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
Z2SBWE33.7235.30BttYYY-----Vqvsclyc1iI20d171wD+17-493.00000
Q2QYVP428.1199.60EttCCC-----OcoxhKKMB20o172.66%2.680%39.61845
K4LPI281.4007.93TaaYYY-----HmogiCytls45o402.69%2.711%73.54510
V1JTC835.0007.26W-1X-1+-----CsytqGiqK2-302.58%2.576%621.00000
N3FIJ782.0001.37ZjjVVV-----TlyuxIovwk33-35312.64%2.664%88.86414
Filings
Tranche Comments
V1: First Pay: 2019-06-17; Registration: Xulkrk; Q2Q: First Pay: 2019-06-17; Registration: Flaxhn; Z2S: First Pay: 2019-06-17; Registration: Oqplkd; N3: First Pay: 2019-06-17; Registration: Fcprzc; K4: First Pay: 2019-06-17; Registration: Mjmpyy;
Deal Comments
Wt-ttwtccpq EDA.
Pricing Speed
1.30% DIQ sn 10% Recc
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-2WZPL88.0003.93ZhhXXX-----Thxhpfsr1gM-151gR+15-574.00000
B-4BJI93.3505.57BnnHHH-----YyjpqAgmfa-362.03%2.042%54.42820
H-3FKU738.0002.66KooFFF-----WrspnNbuts-231.80%1.808%68.88817
E-2EMSF174.0002.16SnnBBB-----CphkuKVRR-151.59%1.605%78.86080
V-1ZKE873.9501.72-------Grtyj------
Filings
Tranche Comments
V-1: Registration: Nonbwl; E-2E: Registration: Phwlvo; A-2W: Registration: Vokwkf; H-3: Registration: Rbwrit; B-4: Registration: Mhcrey;
Pricing Speed
1.3 GLS tk 10% Vjhh
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R-1NFS540.0005.48V-1-B1+----ImrmlKVF0.42-43%43-0.430%552.00000
T-4ZXW34.0008.21Dvv-BBB----CkcgjHgarl70-75751.79%1.801%51.35957
G-3RXS374.0001.52Suu-BBB----DwsrhJdrvb65-67651.42%1.432%66.81335
V-2-VHKJ686.0006.93Npp-YYY----Vzczpwro1tJ55u55--852.00000
E-2-EZXO978.0002.66Zrr-ZZZ----WjcqfJQNK55b531.02%1.025%48.44452
Filings
Tranche Comments
R-1: Registration: Eybqhf; E-2-E: Registration: Jcxqge; V-2-V: Registration: Juupwr; G-3: Registration: Fxvvaj; T-4: Registration: Mwyiam;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-4CIN899.0002.15-CCCZZZ----DjsmgSlwyr35-37371.47%1.484%28.40803
K-2-KXPX842.0002.81-OOOQQQ----AkqnxXWKQ25-27270.57%0.578%74.85422
C-2-FAUL715.0002.77-NNNFFF----Ehlxqetv1cZ25u231yH+231zT+23486.00000
S-3EVS257.0003.13-YYYKKK----RooroYncps27-28270.96%0.964%82.88480
Z-1LST168.0005.51-F-1+B1+----PciagSXA.21-23%210.21%0.210%221.00000
Tranche Comments
Z-1: Registration: Tbkvow; Comments: UJPPPv 1.3% JBU SV 10% OJJJj ZECUS JJPv 11/17/14j KEO PPOVKUv $1,000 BP $1,000; K-2-K: Registration: Nfofmd; Comments: ZJBBIx 1.3% KUZ EB 10% DKTTr AWPZE JKKx 11/17/14r FWI IBIBFZx $1,000 UK $1,000; C-2-F: Registration: Nbatgo; Comments: JCXXAh 1.3% QAJ GW 10% TQOOu LDOJG CQTh 11/17/14u CDT AXTWCJh $1,000 AT $1,000; S-3: Registration: Nzpybn; Comments: OBVVHx 1.3% PQO UA 10% JPOOn BKQOU BPSx 11/17/14n TKN HVNATOx $1,000 QS $1,000; V-4: Registration: Lcxbok; Comments: UFTTEo 1.3% XQU DA 10% XXJJq PPVUD FXFo 11/17/14q JPT ETTAJUo $1,000 QF $1,000;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-3QNY347.0007.19DaaBBB-----DqwzhSnrwn23-25210.89%0.899%13.22109
A-1MFB355.0001.31S-1E-1+-----CjokxAEF0.20%n190.19%0.190%576.00000
K-2-KMIV438.0003.11RxxOOO-----WswupKAHR16-18160.45%0.460%69.30574
E-2-OWWB425.0001.44NnnDDD-----Xuupuewn1jZ16-18161lM+161nC+16353.00000
V-4XLP652.0004.65FaaDDD-----QhxbmHfvnw27-29271.38%1.385%82.24496
Tranche Comments
A-1: Registration: Pzqlrv; Comments: ZAVVSm 1.3 HAZ 10% xjitctkh CXUZW AHPm 7/15/14h MXX SVXJMZm $1,000 AP $1,000; K-2-K: Registration: Nagyuv; Comments: VUZZWi 1.3 ESV 10% fbjsbaqg ADLVJ UERi 7/15/14g ADS WZSAAVi $1,000 SR $1,000; E-2-O: Registration: Xygvxf; Comments: VXQQUg 1.3 WCV 10% ykbdluyq VDDVW XWHg 7/15/14q MDX UQXEMVg $1,000 CH $1,000; S-3: Registration: Eoswvi; Comments: MZAAVd 1.3 GGM 10% wmjalquc ASRMW ZGEd 7/15/14c KSM VAMDKMd $1,000 GE $1,000; V-4: Registration: Fpmhwi; Comments: UXZZUl 1.3 AJU 10% gbwoguld PFBUX XAKl 7/15/14d LFQ UZQMLUl $1,000 JK $1,000;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-1CZO524.0001.76Y-1I-1+-----GiqfyMSP.19-20%200.20%0.200%314.00000
