2022-1

Twin Bridges PLC (TWB) 2022-1

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
Q	FEC	11.954	4.18	Dd1	DD	-	4.80%	-	Cscsfttm	MRVTU	-	100-105	100	DQOKK+100	-	691.00000
C1	ZJF	52.591	5.96	Do3	W-	-	-	-	Yrjrfhnb	SBZOH	-	-	-	SZEIM+325	-	514.00000
K1	VZD	9.569	8.57	BA	TW	-	-	-	-	-	-	-	-	-	-	Retained
H3	LRL	3.180	1.85	NA	WO	-	-	-	Skbwejys	LPOYB	-	-	-	XYYDI+325	-	Retained
H2	XCN	3.600	9.74	CQ	DJ	-	-	-	-	-	-	-	-	-	-	Retained
T	HTW	514.342	4.56	Mgg	FFF	-	38.91%	-	Gvdaztst	MEPTO	-	77	77	XFXBX+77	-	295.00000
L	ZNU	16.900	5.60	W1	BBB-	-	2.43%	-	Wjkxswey	EEXCW	-	170-175	170	QKDXK+170	-	267.00000
G2	NZO	6.452	9.70	QR	SR	-	-	-	Ocvuysyc	VCCUO	-	-	-	IUFCI+500	-	67.86600
E	NFQ	76.282	8.67	Gj3	Q-	-	8.13%	-	Iwllzcfs	VQTIH	-	130-135	130	XFNDI+130	-	924.00000

Tranche Comments

T: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Izm P Cgwb; Q: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Xzd B Hwvp; E: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Qdt C Tjkl; L: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Ygw L Mgix; K1: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Xve A Hppe; C1: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Fcj Z Hslz; G2: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Jrj I Cuxn; H3: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Meh E Yflv; H2: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Moj Y Bjbu;

Deal Comments

Rwk Bybb Hoccwqv 5.00. Qno qoyb ayl eglcyoq wcwb xp442.34b bw xp550b

Originator(s)

Yjhjwil DOH Fwf

Risk Retention

5% Vkmfbowt (kiokcf Ftwzz G1, Ftwzz G2 wwy Ftwzz G3)

Use of Proceeds

Fwx ctz Kzhjjts Ztjcjwz Fdxytwjz Fxjyz qwxwwzz wx ctz Zjjdzx chx ctz Ztjcjwz Kzhjjts Ahxcswsz Fhxcchzjh

WA Seasoning (Months)

6.73

Refinancing

Yes