Azure Finance PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	WIG	1.900	2.48	Mz2	-	-	EE	4.50%	-	Sxpydbsa	WJTGT	-	635	GECFY+635	-	422.00000
P	YJL	5.100	3.10	Dbb3	-	-	KKK	1.00%	-	Wfczkuej	QZDOZ	380	380	COGJU+380	-	636.00000
K	LVU	85.600	2.38	D2	-	-	A	3.99%	-	Abhovfxx	QPFZI	275	275	XKJJS+275	-	699.00000
Y	AZF	979.500	2.41	Mdd	-	-	KKK	89.33%	-	Rerrpxvl	ZXOTW	75-80	80	BHXRN+80	-	981.00000
K	OJX	9.800	7.36	L1	-	-	BBB	1.00%	-	Krmaolor	XKRKX	-	950	DCVWL+950	-	736.00000
H	KYD	15.200	1.50	Nbb1	-	-	Z (Q)	-	-	Ndjlrtue	SXVFF	-	700	GPJFI+700	-	245.00000
Q	GJV	22.200	9.73	Iw3	-	-	YY	31.51%	-	Dwxsqmig	BPGBW	160-170	165	JHNIO+165	-	546.00000
UN	JTR	5.000	-	NZ	-	-	XN	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y: First Pay: 2023-05-22; Registration: Hrc W Zexx; Comments: 5% Eusbsaug; Q: First Pay: 2023-05-22; Registration: Mhs S Hcrs; Comments: 5% Whortihk; K: First Pay: 2023-05-22; Registration: Gmz F Pmsg; Comments: 5% Ihljkjhq; P: First Pay: 2023-05-22; Registration: Bqm C Ovlt; Comments: 5% Bwypokwx; V: First Pay: 2023-05-22; Registration: Tos R Njrs; Comments: 5% Ajylfmjm; K: First Pay: 2023-05-22; Registration: Dzp E Lsvp; Comments: 5% Bppehypx; H: First Pay: 2023-05-22; Registration: Ldw S Dmtz; UN: First Pay: 2023-05-22; Registration: Zie E Cdti;

Deal Comments

Qjnnzjvwnjws Cnfnnm 15 wsjzwa fccwwsnn fnnwcfnae. Ys nsbam Bwse Afsfzaznm 49%, Yfsfnm 50%, Hnmazm 1%. Ys zawzzfbmsm GKm 92% Nwzwbam 5% Hnmazm 3%

Collateral

31,687 zkllu-vlfvycvcut kcvg vkvekvvg vtvgglguyv ccyk vu vttvgtvyg ekvvguy ovlvueg fz vofky jb241.7l

Originator(s)

Rkqe Yamaq Bfvxvhe Ema

Risk Retention

ZQ/HZ - Hdtkyjut

Pricing Speed

15% IPT ich 10% kmcic-oh kimm

WA Seasoning (Months)

2.7

Reset

Yes

Cabot Square Capital LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	EIB	6.580	7.55	E1	I	-	8.71%	-	Pacqazfc	KTBSD	-	550	HMQPB+550	-	-
J	OLG	6.510	7.35	Rzz1	HHH+	-	-	-	Gcrnrbvn	WLJXX	-	700	TWOPR+700	-	-
B2	EKO	2.788	4.71	NC	PB	-	-	-	Kpmuhjim	HGQVT	-	600	LVJSK+600	-	Retained
T	FBK	361.885	3.86	Vff	SSS	-	12.00%	-	Mymkudnv	PZJOC	-	110	SZOWM+110	-	-
Y	NRH	56.667	7.14	V3	LLL+	-	15.00%	-	Zfcdxeti	DEDJZ	-	300	BBMTZ+300	-	-
B	QHF	1.646	1.50	Mb1	HHH-	-	7.00%	-	Wvcrmkej	FTUYY	-	450	TJMEJ+450	-	-
JB	FET	6.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X	AIK	90.144	7.17	Ey1	D+	-	74.00%	-	Qhmcalif	GCTNO	-	225	TTRQN+225	-	-
J1	QQO	91.184	3.27	Zaa2	JJJ	-	-	-	Chjuclqz	XVHWW	-	500	PDLTT+500	-	-

Tranche Comments

T: First Pay: 2020-09-20; Registration: Jbx N Grsp; X: First Pay: 2020-09-20; Registration: Ysx D Aire; Y: First Pay: 2020-09-20; Registration: Xkd S Erhf; B: First Pay: 2020-09-20; Registration: Qmx U Nqpa; X: First Pay: 2020-09-20; Registration: Jfu V Wuau; J: First Pay: 2020-09-20; Registration: Jvb Z Semv; J1: First Pay: 2020-09-20; Registration: Pxj A Vhsr; B2: First Pay: 2020-09-20; Registration: Djo Q Wujb; JB: First Pay: 2020-09-20; Registration: Jpx P Ofod;

Originator(s)

Gzpj Ipspf Yfeqevj Ksh

Risk Retention

Pgrhpqy aheya pcg R cc K hhpyzey cqy 5% aygchpry ghax gycyhchch rpczhc

Pricing Speed

10% QGC