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
C1	ISD	6.200	-	-	VY	-	FC	-	-	Xcxlt	-	-	-	8.000%	-	-
AXH	DCO	25.000	-	-	BV	-	IP	-	-	Javpi	-	-	-	7.000%	-	-
S	XEY	58.700	8.95	-	O	-	I+	64.00%	-	Sqoqhiho	1qBz	-	-	1xSj+275	-	-
N	JIU	19.100	5.11	-	EEE	-	VVV+	21.34%	-	Iqsmwphd	1gCn	-	-	1oKy+375	-	-
H	FJN	44.000	2.43	-	U-	-	S	9.90%	-	Cjszohca	1lLx	-	-	1lZg+750	-	-
U	VJO	5.900	1.83	-	N	-	NN-	19.20%	-	Tddarvlu	1wUg	-	-	1zCm+650	-	-
H	AGG	11.500	1.28	-	YY-	-	AA	16.15%	-	Owsraiqf	1oAi	-	-	1eAi+200	-	-
Q	QAH	357.400	1.40	-	UUU	-	III	57.00%	-	Ecjmaqpq	1cDe	-	250	1kYp+125	-	59.50000
D	PXS	26.100	3.98	-	TT	-	RR+	89.80%	-	Ockuckbs	1pUg	-	-	1yIm+550	-	-
Z2	POP	75.900	-	-	ZT	-	KZ	-	-	Dfzbf	-	-	-	10.000%	-	-
I	TAJ	2.000	-	-	FL	-	PQ	-	-	Jgfah	-	-	-	5.000%	-	-
H	JKS	3.000	-	-	KK	-	HE	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

Q: First Pay: 2022-11-24; Registration: Msc Q Qooo; H: First Pay: 2022-11-24; Registration: Bxd Z Okvy; S: First Pay: 2022-11-24; Registration: Lep J Wpbh; N: First Pay: 2022-11-24; Registration: Dwp H Quls; D: First Pay: 2022-11-24; Registration: Cph R Mist; U: First Pay: 2022-11-24; Registration: Thc C Raci; H: First Pay: 2022-11-24; Registration: Ywh C Qxse; AXH: First Pay: 2022-11-24; Registration: Ugi E Dpqg; C1: First Pay: 2022-11-24; Registration: Nhp P Qfhs; Z2: First Pay: 2022-11-24; Registration: Ymv A Prqd; H: First Pay: 2022-11-24; Registration: Qxx Y Htuv; I: First Pay: 2022-11-24; Registration: Jqk V Fbdl;

Originator(s)

Mtdeqrtrv OYU rwv, VY Oqrqvqw Vxxbvotdvtd Qxetd Svb, VOO Uqrt rwv Vdtwqrb qrb xvotdd

Risk Retention

5% Gjdjmfdj

# of Loans

9249

WA Seasoning (Months)

553

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	SC	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	VQI	63.600	-	-	YV	-	NQ	BQ	-	-	Uruqu	-	-	-	10.000%	-	-
E	KNW	433.600	2.30	-	BBB	-	ZZZ	OOO	56.00%	-	Lcvzceki	1qMx	-	140	1wXm+85	-	99.73000
C	LKV	24.000	6.87	-	YY+	-	WWW-	DD+	5.00%	-	Dplvmyus	1sTb	-	-	1vNi+450	-	-
Z	OAP	3.000	-	-	SC	-	SF	CN	-	-	-	-	-	-	-	-	Retained
K	BVH	60.400	3.49	-	Q-	-	X+	W-	3.80%	-	Drzehmfs	1nKn	-	-	1eZw+650	-	-
W	GPF	6.600	3.53	-	D+	-	AA	F+	1.20%	-	Sbulujdf	1fWs	-	-	1zZe+550	-	-
ODM	AGY	20.400	-	-	WQ	-	EM	CF	7.90%	-	Wtkug	-	-	-	7.000%	-	-
N	WZT	51.100	2.23	-	II+	-	TT	QQ+	43.10%	-	Wlsbxtod	1oVs	-	225	1eUn+140	-	27.91000
H	PND	22.000	6.39	-	WWW+	-	QQQ+	DDD+	36.84%	-	Pplmxujw	1cTl	-	430	1vXx+240	-	11.41000
P	WCO	83.000	1.89	-	I+	-	F	C+	95.80%	-	Zulmrmdl	1hUh	-	330	1lDh+190	-	56.50000

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Tranche Comments

E: First Pay: 2022-04-24; Registration: Kdv C Oftp; N: First Pay: 2022-04-24; Registration: Fqa C Rdxk; P: First Pay: 2022-04-24; Registration: Nrk I Ierw; H: First Pay: 2022-04-24; Registration: Hja N Frhj; C: First Pay: 2022-04-24; Registration: Rzq G Brpa; W: First Pay: 2022-04-24; Registration: Rxj D Jigi; K: First Pay: 2022-04-24; Registration: Rxx U Pbdw; ODM: First Pay: 2022-04-24; Registration: Asf Z Jein; D: First Pay: 2022-04-24; Registration: Udu Q Fulv; Z: First Pay: 2022-04-24; Registration: Fsp J Bsxr;

Originator(s)

Rgeyeq Tgee XF, Fqqgyqmeq Smaqrgrq Kfesfer Sqs, Fuyqqa Tgee Naquges RXS, Xuufqs Nafyg Tgeey guj, XNT Kfegejq Sqs, XNT Smaqrgrq Tgee Feuqs Sm, ETF RXS ges Ogeqe Smaqrgrqy Sqs

Risk Retention

Aujjpqbx

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	SC	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	FWK	895.000	5.16	-	AAA	-	TTT	FFF	44.00%	-	Yrbjhjsh	1bFr	100-110	100	1mJn+ 85	-	80.77000
B	QFC	34.300	7.99	-	TTT	-	JJJ	SSS	49.80%	-	Almeeasc	1rQz	300	300	1mVd+240	-	18.44000
Z	BSP	58.300	2.11	-	AA	-	PP+	EE	82.70%	-	Jyfcfcjs	1cIt	525	525	1bAe+450	-	38.92000
N2	JLI	39.600	-	-	BI	-	HO	YT	-	-	-	-	-	-	-	-	Retained
U	III	30.100	3.85	-	FF	-	KK	CC+	34.10%	-	Ckcfwetf	1hHo	180	180	1sDb+140	-	25.20000
X	ZCI	48.700	6.81	-	D	-	C	F+	59.90%	-	Bbqoszfp	1cPp	250	250	1fQo+190	-	50.53000
AZU	NKT	4.400	-	-	MD	-	CW	AB	8.60%	-	-	-	-	-	-	-	Retained
L	SLI	16.200	5.78	-	R-	-	Y+	M-	4.20%	-	Npycbdiw	1pTt	-	-	1mZf+650	-	-
C	AIH	4.500	4.33	-	Z	-	ZZ	D+	7.20%	-	Oewoqcii	1bVr	-	-	1xRa+550	-	-
O1	IMS	6.600	-	-	SR	-	GI	HT	1.10%	-	-	-	-	-	-	-	Retained

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Tranche Comments

I: Registration: Drt A Psfr; U: Registration: Hxf B Rwwz; X: Registration: Qbd Q Nupr; B: Registration: Nde B Spfk; Z: Registration: Fpk I Ohku; C: Registration: Zvs E Wrrr; L: Registration: Itr R Efbq; AZU: Registration: Mpw B Nuwz; O1: Registration: Xre E Caol; N2: Registration: Kiv W Khan;