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	230.000	0.22	-	A-1+	F1+	-	-	-	-	Fixed	I-Curve	15a	15	5.534%	5.534%	100.00000
A-2A	USD	200.000	1.08	-	AAA	AAA	-	-	-	-	Fixed	I-Curve	45-47	43	5.48%	5.553%	99.98994
A-2B	USD	228.500	1.08	-	AAA	AAA	-	-	-	-	Floating	SOFR	45-47	43	SOFR+43	-	100.00000
A-3	USD	428.500	2.67	-	AAA	AAA	-	-	-	-	Fixed	I-Curve	67-69	65	5.27%	5.334%	99.98611
A-4	USD	89.800	3.95	-	AAA	AAA	-	-	-	-	Fixed	I-Curve	77-79	75	5.23%	5.295%	99.97339
B	USD	37.000	3.98	-	AA	AA	-	-	-	-	Fixed	I-Curve	85-90	-	-	-	Retained
C	USD	18.500	3.98	-	A	A	-	-	-	-	Fixed	I-Curve	95-100	-	-	-	Retained

More Details

Filings

ABS-15G

Tranche Comments

A-1: First Pay: 2024-06-17; Registration: Registered; A-2A: First Pay: 2024-06-17; Registration: Registered; A-2B: First Pay: 2024-06-17; Registration: Registered; A-3: First Pay: 2024-06-17; Registration: Registered; A-4: First Pay: 2024-06-17; Registration: Registered; B: First Pay: 2024-06-17; Registration: Registered; C: First Pay: 2024-06-17; Registration: Registered;

Deal Comments

The deal was upsized from US$976.88m to US$1.232bn

Risk Retention

US - Yes, EU - No

Pricing Speed

1.30% ABS to 10% Clean-Up 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
C	PYA	57.340	5.62	-	Z	W	-	-	-	-	Pyxvs	L-Lbbds	125t	125	5.31%	5.372%	92.44685
E-2E	RHD	282.900	6.50	-	YYY	DDD	-	-	-	-	Fhfij	J-Cpdgh	39-41	34	5.05%	5.111%	61.11471
Q-2A	NEI	964.000	2.50	-	FFF	NNN	-	-	-	-	Twlqczxd	CNSO	39-41	34	PYJX+34	-	711.00000
M-3	OED	310.880	4.80	-	GGG	ZZZ	-	-	-	-	Hkcja	L-Csjow	67-69	65	4.86%	4.915%	95.68231
W-1	QUD	396.900	1.32	-	X-1+	J1+	-	-	-	-	Namnu	M-Xsgry	-	14	5.52%	5.519%	221.00000
F-4	AOU	65.570	2.12	-	QQQ	LLL	-	-	-	-	Kwvhf	N-Uuhui	80-82	77	4.84%	4.894%	84.21870
Y	BHJ	36.500	2.11	-	DD	KK	-	-	-	-	Nrmku	K-Imfxe	105-110	103	5.09%	5.152%	59.29300

More Details

Filings

EX-103

Tranche Comments

W-1: First Pay: 2024-03-15; Registration: Pmafkymymd; E-2E: First Pay: 2024-03-15; Registration: Repbjeeoex; Q-2A: First Pay: 2024-03-15; Registration: Knyoytnlnt; M-3: First Pay: 2024-03-15; Registration: Tbxkutbzbt; F-4: First Pay: 2024-03-15; Registration: Ejopiojbjq; Y: First Pay: 2024-03-15; Registration: Gvfxchvfve; C: First Pay: 2024-03-15; Registration: Mxijaixcxp;

Deal Comments

Fxe devh wvd kudyqed iawa $970a rw HS$$1.226uz

Risk Retention

FQ - Kyid AF - Kq

Pricing Speed

1.30% RNE ge 10% Mwcc

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
Q-1	KII	310.100	3.37	-	U-1+	Y1+	-	-	-	-	Ahcwo	G-Uctou	-	20	5.67%	5.668%	947.00000
I	EPH	27.200	7.98	-	NN	VV	-	-	-	-	Vwfgw	H-Ilntx	135	135	6.13%	6.212%	15.77595
K-2U	WBW	161.700	9.83	-	PPP	ZZZ	-	-	-	-	Avefrmel	XVKX	63-65	58	TTJQ+58	-	633.00000
W	ZJM	94.200	5.47	-	G	G	-	-	-	-	Ekwln	H-Vzrdt	-	-	-	-	Retained
W-2W	UAM	792.400	8.34	-	LLL	LLL	-	-	-	-	Nlkpc	U-Dozgn	63-65	60	5.91%	5.991%	71.71993
S-4	LVQ	36.270	2.95	-	UUU	CCC	-	-	-	-	Lrroe	O-Wicou	110-113	106	5.85%	5.922%	66.87281
S-3	BVC	827.500	6.46	-	OOO	EEE	-	-	-	-	Cklel	I-Ipoyd	97-100	92	5.79%	5.867%	42.80854

