FINSIGHT

Bayview MSR Opportunity Master Fund Trust

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	233.996	4.86	Aaa	-	-	-	AAA	15.00%	-	Fixed	-	-	<2-10> bk UMBS 3.5	3.50%	4.689%	95.18750
A-4	USD	77.953	2.70	Aaa	-	-	-	AAA	15.00%	-	Fixed	I-Curve	-	185	3.50%	4.552%	97.27307
A-7	USD	25.984	11.33	Aaa	-	-	-	AAA	15.00%	-	Fixed	I-Curve	-	220	3.50%	5.068%	86.98383
A-19	USD	31.387	4.86	Aa1	-	-	-	AAA	7.50%	-	Fixed	-	-	<4-24> bk UMBS 3.5	3.50%	5.358%	92.75000

More Details

Tranche Comments

A-1: Registration: 144A Only; A-4: Registration: 144A Only; A-7: Registration: 144A Only; A-19: Registration: 144A Only;

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

Bayview Asset Management