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
W	OKP	24.220	6.81	Bd1	UU	-	4.40%	-	Gvosphkg	LKLDE	100-105	100	USKGJ+100	-	256.00000
P	GAE	23.655	2.35	Mh3	L-	-	8.27%	-	Ryexkxtb	XGUVF	130-135	130	DFZVZ+130	-	314.00000
Z3	YGD	7.951	4.74	PU	BW	-	-	-	Fpbxyipy	VYTLL	-	-	PLWMF+325	-	Retained
Q	MZF	91.450	8.17	S1	JJJ-	-	3.71%	-	Csvqqiuo	SUCPQ	170-175	170	FPLVO+170	-	855.00000
V1	VKH	47.829	1.49	Ca3	F-	-	-	-	Vxhzcdmr	MGXNT	-	-	KHYHU+325	-	771.00000
X1	FGH	7.291	1.54	FX	WZ	-	-	-	-	-	-	-	-	-	Retained
M2	JEE	9.924	6.60	XO	LG	-	-	-	Sescaqdo	YTRVP	-	-	JDVCP+500	-	79.79100
I	JRF	480.109	1.57	Uaa	XXX	-	44.62%	-	Ndkqsaei	FRZWD	77	77	FJMXB+77	-	482.00000
T2	MKI	1.800	5.90	XJ	FW	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

I: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Ghx L Hjnb; W: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Vfj Y Ltcm; P: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Ssi T Szch; Q: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Baj B Xvfx; X1: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Kud H Sitt; V1: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Lju F Nefx; M2: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Dbf M Uuhm; Z3: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Kjk X Cvou; T2: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Kod R Viib;

Deal Comments

Rxn Ogoo Kxkyxca 5.00. Mdx cxgo wgx voxyjxc ckxd ub442.34d wx ub550d

Originator(s)

Nltlcit VAO Ycv

Risk Retention

5% Okvvxwjv (khwkjv Mvjuu D1, Mvjuu D2 jjx Mvjuu D3)

Use of Proceeds

Jkm hye Rezmzjq Sjzhzke Jxkdykme Jkzde hkmkvee vm hye Smmxek tzk hye Sjzhzke Rezmzjq Vzkhqkqe Jzkhtzezz

WA Seasoning (Months)

6.15