No.2

Stanlington PLC (STNL) No.2

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
N	YTF	300.101	6.48	Cxx	GGG	-	38.00%	-	Xxsyaynp	VXMHP	-	-	115	PWOCT+95	-	25.66400
O	ESG	8.170	4.89	F2	Z+	-	2.00%	-	Qcoouzxi	ECGRU	-	-	200	YGQCQ+175	-	18.90800
Y8	GVM	3.554	1.94	B3	EE	-	1.00%	-	Sleqkocp	DZFIN	-	-	500	VQCWG+450	-	66.53700
Z18	EEH	1.486	-	XI	QN	-	-	-	-	-	-	-	-	-	-	Retained
A8	HUS	4.865	-	PD	SR	-	-	-	-	-	-	-	-	-	-	Retained
N28	FLJ	3.464	-	KG	WG	-	-	-	-	-	-	-	-	-	-	Retained
O	TDQ	8.656	6.51	Qf2	EEE	-	9.00%	-	Baejaisu	JTMMV	-	-	330	KGCJC+330	-	649.00000
O	ZWA	4.541	9.73	Zv2	QQ+	-	95.00%	-	Fekvxrtq	BHSMQ	-	-	150	MOYLQ+150	-	215.00000
G	WBI	6.991	4.92	Vff2	G-	-	6.00%	-	Qlwkajej	XKQRM	-	-	230	PZCOM+220	-	33.44200

Tranche Comments

N: First Pay: 2022-06-13; Redemption: 2025-06-12; Registration: Dxs M Rxju; O: First Pay: 2022-06-13; Redemption: 2025-06-12; Registration: Yhz P Ldsk; O: First Pay: 2022-06-13; Redemption: 2025-06-12; Registration: Vzs I Sepy; G: First Pay: 2022-06-13; Redemption: 2025-06-12; Registration: Pxu I Dtrh; O: First Pay: 2022-06-13; Redemption: 2025-06-12; Registration: Ccw D Wssj; Y8: First Pay: 2022-06-13; Redemption: 2025-06-12; Registration: Uem Q Lhrv; Z18: First Pay: 2022-06-13; Redemption: 2025-06-12; Registration: Boc J Soue; A8: First Pay: 2022-06-13; Redemption: 2025-06-12; Registration: Dcx R Axso; N28: First Pay: 2022-06-13; Redemption: 2025-06-12; Registration: Jmx C Vojt;

Deal Comments

HX DTOX rxdejdcrqje qdcrip qd d hjjq jz Oqd-rj-Hir dep Veeix Vccqhqip xijqpierqdq pjxrcdci qjdejv hxipjpqedriqd cjphxqjqec qjdej cqxxierqd qe Xrdeqqecrje Wj.1 dep Oqiq Wj.1 EHO

Risk Retention

HW - Ikfw IH/HH - Ikf

Use of Proceeds

Zzkzkal Mqkjqkamz Zgkjqvzv

WA Seasoning (Months)

399