Cardiff Auto Receivables Securitisation (CARS) 2022-1

ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AGBP414.8001.10-AAA-AAA32.00%-Fixed---1.20%-Retained
BGBP65.5752.23-A-A (H)21.25%-FloatingSONIA-160SONIA+160-100.00000
CGBP32.0252.54-BBB-A (L)16.00%-FloatingSONIA-195SONIA+195-100.00000
DGBP30.5002.69-BB-BBB (L)11.00%-FloatingSONIA-290SONIA+290-100.00000
EGBP21.3502.70-B-BB7.50%-FloatingSONIA-425SONIA+425-100.00000
FGBP45.7502.70-NR-NR--Fixed---5.50%-Retained
Tranche Comments
A: Registration: Reg S Only; B: Registration: Reg S Only; Comments: Pre-placed; C: Registration: Reg S Only; Comments: Pre-placed; D: Registration: Reg S Only; Comments: Pre-placed; E: Registration: Reg S Only; Comments: Pre-placed; F: Registration: Reg S Only;
Risk Retention
Black Horse will retain a material net economic interest of not less than 5% in the securitisation in accordance with Article 6(1) of the UK Securitisation Regulation (the "UK Retention Requirement") by retaining the first loss tranche so that the retention equals in total not less than 5 % of the nominal value of the securitised exposures in accordance with Article 6(3)(d) of the UK Securitisation Regulation
WA Seasoning (Months)
16.5
WA Term to Maturity (Months)
29.9