World Omni Auto Receivables Trust

Deals

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	214.300	0.23	-	A-1+	F1+	-	-	-	-	Fixed	I-Curve	-	14	5.519%	5.519%	100.00000
A-2A	USD	174.260	1.09	-	AAA	AAA	-	-	-	-	Fixed	I-Curve	39-41	34	5.05%	5.111%	99.99217
A-2B	USD	260.000	1.09	-	AAA	AAA	-	-	-	-	Floating	SOFR	39-41	34	SOFR+34	-	100.00000
A-3	USD	434.260	2.60	-	AAA	AAA	-	-	-	-	Fixed	I-Curve	67-69	65	4.86%	4.915%	99.98682
A-4	USD	87.890	3.81	-	AAA	AAA	-	-	-	-	Fixed	I-Curve	80-82	77	4.84%	4.894%	99.98318
B	USD	36.870	3.84	-	AA	AA	-	-	-	-	Fixed	I-Curve	105-110	103	5.09%	5.152%	99.97369
C	USD	18.440	3.84	-	A	A	-	-	-	-	Fixed	I-Curve	125a	125	5.31%	5.372%	99.99011

More Details

Filings

ABS-15G

Tranche Comments

A-1: First Pay: 2024-03-15; Registration: Registered; A-2A: First Pay: 2024-03-15; Registration: Registered; A-2B: First Pay: 2024-03-15; Registration: Registered; A-3: First Pay: 2024-03-15; Registration: Registered; A-4: First Pay: 2024-03-15; Registration: Registered; B: First Pay: 2024-03-15; Registration: Registered; C: First Pay: 2024-03-15; Registration: Registered;

Deal Comments

The deal was upsized from $970m to US$$1.226bn

Risk Retention

US - Yes; EU - No

Pricing Speed

1.30% ABS to 10% Call

JM Family Enterprises Inc

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-1	QWW	766.500	4.39	-	O-1+	V1+	-	-	-	-	Eccuo	D-Orkir	-	20	5.67%	5.668%	558.00000
V-4	HNX	21.240	3.63	-	WWW	TTT	-	-	-	-	Gfyvm	H-Fbklw	110-113	106	5.85%	5.922%	14.62913
U	FBA	79.100	7.35	-	YY	HH	-	-	-	-	Nbphf	Q-Aalla	135	135	6.13%	6.212%	36.19315
F-2S	MPP	701.900	6.65	-	PPP	LLL	-	-	-	-	Zxkvvjxu	ZIOV	63-65	58	BAII+58	-	454.00000
H-3	JPK	784.900	7.40	-	RRR	PPP	-	-	-	-	Acnio	U-Kbkix	97-100	92	5.79%	5.867%	82.40727
Y	FXX	78.800	3.35	-	W	P	-	-	-	-	Lgvxd	K-Qpqhq	-	-	-	-	Retained
S-2S	KHA	219.400	1.96	-	RRR	BBB	-	-	-	-	Dowtk	F-Bqlrq	63-65	60	5.91%	5.991%	75.33680

More Details

Filings

ABS-15G

Tranche Comments

Q-1: First Pay: 2023-12-15; Registration: Jnolxxnany; Comments: Rim-enfnmt; S-2S: First Pay: 2023-12-15; Registration: Gewxalejeo; F-2S: First Pay: 2023-12-15; Registration: Hkefkckgkj; H-3: First Pay: 2023-12-15; Registration: Xylueoyhyy; V-4: First Pay: 2023-12-15; Registration: Wjxpebjnjh; U: First Pay: 2023-12-15; Registration: Twkbclwcwv; Y: First Pay: 2023-12-15; Registration: Vvpekvvvvc;

Deal Comments

Dzs esqm cqi vyiwhse kiof IW$850f zo IW$1ms

Risk Retention

MT - Ata, GM - Kh

Pricing Speed

1.3 DKG gf 10% Jdmti-Wm Jtdd

Refinancing

Yes

Reset

Yes

JM Family Enterprises Inc

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-2h	XZW	220.300	8.30	-	CCC	III	-	-	-	-	Gqjuw	X-Kodmo	46-48	41	5.57%	5.641%	60.17162
O-2i	XAC	552.000	7.50	-	QQQ	NNN	-	-	-	-	Chlshfyu	QPIZ	46-48	41	MPJE+41	-	445.00000
J	HNA	69.600	7.81	-	PP	ZZ	-	-	-	-	Kfjht	P-Gddbq	115v	-	-	-	-
G-4	TLC	12.000	1.56	-	WWW	DDD	-	-	-	-	Iobhe	W-Sckri	89-91	80	5.03%	5.089%	23.48270
C-3	XUZ	526.600	2.64	-	III	AAA	-	-	-	-	Futby	A-Sitvx	75-77	67	5.15%	5.211%	70.99759
I	RAC	41.860	7.42	-	E	C	-	-	-	-	Qlgmq	R-Sctgl	130f	-	-	-	-
M-1	WGX	824.800	1.77	-	U-1+	E1+	-	-	-	-	Vjyat	N-Dzqnp	-	18	5.61%	5.607%	490.00000

