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	AET	784.621	1.73	Duu	NNN	-	92.37%	-	Wbhvlwdv	JWRIO	77	77	EFRIT+77	-	386.00000
S2	FQA	6.700	7.41	AP	JK	-	-	-	-	-	-	-	-	-	Retained
L	DHB	83.110	6.80	H1	UUU-	-	2.86%	-	Vcfadhdj	YYMRE	170-175	170	CVGPG+170	-	127.00000
V	ZWE	52.158	3.60	Xp1	NN	-	1.20%	-	Gjrelibq	MRRXV	100-105	100	BMRQI+100	-	468.00000
H	OVS	83.254	4.16	Eg3	M-	-	8.43%	-	Dwsavezq	YSPLP	130-135	130	BDRVQ+130	-	445.00000
R1	XEQ	1.837	8.65	PA	UZ	-	-	-	-	-	-	-	-	-	Retained
H1	HMS	64.812	7.68	Pl3	Q-	-	-	-	Hddmecly	TQPEF	-	-	ZBTHT+325	-	421.00000
E2	GDY	1.433	2.30	MH	LK	-	-	-	Crzlokci	GGBGS	-	-	WDWUJ+500	-	14.68100
D3	ZSD	6.359	9.90	QM	KI	-	-	-	Tzkhscxv	RVTOZ	-	-	LTEJX+325	-	Retained

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Tranche Comments

A: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Ewq X Bgar; V: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Bpj P Ojha; H: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Jhw E Fakt; L: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Zdj G Psjf; R1: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Las V Kwph; H1: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Xjf W Wdho; E2: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Rfp M Pcte; D3: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Liu I Ztnp; S2: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Cov K Wbmc;

Deal Comments

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Originator(s)

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Risk Retention

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Use of Proceeds

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WA Seasoning (Months)

9.77

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