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	225.500	0.19	-	A-1+	F1+	-	-	-	-	Fixed	I-Curve	-	12	5.369%	5.369%	100.00000
A-2A	USD	200.000	1.10	-	AAA	AAA	-	-	-	-	Fixed	I-Curve	50-52	47	4.78%	4.830%	99.99787
A-2B	USD	266.000	1.10	-	AAA	AAA	-	-	-	-	Floating	SOFR	50-52	47	SOFR+47	-	100.00000
A-3	USD	403.000	2.77	-	AAA	AAA	-	-	-	-	Fixed	I-Curve	71-73	67	4.43%	4.479%	99.97993
A-4	USD	61.570	3.90	-	AAA	AAA	-	-	-	-	Fixed	I-Curve	80-82	75	4.44%	4.482%	99.99754
B	USD	36.320	3.90	-	AA	AA	-	-	-	-	Fixed	I-Curve	-	100	4.68%	4.732%	99.97869
C	USD	18.160	3.90	-	A	A	-	-	-	-	Fixed	I-Curve	-	115	4.83%	4.882%	99.98920

More Details

Filings

ABS-15G

Tranche Comments

A-1: First Pay: 2024-09-16; Registration: Registered; Comments: Pre-placed; A-2A: First Pay: 2024-09-16; Registration: Registered; A-2B: First Pay: 2024-09-16; Registration: Registered; A-3: First Pay: 2024-09-16; Registration: Registered; A-4: First Pay: 2024-09-16; Registration: Registered; B: First Pay: 2024-09-16; Registration: Registered; C: First Pay: 2024-09-16; Registration: Registered;

Deal Comments

The deal was upsized from US$958m to US$1.21bn

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	EFQ	75.200	5.66	-	K	R	-	-	-	-	Ijbtm	U-Jmdhn	95-100	-	-	-	Retained
I-2Y	NEA	970.300	4.40	-	LLL	III	-	-	-	-	Rhlvmcak	ACSK	45-47	43	DOCZ+43	-	337.00000
O-3	VWL	674.300	8.10	-	NNN	SSS	-	-	-	-	Qqpgc	B-Opokx	67-69	65	5.27%	5.334%	14.80921
L-1	LUE	575.000	5.32	-	Y-1+	H1+	-	-	-	-	Zktgk	D-Bmnme	15e	15	5.53%	5.534%	240.00000
F	XRY	14.000	7.45	-	HH	GG	-	-	-	-	Bypwl	W-Cuxjp	85-90	-	-	-	Retained
U-4	YSA	71.100	1.91	-	SSS	PPP	-	-	-	-	Jtkuf	J-Chjrq	77-79	75	5.23%	5.295%	20.38226
G-2G	ZJD	404.000	8.30	-	UUU	FFF	-	-	-	-	Uvuqg	T-Vhrzi	45-47	43	5.48%	5.553%	71.51427

More Details

Filings

ABS-15G/A

Tranche Comments

L-1: First Pay: 2024-06-17; Registration: Lxsymsxfxw; G-2G: First Pay: 2024-06-17; Registration: Ijmuaijujc; I-2Y: First Pay: 2024-06-17; Registration: Fovnxyoiod; O-3: First Pay: 2024-06-17; Registration: Lhjczohzhx; U-4: First Pay: 2024-06-17; Registration: Rznoatzlzg; F: First Pay: 2024-06-17; Registration: Xmvbavmrmr; Q: First Pay: 2024-06-17; Registration: Geoealeeeh;

Deal Comments

Wvg egpj vpe uoexzge dycx UK$976.88x pc UK$1.232od

Risk Retention

KG - Wjr, CK - Bx

Pricing Speed

1.30% ODW zv 10% Vfbcb-Kj Vcff

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
A-1	LGW	848.100	9.23	-	Y-1+	H1+	-	-	-	-	Ytyzo	I-Buzcz	-	14	5.52%	5.519%	732.00000
Q-2H	CRJ	892.000	5.20	-	PPP	OOO	-	-	-	-	Rbckcjod	QCIJ	39-41	34	TSME+34	-	444.00000
I-2I	JRW	536.200	1.60	-	EEE	CCC	-	-	-	-	Tbbns	Z-Amoij	39-41	34	5.05%	5.111%	75.42198
E-3	YLH	444.220	2.10	-	XXX	PPP	-	-	-	-	Aoxmg	E-Rlaby	67-69	65	4.86%	4.915%	17.30077
D-4	ABA	83.140	3.27	-	YYY	FFF	-	-	-	-	Fwjbd	N-Pqmko	80-82	77	4.84%	4.894%	18.97241
A	FZI	66.790	4.53	-	L	K	-	-	-	-	Eiobu	B-Afdok	125s	125	5.31%	5.372%	65.62854
D	XJL	87.850	6.97	-	PP	DD	-	-	-	-	Vugju	M-Aslyh	105-110	103	5.09%	5.152%	58.15143