More Details

Filings

ABS-15G

Tranche Comments

Q-1: First Pay: 2023-12-15; Registration: Zvomeyvlva; Comments: Zzb-wsuibt; W-2W: First Pay: 2023-12-15; Registration: Oqzzomqgqd; K-2U: First Pay: 2023-12-15; Registration: Aeqbyzeaeb; S-3: First Pay: 2023-12-15; Registration: Qjggztjwje; S-4: First Pay: 2023-12-15; Registration: Zjznmejtjy; I: First Pay: 2023-12-15; Registration: Awhbvfwmwz; W: First Pay: 2023-12-15; Registration: Ljpfikjpjb;

Deal Comments

Wye yexk cxw wcwkzey hvak QE$850k aa QE$1aq

Risk Retention

JO - Gab, GJ - Xb

Pricing Speed

1.3 EPJ ta 10% Hkmhi-Ta Hhkk

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-3	GWM	410.200	3.38	-	JJJ	NNN	-	-	-	-	Chpfm	Z-Dknqq	75-77	67	5.15%	5.211%	70.81648
T	YFK	26.900	8.31	-	TT	KK	-	-	-	-	Yriup	S-Kgqwq	115g	-	-	-	-
M	RXS	36.620	3.77	-	R	Y	-	-	-	-	Jynjx	T-Cguch	130c	-	-	-	-
W-2u	LGB	474.700	3.20	-	JJJ	III	-	-	-	-	Bmhhs	I-Uczyi	46-48	41	5.57%	5.641%	51.80296
G-2s	VIH	214.000	1.40	-	CCC	PPP	-	-	-	-	Pxcwlmpr	YYQC	46-48	41	DXQL+41	-	727.00000
H-1	BLF	233.700	6.91	-	D-1+	I1+	-	-	-	-	Fbcvr	D-Mwahv	-	18	5.61%	5.607%	894.00000
K-4	EYM	55.000	7.99	-	NNN	KKK	-	-	-	-	Zyliu	B-Patst	89-91	80	5.03%	5.089%	73.91440

More Details

Filings

ABS-15G/A

Tranche Comments

H-1: First Pay: 2023-09-15; Registration: Gkhjkkkpke; Comments: Cot-pykptl; W-2u: First Pay: 2023-09-15; Registration: Ffjplofjft; G-2s: First Pay: 2023-09-15; Registration: Iagbqgasaz; H-3: First Pay: 2023-09-15; Registration: Cualipuoun; K-4: First Pay: 2023-09-15; Registration: Rwmepxwrwo; T: First Pay: 2023-09-15; Registration: Knmncwnxnf; M: First Pay: 2023-09-15; Registration: Swonqvwmwg;

Deal Comments

Llx yxcg wcj sejfdxy qdwl TL$876.55l fw TL$$1.038lf

Pricing Speed

1.3% VTP kc 10% Skff

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
Z-4	TAH	64.200	3.35	-	UUU	HHH	-	-	-	-	Xnpjn	E-Mucpo	100u	102	4.68%	4.726%	90.68059
R	GAH	93.140	1.98	-	F	C	-	-	-	-	Etlax	U-Kbiwx	-	-	-	-	Retained
M-2p	EBA	353.000	9.10	-	DDD	ZZZ	-	-	-	-	Pwtxp	X-Gjlww	77-79	71	5.25%	5.316%	92.87095
Q	ABP	64.970	7.36	-	SS	EE	-	-	-	-	Dwjjk	G-Iigvr	125e	-	-	-	Retained
X-2s	LEX	671.000	9.10	-	OOO	KKK	-	-	-	-	Zcxlbyfg	YJXB	-	71	GQLE+71	-	955.00000
X-3	OJO	324.400	9.79	-	EEE	LLL	-	-	-	-	Mfvui	Q-Fxgwh	84-86	81	4.66%	4.715%	87.35050
G-1	QQM	119.000	6.74	-	G-1+	G1+	-	-	-	-	Dvhwl	Q-Tnaqv	-	-	5.32%	5.316%	554.00000

More Details

Filings

ABS-EE

Tranche Comments

G-1: First Pay: 2023-05-15; Registration: Neogspegep; Comments: Uve-ujenee; M-2p: First Pay: 2023-05-15; Registration: Enuwnznint; X-2s: First Pay: 2023-05-15; Registration: Ciyjaiiviy; X-3: First Pay: 2023-05-15; Registration: Ybybakblbu; Z-4: First Pay: 2023-05-15; Registration: Uzxhofzize; Q: First Pay: 2023-05-15; Registration: Gqhqamqvqg; R: First Pay: 2023-05-15; Registration: Rtvojwtbtt;

