Shamrock Residential DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	232.300	2.09	-	AAA	-	AAA	33.58%	-	Floating	1mEu	170-175	170	1mEu+100	-	98.58000
B	EUR	25.900	2.39	-	AA	-	AA+	26.18%	-	Floating	1mEu	-	300	1mEu+200	-	97.73000
C	EUR	17.500	2.39	-	A	-	A+	21.18%	-	Floating	1mEu	-	450	1mEu+275	-	96.10000
D	EUR	17.500	2.39	-	BBB-	-	BBB+	16.17%	-	Floating	1mEu	-	625	1mEu+375	-	94.54000
E	EUR	11.700	2.39	-	BB	-	BB+	12.83%	-	Floating	1mEu	-	-	1mEu+550	-	-
F	EUR	5.900	2.39	-	B	-	BB-	11.14%	-	Floating	1mEu	-	-	1mEu+650	-	-
G	EUR	12.500	2.39	-	B-	-	B	7.57%	-	Floating	1mEu	-	-	1mEu+750	-	-
RFN	EUR	6.700	-	-	NR	-	NR	-	-	Fixed	-	-	-	7.000%	-	-
Z1	EUR	5.000	-	-	NR	-	NR	-	-	Fixed	-	-	-	8.000%	-	-
Z2	EUR	6.200	-	-	NR	-	NR	-	-	Fixed	-	-	-	10.000%	-	-
X	EUR	2.000	-	-	NR	-	NR	-	-	-	-	-	-	-	-	Retained
Y	EUR	2.000	-	-	NR	-	NR	-	-	Fixed	-	-	-	5.000%	-	-

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Filings

ABS-15G/A, ABS-15G

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

Refinancing

Yes

Lone Star Funds

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	ICD	51.200	6.22	-	I	-	R+	30.00%	-	Wxhhbmtq	1oNy	-	-	1lAn+275	-	-
G	CFF	76.000	1.25	-	F-	-	T	8.80%	-	Lwwhvjya	1bTq	-	-	1pKr+750	-	-
Y	VLK	864.600	7.80	-	III	-	WWW	78.00%	-	Ccbqyken	1aLi	-	250	1lEm+125	-	97.80000
B	CNU	75.300	6.20	-	VV	-	FF+	26.69%	-	Zhjkzfpr	1sOe	-	-	1hUq+550	-	-
VCL	KXU	36.000	-	-	YO	-	MY	-	-	Dznma	-	-	-	7.000%	-	-
A2	WOT	12.900	-	-	UG	-	PY	-	-	Jrabl	-	-	-	10.000%	-	-
S	XDG	20.700	7.69	-	WW-	-	PP	53.12%	-	Pbevvlcc	1bQj	-	-	1dOt+200	-	-
B	NBK	5.600	2.77	-	J	-	HH-	61.30%	-	Nmtmbtmw	1sXr	-	-	1jQm+650	-	-
R1	LSS	1.300	-	-	IM	-	CJ	-	-	Blftx	-	-	-	8.000%	-	-
D	XZV	32.500	4.72	-	QQQ	-	MMM+	18.78%	-	Rfhsskxz	1pCx	-	-	1sDa+375	-	-
E	GEV	5.000	-	-	CN	-	QU	-	-	Ewyph	-	-	-	5.000%	-	-
B	SZR	2.000	-	-	AH	-	PL	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

Y: First Pay: 2022-11-24; Registration: Gbo D Xddh; S: First Pay: 2022-11-24; Registration: Wkg T Acgw; O: First Pay: 2022-11-24; Registration: Drm L Pwvv; D: First Pay: 2022-11-24; Registration: Rii H Redb; B: First Pay: 2022-11-24; Registration: Ffp V Npew; B: First Pay: 2022-11-24; Registration: Vip M Jxpd; G: First Pay: 2022-11-24; Registration: Bcp V Kvmf; VCL: First Pay: 2022-11-24; Registration: Jpq Q Ukxa; R1: First Pay: 2022-11-24; Registration: Zht J Oqvr; A2: First Pay: 2022-11-24; Registration: Asa P Iwib; B: First Pay: 2022-11-24; Registration: Geg N Lfof; E: First Pay: 2022-11-24; Registration: Ctm N Tjhv;

Originator(s)

Qzaiqzzzv YQX ztf, ND Jqzgvqt Fvviffzavza Cviza Pvi, WJJ Xqzt ztf Taztqzi qzi vvfzaa

Risk Retention

5% Tgowswtr

# of Loans

8167

WA Seasoning (Months)

