CarMax Auto Owner Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD265.1600.26P-1A-1+-----FixedI-Curve13-15135.440%5.440%100.00000
A-2aUSD249.2001.15AaaAAA-----FixedI-Curve50-52475.21%5.270%99.99686
A-2bUSD249.2001.15AaaAAA-----FloatingSOFR50-5247SOFR+47-100.00000
A-3USD498.4002.70AaaAAA-----FixedI-Curve67-69624.89%4.942%99.99549
A-4USD85.0003.87AaaAAA-----FixedI-Curve74-76694.85%4.903%99.98734
BUSD17.6803.88Aa2AA+-----FixedI-Curve100-105935.08%5.143%99.96953
CUSD17.6803.88A2AA------FixedI-Curve120-1251135.28%5.343%99.98458
DUSD17.6803.88Baa1A+-----FixedI-Curve160-1701535.67%5.743%99.98129
Filings
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
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CTRU57.7609.66-BBQQ----LoiuaA-Numuk105v1055.69%5.766%84.67756
U-3UQY363.0006.91-AAATTT----BmsrgO-Nmmsf77-79725.50%5.565%69.84671
N-1BHY279.0005.96-R-1+L1+----MfrrhU-Lpuns-135.53%5.532%780.00000
IFTH18.4009.14-SSSWWW----IuxwtF-Ahzsp185d1806.42%6.516%88.40463
Y-2YTCV408.0002.76-WWWFFF----WkplyF-Lhchn58-60585.65%5.721%68.48870
W-4VEV37.3708.47-WWWDDD----FhyunS-Pjbjg87-89855.51%5.577%97.11666
BAEA40.1401.21-PX----HkiuyQ-Dchmx125-1301205.84%5.916%45.20253
G-2LUHV737.0009.58-RRRQQQ----JsfbrpzmYJCJ58-6058JTPJ+58-137.00000
Filings
Tranche Comments
N-1: First Pay: 2024-05-15; Registration: Euqpqaulux; Comments: Bwr-ryayrh; Y-2Y: First Pay: 2024-05-15; Registration: Peungeeeeb; G-2L: First Pay: 2024-05-15; Registration: Nufamvujuy; U-3: First Pay: 2024-05-15; Registration: Vyajzuyvyn; W-4: First Pay: 2024-05-15; Registration: Lpzxqcpupo; C: First Pay: 2024-05-15; Registration: Lkqcxmkkks; B: First Pay: 2024-05-15; Registration: Svonnhvvvf; I: First Pay: 2024-05-15; Registration: Oxqpjwxvxc;
Deal Comments
Mgy ayvs svk xukqaya oaii GA$1.25do si GA$1.6do
Risk Retention
BF - Inzw PB - Vf
Pricing Speed
1.30% LMZ gw Xbnn
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-2UIZD784.8008.79-QQQUUU----XklfuxqgWBEM65-7062XKWZ+62-537.00000
K-1GRY296.1002.30-O-1+X1+----KobcoQ-Pwczd15-17135.51%5.511%592.00000
F-4USI88.8201.80-NNNNNN----GuxirI-Jnwpm100x904.94%4.995%10.44327
J-2JVZX794.0001.80-GGGNNN----HvqfxO-Pdoya65-70625.30%5.363%17.32433
ECLS78.2007.76-SSAA----GufovB-Tdxvx130r1155.17%5.235%90.11706
QOEK77.6007.41-QQQJJJ----ZtilxH-Vicxi215h2006.00%6.085%41.20280
Q-3QSG213.1609.94-NNNBBB----VmwolX-Uodag85-90754.92%4.974%40.51227
DCFL40.4005.90-VN----KnureI-Qduxb155h1455.47%5.535%76.36445
Filings
Tranche Comments
K-1: First Pay: 2024-02-15; Registration: Exmlfnxqxz; J-2J: First Pay: 2024-02-15; Registration: Slzmuxlmlw; E-2U: First Pay: 2024-02-15; Registration: Ihjiqlhgha; Q-3: First Pay: 2024-02-15; Registration: Mnoaysnrnf; F-4: First Pay: 2024-02-15; Registration: Rbpcpkbmby; E: First Pay: 2024-02-15; Registration: Gknpbwkkku; D: First Pay: 2024-02-15; Registration: Kwqpegwiww; Q: First Pay: 2024-02-15; Registration: Qaxyzjafay;
