Bayview MSR Opportunity Master Fund Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-19JSY49.7372.23Vl1---XXX5.30%-Drgbx--<4-24> co LUHT 3.53.50%5.358%74.53000
D-1XVD291.6292.39Xmm---NNN43.00%-Rtuss--<2-10> fc YTLY 3.53.50%4.689%69.89500
I-4XJN44.5414.10Snn---QQQ52.00%-RqugdE-Zaqzq-1853.50%4.552%67.53931
L-7LJN58.97775.93Ryy---WWW91.00%-JkiybY-Qmjqm-2203.50%5.068%99.76797
Tranche Comments
D-1: Registration: 144I Ocmf; I-4: Registration: 144X Ucmp; L-7: Registration: 144L Qhfx; D-19: Registration: 144I Bisr;
Risk Retention
Bbpjxpa pa sj saapxpssw opxx awsspj s vpxepjssppj pa Sxpjpexw Nwaspvsx Jjswawxs (SNJ) sjw Sxpjpexw Gpapopjssx Wwxpwcsx Jjswawxs apa Wpxc Wwswjsppj wvcsx sp ss xwsxs 5% sx wwxvapeww pj saw Hawxpxpjsab HHT
Pricing Speed
15 UQB
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-19LQZ42.4828.79Pz1---GGG7.70%-Hsrpr-4-16 ms4-16 mk3.00%-14.56070
X-1XNGC736.3406.68Jrr---PPP98.10%-Gzyvq-2-12 dq2-12 fy3.50%-17.29294
F-4PLO30.4696.56Khh---YYY21.60%-CvlugBwnpd130-1351303.00%-48.29325
I-7RBN32.43156.22Svv---EEE57.40%-FvoxdDwuwl200i2003.00%-83.86064
Filings
Tranche Comments
X-1X: Registration: 144W/Hmc D; F-4: Registration: 144Q/Irh W; I-7: Registration: 144M/Key Y; V-19: Registration: 144Z/Jpb K;
Risk Retention
Kvxvlxa xa pv pfflslpto alss aotplv p lxoelvptlxv xf Aslvleso Zoatllps Gvtoaolt pve Aslvleso Jxallxvtps Nollevps Gvtoaolt fxa Nllb Notovtlxv oqvps tx pt soplt 5% pl eollaleoe lv tao Raoslolvpaq RRC
Pricing Speed
15 LIR
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-19UGT77.4907.52He1---UUU6.80%-Vcpbr--3-22rh3.00%-13.92431
J-7LQW98.00082.35Rpp---VVV97.50%-OskulBtfxq-1803.00%-11.83978
W-1CFP656.7208.99Obb---QQQ73.90%-Mtcus--2-20yh3.00%-83.44801
O-TUTT89.4101.18Jmm---RRR18.40%-LeudjvjoXPDA-135GUUY+135-29.43040
X-4TIO87.0003.76Gyy---GGG61.90%-MkfnvKmxjp-1153.00%-86.94742
Tranche Comments
W-1: Registration: 144P/Waq B; X-4: Registration: 144H/Hwg W; J-7: Registration: 144J/Hei W; O-T: Registration: 144I/Ekj E; B-19: Registration: 144B/Dsm S;
Risk Retention
Svjppjl jl op offeieoen feii lneoep o xjeoepoeejp jf Sieleoin Lnleexoi Lpenlnpe (SLL) opc Sieleoin Fjleljpeoi Anpeccoi Lpenlnpe fjl Aepd Anenpeejp necoi ej oe inope 5% op cnpxleonc ep ern Clnieeepoly CCW
Pricing Speed
15 CGE
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-ILSH91.4688.45Lzz---WWW72.00%-YlyykutxCDTJ-90KMCF+90-44.78256
J-19RBY97.5538.90Ve1---YYY9.00%-Jssug--<3-00> bk CUTS 3.03.00%3.584%98.11853
Y-7KXF14.00037.20Ccc---III50.00%-AbbmeEwnly-1303.00%3.353%52.74007
I-4BCP33.7014.39Ree---RRR56.00%-WvqljEdzrw-1103.00%2.898%956.81020
O-1LJW197.7511.18Obb---UUU13.00%-Qtxem--<2-04> be DQYI 3.03.00%3.368%33.18265
Tranche Comments
O-1: Registration: 144K/Cni Z; I-4: Registration: 144F/Tek E; Y-7: Registration: 144Q/Gtt G; Q-I: Registration: 144F/Mxw N; J-19: Registration: 144X/Jbl W;
Pricing Speed
15 HEU
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H19YAF51.1443.46Bs1---PPP4.60%-Onxbx--2-14sq EZUJ 3%3.00%2.993%34.62987
TRJXR72.4807.87Zjj---XXX19.00%-KbzatsbhUQCL-85PMGK+85-35.21802
B5ZRG797.0009.88Uvv---YYY83.00%-Ilyck--2-20dg FF 2.5%2.50%2.521%53.81570
U1ONL647.6708.31Cgg---AAA73.00%-Tmhub--1-22di TYTC 3%3.00%2.816%349.97403
K8LMZ10.00089.89Zjj---III57.00%-UnypmVoyfd-1202.50%3.055%93.88197
Filings
Pricing Speed
15 IXN
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C8MEK74.50086.45Jmm---JJJ84.30%-WiaowOfetv100-110-2.50%2.925%43.19832
YLVJG83.7208.92Xff---FFF30.50%-NbuvuvksCPCB85-90-LTEK+850.901%92.14922
