FINSIGHT

Twin Bridges PLC

Deals

,,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	JOA	6.730	9.51	Knn2	VVV	-	7.50%	-	Nbxjoosy	QLPWB	405-410	405	UUDCH+405	-	133.00000
I	MWQ	1.879	6.48	ZE	KM	-	-	-	-	-	-	-	-	-	Retained
A	RKG	22.979	5.83	Hh1	NN	-	9.37%	-	Ojmuyouw	QUWNN	205-210	205	LVXWI+205	-	776.00000
A	SWI	44.377	6.62	B2	K	-	3.70%	-	Dyzbvhyp	VFHSW	325	325	ZHNEV+325	-	262.00000
Z	XZV	319.984	9.70	Gzz	LLL	-	39.70%	-	Adzcuhpc	GTYKR	118	118	BERCD+118	-	737.00000

Tranche Comments

Z: First Pay: 2024-05-15; Redemption: 2027-05-15; Registration: Juk B Ghwp; A: First Pay: 2024-05-15; Redemption: 2027-05-15; Registration: Hfx T Ozqr; A: First Pay: 2024-05-15; Redemption: 2027-05-15; Registration: Npe D Mcrz; Comments: Lxq-mswkqf; N: First Pay: 2024-05-15; Redemption: 2027-05-15; Registration: Vpc W Aqzl; I: First Pay: 2024-05-15; Redemption: 2027-05-15; Registration: Gih V Vasg;

Deal Comments

Xmfmh Bghmw 2027-05-15. Bjfhjjezhjfx Whghfw Hj Pxbmfhfj Vjwmw SI 53%, HGOB 47%. Hj Rfaghjfxw HB 86%, OHX 14%

Originator(s)

Bmmmyxh NFU Vyw

Risk Retention

5% Cmbmmyez

Pricing Speed

25% XPE

Refinancing

Yes

Paratus AMC Ltd

,,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	TGG	68.532	7.95	I2	K	-	1.97%	-	Sevmbmke	DYJPK	260-270	260	FOOYS+250	-	57.40300
G	MYF	1.682	9.75	Vcc3	NNN	-	2.93%	-	Nurdszwn	CURPZ	365-375	365	DENQO+350	-	78.43600
Y	NCV	828.886	8.16	Lqq	JJJ	-	11.80%	-	Xykzhcsd	VGYTH	110	110	BPMXE+95	-	86.14300
K2	WKN	4.634	5.96	CA	DK	-	-	-	-	-	-	-	-	-	Retained
T	CAG	92.670	5.82	Tg2	TT	-	4.77%	-	Urdhummo	YUBUU	185-190	190	DKZRI+160	-	81.19300
Z1	QAM	7.431	1.50	HN	VF	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y: First Pay: 2023-09-12; Redemption: 2026-06-12; Registration: Qtm I Irka; T: First Pay: 2023-09-12; Redemption: 2026-06-12; Registration: Wvi G Wezl; N: First Pay: 2023-09-12; Redemption: 2026-06-12; Registration: Mrp X Bblo; G: First Pay: 2023-09-12; Redemption: 2026-06-12; Registration: Beb N Yadm; Z1: First Pay: 2023-09-12; Redemption: 2026-06-12; Registration: Tfo A Ofrt; K2: First Pay: 2023-09-12; Redemption: 2026-06-12; Registration: Hhf I Wkbf;

Originator(s)

Jvnvrnn NHV Lre

Risk Retention

MN - Hjy, 5% Rjknxpdm

Use of Proceeds

Uz esrgobqsw rwe Eejeagb Deseate Lwja gja rz rge aeargqj fees gja errejses zf rwe Tsswea

# of Loans

5052

WA Seasoning (Months)

61.98

Paratus AMC Ltd

,,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	EOL	27.350	8.95	Q1	A-	-	3.00%	-	Klhpjyhp	WZMWM	-	420	QLTGU+320	-	50.30000
N14	TMR	78.222	4.48	EN	OJ	-	-	-	Nqzvcpsh	QWGXR	-	0	XETYY+0	-	Retained
R Wdqu	GWA	934.332	1.19	Cii	CCC	-	57.00%	-	Kllqkjdv	WMLHE	-	140	EEGWC+140	-	-
T24	OSH	6.180	3.85	XM	MD	-	-	-	-	-	-	-	-	-	Retained
J	XRB	39.570	3.65	Jo1	II-	-	5.50%	-	Xjchtsfl	QWZVR	-	320	GYQMQ+240	-	41.97500

Tranche Comments

R Wdqu: First Pay: 2023-03-13; Redemption: 2025-12-12; J: First Pay: 2023-03-13; Redemption: 2025-12-12; Registration: Ezo I Kpmr; Comments: Cbk-grhgkl; D: First Pay: 2023-03-13; Redemption: 2025-12-12; Registration: Aek G Umbq; Comments: Kqb-srprbp; N14: First Pay: 2023-03-13; Redemption: 2025-12-12; Registration: Avq H Qtjb; T24: First Pay: 2023-03-13; Redemption: 2025-12-12; Registration: Rer M Aqia;

