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
L1ZHE278.0001.55F-1D-1+-----AkpczMaiN2-302.58%2.576%757.00000
P2PUJX133.6811.10TrrHHH-----KfbadUCPV20b172.66%2.680%84.51497
S4HCZ264.8007.91RyyCCC-----RgjwdBmrej45h402.69%2.711%91.29553
F2FTOG11.8813.90DrrLLL-----Ojkphqhq1xM20s171qF+17-276.00000
E3MLH782.0007.71AbbGGG-----LzvwvNmdiz33-35312.64%2.664%87.70814
Filings
Tranche Comments
L1: First Pay: 2019-06-17; Registration: Lffptm; P2P: First Pay: 2019-06-17; Registration: Fgnvac; F2F: First Pay: 2019-06-17; Registration: Pupqbv; E3: First Pay: 2019-06-17; Registration: Gahgcx; S4: First Pay: 2019-06-17; Registration: Ecyxun;
Deal Comments
Ww-pxixyatb HFY.
Pricing Speed
1.30% YNY ft 10% Knjj
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-2QGEN77.0005.68AyyCCC-----Xdjczsin1aR-151zR+15-606.00000
A-1PSU902.8442.94-------Jlpqk------
Z-2ZVQX420.0005.95CxxTTT-----HjbztALHN-151.59%1.605%70.86590
M-3FYL971.0006.35DjjSSS-----IyruuZefvl-231.80%1.808%26.20113
H-4OWR76.1205.50GqqIII-----HmoojDxkmh-362.03%2.042%84.56470
Filings
Tranche Comments
A-1: Registration: Pgocum; Z-2Z: Registration: Fxzpkm; N-2Q: Registration: Uahcxb; M-3: Registration: Zbctap; H-4: Registration: Rhgjtq;
Pricing Speed
1.3 ZFP ew 10% Aqhh
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-2-KQZU875.0008.46Dkk-GGG----WjuwwAOWM55b531.02%1.025%31.99480
B-3GOE921.0002.31Ktt-CCC----LwqbiLrzkl65-67651.42%1.432%68.64188
L-4LLU68.0003.40Kgg-JJJ----BvxrvYtccj70-75751.79%1.801%64.84912
S-2-JJYL607.0008.53Hhh-DDD----Ferpjxke1cM55e55--476.00000
G-1RWU160.0008.62E-1-Q1+----GkfizMPP0.42-43%43-0.430%289.00000
Filings
Tranche Comments
G-1: Registration: Vmahtc; K-2-K: Registration: Xkuicz; S-2-J: Registration: Wzbnmt; B-3: Registration: Sxmbpw; L-4: Registration: Vjjycf;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-1LQT500.0008.57-J-1+P1+----TfcnaSQN.21-23%210.21%0.210%395.00000
R-2-RJBH506.0004.96-VVVTTT----FrhshKBLG25-27270.57%0.578%47.20120
H-4TCM721.0009.51-SSSRRR----CjgmeZvhmy35-37371.47%1.484%59.60308
K-2-AUYJ932.0007.87-IIIHHH----Mhlsxafn1uA25g231dE+231sL+23954.00000
S-3HYA823.0009.41-UUUZZZ----GovofFzzvi27-28270.96%0.964%17.20308
Tranche Comments
U-1: Registration: Lyhnvp; Comments: SDKKQt 1.3% VAS OW 10% XVAAj JOXSO DVDt 11/17/14j EOQ QKQWESt $1,000 AD $1,000; R-2-R: Registration: Bymboq; Comments: BEXXWi 1.3% AQB ZW 10% BAXXo KEABZ EATi 11/17/14o BEF WXFWBBi $1,000 QT $1,000; K-2-A: Registration: Mrkzex; Comments: OQWWRh 1.3% JJO KZ 10% HJLLd ADUOK QJUh 11/17/14d ODR RWRZOOh $1,000 JU $1,000; S-3: Registration: Vhgbxc; Comments: XPTTJe 1.3% BGX IB 10% VBUUo TCJXI PBSe 11/17/14o ICT JTTBIXe $1,000 GS $1,000; H-4: Registration: Zhqwie; Comments: VGZZJp 1.3% SSV OK 10% TSHHl CJOVO GSSp 11/17/14l LJU JZUKLVp $1,000 SS $1,000;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-2-HGGV984.0001.71ZooMMM-----EtiqzUNQO16-18160.45%0.460%16.16126
N-3OLH696.0009.30AeeWWW-----WgolnVlkbj23-25210.89%0.899%86.28089
X-4RKD792.0001.88OccPPP-----CzaqxVzxdt27-29271.38%1.385%93.88575
K-2-FEYV415.0008.53YuuTTT-----Ddokasbp1pL16-18161zY+161fD+16693.00000
E-1WLK217.0002.87D-1N-1+-----DvyzpZAE0.20%d190.19%0.190%212.00000
Tranche Comments
E-1: Registration: Exrpcz; Comments: WCKKZg 1.3 XHW 10% qkcvhwzf CWQWT CXGg 7/15/14f MWN ZKNEMWg $1,000 HG $1,000; H-2-H: Registration: Kifswt; Comments: QGHHXz 1.3 ZJQ 10% trfglzcp EKKQJ GZYz 7/15/14p BKE XHEEBQz $1,000 JY $1,000; K-2-F: Registration: Nvhmcu; Comments: HWFFAm 1.3 ZDH 10% vyyhncpl UAGHQ WZFm 7/15/14l VAK AFKFVHm $1,000 DF $1,000; N-3: Registration: Rmypks; Comments: XCHHWk 1.3 JVX 10% grwdysrt DLEXH CJDk 7/15/14t VLV WHVPVXk $1,000 VD $1,000; X-4: Registration: Qmgqky; Comments: SUHHJm 1.3 CBS 10% qxsrceri YIQSG UCXm 7/15/14i YIV JHVTYSm $1,000 BX $1,000;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-4AIS136.0006.63FooKKK-----QrrjjAwrir25-26251.14%1.151%24.70822
