Presale Report  ·  Data as of 2024-06-26

CarMax Select Receivables Trust 2024-A Auto Loan subprime FINAL · CLOSED 2024-06-26

Notes
$625.0MM
Pool
$666.7MM
Reserve
6.25%
AAA Sub
24.3%
Sponsor: CarMax Business Services, LLC  ·  Servicer: CarMax Business Services, LLC  ·  Trustee: U.S. Bank Trust Company, National Association

Capital Structure

ClassSize ($MM)% of PoolSub %CPN / SpreadWALLegal FinalS&PFitch
Class A-1110.016.5%77.2%5.62% fxd0.192025-07-15A-1+F1+
Class A-2A153.323.0%54.3%5.78% fxd0.922027-09-15AAAAAA
Class A-2B80.012.0%42.3%+73 bps SOFR0.922027-09-15AAAAAA
Class A-3130.019.5%22.8%5.40% fxd2.122028-11-15AAAAAA
Class B46.77.0%15.7%5.35% fxd2.862030-01-15AAAA
Class C49.37.4%8.4%5.62% fxd3.382030-01-15AA
Class D55.78.4%0.0%6.27% fxd3.722030-12-15BBBBBB

Transaction Parties

SponsorCarMax Business Services, LLC
ServicerCarMax Business Services, LLC
Depositor / Transferor
Indenture TrusteeU.S. Bank Trust Company, National Association
Owner TrusteeWilmington Trust, National Association
Asset Rep. ReviewerClayton Fixed Income Services LLC
UnderwritersWells Fargo Securities, Barclays Capital, J.P. Morgan Securities, RBC Capital Markets, MUFG Securities Americas, SMBC Nikko Securities

Issuer Track Record

Earliest CarMax Select Receivables Trust transaction in our coverage — no prior issuance to compare.

Peer Set

CMXS 2024-ASDART 2024-3EART 2024-3DRIVE 2024-1
Collateral (pool at cut-off)
Closing date2024-06-262024-06-202024-05-282024-02-21
Pool balance$666.7MM$1,960.1MM$869.8MM$1,642.6MM
WA Credit Score603+12606591575
WA APR16.06%−2.32pp18.38%21.76%18.29%
WA original term mo68.5−2.871.2 mo74.0 mo71.2 mo
% new vehicles0.0%28.0%19.1%
Reserve %6.25%1.00%1.00%1.00%
Geo top-3CA 15.2%
TX 14.4%
FL 9.4%
TX 15.8%
FL 13.4%
CA 8.6%
TX 15.4%
CA 9.6%
FL 8.0%
TX 21.2%
FL 12.8%
CA 8.2%
Structure (at issuance)
AAA spread+73 bps+11bps+68 bps+56 bps+62 bps
AAA % of pool54.5%+19.8pp50.9%33.3%34.7%
Subordination below AAA22.8%−9.6pp32.4%50.5%22.3%
OC (initial)6.25%9.00%6.25%33.10%
OC target14.35%14.00%15.25%42.35%
OC floor0.50%2.00%1.50%3.50%
YSOCn.a.n.a.n.a.n.a.
Tranches7675

OC shown net of any yield-supplement overcollateralization (YSOC); YSOC is a yield mechanism for subvented low-APR pools and is reported separately. OC target is a % of the pool balance — current (amortizing) for greater-of/sum-of structures, original (cut-off) for flat structures; OC floor is a % of the original pool balance.

Historical Performance Context

Anchor expectations in empirical base rates from the sponsor's prior series and FICO-tier peer set.

No performance data available for this issuer.

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