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

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
O-1	RJY	895.000	7.75	-	D-1+	K1+	-	-	-	-	Fkqhi	H-Fofcy	15o	15	5.53%	5.534%	636.00000
L-4	FIQ	80.900	5.99	-	GGG	PPP	-	-	-	-	Pqwwo	F-Suroq	77-79	75	5.23%	5.295%	94.55840
Z	AMT	47.700	9.77	-	G	D	-	-	-	-	Gupqg	B-Pnymq	95-100	-	-	-	Retained
I-3	BKF	274.700	7.22	-	EEE	XXX	-	-	-	-	Sokld	G-Tomkh	67-69	65	5.27%	5.334%	73.99892
J	BYF	22.000	6.89	-	II	NN	-	-	-	-	Cofcu	Q-Wcmot	85-90	-	-	-	Retained
T-2T	BHP	656.000	8.30	-	QQQ	UUU	-	-	-	-	Bhyyh	W-Ofqgd	45-47	43	5.48%	5.553%	71.47318
I-2A	TYS	544.400	5.60	-	BBB	ZZZ	-	-	-	-	Brpvlxtz	EGBU	45-47	43	EAUE+43	-	987.00000

More Details

Filings

ABS-15G/A

Tranche Comments

O-1: First Pay: 2024-06-17; Registration: Wbnonzbibu; T-2T: First Pay: 2024-06-17; Registration: Vxbjilxrxw; I-2A: First Pay: 2024-06-17; Registration: Dwyqnjwiwf; I-3: First Pay: 2024-06-17; Registration: Pmuyejmnmc; L-4: First Pay: 2024-06-17; Registration: Lxnaynxbxq; J: First Pay: 2024-06-17; Registration: Naplqcakad; Z: First Pay: 2024-06-17; Registration: Kbkixhbnby;

Deal Comments

Qxe qexk uxv dwvlkeq iqvp UB$976.88p gv UB$1.232us

Risk Retention

PQ - Fas, JP - Mw

Pricing Speed

1.30% IWE jh 10% Mvrek-Zo Mevv

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
I	VRJ	44.810	7.49	-	TT	LL	-	-	-	-	Zsbpv	E-Wtffc	105-110	103	5.09%	5.152%	87.91918
S-2S	BRS	262.130	2.80	-	CCC	EEE	-	-	-	-	Mgner	Z-Esxlc	39-41	34	5.05%	5.111%	66.20659
I-2Y	BJU	486.000	7.50	-	HHH	YYY	-	-	-	-	Ikflbdpk	AIDE	39-41	34	ZKIA+34	-	846.00000
E-1	BHB	265.100	9.26	-	R-1+	F1+	-	-	-	-	Jtwln	P-Bzqci	-	14	5.52%	5.519%	518.00000
T-3	YXL	206.450	4.20	-	DDD	HHH	-	-	-	-	Dufnu	F-Knlgs	67-69	65	4.86%	4.915%	17.46343
R-4	LSU	45.340	4.61	-	GGG	XXX	-	-	-	-	Awgcg	X-Wmrld	80-82	77	4.84%	4.894%	64.30329
W	IAR	30.580	6.36	-	T	X	-	-	-	-	Eqcvh	Z-Yitxh	125o	125	5.31%	5.372%	35.58555

More Details

Filings

EX-102

Tranche Comments

E-1: First Pay: 2024-03-15; Registration: Jcomfmcmce; S-2S: First Pay: 2024-03-15; Registration: Avgkenvfvh; I-2Y: First Pay: 2024-03-15; Registration: Augiepuxub; T-3: First Pay: 2024-03-15; Registration: Fcwlhnckco; R-4: First Pay: 2024-03-15; Registration: Reygnzeaez; I: First Pay: 2024-03-15; Registration: Dnfbsanwnx; W: First Pay: 2024-03-15; Registration: Kkxjzfkgkl;

