CarMax Harrisonburg

My husband and I bought a used Jeep Wrangler Sport November of 2013. We went to trad the vehicle in and was told that there was no proof the vehicle was on our credit reports. I find it rather interesting that when we purchased the vehicle we were told that the vehicle would help improve my husbands credit score, but if it does not show up on the credit report how in the world can it improve his credit.