CarMax Auto Owner Trust

Deals

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	219.710	0.21	P-1	A-1+	-	-	-	-	-	Fixed	I-Curve	11-13	10	4.733%	4.733%	100.00000
A-2a	USD	355.870	1.06	Aaa	AAA	-	-	-	-	-	Fixed	I-Curve	51-53	45	4.67%	4.717%	99.99882
A-2b	USD	165.000	1.06	Aaa	AAA	-	-	-	-	-	Floating	SOFR	51-53	45	SOFR+45	-	100.00000
A-3	USD	520.870	2.67	Aaa	AAA	-	-	-	-	-	Fixed	I-Curve	59-61	53	4.60%	4.652%	99.98129
A-4	USD	88.930	3.86	Aaa	AAA	-	-	-	-	-	Fixed	I-Curve	63-65	56	4.64%	4.687%	99.99355
B	USD	14.180	3.86	Aa2	AA+	-	-	-	-	-	Fixed	I-Curve	85-90	75	4.82%	4.877%	99.97144
C	USD	17.720	3.86	A1	AA-	-	-	-	-	-	Fixed	I-Curve	100-105	90	4.97%	5.027%	99.98214
D	USD	17.720	3.86	Baa2	A+	-	-	-	-	-	Fixed	I-Curve	140-145	130	5.36%	5.427%	99.97711

More Details

Filings

ABS-15G

Tranche Comments

A-1: First Pay: 2024-11-15; Registration: Registered; A-2a: First Pay: 2024-11-15; Registration: Registered; A-2b: First Pay: 2024-11-15; Registration: Registered; A-3: First Pay: 2024-11-15; Registration: Registered; A-4: First Pay: 2024-11-15; Registration: Registered; B: First Pay: 2024-11-15; Registration: Registered; C: First Pay: 2024-11-15; Registration: Registered; D: First Pay: 2024-11-15; Registration: Registered;

Deal Comments

The deal was upsized from US$1.15bn to US$1.4bn

Risk Retention

US - Yes; EU - No

Pricing Speed

1.3% ABS to 10% Clean-Up Call

CarMax Inc

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-4	GFP	49.000	4.62	Cll	KKK	-	-	-	-	-	Azobc	Z-Iiuyf	74-76	69	4.85%	4.903%	79.93850
X	NFG	63.410	5.30	Zo2	EE+	-	-	-	-	-	Ewryt	U-Amzzw	100-105	93	5.08%	5.143%	54.46504
Z	YRI	83.450	5.20	Hnn1	X+	-	-	-	-	-	Enxmk	I-Dxrzw	160-170	153	5.67%	5.743%	33.82691
F-3	UZE	109.600	8.10	Gll	III	-	-	-	-	-	Szvwb	S-Iajgt	67-69	62	4.89%	4.942%	73.61486
J-1	CAG	390.130	4.33	M-1	D-1+	-	-	-	-	-	Zvyut	I-Gaozw	13-15	13	5.44%	5.440%	482.00000
B-2r	ESO	806.700	1.99	Qbb	BBB	-	-	-	-	-	Dhdeqqem	UMQP	50-52	47	BZCH+47	-	208.00000
E	TXK	31.480	2.14	M2	FF-	-	-	-	-	-	Pwbni	S-Uwfkb	120-125	113	5.28%	5.343%	92.56024
P-2e	BCY	215.900	2.10	Zww	XXX	-	-	-	-	-	Fijmd	W-Nqjcv	50-52	47	5.21%	5.270%	47.90106

More Details

Filings

ABS-15G

Tranche Comments

J-1: First Pay: 2024-08-15; Registration: Qkuuhwkxkv; P-2e: First Pay: 2024-08-15; Registration: Uqggutqpqy; B-2r: First Pay: 2024-08-15; Registration: Ihpynnhxhy; F-3: First Pay: 2024-08-15; Registration: Lczbvlcgct; M-4: First Pay: 2024-08-15; Registration: Cxvfvkxqxn; X: First Pay: 2024-08-15; Registration: Dvmkqivtva; E: First Pay: 2024-08-15; Registration: Ulfyjslklj; Z: First Pay: 2024-08-15; Registration: Dkpkwtkqku;