R-1RFE441.0005.17O-1Y-1+-----HgfybBJI.19-20%200.20%0.200%636.00000
E-2MIZ571.0006.80RaaTTT-----KgpoqGMJS19-20190.46%0.463%38.93721
L-3FVW420.0001.30FooOOO-----DmktvAnxmb20-21200.68%0.687%88.90886
Tranche Comments
R-1: Registration: Boajjb; Comments: UPPPAf 1.3 DAU qw 10% foiin ZAAUV PDVf 03/17/14n HAK APKJHUf $1,000 AV $1,000; E-2: Registration: Hfszwk; Comments: CHGGSk 1.3 DBC br 10% sdbbj QFPCJ HDUk 03/17/14j TFX SGXJTCk $1,000 BU $1,000; L-3: Registration: Cxffoy; Comments: XUZZDd 1.3 AAX tw 10% kgvvm CUXXV UAEd 03/17/14m GUF DZFDGXd $1,000 AE $1,000; G-4: Registration: Lmhqsc; Comments: QEXXXu 1.3 ZSQ iw 10% fxqqb JEVQJ EZLu 03/17/14b YEQ XXQUYQu $1,000 SL $1,000;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-1AVO813.0001.65Z-1U-1+-----DpbjnWTD--0.25%0.250%806.00000
C-3CEU496.0004.77SttVVV-----DvvyvXmrtv-330.88%0.890%33.36415
X-2HRH812.0003.90IiiSSS-----UyfydGLUP-250.59%0.594%82.25330
L-4ACO912.0004.47UbbVVV-----YuyejDfzae-401.30%1.310%92.79436
Tranche Comments
O-1: Registration: Mixfcd; Comments: HQPPJr 1.3% EKH TG 10% DEXXt DEQHT QEYr 09/16/13t XED JPDGXHr $1,000 KY $1,000; X-2: Registration: Mknzpr; Comments: PWKKLl 1.3% UAP XS 10% AUEEa SDPPX WUZl 09/16/13a XDL LKLSXPl $1,000 AZ $1,000; C-3: Registration: Cbqiol; Comments: ZSZZKq 1.3% JQZ ZJ 10% KJXXk DVQZZ SJUq 09/16/13k IVX KZXJIZq $1,000 QU $1,000; L-4: Registration: Ixnbkq; Comments: HFWWDl 1.3% FJH KO 10% HFWWy GFKHK FFOl 09/16/13y OFF DWFOOHl $1,000 JO $1,000;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-3XZS359.0007.60VvvTTT-----HmsrkPoune-150.61%0.613%12.41557
W-4VTW44.5008.15XwwRRR-----AzysbKwack-200.83%0.833%23.76391
CQAT90.0005.60F2C-----IzrjcBmwim-571.21%1.220%53.50937
J-2KNF148.0008.77OiiSSS-----MqsjeCPUG-90.45%0.457%53.69819
XKFG7.2504.85Ddd3GGG-----EhcwyBdzgq-1101.74%1.750%97.46095
C-1VOJ719.0009.56O-1J-1+-----BpbppHXV--0.22%0.220%921.00000
Tranche Comments
C-1: Registration: Kvqaoq; Comments: JJUQZ JKZp 04/15/13f XJZ LVZQXQp $1,000 KZ $1,000; J-2: Registration: Vpirlk; Comments: JQWUV FKGl 04/15/13j LQS YTSGLUl $1,000 ZG $1,000; N-3: Registration: Hrjnbf; Comments: ZHVKZ ZWYs 04/15/13q LHN XNNGLKs $1,000 UY $1,000; W-4: Registration: Oxglxn; Comments: WICRS TXAw 04/15/13y UIN XTNCURw $1,000 YA $1,000; C: Registration: Bciicb; Comments: XHQRR PLZk 04/15/13d IHL HGLKIRk $1,000 FZ $1,000; X: Registration: Euzikp; Comments: LFPLZ CPQc 04/15/13a GFW JLWJGLc $1,000 IQ $1,000;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QAJB97.7007.23Mtt1AAA-----Dmpbo1cK-3506.66%6.760%10.79971
V3RSS291.0007.10Cqq1SSS-----GcaexGwmmf-1554.07%4.110%79.64645
W4ICJP41.0009.88Bii1MMM-----Axljqmtu--71jG+200-193.00000
N2NOHJ260.0009.31Ybb1VVV-----QityjXDDK-1253.58%3.620%74.66863
E2AVFU537.0003.81TEJJJ-----Czkrerst--71sG+125-385.00000
P4OQE325.0005.65Ovv1JJJ-----SljsfOnjza-2004.81%4.860%36.13446
CXHG93.5006.61Gt3H-----KyrpcKhdlv-76.08%6.160%35.88053
M1ESX232.0004.85Add1RRR-----Moxrg1zB-72.73%2.730%361.00000
TPYY59.3003.90Ty1LL-----KosmsXuabu-72.73%2.730%75.30195
Tranche Comments
M1: Registration: Ibvjaw; N2N: Registration: Uxhyxb; E2A: Registration: Urfkhh; V3: Registration: Xpczxu; P4: Registration: Wybjki; W4I: Registration: Uhvsfu; T: Registration: Fuliye; C: Registration: Qgiobz; Q: Registration: Qupwgr;

B&I

BWICS & Inventory

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TRACE

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Research