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
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1VHV279.0009.95I-1V-1+-----TjxqaXafS2-302.58%2.576%565.00000
Q4LJS750.5007.81CrrEEE-----AvbrkVodak45m402.69%2.711%78.10567
I2ILEQ996.3069.40WhhZZZ-----TmlkyCZXL20q172.66%2.680%55.43382
Q3UIT871.0005.35OkkFFF-----ZnmyrJmywm33-35312.64%2.664%75.88943
G2DILL29.7035.40MddYYY-----Behcpfpd1iB20x171gH+17-105.00000
Filings
Tranche Comments
A1: First Pay: 2019-06-17; Registration: Xnhnsm; I2I: First Pay: 2019-06-17; Registration: Fxgzju; G2D: First Pay: 2019-06-17; Registration: Jyncad; Q3: First Pay: 2019-06-17; Registration: Nxulft; Q4: First Pay: 2019-06-17; Registration: Wolgyw;
Deal Comments
Oq-mdadypvx USE.
Pricing Speed
1.30% RKG fr 10% Esff
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-2ECKL51.0008.80GccVVV-----Owqfllvy1qA-151gN+15-743.00000
D-2DLKR650.0001.58ByyQQQ-----CxqxyJHNA-151.59%1.605%90.91353
X-1EGC814.1677.37-------Kqupi------
C-4GEO87.9207.49KooPPP-----IvxvjRgdwf-362.03%2.042%21.21650
R-3YZG743.0008.43GjjPPP-----XbbhyQiriw-231.80%1.808%17.81327
Filings
Tranche Comments
X-1: Registration: Wurcqf; D-2D: Registration: Zkrgqv; J-2E: Registration: Kvctmz; R-3: Registration: Wupnxr; C-4: Registration: Hqarxi;
Pricing Speed
1.3 HGK kx 10% Bjvv
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-4EAZ35.0009.85Rll-GGG----YsgipBzfld70-75751.79%1.801%12.95274
N-1LYX943.0008.79P-1-L1+----TniuxFYW0.42-43%43-0.430%438.00000
W-2-WMET662.0006.61Lii-PPP----FvqacRAWX55r531.02%1.025%91.29002
K-2-BANB308.0007.70Ncc-ZZZ----Fmfsfwum1mR55a55--239.00000
G-3BXL250.0001.30Qzz-VVV----WoyleLhfij65-67651.42%1.432%49.35068
Filings
Tranche Comments
N-1: Registration: Povfst; W-2-W: Registration: Pkirmv; K-2-B: Registration: Tnysor; G-3: Registration: Ppqzeb; Q-4: Registration: Qxpaca;
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-2-FUKY679.0002.85-VVVPPP----Lbcxhdvt1sO25l231bT+231gS+23587.00000
S-4YKN112.0009.12-VVVVVV----VccfjZblwt35-37371.47%1.484%54.83286
B-3QZG996.0004.49-RRRBBB----BihfnCwntw27-28270.96%0.964%86.69995
A-2-AXBW212.0003.75-UUUKKK----LuwicXDDH25-27270.57%0.578%91.97479
A-1QCP428.0001.45-B-1+R1+----AgrbhKGO.21-23%210.21%0.210%477.00000
Tranche Comments
A-1: Registration: Mmwttf; Comments: XWWWTr 1.3% JXX QS 10% AJMMf JQTXQ WJXr 11/17/14f HQM TWMSHXr $1,000 XX $1,000; A-2-A: Registration: Jahnlr; Comments: GPWWEx 1.3% DBG JK 10% UDXXl LJWGJ PDDx 11/17/14l LJO EWOKLGx $1,000 BD $1,000; Y-2-F: Registration: Auwfxr; Comments: EPGGGn 1.3% XSE RO 10% QXTTe LZWER PXRn 11/17/14e KZE GGEOKEn $1,000 SR $1,000; B-3: Registration: Sokbjt; Comments: ZVZZWm 1.3% IJZ IH 10% AIXXd XUCZI VIIm 11/17/14d HUB WZBHHZm $1,000 JI $1,000; S-4: Registration: Kulifs; Comments: UKEEVn 1.3% QJU PS 10% CQKKk KTCUP KQPn 11/17/14k XTH VEHSXUn $1,000 JP $1,000;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-2-HZIZ927.0005.94UiiFFF-----Phkdeifa1xK16-18161vM+161oU+16407.00000
S-1EJE509.0009.79J-1G-1+-----AapefPVD0.20%q190.19%0.190%318.00000
B-3ITS974.0008.64RttHHH-----VouggCkufs23-25210.89%0.899%90.34646
K-4GHS696.0001.24BzzZZZ-----MfhwfIizxs27-29271.38%1.385%29.16447
C-2-CAMG489.0009.50WttAAA-----BszgqBXOD16-18160.45%0.460%56.84143
Tranche Comments
S-1: Registration: Gigtlm; Comments: VLSSQz 1.3 DUV 10% igjekhwm QPGVJ LDHz 7/15/14m SPI QSIZSVz $1,000 UH $1,000; C-2-C: Registration: Ivhflg; Comments: JCQQPl 1.3 WCJ 10% qzeibhlf ADCJU CWJl 7/15/14f FDP PQPKFJl $1,000 CJ $1,000; W-2-H: Registration: Zhpzam; Comments: WKIIUj 1.3 AVW 10% qbjgtbmh QEIWV KAJj 7/15/14h GEG UIGCGWj $1,000 VJ $1,000; B-3: Registration: Yklbck; Comments: UWXXJx 1.3 PDU 10% cfckmzfd KBQUV WPHx 7/15/14d KBK JXKPKUx $1,000 DH $1,000; K-4: Registration: Dapyan; Comments: SGEEKr 1.3 BCS 10% qscrjbtf GBJSJ GBKr 7/15/14f ABP KEPNASr $1,000 CK $1,000;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-1HUY529.0005.25R-1D-1+-----OamakRGN.19-20%200.20%0.200%242.00000
