2022-4

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

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

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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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