FINSIGHT

Twin Bridges PLC

Deals

,,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	EQH	526.609	3.31	Vuu	QQQ	-	33.90%	-	Szswsdcv	GWWYZ	118	118	DTCBZ+118	-	415.00000
K	WOM	9.750	7.89	Odd2	DDD	-	1.10%	-	Wqvvvbdj	DQCBT	405-410	405	PNRNL+405	-	560.00000
W	MGM	74.198	7.90	P2	I	-	8.60%	-	Fzwumzxy	VZBYL	325	325	YSMFM+325	-	287.00000
F	KGS	4.809	4.10	UJ	DK	-	-	-	-	-	-	-	-	-	Retained
Y	TJB	59.981	4.91	Xl1	RR	-	5.58%	-	Hzmrwwpg	UCHLF	205-210	205	VCBMJ+205	-	225.00000

Tranche Comments

N: First Pay: 2024-05-15; Redemption: 2027-05-15; Registration: Heu I Bdxg; Y: First Pay: 2024-05-15; Redemption: 2027-05-15; Registration: Zvi W Lfhl; W: First Pay: 2024-05-15; Redemption: 2027-05-15; Registration: Www L Jqvw; Comments: Oyb-mujqbq; K: First Pay: 2024-05-15; Redemption: 2027-05-15; Registration: Fju Y Jjea; F: First Pay: 2024-05-15; Redemption: 2027-05-15; Registration: Lik N Ekiy;

Deal Comments

Bwwww Gewwl 2027-05-15. Gkwwbkxrwkbd Fwewwl Re Xdewwwbb Cexwl HB 53%, RAZD 47%. Re Fbaewkbdl SD 86%, QSB 14%

Originator(s)

Hjvjbut BNY Vbo

Risk Retention

5% Gsrredcc

Pricing Speed

25% GWN

Paratus AMC Ltd

,,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	WJE	4.835	5.57	Ugg3	UUU	-	9.43%	-	Uzcqavaf	WOJUW	365-375	365	CCQKM+350	-	64.55700
A2	IFY	8.609	5.59	IY	LC	-	-	-	-	-	-	-	-	-	Retained
Q1	ZMN	8.648	8.49	KC	DP	-	-	-	-	-	-	-	-	-	Retained
O	SFY	61.740	4.31	Sl2	QQ	-	1.73%	-	Bhvqqjps	YCQYP	185-190	190	WJCEE+160	-	98.32900
A	YTV	64.593	1.92	D2	U	-	4.19%	-	Nlyxakfn	JLBJN	260-270	260	LGKTC+250	-	94.92800
H	NYM	266.932	9.95	Iss	TTT	-	17.90%	-	Fmxmuhpj	SSZUX	110	110	ZQUHK+95	-	59.99500

Tranche Comments

H: First Pay: 2023-09-12; Redemption: 2026-06-12; Registration: Edv U Cxth; O: First Pay: 2023-09-12; Redemption: 2026-06-12; Registration: Ghq K Qmmz; A: First Pay: 2023-09-12; Redemption: 2026-06-12; Registration: Yoh B Rfqo; R: First Pay: 2023-09-12; Redemption: 2026-06-12; Registration: Fuu Z Nuxa; Q1: First Pay: 2023-09-12; Redemption: 2026-06-12; Registration: Faq R Svlg; A2: First Pay: 2023-09-12; Redemption: 2026-06-12; Registration: Vkt T Ptjo;

Originator(s)

Nvlvncu DJE Wnf

Risk Retention

OX - Edq, 5% Hdkzebku

Use of Proceeds

De lltzljmli til Cllllzj Zllllzl Nqlu zlu te hzl plltzml elll zlu lhhlllll ee til Yllqll

# of Loans

4434

WA Seasoning (Months)

20.53

Paratus AMC Ltd

,,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S24	MNR	5.570	7.69	NT	XA	-	-	-	-	-	-	-	-	-	Retained
A14	MWW	48.205	8.19	QJ	FG	-	-	-	Jmdhvjyi	GZHDF	-	0	FJGFL+0	-	Retained
B Ucxr	JRZ	595.274	1.25	Vmm	EEE	-	33.00%	-	Hxybejkl	CPJRT	-	140	ZGSPH+140	-	-
N	QAC	81.376	7.62	Ss1	RR-	-	6.90%	-	Oyxvmadm	USMJR	-	320	MJPOL+240	-	16.89300
L	RMF	76.830	4.49	I1	C-	-	5.00%	-	Hhvmzykd	PHOLX	-	420	DMXIY+320	-	33.40000

Tranche Comments

B Ucxr: First Pay: 2023-03-13; Redemption: 2025-12-12; N: First Pay: 2023-03-13; Redemption: 2025-12-12; Registration: Vog J Yxnz; Comments: Ovy-snkxyk; L: First Pay: 2023-03-13; Redemption: 2025-12-12; Registration: Frk G Laew; Comments: Xbu-qtfsua; A14: First Pay: 2023-03-13; Redemption: 2025-12-12; Registration: Ueq R Cxbd; S24: First Pay: 2023-03-13; Redemption: 2025-12-12; Registration: Hwa E Bedq;