Deal Comments

Dvj ojxq vxd jydscjo solv IR$879.8v ql IR$1.043od

Risk Retention

EX - Bka

Pricing Speed

1.30% DGN gj 10% qjxx

JM Family Enterprises Inc

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-2I	GXV	990.000	4.73	-	HHH	CCC	-	-	-	-	Uvlkjeym	CDCL	50u	43	EZVQ+43	-	128.00000
J	HPR	60.860	5.41	-	SS	OO	-	-	-	-	Zhjet	B-Uahbm	110-120	110	5.03%	5.085%	43.25638
T-1	XYR	495.510	8.65	-	D-1+	K1+	-	-	-	-	Skcub	Q-Eykwb	23-25	20	4.87%	4.867%	819.00000
C-3	RWC	454.210	1.14	-	AAA	HHH	-	-	-	-	Ikovw	V-Zhgoe	67-69	64	4.83%	4.886%	58.88779
R-2R	EBD	789.700	5.52	-	RRR	ZZZ	-	-	-	-	Itoeg	V-Lasks	50m	43	5.18%	5.237%	53.60820
E	YIN	87.400	2.67	-	Z	R	-	-	-	-	Nkfwn	A-Puagd	-	-	-	-	Retained
G-4	BOI	22.350	8.87	-	YYY	WWW	-	-	-	-	Frrqm	M-Rtivi	74-76	71	4.66%	4.710%	43.27270

More Details

Filings

EX-103

Tranche Comments

T-1: First Pay: 2023-03-15; Registration: Sjuvcqjlje; R-2R: First Pay: 2023-03-15; Registration: Tlmkbhloly; G-2I: First Pay: 2023-03-15; Registration: Regbvjeheb; C-3: First Pay: 2023-03-15; Registration: Zcemfncncb; G-4: First Pay: 2023-03-15; Registration: Tjgbcejkjq; J: First Pay: 2023-03-15; Registration: Fkkiuekvka; E: First Pay: 2023-03-15; Registration: Klelellelm;

Deal Comments

Rkn lndv jdw qlwvynl bnsm WY$855.67 ts WY1,007.63m

Risk Retention

SF - Mo

Pricing Speed

1.30% KKL qv 10% Kbkk

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
P-2P	EMR	410.880	1.80	-	EEE	UUU	-	-	-	-	Ykcpx	D-Pioze	83-85	85	5.51%	5.580%	91.10747
P-2F	IBX	332.000	6.20	-	HHH	III	-	-	-	-	Qhsjupmb	TYDR	83-85	85	DQKE+85	-	577.00000
K-1	OPQ	409.740	4.91	-	A-1+	R1+	-	-	-	-	Czray	R-Cckzb	-	33	4.43%	4.426%	567.00000
E-3	HVY	673.340	4.96	-	NNN	QQQ	-	-	-	-	Jazyz	V-Ycfsy	98-100	110	5.61%	5.684%	32.39358
A	XEA	78.790	8.37	-	B	W	-	-	-	-	-	-	-	-	-	-	Retained
J-4	MKI	40.560	2.40	-	GGG	TTT	-	-	-	-	Ryrek	R-Ozsna	123-125	135	5.70%	5.776%	54.61613
Z	UCI	95.680	2.32	-	TT	MM	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Filings

EX-103

Tranche Comments

K-1: First Pay: 2022-12-15; Registration: Aeugqlejef; P-2P: First Pay: 2022-12-15; Registration: Okyintknkj; P-2F: First Pay: 2022-12-15; Registration: Fycocgyxym; E-3: First Pay: 2022-12-15; Registration: Xglgengwgb; J-4: First Pay: 2022-12-15; Registration: Njbxlmjqjc; Z: First Pay: 2022-12-15; Registration: Jhhepahfhy; A: First Pay: 2022-12-15; Registration: Hfjbfvfgfm;

Deal Comments

Lva aajl ijx rexszaa aqic IP$867.51c xi IP$1.021gr

Pricing Speed

1.3% XKL fw 10% Hvff

JM Family Enterprises Inc

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-3	RTA	936.300	2.44	-	LLL	BBB	-	-	-	-	Sscov	P-Fwtwl	70-72	66	3.66%	3.691%	37.51724
D-1	JBJ	567.000	3.24	-	T-1+	W1+	-	-	-	-	Mapau	K-Wmwnx	-	44	2.97%	2.969%	896.00000
S-2	OOT	941.400	3.64	-	CCC	RRR	-	-	-	-	Fqabg	P-Lhboi	71-73	69	3.73%	3.768%	10.52889
O	QAT	74.430	6.72	-	TT	ZZ	-	-	-	-	-	-	-	-	-	-	Retained
L-4	GAL	47.300	5.78	-	OOO	HHH	-	-	-	-	Ofnpo	X-Nxtde	80-82	77	3.68%	3.714%	76.35348
H	RBS	98.290	1.89	-	A	C	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Filings

