2021-2

Twin Bridges PLC (TWB) 2021-2

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Paratus AMC Ltd

,,,,

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
S2	MWL	17.223	4.55	JM	DG	-	-	-	Hrjalekf	VLPTE	-	-	-	XYRHB+440	-	14.53620
W3	KOZ	31.721	7.38	JD	FL	-	-	-	Hkjxlwiu	TLFLP	-	-	290	WKXRL+290	-	Retained
Y	MNU	99.233	3.89	Vg3	G	-	9.20%	-	Oczykpwr	WHGDA	Klj el Zmq 100j	120-125	115	KZMND+115	-	322.00000
X	XHB	18.750	3.19	A1	SSS	-	8.77%	-	Pmqhatba	GZPTA	Iuyk 100t	160-170	150	QKNGT+150	-	929.00000
X	YCI	477.378	8.30	Hgg	EEE	-	17.30%	-	Oeokstbc	HHWQB	Iqk 70u	67-69	66	TVDCC+66	-	301.00000
N	RUQ	55.380	4.15	My1	JJ	-	8.29%	-	Skqhjdog	XPPKP	Zfz 100m	95-100	90	COZIR+90	-	960.00000
N1	KQL	20.460	4.48	Zg3	ZZ	-	-	-	Arxpmeon	FMEJB	-	-	290	PLUNK+290	-	317.00000
B1	SRE	5.839	4.53	EE	FK	-	-	-	-	-	-	-	-	-	-	Retained
K2	AKQ	8.867	3.43	HV	HT	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

X: First Pay: 2022-03-12; Redemption: 2026-09-12; N: First Pay: 2022-03-12; Redemption: 2026-09-12; Y: First Pay: 2022-03-12; Redemption: 2026-09-12; X: First Pay: 2022-03-12; Redemption: 2026-09-12; B1: First Pay: 2022-03-12; Redemption: 2026-09-12; N1: First Pay: 2022-03-12; Redemption: 2026-09-12; S2: First Pay: 2022-03-12; Redemption: 2026-09-12; W3: First Pay: 2022-03-12; Redemption: 2026-09-12; K2: First Pay: 2022-03-12; Redemption: 2026-09-12;

Originator(s)

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Risk Retention

BS - Uljp DB/BV - Ulj

Use of Proceeds

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WA Seasoning (Months)

1.38