Merrion Square Residential DAC

Deals

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
R	NGP	50.940	9.00	-	J-	-	U	8.90%	-	PLQ	1dDb	-	-	-	1hOg+525	-	-
S	IZJ	839.300	6.38	-	EEE	-	FFF	77.00%	-	Mzjxleoq	1pMi	-	-	135	1fNg+110	-	37.53000
G	EWR	33.700	2.00	-	LL-	-	PP	86.60%	-	Vzmhrxxp	1eVb	-	-	200	1zZy+175	-	97.56000
B	AHH	27.700	6.00	-	BB	-	II	4.40%	-	FSS	1bZi	-	-	550	1iSy+425	-	94.52000
D1	OAT	65.440	-	-	SM	-	AY	-	-	Bkfrbqse	1mWp	-	-	-	1tXp+750	-	-
D	FCZ	61.860	9.00	-	UUU	-	XXX	51.00%	-	TNB	1oDp	-	-	400	1eCa+325	-	63.00000
HWT	XIS	3.290	-	-	UU	-	SP	-	-	Sluolxje	1fRi	-	-	-	1oWs+650	-	-
K2	GYA	55.590	-	-	AM	-	AU	-	-	Tqtbxtxu	1fLf	-	-	-	1tMv+850	-	-
Z	ZLO	64.820	3.00	-	U-	-	Y	49.00%	-	Wjbuewhm	1iXj	-	-	300	1xUv+235	-	99.48000
E	VAY	7.000	-	-	NL	-	US	-	-	-	-	-	-	-	-	-	Retained
H	SDB	6.000	-	-	AM	-	TF	-	-	-	-	-	-	-	-	-	Retained

Filings

ABS-15G

Tranche Comments

S: First Pay: 2024-07-24; Registration: 144O/Ufi Y; G: First Pay: 2024-07-24; Registration: 144T/Yji S; Z: First Pay: 2024-07-24; Registration: 144H/Ffb A; D: First Pay: 2024-07-24; Registration: 144J/Jhr O; B: First Pay: 2024-07-24; Registration: 144L/Fsh W; R: First Pay: 2024-07-24; Registration: 144C/Rfl X; HWT: First Pay: 2024-07-24; Registration: 144C/Xvq I; D1: First Pay: 2024-07-24; Registration: 144L/Ycq R; K2: First Pay: 2024-07-24; Registration: 144C/Ccj B; E: First Pay: 2024-07-24; Registration: 144W/Lln E; H: First Pay: 2024-07-24; Registration: 144T/Lfp U;

Originator(s)

Emefvmmmv OJF EKY, Yeipa Gvviamwizm Fuimzimw Jaqimvc, Jdeimwpavez Haevwvwmp Kvz

Risk Retention

HL/LP - Irdv LN - Ird

Pricing Speed

4.0% IVE

# of Loans

3614

WA Seasoning (Months)

16.9 ja

Refinancing

Yes