Presale Report  ·  Data as of 2024-09-17

Carvana Auto Receivables Trust 2024-P3 Auto Loan near-prime FINAL · CLOSED 2024-09-17

Notes
$638.7MM
Pool
$638.7MM
Reserve
0.20%
AAA Sub
11.1%
Sponsor: Carvana, LLC  ·  Servicer: Bridgecrest Credit Company, LLC  ·  Trustee: Owner Trustee and Grantor Trust

Capital Structure

ClassSize ($MM)% of PoolSub %CPN / SpreadWALLegal FinalS&PMoody's
Class A-170.911.1%92.5%+20 bps0.222025-10-10A-1+
Class A-2181.228.4%64.1%+60 bps0.992027-11-10AAAAaa
Class A-3221.234.6%29.5%+75 bps2.402029-10-10AAAAaa
Class A-4117.518.4%11.1%+90 bps3.942030-09-10AAAAaa
Class B16.62.6%8.5%+115 bps4.832030-11-10AA+Aa2
Class C20.43.2%5.3%+135 bps5.202031-01-10A+A2
Class D10.91.7%3.6%+200 bps5.482032-09-10BBB+Baa1
Class N22.83.6%0.0%+170 bps0.28

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-P3CRVNA 2024-P2CRVNA 2022-P3CRVNA 2022-P2CRVNA 2022-P1CRVNA 2021-P4
Collateral (pool at cut-off)
Closing date2024-09-172024-06-122022-09-082022-05-252022-03-302021-12-29
Pool balance$638.7MM$507.2MM$364.0MM$605.0MM$1,039.5MM$1,055.0MM
WA Credit Score701−3702704704704704
WA APR13.69%+4.60pp13.61%10.27%9.09%7.62%8.07%
WA original term mo72.0+1.072.0 mo71.0 mo71.0 mo71.0 mo71.0 mo
% new vehicles
Reserve %0.20%0.20%1.35%1.35%1.70%0.50%
Geo top-3TX 10.9%
CA 8.2%
GA 6.6%
TX 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%
Structure (at issuance)
AAA spread+60 bps−23bps+62 bps+105 bps
AAA % of pool81.4%+3.0pp82.0%79.6%77.4%76.7%78.4%
Subordination below AAA11.1%+1.0pp9.9%10.1%9.0%10.1%11.5%
OC (initial)0.00%0.00%0.00%0.00%0.70%0.00%
OC target0.20%0.20%1.35%1.35%1.70%0.35%
OC floor0.20%0.20%1.35%1.35%0.70%0.35%
YSOCn.a.n.a.n.a.n.a.n.a.n.a.
Tranches888788

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-P3SDART 2024-4HAROT 2024-3WOART 2024-CEART 2024-4CAOT 2024-3
Collateral (pool at cut-off)
Closing date2024-09-172024-08-212024-08-212024-08-202024-07-302024-07-30
Pool balance$638.7MM$1,989.0MM$2,159.2MM$1,312.6MM$925.3MM$1,414.1MM
WA Credit Score701−55604768756599758
WA APR13.69%+4.15pp18.54%4.72%6.67%20.25%9.54%
WA original term mo72.0+3.971.3 mo61.3 mo68.1 mo75.0 mo66.0 mo
% new vehicles30.4%85.3%96.2%0.0%
Reserve %0.20%1.00%0.25%0.23%1.00%1.25%
Geo top-3TX 10.9%
CA 8.2%
GA 6.6%
TX 15.9%
FL 11.8%
CA 8.9%
CA 16.2%
TX 9.7%
NY 6.7%
TX 15.7%
CA 10.3%
FL 8.1%
CA 17.4%
TX 10.7%
FL 8.0%
Structure (at issuance)
AAA spread+60 bps+8bps+65 bps+48 bps+55 bps+47 bps
AAA % of pool81.4%+29.6pp51.8%72.4%35.4%34.1%76.5%
Subordination below AAA11.1%+6.9pp31.7%0.0%4.2%51.4%3.8%
OC (initial)0.00%8.95%2.50%6.00%1.00%
OC target0.20%13.95%0.90%15.75%1.25%
OC floor0.20%2.00%0.50%1.50%1.25%
YSOCn.a.n.a.7.77%n.a.n.a.
Tranches864778

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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