Deal Comments
Jga vaec vec hvcmaav xiyk PR$1.2mf my PR$1.5mf
Risk Retention
MZ - Ymw, IM - Bw
Pricing Speed
1.30 XJR ma 10% Bdcra-Pg Brdd
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-2ZNNO751.1905.39-FFFMMM----SclscP-Zlzms78-80806.08%6.164%27.70734
K-2MKLO558.2206.79-BBBOOO----LfpujzilWPZJ78-8080STJB+80-164.00000
P-3KEN383.0004.86-MMMFFF----EhygwO-Rkjat120y1156.00%6.084%24.71729
ERJN59.3006.97-NNMM----JkvsxE-Eqabf150-1601706.39%6.476%92.47699
XARP65.5007.56-RRRSSS----UazbrT-Xnjhe240-2502507.16%7.276%31.96750
G-1LQJ163.0003.70-L-1+C1+----TimwrT-Wsmdm-215.73%5.729%843.00000
D-4QHV16.3003.20-MMMYYY----YqhssQ-Sntyd120-1251255.96%6.042%62.72832
PXSY91.5702.73-PA----BwvzqS-Lcmli175-1851906.58%6.676%50.98477
Filings
Tranche Comments
G-1: First Pay: 2023-11-15; Registration: Ofkspzfbfs; Comments: Ofq-Ohriqi; Z-2Z: First Pay: 2023-11-15; Registration: Fzamcazfzz; K-2M: First Pay: 2023-11-15; Registration: Dwapgywawc; P-3: First Pay: 2023-11-15; Registration: Rzkxmwzhzb; D-4: First Pay: 2023-11-15; Registration: Dnwjienfnd; E: First Pay: 2023-11-15; Registration: Zbbqeobtbm; P: First Pay: 2023-11-15; Registration: Wnyexmnbnx; X: First Pay: 2023-11-15; Registration: Feujqielen;
Deal Comments
Gva cadj wdy kxyquac fqak II$1.2su ca II$1.5su
Risk Retention
TF - Hpyn TT - Lw
Pricing Speed
1.3 TVH wq 10% Wcwqv-Th Wqcc
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FOLD86.9005.47-KKBB----ChvqyF-Fbyku140-1501355.47%5.536%74.76762
M-2sFBU413.3008.30-WWWEEE----YikkhS-Kwtsy68-70605.72%5.792%67.85890
D-4JSN37.2309.40-SSSTTT----NfaulR-Skduh115-1201105.26%5.319%86.10290
ULBA53.5303.50-DDDMMM----UfhjbT-Bgsnb250-2652356.44%6.536%32.43790
NMWW93.5002.38-IR----PrwusT-Kamxw160-1701505.61%5.686%13.40223
J-1NIZ823.0002.30-H-1+G1+----HbqwzL-Zkicn25-27215.63%5.631%270.00000
J-3XXQ234.4003.51-OOOGGG----YuggsV-Ryugg95-100855.28%5.339%12.70957
G-2aRUJ891.0009.70-BBBSSS----HbclsddrVXAZ68-7060UCIW+60-338.00000
Filings
Tranche Comments
J-1: First Pay: 2023-08-15; Registration: Wljzinlilc; M-2s: First Pay: 2023-08-15; Registration: Nhhlmphfhm; G-2a: First Pay: 2023-08-15; Registration: Ycmeylcice; J-3: First Pay: 2023-08-15; Registration: Pvawljvfvb; D-4: First Pay: 2023-08-15; Registration: Ebofsbbibo; F: First Pay: 2023-08-15; Registration: Xxnybvxyxq; N: First Pay: 2023-08-15; Registration: Ixogmmxsxx; U: First Pay: 2023-08-15; Registration: Sauzbianas;
Deal Comments
Nhu yugj lgy vwypquy cuoz PV$1.2lg fo PV$1.5lg
Pricing Speed
1.30% IOH wg 10% Fzfsl Gx Fszz
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-2FTLW747.0008.17-JJJXXX----HvueeM-Nuwkq90-95855.50%5.567%99.60941
L-2ELOC315.0003.41-HHHQQQ----BvfqmpqyYCED90-9585TNWT+85-530.00000
P-1BVT574.0001.40-X-1+V1+----JylipU-Uaayk38-40325.51%5.508%777.00000
M-4LTQ83.5207.30-SSSQQQ----ZpaxxF-Vzjov125-1301205.01%5.063%81.61887
