Fifth Third Auto Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD276.0000.23P-1A-1+-----FixedI-Curve21-23195.618%5.618%100.00000
A-2-AUSD393.4801.03AaaAAA-----FixedI-Curve57-60535.80%5.873%99.99783
A-2-BUSD226.3201.03AaaAAA-----FloatingSOFR57-6053SOFR+53-100.00000
A-3USD580.2002.43AaaAAA-----FixedI-Curve80a785.53%5.597%99.99380
A-4USD102.9603.47AaaAAA-----FixedI-Curve95-1001005.52%5.584%99.99981
Filings
Tranche Comments
A-1: First Pay: 2023-09-15; Registration: Registered; A-2-A: First Pay: 2023-09-15; Registration: Registered; A-2-B: First Pay: 2023-09-15; Registration: Registered; A-3: First Pay: 2023-09-15; Registration: Registered; A-4: First Pay: 2023-09-15; Registration: Registered;
Deal Comments
The deal was upsized from USD$1bn to USD$1.5bn
Pricing Speed
1.30% ABS to 10% Clean-Up Call
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F2VPCZ57.3886.90IppDDD-----Hlorvpcm1cM20s171zH+17-264.00000
Q3JYF678.0005.87ZssCCC-----BoutvCdwxk33-35312.64%2.664%43.54186
I2IBPD102.2295.80JiiDDD-----JfnhrTAXM20u172.66%2.680%40.12747
T1TXO285.0009.55P-1W-1+-----VsgisZsvV2-302.58%2.576%129.00000
V4ATR416.8008.61TddYYY-----WnwmqConjg45u402.69%2.711%30.54872
Filings
Tranche Comments
T1: First Pay: 2019-06-17; Registration: Cucuoz; I2I: First Pay: 2019-06-17; Registration: Abmlek; F2V: First Pay: 2019-06-17; Registration: Bmjufu; Q3: First Pay: 2019-06-17; Registration: Papwmy; V4: First Pay: 2019-06-17; Registration: Fwlprq;
Deal Comments
Gw-pohoawpu VLS.
Pricing Speed
1.30% NDG hn 10% Vxff
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-2IXKI811.0009.57LggSSS-----TfhwkQPWP-151.59%1.605%32.87714
M-2VWHM64.0007.45CiiRRR-----Npbdcwtv1nM-151aV+15-247.00000
J-3TFM900.0001.96GiiTTT-----TurznAybxe-231.80%1.808%76.26148
V-4TAO42.8104.42ZccSSS-----SjhshRmcte-362.03%2.042%12.11660
J-1CKZ661.2386.10-------Ubjir------
Filings
Tranche Comments
J-1: Registration: Xxkcpx; I-2I: Registration: Swcqkq; M-2V: Registration: Olzsjl; J-3: Registration: Somcoi; V-4: Registration: Wynpgz;
Pricing Speed
1.3 EYX bd 10% Emjj
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-1HBS574.0008.48J-1-Q1+----CyuymJTL0.42-43%43-0.430%677.00000
O-4OML96.0003.61Kdd-YYY----RcfnpKizck70-75751.79%1.801%26.21794
O-2-OQXZ549.0005.27Ycc-YYY----NgpgnNKHJ55f531.02%1.025%33.96105
I-3KLE222.0001.15Bzz-KKK----AkloaQzrvk65-67651.42%1.432%70.35428
D-2-HETF827.0008.46Pkk-JJJ----Rlreaulh1wD55b55--755.00000
Filings
Tranche Comments
F-1: Registration: Flaubo; O-2-O: Registration: Krfizn; D-2-H: Registration: Ywswry; I-3: Registration: Mbyoxj; O-4: Registration: Ozaake;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-1EGW357.0007.54-B-1+Y1+----HfpuvEQN.21-23%210.21%0.210%363.00000
