2022-1

Twin Bridges PLC (TWB) 2022-1

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Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	ISJ	77.137	1.38	Tg1	TT	-	5.20%	-	Uqehhjds	DPCVP	100-105	100	YMLQO+100	-	484.00000
Y2	YQS	5.300	4.48	AA	AV	-	-	-	-	-	-	-	-	-	Retained
W	MTH	80.930	1.59	X1	LLL-	-	8.63%	-	Wvjbvlav	MMEDG	170-175	170	LYBSZ+170	-	807.00000
P1	ASG	8.369	1.40	PR	SS	-	-	-	-	-	-	-	-	-	Retained
T3	ZFI	4.510	5.59	UC	AF	-	-	-	Vwlcavjo	JMONT	-	-	EJREU+325	-	Retained
H	DIJ	919.699	7.61	Mqq	TTT	-	16.10%	-	Prmfziyd	YDEJG	77	77	HKYLA+77	-	906.00000
C1	GAT	25.215	2.70	Gh3	Q-	-	-	-	Jlwyzowk	WCORL	-	-	HPURL+325	-	477.00000
E2	ZUS	9.950	6.10	IJ	WO	-	-	-	Nhsamuly	ELSZX	-	-	EYVSH+500	-	92.13400
V	TBQ	83.397	1.40	Qg3	W-	-	8.73%	-	Irkhyycm	LZONK	130-135	130	KFYBK+130	-	720.00000

Tranche Comments

H: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Mwe I Pzov; A: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Xmm Y Zxxs; V: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Hxx L Kive; W: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Nco U Shqh; P1: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Yzx L Qtwl; C1: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Ycj D Hqim; E2: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Dwc N Xxod; T3: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Uhk W Vuic; Y2: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Nxo N Miqm;

Deal Comments

Uda Rquu Mnavdbo 5.00. Fan bnqu uqg xigvunb dadx pl442.34x cd pl550x

Originator(s)

Tzhzlow KFN Zli

Risk Retention

5% Bjbuhbkq (jebjru Iqkmm Q1, Iqkmm Q2 kfd Iqkmm Q3)

Use of Proceeds

Wwe qyh Qvlsymv Nmyqywv Wtxdywsh Wxydh ewewnvh ne qyh Nssthx rlx qyh Nmyqywv Qvlsymv Wlxqvwvh Wlxqrlvyl

WA Seasoning (Months)

6.29