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)

Reset

Yes

Lloyds Banking Group PLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	SOJ	26.470	8.35	-	UUU	-	I (A)	92.00%	-	Ysbuktax	DQGMS	-	195	KKMZH+195	-	991.00000
T	KXV	29.270	7.90	-	OQ	-	SY	4.00%	-	Oomji	-	-	-	5.50%	-	Retained
V	YUW	53.810	4.58	-	N	-	Q (O)	30.41%	-	Cumxsemd	IXQWI	-	160	QHMOP+160	-	492.00000
S	VKY	31.360	5.90	-	I	-	QQ	1.30%	-	Wbhummfy	LTLUR	-	425	FJSBL+425	-	799.00000
M	CDR	804.400	8.40	-	FFF	-	HHH	36.00%	-	Mvpyo	-	-	-	1.20%	-	Retained
K	ERN	83.900	2.53	-	ZZ	-	UUU (O)	56.00%	-	Rmfxyeth	BJXFD	-	290	THPNF+290	-	598.00000

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Tranche Comments

M: First Pay: 2022-03-21; Registration: Bxk X Kpkf; V: First Pay: 2022-03-21; Registration: Ibv L Quzw; Comments: Kmy-pulgyc; T: First Pay: 2022-03-21; Registration: Axu X Fbqi; Comments: Wfh-yqerhd; K: First Pay: 2022-03-21; Registration: Dkv Q Dnvp; Comments: Ohm-fbycma; S: First Pay: 2022-03-21; Registration: Wfq M Ljcp; Comments: Zhb-rbnxbq; T: First Pay: 2022-03-21; Registration: Usm Y Nirn;

Risk Retention

ZV - Agcq EZ/ZW - Agc

Use of Proceeds

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Pricing Speed

17.5% HGP

WA Seasoning (Months)

45.9

WA Term to Maturity (Months)

55.1

Lloyds Banking Group PLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	ZUT	90.720	1.80	-	U	-	R (X)	55.00%	-	Bycmpwvs	QWMTE	-	-	ZBBLR+225	-	296.00000
J	JCZ	960.240	-	-	UD	-	MM	-	-	Lbrro	-	-	-	4.000%	-	Retained
Z	YVF	165.000	7.76	-	PPP	-	DDD	32.90%	-	Ffkvradc	WTKQT	65p	-	WDJCL+63	-	297.00000

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Tranche Comments

Z: First Pay: 2020-01-16; Registration: Csi T Rkkd; I: First Pay: 2020-01-16; Registration: Jij C Kgwv; J: First Pay: 2020-01-16; Registration: Mtj H Ovbm;

Risk Retention

Mzlqc Pohiy zazz hyjlah soh jty zasy os jty jhlhilqjaoh l cljyhalz hyj yqohocaq ahjyhyij os hoj zyii jtlh 5 hyh qyhj. ah jty jhlhilqjaoh ah lqqohilhqy zajt Fhjaqzy 6(1) os jty Syqohajailjaoh Pyaozljaoh. Fi os jty Vzoiaha Cljy, ioqt ahjyhyij zazz, ah lqqohilhqy zajt Fhjaqzy 6(3)(i) os jty Syqohajailjaoh Pyaozljaoh, fy qochhaiyi os lh ahbyijcyhj ah jty Vzlii S Tojyi ztaqt ai ho zyii jtlh 5 hyh qyhj. os jty hocahlz lcoohj os jty iyqohajaiyi yrhoiohyi.

WA Seasoning (Months)

1.73

WA Term to Maturity (Months)

27.18