2024-1

Merrion Square Residential DAC (MSQ) 2024-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Morgan Stanley

Class	CCY	SIZE (M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
R2	JZQ	94.300	-	-	PK	-	UY	-	-	Vkraclji	1xLn	-	-	-	1bYx+850	-	-
K	DOU	4.000	-	-	YA	-	JE	-	-	-	-	-	-	-	-	-	Retained
P	DTW	67.700	4.00	-	UU	-	KK	1.20%	-	MWV	1qBf	-	-	550	1aCb+425	-	82.68000
N	SJE	26.980	3.00	-	S-	-	F	8.80%	-	FKF	1aJd	-	-	-	1xZw+525	-	-
T	OWR	37.830	7.00	-	XXX	-	CCC	53.00%	-	HLQ	1sTa	-	-	400	1jLh+325	-	89.00000
Q	NZX	45.490	1.00	-	E-	-	E	95.00%	-	Jyflzspn	1nBe	-	-	300	1qUg+235	-	85.19000
D1	TAS	73.900	-	-	KY	-	DM	-	-	Pbjrcoeo	1lEj	-	-	-	1wNh+750	-	-
P	HVP	283.500	4.41	-	QQQ	-	RRR	13.00%	-	Dzdsaqek	1hZs	-	-	135	1hZg+110	-	29.95000
T	BYS	91.500	7.00	-	FF-	-	WW	48.10%	-	Dxjdsfmu	1wBr	-	-	200	1rPy+175	-	16.47000
PHY	OSM	9.140	-	-	SE	-	IG	-	-	Jfsezohu	1hAn	-	-	-	1dPo+650	-	-
L	VSJ	2.000	-	-	MP	-	XH	-	-	-	-	-	-	-	-	-	Retained

Filings

ABS-15G

Tranche Comments

P: First Pay: 2024-07-24; Registration: 144Y/Qhj Q; T: First Pay: 2024-07-24; Registration: 144Y/Fwm B; Q: First Pay: 2024-07-24; Registration: 144D/Ukb G; T: First Pay: 2024-07-24; Registration: 144H/Hfo Q; P: First Pay: 2024-07-24; Registration: 144T/Nqx D; N: First Pay: 2024-07-24; Registration: 144V/Ker Y; PHY: First Pay: 2024-07-24; Registration: 144D/Xpk I; D1: First Pay: 2024-07-24; Registration: 144X/Qia O; R2: First Pay: 2024-07-24; Registration: 144T/Urt G; K: First Pay: 2024-07-24; Registration: 144Q/Nvb H; L: First Pay: 2024-07-24; Registration: 144D/Zyl C;

Originator(s)

Amrzzxmxm ZSY ATB, Srveq Kzmvxxjvnm Yfvqnvxv Sxivmmu, Sqrvxvuxzrn Cxrmvzvme Tmn

Risk Retention

HF/FF - Rmyw FR - Rmy

Pricing Speed

4.0% QEL

# of Loans

1026

WA Seasoning (Months)

16.9 cy