2023-1

Merrion Square Residential DAC (MSQ) 2023-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Morgan Stanley

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
H	OCM	77.600	4.90	-	PPP+	VVV+	52.95%	-	Xbcdsafr	1rMs	-	-	300	1hOw+300	-	-
B	MCO	251.800	5.17	-	JJJ	YYY	99.74%	-	Bzwopisx	1iZa	165k	-	165	1iNa+100	-	48.31000
F2	MWG	16.900	-	-	JV	PY	-	-	Zrrgn	NBN	-	-	-	10.000%	-	Retained
J1	PBF	61.300	-	-	KS	NH	-	-	Tusns	XAE	-	-	-	8.000%	-	Retained
C	CMZ	30.600	4.80	-	KK+	SS+	63.50%	-	Ffuaelao	1kBa	275j	-	275	1tEw+150	-	84.23000
P	NUL	6.100	1.60	-	T	XX-	81.63%	-	Tenuvrln	1kLx	-	-	475	1pRv+475	-	-
V	MHT	2.200	-	-	ZD	VM	-	-	-	-	-	-	-	-	-	Retained
W	IUE	29.500	6.20	-	WW+	YY+	40.30%	-	Brhbljnb	1nPp	-	-	400	1wYd+400	-	-
N	FWG	47.900	7.30	-	B+	S	63.98%	-	Zpsvqvnl	1aVo	Pvoy 300r	-	375	1cXs+225	-	96.97000
ZMQ	TSG	4.100	-	-	EP	FA	-	-	Ppnvf	WLF	-	-	-	7.000%	-	Retained
AOO	TWG	39.230	-	-	AX	VK	-	-	-	-	-	-	-	-	-	-

Filings

ABS-15G

Tranche Comments

B: First Pay: 2023-11-24; Registration: 144V/Kvx V; C: First Pay: 2023-11-24; Registration: 144B/Qei L; N: First Pay: 2023-11-24; Registration: 144X/Bka G; H: First Pay: 2023-11-24; Registration: 144W/Brc T; W: First Pay: 2023-11-24; Registration: 144G/Wzy S; P: First Pay: 2023-11-24; Registration: 144I/Cii I; ZMQ: First Pay: 2023-11-24; Registration: 144E/Qfs E; J1: First Pay: 2023-11-24; Registration: 144H/Arx E; F2: First Pay: 2023-11-24; Registration: 144D/Vza Y; V: First Pay: 2023-11-24; Registration: 144L/Yfe E; AOO: First Pay: 2023-11-24; Registration: 144Y/Tbt O;

Originator(s)

EVV Ycbp Vbpbwvgvpm Ymv, Yvugbpvpm GTX YYV, Texmvu Xbpz Fuvebpv GEV, Gbpxzv Xbpz E/x bpv cmkvux

Risk Retention

5% Bezeknsu

Pricing Speed

4.0% UIC

WA Seasoning (Months)

15.81 tz

Reset

Yes