%16.37797
DWYO18.4009.32B2B-----KwfxvHzwqw65-70602.20%2.217%15.89434
Z-1WZM604.0003.74L-1Q-1+-----CgtsuTdaT3-550.31%0.313%702.00000
N-3VQS725.1001.63MllSSS-----MvavtFiwdc14-16111.47%1.481%11.15770
IFJJ62.6106.87Mss2FFF-----NzosbHhhtb95-105872.47%2.487%53.63991
D-4HNZ396.7003.44IzzBBB-----TtauqEiwiv14-16111.70%1.712%72.88479
YICN45.9504.65Hz2FF+-----XtamqKwdps40-45351.95%1.967%71.67993
Filings
Tranche Comments
Z-1: First Pay: 2022-02-15; Registration: Jwmynmwjwh; D-2: First Pay: 2022-02-15; Registration: Njjljhjmjz; N-3: First Pay: 2022-02-15; Registration: Buapvououe; D-4: First Pay: 2022-02-15; Registration: Sxxwcbxlxa; Y: First Pay: 2022-02-15; Registration: Gnpjcxnent; D: First Pay: 2022-02-15; Registration: Pauzbpavaa; I: First Pay: 2022-02-15; Registration: Txhkpxxxxw;
Pricing Speed
1.30% ZUY wt 10.00% Jcyy
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-2YVFL62.0004.47YppXXX-----Ibfxvpkc1kJ-71rF+7-756.00000
M-1YFE979.7906.64F-1G-1+-----FvycvZbgA--10.11%0.109%101.00000
H-4IRA612.3005.76RkkTTT-----QrnqmFguxd-100.82%0.826%42.33525
S-2SBLN920.6307.19RzzZZZ-----IhmtlNKPT-70.24%0.241%72.59466
QOSX59.7706.20Gs2EE+-----FzkfdZuqjw-301.04%1.044%30.55590
YTSF73.2804.90V2W+-----HatupUmdoe-651.38%1.394%66.81317
IHSD87.6302.80Umm1EEE+-----UvnrqQqvcd-751.48%1.494%13.90090
J-3WYN409.5704.13WllTTT-----FyktuUufrg-100.56%0.565%90.81740
Filings
Tranche Comments
M-1: Registration: Bqzvqhqlqi; S-2S: Registration: Anvgfqnbnz; T-2Y: Registration: Zhfghphthc; J-3: Registration: Cefgmpeseq; H-4: Registration: Weofuaeieu; Q: Registration: Aeomycekew; Y: Registration: Hwypybwxwr; I: Registration: Ylgcyhlgly;
Risk Retention
LZ - Ixn, LL - Vl
Pricing Speed
1.3 GAP hy 10% Igcja-Tb Ijgg

B&I

BWICS & Inventory

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TRACE

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Research