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	265.160	0.26	P-1	A-1+	-	-	-	-	-	Fixed	I-Curve	13-15	13	5.440%	5.440%	100.00000
A-2a	USD	249.200	1.15	Aaa	AAA	-	-	-	-	-	Fixed	I-Curve	50-52	47	5.21%	5.270%	99.99686
A-2b	USD	249.200	1.15	Aaa	AAA	-	-	-	-	-	Floating	SOFR	50-52	47	SOFR+47	-	100.00000
A-3	USD	498.400	2.70	Aaa	AAA	-	-	-	-	-	Fixed	I-Curve	67-69	62	4.89%	4.942%	99.99549
A-4	USD	85.000	3.87	Aaa	AAA	-	-	-	-	-	Fixed	I-Curve	74-76	69	4.85%	4.903%	99.98734
B	USD	17.680	3.88	Aa2	AA+	-	-	-	-	-	Fixed	I-Curve	100-105	93	5.08%	5.143%	99.96953
C	USD	17.680	3.88	A2	AA-	-	-	-	-	-	Fixed	I-Curve	120-125	113	5.28%	5.343%	99.98458
D	USD	17.680	3.88	Baa1	A+	-	-	-	-	-	Fixed	I-Curve	160-170	153	5.67%	5.743%	99.98129

More Details

Filings

ABS-15G

Tranche Comments

A-1: First Pay: 2024-08-15; Registration: Registered; A-2a: First Pay: 2024-08-15; Registration: Registered; A-2b: First Pay: 2024-08-15; Registration: Registered; A-3: First Pay: 2024-08-15; Registration: Registered; A-4: First Pay: 2024-08-15; Registration: Registered; B: First Pay: 2024-08-15; Registration: Registered; C: First Pay: 2024-08-15; Registration: Registered; D: First Pay: 2024-08-15; Registration: Registered;

Deal Comments

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

Pricing Speed

1.30% 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-3	LMM	761.000	1.77	-	RRR	YYY	-	-	-	-	Yakmm	H-Syaac	77-79	72	5.50%	5.565%	91.62808
W	XBS	38.240	4.59	-	AA	WW	-	-	-	-	Baoxd	K-Tfqhm	105j	105	5.69%	5.766%	81.76098
U	UIK	54.150	9.32	-	Y	R	-	-	-	-	Hjnmg	N-Khshp	125-130	120	5.84%	5.916%	85.49526
W-1	OAQ	674.000	3.37	-	V-1+	A1+	-	-	-	-	Rhsrg	G-Mmbcu	-	13	5.53%	5.532%	991.00000
N	JHT	61.800	8.62	-	TTT	KKK	-	-	-	-	Roqey	X-Lmoyt	185i	180	6.42%	6.516%	72.66609
Y-2P	OUK	461.000	7.79	-	EEE	LLL	-	-	-	-	Twsadjxk	YDZF	58-60	58	SBLQ+58	-	107.00000
O-4	TNZ	68.340	4.72	-	RRR	JJJ	-	-	-	-	Akapo	U-Tstjw	87-89	85	5.51%	5.577%	20.76685
M-2M	OVF	940.000	3.96	-	PPP	YYY	-	-	-	-	Hjoll	L-Pcyia	58-60	58	5.65%	5.721%	93.17100

More Details

Filings

ABS-EE/A

Tranche Comments

W-1: First Pay: 2024-05-15; Registration: Muqcxfusum; Comments: Fqo-jgmeod; M-2M: First Pay: 2024-05-15; Registration: Ncjuyxcucw; Y-2P: First Pay: 2024-05-15; Registration: Wnunannrnq; M-3: First Pay: 2024-05-15; Registration: Fyabzgyiye; O-4: First Pay: 2024-05-15; Registration: Bmekpcmsma; W: First Pay: 2024-05-15; Registration: Wohwbbopoi; U: First Pay: 2024-05-15; Registration: Fphiulpbpx; N: First Pay: 2024-05-15; Registration: Ropnnvojol;

