Presale Report  ·  Data as of 2024-04-17

World Omni Automobile Lease Securitization Trust 2024-A Auto Lease prime FINAL · CLOSED 2024-04-17

Notes
$874.7MM
Pool
WA Resid
54.5%
AAA Sub
5.4%
Sponsor: World Omni Financial Corp  ·  Servicer: World Omni Financial Corp  ·  Trustee: The Owner Trustee is U.S. Bank Trust National

Capital Structure

ClassSize ($MM)% of PoolSub %CPN / SpreadWALLegal FinalS&PFitch
Class A-1112.012.8%87.2%5.50% fxd0.232025-04-15A-1+
Class A-2a85.09.7%77.5%5.32% fxd1.282027-02-16AAAAAA
Class A-2b240.027.4%50.0%+43 bps SOFR1.282027-02-16AAAAAA
Class A-3325.037.2%12.9%5.26% fxd2.302027-10-15AAAAAA
Class A-465.77.5%5.4%5.25% fxd2.642029-09-17AAAAAA
Class B47.15.4%0.0%5.62% fxd2.752029-09-17AAAA

Transaction Parties

SponsorWorld Omni Financial Corp
ServicerWorld Omni Financial Corp
Depositor / TransferorWorld Omni Financial Corp
Indenture TrusteeAll fees, expenses and other amounts owing to the Owner Trustee pursuant to the Trust Agreement
Owner TrusteeU.S. Bank Trust National
Asset Rep. ReviewerClayton Fixed Income Services LLC
UnderwritersBofA Securities, TD Securities, Wells Fargo Securities, U.S. Bancorp Investments, MUFG Securities Americas

Issuer Track Record

WOALT 2024-AWOALT 2023-AWOALT 2022-AWOALT 2021-A
Collateral (pool at cut-off)
Closing date2024-04-172023-05-242022-04-132021-07-21
Pool balance
WA Lessee Credit Score747+2749745743
WA original term mo38.3+0.838.8 mo36.8 mo37.5 mo
WA Residual % MSRP54.5%59.2%63.4%62.2%
ALG-marked residuals
WA Securitization Value$991,177,615$116,015
Top-3 model concentration
Geo top-3FL 62.5%
NC 15.7%
GA 7.7%
FL 63.3%
NC 15.9%
SC 8.2%
FL 66.8%
NC 14.9%
SC 6.7%
FL 65.9%
NC 14.7%
SC 7.3%
Structure (at issuance)
AAA spread+43 bps0bps+76 bps+43 bps+4 bps
AAA % of pool81.8%−2.0pp84.7%83.4%83.8%
Initial OC
Target OC
Subordination below AAA5.4%+1.0pp4.4%4.4%4.4%
Total Hard CE (Initial)
Total Hard CE (Target)
Discount rate
Tranches6655

Peer Set

WOALT 2024-AGMALT 2024-1
Collateral (pool at cut-off)
Closing date2024-04-172024-02-15
Pool balance
WA Lessee Credit Score747781
WA original term mo38.336.0 mo
WA Residual % MSRP54.5%62.0%
ALG-marked residuals
WA Securitization Value$991,177,615$31,305
Top-3 model concentration
Geo top-3FL 62.5%
NC 15.7%
GA 7.7%
MI 31.2%
NY 15.1%
FL 7.2%
Structure (at issuance)
AAA spread+43 bps+45 bps
AAA % of pool81.8%78.5%
Initial OC
Target OC
Subordination below AAA5.4%5.1%
Total Hard CE (Initial)
Total Hard CE (Target)
Discount rate
Tranches66

Historical Performance Context

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

60+ DPD by seasoning — WOALT recent series0.30%0.60%0.91%1.21%M0M12M24Seasoning (months from first reporting)60+ DPD rateWOALT 2024-AWOALT 2025-AWOALT 2026-AWOALT 2023-A
Lease maturity profile — WOALT 2024-A2.8%5.7%8.5%11.3%2024-09: 0.01%2024-10: 0.00%2025-01: 0.01%2025-02: 0.02%2025-03: 0.03%2025-04: 0.08%2025-05: 0.04%2025-06: 0.03%2025-07: 0.01%2025-08: 0.02%2025-09: 0.02%2025-10: 0.02%2025-11: 0.45%2025-12: 0.75%2026-01: 0.34%2026-02: 0.12%2026-03: 0.63%2026-04: 5.87%2026-05: 5.99%2026-06: 6.66%2026-07: 6.12%2026-08: 6.81%2026-09: 7.38%2026-10: 8.11%2026-11: 8.78%2026-12: 9.86%2027-01: 3.06%2027-02: 0.33%2027-03: 0.11%2027-04: 7.12%2027-05: 9.34%2027-06: 1.43%2027-07: 1.13%2027-08: 1.61%2027-09: 1.73%2027-10: 1.84%2027-11: 1.14%2027-12: 1.13%2028-01: 1.04%2028-02: 0.76%2028-03: 0.05%2028-04: 0.01%2028-05: 0.01%2028-12: 0.00%2029-01: 0.00%Sep-24May-25Nov-25May-26Dec-26Jun-27Dec-27Jan-29Maturity monthBase residual maturity (%)
Latest CRR89.65%
Realized G/L (% of scheduled)-10.35%
Returned vehicles to date814

CRR = realized residual ÷ scheduled residual on returned vehicles. >100% = pool recovered above booked residuals.