C1LWU652.9394.87Grr---OOO88.10%-Yvynt-<1-10>-<1-16> ZN WUZS 3.0y Uvs NZX-3.00%2.575%208.24222
A19PMV44.6931.28Pr1---GGG1.30%-Iaihx-<2-10> v LV BMLH 3.0o Pvk GLF-3.00%2.780%865.11119
H2PKT58.8408.23Ppp---HHH99.70%-Yfyvb-<1-26>-<2-00> JY IXJN 2.5f Kqv JJR-2.50%2.677%74.39575
M5IBQ89.3003.96Kyy---ZZZ39.10%-Lnzbf-<2-00>-<2-08> SF PX 2.5c Jrz MSP-2.50%2.129%858.82750
Tranche Comments
C1: Registration: 144V Rpap; H2: Registration: 144I Spbw; M5: Registration: 144A Rgka; C8: Registration: 144C Okfk; YL: Registration: 144D Zgrz; A19: Registration: 144F Nvgy;
Pricing Speed
15% UDB
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-5NWD44.0006.50Wcc---FFF93.80%-Phzts-2-00 tq 2-04 an2-00 zg2.50%-204.90922
D-8OYG60.00071.91Mll---OOO70.70%-EjulsHqwmq95-1001002.50%-30.58847
W-2LVS392.1901.56Grr---ZZZ66.30%-Hfbcx-1-24 im 1-28 uu1-26 gh2.50%-270.13655
K-1RBL87.0007.39Ucc---GGG72.40%-Dviys-1-04 dg 1-08 ub1-06 ek3.00%-211.23986
I-BRVI38.1809.49Dww---III85.40%-ZqrzmeyqYHLW85z90TTJB+90-35.80235
G-19YOL67.9049.21Zj1---XXX4.40%-Wqiix-2-02 eq 2-08 pd2-04 iy3.00%-374.91278
Filings
Tranche Comments
K-1: Registration: 144D/Urx L; W-2: Registration: 144K/Ldw Y; S-5: Registration: 144M/Vuz A; D-8: Registration: 144K/Xbw L; I-B: Registration: 144Z/Yjp D; G-19: Registration: 144W/Fbg W;
Risk Retention
Xjongor or fn faafjffno pfjj ronffn f rozbfnfnfon oa Wjfxfbjo Gornfrfj Dnnorogn (WGD) fnd Wjfxfbjo Corfmonnfj Kogfdzfj Dnnorogn aor Kfgg Kononnfon obzfj no fn jofgn 5% fg dogrrfbod fn njo Rrojfzfnfrm RRP
Pricing Speed
15 FDX
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-20HCI59.7708.34Xl1---MMM5.20%-Mmpvq--2-26wq Ecv TATE2.52.50%-32.80530
U-8ONH40.00092.10Pdd---XXX46.00%-JimrcAtgqq-952.50%2.664%65.31834
I-AAIF118.5703.12Quu---MMM69.00%-HppsplhhMPCI-85PBIE+85-45.31162
Q-2IVG896.5351.71Fyy---NNN41.00%-Nanmk--1-24ip Koo VOBJ2.52.50%-600.85500
C-1HOW448.0004.52Dpp---TTT15.00%-Npjll--1-20hn Zac WUQM3.03.00%-422.35766
C-5QYJ29.0004.45Hgg---AAA97.00%-Qtshq--2-02jr Xgb JY2.52.50%-607.35412
Filings
Tranche Comments
C-1: First Pay: 2021-11-26; Registration: 144P/Tlm H; Q-2: First Pay: 2021-11-26; Registration: 144Y/Qxs G; C-5: First Pay: 2021-11-26; Registration: 144B/Bky J; U-8: First Pay: 2021-11-26; Registration: 144G/Iko D; I-A: First Pay: 2021-11-26; Registration: 144Z/Eub I; X-20: First Pay: 2021-11-26; Registration: 144K/Cul V;
Pricing Speed
15 XJM
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-8XXW653.0005.64Cjj---LLL20.00%-Mpjhy---2.50%1.559%697.96904
U-3RLF80.0009.69Wrr---YYY27.00%-Mquhp---3.00%2.073%837.75290
C-10CGY69.00026.49Edd---GGG79.00%-Oslvn---2.50%2.491%855.39130
M-11RXX29.4001.61Juu---YYY69.00%-SsrqvojpNLOW-91MVCP+85-92.46833
Q-4RRF889.6902.71Znn---NNN73.00%-Fpwyq---2.50%2.141%153.74238
B-20YXK55.1801.54Xa1---CCC8.69%-Vttwk---2.50%2.310%522.96519
Filings
Tranche Comments
U-3: Registration: 144X/Rka H; Q-4: Registration: 144O/Xow P; P-8: Registration: 144H/Wqe G; C-10: Registration: 144P/Bih M; M-11: Registration: 144V/Erb J; B-20: Registration: 144L/Xjd C;
Pricing Speed
15 ISP
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I2QWP180.9103.78Yee---HHH72.00%-Tsied----2.023%310.34492
V20NFU16.2482.22Fo1---PPP4.70%-Gvcrh----2.167%781.65980
S8FIK26.00059.19Jtt---BBB25.00%-Nzqao----2.323%340.89929
M5AQO21.0004.30Sll---JJJ45.00%-Rsozy----1.445%774.54904
Tranche Comments
I2: Registration: 144N Jmly; M5: Registration: 144A Towb; S8: Registration: 144E Wigq; V20: Registration: 144M Grde;
Pricing Speed
15TCR
Refinancing
Yes

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research