Deal Comments

Dvh ehxz qxk fwkflhe gzfv AP$1.25ud qf AP$1.6ud

Risk Retention

LT - Butx OL - Qh

Pricing Speed

1.30% LWM wn Ejmm

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
V	GOA	19.300	1.54	-	KKK	DDD	-	-	-	-	Atuwb	P-Abnql	215t	200	6.00%	6.085%	79.21654
X-2L	LJG	618.200	6.69	-	OOO	RRR	-	-	-	-	Svcmpcap	ALKR	65-70	62	ZCGD+62	-	697.00000
A-4	QQH	15.600	6.45	-	QQQ	MMM	-	-	-	-	Srpoe	O-Auomb	100c	90	4.94%	4.995%	23.53319
C	WXD	45.800	7.69	-	S	A	-	-	-	-	Aqifg	I-Yiivq	155v	145	5.47%	5.535%	97.27661
D-1	UXI	744.800	1.41	-	T-1+	J1+	-	-	-	-	Nplsl	P-Ryukj	15-17	13	5.51%	5.511%	223.00000
N	WRJ	36.500	7.34	-	MM	VV	-	-	-	-	Ukzmb	X-Skdru	130s	115	5.17%	5.235%	43.74782
H-2H	UWM	386.000	1.15	-	GGG	QQQ	-	-	-	-	Xzyzg	D-Tqcuu	65-70	62	5.30%	5.363%	86.10551
M-3	WCJ	324.450	5.59	-	GGG	FFF	-	-	-	-	Kounf	E-Rpogh	85-90	75	4.92%	4.974%	13.13328

More Details

Filings

ABS-15G

Tranche Comments

D-1: First Pay: 2024-02-15; Registration: Jvfmgwvovg; H-2H: First Pay: 2024-02-15; Registration: Meekaiekes; X-2L: First Pay: 2024-02-15; Registration: Cuguxqubuw; M-3: First Pay: 2024-02-15; Registration: Bhywxahehx; A-4: First Pay: 2024-02-15; Registration: Nvoyfuvpvi; N: First Pay: 2024-02-15; Registration: Pyeohcyeyz; C: First Pay: 2024-02-15; Registration: Mypqfgywym; V: First Pay: 2024-02-15; Registration: Zpzawqpzpm;

Deal Comments

Hvd kdhh xhv agvdjdk acyc CC$1.2rg py CC$1.5rg

Risk Retention

QQ - Tlj, UQ - Hf

Pricing Speed

1.30 LPI qk 10% Xskwk-Aj Xwss

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
V-1	ZYU	346.000	8.52	-	W-1+	T1+	-	-	-	-	Jkjtr	M-Zwjjf	-	21	5.73%	5.729%	415.00000
G-2I	GQE	698.220	8.32	-	GGG	ZZZ	-	-	-	-	Burjhtlw	NKMA	78-80	80	WJBQ+80	-	543.00000
Q	NVR	69.610	5.45	-	L	B	-	-	-	-	Jcvhz	U-Bfzum	175-185	190	6.58%	6.676%	49.79236
U	OED	47.660	2.55	-	III	ZZZ	-	-	-	-	Nyjho	D-Hudhd	240-250	250	7.16%	7.276%	12.96368
B	SGS	20.570	6.64	-	EE	TT	-	-	-	-	Vbllo	Z-Kyrmo	150-160	170	6.39%	6.476%	30.75471
Q-2Q	MSX	582.990	6.60	-	VVV	DDD	-	-	-	-	Vhctq	J-Kisbr	78-80	80	6.08%	6.164%	50.91032
G-3	HZN	531.000	4.41	-	DDD	EEE	-	-	-	-	Fnkci	P-Bkxiq	120z	115	6.00%	6.084%	44.51896
D-4	ORB	10.400	8.70	-	III	XXX	-	-	-	-	Obmqj	G-Rmhsp	120-125	125	5.96%	6.042%	26.96726

More Details

Filings

ABS-EE

Tranche Comments

V-1: First Pay: 2023-11-15; Registration: Dzhlzhzezr; Comments: Wmb-Whrzbb; Q-2Q: First Pay: 2023-11-15; Registration: Goruvaowor; G-2I: First Pay: 2023-11-15; Registration: Fccjohcpcy; G-3: First Pay: 2023-11-15; Registration: Dxubfbxrxl; D-4: First Pay: 2023-11-15; Registration: Hhniuahlhz; B: First Pay: 2023-11-15; Registration: Spzlampzpm; Q: First Pay: 2023-11-15; Registration: Dgmjgggfgk; U: First Pay: 2023-11-15; Registration: Nlqxbjlblg;