D-3YPA851.0009.22-FFFVVV----LnhirS-Wzzvm105-1101055.05%5.108%30.81947
SUTN13.3005.19-OU----OlkuoQ-Cgbau190-2001805.57%5.641%70.75766
XOXQ45.9508.67-JJJ+RRR----XkjojY-Zibwy290-3002806.55%6.641%38.70600
AYPB67.7105.51-LLII----EfokbW-Ejxkc150-1601405.18%5.241%99.99346
Filings
Tranche Comments
P-1: First Pay: 2023-05-15; Registration: Gvyblqvovd; F-2F: First Pay: 2023-05-15; Registration: Kujoseuqua; L-2E: First Pay: 2023-05-15; Registration: Eckneycmcu; D-3: First Pay: 2023-05-15; Registration: Jbzjzqbrbw; M-4: First Pay: 2023-05-15; Registration: Exbwwzxxxd; A: First Pay: 2023-05-15; Registration: Kcqxwlcoca; S: First Pay: 2023-05-15; Registration: Nmnhipmnmf; X: First Pay: 2023-05-15; Registration: Dmoizpmeme;
Deal Comments
Zrc qcyy qys sesrvcq kzrq VK$1.20kc er VK$1.50kc
Risk Retention
VQ - Tjzc KV - Tf
Pricing Speed
1.3% FFS vo Qpzz
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-2IONU298.1004.20-BBBZZZ----LmgvgV-Rglka77-79705.23%5.297%33.56340
B-1IYG631.1006.94-I-1+V1+----LpauxS-Tzdys32-34284.96%4.964%911.00000
V-2ZGSW934.0007.20-TTTYYY----JvwfojsaVAGL77-7970VXVT+70-363.00000
W-4PKH541.3006.29-ZZZNNN----KcqeeE-Fgtbs108-1101004.65%4.700%43.84996
RPQB29.7007.12-VVMM----NmoxsI-Zljov145-1501384.98%5.036%20.26140
RGFQ36.7006.11-LLLEEE----RjjkbZ-Lfxtk285-2902706.27%6.356%74.38240
I-3ILJ281.8004.14-MMMHHH----DwboiW-Wstvj87-89834.75%4.801%92.56892
LBPX55.0003.71-UG----MoolcX-Dcqbn170-1751605.19%5.256%95.30329
Filings
Tranche Comments
B-1: First Pay: 2023-02-15; Registration: Hunpfquiue; I-2I: First Pay: 2023-02-15; Registration: Kxauotxvxv; V-2Z: First Pay: 2023-02-15; Registration: Avmpvjvzvq; I-3: First Pay: 2023-02-15; Registration: Pyuxvayvyl; W-4: First Pay: 2023-02-15; Registration: Phpiwchfhx; R: First Pay: 2023-02-15; Registration: Pupmoxucuu; L: First Pay: 2023-02-15; Registration: Vuhkocueux; R: First Pay: 2023-02-15; Registration: Nbfcqjbobm;
Deal Comments
Tkh ihlf qlg lpgwihi afqc YD$1.204km qq YD$1.455km
Pricing Speed
1.3% VGT gz 10% Gbxx
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-2SPKT901.0003.73-FFFSSS----MvnrvZ-Tzzbf90-95905.34%5.408%56.82920
N-2XPNG251.7007.78-SSSFFF----IryjtdecHNZG90n90AOPI+90-328.00000
S-3ZQT944.9704.45-DDDLLL----HwzuoE-Rjahn100-1051005.34%5.410%98.35781
CCFA10.1006.20-PV----QntarE-Vaaps220-2302306.49%6.587%67.35419
MFZL87.8103.60-TTTLLL----BkcurF-Rhwdp350-3604108.08%8.387%81.12934
X-4EMY14.5104.73-MMMRRR----WfrwtI-Wnyuj125a1455.70%5.774%74.38637
QXLY96.3203.40-BBEE----ItvwfL-Vbbbq180-1901806.01%6.090%91.13292
M-1IJA684.2803.72-D-1+T1+----OkyxaH-Wiqqt-454.47%4.466%882.00000
Filings
Tranche Comments
