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

Reset

Yes

Shawbrook Group PLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	ZFV	927.000	4.10	Qjj	OOO	-	64.50%	-	Syzuxjos	MGWFW	115u	112	HBYWA+112	-	690.00000
T	STQ	36.597	2.60	E2	P	-	4.90%	-	Jzhfbxqb	KPBGW	-	185	CDPWS+185	-	519.00000
O	IBI	14.853	2.30	Js1	BB	-	62.94%	-	Phfdrtrb	YZBUB	-	155	DJRIX+155	-	464.00000
T	HIZ	58.615	-	AU	CD	-	-	-	Zhsbmubv	LSFVI	-	325	DDVIK+325	-	265.00000