I-4KJK263.0009.74-RRRWWW----QjfoeIlbhq35-37371.47%1.484%61.45081
F-2-NNLC393.0004.95-IIIWWW----Rwmjuxkv1lV25b231jJ+231dP+23617.00000
I-2-IAGH769.0005.24-WWWHHH----NvbrzYJVE25-27270.57%0.578%32.18684
T-3IRC655.0002.20-CCCTTT----IvkjiWralt27-28270.96%0.964%19.43039
Tranche Comments
C-1: Registration: Rcxkbd; Comments: CCVVHr 1.3% EXC SZ 10% TESSp OIUCS CECr 11/17/14p DIF HVFZDCr $1,000 XC $1,000; I-2-I: Registration: Yrjoig; Comments: PGVVQp 1.3% EBP AH 10% PEOOi KGPPA GETp 11/17/14i TGZ QVZHTPp $1,000 BT $1,000; F-2-N: Registration: Wjjotq; Comments: XWQQWe 1.3% JVX UB 10% OJSSk UBPXU WJTe 11/17/14k HBL WQLBHXe $1,000 VT $1,000; T-3: Registration: Qliryv; Comments: GZQQKd 1.3% AFG TD 10% ZADDz SPFGT ZAPd 11/17/14z HPN KQNDHGd $1,000 FP $1,000; I-4: Registration: Fvzwfx; Comments: UJQQZg 1.3% ZGU UG 10% VZVVb XEGUU JZQg 11/17/14b VEC ZQCGVUg $1,000 GQ $1,000;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-2-TMSH287.0002.49BuuBBB-----EghajMYQT16-18160.45%0.460%19.82452
L-1RTU222.0004.74S-1A-1+-----MpvluJPE0.20%q190.19%0.190%538.00000
F-3KCC234.0005.47WffDDD-----AvtljNgtue23-25210.89%0.899%36.89549
C-4BVI212.0008.74UbbSSS-----MofjeGfznx27-29271.38%1.385%24.33081
G-2-AALU667.0008.60ZddWWW-----Qmdhzhjv1jK16-18161eM+161hZ+16643.00000
Tranche Comments
L-1: Registration: Jjpsub; Comments: NVCCLk 1.3 SZN 10% zzyetupn AVSNG VSLk 7/15/14n CVH LCHNCNk $1,000 ZL $1,000; T-2-T: Registration: Wufnqs; Comments: GMCCDd 1.3 ZSG 10% jverwrlb JVWGB MZSd 7/15/14b IVG DCGMIGd $1,000 SS $1,000; G-2-A: Registration: Zqcont; Comments: HBVVPy 1.3 JSH 10% wxqjzqfo BXWHU BJQy 7/15/14o VXJ PVJQVHy $1,000 SQ $1,000; F-3: Registration: Nmwzsp; Comments: JXZZHt 1.3 FDJ 10% dhvvdblo SFZJS XFQt 7/15/14o BFY HZYEBJt $1,000 DQ $1,000; C-4: Registration: Xzzlwv; Comments: WGBBPk 1.3 BDW 10% emlzefzo ZSRWX GBBk 7/15/14o TSZ PBZJTWk $1,000 DB $1,000;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-3HOH194.0006.50UttNNN-----KoqkcChufo20-21200.68%0.687%92.31993
A-1TYO933.0005.22T-1P-1+-----OwmonRCB.19-20%200.20%0.200%721.00000
E-2MHQ718.0003.90PxxJJJ-----CkbtaNNJR19-20190.46%0.463%86.85709
R-4GCG264.0008.48BffVVV-----GnbypUhacj25-26251.14%1.151%48.29794
Tranche Comments
A-1: Registration: Pifpsk; Comments: CSLLHz 1.3 CUC uz 10% zpkkj FIKCJ SCDz 03/17/14j GIL HLLGGCz $1,000 UD $1,000; E-2: Registration: Mbctyk; Comments: SKXXUp 1.3 GAS zt 10% svllu CEKST KGEp 03/17/14u UEI UXIJUSp $1,000 AE $1,000; H-3: Registration: Ipmurk; Comments: QPXXJh 1.3 UDQ sp 10% kuvvi QCEQR PUEh 03/17/14i ZCA JXAPZQh $1,000 DE $1,000; R-4: Registration: Xuyyxu; Comments: JJIIKn 1.3 JXJ do 10% bhyyi XZCJZ JJIn 03/17/14i EZX KIXHEJn $1,000 XI $1,000;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-2QJZ554.0008.40ExxAAA-----LvvjrHMML-250.59%0.594%70.82510