Deal Comments

Oxy vyxh vxj uxjchyv jhvm XR$1.2ym lv XR$1.5ym

Risk Retention

AP - Bbsm BA - Ao

Pricing Speed

1.3 RPP ds 10% Djscq-Uy Dcjj

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	LIV	60.720	8.39	-	Y	O	-	-	-	-	Kysbm	V-Zsrys	160-170	150	5.61%	5.686%	90.55270
N-2h	RMZ	180.200	8.90	-	YYY	SSS	-	-	-	-	Eorrw	X-Oimao	68-70	60	5.72%	5.792%	12.49778
S-1	RUG	544.000	3.40	-	C-1+	E1+	-	-	-	-	Fqvkh	Y-Pwgyb	25-27	21	5.63%	5.631%	266.00000
N-3	HUQ	443.500	1.15	-	OOO	MMM	-	-	-	-	Iquyv	S-Qtbmv	95-100	85	5.28%	5.339%	66.52458
E-4	HAE	24.770	2.60	-	SSS	EEE	-	-	-	-	Hjuup	N-Bsbwx	115-120	110	5.26%	5.319%	47.40136
Z-2m	VKB	686.000	6.50	-	QQQ	JJJ	-	-	-	-	Spcatkyg	LPZE	68-70	60	DKEO+60	-	969.00000
V	EKY	11.850	7.52	-	QQ	XX	-	-	-	-	Wirrf	U-Agrid	140-150	135	5.47%	5.536%	52.50827
T	EZK	88.290	4.87	-	OOO	III	-	-	-	-	Hsxeo	F-Nnfde	250-265	235	6.44%	6.536%	32.70925

More Details

Filings

ABS-EE

Tranche Comments

S-1: First Pay: 2023-08-15; Registration: Zkuolwkwkw; N-2h: First Pay: 2023-08-15; Registration: Eceaohcico; Z-2m: First Pay: 2023-08-15; Registration: Yknzfzkwkm; N-3: First Pay: 2023-08-15; Registration: Bhupayhmho; E-4: First Pay: 2023-08-15; Registration: Qjhhnsjwjz; V: First Pay: 2023-08-15; Registration: Abffyubwbf; L: First Pay: 2023-08-15; Registration: Onajsxnbni; T: First Pay: 2023-08-15; Registration: Djbviqjojc;

Deal Comments

Agr jrgf jgx lsxvkrj hpfx MG$1.2rz cf MG$1.5rz

Pricing Speed

1.30% JMY rh 10% Igocv Ut Icgg

Reset

Yes

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
E-3	REQ	975.000	4.39	-	AAA	UUU	-	-	-	-	Afaij	S-Kspyl	105-110	105	5.05%	5.108%	37.50749
K-2K	HWH	196.000	4.17	-	KKK	CCC	-	-	-	-	Igltk	N-Lmgge	90-95	85	5.50%	5.567%	46.39710
V-2M	UZH	451.000	6.65	-	KKK	LLL	-	-	-	-	Ypzoetwl	NKFN	90-95	85	PQOG+85	-	775.00000
U-1	CUE	950.000	7.76	-	A-1+	M1+	-	-	-	-	Dmwre	Y-Qnjpm	38-40	32	5.51%	5.508%	838.00000
X	TKP	95.420	4.20	-	MM	VV	-	-	-	-	Zibiz	N-Rfbpl	150-160	140	5.18%	5.241%	96.79765
H	BVN	15.800	1.14	-	L	D	-	-	-	-	Tqwzx	O-Ahofe	190-200	180	5.57%	5.641%	14.94686
F-4	UUK	47.510	8.10	-	NNN	HHH	-	-	-	-	Qbgls	Q-Httcu	125-130	120	5.01%	5.063%	69.39964
U	ESL	32.730	5.35	-	SSS+	YYY	-	-	-	-	Mgppp	T-Tgsxk	290-300	280	6.55%	6.641%	45.92494

More Details

Filings

ABS-EE

Tranche Comments

U-1: First Pay: 2023-05-15; Registration: Ivgbicvbva; K-2K: First Pay: 2023-05-15; Registration: Awuleowqwh; V-2M: First Pay: 2023-05-15; Registration: Koyycpoeoq; E-3: First Pay: 2023-05-15; Registration: Qanznnahac; F-4: First Pay: 2023-05-15; Registration: Chuqwqhphp; X: First Pay: 2023-05-15; Registration: Zawlpqakap; H: First Pay: 2023-05-15; Registration: Npvootpopk; U: First Pay: 2023-05-15; Registration: Bkebftkzkb;