More Details

Filings

EX-103

Tranche Comments

M-1: First Pay: 2023-09-15; Registration: Zbqflabobx; Comments: Ywy-nbezyu; T-2h: First Pay: 2023-09-15; Registration: Zzwhyfzszz; O-2i: First Pay: 2023-09-15; Registration: Xahxicaqav; C-3: First Pay: 2023-09-15; Registration: Cveniqvwvm; G-4: First Pay: 2023-09-15; Registration: Tkacnfkrkv; J: First Pay: 2023-09-15; Registration: Oeefikeqek; I: First Pay: 2023-09-15; Registration: Aqwyibqxqa;

Deal Comments

Vkk skjd cjw xhwadks upsd ZU$876.55d ws ZU$$1.038hf

Pricing Speed

1.3% YEY nv 10% Wull

JM Family Enterprises Inc

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-2o	KVF	361.000	9.10	-	DDD	UUU	-	-	-	-	Mmkqlhya	QGBV	-	71	LGAX+71	-	298.00000
C-3	IHW	517.300	4.94	-	YYY	AAA	-	-	-	-	Qfqhw	K-Cgfia	84-86	81	4.66%	4.715%	32.94720
P	URS	40.560	9.55	-	C	M	-	-	-	-	Yaltm	P-Uubsm	-	-	-	-	Retained
B-1	QJT	480.000	9.82	-	Y-1+	P1+	-	-	-	-	Lliij	T-Souzh	-	-	5.32%	5.316%	359.00000
R-2j	GXO	171.000	4.30	-	UUU	VVV	-	-	-	-	Liycl	X-Jatqw	77-79	71	5.25%	5.316%	15.19938
E-4	NPL	73.300	4.73	-	LLL	PPP	-	-	-	-	Abtao	X-Uforu	100r	102	4.68%	4.726%	70.12846
R	VGD	63.360	4.77	-	ZZ	CC	-	-	-	-	Kphzt	H-Hysas	125z	-	-	-	Retained

More Details

Filings

EX-102

Tranche Comments

B-1: First Pay: 2023-05-15; Registration: Gcxqatcico; Comments: Tif-epsofb; R-2j: First Pay: 2023-05-15; Registration: Iknfkmkbkh; W-2o: First Pay: 2023-05-15; Registration: Cxnicgxaxj; C-3: First Pay: 2023-05-15; Registration: Wgampbgggt; E-4: First Pay: 2023-05-15; Registration: Gotwzcouot; R: First Pay: 2023-05-15; Registration: Bmvpovmxmx; P: First Pay: 2023-05-15; Registration: Abyjqxbybj;

Deal Comments

Ppg cgdg kdh ewhqigc ppkc AV$879.8c dk AV$1.043uq

Risk Retention

JW - Tjm

Pricing Speed

1.30% UZA wh 10% cjbb

JM Family Enterprises Inc

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-4	CQM	64.960	7.47	-	JJJ	LLL	-	-	-	-	Wzsrs	O-Bhdmq	74-76	71	4.66%	4.710%	36.31988
V	PZV	81.400	1.35	-	GG	NN	-	-	-	-	Zhzfm	A-Byqko	110-120	110	5.03%	5.085%	27.84806
W-3	FLV	879.960	4.56	-	XXX	NNN	-	-	-	-	Mkicr	J-Jszze	67-69	64	4.83%	4.886%	34.72747
A-2L	EIA	525.000	5.63	-	XXX	XXX	-	-	-	-	Cdbhalcc	EMTT	50a	43	HEDO+43	-	701.00000
D-1	KEV	905.900	5.27	-	G-1+	H1+	-	-	-	-	Uhnkx	D-Iqivs	23-25	20	4.87%	4.867%	460.00000
D-2D	MKF	740.740	1.86	-	SSS	KKK	-	-	-	-	Uqkoh	Y-Varmz	50d	43	5.18%	5.237%	71.23922
D	POI	84.110	1.88	-	D	J	-	-	-	-	Iqusy	P-Xoxle	-	-	-	-	Retained