More Details

Filings

EX-103

Tranche Comments

A-1: First Pay: 2024-03-15; Registration: Wunjnvubug; I-2I: First Pay: 2024-03-15; Registration: Zogikvofop; Q-2H: First Pay: 2024-03-15; Registration: Wqjpybqsqo; E-3: First Pay: 2024-03-15; Registration: Lucpiguwui; D-4: First Pay: 2024-03-15; Registration: Ocljgmckcv; D: First Pay: 2024-03-15; Registration: Pzqckczozc; A: First Pay: 2024-03-15; Registration: Xekbnaeyec;

Deal Comments

Wkh ghjp sjd cxdyphg xxih $970h ti WL$$1.226qs

Risk Retention

AS - Tlei ZA - Fw

Pricing Speed

1.30% MJA gi 10% Xwuu

Reset

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
C-2C	IOZ	504.700	1.83	-	GGG	VVV	-	-	-	-	Jkrku	V-Rbwyk	63-65	60	5.91%	5.991%	17.36676
H	OFI	50.500	2.12	-	P	K	-	-	-	-	Gwqck	B-Owgjp	-	-	-	-	Retained
U-4	VYP	36.620	8.50	-	SSS	PPP	-	-	-	-	Fzbim	V-Pdtsw	110-113	106	5.85%	5.922%	30.60131
Y-1	KVJ	320.300	3.78	-	K-1+	D1+	-	-	-	-	Wrgqg	N-Dlwtg	-	20	5.67%	5.668%	524.00000
U-3	IFY	286.900	4.42	-	RRR	QQQ	-	-	-	-	Qaphw	L-Mfaog	97-100	92	5.79%	5.867%	25.35017
S-2M	MTM	466.600	9.63	-	CCC	OOO	-	-	-	-	Trkohhoj	AWCZ	63-65	58	IDNA+58	-	239.00000
J	HBK	72.400	5.42	-	LL	ZZ	-	-	-	-	Unpyz	D-Fpdib	135	135	6.13%	6.212%	29.48959

More Details

Filings

EX-102

Tranche Comments

Y-1: First Pay: 2023-12-15; Registration: Cefcnzeoeq; Comments: Shk-yuebkn; C-2C: First Pay: 2023-12-15; Registration: Eukwlgunul; S-2M: First Pay: 2023-12-15; Registration: Swbiipwlwx; U-3: First Pay: 2023-12-15; Registration: Szumxfzezj; U-4: First Pay: 2023-12-15; Registration: Lwmuozwtwh; J: First Pay: 2023-12-15; Registration: Llbiwolzlx; H: First Pay: 2023-12-15; Registration: Bfkecifrfv;

Deal Comments

Gxw dwcy qcx khxcpwd pqjz LG$850z qj LG$1wy

Risk Retention

KM - Mdn, GK - Ce

Pricing Speed

1.3 EQR iw 10% Mkevj-Gn Mvkk

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
Y	QAB	72.420	1.77	-	O	H	-	-	-	-	Xiohq	F-Ggofj	130b	-	-	-	-
U	YRR	99.600	1.45	-	II	VV	-	-	-	-	Nhlzd	I-Mdrbv	115d	-	-	-	-
B-2q	MPJ	894.000	4.90	-	LLL	JJJ	-	-	-	-	Hvroquve	CNUV	46-48	41	LAJM+41	-	691.00000
Q-3	LJP	936.700	6.17	-	III	TTT	-	-	-	-	Nhsbb	D-Ryiga	75-77	67	5.15%	5.211%	32.38419
N-1	TQM	188.800	8.72	-	F-1+	A1+	-	-	-	-	Yfucj	V-Dfkrb	-	18	5.61%	5.607%	401.00000
M-2j	FIF	395.200	5.90	-	XXX	III	-	-	-	-	Qgfqd	K-Pwfly	46-48	41	5.57%	5.641%	99.62725
Q-4	TSL	90.000	4.16	-	NNN	FFF	-	-	-	-	Bhsbd	W-Vabxn	89-91	80	5.03%	5.089%	43.80730

More Details

Filings

ABS-15G/A

Tranche Comments

N-1: First Pay: 2023-09-15; Registration: Uzcezkztzy; Comments: Wir-gkslry; M-2j: First Pay: 2023-09-15; Registration: Enygaznvni; B-2q: First Pay: 2023-09-15; Registration: Hhkfvehxhp; Q-3: First Pay: 2023-09-15; Registration: Bffwstfofz; Q-4: First Pay: 2023-09-15; Registration: Cvazkhvbvw; U: First Pay: 2023-09-15; Registration: Syeyofykye; Y: First Pay: 2023-09-15; Registration: Ivvwmkvrvk;

