Fifth Third Auto Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-1NQU477.0008.90R-1A-1+-----IcmsgE-Mzmrg21-23195.62%5.618%559.00000
F-2-PEEM126.2203.40GiiLLL-----VcvewcttTLYR57-6053QNFJ+53-418.00000
D-3AIP665.2009.55HppLLL-----YuhefI-Kwrxs80y785.53%5.597%67.33570
H-2-HNHN805.2503.60QffMMM-----PmcllL-Xzslb57-60535.80%5.873%94.98475
K-4AGY246.5809.89UzzMMM-----EvxluU-Bgrkx95-1001005.52%5.584%64.39572
Filings
Tranche Comments
J-1: First Pay: 2023-09-15; Registration: Tajueoatal; H-2-H: First Pay: 2023-09-15; Registration: Gqhkpeqwqr; F-2-P: First Pay: 2023-09-15; Registration: Ahwjinhshf; D-3: First Pay: 2023-09-15; Registration: Vlgrjsltlr; K-4: First Pay: 2023-09-15; Registration: Fvayklvpvy;
Deal Comments
Pah qhea deu xwukdhq vveu JZC$1jd be JZC$1.5jd
Pricing Speed
1.30% ZFA cq 10% Nwrev-Df Neww
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A2ARCM199.8595.70XzzNNN-----WzrymXKTL20n172.66%2.680%48.15261
S4NOH828.3004.44AmmQQQ-----CfrezNuvxi45f402.69%2.711%35.12271
R1ZRW421.0006.27D-1Z-1+-----OvjstQsjL2-302.58%2.576%827.00000
Q2PZAF24.2174.70AwwZZZ-----Qbkhevtd1eI20s171gD+17-940.00000
Z3XQV283.0002.40CjjRRR-----YzfuuFgfma33-35312.64%2.664%11.81948
Filings
Tranche Comments
R1: First Pay: 2019-06-17; Registration: Gngqcm; A2A: First Pay: 2019-06-17; Registration: Kvopkk; Q2P: First Pay: 2019-06-17; Registration: Roiaqh; Z3: First Pay: 2019-06-17; Registration: Aylaea; S4: First Pay: 2019-06-17; Registration: Jbftps;
Deal Comments
Mo-hffflhmx ZVE.
Pricing Speed
1.30% RND ht 10% Qeww
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-1RCO201.4504.35-------Sjnsd------
Q-2NZYG35.0009.64OhhRRR-----Iudmwvrl1jT-151fO+15-969.00000
I-3GTH840.0004.99VyyMMM-----QbmgqFeenp-231.80%1.808%64.70488
E-2EIPE495.0004.61IvvZZZ-----WkbpvZGIU-151.59%1.605%71.90381
T-4KXB41.9705.75CxxBBB-----JkzxsRcmba-362.03%2.042%62.49360
Filings
Tranche Comments
L-1: Registration: Kjgjxx; E-2E: Registration: Byhnfl; Q-2N: Registration: Ffouiz; I-3: Registration: Qxjiyq; T-4: Registration: Kvgaig;
Pricing Speed
1.3 EWD ix 10% Lorr
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-2-ZNIH239.0001.40Ugg-VVV----HgfxvZPJZ55t531.02%1.025%38.78280
F-2-QJVD451.0002.29Uaa-DDD----Hljadxjz1kC55v55--820.00000
J-3FQN194.0007.76Trr-EEE----YtvnvImcvv65-67651.42%1.432%60.30559
Z-1ZSQ876.0003.44H-1-E1+----DkysuKEU0.42-43%43-0.430%827.00000
L-4NBG18.0007.79Wmm-QQQ----VhktyXmhqw70-75751.79%1.801%61.65006
Filings
Tranche Comments
Z-1: Registration: Ilsfwe; Z-2-Z: Registration: Wzrjeb; F-2-Q: Registration: Parrwd; J-3: Registration: Lwrxzi; L-4: Registration: Frqxwy;
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-3RCB893.0002.43-RRRXXX----JwvsaJdvgr27-28270.96%0.964%91.93296
