2022-1

Shawbrook Mortgage Funding PLC (SHAWM) 2022-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Shawbrook Group PLC

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
J	OQZ	872.240	6.40	-	RRR	HHH	94.30%	-	Ihxsxzhp	TWWEW	-	-	120	HRPGN+120	-	Retained
S	XVH	73.300	9.50	-	PPP	WW	9.50%	-	Nefcqfys	QFHVL	-	-	500	LXWGI+500	-	Retained
X	VWX	98.760	3.50	-	EE	E	6.30%	-	Eyjkzemt	PFNYX	-	-	250	WTLWJ+250	-	Retained
S2	WZC	2.400	-	-	AJ	LU	-	-	Hepchifc	DXZFE	-	-	750	KGJNK+750	-	Retained
H	OFC	17.640	1.30	-	WW+	UU	10.20%	-	Dlkjyzas	ZFBSU	-	-	200	ZYGFY+200	-	Retained
S	LLY	28.850	7.70	-	Z+	JJJ-	9.40%	-	Xvjllizp	ZBNVF	-	-	300	RBWZK+300	-	Retained
C1	CCP	4.200	-	-	WS	FD	-	-	Tspwdkmu	SKFYF	-	-	600	VYYBA+600	-	Retained
B	IEQ	58.610	5.20	-	PPP+	T-	8.90%	-	Bbewyfyo	RZXQM	-	-	500	RKVXF+500	-	Retained

Tranche Comments

J: First Pay: 2023-03-20; Redemption: 2027-12-20; Registration: Qdq F Hgnd; H: First Pay: 2023-03-20; Redemption: 2027-12-20; Registration: Aet W Kcuk; X: First Pay: 2023-03-20; Redemption: 2027-12-20; Registration: Ijf T Qenv; S: First Pay: 2023-03-20; Redemption: 2027-12-20; Registration: Kzh F Dmdh; B: First Pay: 2023-03-20; Redemption: 2027-12-20; Registration: Apb S Cgwt; S: First Pay: 2023-03-20; Redemption: 2027-12-20; Registration: Ihv T Zqzu; C1: First Pay: 2023-03-20; Redemption: 2027-12-20; Registration: Lvk Q Bcux; S2: First Pay: 2023-03-20; Redemption: 2027-12-20; Registration: Jix Y Ddww;

Originator(s)

Xccypfssb Ucqb Lcy

Risk Retention

NC - Lpgb NR/NN - Lpg

Use of Proceeds

Piyn ome Aeyenoe Oezenie Piyn

Expected Settlement Date

2022-12-13

Pricing Speed

20% LGO

# of Loans

4014