Presale Report  ·  Data as of 2024-05-22

World Omni Auto Receivables Trust 2024-B Auto Loan prime FINAL · CLOSED 2024-05-22

Notes
$1,232.3MM
Pool
$1,335.1MM
Reserve
0.23%
AAA Sub
4.5%
Sponsor: World Omni Financial Corp  ·  Servicer: World Omni Financial Corp.  ·  Trustee: Wilmington Trust, National Association

Capital Structure

ClassSize ($MM)% of PoolSub %CPN / SpreadWALLegal FinalS&P
Class A-1230.017.2%75.1%5.53% fxd0.222025-05-15A-1+
Class A-2A200.015.0%60.1%5.48% fxd1.082027-09-15AAA
Class A-2B228.517.1%43.0%+43 bps SOFR1.082027-09-15AAA
Class A-3428.532.1%10.9%5.27% fxd2.672029-09-15AAA
Class A-489.86.7%4.2%5.23% fxd3.952030-07-15AAA
Class B37.02.8%1.4%3.982030-07-15AA
Class C18.51.4%0.0%3.982031-02-18A

Transaction Parties

SponsorWorld Omni Financial Corp
ServicerWorld Omni Financial Corp.
Depositor / TransferorWorld Omni Auto Receivables LLC
Indenture TrusteeWilmington Trust, National Association
Owner TrusteeU.S. Bank Trust National Association
Asset Rep. ReviewerClayton Fixed Income Services LLC
UnderwritersTD Securities, Barclays Capital, BofA Securities, Mizuho Securities

Issuer Track Record

WOART 2024-BWOART 2024-AWOART 2023-DWOART 2023-CWOART 2023-BWOART 2023-A
Collateral (pool at cut-off)
Closing date2024-05-222024-02-142023-11-082023-08-162023-04-192023-02-15
Pool balance$1,335.1MM$1,343.7MM$1,119.4MM$1,163.5MM$1,162.8MM$1,116.8MM
WA Credit Score757+1757756756754753
WA APR7.32%+1.46pp6.54%6.13%5.86%5.59%5.59%
WA original term mo68.3+0.767.6 mo67.4 mo67.6 mo68.2 mo67.9 mo
% new vehicles95.3%95.6%95.5%94.8%93.9%95.8%
Reserve %0.23%0.23%0.19%0.19%0.19%0.38%
Geo top-3FL 43.8%
GA 19.9%
NC 16.8%
FL 47.9%
GA 18.3%
NC 15.8%
FL 44.7%
GA 19.6%
NC 16.6%
FL 44.9%
GA 19.6%
NC 16.1%
FL 50.5%
GA 17.3%
NC 14.9%
FL 46.0%
GA 19.0%
NC 16.6%
Structure (at issuance)
AAA spread+43 bps0bps+34 bps+58 bps+41 bps+71 bps+43 bps
AAA % of pool70.9%+3.9pp71.2%67.6%66.7%67.1%66.8%
Subordination below AAA4.2%+0.1pp4.1%4.0%4.0%4.1%4.1%
OC (initial)
OC target0.90%1.15%1.15%1.15%1.15%0.90%
OC floor0.50%0.50%0.50%0.50%0.50%0.50%
YSOC6.11%6.75%8.92%8.86%8.43%8.30%
Tranches777777

OC shown net of any yield-supplement overcollateralization (YSOC); YSOC is a yield mechanism for subvented low-APR pools and is reported separately. OC target is a % of the pool balance — current (amortizing) for greater-of/sum-of structures, original (cut-off) for flat structures; OC floor is a % of the original pool balance.

Peer Set

WOART 2024-BNAROT 2024-AHAROT 2024-2TAOT 2024-BGMCAR 2024-2HART 2024-A
Collateral (pool at cut-off)
Closing date2024-05-222024-05-222024-05-212024-04-302024-04-102024-03-20
Pool balance$1,335.1MM$1,424.1MM$2,159.3MM$1,876.3MM$1,654.1MM$1,812.8MM
WA Credit Score757−12780769767784766
WA APR7.32%+1.86pp4.85%4.73%5.70%5.46%5.70%
WA original term mo68.3+2.063.2 mo66.0 mo68.0 mo66.6 mo
% new vehicles95.3%10.5%86.0%86.7%87.7%95.8%
Reserve %0.23%0.25%0.25%0.25%0.24%0.25%
Geo top-3FL 43.8%
GA 19.9%
NC 16.8%
TX 17.8%
FL 9.5%
CA 6.6%
CA 16.6%
TX 9.9%
MD 6.1%
CA 23.9%
TX 15.3%
IL 4.6%
TX 14.4%
FL 7.1%
NY 5.3%
TX 12.9%
FL 11.5%
CA 6.4%
Structure (at issuance)
AAA spread+43 bps+4bps+38 bps+40 bps+35 bps+39 bps+42 bps
AAA % of pool70.9%−0.0pp68.2%73.5%71.0%71.5%69.7%
Subordination below AAA4.2%+1.8pp0.0%0.0%2.3%2.9%4.5%
OC (initial)4.00%2.50%0.85%1.50%3.00%
OC target0.90%4.00%0.85%2.00%3.00%
OC floor0.50%4.00%0.85%2.00%3.00%
YSOC6.11%8.57%6.73%5.27%5.15%
Tranches754677

OC shown net of any yield-supplement overcollateralization (YSOC); YSOC is a yield mechanism for subvented low-APR pools and is reported separately. OC target is a % of the pool balance — current (amortizing) for greater-of/sum-of structures, original (cut-off) for flat structures; OC floor is a % of the original pool balance.

Historical Performance Context

Anchor expectations in empirical base rates from the sponsor's prior series and FICO-tier peer set.

Left: per-series cumulative NET loss at matched seasoning 10-D (10-D servicer distribution reports). IQR band uses a fixed cohort of all peer series with ≥18 months of data (152 series across 9 issuers). Right: portfolio-level 60+ DQ rate aggregated across all active deals per issuer (calendar time, last 3 years), from ABS-EE loan-level data ABS-EE.

CNL by seasoning — WOART vs. prime peers0.2%0.4%0.5%0.7%M0M12M24M36M48Seasoning (months from cut-off)CNLWOART 2024-AWOART 2023-DWOART 2023-CWOART 2023-Bprime peers medianPeer IQR (fixed cohort, n=90)
Portfolio 60+ DQ — WOART vs. peers (calendar time)0.12%0.24%0.36%0.47%2021-052022-012022-102023-072024-04Calendar date60+ DQ rateWOARTBMWOTFCAOTGMCARHAROT

World Omni Financial Corp — ticker WOART. Peer tier: prime.
Open in Explorer ↗ for FICO sub-band and new/used stratification.