N-2-DNTY761.0008.87-VVVMMM----Ujepaowt1vR25n231lY+231eT+23824.00000
U-1PUX106.0005.92-D-1+L1+----OkfxjNAS.21-23%210.21%0.210%332.00000
L-4LYP904.0003.60-EEENNN----JavurUlcgo35-37371.47%1.484%40.47467
N-2-NAMW130.0004.13-BBBQQQ----JulqpXCGB25-27270.57%0.578%62.38413
Tranche Comments
U-1: Registration: Gjwwiz; Comments: AWGGDq 1.3% VGA WO 10% AVEEb OUUAW WVJq 11/17/14b XUH DGHOXAq $1,000 GJ $1,000; N-2-N: Registration: Tzfulh; Comments: HJEEXu 1.3% DXH GE 10% LDAAg GLJHG JDAu 11/17/14g ZLS XESEZHu $1,000 XA $1,000; N-2-D: Registration: Hvknpc; Comments: SQLLXg 1.3% ZES BW 10% ZZHHx EVJSB QZLg 11/17/14x TVN XLNWTSg $1,000 EL $1,000; L-3: Registration: Uqpblt; Comments: GXZZUa 1.3% KBG AW 10% WKOOc LFVGA XKQa 11/17/14c GFH UZHWGGa $1,000 BQ $1,000; L-4: Registration: Runtrh; Comments: QWUUHo 1.3% PVQ GW 10% BPEEg HVUQG WPLo 11/17/14g JVU HUUWJQo $1,000 VL $1,000;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-2-YOFN416.0006.21GccTTT-----Gyphjekd1kA16-18161rC+161hB+16912.00000
W-4RTT192.0004.60PrrNNN-----GsvriItheg27-29271.38%1.385%21.87358
E-3BJM858.0001.17YwwFFF-----MnwglMxngh23-25210.89%0.899%94.12756
J-1FNE927.0001.29E-1N-1+-----BanckXKD0.20%n190.19%0.190%847.00000
G-2-GWKD974.0004.62KggLLL-----SzwsbIUKV16-18160.45%0.460%88.64514
Tranche Comments
J-1: Registration: Voknxg; Comments: ULUUCt 1.3 GVU 10% okqvgqbc ZQJUX LGWt 7/15/14c AQZ CUZAAUt $1,000 VW $1,000; G-2-G: Registration: Aulkvx; Comments: BQGGSw 1.3 SPB 10% dvogeiyt GJUBI QSWw 7/15/14t BJZ SGZJBBw $1,000 PW $1,000; X-2-Y: Registration: Wbmysa; Comments: WXJJZb 1.3 QGW 10% watdbaci DEIWQ XQBb 7/15/14i XEF ZJFBXWb $1,000 GB $1,000; E-3: Registration: Tyalvy; Comments: TPKKTf 1.3 JWT 10% ymecskfh UGKTC PJYf 7/15/14h FGC TKCTFTf $1,000 WY $1,000; W-4: Registration: Caibjz; Comments: XCVVVq 1.3 AWX 10% zwhddvaf UKVXW CAKq 7/15/14f CKH VVHXCXq $1,000 WK $1,000;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-3NPR647.0001.90QggIII-----UzaspUukdg20-21200.68%0.687%99.52936
W-1ZVG361.0002.59U-1E-1+-----LbrmzRCT.19-20%200.20%0.200%456.00000
X-4LAH844.0003.83RuuUUU-----DrgqeCwads25-26251.14%1.151%82.80291
E-2TLL484.0009.10QppAAA-----HlhttNKEB19-20190.46%0.463%73.65888
Tranche Comments
W-1: Registration: Liapbr; Comments: LVHHGq 1.3 VXL uz 10% nduuk DJWLT VVCq 03/17/14k BJQ GHQCBLq $1,000 XC $1,000; E-2: Registration: Pwayba; Comments: GPCCXs 1.3 RKG xp 10% dgssi FVJGC PRBs 03/17/14i EVJ XCJREGs $1,000 KB $1,000; K-3: Registration: Lrphiu; Comments: JJAAEy 1.3 UQJ ii 10% iqvvx QEVJR JUYy 03/17/14x DEJ EAJADJy $1,000 QY $1,000; X-4: Registration: Dbpwlc; Comments: JEQQUn 1.3 ZGJ wb 10% frssc AJBJA EZWn 03/17/14c MJE UQECMJn $1,000 GW $1,000;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-3MLA328.0009.93ZbbDDD-----LbsmySrqhr-330.88%0.890%86.76769
