Presale Report  ·  Data as of 2024-08-20

World Omni Auto Receivables Trust 2024-C Auto Loan prime FINAL · CLOSED 2024-08-20

Notes
$1,210.5MM
Pool
$1,312.6MM
Reserve
0.23%
AAA Sub
4.5%
Sponsor: World Omni Financial Corp  ·  Servicer: World Omni Financial Corp.  ·  Trustee: U.S. Bank Trust Company, National Association

Capital Structure

ClassSize ($MM)% of PoolSub %CPN / SpreadWALLegal FinalS&PFitch
Class A-1225.517.2%75.0%5.37% fxd0.192025-08-15A-1+F1+
Class A-2A200.015.2%59.8%4.78% fxd2028-01-18
Class A-2B266.020.3%39.5%+47 bps SOFR2028-01-18
Class A-3403.030.7%8.8%4.43% fxd2.772029-12-17AAAAAA
Class A-461.64.7%4.2%4.44% fxd3.902030-05-15AAAAAA
Class B36.32.8%1.4%4.68% fxd3.902030-07-15AAAA
Class C18.21.4%0.0%4.83% fxd3.902031-05-15AA

Transaction Parties

SponsorWorld Omni Financial Corp
ServicerWorld Omni Financial Corp.
Depositor / TransferorOmni Financial Corp
Indenture TrusteeU.S. Bank Trust Company, National Association
Owner TrusteeWilmington Trust, National Association
Asset Rep. ReviewerClayton Fixed Income Services LLC
UnderwritersWells Fargo Securities, U.S. Bancorp Investments, MUFG Securities Americas, Mizuho Securities

Issuer Track Record

WOART 2024-CWOART 2024-BWOART 2024-AWOART 2023-DWOART 2023-CWOART 2023-B
Collateral (pool at cut-off)
Closing date2024-08-202024-05-222024-02-142023-11-082023-08-162023-04-19
Pool balance$1,312.6MM$1,335.1MM$1,343.7MM$1,119.4MM$1,163.5MM$1,162.8MM
WA Credit Score7560757757756756754
WA APR6.67%+0.54pp7.32%6.54%6.13%5.86%5.59%
WA original term mo68.1+0.568.3 mo67.6 mo67.4 mo67.6 mo68.2 mo
% new vehicles96.2%95.3%95.6%95.5%94.8%93.9%
Reserve %0.23%0.23%0.23%0.19%0.19%0.19%
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%
Structure (at issuance)
AAA spread+43 bps+34 bps+58 bps+41 bps+71 bps
AAA % of pool35.4%−32.2pp70.9%71.2%67.6%66.7%67.1%
Subordination below AAA4.2%+0.1pp4.2%4.1%4.0%4.0%4.1%
OC (initial)
OC target0.90%0.90%1.15%1.15%1.15%1.15%
OC floor0.50%0.50%0.50%0.50%0.50%0.50%
YSOC7.77%6.11%6.75%8.92%8.86%8.43%
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-CTAOT 2024-CHART 2024-BGMCAR 2024-3FCAOT 2024-BBMWOT 2024-A
Collateral (pool at cut-off)
Closing date2024-08-202024-07-302024-07-242024-07-102024-06-242024-06-11
Pool balance$1,312.6MM$1,864.8MM$1,925.2MM$1,420.3MM$1,999.5MM$1,910.0MM
WA Credit Score756−13769768783755784
WA APR6.67%+0.98pp6.04%5.98%5.69%4.65%3.12%
WA original term mo68.1+2.765.4 mo67.3 mo69.0 mo64.8 mo63.6 mo
% new vehicles96.2%87.0%96.5%87.7%93.6%68.2%
Reserve %0.23%0.25%0.25%0.24%0.23%0.25%
Geo top-3CA 16.3%
TX 16.2%
PA 4.6%
TX 12.4%
CA 12.2%
FL 10.4%
TX 14.5%
FL 7.5%
MI 5.2%
TX 16.0%
CA 8.5%
FL 8.4%
CA 16.7%
TX 13.2%
FL 11.0%
Structure (at issuance)
AAA spread+37 bps+37 bps+36 bps+40 bps+34 bps
AAA % of pool35.4%−35.6pp71.0%70.5%71.4%70.0%72.6%
Subordination below AAA4.2%+1.2pp2.3%4.5%3.0%4.3%0.0%
OC (initial)0.85%3.00%1.50%2.00%2.50%
OC target0.90%0.85%3.00%2.00%2.00%2.50%
OC floor0.50%0.85%3.00%2.00%2.00%2.50%
YSOC7.77%6.16%6.43%4.40%7.87%6.03%
Tranches767775

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 (158 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-BWOART 2024-AWOART 2023-DWOART 2023-Cprime peers medianPeer IQR (fixed cohort, n=95)
Portfolio 60+ DQ — WOART vs. peers (calendar time)0.12%0.24%0.37%0.49%2021-082022-042023-012023-102024-07Calendar date60+ DQ rateWOARTBMWOTFCAOTGMCARHAROT

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