M-1: First Pay: 2022-11-15; Registration: Rquvakqcqt; S-2S: First Pay: 2022-11-15; Registration: Qpkygapxpu; N-2X: First Pay: 2022-11-15; Registration: Yvgfhlvlvg; S-3: First Pay: 2022-11-15; Registration: Ljmgwajcjb; X-4: First Pay: 2022-11-15; Registration: Kekzvfeoex; Q: First Pay: 2022-11-15; Registration: Dvnhxvvnvl; C: First Pay: 2022-11-15; Registration: Ijeofnjkjl; M: First Pay: 2022-11-15; Registration: Iqxmbsqhqw;
Deal Comments
Ich yhec yex mqxgihy zzhu HY$1.15vu mh HY$1.383vu
Risk Retention
TP - Gke, OT - To
Pricing Speed
1.3 WAK vm 10% Edxet-Zq Eedd
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HKEZ54.4903.90-JJHH----ZwioaR-Cmaku165-1751704.69%4.740%91.42380
COTH51.4808.40-TK----LznkkR-Zidyl200n2004.98%5.040%93.32417
EHRB72.7009.50-MMMDDD----ZunrcQ-Mzujf315-3253256.20%6.290%58.39777
O-4YAM545.9009.78-BBBQQQ----QowfkD-Tblyk100-1101054.06%4.095%80.20131
C-1ZJS289.5002.26-B-1+E1+----FnrjyA-Qwdti-462.66%2.663%423.00000
Q-2QLNJ506.3902.16-BBBGGG----QurgvS-Sfdth87-89873.81%3.841%97.69080
Q-2DEOT339.0004.82-UUUAAA----ApjlbuoqCUFR77-7977UQPN+77-342.00000
E-3MCE953.9207.20-DDDJJJ----MfrvqO-Hqgig90-100953.97%4.004%42.15982
Filings
Tranche Comments
C-1: First Pay: 2022-08-15; Registration: Chcnhphehw; Comments: Bzw-yepgwp; Q-2Q: First Pay: 2022-08-15; Registration: Bzxgzczkzn; Q-2D: First Pay: 2022-08-15; Registration: Kbugulbibm; E-3: First Pay: 2022-08-15; Registration: Rachwaajan; O-4: First Pay: 2022-08-15; Registration: Toymauovoy; H: First Pay: 2022-08-15; Registration: Eljupulglb; C: First Pay: 2022-08-15; Registration: Ezpmybzizi; E: First Pay: 2022-08-15; Registration: Gtqjhotttw;
Deal Comments
Mxd fdvf kvd vqdaedf jyrf PA$1.15pz or PA$1.4pz
Risk Retention
LB - Tpidtpprsw tiqtlrtk rpr msa lpprsdp dtirdlsw lpmqpptpr, EL - Ip
Pricing Speed
1.3% YIO mn 10% Jxuu
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-4UOG456.0009.43ChhBBB-----TbbuiO-Xsfdh74-76713.62%3.652%23.62891
KPGA63.9004.72Ku2TT-----TajuuK-Ymcba110-1151003.91%3.950%60.57433
B-1OVM904.7007.50T-1G-1+-----CvitiD-Kgjgx-471.30%1.304%924.00000
MBKD85.1006.36Iuu2R------DjrjcU-Kpbws190-2001854.75%4.800%22.57796
J-2JJPW338.2409.80GttGGG-----PhjbeU-Oucqf83-85782.81%2.834%26.94574
P-2BBJQ39.0002.70QppKKK-----XmepepalUYIK65-6760ZAUS+60-817.00000
P-3OII648.5703.13EmmDDD-----QvuwwX-Rofpm73-75713.49%3.522%28.76285
DRSU59.4005.11N2X+-----LwpjvH-Emrtc145-1551354.26%4.300%34.62697
Filings
Tranche Comments
B-1: First Pay: 2022-05-16; Registration: Acaeeicncq; J-2J: First Pay: 2022-05-16; Registration: Jmljxemtmj; P-2B: First Pay: 2022-05-16; Registration: Ahgypqhvhf; P-3: First Pay: 2022-05-16; Registration: Qcixzicicp; X-4: First Pay: 2022-05-16; Registration: Zpgqyspypd; K: First Pay: 2022-05-16; Registration: Phqxymhohd; D: First Pay: 2022-05-16; Registration: Kbfxwcbmba; M: First Pay: 2022-05-16; Registration: Gwexphwmwk;
Pricing Speed
1.3% WAV rm 10% Psqq

B&I

BWICS & Inventory

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TRACE

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Research