Market Data
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Market Overview
Esoteric
Consumer & Marketplace Loans
Parent Companies
Shawbrook Group PLC
Shawbrook Mortgage Funding PLC
2022-1
Shawbrook Mortgage Funding PLC (SHAWM) 2022-1
ABS
ESOT
SHAWM 2022-1
Shawbrook Group PLC
BAM
,
BNP
EMEA
Dec 6, 2022
Class
CCY
SZE(M)
WAL
MO
SP
FI
C/E
LTV
TYPE
BNCH
GDNC
SPRD
CPN
YLD
PRICE
A
GBP
496.470
2.90
-
AAA
AAA
14.80%
-
Floating
SONIA
-
120
SONIA+120
-
Retained
B
GBP
17.220
5.02
-
AA+
AA
11.80%
-
Floating
SONIA
-
200
SONIA+200
-
Retained
C
GBP
14.350
5.02
-
AA
A
9.30%
-
Floating
SONIA
-
250
SONIA+250
-
Retained
D
GBP
14.350
5.02
-
A+
BBB-
6.80%
-
Floating
SONIA
-
300
SONIA+300
-
Retained
E
GBP
11.480
5.02
-
BBB+
B-
4.80%
-
Floating
SONIA
-
500
SONIA+500
-
Retained
F
GBP
20.080
5.02
-
CCC
CC
1.30%
-
Floating
SONIA
-
500
SONIA+500
-
Retained
X1
GBP
0.100
-
-
NR
NR
-
-
Floating
SONIA
-
600
SONIA+600
-
Retained
X2
GBP
0.100
-
-
NR
NR
-
-
Floating
SONIA
-
750
SONIA+750
-
Retained
Hide Details
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
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