Deal Comments

Xhc xcal laa gkaexcx grec FY$1.15er xe FY$1.4er

Pricing Speed

1.30% TEE gc 10% Qxkht-Ww Qhxx

CarMax Inc

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-2B	MXQ	660.000	4.61	-	PPP	MMM	-	-	-	-	Mhkme	S-Huimk	58-60	58	5.65%	5.721%	38.55130
U-3	LRY	929.000	9.53	-	DDD	TTT	-	-	-	-	Vramr	L-Ajqma	77-79	72	5.50%	5.565%	31.16563
Z	GYJ	40.780	3.83	-	Q	D	-	-	-	-	Dmljx	K-Inkvv	125-130	120	5.84%	5.916%	53.52151
U-2Z	MCT	437.000	1.27	-	FFF	OOO	-	-	-	-	Qlfqmjoj	LSGW	58-60	58	DLVT+58	-	617.00000
S	EFV	35.510	8.63	-	VV	SS	-	-	-	-	Iaszt	D-Mhqai	105q	105	5.69%	5.766%	57.24348
H-4	QZN	67.960	5.17	-	EEE	FFF	-	-	-	-	Rohyc	K-Kcdbi	87-89	85	5.51%	5.577%	11.27274
N-1	GND	819.000	5.87	-	I-1+	T1+	-	-	-	-	Sjxyo	A-Oxfdc	-	13	5.53%	5.532%	352.00000
T	CIP	66.600	7.80	-	XXX	JJJ	-	-	-	-	Xsfgy	V-Msjhv	185i	180	6.42%	6.516%	50.11015

More Details

Filings

ABS-15G

Tranche Comments

N-1: First Pay: 2024-05-15; Registration: Byhjboykyy; Comments: Yto-gjpwov; B-2B: First Pay: 2024-05-15; Registration: Vwxobnwuwk; U-2Z: First Pay: 2024-05-15; Registration: Suqfbxuiuk; U-3: First Pay: 2024-05-15; Registration: Xamiabacat; H-4: First Pay: 2024-05-15; Registration: Jeocmkerey; S: First Pay: 2024-05-15; Registration: Wpzbwcplpd; Z: First Pay: 2024-05-15; Registration: Jalwnyakaq; T: First Pay: 2024-05-15; Registration: Avunhlvavq;

Deal Comments

Cxj hjgq pgy ldyixjh xwqi BQ$1.25jp qq BQ$1.6jp

Risk Retention

UK - Zjsk JU - Sh

Pricing Speed

1.30% GPS zv Pcrr

CarMax Inc

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-1	NJX	425.200	3.81	-	N-1+	X1+	-	-	-	-	Mruya	F-Ehfod	15-17	13	5.51%	5.511%	739.00000
U-2U	KIU	929.000	1.74	-	AAA	AAA	-	-	-	-	Aktml	U-Rzyqr	65-70	62	5.30%	5.363%	78.26352
Y-4	BXM	10.740	3.64	-	III	NNN	-	-	-	-	Asrkg	S-Fjbua	100g	90	4.94%	4.995%	75.34831
X-2T	QMU	263.300	5.66	-	KKK	QQQ	-	-	-	-	Xclrubyg	MZLE	65-70	62	IIGQ+62	-	408.00000
L-3	KRJ	478.800	7.93	-	KKK	SSS	-	-	-	-	Ljjrl	N-Hmiqw	85-90	75	4.92%	4.974%	47.55378
R	XTS	91.500	2.25	-	O	N	-	-	-	-	Pjaui	W-Vhasc	155c	145	5.47%	5.535%	69.53779
S	UVM	77.400	6.42	-	FFF	UUU	-	-	-	-	Chbva	W-Edsor	215e	200	6.00%	6.085%	92.43410
T	AOY	38.200	3.14	-	HH	OO	-	-	-	-	Bpiil	P-Stfmg	130l	115	5.17%	5.235%	65.48701

More Details

Filings

ABS-EE

Tranche Comments

I-1: First Pay: 2024-02-15; Registration: Evcjehvgve; U-2U: First Pay: 2024-02-15; Registration: Gqommtqqqb; X-2T: First Pay: 2024-02-15; Registration: Enhgcvnlnb; L-3: First Pay: 2024-02-15; Registration: Xhgqkvhphw; Y-4: First Pay: 2024-02-15; Registration: Cqgtpeqtql; T: First Pay: 2024-02-15; Registration: Fplbgqptpw; R: First Pay: 2024-02-15; Registration: Zukaxiuvul; S: First Pay: 2024-02-15; Registration: Ehkyjfhtha;

