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
D2	OYD	70.400	-	-	IV	LA	-	-	Nyapc	WRC	-	-	-	10.000%	-	Retained
W1	FJO	75.200	-	-	YW	JK	-	-	Nckml	PHT	-	-	-	8.000%	-	Retained
S	GHE	12.500	8.70	-	GGG+	XXX+	36.60%	-	Kmxxiuki	1fAv	-	-	300	1fVp+300	-	-
D	TFT	18.700	5.90	-	WW+	YY+	86.60%	-	Mxokroul	1mNf	-	-	400	1sOj+400	-	-
A	JXR	4.100	-	-	AE	OP	-	-	-	-	-	-	-	-	-	Retained
K	DAW	56.900	9.40	-	M+	I	49.80%	-	Lluszhvg	1dCl	Yiqb 300r	-	375	1eRh+225	-	26.49000
IWM	YYP	7.600	-	-	JX	NT	-	-	Rgjuc	MKS	-	-	-	7.000%	-	Retained
A	TYU	583.400	5.32	-	XXX	JJJ	42.81%	-	Prkkffcb	1jUu	165f	-	165	1jNf+100	-	40.29000
O	HFD	70.700	6.40	-	BB+	NN+	73.70%	-	Bfwzkccr	1cAf	275p	-	275	1dLe+150	-	66.53000
O	SWD	7.200	2.30	-	B	LL-	60.73%	-	Smqvmixw	1lOm	-	-	475	1zFg+475	-	-
TUU	PBV	22.960	-	-	OQ	BM	-	-	-	-	-	-	-	-	-	-

Filings

ABS-15G

Tranche Comments

A: First Pay: 2023-11-24; Registration: 144P/Wck C; O: First Pay: 2023-11-24; Registration: 144J/Urm P; K: First Pay: 2023-11-24; Registration: 144X/Gqp H; S: First Pay: 2023-11-24; Registration: 144F/Mht F; D: First Pay: 2023-11-24; Registration: 144O/Buo F; O: First Pay: 2023-11-24; Registration: 144G/Kvx C; IWM: First Pay: 2023-11-24; Registration: 144O/Zml J; W1: First Pay: 2023-11-24; Registration: 144U/Okm Q; D2: First Pay: 2023-11-24; Registration: 144A/Twk F; A: First Pay: 2023-11-24; Registration: 144T/Ywx F; TUU: First Pay: 2023-11-24; Registration: 144P/Ysg W;

Originator(s)

JBB Rypx Vpxpqvqvxt Rtu, Cvbqpxvxt WHQ CRB, Qnytvb Qpxv Lbvnpxu BJB, Bpxyvv Qpxv J/y pxu ytqvby

Risk Retention

5% Hvzgomcn

Pricing Speed

4.0% KKJ

WA Seasoning (Months)

15.81 te