Bayview MSR Opportunity Master Fund Trust (BVINV) 2022-4

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD233.1604.84Aaa---AAA15.01%-Fixed--2-20bk3.00%-96.28125
A-4USD36.0002.69Aaa---AAA15.01%-FixedSwaps-1153.00%-99.21329
A-7USD12.00011.27Aaa---AAA15.01%-FixedSwaps-1803.00%-90.95311
A-FUSD59.6404.84Aaa---AAA15.01%-FloatingSOFR-135SOFR+135-99.99150
A-19USD30.0954.84Aa1---AAA7.50%-Fixed--3-22bk3.00%-95.21875
Tranche Comments
A-1: Registration: 144A/Reg S; A-4: Registration: 144A/Reg S; A-7: Registration: 144A/Reg S; A-F: Registration: 144A/Reg S; A-19: Registration: 144A/Reg S;
Risk Retention
Sponsor or an affiliate will retain a combination of Eligible Vertical Interest (EVI) and Eligible Horizontal Residual Interest for Risk Retention equal to at least 5% as described in the Preliminary PPM
Pricing Speed
15 CPR
Research
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