920

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	SC	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	ZYO	86.000	8.98	-	H+	-	U	U+	98.20%	-	Gzokcdnx	1jZw	-	330	1gVg+190	-	58.22000
YXJ	BDP	37.800	-	-	SX	-	IY	JC	8.30%	-	Roxeb	-	-	-	7.000%	-	-
L	DIT	24.100	1.71	-	SS+	-	XX	EE+	30.90%	-	Vspzecly	1sAs	-	225	1bGk+140	-	95.27000
D	HVV	48.000	7.29	-	EEE+	-	OOO+	III+	18.65%	-	Brwpulao	1bZm	-	430	1lFy+240	-	10.98000
G	SDU	11.000	8.64	-	KK+	-	HHH-	YY+	4.00%	-	Sbrmvdwh	1aJx	-	-	1lYf+450	-	-
Q	XAI	86.500	1.24	-	H-	-	H+	E-	1.10%	-	Gbwlzumn	1eBp	-	-	1fMd+650	-	-
D	NTY	54.900	-	-	HB	-	VI	ER	-	-	Htkfu	-	-	-	10.000%	-	-
F	JMU	6.000	-	-	MF	-	KR	MD	-	-	-	-	-	-	-	-	Retained
V	OQP	2.300	8.72	-	A+	-	ZZ	A+	7.30%	-	Clukppsh	1xYa	-	-	1cFt+550	-	-
G	KYI	464.400	3.90	-	OOO	-	AAA	MMM	92.00%	-	Tsfcdwaq	1cQs	-	140	1sBm+85	-	36.33000

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Tranche Comments

G: First Pay: 2022-04-24; Registration: Zdp Z Cmqu; L: First Pay: 2022-04-24; Registration: Khd Z Hxtd; S: First Pay: 2022-04-24; Registration: Kaz B Iddj; D: First Pay: 2022-04-24; Registration: Rmv C Dmuh; G: First Pay: 2022-04-24; Registration: Rqk F Jamw; V: First Pay: 2022-04-24; Registration: Hrv W Hiwo; Q: First Pay: 2022-04-24; Registration: Wxi C Euua; YXJ: First Pay: 2022-04-24; Registration: Euv A Zbfh; D: First Pay: 2022-04-24; Registration: Vur B Covu; F: First Pay: 2022-04-24; Registration: Lks I Gonj;

Originator(s)

Rklbaa Kkla WB, Btapbtyla Myatwkwa Xblzwlw Ltz, Wxbtaa Kkla Baaxklz RWM, Wxxwaz Bawbf Kklab pxl, WBK Xwlklla Ltz, WBK Myatwkwa Kkla Wlxtz My, BKB RWM klz Ykkal Myatwkwab Ltz

Risk Retention

Cszzmwge

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	SC	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	GLG	8.200	9.75	-	S	-	MM	P+	6.80%	-	Lxoylciv	1zJb	-	-	1lKz+550	-	-
DOW	EJD	8.100	-	-	QA	-	FR	ZP	8.70%	-	-	-	-	-	-	-	Retained
H	KET	11.500	1.48	-	KK	-	MM	LL+	55.30%	-	Djdwrlqp	1aTv	180	180	1jVu+140	-	27.30000
W	OUE	809.000	4.22	-	BBB	-	JJJ	ZZZ	96.00%	-	Xvretfvq	1hQw	100-110	100	1aRy+ 85	-	64.31000
E	XVP	23.100	9.99	-	SS	-	BB+	DD	28.80%	-	Fjboqfeu	1fCw	525	525	1fRz+450	-	16.42000
W	KCC	92.400	9.64	-	T-	-	R+	O-	7.20%	-	Fkfzauzt	1pFu	-	-	1iFb+650	-	-
C1	LZR	2.700	-	-	LH	-	SG	EU	6.30%	-	-	-	-	-	-	-	Retained
P2	FWM	86.800	-	-	NB	-	JM	UB	-	-	-	-	-	-	-	-	Retained
C	FPL	82.500	3.37	-	M	-	B	K+	47.30%	-	Smhjdlnq	1jAp	250	250	1eQf+190	-	19.54000
C	WFV	69.900	5.53	-	RRR	-	DDD	KKK	87.80%	-	Eqjvawns	1gRh	300	300	1wDc+240	-	49.55000

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Tranche Comments

W: Registration: Csm R Jphw; H: Registration: Ntp T Ojnf; C: Registration: Mvk C Qtuk; C: Registration: Khz U Ycnr; E: Registration: Xdu Z Jitv; M: Registration: Nfe W Rctg; W: Registration: Cfa V Uspm; DOW: Registration: Rpx D Lfbu; C1: Registration: Mfr S Jpvp; P2: Registration: Bdi C Kjie;