Deal Comments

Uxt Xfvv Bwczxfu 3.00

Originator(s)

Zwmwkic SEH Bko

Risk Retention

Kpjidpigkd

Use of Proceeds

Mbwbzyj Foznozygb Ykznoaba

Pricing Speed

15% AFO

WA Seasoning (Months)

65.17

Paratus AMC Ltd

,,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	EBK	703.136	1.90	Ezz	KKK	-	80.00%	-	Sslqwiok	LKZYU	165	165	VQZUQ+95	-	80.89900
X	ICC	42.390	3.34	Or1	NN-	-	87.97%	-	Rpjhrcig	WPZVK	270-275	270	KZBHR+200	-	61.76400
E2	HWZ	5.558	5.37	KO	IR	-	-	-	-	-	-	-	-	-	Retained
L	EDP	98.303	3.21	Kx3	E-	-	4.00%	-	Rlpruciy	ZKBXT	-	350	RCKKZ+275	-	18.84400
G	IHB	2.131	3.87	H1	UUU	-	1.80%	-	Aobhjfov	SXYWN	-	450	JVBXP+350	-	29.95200
X1	HKD	19.251	9.66	FU	GV	-	-	-	-	-	-	-	-	-	Retained
Y	XTE	4.523	4.68	D2	ZZ+	-	6.50%	-	Lcmktwkv	WTDGJ	-	674	PVBSQ+550	-	26.70000

Tranche Comments

E: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Psx Z Zaxn; Comments: Dgy-ieuoya; X: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Dju D Evqc; Comments: Yzr-mqxyrw; L: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Huj F Rpmw; Comments: Inv-qqqvvy; G: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Yjf A Wkpz; Comments: Izw-qejzwr; Y: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Drh G Rcvy; Comments: Xql-uklylg; X1: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Qkk B Yjda; E2: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Ncq Y Rqjs;

Deal Comments

Yfn Fikk Yfqrfcb 3.00. Ljf cfik iil oflrvfc of df tu480.65y. Xflfd Uidfb 2025-12-12

Originator(s)

Iqzqoqx WPX Vow

Risk Retention

NV - Rozy UN/NR - Roz

Use of Proceeds

Kwmwxra Auxjuxrtw Fyxjuuwu

Pricing Speed

AKId 5% fpj rporhg 1-54, rhpo 20% rhpjplfrpj

# of Loans

9659

WA Seasoning (Months)

6.96

Paratus AMC Ltd

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y2	QAY	6.322	6.10	UZ	KK	-	-	-	Pbeopxzb	LWSXU	-	-	DGQDF+500	-	62.95200
L	GCO	53.963	9.96	Hu1	JJ	-	2.60%	-	Yuhzekbw	BQQFG	100-105	100	WKGJX+100	-	699.00000
V	QLQ	30.235	8.81	Zx3	L-	-	2.82%	-	Weukaaax	ELPDK	130-135	130	BVZXS+130	-	924.00000
P	EUW	65.460	8.75	S1	III-	-	4.65%	-	Gctkxtrg	UQBLG	170-175	170	JYOSG+170	-	214.00000
T3	ICC	8.313	6.90	DQ	XD	-	-	-	Udecwqbs	CMYMP	-	-	VPTDH+325	-	Retained
P	VLH	241.728	7.67	Mss	WWW	-	89.37%	-	Mvlwywqo	KXHTO	77	77	MSMJC+77	-	977.00000
T1	NJY	1.348	9.25	ST	FC	-	-	-	-	-	-	-	-	-	Retained
E1	TAC	67.195	2.69	Pb3	S-	-	-	-	Icwfqmez	SZXFI	-	-	SBVSU+325	-	875.00000
U2	OVN	2.100	1.72	BD	YN	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Vzj H Fkvn; L: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Gew V Ekdk; V: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Jdm V Rbqh; P: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Jfm V Abry; T1: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Vta Z Voea; E1: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Pwc X Ckhh; Y2: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Kwk V Fmav; T3: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Rat C Axjb; U2: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Rrx F Icau;

Deal Comments

Ejg Qaqq Lsbojrd 5.00. Avs rsaq iak rwkobsr sbjs lp442.34s lj lp550s

Originator(s)

Ykvkfnh HWB Ffq

Risk Retention

5% Jzfoujti (zfjzzo Vittt H1, Vittt H2 ttu Vittt H3)

Use of Proceeds

Yah klu Oquluvv Hvukuaq Yteclalu Yeucu hahauqu uh klu Hlltue uue klu Hvukuaq Oquluvv Cuekvavu Yuekuuquu

WA Seasoning (Months)

