Warrington Residential DAC

Deals

ClassCCYSZE(M)WALMOSPFIKRSCC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1EUR180.500-A2--AA-52.90%-Floating1mEu-2701mEu+200-98.40000
A2EUR23.750----BBBBBB-46.70%-Floating1mEu-4201mEu+200-92.10000
BEUR11.400----BBBB43.70%-Floating1mEu-4751mEu+275-93.20000
CEUR9.500----BB41.20%-Floating1mEu-8501mEu+400-85.47000
Z1EUR38.000----NRNR--Fixed---8%--
Z2EUR128.300----NRNR--Fixed---10%--
XEUR0.000----NRNR--------Retained
Tranche Comments
A1: First Pay: 2022-03-24; Redemption: 2026-02-24; Registration: Reg S Only; Comments: Pre-Placed; A2: First Pay: 2022-03-24; Redemption: 2026-02-24; Registration: Reg S Only; Comments: Pre-Placed; B: First Pay: 2022-03-24; Redemption: 2026-02-24; Registration: Reg S Only; C: First Pay: 2022-03-24; Redemption: 2026-02-24; Registration: Reg S Only; Z1: First Pay: 2022-03-24; Redemption: 2026-02-24; Registration: Reg S Only; Z2: First Pay: 2022-03-24; Redemption: 2026-02-24; Registration: Reg S Only; X: First Pay: 2022-03-24; Redemption: 2026-02-24; Registration: Reg S Only;
Originator(s)
Irish Nationwide Building Society, Springboard, Allied Irish Banks plc, AIB Mortgage Bank Unlimited Co, EBS DAC and Haven Mortgages Ltd
Risk Retention
MCMID will retain a vertical interest equal to not less than 5% of the nominal value of each Class of Notes in accordance with the applicable EU and UK risk retention rules
# of Loans
1629
WA Seasoning (Months)
15.22

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