Shawbrook Mortgage Funding PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	OQR	34.670	6.60	-	UU+	SS	17.60%	-	Icjehfnl	YYSBZ	-	200	VFVGB+200	-	Retained
W	CXR	24.600	3.60	-	DDD	II	9.70%	-	Sjqasklt	QTGCZ	-	500	HUNCY+500	-	Retained
Z2	TSO	8.700	-	-	QM	SC	-	-	Drvudwze	SMHKO	-	750	TVXNP+750	-	Retained
Y1	KAY	5.400	-	-	OQ	CK	-	-	Jkszajnn	MVDCV	-	600	GRGXR+600	-	Retained
O	MHN	207.480	6.30	-	PPP	BBB	62.80%	-	Ceruvzue	BZDXV	-	120	SJLYY+120	-	Retained
W	LRA	75.370	1.30	-	TT	S	3.50%	-	Alpzqadv	URKOE	-	250	TMZNO+250	-	Retained
W	HKP	83.300	4.50	-	PPP+	I-	8.80%	-	Qkzufbii	KGOKZ	-	500	WKTVL+500	-	Retained
R	RTR	78.150	4.70	-	G+	CCC-	7.20%	-	Jyldvufn	BCQJB	-	300	MFWVE+300	-	Retained

Tranche Comments

O: First Pay: 2023-03-20; Redemption: 2027-12-20; Registration: Ukg D Xdzw; A: First Pay: 2023-03-20; Redemption: 2027-12-20; Registration: Jwi V Crcy; W: First Pay: 2023-03-20; Redemption: 2027-12-20; Registration: Gtb V Nbbb; R: First Pay: 2023-03-20; Redemption: 2027-12-20; Registration: Vdv D Eziw; W: First Pay: 2023-03-20; Redemption: 2027-12-20; Registration: Mkt F Oqxw; W: First Pay: 2023-03-20; Redemption: 2027-12-20; Registration: Mev R Iamp; Y1: First Pay: 2023-03-20; Redemption: 2027-12-20; Registration: Vhw R Lfpc; Z2: First Pay: 2023-03-20; Redemption: 2027-12-20; Registration: Xrx X Ozjl;

Originator(s)

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Risk Retention

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Use of Proceeds

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Expected Settlement Date

2022-12-13

Pricing Speed

20% YFG

# of Loans

8129

WA Seasoning (Months)

67.48

Shawbrook Group PLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	QRA	886.000	4.70	Vxx	GGG	-	67.85%	-	Ysqzklaq	HMLEF	115b	112	XHRXE+112	-	613.00000
J	MYD	12.324	7.60	Ek1	DD	-	29.67%	-	Nemhutuh	LSLBF	-	155	RTHBT+155	-	603.00000
M	RJQ	34.941	-	KV	LJ	-	-	-	Qeflbduh	EWKUX	-	325	VPJGK+325	-	502.00000
A	XFO	17.414	9.40	P2	U	-	3.30%	-	Ehhfjebj	XVHTZ	-	185	EVSUO+185	-	853.00000