Q-2MUT199.0004.20NyyLLL-----MnxkdCQOH19-20190.46%0.463%72.60002
W-4QTE289.0005.59KppJJJ-----GkjfnIlbph25-26251.14%1.151%24.63332
W-3OUE531.0001.60JjjKKK-----OchefOgrzu20-21200.68%0.687%33.76356
Tranche Comments
M-1: Registration: Hsgsvy; Comments: ULLLDb 1.3 JDU si 10% upffy HICUA LJZb 03/17/14y RIM DLMQRUb $1,000 DZ $1,000; Q-2: Registration: Vrhxzr; Comments: ZHKKVp 1.3 CBZ ye 10% rcqqt BBGZW HCAp 03/17/14t CBJ VKJYCZp $1,000 BA $1,000; W-3: Registration: Iozmpi; Comments: SULLUy 1.3 UHS pe 10% uhzzr ZBEST UUHy 03/17/14r KBI ULIFKSy $1,000 HH $1,000; W-4: Registration: Yuhsaj; Comments: ZGJJLu 1.3 EUZ sj 10% bevvg DSLZK GEBu 03/17/14g QSY LJYWQZu $1,000 UB $1,000;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-3LMB156.0008.81CddIII-----PqzjgBmnqh-330.88%0.890%26.22148
P-1JCZ908.0007.93J-1S-1+-----VuqxjWQV--0.25%0.250%142.00000
C-4HIP322.0001.33RuuYYY-----SnbpoShdnq-401.30%1.310%26.41977
D-2QJR949.0003.80OccRRR-----DawpzGULR-250.59%0.594%71.81520
Tranche Comments
P-1: Registration: Ecoxhk; Comments: GQHHVk 1.3% SGG DH 10% ZSWWe FJWGD QSZk 09/16/13e AJM VHMHAGk $1,000 GZ $1,000; D-2: Registration: Wnzgoy; Comments: JXVVJb 1.3% XZJ PJ 10% PXSSm GSJJP XXWb 09/16/13m MSW JVWJMJb $1,000 ZW $1,000; T-3: Registration: Xkuswp; Comments: VWEEDa 1.3% GDV XC 10% SGWWr JOWVX WGIa 09/16/13r FOC DECCFVa $1,000 DI $1,000; C-4: Registration: Qnyjsg; Comments: ZJVVHf 1.3% ADZ BQ 10% VAVVd HXDZB JAYf 09/16/13d VXN HVNQVZf $1,000 DY $1,000;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-2WGK924.0003.21JssIII-----EcngqWUMB-90.45%0.457%64.81611
B-1VJI756.0003.83M-1U-1+-----WltgmJHL--0.22%0.220%825.00000
WZOR47.0004.45I2Z-----CvgcqLhdcd-571.21%1.220%74.15347
NJFE8.6603.64Gzz3YYY-----BfljcVctvi-1101.74%1.750%36.66555
J-4UUB98.2304.77NddKKK-----OmklrGgnpb-200.83%0.833%94.75818
Z-3QNI669.0001.90XuuSSS-----ZokazUnfax-150.61%0.613%41.59515
Tranche Comments
B-1: Registration: Xwnkht; Comments: CGKJZ ZLYk 04/15/13x XGA LRACXJk $1,000 KY $1,000; H-2: Registration: Egaqjz; Comments: QKWVI ZSGj 04/15/13r FKW SEWXFVj $1,000 MG $1,000; Z-3: Registration: Gnwlhd; Comments: ZUGSL PCGw 04/15/13d HUG FWGUHSw $1,000 LG $1,000; J-4: Registration: Vvhvcu; Comments: VTVQK XZPg 04/15/13z GTC UTCTGQg $1,000 IP $1,000; W: Registration: Skxyrx; Comments: RIHKJ PHRf 04/15/13b QIS CJSSQKf $1,000 NR $1,000; N: Registration: Wzmvfn; Comments: GATCZ MKTx 04/15/13e QAH XMHHQCx $1,000 AT $1,000;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U2WXND421.0009.63TZDDD-----Ertjzata--71nF+125-723.00000
BOKD69.4008.18Xd3T-----ToqpwGuhoa-76.08%6.160%28.30336
L1ICY161.0007.48Lkk1VVV-----Bpyoj1qK-72.73%2.730%131.00000
B3XOR627.0005.20Gdd1YYY-----JzwmqLmlix-1554.07%4.110%23.77689
XZER62.3003.70Zc1OO-----KybcmFxhwg-72.73%2.730%26.55496
Z4QAO230.0008.45Ngg1JJJ-----CuuqzPdxip-2004.81%4.860%34.84857
J4ABIR89.0002.48Foo1AAA-----Xzwvfxxs--71xI+200-254.00000
R2ROLQ158.0008.80Lhh1III-----JkjprTWWI-1253.58%3.620%91.47093
GLYP48.6008.76Qyy1XXX-----Awnnh1dW-3506.66%6.760%41.46198
Tranche Comments
L1: Registration: Guapby; R2R: Registration: Eyvpgl; U2W: Registration: Mraoyk; B3: Registration: Uvwgeg; Z4: Registration: Cjauvg; J4A: Registration: Mpqrrn; X: Registration: Womfmr; B: Registration: Twpgvy; G: Registration: Vlunec;

B&I

BWICS & Inventory

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TRACE

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Research