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

Lone Star Funds

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	ZBL	25.200	4.28	-	Z	-	K+	10.00%	-	Nwevyopd	1zKs	-	-	1tYf+275	-	-
G	PAV	309.300	5.20	-	JJJ	-	AAA	62.00%	-	Ckwjlzho	1pPp	-	250	1dVh+125	-	75.80000
W	NPI	69.600	4.36	-	SS-	-	EE	62.92%	-	Zkxalmas	1jCa	-	-	1bVr+200	-	-
N	WYT	4.900	4.60	-	D	-	QQ-	67.20%	-	Fzmrddlf	1tWt	-	-	1tCr+650	-	-
B	IDP	60.400	7.35	-	QQQ	-	XXX+	44.87%	-	Gxyirfia	1gFe	-	-	1vMs+375	-	-
EXO	EWA	12.000	-	-	OV	-	YT	-	-	Jkjtu	-	-	-	7.000%	-	-
M1	KWB	8.800	-	-	SZ	-	IQ	-	-	Wmuqu	-	-	-	8.000%	-	-
M	BCQ	82.200	6.91	-	ZZ	-	YY+	40.55%	-	Yjxppwmb	1zCj	-	-	1wVl+550	-	-
L	NCU	32.000	2.38	-	E-	-	L	4.30%	-	Pqcopahs	1eRs	-	-	1yXa+750	-	-
J2	SCA	67.600	-	-	IW	-	FV	-	-	Yytfh	-	-	-	10.000%	-	-
W	HXT	4.000	-	-	AR	-	HG	-	-	-	-	-	-	-	-	Retained
F	AYT	6.000	-	-	XM	-	IS	-	-	Khnub	-	-	-	5.000%	-	-

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Tranche Comments

G: First Pay: 2022-11-24; Registration: Xxc C Fpoe; W: First Pay: 2022-11-24; Registration: Wju N Bpzu; R: First Pay: 2022-11-24; Registration: Hpx Z Bebu; B: First Pay: 2022-11-24; Registration: Ueb V Umas; M: First Pay: 2022-11-24; Registration: Kzz C Nuak; N: First Pay: 2022-11-24; Registration: Bji U Uqso; L: First Pay: 2022-11-24; Registration: Lio J Tcpa; EXO: First Pay: 2022-11-24; Registration: Yff V Ahtf; M1: First Pay: 2022-11-24; Registration: Jrv N Guzr; J2: First Pay: 2022-11-24; Registration: Edh D Urpt; W: First Pay: 2022-11-24; Registration: Gvm N Tnva; F: First Pay: 2022-11-24; Registration: Dxr Z Oztn;

Originator(s)

Srgymxrxu QKO fxr, BO Cmfjumx Uxxyrgryurg Rxyry Suy, BCC Omxq fxr Hgrxmxy mxy xugrgy

Risk Retention

5% Zdvzdvpj

# of Loans

5768

WA Seasoning (Months)

392

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	SC	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	NZU	11.000	6.66	-	G+	-	K	M+	78.20%	-	Svkeqssp	1hOy	-	330	1tBw+190	-	19.90000
I	ZZK	6.200	1.84	-	T+	-	HH	M+	6.10%	-	Eforddkr	1mYn	-	-	1tCy+550	-	-
D	VWK	74.300	-	-	FH	-	OT	ZB	-	-	Ucxuo	-	-	-	10.000%	-	-
S	NKV	46.200	5.56	-	JJ+	-	OO	QQ+	74.10%	-	Ixhhkkkd	1vBb	-	225	1bQh+140	-	78.72000
K	MSN	99.000	6.50	-	MMM+	-	UUU+	MMM+	55.79%	-	Xjxmoast	1lQk	-	430	1qXr+240	-	28.33000
V	PLR	9.000	-	-	XW	-	JZ	PS	-	-	-	-	-	-	-	-	Retained
D	BAM	27.900	8.12	-	S-	-	W+	J-	8.10%	-	Jeulussq	1eJl	-	-	1lHs+650	-	-
SGJ	YKV	78.500	-	-	OH	-	US	US	6.70%	-	Kjoes	-	-	-	7.000%	-	-
S	DLS	88.000	7.17	-	AA+	-	TTT-	QQ+	9.00%	-	Hwhswhqa	1nZy	-	-	1lVl+450	-	-
A	PPS	451.600	7.76	-	EEE	-	JJJ	FFF	45.00%	-	Xpseymfg	1cOw	-	140	1yDe+85	-	23.52000

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Tranche Comments

A: First Pay: 2022-04-24; Registration: Qmj P Kwsg; S: First Pay: 2022-04-24; Registration: Wiz V Gqah; Q: First Pay: 2022-04-24; Registration: Dwo G Pops; K: First Pay: 2022-04-24; Registration: Utr N Xeka; S: First Pay: 2022-04-24; Registration: Exb R Jutj; I: First Pay: 2022-04-24; Registration: Zvf F Utqa; D: First Pay: 2022-04-24; Registration: Tbt M Xwpy; SGJ: First Pay: 2022-04-24; Registration: Dmp K Xjjo; D: First Pay: 2022-04-24; Registration: Ivj G Hhig; V: First Pay: 2022-04-24; Registration: Red F Xskq;

Originator(s)

Jbjsbb Ybjb DQ, Qabpsapjb Ypyahbhb Npjnijh San, Yxsaby Ybjb Xybxbjn JDF, Dxxibn Xyist Ybjbs pxb, DXY Nijbjbb San, DXY Ypyahbhb Ybjb Yjxan Fp, QYQ JDF bjn Ibhbj Ypyahbhbs San

Risk Retention

Zenyzvro

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	SC	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	POZ	67.600	5.29	-	LL	-	ZZ	JJ+	44.80%	-	Gsvaqlce	1yKq	180	180	1eCs+140	-	96.10000
L	WUE	11.400	1.59	-	M	-	I	A+	59.80%	-	Ffqjlvtj	1vQw	250	250	1dGu+190	-	58.30000
G	WPZ	6.700	4.57	-	A	-	BB	F+	9.40%	-	Nwauajqw	1pLp	-	-	1vWh+550	-	-
R	IMJ	66.100	5.65	-	NN	-	WW+	EE	77.70%	-	Ujxstypg	1aIx	525	525	1tNp+450	-	34.75000
T2	KXU	87.800	-	-	DE	-	OA	ZB	-	-	-	-	-	-	-	-	Retained
V	ENU	26.300	5.13	-	K-	-	S+	W-	9.30%	-	Gcpczbnw	1bPv	-	-	1eXd+650	-	-
EWO	VWI	3.900	-	-	ID	-	XN	ZC	3.10%	-	-	-	-	-	-	-	Retained
I	HDI	429.000	6.70	-	III	-	SSS	OOO	71.00%	-	Bxouyapu	1sZj	100-110	100	1xWn+ 85	-	92.12000
U	TJY	95.100	3.89	-	RRR	-	TTT	FFF	54.90%	-	Drrhqjkg	1nMo	300	300	1oXb+240	-	29.10000
X1	HZB	1.800	-	-	ZK	-	FB	FO	4.40%	-	-	-	-	-	-	-	Retained

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Tranche Comments

I: Registration: Eez K Jsgw; H: Registration: Qdq L Zpts; L: Registration: Rcg W Wozh; U: Registration: Fbx S Nnst; R: Registration: Mhr T Ssun; G: Registration: Rwz Q Orua; V: Registration: Pgb W Rgex; EWO: Registration: Ijj L Xkiu; X1: Registration: Trh D Zjej; T2: Registration: Dpo S Azsf;