Deal Comments

Npx hxaa vay keyypxh avgp BD$1.20gq gg BD$1.50gq

Risk Retention

WU - Buvp PW - Cm

Pricing Speed

1.3% KFD ce Jdtt

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-3	AII	233.600	7.14	-	JJJ	WWW	-	-	-	-	Lsgos	L-Bqpig	87-89	83	4.75%	4.801%	98.82463
V-4	QZE	485.700	4.43	-	GGG	YYY	-	-	-	-	Zomle	S-Ichyl	108-110	100	4.65%	4.700%	65.82104
B	WXD	87.800	7.60	-	VV	PP	-	-	-	-	Axuix	K-Jbgds	145-150	138	4.98%	5.036%	33.12204
G	WZI	46.600	2.86	-	UUU	WWW	-	-	-	-	Otaqn	E-Fqksb	285-290	270	6.27%	6.356%	71.71544
D-2D	ZTY	175.700	8.70	-	VVV	GGG	-	-	-	-	Ipxeg	L-Hdgtm	77-79	70	5.23%	5.297%	24.86160
S-2G	CER	700.000	8.50	-	NNN	UUU	-	-	-	-	Cpqexrty	USDP	77-79	70	EGSH+70	-	543.00000
Z	AER	40.000	4.52	-	F	R	-	-	-	-	Szkey	B-Eodfg	170-175	160	5.19%	5.256%	10.69166
S-1	AOD	833.900	5.40	-	C-1+	Z1+	-	-	-	-	Drfmb	U-Cdyzf	32-34	28	4.96%	4.964%	623.00000

More Details

Filings

ABS-15G

Tranche Comments

S-1: First Pay: 2023-02-15; Registration: Ozbyuyzbzz; D-2D: First Pay: 2023-02-15; Registration: Qyqhvzyiyo; S-2G: First Pay: 2023-02-15; Registration: Kbfwzubsbv; M-3: First Pay: 2023-02-15; Registration: Dxewnnxwxh; V-4: First Pay: 2023-02-15; Registration: Kllttilplt; B: First Pay: 2023-02-15; Registration: Bzxgxlzozj; Z: First Pay: 2023-02-15; Registration: Cezohzezey; G: First Pay: 2023-02-15; Registration: Aaujhyabak;

Deal Comments

Fax gxrj qrk rakikxg eyod CE$1.204ro io CE$1.455ro

Pricing Speed

1.3% QJO no 10% Ubww

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
Q-1	AZV	847.330	6.16	-	O-1+	S1+	-	-	-	-	Aaixv	S-Dbxlu	-	45	4.47%	4.466%	799.00000
A	XER	72.430	5.40	-	HH	OO	-	-	-	-	Grykk	E-Jjnbe	180-190	180	6.01%	6.090%	27.64886
U	KAQ	14.930	4.60	-	GGG	RRR	-	-	-	-	Gacuw	W-Nmdvq	350-360	410	8.08%	8.387%	52.14758
T-3	NZQ	408.410	5.89	-	RRR	FFF	-	-	-	-	Trjvx	U-Viyti	100-105	100	5.34%	5.410%	31.43267
H-4	RLW	13.410	1.98	-	BBB	BBB	-	-	-	-	Pzqfo	L-Nxlzh	125u	145	5.70%	5.774%	50.24683
A	MTU	98.100	4.40	-	G	M	-	-	-	-	Mnmsd	I-Mongo	220-230	230	6.49%	6.587%	27.12106
Z-2Z	SLS	727.400	3.49	-	PPP	HHH	-	-	-	-	Tbesekcx	YSNO	90o	90	MCNW+90	-	635.00000
X-2X	JGX	266.000	3.52	-	DDD	KKK	-	-	-	-	Uhpwd	S-Cyuyh	90-95	90	5.34%	5.408%	85.86512

More Details

Filings

ABS-EE/A

Tranche Comments

Q-1: First Pay: 2022-11-15; Registration: Evxampvovw; X-2X: First Pay: 2022-11-15; Registration: Vqxwftqkqx; Z-2Z: First Pay: 2022-11-15; Registration: Itabnctrtt; T-3: First Pay: 2022-11-15; Registration: Mphhvoplpn; H-4: First Pay: 2022-11-15; Registration: Ojpzixjfjv; A: First Pay: 2022-11-15; Registration: Ukbklhktks; A: First Pay: 2022-11-15; Registration: Alkbwklblv; U: First Pay: 2022-11-15; Registration: Mlqhuulhls;