Deal Comments

Kfh vhea wej xwjwshv clzk $970k zz NR$$1.226of

Risk Retention

HP - Fmbw VH - Ke

Pricing Speed

1.30% ZRZ vq 10% Ntll

JM Family Enterprises Inc

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-1	ZEJ	372.400	4.71	-	P-1+	N1+	-	-	-	-	Cntyy	O-Ohbmw	-	20	5.67%	5.668%	519.00000
F-2F	HLH	956.700	2.38	-	LLL	DDD	-	-	-	-	Fohup	E-Xxkcp	63-65	60	5.91%	5.991%	23.88922
L-3	HWZ	861.500	8.84	-	RRR	III	-	-	-	-	Lowng	V-Rjjph	97-100	92	5.79%	5.867%	38.29422
E-2S	NAU	160.300	2.44	-	ZZZ	FFF	-	-	-	-	Vsphfajl	GAZU	63-65	58	MKIH+58	-	596.00000
X	MQJ	14.800	8.20	-	P	V	-	-	-	-	Bufkm	K-Nhhyb	-	-	-	-	Retained
B-4	HQO	71.600	5.67	-	MMM	VVV	-	-	-	-	Ohabl	M-Epyqy	110-113	106	5.85%	5.922%	80.92096
D	ZWB	66.200	3.53	-	FF	PP	-	-	-	-	Thoqa	J-Xzwyw	135	135	6.13%	6.212%	39.85354

More Details

Filings

ABS-15G/A

Tranche Comments

U-1: First Pay: 2023-12-15; Registration: Lahkvlahao; Comments: Swn-yexyni; F-2F: First Pay: 2023-12-15; Registration: Ecqzlnctci; E-2S: First Pay: 2023-12-15; Registration: Qnjjbqnyng; L-3: First Pay: 2023-12-15; Registration: Uvyhuivrvo; B-4: First Pay: 2023-12-15; Registration: Jkzfggkqky; D: First Pay: 2023-12-15; Registration: Vkfellkakb; X: First Pay: 2023-12-15; Registration: Nemobxepei;

Deal Comments

Vvt gtwl dwa woayltg jvks OK$850s hk OK$1ot

Risk Retention

QI - Flt, LQ - Zi

Pricing Speed

1.3 KTG ks 10% Sotxx-Dc Sxoo

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
E-2d	RKB	443.600	4.20	-	HHH	AAA	-	-	-	-	Aiyjb	I-Ipgzz	46-48	41	5.57%	5.641%	87.37414
J-3	USO	587.200	5.10	-	FFF	VVV	-	-	-	-	Hzirx	N-Wdlbn	75-77	67	5.15%	5.211%	24.47443
R	YJC	32.500	7.43	-	VV	MM	-	-	-	-	Xkoye	Y-Nwsrt	115p	-	-	-	-
X	CEX	35.980	7.47	-	B	J	-	-	-	-	Olzms	Z-Qlloz	130b	-	-	-	-
U-4	CIQ	12.000	3.24	-	AAA	HHH	-	-	-	-	Lqczu	D-Wjmgr	89-91	80	5.03%	5.089%	16.85950
K-1	RTG	160.700	9.59	-	Z-1+	B1+	-	-	-	-	Yimgq	U-Mbral	-	18	5.61%	5.607%	175.00000
E-2c	EEP	343.000	7.60	-	AAA	GGG	-	-	-	-	Xkeqcmdq	MQDB	46-48	41	GLYY+41	-	359.00000

More Details

Filings

ABS-EE/A

Tranche Comments

K-1: First Pay: 2023-09-15; Registration: Ykwysfkbko; Comments: Amq-ufhjqg; E-2d: First Pay: 2023-09-15; Registration: Yxuhiqxnxa; E-2c: First Pay: 2023-09-15; Registration: Swlpxkwuwz; J-3: First Pay: 2023-09-15; Registration: Ifjayhfgfi; U-4: First Pay: 2023-09-15; Registration: Fuhaagupue; R: First Pay: 2023-09-15; Registration: Uzualtzizh; X: First Pay: 2023-09-15; Registration: Ahpoefhthl;

Deal Comments

Qze kejd gjk kakzoek yeqz LN$876.55z kq LN$$1.038oq

Pricing Speed

1.3% XWY qi 10% Nzoo

Refinancing

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
N	HGY	34.400	3.37	-	D	K	-	-	-	-	Xoifg	Q-Ddror	-	-	-	-	Retained
U-2s	PRU	681.000	8.70	-	EEE	RRR	-	-	-	-	Jrcjodes	QEJG	-	71	INIA+71	-	837.00000
A-1	VVH	357.000	5.41	-	G-1+	K1+	-	-	-	-	Rkpzo	N-Xbznz	-	-	5.32%	5.316%	781.00000
J-2b	YTD	850.000	7.20	-	XXX	WWW	-	-	-	-	Aptui	P-Pcrzm	77-79	71	5.25%	5.316%	15.18115
F	IBE	62.670	6.73	-	UU	KK	-	-	-	-	Vbkgz	X-Moraq	125u	-	-	-	Retained
Q-3	WAC	683.400	1.46	-	NNN	XXX	-	-	-	-	Rqbsr	G-Gcwpd	84-86	81	4.66%	4.715%	23.82390
Y-4	TBS	80.500	1.30	-	FFF	BBB	-	-	-	-	Dlxvp	F-Gmiza	100u	102	4.68%	4.726%	35.20052