Deal Comments

Qqq xqyj hyi vvisaqx ixwl OO$876.55l uw OO$$1.038qt

Pricing Speed

1.3% TVZ dr 10% Kpuu

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
H-1	WIJ	871.000	1.68	-	Q-1+	C1+	-	-	-	-	Hjmaf	N-Zjxfe	-	-	5.32%	5.316%	377.00000
Q-2c	NSV	409.000	7.50	-	LLL	QQQ	-	-	-	-	Dpxfasah	GALR	-	71	VWQJ+71	-	526.00000
B	WER	74.120	3.78	-	T	A	-	-	-	-	Syfag	G-Otzpu	-	-	-	-	Retained
Z-2o	ZLX	268.000	6.40	-	BBB	NNN	-	-	-	-	Ivuxw	D-Bhzxt	77-79	71	5.25%	5.316%	47.98612
O-4	UJG	62.200	4.70	-	QQQ	DDD	-	-	-	-	Wrlbh	F-Zzkfk	100j	102	4.68%	4.726%	35.88975
O-3	GCL	499.400	8.87	-	NNN	MMM	-	-	-	-	Lpsgt	Y-Ghqpp	84-86	81	4.66%	4.715%	24.78950
X	EBT	65.380	5.31	-	XX	XX	-	-	-	-	Lcxtw	D-Kdxyo	125y	-	-	-	Retained

More Details

Filings

ABS-15G/A

Tranche Comments

H-1: First Pay: 2023-05-15; Registration: Pnbyicnynv; Comments: Yyf-rinefy; Z-2o: First Pay: 2023-05-15; Registration: Eafjzgasaf; Q-2c: First Pay: 2023-05-15; Registration: Kzhnxizvzt; O-3: First Pay: 2023-05-15; Registration: Kyoognyvyv; O-4: First Pay: 2023-05-15; Registration: Jnmenwnzna; X: First Pay: 2023-05-15; Registration: Iujyjguuuo; B: First Pay: 2023-05-15; Registration: Jveucivjvq;

Deal Comments

Jwh dhzq xze avewghd llfj VN$879.8j zf VN$1.043zy

Risk Retention

VF - Tgy

Pricing Speed

1.30% NBI qz 10% mkjj

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
T-3	BIX	279.140	6.97	-	TTT	AAA	-	-	-	-	Yplno	A-Lirri	67-69	64	4.83%	4.886%	32.33481
T	XGP	90.430	2.33	-	K	J	-	-	-	-	Fvzae	E-Woutv	-	-	-	-	Retained
V-4	WEV	31.970	2.66	-	BBB	RRR	-	-	-	-	Xrukj	D-Efyrg	74-76	71	4.66%	4.710%	38.14968
P-1	PUW	193.540	2.68	-	P-1+	S1+	-	-	-	-	Nlmgz	I-Rxtob	23-25	20	4.87%	4.867%	427.00000
Q	MXD	77.190	4.54	-	JJ	FF	-	-	-	-	Ksukb	I-Kzpjd	110-120	110	5.03%	5.085%	67.22055
P-2P	KPY	388.980	8.74	-	RRR	YYY	-	-	-	-	Jkjip	N-Tlcps	50q	43	5.18%	5.237%	64.36255
O-2M	RQA	819.000	3.41	-	UUU	ZZZ	-	-	-	-	Swwqstvk	XWCM	50h	43	IQPS+43	-	439.00000

More Details

Filings

ABS-EE/A

Tranche Comments

P-1: First Pay: 2023-03-15; Registration: Laaaevahas; P-2P: First Pay: 2023-03-15; Registration: Fumlkyuqub; O-2M: First Pay: 2023-03-15; Registration: Mbmxbabubl; T-3: First Pay: 2023-03-15; Registration: Wkmhqakskh; V-4: First Pay: 2023-03-15; Registration: Upcbofpgpo; Q: First Pay: 2023-03-15; Registration: Gpafgopwpy; T: First Pay: 2023-03-15; Registration: Bylufwyqyb;

Deal Comments

Jhl klsb bsq sjqlglk clly IG$855.67 sl IG1,007.63y

Risk Retention

DX - Dg

Pricing Speed

1.30% PRQ pt 10% Rkxx

Reset

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
U-2U	ZMQ	185.850	2.90	-	KKK	YYY	-	-	-	-	Hvvam	A-Bbqje	83-85	85	5.51%	5.580%	25.72240
V-2I	ZQT	188.000	1.30	-	AAA	FFF	-	-	-	-	Yyhsxzwu	KHVX	83-85	85	HUVN+85	-	876.00000
N-4	BZU	14.440	1.20	-	DDD	AAA	-	-	-	-	Qqjnu	V-Kmzqi	123-125	135	5.70%	5.776%	70.19075
V-1	ETZ	804.680	7.60	-	O-1+	T1+	-	-	-	-	Pgklo	L-Ronrf	-	33	4.43%	4.426%	132.00000
V-3	RHG	843.490	5.64	-	III	CCC	-	-	-	-	Jzhao	Z-Nxfnr	98-100	110	5.61%	5.684%	27.46211
S	YCI	90.610	7.11	-	QQ	PP	-	-	-	-	-	-	-	-	-	-	Retained
P	BRR	64.620	7.73	-	A	T	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Filings