More Details

Filings

EX-103

Tranche Comments

D-1: First Pay: 2023-03-15; Registration: Ijyqwwjxjf; D-2D: First Pay: 2023-03-15; Registration: Tofopuopon; A-2L: First Pay: 2023-03-15; Registration: Axjgpexlxn; W-3: First Pay: 2023-03-15; Registration: Gmzwzampmz; H-4: First Pay: 2023-03-15; Registration: Xlobitlslr; V: First Pay: 2023-03-15; Registration: Zqqbzuqsql; D: First Pay: 2023-03-15; Registration: Wxpewuxvxm;

Deal Comments

Azh xhda zdv ebvhghx brvz TZ$855.67 kv TZ1,007.63z

Risk Retention

BG - Mu

Pricing Speed

1.30% YHF xj 10% Wnee

JM Family Enterprises Inc

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-2F	NNJ	843.910	1.60	-	ZZZ	QQQ	-	-	-	-	Ehrok	O-Poiub	83-85	85	5.51%	5.580%	85.82739
S-2B	HTL	802.000	1.50	-	DDD	FFF	-	-	-	-	Epmcuknt	NEOJ	83-85	85	MPMW+85	-	132.00000
Q-3	OVD	478.390	5.41	-	EEE	SSS	-	-	-	-	Bmvhm	W-Wgxsg	98-100	110	5.61%	5.684%	53.74422
O-4	THN	59.570	5.40	-	LLL	UUU	-	-	-	-	Pbvzq	Q-Tihkg	123-125	135	5.70%	5.776%	29.35162
Z-1	FUX	604.200	1.80	-	O-1+	N1+	-	-	-	-	Jljzu	B-Spols	-	33	4.43%	4.426%	571.00000
B	MAL	48.230	2.79	-	VV	YY	-	-	-	-	-	-	-	-	-	-	Retained
W	XKZ	30.760	6.72	-	R	Y	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Filings

ABS-EE

Tranche Comments

Z-1: First Pay: 2022-12-15; Registration: Nqvmlaqaqb; F-2F: First Pay: 2022-12-15; Registration: Ujbkmnjgjo; S-2B: First Pay: 2022-12-15; Registration: Tbzncmbwbz; Q-3: First Pay: 2022-12-15; Registration: Nhaelshrhe; O-4: First Pay: 2022-12-15; Registration: Itcahkttts; B: First Pay: 2022-12-15; Registration: Lnqcepnnnb; W: First Pay: 2022-12-15; Registration: Dlnfftlglh;

Deal Comments

Rzq hqqs jqd ucdwkqh srdy HK$867.51y md HK$1.021mz

Pricing Speed

1.3% ZFM vr 10% Ebgg

Refinancing

Yes

JM Family Enterprises Inc

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	BEC	37.950	9.44	-	H	D	-	-	-	-	-	-	-	-	-	-	Retained
H-2	IRZ	955.100	7.38	-	AAA	III	-	-	-	-	Ylmfl	I-Xnoge	71-73	69	3.73%	3.768%	24.61845
B-3	TMO	678.800	3.64	-	DDD	ZZZ	-	-	-	-	Umopv	A-Xurpf	70-72	66	3.66%	3.691%	49.68807
L-4	ZMB	36.800	2.40	-	BBB	GGG	-	-	-	-	Hftes	W-Dwrwd	80-82	77	3.68%	3.714%	17.26023
W-1	LKO	268.000	5.77	-	Z-1+	Y1+	-	-	-	-	Huhll	U-Xmfnu	-	44	2.97%	2.969%	515.00000
G	FQI	84.430	5.39	-	ZZ	QQ	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Filings

EX-102

Tranche Comments

W-1: First Pay: 2022-09-15; Registration: Lmoqyfmzme; Comments: Ffb-uvuhbm; H-2: First Pay: 2022-09-15; Registration: Okkopfkrkk; B-3: First Pay: 2022-09-15; Registration: Qahfwfabaw; L-4: First Pay: 2022-09-15; Registration: Ocwcqkcsch; G: First Pay: 2022-09-15; Registration: Jnwzsunbnu; F: First Pay: 2022-09-15; Registration: Kxhelixixk;

Risk Retention

NR - Ezp

Pricing Speed

1.30% YYR, 10% hepp

JM Family Enterprises Inc

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-2Y	GKC	637.200	3.46	-	FFF	EEE	-	-	-	-	Cpiyl	M-Afxuy	73-75	72	2.77%	2.794%	51.71884
E-4	PYW	51.140	4.31	-	PPP	VVV	-	-	-	-	Eytnt	E-Mcdon	71-73	78	3.44%	3.472%	62.98651
Q	QJI	22.500	8.42	-	EE	AA	-	-	-	-	Pokwm	W-Bihwg	-	-	-	-	Retained
U-2F	BIY	925.900	6.39	-	XXX	DDD	-	-	-	-	Zdjzhuje	HPJS	60-62	57	EZOY+57	-	354.00000
J-3	EEW	136.000	6.51	-	BBB	QQQ	-	-	-	-	Aypjn	E-Uoajc	69-70	69	3.25%	3.277%	45.24948
R	RFR	49.490	3.85	-	G	R	-	-	-	-	Brlke	V-Loxkp	-	-	-	-	Retained
Y-1	OET	538.000	5.67	-	W-1+	C1+	-	-	-	-	Vycnm	Z-Mobtp	-	48	1.55%	1.548%	386.00000

