Transaction profile Issuer Merrion Square Residential 2026-1 DAC Collateral type RMBS reperforming Domicile of assets Ireland Seller Coll Residential DAC Servicers Mars Capital Finance (Ireland) DAC, Pepper Finance Corporation (Ireland) DAC, and BCMGlobal ASI Ltd. Counterparties U.S. Bank Europe DAC, The Governor and Company of the Bank of Ireland, Barclays Bank PLC, HSBC Continental Europe, and BNP Paribas Capital structure Class Rating* Balance (€) Credit enhancement§ (%) Coupon (%) Step-up coupon (%) Step-up date Legal final maturity A AAA (sf) 334,600,000 23.71 1M EURIBOR + 0.90 1M EURIBOR +1.50 October 2029 October 2080 A Loan note AAA (sf) 150,000,000 23.71 1M EURIBOR + 0.90 1M EURIBOR +1.50 October 2029 October 2080 B-Dfrd AA (sf) 31,200,000 18.71 1M EURIBOR+1.50 1M EURIBOR+2.25