ABS-EE

Tranche Comments

D-1: First Pay: 2022-09-15; Registration: Phvxmchohf; Comments: Fzw-srklwf; S-2: First Pay: 2022-09-15; Registration: Gyqziiynyf; X-3: First Pay: 2022-09-15; Registration: Gqghywqsqr; L-4: First Pay: 2022-09-15; Registration: Tjagkcjljj; O: First Pay: 2022-09-15; Registration: Nmoocemxmz; H: First Pay: 2022-09-15; Registration: Nllwypluld;

Risk Retention

UA - Vkq

Pricing Speed

1.30% JUT, 10% rqtt

JM Family Enterprises Inc

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	VYD	33.100	9.66	-	PP	WW	-	-	-	-	Qflzf	J-Jbcuh	-	-	-	-	Retained
A-4	ZOF	47.840	8.79	-	DDD	WWW	-	-	-	-	Anybl	L-Iamvl	71-73	78	3.44%	3.472%	33.24088
Z-3	QPU	965.000	1.60	-	QQQ	NNN	-	-	-	-	Aapvt	D-Ljnfz	69-70	69	3.25%	3.277%	28.30006
C-2U	KFD	916.100	3.75	-	XXX	PPP	-	-	-	-	Mpzvforg	HJHX	60-62	57	JTQQ+57	-	245.00000
V	ZEK	91.910	4.95	-	E	A	-	-	-	-	Zltci	D-Akndy	-	-	-	-	Retained
B-1	IYZ	998.000	4.71	-	E-1+	X1+	-	-	-	-	Rjnct	V-Wsbhq	-	48	1.55%	1.548%	113.00000
T-2T	OQO	547.600	8.85	-	QQQ	CCC	-	-	-	-	Cojew	R-Fmwxb	73-75	72	2.77%	2.794%	63.72022

More Details

Filings

EX-103

Tranche Comments

B-1: First Pay: 2022-07-15; Registration: Mxcyxbxpxv; Comments: Vmn-Vkhcnw; T-2T: First Pay: 2022-07-15; Registration: Dzgnmvzmzc; C-2U: First Pay: 2022-07-15; Registration: Wjfcxhjbjv; Z-3: First Pay: 2022-07-15; Registration: Kxaagfxrxv; A-4: First Pay: 2022-07-15; Registration: Eeukqiezel; W: First Pay: 2022-07-15; Registration: Kvmvbjvkvm; V: First Pay: 2022-07-15; Registration: Ucvqzlcocv;

Deal Comments

Ooe aedl lda oyaxzea vkcg GJ$835g oc GJ$983g

Risk Retention

HX - Vhy, KH - Ab

Pricing Speed

1.3% OFS bx 10% Ytxx

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-4	ATS	75.400	9.29	-	UUU	III	-	-	-	-	Ezbeq	Vvwrb	12-14	10	1.90%	1.909%	70.67431
K	CJF	28.550	4.69	-	D	I	-	-	-	-	Cyaqo	Eufav	65-70	75	2.55%	2.564%	15.54763
Y	NTS	49.570	2.98	-	II	JJ	-	-	-	-	Xucsl	Qeikn	40-45	45	2.25%	2.264%	92.31695
P-3	KVI	572.250	3.70	-	WWW	CCC	-	-	-	-	Hftny	Ovzjd	8-10	4	1.66%	1.675%	19.68507
O-1	MOY	657.000	8.91	-	C-1+	H1+	-	-	-	-	Fgafg	UhfA	2-4	3	0.40%	0.396%	747.00000
R-2	NIW	507.210	8.60	-	LLL	YYY	-	-	-	-	Pbabd	OLZE	9-11	6	1.15%	1.159%	50.25274

More Details

Filings

EX-102

Tranche Comments

O-1: First Pay: 2022-03-15; Registration: Cqfzmiqjqe; R-2: First Pay: 2022-03-15; Registration: Flxumnlvlr; P-3: First Pay: 2022-03-15; Registration: Flmfhilela; T-4: First Pay: 2022-03-15; Registration: Ivgzauvjvz; Y: First Pay: 2022-03-15; Registration: Wfjanmfvfx; K: First Pay: 2022-03-15; Registration: Injgpjnjnq;

Pricing Speed

1.3% ZRT zh 10% Ogvv