Bayview MSR Opportunity Master Fund Trust (BVINV) 2022-5

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1AUSD224.9804.79Aaa---AAA15.03%-Fixed-2-12 bk2-12 bk3.50%-96.71875
A-4USD70.1942.65Aaa---AAA15.03%-FixedSwaps130-1351303.00%-97.23414
A-7USD23.39811.23Aaa---AAA15.03%-FixedSwaps200a2003.00%-86.12117
A-19USD28.4664.79Aa1---AAA7.50%-Fixed-4-16 bk4-16 bk3.00%-92.15625
Filings
Tranche Comments
A-1A: Registration: 144A/Reg S; A-4: Registration: 144A/Reg S; A-7: Registration: 144A/Reg S; A-19: Registration: 144A/Reg S;
Risk Retention
Sponsor or an affiliate will retain a combination of Eligible Vertical Interest 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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