2022-5

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

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

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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

Research

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COMPANY

FINSIGHT.COM