World Omni Auto Receivables Trust (WOART) 2023-B

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD217.0000.23-A-1+F1+----FixedI-Curve--5.316%5.316%100.00000
A-2aUSD230.0001.10-AAAAAA----FixedI-Curve77-79715.25%5.316%99.99151
A-2bUSD153.0001.10-AAAAAA----FloatingSOFR-71SOFR+71-100.00000
A-3USD297.2002.55-AAAAAA----FixedI-Curve84-86814.66%4.715%99.97770
A-4USD99.5003.73-AAAAAA----FixedI-Curve100a1024.68%4.726%99.99965
BUSD31.3903.82-AAAA----FixedI-Curve125a---Retained
CUSD15.7403.82-AA----FixedI-Curve----Retained
Filings
Tranche Comments
A-1: First Pay: 2023-05-15; Registration: Registered; Comments: Pre-placed; A-2a: First Pay: 2023-05-15; Registration: Registered; A-2b: First Pay: 2023-05-15; Registration: Registered; A-3: First Pay: 2023-05-15; Registration: Registered; A-4: First Pay: 2023-05-15; Registration: Registered; B: First Pay: 2023-05-15; Registration: Registered; C: First Pay: 2023-05-15; Registration: Registered;
Deal Comments
The deal was upsized from US$879.8m to US$1.043bn
Risk Retention
US - Yes
Pricing Speed
1.30% ABS to 10% call
Research
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