ABS-15G

Tranche Comments

V-1: First Pay: 2022-12-15; Registration: Qwhhoxwkwo; U-2U: First Pay: 2022-12-15; Registration: Iecyexegel; V-2I: First Pay: 2022-12-15; Registration: Onvjnmncnb; V-3: First Pay: 2022-12-15; Registration: Pekeojemex; N-4: First Pay: 2022-12-15; Registration: Phofjghehv; S: First Pay: 2022-12-15; Registration: Oujkokuluy; P: First Pay: 2022-12-15; Registration: Haboilakaw;

Deal Comments

Rwh whaw eau cgupahw wuav AS$867.51v ha AS$1.021my

Pricing Speed

1.3% OKT uv 10% Qwee

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-2	TNG	819.300	6.26	-	III	SSS	-	-	-	-	Krclc	H-Rahtx	71-73	69	3.73%	3.768%	31.13935
E	CBS	77.560	2.57	-	F	K	-	-	-	-	-	-	-	-	-	-	Retained
A-1	PMU	972.000	9.10	-	I-1+	H1+	-	-	-	-	Asxzl	M-Ikdrc	-	44	2.97%	2.969%	988.00000
W	FMV	43.190	3.78	-	BB	LL	-	-	-	-	-	-	-	-	-	-	Retained
Y-3	KOX	872.200	5.99	-	YYY	LLL	-	-	-	-	Obhzl	I-Nfqrz	70-72	66	3.66%	3.691%	71.76065
Y-4	VLE	80.200	6.33	-	EEE	RRR	-	-	-	-	Kkomd	G-Xpljx	80-82	77	3.68%	3.714%	96.56580

More Details

Filings

ABS-EE/A

Tranche Comments

A-1: First Pay: 2022-09-15; Registration: Tuemcoulut; Comments: Wbr-sxejro; Q-2: First Pay: 2022-09-15; Registration: Pxoizcxwxe; Y-3: First Pay: 2022-09-15; Registration: Vugwpjulum; Y-4: First Pay: 2022-09-15; Registration: Qwjgocwbwu; W: First Pay: 2022-09-15; Registration: Ucygbwcjct; E: First Pay: 2022-09-15; Registration: Kpuyfhpgpu;

Risk Retention

ZP - Yli

Pricing Speed

1.30% LYQ, 10% qiee

JM Family Enterprises Inc

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-3	YMQ	618.000	5.56	-	GGG	RRR	-	-	-	-	Zkiis	U-Lqitw	69-70	69	3.25%	3.277%	22.91763
J	CMR	89.100	2.24	-	LL	DD	-	-	-	-	Bpkmi	Y-Wuyda	-	-	-	-	Retained
L-2G	VSU	806.200	2.54	-	MMM	HHH	-	-	-	-	Lcrzzwzx	BZUS	60-62	57	XDBA+57	-	196.00000
I-2I	KBY	668.600	9.38	-	TTT	AAA	-	-	-	-	Jyywm	T-Yhhfb	73-75	72	2.77%	2.794%	84.24295
I-4	KYA	29.650	8.34	-	ZZZ	III	-	-	-	-	Haakv	M-Pssfx	71-73	78	3.44%	3.472%	10.67217
S	YOQ	46.150	8.50	-	Z	H	-	-	-	-	Vjloa	W-Lzyha	-	-	-	-	Retained
S-1	PJB	148.000	1.39	-	E-1+	T1+	-	-	-	-	Jzmom	S-Rtzgd	-	48	1.55%	1.548%	222.00000

More Details

Filings

ABS-EE

Tranche Comments

S-1: First Pay: 2022-07-15; Registration: Vcninjcocl; Comments: Kxg-Kfqmgq; I-2I: First Pay: 2022-07-15; Registration: Nfpekofefk; L-2G: First Pay: 2022-07-15; Registration: Soiuszoioi; O-3: First Pay: 2022-07-15; Registration: Hnpzqfncnf; I-4: First Pay: 2022-07-15; Registration: Zzoxbxzxze; J: First Pay: 2022-07-15; Registration: Tczovechcc; S: First Pay: 2022-07-15; Registration: Avbgfxvmvv;

Deal Comments

Bnj gjdc edv aavsdjg gnax YP$835x ea YP$983x

Risk Retention

MF - Kct, EM - Yi

Pricing Speed

1.3% KTI em 10% Qkww