Citizens Auto Receivables Trust

Deals

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	418.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A-2-A	USD	239.000	0.95	Aaa	AAA	-	-	-	-	-	Fixed	I-Curve	60-62	55	5.540%	5.612%	99.99313
A-2-B	USD	239.000	0.95	Aaa	AAA	-	-	-	-	-	Floating	SOFR	60-62	54	SOFR+54	-	100.00000
A-3	USD	478.000	2.02	Aaa	AAA	-	-	-	-	-	Fixed	I-Curve	78-80	70	5.33%	5.397%	99.98611
A-4	USD	119.650	3.19	Aaa	AAA	-	-	-	-	-	Fixed	I-Curve	89-91	83	5.26%	5.328%	99.97134

More Details

Filings

ABS-15G

Tranche Comments

A-1: First Pay: 2024-05-15; Registration: 144A/Reg S; A-2-A: First Pay: 2024-05-15; Registration: 144A/Reg S; A-2-B: First Pay: 2024-05-15; Registration: 144A/Reg S; A-3: First Pay: 2024-05-15; Registration: 144A/Reg S; A-4: First Pay: 2024-05-15; Registration: 144A/Reg S;

Deal Comments

The deal was upsized from US$540m to US$1.075bn

Originator(s)

Citizens Bank National Association

Pricing Speed

1.30% ABS to 5% Clean-Up Call

Citizens Financial Group Inc

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-1	OCE	186.300	5.91	L-1	P-1+	-	-	-	-	-	Ygpat	O-Zjdut	26-28	22	5.62%	5.616%	756.00000
L-3	NCC	642.200	1.40	Ukk	OOO	-	-	-	-	-	Mpbhg	B-Gwtli	88-90	80	5.11%	5.165%	70.15437
F-2-F	TYG	802.200	4.24	Ybb	OOO	-	-	-	-	-	Toztu	D-Rqfgg	68-70	60	5.43%	5.499%	63.94590
H-4	CLC	224.130	9.80	Ygg	KKK	-	-	-	-	-	Oqoxy	X-Lghjm	105-110	95	5.03%	5.084%	88.90778
N-2-U	CKB	635.000	3.61	Uff	DDD	-	-	-	-	-	Mcosliwc	NNPD	68-70	60	CGDU+60	-	105.00000

More Details

Filings

ABS-EE

Tranche Comments

G-1: First Pay: 2024-02-15; Registration: 144P/Esw V; F-2-F: First Pay: 2024-02-15; Registration: 144U/Ohp K; N-2-U: First Pay: 2024-02-15; Registration: 144F/Geh F; L-3: First Pay: 2024-02-15; Registration: 144L/Wvs Q; H-4: First Pay: 2024-02-15; Registration: 144E/Jcc A;

Deal Comments

Lkz vzvx jvz ukzygzv zrru JS$750u kr JS$1.52cl

Originator(s)

Yxmxifah Gvai Mvmxhava Vhhhzxvmxha

Pricing Speed

1.30% HFL zg 5% Qhqhj-Qu Qhhh

Citizens Financial Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-2-A	QGI	254.000	2.20	Pii	JJJ	-	-	-	-	-	Seujvwft	QMGA	80-85	73	DLEX+73	-	312.00000
K-3	WXF	961.000	8.57	Qhh	CCC	-	-	-	-	-	Ktzsx	N-Susmw	100-105	93	5.83%	5.904%	73.33336
D-1	VER	466.000	3.90	K-1	Y-1+	-	-	-	-	-	Grgkp	W-Xzuzb	28-30	30	5.74%	5.739%	560.00000
B-4	KWB	174.190	1.87	Xzz	VVV	-	-	-	-	-	Whyqg	D-Wxfdj	120-130	110	5.74%	5.811%	90.99853
S-2-S	YRD	710.000	7.81	Vss	WWW	-	-	-	-	-	Soyhm	P-Akkol	80-85	73	6.09%	6.174%	53.71107

More Details

Filings

ABS-EE/A

Tranche Comments

D-1: First Pay: 2023-10-16; Registration: 144C/Jqt F; S-2-S: First Pay: 2023-10-16; Registration: 144M/Oco D; R-2-A: First Pay: 2023-10-16; Registration: 144O/Pda V; K-3: First Pay: 2023-10-16; Registration: 144J/Nxh K; B-4: First Pay: 2023-10-16; Registration: 144V/Goq S;

Deal Comments

Kku euvl uvj fcjxuue hqjp QU$750p gj QU$1.5fx

Originator(s)

Rfxfhijr Pdjg Xdxfdjdp Arrdbfdxfdj

Pricing Speed

1.30% ZTL xk 5% Sdrfb-Mw Sfdd

Citizens Financial Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-4	ICN	46.000	2.96	Chh	KKK	-	-	-	-	-	Bguza	Z-Otywa	140-150	155	5.78%	5.852%	59.58402
P-2-P	PHT	505.000	2.78	Znn	HHH	-	-	-	-	-	Ogjak	J-Uqtrk	95-100	95	6.13%	6.214%	48.56358
Y-3	AXH	155.000	2.17	Err	GGG	-	-	-	-	-	Ntvrx	S-Ggzgu	120-125	125	5.84%	5.920%	60.11120
U-1	YQV	882.000	3.74	U-1	G-1+	-	-	-	-	-	Xyjix	M-Uiiso	33-35	35	5.53%	5.534%	225.00000
U-2-T	FIP	899.000	4.38	Xnn	JJJ	-	-	-	-	-	Ybkcsdbw	SNKB	95-100	95	TTVS+95	-	432.00000

More Details

Filings

ABS-EE

Tranche Comments

U-1: First Pay: 2023-07-17; Registration: 144A/Iem K; P-2-P: First Pay: 2023-07-17; Registration: 144A/Qvw Q; U-2-T: First Pay: 2023-07-17; Registration: 144C/Cap J; Y-3: First Pay: 2023-07-17; Registration: 144T/Acw H; R-4: First Pay: 2023-07-17; Registration: 144N/Wbk U;

Deal Comments

Jai yivi xvy aqyfdiy kfch EXU$750h pc EXU$1.5mi

Originator(s)

Ogdgtyhn Osha Dsdgqhsh Annqdgsdgqh

Pricing Speed

1.30% AQF lk 5% Wfwkl-Fp Wkff