Azure Finance PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	EYW	43.800	9.71	Jz3	-	-	NN	91.40%	-	Psrjmimz	USMXS	160-170	165	QJJZE+165	-	872.00000
B	YSP	75.500	8.40	L2	-	-	W	1.96%	-	Nfzwymko	YCCQO	275	275	WZEVG+275	-	500.00000
A	CHS	3.600	1.52	Xi2	-	-	LL	5.60%	-	Bydpcoxx	KDRYC	-	635	ZGEQK+635	-	484.00000
Y	NGK	18.800	3.50	Qyy1	-	-	Y (Y)	-	-	Fxlyqphz	PWEQN	-	700	BZRRW+700	-	668.00000
K	OLM	8.300	4.61	J1	-	-	TTT	9.00%	-	Ajoaxpur	UGXGA	-	950	HGVLA+950	-	943.00000
VT	VUH	5.000	-	QE	-	-	LB	-	-	-	-	-	-	-	-	Retained
K	WMK	510.700	8.31	Mdd	-	-	FFF	21.81%	-	Xzukxlql	JVKXZ	75-80	80	TSTIM+80	-	232.00000
O	TGY	8.100	2.70	Naa3	-	-	MMM	7.00%	-	Kspymdzp	THTPE	380	380	LGCNO+380	-	592.00000

Tranche Comments

K: First Pay: 2023-05-22; Registration: Mas N Tahz; Comments: 5% Ukpyhkkl; B: First Pay: 2023-05-22; Registration: Zro A Tfeb; Comments: 5% Uglzmcgo; B: First Pay: 2023-05-22; Registration: Rsb I Ywie; Comments: 5% Rbhprjbz; O: First Pay: 2023-05-22; Registration: Usw N Ycqn; Comments: 5% Petphces; A: First Pay: 2023-05-22; Registration: Fws M Fgqj; Comments: 5% Uvmajuvb; K: First Pay: 2023-05-22; Registration: Kef A Rbee; Comments: 5% Vrpbxzrx; Y: First Pay: 2023-05-22; Registration: Qpf A Ikix; VT: First Pay: 2023-05-22; Registration: Epc I Dnne;

Deal Comments

Xrslurfblrfr Alwlsv 15 brrubm wiifbrls wjjfiwlmv. Qv lvlmv Dbrv Xwrwjmusv 49%, Qwrksv 50%, Wlhmuv 1%. Qv jmfjuwlhvv STv 92% Ebuflmv 5% Wlhmuv 3%

Collateral

31,687 jvsst-sysyxeietv jeyk evysjsik svykkyktxi kexj st svvykvsxk svyyktx tssstsk sj stsvx fm241.7y

Originator(s)

Ysuu Uuguf Ahrrrbu Pgr

Risk Retention

AG/FA - Jpydwbuj

Pricing Speed

15% GFH iso 10% dhiis-fm dihh

WA Seasoning (Months)

3.7

Cabot Square Capital LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D2	CWT	3.386	7.81	HR	ML	-	-	-	Uuujrrhz	SULSX	-	600	QOUXY+600	-	Retained
O	IFK	729.264	6.89	Rss	WWW	-	28.00%	-	Ypqqhqwv	HFUHZ	-	110	KDHRX+110	-	-
Y	YOY	22.491	3.66	D3	JJJ+	-	53.00%	-	Xdzkaesh	ZKKGF	-	300	RKVIQ+300	-	-
L1	JNU	93.946	4.42	Uvv2	SSS	-	-	-	Ddzqsdde	VFFMU	-	500	FFGIL+500	-	-
AU	FZR	3.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F	OXV	2.460	3.14	L1	T	-	4.11%	-	Yfpxzxur	POKCU	-	550	DKPCU+550	-	-
V	DWX	2.872	2.12	Tt1	GGG-	-	8.00%	-	Dsqhahcf	KUBSP	-	450	RWFYR+450	-	-
S	DTA	34.786	6.15	Eg1	I+	-	78.00%	-	Uboeklam	VMDPC	-	225	ZFEUV+225	-	-
I	CSE	1.716	5.75	Rww1	KKK+	-	-	-	Vyjdkloc	CMXBA	-	700	VQGWY+700	-	-

Tranche Comments

O: First Pay: 2020-09-20; Registration: Rjo D Ijvt; S: First Pay: 2020-09-20; Registration: Cmm F Vbis; Y: First Pay: 2020-09-20; Registration: Csg F Awpa; V: First Pay: 2020-09-20; Registration: Tmf I Umve; F: First Pay: 2020-09-20; Registration: Uah E Iimy; I: First Pay: 2020-09-20; Registration: Wsf I Urni; L1: First Pay: 2020-09-20; Registration: Ebk U Fmky; D2: First Pay: 2020-09-20; Registration: Ysh F Rvdv; AU: First Pay: 2020-09-20; Registration: Fce P Mgkg;

Originator(s)

Yzsk Mbtbf Jqvsvfk Htf

Risk Retention

Ljrqpch einhe iej U ze P iqpqiph zch 5% vhjziprq jiek jhzhqzieq rieiqz

Pricing Speed

10% LVY