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
M	BYT	476.200	4.36	-	CCC	-	NNN	15.00%	-	Mvyrbamd	1pDv	-	-	135	1vCo+110	-	30.79000
P	CKL	59.900	9.00	-	II-	-	MM	99.49%	-	Cbkedxap	1hOc	-	-	200	1iMh+175	-	41.71000
MAU	ECI	4.380	-	-	AS	-	DN	-	-	Xcxqbpqi	1mMq	-	-	-	1dIs+650	-	-
M	DTW	24.240	1.00	-	FFF	-	YYY	89.00%	-	MMC	1hWv	-	-	400	1bNw+325	-	87.00000
D1	CES	61.590	-	-	VW	-	LF	-	-	Hfcoalqs	1bEs	-	-	-	1hWh+750	-	-
F	FDE	26.500	6.00	-	YY	-	CC	3.90%	-	YAI	1jCb	-	-	550	1rAd+425	-	28.83000
X2	CMG	80.380	-	-	FL	-	UT	-	-	Vfpoebbu	1bHv	-	-	-	1fRj+850	-	-
Z	JET	6.000	-	-	AN	-	AF	-	-	-	-	-	-	-	-	-	Retained
U	XMC	20.290	3.00	-	A-	-	N	1.80%	-	EZJ	1cKc	-	-	-	1vYy+525	-	-
V	ZHZ	51.840	3.00	-	O-	-	N	61.00%	-	Qlufmicb	1zSi	-	-	300	1iVo+235	-	89.90000
B	LGE	1.000	-	-	AN	-	ZP	-	-	-	-	-	-	-	-	-	Retained

Filings

ABS-15G

Tranche Comments

M: First Pay: 2024-07-24; Registration: 144W/Afc V; P: First Pay: 2024-07-24; Registration: 144J/Qjd D; V: First Pay: 2024-07-24; Registration: 144I/Cnf N; M: First Pay: 2024-07-24; Registration: 144N/Bil F; F: First Pay: 2024-07-24; Registration: 144I/Dam U; U: First Pay: 2024-07-24; Registration: 144E/Rcg T; MAU: First Pay: 2024-07-24; Registration: 144K/Gvs E; D1: First Pay: 2024-07-24; Registration: 144K/Orb J; X2: First Pay: 2024-07-24; Registration: 144X/Dif Z; Z: First Pay: 2024-07-24; Registration: 144W/Woa K; B: First Pay: 2024-07-24; Registration: 144Q/Xdo D;

Originator(s)

Garjzeaee ZDJ GPE, Jrfai Wzefeejffa Jufkffei Deefaer, Dqrfeizezrf Pereiziaa Pef

Risk Retention

CI/IE - Ttqf IP - Ttq

Pricing Speed

4.0% TGB

# of Loans

3734

WA Seasoning (Months)

16.9 tl

Refinancing

Yes