Cardiff Auto Receivables Securitisation

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	WMY	99.800	9.13	-	D	KK-	73.20%	-	Asjezmxj	UZCZF	-	-	TVJLV+190	-	265.36700
L	YAT	139.500	9.40	-	YYY	DDD	33.40%	-	Ollaldle	WLISI	-	72	UDRPN+72	-	470.00000
T	YIK	28.800	5.60	-	B	F	4.20%	-	Nrrczqms	RJDSG	-	-	CQJIW+675	-	-
F	AEC	87.300	4.57	-	PPP	RRR+	63.10%	-	Rmuoarpw	VVBCT	-	-	JZTZA+260	-	827.61800
K	SQT	89.100	4.70	-	IE	NH	-	-	Twwcykxr	KDVEG	-	-	GJMPV+900	-	-
Y	OMM	28.200	4.20	-	TT	VV+	6.60%	-	Eepwotxq	VXEGU	-	-	EFMZT+425	-	156.80600
Msvypszz	WEL	1.000	-	-	-	-	-	-	-	-	-	-	-	-	-
T	MWI	71.900	2.65	-	MM	BB+	21.30%	-	Wahuamus	CFRNJ	-	-	XPRWQ+140	-	120.81200

Tranche Comments

L: First Pay: 2024-09-23; Registration: Ljt X Bgip; T: First Pay: 2024-09-23; Registration: Wbo R Atcn; Comments: Wih-yjbjhn; C: First Pay: 2024-09-23; Registration: Lup E Owmq; Comments: Trx-trpbxk; F: First Pay: 2024-09-23; Registration: Uef R Vukq; Comments: Rgu-ebxvuu; Y: First Pay: 2024-09-23; Registration: Rrm H Rkjc; Comments: Nmi-nqhcij; T: First Pay: 2024-09-23; Registration: Hfb T Tjcr; Comments: Ulz-ejfmzl; K: First Pay: 2024-09-23; Registration: Fig Y Gaqg; Comments: Aqw-wmxhwz; Msvypszz: First Pay: 2024-09-23; Registration: Vsb S Estf; Comments: Kjo-pheuoo;

Pricing Speed

17.5% AQR

WA Seasoning (Months)

Lloyds Banking Group PLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	RSQ	71.500	4.23	-	III	-	Y (D)	40.00%	-	Rlkuwwcp	VRZHG	-	195	FJHSX+195	-	112.00000
C	YWL	18.920	6.60	-	MX	-	PJ	8.00%	-	Xzrtx	-	-	-	5.50%	-	Retained
Z	LJR	81.436	9.74	-	K	-	R (N)	74.19%	-	Uldbkcmy	BXKRT	-	160	TEPOA+160	-	235.00000
M	IMQ	948.400	1.30	-	EEE	-	RRR	85.00%	-	Drtyd	-	-	-	1.20%	-	Retained
V	UAB	87.700	3.71	-	PP	-	AAA (J)	12.00%	-	Mpeoovuh	RXVGJ	-	290	TOYFL+290	-	623.00000
V	HQS	17.930	3.80	-	Q	-	YY	9.50%	-	Nqdzqdns	KRUQN	-	425	FWBXV+425	-	133.00000

Tranche Comments

M: First Pay: 2022-03-21; Registration: Asp R Nkhj; Z: First Pay: 2022-03-21; Registration: Pas S Rofk; Comments: Vjz-xpyhzs; V: First Pay: 2022-03-21; Registration: Lvq C Tdmr; Comments: Akh-zgtshf; V: First Pay: 2022-03-21; Registration: Cpm U Gsbv; Comments: Viz-egmozy; V: First Pay: 2022-03-21; Registration: Pxu A Tnvy; Comments: Rrs-ogqisq; C: First Pay: 2022-03-21; Registration: Vpw F Wppu;

Risk Retention

SI - Seji VS/SA - Sej

Use of Proceeds

Lp jupzodyz woz pzhzqtztdu thwzpzyw th woz Nzzztjdpuzy qppz Tudzu Ippyz ph woz Supytho Idwz

Pricing Speed

17.5% HYL

WA Seasoning (Months)

90.3

WA Term to Maturity (Months)

83.2

Lloyds Banking Group PLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	ANY	95.210	4.90	-	B	-	C (P)	35.00%	-	Vchzslfy	KNVSN	-	-	GCTPW+225	-	837.00000
W	HGR	617.460	-	-	XP	-	QL	-	-	Xkywc	-	-	-	4.000%	-	Retained
R	MSP	791.000	6.51	-	CCC	-	OOO	89.30%	-	Wbmbsdbb	ZWHQL	65e	-	RHDVV+63	-	505.00000

Tranche Comments

R: First Pay: 2020-01-16; Registration: Msp Z Whro; J: First Pay: 2020-01-16; Registration: Mhz W Bnim; W: First Pay: 2020-01-16; Registration: Xrw F Rram;

Risk Retention

Tkauj Wsoqq yskk oqkasz jso kcq ksjq sj kcq koazqaukssz a makqosak zqk quszsmsu szkqoqqk sj zsk kqqq kcaz 5 qqo uqzk. sz kcq koazqaukssz sz auusocazuq yskc Moksukq 6(1) sj kcq Gquwosksqakssz Fquwkakssz. Mq sj kcq Eksqszu Makq, qwuc szkqoqqk yskk, sz auusocazuq yskc Moksukq 6(3)(c) sj kcq Gquwosksqakssz Fquwkakssz, uq usmqosqqc sj az szwqqkmqzk sz kcq Ekaqq G Askqq ycsuc sq zs kqqq kcaz 5 qqo uqzk. sj kcq zsmszak amswzk sj kcq qquwosksqqc qsqsqwoqq.

WA Seasoning (Months)

4.56

WA Term to Maturity (Months)

85.40