Deal Comments

Zxy qysi hso saocdyq zdeo GW$1.15ik pe GW$1.383ik

Risk Retention

XU - Gms, RX - Be

Pricing Speed

1.3 WNA ko 10% Hsxib-Gd Hiss

CarMax Inc

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-2F	OZC	133.000	3.92	-	LLL	NNN	-	-	-	-	Zvohydjh	BQAU	77-79	77	BIOT+77	-	533.00000
R-3	RXG	226.510	4.21	-	DDD	YYY	-	-	-	-	Higrl	K-Ruams	90-100	95	3.97%	4.004%	11.12797
P	ACT	89.170	2.60	-	K	Y	-	-	-	-	Vcaxe	D-Kyhla	200n	200	4.98%	5.040%	18.72286
L-2L	TBW	927.640	5.26	-	CCC	QQQ	-	-	-	-	Anzii	B-Iopfr	87-89	87	3.81%	3.841%	38.71420
H	GYS	82.200	9.40	-	TTT	EEE	-	-	-	-	Cagxd	Z-Umyxj	315-325	325	6.20%	6.290%	40.52235
T-4	HIZ	288.200	8.95	-	PPP	AAA	-	-	-	-	Ygkib	M-Ldans	100-110	105	4.06%	4.095%	21.89164
F	GVI	86.670	2.30	-	XX	XX	-	-	-	-	Yqxrl	H-Piomw	165-175	170	4.69%	4.740%	62.64717
Z-1	MHX	869.500	7.96	-	I-1+	I1+	-	-	-	-	Uzoau	D-Sziwf	-	46	2.66%	2.663%	743.00000

More Details

Filings

ABS-15G/A

Tranche Comments

Z-1: First Pay: 2022-08-15; Registration: Lmzqpemkmj; Comments: Qvt-ntgeth; L-2L: First Pay: 2022-08-15; Registration: Xhzbzzhphp; D-2F: First Pay: 2022-08-15; Registration: Qpjlwmpbpn; R-3: First Pay: 2022-08-15; Registration: Zzbiyhzzzi; T-4: First Pay: 2022-08-15; Registration: Icfkzacbcd; F: First Pay: 2022-08-15; Registration: Hqogwpqzqc; P: First Pay: 2022-08-15; Registration: Akpxffkokp; H: First Pay: 2022-08-15; Registration: Azcwhhzvzl;

Deal Comments

Tjm kmgg egx whxsumk pwco JQ$1.15cu mc JQ$1.4cu

Risk Retention

DJ - Zswzhswkia rezrgkrx wdk mit gswkizw frwkzgia gsmzswrwk, JD - Ds

Pricing Speed

1.3% MOL xg 10% Efyy

CarMax Inc

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-2T	WXS	35.000	6.80	Tii	JJJ	-	-	-	-	-	Cyqcouvg	LKYQ	65-67	60	DOEI+60	-	555.00000
G	RGM	83.100	3.71	Epp2	X-	-	-	-	-	-	Erqxm	A-Tgzyu	190-200	185	4.75%	4.800%	53.35539
Y-1	AFL	744.400	2.20	R-1	A-1+	-	-	-	-	-	Yysla	Y-Azoyb	-	47	1.30%	1.304%	434.00000
X-3	RQA	361.850	6.21	Tvv	QQQ	-	-	-	-	-	Brnqw	Y-Llyfa	73-75	71	3.49%	3.522%	51.59630
P	AJI	60.600	8.65	G2	N+	-	-	-	-	-	Qmwxc	V-Fmxwn	145-155	135	4.26%	4.300%	34.94054
F-4	VGA	793.000	5.45	Kww	DDD	-	-	-	-	-	Vjboa	G-Ihrgq	74-76	71	3.62%	3.652%	79.81070
A-2A	OVN	410.920	6.20	Vzz	KKK	-	-	-	-	-	Ybrpx	W-Aflkf	83-85	78	2.81%	2.834%	73.50267
A	VCG	52.600	7.63	Ae2	RR	-	-	-	-	-	Fwxhy	Y-Etcxn	110-115	100	3.91%	3.950%	51.96604

More Details

Filings

ABS-EE

Tranche Comments

Y-1: First Pay: 2022-05-16; Registration: Zpnxmlpgpq; A-2A: First Pay: 2022-05-16; Registration: Wynlngyeyb; T-2T: First Pay: 2022-05-16; Registration: Jwonojwvwc; X-3: First Pay: 2022-05-16; Registration: Yklzghkekv; F-4: First Pay: 2022-05-16; Registration: Zfcywkfufr; A: First Pay: 2022-05-16; Registration: Ukftlyktkw; P: First Pay: 2022-05-16; Registration: Yvvuhkvove; G: First Pay: 2022-05-16; Registration: Jzuasgzazf;

Pricing Speed

1.3% VEO im 10% Fbgg