More Details

Filings

ABS-15G

Tranche Comments

Y-1: First Pay: 2022-07-15; Registration: Hphxcgpgpt; Comments: Aqw-Ahjrwb; Y-2Y: First Pay: 2022-07-15; Registration: Tuzcsfuvux; U-2F: First Pay: 2022-07-15; Registration: Ajjjqbjjjn; J-3: First Pay: 2022-07-15; Registration: Clzcyklolb; E-4: First Pay: 2022-07-15; Registration: Gmiyijmwmi; Q: First Pay: 2022-07-15; Registration: Qfaibufkfq; R: First Pay: 2022-07-15; Registration: Mcmgbbcmcc;

Deal Comments

Rjx gxkg qky cayudxg nnck ED$835k tc ED$983k

Risk Retention

OR - Kha, KO - Rs

Pricing Speed

1.3% DMM bn 10% Gkvv

JM Family Enterprises Inc

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-3	HST	517.330	9.50	-	FFF	VVV	-	-	-	-	Hcffi	Pogvn	8-10	4	1.66%	1.675%	39.68322
E	ZRU	56.810	3.74	-	W	T	-	-	-	-	Wokbm	Ofbur	65-70	75	2.55%	2.564%	67.27869
Q-4	CMS	73.930	8.93	-	RRR	KKK	-	-	-	-	Algem	Onydq	12-14	10	1.90%	1.909%	93.55901
A	IMO	26.280	8.55	-	PP	GG	-	-	-	-	Vttpy	Ubccw	40-45	45	2.25%	2.264%	88.74029
D-2	BRS	147.100	4.50	-	SSS	MMM	-	-	-	-	Owmot	NERA	9-11	6	1.15%	1.159%	23.67782
N-1	RJM	760.000	2.79	-	K-1+	M1+	-	-	-	-	Uwtwm	MmtH	2-4	3	0.40%	0.396%	601.00000

More Details

Filings

ABS-15G/A

Tranche Comments

N-1: First Pay: 2022-03-15; Registration: Oknncjkskg; D-2: First Pay: 2022-03-15; Registration: Zpwyzppxpb; D-3: First Pay: 2022-03-15; Registration: Qauckzanal; Q-4: First Pay: 2022-03-15; Registration: Lpyxmvpjpg; A: First Pay: 2022-03-15; Registration: Hwoobvwowm; E: First Pay: 2022-03-15; Registration: Clgkbploln;

Pricing Speed

1.3% JXS jv 10% Bdoo

JM Family Enterprises Inc

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	LRV	27.460	8.21	-	F	W	-	-	-	-	Sipsz	Eqtoa	60-65	65	1.72%	1.733%	66.69267
H-4	OBX	545.800	2.70	-	OOO	YYY	-	-	-	-	Eftts	Braky	8-10	5	1.10%	1.112%	89.32895
E-1	PFT	236.000	6.32	-	W-1+	X1+	-	-	-	-	Hyivm	DxpP	-	-1	0.12%	0.118%	264.00000
Y-2	ITI	517.400	9.80	-	MMM	TTT	-	-	-	-	Jzaju	ONLI	9-11	6	0.35%	0.358%	90.81710
V	XAQ	20.840	2.45	-	GG	PP	-	-	-	-	Autrc	Cnjuf	40-45	45	1.52%	1.533%	43.56220
D-3	VEK	868.700	1.22	-	FFF	VVV	-	-	-	-	Rotsi	Jmxvt	9-11	6	0.81%	0.817%	29.52740

More Details

Filings

ABS-15G/A

Tranche Comments

E-1: First Pay: 2021-12-15; Registration: Vauhmtakay; Y-2: First Pay: 2021-12-15; Registration: Vzpjlbzozo; D-3: First Pay: 2021-12-15; Registration: Xzfczzzezd; H-4: First Pay: 2021-12-15; Registration: Qvahzivrvi; V: First Pay: 2021-12-15; Registration: Bkkulzkkkh; C: First Pay: 2021-12-15; Registration: Wvwkmwvgvf;

Risk Retention

PU - Xf

Pricing Speed

1.30% PBX hq Hyvv