FINSIGHT

Stanlington PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	GBP	256.761	2.64	Aaa	AAA	-	14.00%	-	Floating	SONIA	-	115	SONIA+95	-	99.49300
B	GBP	8.854	3.25	Aa2	AA+	-	11.00%	-	Floating	SONIA	-	150	SONIA+150	-	100.00000
C	GBP	8.854	3.25	A2	A+	-	8.00%	-	Floating	SONIA	-	200	SONIA+175	-	99.23500
D	GBP	5.903	3.25	Baa2	A-	-	6.00%	-	Floating	SONIA	-	230	SONIA+220	-	99.69600
E	GBP	2.951	3.25	Ba2	BBB	-	5.00%	-	Floating	SONIA	-	330	SONIA+330	-	100.00000
F8	GBP	5.903	3.25	B3	BB	-	3.00%	-	Floating	SONIA	-	500	SONIA+450	-	98.54500
Z18	GBP	5.901	-	NR	NR	-	-	-	-	-	-	-	-	-	Retained
X8	GBP	5.903	-	NR	NR	-	-	-	-	-	-	-	-	-	Retained
Z28	GBP	2.951	-	NR	NR	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

A: First Pay: 2022-06-13; Redemption: 2025-06-12; Registration: Reg S Only; B: First Pay: 2022-06-13; Redemption: 2025-06-12; Registration: Reg S Only; C: First Pay: 2022-06-13; Redemption: 2025-06-12; Registration: Reg S Only; D: First Pay: 2022-06-13; Redemption: 2025-06-12; Registration: Reg S Only; E: First Pay: 2022-06-13; Redemption: 2025-06-12; Registration: Reg S Only; F8: First Pay: 2022-06-13; Redemption: 2025-06-12; Registration: Reg S Only; Z18: First Pay: 2022-06-13; Redemption: 2025-06-12; Registration: Reg S Only; X8: First Pay: 2022-06-13; Redemption: 2025-06-12; Registration: Reg S Only; Z28: First Pay: 2022-06-13; Redemption: 2025-06-12; Registration: Reg S Only;

Deal Comments

UK RMBS transaction backed by a pool of Buy-to-Let and Owner Occupied residential mortgage loans; predominately comprising loans currently in Stanlington No.1 and Ciel No.1 PLC

Risk Retention

US - Yes; EU/UK - Yes

Use of Proceeds

General Corporate Purposes

WA Seasoning (Months)

174

Paratus AMC Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	LSO	64.500	4.60	Hg1	UU	-	70.50%	-	Ssrrurhn	3wJr	185-205	185	3qNk+185	-	747.00000
Y	RWL	20.200	5.60	C2	I+	-	70.80%	-	Rdormiuc	3hCz	235-255	235	3kMw+235	-	195.00000
R	EGE	2.800	3.50	Cn2	AAA+	-	1.00%	-	Wmwyefux	3oUf	385-405	385	3xNt+385	-	433.00000
C	EMA	448.500	9.81	Qee	JJJ	-	26.58%	-	Xmzsspie	3tCw	100k	100	3hHi+100	-	466.00000
V	DWF	3.600	7.90	Stt2	F	-	88.80%	-	Gskhxlqg	3iRv	285-305	285	3zSq+285	-	977.00000
V	YZM	2.200	1.24	DJ	KR	-	-	-	Mujfp	-	-	-	4.75%	4.750%	328.00000
D	NYJ	33.100	3.20	WA	XL	-	-	-	-	-	-	-	-	-	Retained

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Deal Comments

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