Shamrock Residential DAC (SROCK) 2023-1

ClassCCYSZE(M)WALMOSPFIKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR232.3002.09-AAA-AAA33.58%-Floating1mEu170-1751701mEu+100-98.58000
BEUR25.9002.39-AA-AA+26.18%-Floating1mEu-3001mEu+200-97.73000
CEUR17.5002.39-A-A+21.18%-Floating1mEu-4501mEu+275-96.10000
DEUR17.5002.39-BBB--BBB+16.17%-Floating1mEu-6251mEu+375-94.54000
EEUR11.7002.39-BB-BB+12.83%-Floating1mEu--1mEu+550--
FEUR5.9002.39-B-BB-11.14%-Floating1mEu--1mEu+650--
GEUR12.5002.39-B--B7.57%-Floating1mEu--1mEu+750--
RFNEUR6.700--NR-NR--Fixed---7.000%--
Z1EUR5.000--NR-NR--Fixed---8.000%--
Z2EUR6.200--NR-NR--Fixed---10.000%--
XEUR2.000--NR-NR--------Retained
YEUR2.000--NR-NR--Fixed---5.000%--
Tranche Comments
A: First Pay: 2023-03-24; Registration: 144A/Reg S; B: First Pay: 2023-03-24; Registration: 144A/Reg S; C: First Pay: 2023-03-24; Registration: 144A/Reg S; D: First Pay: 2023-03-24; Registration: 144A/Reg S; E: First Pay: 2023-03-24; Registration: 144A/Reg S; F: First Pay: 2023-03-24; Registration: 144A/Reg S; G: First Pay: 2023-03-24; Registration: 144A/Reg S; RFN: First Pay: 2023-03-24; Registration: 144A/Reg S; Z1: First Pay: 2023-03-24; Registration: 144A/Reg S; Z2: First Pay: 2023-03-24; Registration: 144A/Reg S; X: First Pay: 2023-03-24; Registration: 144A/Reg S; Y: First Pay: 2023-03-24; Registration: 144A/Reg S;
Deal Comments
Distribution Stats: By type: Fund Managers: 81% Banks 19%. By geography: UK: 64% Europe: 24% US: 12%
Originator(s)
Permanent TSB plc, EBS DAC, AIB Mortgage Bank Unltd Co and others
Risk Retention
5% Vertical