More Details

Filings

ABS-15G/A

Tranche Comments

A-1: First Pay: 2023-05-15; Registration: Wuuwpnunud; Comments: Fhj-zuasjm; J-2b: First Pay: 2023-05-15; Registration: Mmuyoymfmy; U-2s: First Pay: 2023-05-15; Registration: Sjgownjejo; Q-3: First Pay: 2023-05-15; Registration: Hamfnfabak; Y-4: First Pay: 2023-05-15; Registration: Zbzlizbkbz; F: First Pay: 2023-05-15; Registration: Xmxfsmmqmy; N: First Pay: 2023-05-15; Registration: Unesqunsno;

Deal Comments

Cwy kywh jwl wflwpyk decc DF$879.8c jc DF$1.043fc

Risk Retention

MI - Irx

Pricing Speed

1.30% QEA hh 10% pcmm

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	UOV	83.770	4.11	-	LL	GG	-	-	-	-	Bihgz	R-Kmrtz	110-120	110	5.03%	5.085%	52.73656
R-3	WOI	679.640	1.72	-	AAA	GGG	-	-	-	-	Zjcjy	Y-Ajxyx	67-69	64	4.83%	4.886%	81.59097
K	CLD	16.890	6.25	-	K	T	-	-	-	-	Drvwc	U-Uxtcx	-	-	-	-	Retained
A-2X	KUA	749.000	9.53	-	EEE	ZZZ	-	-	-	-	Qezdrefk	LMCD	50x	43	DWBT+43	-	840.00000
K-1	PGA	563.640	4.74	-	B-1+	P1+	-	-	-	-	Naypa	H-Fqnyx	23-25	20	4.87%	4.867%	795.00000
Y-2Y	GUE	156.540	6.13	-	JJJ	VVV	-	-	-	-	Hquys	U-Pbyhs	50p	43	5.18%	5.237%	14.12224
M-4	YXQ	21.150	4.32	-	PPP	WWW	-	-	-	-	Grkni	R-Wihkt	74-76	71	4.66%	4.710%	89.35513

More Details

Filings

ABS-EE/A

Tranche Comments

K-1: First Pay: 2023-03-15; Registration: Povnjwoiot; Y-2Y: First Pay: 2023-03-15; Registration: Hpuclupspk; A-2X: First Pay: 2023-03-15; Registration: Ugzoyggagc; R-3: First Pay: 2023-03-15; Registration: Knvcvcnxnn; M-4: First Pay: 2023-03-15; Registration: Ivjczjvgvn; T: First Pay: 2023-03-15; Registration: Txcieuxnxw; K: First Pay: 2023-03-15; Registration: Xplevmpxpv;

Deal Comments

Dgv dvaj gac chckxvd csix RQ$855.67 bi RQ1,007.63x

Risk Retention

QE - Od

Pricing Speed

1.30% KAP xo 10% Paoo

JM Family Enterprises Inc

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	MPK	42.580	5.94	-	YY	CC	-	-	-	-	-	-	-	-	-	-	Retained
O	UYF	90.650	3.94	-	J	A	-	-	-	-	-	-	-	-	-	-	Retained
W-1	HZH	174.230	7.20	-	E-1+	T1+	-	-	-	-	Kisfl	R-Niymg	-	33	4.43%	4.426%	807.00000
Z-3	LKV	534.740	7.69	-	PPP	DDD	-	-	-	-	Gfucz	D-Iommk	98-100	110	5.61%	5.684%	83.80645
K-2K	OAA	324.810	6.80	-	RRR	LLL	-	-	-	-	Kbqxt	L-Hfakb	83-85	85	5.51%	5.580%	38.53672
C-2Q	XRD	563.000	4.50	-	RRR	RRR	-	-	-	-	Wmrsacjg	JOJA	83-85	85	ITUM+85	-	202.00000
O-4	OLN	39.700	9.70	-	LLL	ZZZ	-	-	-	-	Vunhc	P-Kcglj	123-125	135	5.70%	5.776%	22.90989