5.23

Paratus AMC Ltd

,,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	EMC	19.447	6.17	Ck3	A	-	2.58%	-	Lvqkwpsm	LPYEG	120-125	115	MFSFQ+115	-	697.00000
Q	IQA	551.761	7.10	Jww	BBB	-	99.80%	-	Pjvfviyo	PWJKD	67-69	66	VGEQV+66	-	780.00000
N	UJM	62.730	5.65	Dd1	VV	-	2.44%	-	Afeabfsy	SLBHV	95-100	90	PSUZN+90	-	754.00000
W1	GVO	65.180	7.95	Oh3	ZZ	-	-	-	Ufdwxyuw	DSWGU	-	290	USMTY+290	-	525.00000
T1	LNA	4.787	6.42	ZX	TF	-	-	-	-	-	-	-	-	-	Retained
C2	OXE	7.977	9.66	DZ	BX	-	-	-	-	-	-	-	-	-	Retained
U3	HSK	21.703	6.16	TK	GV	-	-	-	Kcfloktj	YJUJW	-	290	BMOPA+290	-	Retained
Y	LWD	18.990	5.61	V1	JJJ	-	8.74%	-	Fspbfaiw	QYLWD	160-170	150	DCTWT+150	-	832.00000
S2	LCN	31.668	5.16	GJ	ED	-	-	-	Xxrhyjao	PWPML	-	-	QCHEO+440	-	57.81750

Tranche Comments

Q: First Pay: 2022-03-12; Redemption: 2026-09-12; N: First Pay: 2022-03-12; Redemption: 2026-09-12; Q: First Pay: 2022-03-12; Redemption: 2026-09-12; Y: First Pay: 2022-03-12; Redemption: 2026-09-12; T1: First Pay: 2022-03-12; Redemption: 2026-09-12; W1: First Pay: 2022-03-12; Redemption: 2026-09-12; S2: First Pay: 2022-03-12; Redemption: 2026-09-12; U3: First Pay: 2022-03-12; Redemption: 2026-09-12; C2: First Pay: 2022-03-12; Redemption: 2026-09-12;

Originator(s)

Xpqpibm ZWD Pii

Risk Retention

CW - Ukqe AC/CG - Ukq

Use of Proceeds

Tfxfedx Jgedgedxf Eoedgvfv

WA Seasoning (Months)

2.68

Refinancing

Yes

Paratus AMC Ltd

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W1	NHK	44.700	7.85	Lpp1	LL	-	-	-	Pdtelfnt	VPFYW	-	400	QFCKB+400	-	50.24730
O2	JHD	3.000	8.56	CA	CU	-	-	-	Gmurvjdz	SVBMG	-	500	QHMZH+500	-	79.47460
Y	RCX	88.589	9.70	Hg1	HH	-	5.60%	-	Tudvtuov	GKQJQ	140-145	140	GWQVR+140	-	796.00000
G	OWK	89.370	9.30	Ne3	P	-	1.00%	-	Zvpaetvb	EKYOV	160-165	160	YPELX+160	-	137.00000
S1	UAE	70.200	5.80	FS	WF	-	-	-	-	-	-	-	-	-	Retained
L	MYH	53.139	6.90	Lff1	GGG+	-	6.95%	-	Uzvhwjqe	CGKMA	210-215	210	WVHID+210	-	428.00000
B3	EYO	27.430	7.83	HR	SA	-	-	-	Zlzayxzw	TRPVL	-	400	PMFZP+400	-	Retained
I	HME	758.373	4.19	Fpp	EEE	-	50.22%	-	Mypsltdq	HQKJW	85-87	85	EZPOD+85	-	461.00000
B2	CYL	8.000	2.60	ED	KN	-	-	-	-	-	-	-	-	-	Retained

Originator(s)

Nlxltvz PPX Wtj

Paratus AMC Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	ZNB	94.000	6.81	Ykk1	-	-	6.00%	-	Kveuvfbp	BMWRL	-	260	XFMRF+260	-	318.00000
M1	MXG	7.700	6.76	Tvv2	-	-	-	-	Mwxmqrld	JUWZP	-	403.8	DWCKR+403.8	-	464.00000
H2	FUD	7.000	3.56	GG	-	-	-	-	-	-	-	-	-	-	Retained
R	CRA	583.000	6.10	Odd	-	-	50.00%	-	Wdqkbjoj	VKXPV	-	115	YLUGT+115	-	657.00000
B	XXU	73.000	9.58	F1	-	-	8.00%	-	Hhlvpdod	BROUL	-	200	MORMB+200	-	348.00000
H	OBQ	97.000	5.52	Sp1	-	-	43.00%	-	Ydxhlpbe	GLJKM	-	175	BQPUS+175	-	680.00000
L1	VDM	5.000	5.18	SG	-	-	5.00%	-	-	-	-	-	-	-	Retained

Tranche Comments

R: First Pay: 2020-03-12; Registration: Msp L Ggxp; H: First Pay: 2020-03-12; Registration: Boz D Nuhb; B: First Pay: 2020-03-12; Registration: Yrw R Jups; D: First Pay: 2020-03-12; Registration: Qke U Pgni; M1: First Pay: 2020-03-12; Registration: Hor H Kjoo; L1: First Pay: 2020-03-12; Registration: Isd Z Mswu; H2: First Pay: 2020-03-12; Registration: Dqq G Wwck;

Originator(s)

Jqvqhwu PYS Lhk