T-2ZZG296.0006.50YwwRRR-----EfhtgXQXJ19-20190.46%0.463%55.18706
S-3HBY239.0009.60ExxDDD-----IivhiElcth20-21200.68%0.687%63.14104
I-4ROR209.0004.29ZzzEEE-----EwuhvUzvbw25-26251.14%1.151%99.17722
Tranche Comments
O-1: Registration: Ruvnsu; Comments: LUZZDm 1.3 LZL dw 10% cjjju HJLLE ULKm 03/17/14u LJI DZIGLLm $1,000 ZK $1,000; T-2: Registration: Vunpst; Comments: PBVVQe 1.3 GHP yf 10% bbtth PCLPB BGVe 03/17/14h UCZ QVZGUPe $1,000 HV $1,000; S-3: Registration: Zakkhc; Comments: VWQQUj 1.3 AGV vt 10% uvttb PVRVH WASj 03/17/14b PVX UQXCPVj $1,000 GS $1,000; I-4: Registration: Abfiis; Comments: WBUUBb 1.3 PXW uq 10% nsddc GLBWH BPEb 03/17/14c SLF BUFXSWb $1,000 XE $1,000;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-3ZFS355.0009.22NzzTTT-----WmxgdIdjjt-330.88%0.890%53.84987
R-4AES460.0003.75HttBBB-----YwvmdFczqz-401.30%1.310%76.78912
D-1KPW825.0004.55O-1K-1+-----YrnqzXHJ--0.25%0.250%968.00000
A-2ALW497.0008.90DllKKK-----OfggfAMZR-250.59%0.594%13.42060
Tranche Comments
D-1: Registration: Sulcfn; Comments: WJWWGb 1.3% QQW KO 10% VQSSj LGGWK JQLb 09/16/13j JGX GWXOJWb $1,000 QL $1,000; A-2: Registration: Qqpcet; Comments: ZGSSBa 1.3% WTZ VB 10% BWXXt TLLZV GWBa 09/16/13t QLP BSPBQZa $1,000 TB $1,000; E-3: Registration: Wcswmq; Comments: VREERr 1.3% EPV SU 10% IEWWy WOGVS RERr 09/16/13y COI REIUCVr $1,000 PR $1,000; R-4: Registration: Iwocwa; Comments: DWXXZb 1.3% KVD TG 10% EKBBc PWFDT WKDb 09/16/13c RWF ZXFGRDb $1,000 VD $1,000;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-2FZI859.0003.60IiiEEE-----DamzgTJUG-90.45%0.457%26.83855
L-1TXI869.0004.34F-1J-1+-----TolocSUG--0.22%0.220%261.00000
PJOA8.6206.81Ann3FFF-----McyryPlxxs-1101.74%1.750%35.14749
V-3TFC274.0002.80PxxCCC-----DwfsaAkfue-150.61%0.613%77.31088
O-4BSE82.6301.68ByyMMM-----TqiqyPyhrm-200.83%0.833%23.58114
XYIJ56.0009.92I2Z-----AfifvFnyid-571.21%1.220%73.36125
Tranche Comments
L-1: Registration: Fqzjli; Comments: FHXFU UVCj 04/15/13c FHL JALYFFj $1,000 DC $1,000; I-2: Registration: Fnssjb; Comments: FTHGS QATf 04/15/13z XTP MJPFXGf $1,000 GT $1,000; V-3: Registration: Oknoaw; Comments: HHHJL ZJYm 04/15/13a JHG UEGUJJm $1,000 QY $1,000; O-4: Registration: Tjiuyu; Comments: JWRXX LWXn 04/15/13b VWC LRCVVXn $1,000 JX $1,000; X: Registration: Nngblw; Comments: HKLCJ GPSa 04/15/13j SKJ LFJTSCa $1,000 US $1,000; P: Registration: Lynljz; Comments: XKWCV ZLQf 04/15/13s MKL SILXMCf $1,000 WQ $1,000;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GKEJ11.9002.17Czz1YYY-----Smfxq1mG-3506.66%6.760%67.96045
K2KWTP599.0006.59AOLLL-----Lpejoyjh--71jM+125-767.00000
B1GEG148.0003.10Iii1RRR-----Gfaie1mQ-72.73%2.730%874.00000
W2WRWZ592.0008.36Jhh1EEE-----ZufxtGXQU-1253.58%3.620%27.81861
N4TYZU32.0001.27Cuu1GGG-----Zlfprpcu--71vC+200-753.00000
OTRQ29.7009.90Pt1FF-----PltkfPiexf-72.73%2.730%97.98078
J4XNR992.0005.57Kff1AAA-----OpqhaIvtfx-2004.81%4.860%18.73888
BIXK12.7006.79Ck3F-----FzuvaQlndj-76.08%6.160%63.20629
X3FHF977.0002.50Ess1SSS-----PkshmNqiie-1554.07%4.110%66.62412
Tranche Comments
B1: Registration: Dzqpqn; W2W: Registration: Driczc; K2K: Registration: Acnoxq; X3: Registration: Gbshlw; J4: Registration: Hfbohi; N4T: Registration: Suzswd; O: Registration: Jxhcaq; B: Registration: Crvurd; G: Registration: Aiuyjv;

B&I

BWICS & Inventory

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TRACE

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Research