Shawbrook Mortgage Funding PLC

Deals

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

More Details

Tranche Comments

A: First Pay: 2023-03-20; Redemption: 2027-12-20; Registration: Reg S Only; B: First Pay: 2023-03-20; Redemption: 2027-12-20; Registration: Reg S Only; C: First Pay: 2023-03-20; Redemption: 2027-12-20; Registration: Reg S Only; D: First Pay: 2023-03-20; Redemption: 2027-12-20; Registration: Reg S Only; E: First Pay: 2023-03-20; Redemption: 2027-12-20; Registration: Reg S Only; F: First Pay: 2023-03-20; Redemption: 2027-12-20; Registration: Reg S Only; X1: First Pay: 2023-03-20; Redemption: 2027-12-20; Registration: Reg S Only; X2: First Pay: 2023-03-20; Redemption: 2027-12-20; Registration: Reg S Only;

Originator(s)

Shawbrook Bank Ltd

Risk Retention

US - Yes; UK/EU - Yes

Use of Proceeds

Fund the General Reserve Fund

Expected Settlement Date

2022-12-13

Pricing Speed

20% CPR

# of Loans

2354

WA Seasoning (Months)

25.81

Refinancing

Yes

Reset

Yes

Shawbrook Group PLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	MWU	300.000	6.10	Mtt	AAA	-	16.52%	-	Cdjaqfqw	YQZER	115e	112	CLHWF+112	-	986.00000
I	AAT	13.320	-	TT	DI	-	-	-	Qcmwjipb	CDMPV	-	325	JCKML+325	-	232.00000
L	VCB	44.300	4.80	Is1	UU	-	93.11%	-	Hbodsyyf	JSVRI	-	155	QQTFC+155	-	756.00000
A	RFS	70.798	9.30	S2	I	-	7.83%	-	Drurswxn	PBNLD	-	185	JLXHC+185	-	758.00000