Shawbrook Mortgage Funding PLC (SHAWM) 2022-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AGBP496.4702.90-AAAAAA14.80%-FloatingSONIA-120SONIA+120-Retained
BGBP17.2205.02-AA+AA11.80%-FloatingSONIA-200SONIA+200-Retained
CGBP14.3505.02-AAA9.30%-FloatingSONIA-250SONIA+250-Retained
DGBP14.3505.02-A+BBB-6.80%-FloatingSONIA-300SONIA+300-Retained
EGBP11.4805.02-BBB+B-4.80%-FloatingSONIA-500SONIA+500-Retained
FGBP20.0805.02-CCCCC1.30%-FloatingSONIA-500SONIA+500-Retained
X1GBP0.100--NRNR--FloatingSONIA-600SONIA+600-Retained
X2GBP0.100--NRNR--FloatingSONIA-750SONIA+750-Retained
Tranche Comments
A: Registration: Reg S Only; B: Registration: Reg S Only; C: Registration: Reg S Only; D: Registration: Reg S Only; E: Registration: Reg S Only; F: Registration: Reg S Only; X1: Registration: Reg S Only; X2: Registration: Reg S Only;
Expected Settlement Date
2022-12-13