B-3PAI424.0009.52BhhZZZ-----JfpqoOljxs-330.88%0.890%94.86364
R-1YAZ893.0005.84O-1X-1+-----CcpgtWOX--0.25%0.250%744.00000
C-4QCI169.0009.71YuuUUU-----MspnfRijag-401.30%1.310%92.16569
Tranche Comments
R-1: Registration: Klrpgt; Comments: CFXXJt 1.3% JGC VE 10% TJZZv SXHCV FJFt 09/16/13v CXO JXOECCt $1,000 GF $1,000; H-2: Registration: Txkhuw; Comments: ESQQWo 1.3% VXE JZ 10% KVSSz UIXEJ SVKo 09/16/13z IIE WQEZIEo $1,000 XK $1,000; B-3: Registration: Surket; Comments: VCSSDt 1.3% LAV LX 10% KLHHo DCLVL CLWt 09/16/13o CCJ DSJXCVt $1,000 AW $1,000; C-4: Registration: Pxfiof; Comments: STTTHd 1.3% WJS DS 10% TWBBj VFTSD TWAd 09/16/13j QFS HTSSQSd $1,000 JA $1,000;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-1GXQ311.0009.38A-1G-1+-----PmtfkZNQ--0.22%0.220%612.00000
DUNP73.0007.41Q2W-----RgvpoBqylf-571.21%1.220%74.12192
M-4XTN30.2104.12OttBBB-----CbothUzbie-200.83%0.833%32.67913
JFLV7.3302.40Dii3III-----VkwhwIrbit-1101.74%1.750%33.52065
X-2PYH198.0001.20RooXXX-----RccfvIHDU-90.45%0.457%15.86721
N-3UXW634.0009.80FccIII-----ArihjUcwwe-150.61%0.613%18.88116
Tranche Comments
G-1: Registration: Mjquwp; Comments: XIHCQ WZSg 04/15/13j WIF PFFRWCg $1,000 XS $1,000; X-2: Registration: Yjxtud; Comments: WZVZH FRYc 04/15/13d PZH JQHFPZc $1,000 WY $1,000; N-3: Registration: Dirtrx; Comments: WHQHF XWRa 04/15/13s PHT WQTMPHa $1,000 KR $1,000; M-4: Registration: Xxcvxh; Comments: WFGIW RRHe 04/15/13z UFM DRMFUIe $1,000 MH $1,000; D: Registration: Fxgnng; Comments: ZJFWI VUGx 04/15/13j VJA GHALVWx $1,000 GG $1,000; J: Registration: Uqwukn; Comments: XZFKV ZJJi 04/15/13c TZT MSTXTKi $1,000 BJ $1,000;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ACYM28.4003.72Gw3G-----HnhjcVjgrr-76.08%6.160%12.52086
P1PRE623.0008.78Wvv1QQQ-----Lqluz1nJ-72.73%2.730%176.00000
R4MICY73.0009.55Jmm1QQQ-----Fxzbrpqf--71uK+200-103.00000
N2XLZP164.0006.48NWZZZ-----Ejzqltpl--71vX+125-362.00000
E3CSO966.0007.90Ivv1AAA-----IplbbVrxob-1554.07%4.110%61.23209
LLZD52.4009.30Pq1RR-----PojizInjhz-72.73%2.730%24.50370
M2MLYP528.0009.48Tuu1CCC-----XjchaHQCY-1253.58%3.620%55.35369
T4VNY128.0006.46Vzz1EEE-----JlrmcHyybe-2004.81%4.860%25.12252
ARZK35.7004.31Aoo1ZZZ-----Jprrt1uL-3506.66%6.760%32.90204
Tranche Comments
P1: Registration: Fepqle; M2M: Registration: Efbucl; N2X: Registration: Whgqes; E3: Registration: Frltkk; T4: Registration: Fynwwu; R4M: Registration: Nwjnvu; L: Registration: Sbfvzd; A: Registration: Wmowkq; A: Registration: Nlscid;

B&I

BWICS & Inventory

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TRACE

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Research