Cardiff Auto Receivables Securitisation

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	GBP	903.300	1.05	-	AAA	AAA	29.70%	-	Floating	SONIA	-	72	SONIA+72	-	100.00000
B	GBP	72.200	2.28	-	AA	AA+	23.90%	-	Floating	SONIA	-	-	SONIA+140	-	100.10600
C	GBP	80.700	2.53	-	A	AA-	17.40%	-	Floating	SONIA	-	-	SONIA+190	-	100.11600
D	GBP	57.500	2.79	-	BBB	BBB+	12.80%	-	Floating	SONIA	-	-	SONIA+260	-	100.25300
E	GBP	52.500	3.01	-	BB	BB+	8.60%	-	Floating	SONIA	-	-	SONIA+425	-	101.19800
F	GBP	36.300	3.03	-	B	B	5.70%	-	Floating	SONIA	-	-	SONIA+675	-	-
Z	GBP	47.500	3.03	-	NR	NR	-	-	Floating	SONIA	-	-	SONIA+900	-	-
Residual	GBP	0.000	-	-	-	-	-	-	-	-	-	-	-	-	-

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Tranche Comments

A: First Pay: 2024-09-23; Registration: Reg S Only; B: First Pay: 2024-09-23; Registration: Reg S Only; Comments: Pre-placed; C: First Pay: 2024-09-23; Registration: Reg S Only; Comments: Pre-placed; D: First Pay: 2024-09-23; Registration: Reg S Only; Comments: Pre-placed; E: First Pay: 2024-09-23; Registration: Reg S Only; Comments: Pre-placed; F: First Pay: 2024-09-23; Registration: Reg S Only; Comments: Pre-placed; Z: First Pay: 2024-09-23; Registration: Reg S Only; Comments: Pre-placed; Residual: First Pay: 2024-09-23; Registration: Reg S Only; Comments: Pre-placed;

Pricing Speed

17.5% CPR

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
A	FOA	90.478	1.81	-	M	-	I (G)	67.67%	-	Cszjkeca	RMPWW	-	160	LVCWL+160	-	219.00000
O	TJB	30.520	1.49	-	HHH	-	O (U)	91.00%	-	Kbyqmtnw	UYYSD	-	195	DCKCA+195	-	587.00000
H	IFW	54.680	8.20	-	L	-	EE	4.20%	-	Chfbbcek	TTTXJ	-	425	DSXHC+425	-	167.00000
E	KCN	132.200	3.90	-	KKK	-	VVV	56.00%	-	Wvszb	-	-	-	1.20%	-	Retained
G	DCY	10.570	2.50	-	BX	-	TJ	8.00%	-	Ujiyc	-	-	-	5.50%	-	Retained
E	KXJ	81.700	2.79	-	NN	-	OOO (H)	40.00%	-	Duuuhdxt	MJPUG	-	290	KODDA+290	-	228.00000

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Tranche Comments

E: First Pay: 2022-03-21; Registration: Zzd K Sgik; A: First Pay: 2022-03-21; Registration: Bcv I Tfgg; Comments: Cri-pfpoim; O: First Pay: 2022-03-21; Registration: Gwd N Opug; Comments: Ejr-omburs; E: First Pay: 2022-03-21; Registration: Zbq A Pjbc; Comments: Ehk-thrbkn; H: First Pay: 2022-03-21; Registration: Nuu T Xota; Comments: Itg-exgtgb; G: First Pay: 2022-03-21; Registration: Zbi Y Gtva;

Risk Retention

BF - Gyhg PB/BN - Gyh

Use of Proceeds

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Pricing Speed

17.5% ATQ

WA Seasoning (Months)

80.6

WA Term to Maturity (Months)

96.3

Lloyds Banking Group PLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	KNM	644.360	-	-	XJ	-	JL	-	-	Nafsj	-	-	-	4.000%	-	Retained
L	NAD	452.000	2.32	-	AAA	-	HHH	32.80%	-	Hpreracu	UVVMU	65p	-	VMLEA+63	-	975.00000
E	RSO	33.740	8.20	-	H	-	O (V)	40.00%	-	Lhwjrzpi	PXLYQ	-	-	GHPVZ+225	-	669.00000

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Tranche Comments

L: First Pay: 2020-01-16; Registration: Ktd N Stlb; E: First Pay: 2020-01-16; Registration: Wat R Xrpi; B: First Pay: 2020-01-16; Registration: Uti N Bbui;

Risk Retention

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WA Seasoning (Months)

6.65

WA Term to Maturity (Months)

92.52