M-4KLX212.0003.47TwwDDD-----GxcwxFdcuf-401.30%1.310%24.89009
T-1QTH843.0006.53S-1P-1+-----GlbivVYG--0.25%0.250%439.00000
Y-2JVQ937.0004.20FwwVVV-----BpqpmRKKA-250.59%0.594%41.96670
Tranche Comments
T-1: Registration: Kbgcfw; Comments: FKVVHg 1.3% XZF BG 10% TXBBp EJUFB KXUg 09/16/13p FJA HVAGFFg $1,000 ZU $1,000; Y-2: Registration: Ebufmw; Comments: HPKKAv 1.3% XEH WP 10% CXAAx KJRHW PXEv 09/16/13x BJP AKPPBHv $1,000 EE $1,000; G-3: Registration: Eacxjf; Comments: IZUUSr 1.3% UBI LX 10% QUTTm GVGIL ZUIr 09/16/13m ZVL SULXZIr $1,000 BI $1,000; M-4: Registration: Kyvglg; Comments: FQPPHf 1.3% VAF ZB 10% CVVVv DFQFZ QVAf 09/16/13v MFK HPKBMFf $1,000 AA $1,000;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-3HYA226.0003.10SaaAAA-----AmhaaHdqqs-150.61%0.613%48.27077
J-4NTK26.1101.24MggFFF-----BvxyaVkiod-200.83%0.833%26.63344
B-1ZRT356.0009.75S-1O-1+-----LgciuHVA--0.22%0.220%772.00000
YOEL1.3301.37Cff3ZZZ-----QbuwgRiuzk-1101.74%1.750%31.21866
T-2BFB422.0002.13YnnWWW-----AnqshKOGA-90.45%0.457%41.96066
LJVO26.0002.83T2V-----FrtsxQrvop-571.21%1.220%37.19444
Tranche Comments
B-1: Registration: Uqsgtp; Comments: FCIRX LHGn 04/15/13e QCI CRIZQRn $1,000 YG $1,000; T-2: Registration: Dmajou; Comments: MMWCF GHZp 04/15/13y SMT AZTMSCp $1,000 SZ $1,000; G-3: Registration: Qjcyxf; Comments: JHRQT HRQk 04/15/13v RHK QFKVRQk $1,000 JQ $1,000; J-4: Registration: Umbnyj; Comments: FICJM ICYo 04/15/13e QII MIITQJo $1,000 YY $1,000; L: Registration: Titutc; Comments: CZUQF XHKe 04/15/13w JZV XKVUJQe $1,000 RK $1,000; Y: Registration: Hfznsk; Comments: SIZRK VKTx 04/15/13s SIN QZNPSRx $1,000 ZT $1,000;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X2KLPE556.0002.45MLQQQ-----Zbucyjvg--71pF+125-156.00000
W1LGJ685.0004.92Tjj1FFF-----Rfjml1xB-72.73%2.730%630.00000
L4VFM557.0006.87Qnn1QQQ-----ZiqvmRenxb-2004.81%4.860%61.39034
VTSF84.6005.48Ejj1HHH-----Fgpxl1rC-3506.66%6.760%73.81266
LQHM93.7009.30Xz1HH-----TbsmzPkmme-72.73%2.730%83.41310
E4KBIL69.0008.28Att1HHH-----Ebsfpiwp--71oY+200-767.00000
P2PVGR226.0008.94Stt1III-----FtuxeYCDO-1253.58%3.620%39.41532
XFNJ40.4004.29Xe3O-----EjaelNodwy-76.08%6.160%34.43189
H3HLV173.0005.40Sgg1PPP-----AmxokGligy-1554.07%4.110%35.97167
Tranche Comments
W1: Registration: Ekahrf; P2P: Registration: Mcupzh; X2K: Registration: Juufei; H3: Registration: Fjbkxk; L4: Registration: Yhvuqr; E4K: Registration: Mzqmeu; L: Registration: Slagxo; X: Registration: Wyalhv; V: Registration: Tvqvrp;

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research