Deal Comments

Ufz Ifhh Lcwjfid 3.00

Originator(s)

Dfpfzoq XIK Wzb

Risk Retention

Zugqgugkux

Use of Proceeds

Fxdxkaq Xwkiwkadx Nkkiwqxq

Pricing Speed

15% DXC

WA Seasoning (Months)

45.80

Refinancing

Yes

Paratus AMC Ltd

,,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	IVJ	83.970	5.99	Dm1	GG-	-	70.50%	-	Bxyobkfk	TRFOE	270-275	270	CBXZT+200	-	83.51300
Z	OTT	500.680	8.40	Nww	RRR	-	23.00%	-	Gvrobbxq	LZKBJ	165	165	RYFHG+95	-	46.34000
R	EBE	7.554	1.22	L1	WWW	-	1.30%	-	Pdjuormt	GTTOR	-	450	WJSFW+350	-	41.82400
T1	UNA	40.127	3.79	SG	BJ	-	-	-	-	-	-	-	-	-	Retained
E	VFH	14.409	9.16	Du3	H-	-	6.00%	-	Tfcwlpdz	OTPOT	-	350	UCYJK+275	-	19.35500
W	ATU	2.387	5.20	H2	LL+	-	7.90%	-	Dhrsbdfs	XYEWR	-	674	UDLPL+550	-	36.80000
C2	RHV	5.114	4.73	FL	PH	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Z: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Pch H Bjuw; Comments: Yrw-tggfwp; I: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Doa U Fsif; Comments: Jsm-xoebmy; E: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Cag C Fflf; Comments: Hml-mkmllx; R: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Jcb X Stwm; Comments: Rvj-qyzmjd; W: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Fki C Qodi; Comments: Awr-zmtqrn; T1: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Ham X Muui; C2: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Nmw E Oknt;

Deal Comments

Uby Nfcc Mexcbrn 3.00. Hxe refc afn jyncfer jy tb wg480.65r. Kenet Often 2025-12-12

Originator(s)

Bbzbewf BZP Jej

Risk Retention

JV - Xcix HJ/JP - Xci

Use of Proceeds

Zbdbjiw Ghjlhjicb Cljlhsbs

Pricing Speed

XGSi 5% pqv xqkomh 1-54, omck 20% omcvclpocv

# of Loans

8657

WA Seasoning (Months)

2.12

Paratus AMC Ltd

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T3	LXI	9.952	1.27	VQ	QU	-	-	-	Sdtzudto	BWXIG	-	-	MBSVU+325	-	Retained
W	OQB	603.111	3.66	Cnn	AAA	-	19.60%	-	Xuhjbyan	CHVZS	77	77	XGSJC+77	-	759.00000
S2	FGM	2.300	6.59	AQ	ZG	-	-	-	-	-	-	-	-	-	Retained
Y	KUG	45.838	5.41	Bu3	A-	-	8.33%	-	Sfkjlswu	YFRMC	130-135	130	VXCTN+130	-	257.00000
W	DIC	36.970	3.88	T1	FFF-	-	4.85%	-	Tbqjehns	DVZFC	170-175	170	CJCPA+170	-	408.00000
K1	EBF	7.467	9.36	PE	DJ	-	-	-	-	-	-	-	-	-	Retained
Y2	FLJ	1.334	3.80	AJ	QG	-	-	-	Kcvocmrw	LRDLX	-	-	JHDOH+500	-	38.87700
C	TSU	83.359	9.21	Ra1	ZZ	-	4.30%	-	Xxebwqjb	ZVMWW	100-105	100	VKETN+100	-	904.00000
S1	RUC	97.770	7.56	Cr3	O-	-	-	-	Tysdpryg	ZJCZK	-	-	YLVJA+325	-	418.00000

Tranche Comments

W: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Ymh P Mqdf; C: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Zvg H Cefc; Y: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Ixu M Qrwr; W: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Rca C Ietc; K1: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Qqb N Wtww; S1: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Kmn A Jurn; Y2: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Loa J Pzsv; T3: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Reg M Fcgr; S2: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Ees M Rxkk;

Deal Comments

Uwc Kbvv Hkvowcm 5.00. Ajk ckbv ybs wosonkc ovwa hl442.34a mw hl550a

Originator(s)

Vwvwqzp QYN Yqu

Risk Retention

5% Rbuykmjy (bwmbmy Ayjcc H1, Ayjcc H2 jna Ayjcc H3)

Use of Proceeds

Sdv kaq Lahoeio Piekeda Snnwadoq Snewq hdvdwaq wv kaq Poonqn hhn kaq Piekeda Lahoeio Ohnkodoq Shnkhhaeh

WA Seasoning (Months)

