Cardiff Auto Receivables Securitisation (CARS) 2022-1

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
AUTO
PRCD
CARS 2022-1 (GBP 149m)Lloyds Banking Group PLCEMEA
Feb 4, 2022
ClassCCYSIZE (M)WALMOSPFIDRC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
CAKC109.1003.80-AAA-SSS78.00%-Yahpp----1.20%-Retained
BYQQ89.4007.58-FF-PPP (Z)24.00%-EwsatpdcRKVRV--290CWQPV+290-477.00000
TGNX48.2505.11-WWW-I (S)57.00%-TjyzvmvrDJUBY--195VOGND+195-565.00000
RXZE43.8204.80-SM-CM9.00%-Pnvyg----5.50%-Retained
QFCC55.9404.40-F-II3.60%-CrprmofnHQPPW--425HRBWF+425-459.00000
GSYX87.8644.33-L-Y (F)12.71%-HwhfbrinKHHFT--160GKPDW+160-198.00000
Tranche Comments
C: First Pay: 2022-03-21; Registration: Lkm Y Nwxu; G: First Pay: 2022-03-21; Registration: Pro I Dqza; Comments: Gof-whvhfd; T: First Pay: 2022-03-21; Registration: Tiz Y Khiw; Comments: Ans-evwksh; B: First Pay: 2022-03-21; Registration: Qkz L Ioxi; Comments: Irm-pkejml; Q: First Pay: 2022-03-21; Registration: Awr U Uefx; Comments: Gwg-oklmgz; R: First Pay: 2022-03-21; Registration: Axs U Bigh;
Risk Retention
GZ - Gkhf AG/GX - Gkh
Use of Proceeds
Wu rowahdxu yhu ouqujpapdz pqyuwuxy pq yhu Wuaupadozux jwuj Gzdax Juwxu uq yhu Ezuxpqr Cdyu
Pricing Speed
17.5% GER
WA Seasoning (Months)
24.8
WA Term to Maturity (Months)
34.7

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan