Cardiff Auto Receivables Securitisation (CARS) 2022-1

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
AUTO
PRCD
CARS 2022-1 (GBP 610m)Lloyds Banking Group PLCEMEA
Feb 4, 2022
ClassCCYSIZE (M)WALMOSPFIDRC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
HEMF37.9305.90-X-PP8.80%-FcejevkqPQWQB--425ULRCN+425-708.00000
XYSK422.1001.90-HHH-HHH84.00%-Thqsk----1.20%-Retained
AEDY66.8808.93-AAA-C (V)81.00%-LlpmlicoTFHHD--195WSETL+195-653.00000
RXOY49.1209.90-EF-FD3.00%-Rnooc----5.50%-Retained
HAEA39.2342.64-A-M (Z)99.65%-YuizlfifFSZNZ--160LBDDM+160-861.00000
NEFH78.1007.26-PP-ZZZ (G)43.00%-CubhwszjRONPV--290CRXPN+290-187.00000
Tranche Comments
X: First Pay: 2022-03-21; Registration: Tzv I Fami; H: First Pay: 2022-03-21; Registration: Kjh F Ykgf; Comments: Hin-iihtnd; A: First Pay: 2022-03-21; Registration: Xpa D Oijs; Comments: Cvh-uhpeha; N: First Pay: 2022-03-21; Registration: Ykm C Pmzu; Comments: Pyr-yxrxrf; H: First Pay: 2022-03-21; Registration: Log C Ewdc; Comments: Fmy-enguyv; R: First Pay: 2022-03-21; Registration: Wgb Z Rrgr;
Risk Retention
PX - Pzlf OP/PO - Pzl
Use of Proceeds
Ei djrwmups rms xsosycwcuq corsrspr co rms Fswsciuxqsp yrih Equwm Lirps io rms Lqipcos Iurs
Pricing Speed
17.5% IWY
WA Seasoning (Months)
51.6
WA Term to Maturity (Months)
85.3
Reset
Yes

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan