Market Data
Solutions
Market Overview
RMBS
Pass-Through (Prime Jumbo)
Parent Companies
Bayview Asset Management
Bayview MSR Opportunity Master Fund Trust
2022-4
Bayview MSR Opportunity Master Fund Trust (BVINV) 2022-4
ABS
RMBS
BVINV 2022-4 (USD 371m)
Bayview Asset Management
WFS
USOA
Mar 14, 2022
Class
CCY
SZE(M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
GDNC
SPRD
CPN
YLD
PRICE
A-1
USD
233.160
4.84
Aaa
-
-
-
AAA
15.01%
-
Fixed
-
-
2-20bk
3.00%
-
96.28125
A-4
USD
36.000
2.69
Aaa
-
-
-
AAA
15.01%
-
Fixed
Swaps
-
115
3.00%
-
99.21329
A-7
USD
12.000
11.27
Aaa
-
-
-
AAA
15.01%
-
Fixed
Swaps
-
180
3.00%
-
90.95311
A-F
USD
59.640
4.84
Aaa
-
-
-
AAA
15.01%
-
Floating
SOFR
-
135
SOFR+135
-
99.99150
A-19
USD
30.095
4.84
Aa1
-
-
-
AAA
7.50%
-
Fixed
-
-
3-22bk
3.00%
-
95.21875
Hide Details
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
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