Cardiff Auto Receivables Securitisation

Deals

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: First Pay: 2022-03-21; Registration: Reg S Only; B: First Pay: 2022-03-21; Registration: Reg S Only; Comments: Pre-placed; C: First Pay: 2022-03-21; Registration: Reg S Only; Comments: Pre-placed; D: First Pay: 2022-03-21; Registration: Reg S Only; Comments: Pre-placed; E: First Pay: 2022-03-21; Registration: Reg S Only; Comments: Pre-placed; F: First Pay: 2022-03-21; Registration: Reg S Only;
Risk Retention
US - Yes; EU/UK - Yes
Use of Proceeds
To purchase the beneficial interest in the Receivables from Black Horse on the Closing Date
Pricing Speed
17.5% CPR
WA Seasoning (Months)
16.5
WA Term to Maturity (Months)
29.9
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QYGQ841.420--OI-XP--Oksey---4.000%-Retained
JTYB919.0002.93-XXX-JJJ58.10%-QxxdexfgDSYOJ65n-JBTKE+63-311.00000
KHUM81.6409.70-F-R (Y)67.00%-AddbwjkxJMRON--SUVNV+225-310.00000
Tranche Comments
J: First Pay: 2020-01-16; Registration: Gfk Y Oivx; K: First Pay: 2020-01-16; Registration: Siu Q Sbpv; Q: First Pay: 2020-01-16; Registration: Hdm I Kaqa;
Risk Retention
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WA Seasoning (Months)
5.15
WA Term to Maturity (Months)
47.72
Reset
Yes

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