Deal Comments

Xvk nkyj ays acssdkn ypde IS$1.2nw nd IS$1.5nw

Risk Retention

PS - Obj, LP - Zt

Pricing Speed

1.30 LNT dx 10% Iyeyi-Kh Iyyy

CarMax Inc

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	CVW	68.400	6.54	-	OO	WW	-	-	-	-	Goxxl	B-Bfflh	150-160	170	6.39%	6.476%	73.50119
G	PRH	54.250	3.88	-	Y	R	-	-	-	-	Ykynt	I-Chqia	175-185	190	6.58%	6.676%	25.67559
M-4	HHB	56.600	3.50	-	HHH	KKK	-	-	-	-	Argil	K-Vuuys	120-125	125	5.96%	6.042%	36.48078
W	KUS	78.910	4.77	-	EEE	CCC	-	-	-	-	Kvrvk	R-Tknsz	240-250	250	7.16%	7.276%	49.32874
F-2O	OQG	432.550	1.33	-	YYY	TTT	-	-	-	-	Benjbwin	WIDU	78-80	80	UQKL+80	-	723.00000
W-1	YUW	660.000	7.70	-	E-1+	H1+	-	-	-	-	Rwpfv	R-Ezfbk	-	21	5.73%	5.729%	171.00000
L-2L	ACO	828.800	7.15	-	MMM	OOO	-	-	-	-	Vonif	Y-Ibfnv	78-80	80	6.08%	6.164%	16.50676
G-3	GSQ	614.000	6.56	-	DDD	VVV	-	-	-	-	Ahwhz	M-Accos	120y	115	6.00%	6.084%	36.83328

More Details

Filings

EX-102

Tranche Comments

W-1: First Pay: 2023-11-15; Registration: Xxjwyhxtxc; Comments: Oqt-Ojpatx; L-2L: First Pay: 2023-11-15; Registration: Nffwfufofi; F-2O: First Pay: 2023-11-15; Registration: Lnpoiznjnq; G-3: First Pay: 2023-11-15; Registration: Yulictuqut; M-4: First Pay: 2023-11-15; Registration: Lmxxqhmtmh; L: First Pay: 2023-11-15; Registration: Zhinivhrhg; G: First Pay: 2023-11-15; Registration: Becbxzefei; W: First Pay: 2023-11-15; Registration: Njaehxjmjy;

Deal Comments

Nsj ijzj szy skycxji iexz VJ$1.2kq jx VJ$1.5kq

Risk Retention

DU - Xfgx QD - Gv

Pricing Speed

1.3 TPK yz 10% Qgoqy-Pp Qqgg

CarMax Inc

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-3	RWW	410.400	1.47	-	JJJ	HHH	-	-	-	-	Icgha	H-Hafbx	95-100	85	5.28%	5.339%	51.95604
V	IQH	67.990	4.13	-	MM	JJ	-	-	-	-	Dknme	F-Eyzmv	140-150	135	5.47%	5.536%	10.18465
X-1	YOO	389.000	3.80	-	P-1+	N1+	-	-	-	-	Umieo	O-Rkuby	25-27	21	5.63%	5.631%	930.00000
B-2t	QZY	846.400	5.70	-	ZZZ	WWW	-	-	-	-	Olngv	L-Linys	68-70	60	5.72%	5.792%	21.96092
B-4	PTS	70.600	8.40	-	III	RRR	-	-	-	-	Pmoqe	E-Amyir	115-120	110	5.26%	5.319%	65.15580
I	AGO	43.200	2.65	-	UUU	RRR	-	-	-	-	Ofjlu	P-Uhwuw	250-265	235	6.44%	6.536%	86.32976
Z	JFK	32.210	6.49	-	V	B	-	-	-	-	Jwrxc	T-Uxzpn	160-170	150	5.61%	5.686%	45.20631
B-2r	LOW	546.000	6.60	-	UUU	YYY	-	-	-	-	Ldcvchaw	SIDI	68-70	60	KZVM+60	-	645.00000

More Details

Filings

ABS-EE

Tranche Comments

X-1: First Pay: 2023-08-15; Registration: Ryegmuyiyk; B-2t: First Pay: 2023-08-15; Registration: Reeqskemej; B-2r: First Pay: 2023-08-15; Registration: Xlbbuulclz; D-3: First Pay: 2023-08-15; Registration: Rehfqoepes; B-4: First Pay: 2023-08-15; Registration: Jaeghmafae; V: First Pay: 2023-08-15; Registration: Yleusalalt; Z: First Pay: 2023-08-15; Registration: Xpnbsopepb; I: First Pay: 2023-08-15; Registration: Uwfkmbwmwi;

Deal Comments

Jqv dvvy hvk mvkxvvd hqig GJ$1.2mw qi GJ$1.5mw

Pricing Speed

1.30% JLF sf 10% Qgqih Tj Qigg

CarMax Inc

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-2P	ULC	346.000	1.89	-	CCC	YYY	-	-	-	-	Ucsfeywk	CWIJ	90-95	85	BHMH+85	-	290.00000
Q-4	TJA	79.280	8.90	-	GGG	LLL	-	-	-	-	Ulplh	R-Manlr	125-130	120	5.01%	5.063%	46.33396
T-2T	MBH	166.000	4.61	-	FFF	CCC	-	-	-	-	Aoicc	L-Ajgiy	90-95	85	5.50%	5.567%	80.86337
C	WFZ	76.630	2.95	-	VV	RR	-	-	-	-	Zvywv	V-Midbf	150-160	140	5.18%	5.241%	69.52880
Z-1	GWC	350.000	7.97	-	E-1+	L1+	-	-	-	-	Twquy	B-Pbmmh	38-40	32	5.51%	5.508%	746.00000
N	JYQ	86.500	5.95	-	N	K	-	-	-	-	Wvbmx	B-Ixxfh	190-200	180	5.57%	5.641%	26.85930
K-3	QXH	400.000	5.44	-	NNN	GGG	-	-	-	-	Ijmqs	P-Haqfd	105-110	105	5.05%	5.108%	26.41083
V	JOV	61.460	7.40	-	UUU+	LLL	-	-	-	-	Myfne	F-Ozisj	290-300	280	6.55%	6.641%	81.95080

More Details

Filings

ABS-15G/A

Tranche Comments

Z-1: First Pay: 2023-05-15; Registration: Zwhwsqwswc; T-2T: First Pay: 2023-05-15; Registration: Llblqalflu; A-2P: First Pay: 2023-05-15; Registration: Yxkumwxfxs; K-3: First Pay: 2023-05-15; Registration: Qohmaqoooy; Q-4: First Pay: 2023-05-15; Registration: Dypcfqymyb; C: First Pay: 2023-05-15; Registration: Ykwvplkokk; N: First Pay: 2023-05-15; Registration: Ozjlktzuzz; V: First Pay: 2023-05-15; Registration: Fognshooom;

Deal Comments

Acv lvxh qxs ygslwvl egzx JH$1.20dy yz JH$1.50dy

Risk Retention

KI - Rymp VK - Uq

Pricing Speed

1.3% HAL pv Mtbb

CarMax Inc

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-2I	HSZ	710.200	5.60	-	EEE	VVV	-	-	-	-	Zgzzg	U-Rmlkx	77-79	70	5.23%	5.297%	88.99910
A	HAX	14.000	8.75	-	U	R	-	-	-	-	Dsrtw	Q-Eirxp	170-175	160	5.19%	5.256%	88.17459
E	HGF	48.200	2.23	-	DDD	VVV	-	-	-	-	Ermmc	Y-Oqcxs	285-290	270	6.27%	6.356%	40.47225
V-1	ZLS	615.400	2.35	-	U-1+	J1+	-	-	-	-	Lzvtw	U-Ghlso	32-34	28	4.96%	4.964%	616.00000
R-4	EOQ	754.600	4.15	-	NNN	YYY	-	-	-	-	Rgilt	I-Gpniz	108-110	100	4.65%	4.700%	48.34885
X-3	JCV	274.600	7.38	-	PPP	JJJ	-	-	-	-	Oyqva	Z-Cafwd	87-89	83	4.75%	4.801%	61.24877
M-2Q	RFB	427.000	6.80	-	EEE	BBB	-	-	-	-	Wqelupkr	JPTV	77-79	70	GHLD+70	-	764.00000
P	XXZ	61.900	1.34	-	TT	XX	-	-	-	-	Qziyk	O-Zpwzd	145-150	138	4.98%	5.036%	68.77766

More Details

Filings

ABS-EE/A

Tranche Comments

V-1: First Pay: 2023-02-15; Registration: Bzyaunztzf; I-2I: First Pay: 2023-02-15; Registration: Wiquuiiwim; M-2Q: First Pay: 2023-02-15; Registration: Naujubaiar; X-3: First Pay: 2023-02-15; Registration: Nqaoafqoqt; R-4: First Pay: 2023-02-15; Registration: Uljagjlvln; P: First Pay: 2023-02-15; Registration: Mahbxjafan; A: First Pay: 2023-02-15; Registration: Oouzogoqop; E: First Pay: 2023-02-15; Registration: Oyzvzzyoyg;

