Presale Report  ·  Data as of 2024-06-12

Carvana Auto Receivables Trust 2024-P2 Auto Loan near-prime FINAL · CLOSED 2024-06-12

Notes
$507.2MM
Pool
$507.2MM
Reserve
0.20%
AAA Sub
9.9%
Sponsor: Carvana, LLC  ·  Servicer: Bridgecrest Credit Company, LLC  ·  Trustee: Owner Trustee and Grantor Trust

Capital Structure

ClassSize ($MM)% of PoolSub %CPN / SpreadWALLegal FinalS&PKBRA
Class A-156.111.1%91.9%+25 bps0.232025-06-10A-1+K1+
Class A-2161.031.7%60.1%+62 bps1.072027-11-10AAAAAA
Class A-3161.031.7%28.4%+75 bps2.492029-07-10AAAAAA
Class A-493.818.5%9.9%+83 bps3.982030-06-10AAAAAA
Class B17.83.5%6.4%+110 bps4.952030-08-10AAAA+
Class C8.91.7%4.7%+130 bps5.312030-10-10A+A+
Class D8.61.7%3.0%+185 bps5.412031-06-10BBBBBB+
Class N15.03.0%0.0%+175 bps0.29BB+BBB

Transaction Parties

SponsorCarvana, LLC
ServicerBridgecrest Credit Company, LLC
Depositor / TransferorCarvana, LLC
Indenture TrusteeComputershare Trust Company, N.A
Owner TrusteeBNY Mellon Trust of Delaware
Asset Rep. ReviewerClayton Fixed Income Services LLC
UnderwritersBNP Paribas Securities, Citigroup Global Markets

Issuer Track Record

CRVNA 2024-P2CRVNA 2022-P3CRVNA 2022-P2CRVNA 2022-P1CRVNA 2021-P4CRVNA 2021-N4
Collateral (pool at cut-off)
Closing date2024-06-122022-09-082022-05-252022-03-302021-12-292021-12-15
Pool balance$507.2MM$364.0MM$605.0MM$1,039.5MM$1,055.0MM$460.0MM
WA Credit Score702−2704704704704578
WA APR13.61%+4.52pp10.27%9.09%7.62%8.07%18.82%
WA original term mo72.0+1.071.0 mo71.0 mo71.0 mo71.0 mo72.0 mo
% new vehicles
Reserve %0.20%1.35%1.35%1.70%0.50%0.35%
Geo top-3TX 10.6%
CA 8.8%
GA 6.6%
TX 11.1%
CA 8.6%
FL 6.0%
TX 9.5%
CA 9.2%
FL 7.0%
TX 9.7%
CA 9.5%
FL 7.5%
TX 9.2%
CA 8.7%
FL 7.0%
TX 10.9%
CA 7.0%
FL 6.9%
Structure (at issuance)
AAA spread+62 bps+105 bps
AAA % of pool82.0%+4.5pp79.6%77.4%76.7%78.4%51.4%
Subordination below AAA9.9%−0.2pp10.1%9.0%10.1%11.5%53.2%
OC (initial)0.00%0.00%0.00%0.70%0.00%0.00%
OC target0.20%1.35%1.35%1.70%0.35%3.00%
OC floor0.20%1.35%1.35%0.70%0.35%1.25%
YSOCn.a.n.a.n.a.n.a.n.a.n.a.
Tranches887887

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.

Peer Set

CRVNA 2024-P2BMWOT 2024-AAMCAR 2024-1EART 2024-3HDMT 2024-ANAROT 2024-A
Collateral (pool at cut-off)
Closing date2024-06-122024-06-112024-05-292024-05-282024-05-222024-05-22
Pool balance$507.2MM$1,910.0MM$1,675.9MM$869.8MM$607.8MM$1,424.1MM
WA Credit Score702−56784588591758780
WA APR13.61%+4.18pp3.12%13.57%21.76%9.43%4.85%
WA original term mo72.0+1.563.6 mo71.0 mo74.0 mo70.0 mo
% new vehicles68.2%56.9%70.5%10.5%
Reserve %0.20%0.25%1.00%1.00%0.25%0.25%
Geo top-3TX 10.6%
CA 8.8%
GA 6.6%
CA 16.7%
TX 13.2%
FL 11.0%
TX 16.3%
FL 7.4%
OH 7.1%
TX 15.4%
CA 9.6%
FL 8.0%
TX 11.3%
CA 9.9%
FL 8.6%
TX 17.8%
FL 9.5%
CA 6.6%
Structure (at issuance)
AAA spread+62 bps+15bps+34 bps+60 bps+56 bps+38 bps
AAA % of pool82.0%+13.8pp72.6%51.6%33.3%80.6%68.2%
Subordination below AAA9.9%+9.9pp0.0%25.3%50.5%0.0%0.0%
OC (initial)0.00%2.50%5.75%6.25%4.75%4.00%
OC target0.20%2.50%14.75%15.25%4.75%4.00%
OC floor0.20%2.50%1.50%4.75%4.00%
YSOCn.a.6.03%n.a.n.a.8.57%
Tranches858745

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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