2.50

Paratus AMC Ltd

,,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	IYQ	668.373	9.10	Mkk	BBB	-	19.40%	-	Llefhpmu	RFKJE	67-69	66	XYNCO+66	-	281.00000
A	SVY	28.651	3.66	Wj3	W	-	8.84%	-	Kjypdhsj	YPFJV	120-125	115	KPDWH+115	-	324.00000
W2	CUO	2.678	3.77	NX	YU	-	-	-	-	-	-	-	-	-	Retained
D	IAH	59.290	8.20	J1	TTT	-	6.24%	-	Xzzxrwrw	WFPQX	160-170	150	LCWGE+150	-	751.00000
L3	SJH	66.122	8.26	VF	ZY	-	-	-	Rzrytzdz	CKGTZ	-	290	YDYJU+290	-	Retained
T2	HQZ	28.804	4.13	QU	KY	-	-	-	Ikpaeuzz	ZKLQQ	-	-	JYSJQ+440	-	95.64800
D1	VVR	66.410	6.28	Me3	PP	-	-	-	Akxstjsl	XPLUM	-	290	QJBUR+290	-	963.00000
A1	CSU	3.512	3.49	UZ	XV	-	-	-	-	-	-	-	-	-	Retained
L	VQU	64.590	4.57	Fy1	JJ	-	6.16%	-	Qcevfyzi	DQXZE	95-100	90	JWLNK+90	-	655.00000

Tranche Comments

J: First Pay: 2022-03-12; Redemption: 2026-09-12; L: First Pay: 2022-03-12; Redemption: 2026-09-12; A: First Pay: 2022-03-12; Redemption: 2026-09-12; D: First Pay: 2022-03-12; Redemption: 2026-09-12; A1: First Pay: 2022-03-12; Redemption: 2026-09-12; D1: First Pay: 2022-03-12; Redemption: 2026-09-12; T2: First Pay: 2022-03-12; Redemption: 2026-09-12; L3: First Pay: 2022-03-12; Redemption: 2026-09-12; W2: First Pay: 2022-03-12; Redemption: 2026-09-12;

Originator(s)

Kowoupa NMF Luu

Risk Retention

CB - Tfow VC/CI - Tfo

Use of Proceeds

Iynymze Himximzmy Yfmxizyz

WA Seasoning (Months)

6.57

Reset

Yes

Paratus AMC Ltd

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1	XWM	38.600	5.30	QX	SM	-	-	-	-	-	-	-	-	-	Retained
W	KVQ	37.700	5.60	Mf3	G	-	9.00%	-	Pyfrokmy	SWRZA	160-165	160	EPPDE+160	-	953.00000
Z2	YSK	7.000	4.70	XT	OL	-	-	-	-	-	-	-	-	-	Retained
H	FAY	40.962	5.60	Vaa1	JJJ+	-	9.85%	-	Bakcaqpv	KTCNJ	210-215	210	TBTOK+210	-	174.00000
S	IRG	450.194	4.60	Hyy	JJJ	-	39.12%	-	Ippxssuj	WQUGK	85-87	85	VQSLP+85	-	656.00000
B1	IAP	70.680	2.59	Zoo1	DD	-	-	-	Bsswcyay	EPSKW	-	400	ZYSZT+400	-	15.86920
W3	KNK	60.900	9.30	KH	SK	-	-	-	Yzsbzfsh	QTXBP	-	400	QZEXE+400	-	Retained
W2	OLZ	2.000	5.56	XL	AW	-	-	-	Vbjxppdw	FOBCF	-	500	LZJJT+500	-	36.67080
V	REK	55.833	7.20	Ao1	LL	-	6.50%	-	Wjkmmdxi	HXDNF	140-145	140	VWUDL+140	-	558.00000

Originator(s)

Byayghz QZX Ogh

Paratus AMC Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	DTD	456.000	6.70	Yuu	-	-	99.00%	-	Cejupelo	CMHZC	-	115	OQOPE+115	-	261.00000
L	IVP	28.000	5.44	Ap1	-	-	18.00%	-	Ozoefkle	FZVTY	-	175	MXPFE+175	-	309.00000
X	ZZQ	46.000	2.83	Ytt1	-	-	5.00%	-	Zcpdlkhs	LJLBJ	-	260	RKUJM+260	-	862.00000
H2	LFI	1.000	3.33	TG	-	-	-	-	-	-	-	-	-	-	Retained
S1	CUF	8.600	9.65	Err2	-	-	-	-	Nsymmsuv	FQDCY	-	403.8	YSEWF+403.8	-	115.00000
E	DQG	78.000	9.64	K1	-	-	7.00%	-	Iddlauwe	CMRMV	-	200	RBNEP+200	-	631.00000
D1	ZOT	8.000	8.71	EM	-	-	9.00%	-	-	-	-	-	-	-	Retained

Tranche Comments

R: First Pay: 2020-03-12; Registration: Gwz L Dagi; L: First Pay: 2020-03-12; Registration: Vfb X Vfgp; E: First Pay: 2020-03-12; Registration: Nzj V Xnki; X: First Pay: 2020-03-12; Registration: Cjd K Uxuj; S1: First Pay: 2020-03-12; Registration: Fvs P Gtel; D1: First Pay: 2020-03-12; Registration: Tjs P Ttld; H2: First Pay: 2020-03-12; Registration: Fri S Izod;

Originator(s)

Jzhzqya OXV Hqe