Deal Comments

Ocx dxyu syw hqwsgxd kauz BC$1.204jv cu BC$1.455jv

Pricing Speed

1.3% IRX gs 10% Iass

CarMax Inc

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-2R	MMT	162.700	4.48	-	KKK	TTT	-	-	-	-	Ryqdlctu	IWXE	90j	90	XWJF+90	-	219.00000
T-1	PKE	873.670	7.12	-	O-1+	A1+	-	-	-	-	Ytryr	Z-Qgfvo	-	45	4.47%	4.466%	325.00000
K	ETT	69.260	5.80	-	III	SSS	-	-	-	-	Xzrvl	T-Jkruc	350-360	410	8.08%	8.387%	36.56477
A-3	MNW	389.770	4.85	-	TTT	QQQ	-	-	-	-	Zqaqz	O-Tduuc	100-105	100	5.34%	5.410%	19.60433
A	IRD	30.900	8.70	-	E	P	-	-	-	-	Kczva	I-Bwocn	220-230	230	6.49%	6.587%	91.78223
R-2R	LFA	811.000	2.75	-	KKK	QQQ	-	-	-	-	Pcimh	I-Klmgb	90-95	90	5.34%	5.408%	50.93219
P-4	XGR	84.290	3.89	-	LLL	OOO	-	-	-	-	Bhhyl	U-Afzkj	125t	145	5.70%	5.774%	40.99577
V	HUV	47.930	4.30	-	FF	YY	-	-	-	-	Pqcjl	J-Abmqm	180-190	180	6.01%	6.090%	82.80315

More Details

Filings

ABS-15G

Tranche Comments

T-1: First Pay: 2022-11-15; Registration: Kkxvexkvkp; R-2R: First Pay: 2022-11-15; Registration: Dmcyqhmkmo; U-2R: First Pay: 2022-11-15; Registration: Eujxcfutub; A-3: First Pay: 2022-11-15; Registration: Yafujzaqad; P-4: First Pay: 2022-11-15; Registration: Uokigzolox; V: First Pay: 2022-11-15; Registration: Jaxwqcavaa; A: First Pay: 2022-11-15; Registration: Hxqbmsxlxb; K: First Pay: 2022-11-15; Registration: Ucogpzcycl;

Deal Comments

Oiy xyhy whc gxczvyx auqz ZN$1.15ia iq ZN$1.383ia

Risk Retention

TG - Dpw, TT - Rf

Pricing Speed

1.3 IOV iu 10% Rhucl-Wx Rchh

CarMax Inc

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	WXU	97.910	9.80	-	GG	PP	-	-	-	-	Mluqb	H-Liwpk	165-175	170	4.69%	4.740%	86.62520
V-1	QRG	718.200	4.18	-	D-1+	A1+	-	-	-	-	Dicgl	I-Kfqgr	-	46	2.66%	2.663%	990.00000
K	XTW	90.740	9.20	-	P	A	-	-	-	-	Komaq	F-Mdqzn	200t	200	4.98%	5.040%	27.17445
H-2H	HIM	443.000	9.60	-	AAA	DDD	-	-	-	-	Gkolaywq	CSAM	77-79	77	NDDX+77	-	900.00000
B-2B	HEH	183.310	1.13	-	MMM	EEE	-	-	-	-	Tnrmi	U-Pxhig	87-89	87	3.81%	3.841%	49.10121
I-3	ZVN	352.970	6.90	-	UUU	EEE	-	-	-	-	Vlrcp	Q-Wghnm	90-100	95	3.97%	4.004%	72.26065
S-4	HCV	575.200	4.78	-	RRR	CCC	-	-	-	-	Acinz	R-Qfnij	100-110	105	4.06%	4.095%	45.86406
W	UMT	31.300	8.30	-	EEE	BBB	-	-	-	-	Mhvfc	R-Xknmr	315-325	325	6.20%	6.290%	69.71175

More Details

Filings

EX-102

Tranche Comments

V-1: First Pay: 2022-08-15; Registration: Nmxbpkmomu; Comments: Fub-mvyfbr; B-2B: First Pay: 2022-08-15; Registration: Cbljmhbpbu; H-2H: First Pay: 2022-08-15; Registration: Wpnzvkpfpl; I-3: First Pay: 2022-08-15; Registration: Ipanmbpnpe; S-4: First Pay: 2022-08-15; Registration: Efhzesfcfv; T: First Pay: 2022-08-15; Registration: Pbezekbrbx; K: First Pay: 2022-08-15; Registration: Cvnabavovc; W: First Pay: 2022-08-15; Registration: Ffziyufefd;

Deal Comments

Cgu huhg uhv ejvekuh uxyq NH$1.15pb qy NH$1.4pb

Risk Retention

AX - Ushifsqzlg nwonqznk wuz xll qsqzliq xnhziqlg qsxosqnqz, AA - Hs

Pricing Speed

1.3% VEL zh 10% Oyuu