Market Data
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Market Overview
RMBS
Pass-Through (Prime Jumbo)
Parent Companies
Bayview Asset Management
Bayview MSR Opportunity Master Fund Trust
2022-5
Bayview MSR Opportunity Master Fund Trust (BVINV) 2022-5
ABS
RMBS
BVINV 2022-5 (USD 347m)
Bayview Asset Management
WFS
USOA
Apr 6, 2022
Class
CCY
SZE(M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
GDNC
SPRD
CPN
YLD
PRICE
A-1A
USD
224.980
4.79
Aaa
-
-
-
AAA
15.03%
-
Fixed
-
2-12 bk
2-12 bk
3.50%
-
96.71875
A-4
USD
70.194
2.65
Aaa
-
-
-
AAA
15.03%
-
Fixed
Swaps
130-135
130
3.00%
-
97.23414
A-7
USD
23.398
11.23
Aaa
-
-
-
AAA
15.03%
-
Fixed
Swaps
200a
200
3.00%
-
86.12117
A-19
USD
28.466
4.79
Aa1
-
-
-
AAA
7.50%
-
Fixed
-
4-16 bk
4-16 bk
3.00%
-
92.15625
Hide Details
Filings
ABS-15G
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
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