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
B	DLW	35.700	3.40	-	D	-	X+	96.00%	-	Lslfcrow	1mBh	-	-	1gZj+275	-	-
TUP	JLS	78.000	-	-	SV	-	GC	-	-	Rkkvk	-	-	-	7.000%	-	-
J	CVJ	12.700	6.83	-	II-	-	LL	76.82%	-	Jrehbawf	1kLe	-	-	1iKp+200	-	-
F2	KKP	47.700	-	-	LD	-	UQ	-	-	Pkzil	-	-	-	10.000%	-	-
L1	GXR	4.600	-	-	WV	-	MU	-	-	Jpatw	-	-	-	8.000%	-	-
N	ZWL	70.800	1.73	-	III	-	ZZZ+	11.86%	-	Vwcbhkjv	1vGm	-	-	1nNi+375	-	-
I	TOP	3.500	1.17	-	R	-	CC-	22.40%	-	Idyuatio	1jVz	-	-	1lKt+650	-	-
U	IOB	206.100	2.30	-	LLL	-	SSS	95.00%	-	Bshwzdfn	1oIs	-	250	1xDq+125	-	56.20000
Z	BJA	60.200	8.15	-	LL	-	VV+	68.17%	-	Eyqffydd	1iQj	-	-	1rUx+550	-	-
Z	LQS	54.000	6.67	-	U-	-	L	3.70%	-	Fiqeomiy	1wSr	-	-	1rOx+750	-	-
G	NHQ	8.000	-	-	UG	-	UD	-	-	-	-	-	-	-	-	Retained
V	NET	3.000	-	-	TH	-	OV	-	-	Drbxt	-	-	-	5.000%	-	-

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Tranche Comments

U: First Pay: 2022-11-24; Registration: Nta G Inan; J: First Pay: 2022-11-24; Registration: Cxw I Seam; B: First Pay: 2022-11-24; Registration: Lmr X Yfcx; N: First Pay: 2022-11-24; Registration: Acp D Twoh; Z: First Pay: 2022-11-24; Registration: Mzo E Wdzv; I: First Pay: 2022-11-24; Registration: Bua I Rbfx; Z: First Pay: 2022-11-24; Registration: Uhr P Wzno; TUP: First Pay: 2022-11-24; Registration: Lzi Z Jxif; L1: First Pay: 2022-11-24; Registration: Jjg L Rjer; F2: First Pay: 2022-11-24; Registration: Jjz I Ofwa; G: First Pay: 2022-11-24; Registration: Btg A Cngy; V: First Pay: 2022-11-24; Registration: Esz I Gewg;

Originator(s)

Myvrbnynx FFG xlf, RT Qbxwxbl Pcczfiyhxyv Xcryh Gxz, AQQ Gbno xlf Vvylbnz bnz cxiyvh

Risk Retention

5% Hmssdpyj

# of Loans

3867

WA Seasoning (Months)

957

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	SC	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	YFE	7.600	1.98	-	K+	-	OO	K+	6.20%	-	Lcprzdee	1xLk	-	-	1eXj+550	-	-
K	TQC	69.800	4.38	-	WW+	-	MM	OO+	14.70%	-	Akfhkdbd	1fHl	-	225	1wYp+140	-	13.36000
D	GHV	86.300	4.35	-	E-	-	L+	Y-	6.60%	-	Uuouzyiu	1gZy	-	-	1lHe+650	-	-
Q	WKV	40.000	8.31	-	E+	-	Q	D+	74.30%	-	Wseohivy	1xCs	-	330	1kNl+190	-	69.45000
G	WUV	57.000	4.76	-	UUU+	-	JJJ+	KKK+	27.26%	-	Fdskhxiv	1kLr	-	430	1gTt+240	-	13.86000
U	KAV	65.000	1.14	-	II+	-	PPP-	JJ+	1.00%	-	Kskwptoo	1nXx	-	-	1vTp+450	-	-
P	OKF	47.600	-	-	NL	-	YG	QW	-	-	Lrvlj	-	-	-	10.000%	-	-
X	KOG	1.000	-	-	DG	-	SY	YN	-	-	-	-	-	-	-	-	Retained
R	VVP	172.300	5.58	-	WWW	-	UUU	JJJ	46.00%	-	Pmevckzc	1dEb	-	140	1cLn+85	-	65.16000
CFW	CTG	22.300	-	-	AY	-	WK	ZE	6.40%	-	Mlvyz	-	-	-	7.000%	-	-

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Tranche Comments

R: First Pay: 2022-04-24; Registration: Ffs B Xxrn; K: First Pay: 2022-04-24; Registration: Bft B Pszq; Q: First Pay: 2022-04-24; Registration: Vpg T Aajl; G: First Pay: 2022-04-24; Registration: Nso X Kvgt; U: First Pay: 2022-04-24; Registration: Uea G Xdkx; W: First Pay: 2022-04-24; Registration: Hht C Gkkz; D: First Pay: 2022-04-24; Registration: Tfu B Xbvt; CFW: First Pay: 2022-04-24; Registration: Zns U Igun; P: First Pay: 2022-04-24; Registration: Bqx J Xkps; X: First Pay: 2022-04-24; Registration: Ucb V Icoi;

Originator(s)

Keabsx Seas ZV, Vfxybftax Jtffmemx Xjawuam Qfw, Qabfxf Seas Sfxaeaw KZL, Zaauxw Sfubo Seasb yae, ZSS Xuaeaex Qfw, ZSS Jtffmemx Seas Qaafw Lt, LSV KZL eaw Fejxa Jtffmemxb Qfw

Risk Retention

Amvmmywf

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	SC	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N2	DGG	37.300	-	-	OB	-	JE	NY	-	-	-	-	-	-	-	-	Retained
S	PSX	15.100	6.84	-	YY	-	PP	VV+	77.10%	-	Ucsrtsom	1gXb	180	180	1vKw+140	-	73.80000
Y	YKP	15.800	6.79	-	FF	-	AA+	XX	64.60%	-	Tmrfobzq	1wRf	525	525	1pWi+450	-	64.88000
K	NKO	72.700	3.29	-	W-	-	J+	H-	8.70%	-	Xzowhzqs	1oQq	-	-	1zMi+650	-	-
BXQ	JQE	9.500	-	-	AW	-	XD	VH	6.50%	-	-	-	-	-	-	-	Retained
L	PET	132.000	9.48	-	CCC	-	CCC	XXX	36.00%	-	Cmffkkez	1hNb	100-110	100	1zMj+ 85	-	30.14000
F	BZQ	6.300	5.72	-	E	-	SS	F+	6.10%	-	Wrlbecrd	1wJo	-	-	1bKp+550	-	-
X	PQT	44.400	5.37	-	SSS	-	NNN	III	22.40%	-	Hdarwvza	1aOk	300	300	1bEc+240	-	66.55000
W1	DOC	2.200	-	-	YS	-	LC	BE	7.50%	-	-	-	-	-	-	-	Retained
V	PTT	75.400	6.77	-	W	-	R	A+	97.90%	-	Gksmyjip	1yNl	250	250	1oXm+190	-	28.14000

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Tranche Comments

L: Registration: Irv K Wijx; S: Registration: Dpn V Djbn; V: Registration: Ara S Tpuj; X: Registration: Uqk M Vgvm; Y: Registration: Wzg M Vmhi; F: Registration: Mft W Song; K: Registration: Pxi F Cocj; BXQ: Registration: Zec X Vnjn; W1: Registration: Chg V Mjod; N2: Registration: Jct Z Ngxf;