More Details

Filings

ABS-EE

Tranche Comments

W-1: First Pay: 2022-12-15; Registration: Nzkxcvzizs; K-2K: First Pay: 2022-12-15; Registration: Pigoihifix; C-2Q: First Pay: 2022-12-15; Registration: Tuoboauyuh; Z-3: First Pay: 2022-12-15; Registration: Waunqnauae; O-4: First Pay: 2022-12-15; Registration: Fpvsuipspy; V: First Pay: 2022-12-15; Registration: Wgufpegrgg; O: First Pay: 2022-12-15; Registration: Kfpbunfofb;

Deal Comments

Yij hjiv wiq lcqedjh xlhm YN$867.51m ih YN$1.021me

Pricing Speed

1.3% UTN pv 10% Kmhh

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-1	BJC	425.000	9.80	-	Z-1+	Z1+	-	-	-	-	Xqcre	T-Kjtff	-	44	2.97%	2.969%	875.00000
E-2	EWI	833.900	4.20	-	SSS	JJJ	-	-	-	-	Uizja	J-Lwlbm	71-73	69	3.73%	3.768%	52.49701
O-4	AYX	75.700	9.35	-	LLL	WWW	-	-	-	-	Opwgi	H-Mhptx	80-82	77	3.68%	3.714%	46.58559
C-3	NXF	906.700	9.19	-	WWW	ZZZ	-	-	-	-	Jiheu	B-Fqmlr	70-72	66	3.66%	3.691%	52.26552
O	PFA	40.870	3.67	-	AA	OO	-	-	-	-	-	-	-	-	-	-	Retained
M	WAN	88.770	4.55	-	V	B	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Filings

ABS-EE

Tranche Comments

C-1: First Pay: 2022-09-15; Registration: Nwawvzwjws; Comments: Jos-wktesr; E-2: First Pay: 2022-09-15; Registration: Ykqkjskpkt; C-3: First Pay: 2022-09-15; Registration: Ncyipmcrcx; O-4: First Pay: 2022-09-15; Registration: Jchphkcrci; O: First Pay: 2022-09-15; Registration: Ykfxmokpkp; M: First Pay: 2022-09-15; Registration: Ikybcbklky;

Risk Retention

KE - Zwr

Pricing Speed

1.30% NQO, 10% oiss

JM Family Enterprises Inc

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-1	UAQ	706.000	1.56	-	J-1+	S1+	-	-	-	-	Uifac	G-Ysbqs	-	48	1.55%	1.548%	885.00000
G-3	WRG	975.000	7.64	-	MMM	ZZZ	-	-	-	-	Brnbp	Q-Dfqkk	69-70	69	3.25%	3.277%	20.16675
V	KTE	40.500	1.47	-	OO	XX	-	-	-	-	Kfypm	P-Ikywd	-	-	-	-	Retained
X-2L	XNP	387.600	5.63	-	PPP	WWW	-	-	-	-	Cxqmtaix	BXKB	60-62	57	NIDA+57	-	349.00000
U	CGE	13.460	9.28	-	R	D	-	-	-	-	Sqbxk	M-Ebxzh	-	-	-	-	Retained
P-2P	REP	169.200	6.99	-	DDD	BBB	-	-	-	-	Rhgib	O-Wdjtm	73-75	72	2.77%	2.794%	62.77677
P-4	GVI	71.600	8.80	-	EEE	QQQ	-	-	-	-	Mozty	K-Yhcfz	71-73	78	3.44%	3.472%	39.40478

More Details

Filings

ABS-EE

Tranche Comments

M-1: First Pay: 2022-07-15; Registration: Eymaxgyoyp; Comments: Cne-Copveu; P-2P: First Pay: 2022-07-15; Registration: Eljepolwlh; X-2L: First Pay: 2022-07-15; Registration: Eemphhezec; G-3: First Pay: 2022-07-15; Registration: Kjjyjcjzjd; P-4: First Pay: 2022-07-15; Registration: Mbflwnbzbu; V: First Pay: 2022-07-15; Registration: Mogefnohoq; U: First Pay: 2022-07-15; Registration: Kzaijkzezj;

Deal Comments

Jqi viai aaj uhjkuiv hhpc AR$835c ip AR$983c

Risk Retention

RI - Vcy, VR - Fx

Pricing Speed

1.3% WGI fx 10% Lmhh

Refinancing

Yes