Bayview Opportunity Master Fund VII Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD80.8800.19P-1-F1+----FixedI-Curve28a285.673%5.673%100.00000
A-2USD156.2000.94Aaa-AAA----FixedI-Curve75-80705.670%5.739%99.99885
A-3USD89.3001.87Aaa-AAA----FixedI-Curve1001005.66%5.732%99.99193
BUSD38.0202.44Aa1-AA----FixedI-Curve125a1155.67%5.747%99.97895
CUSD36.9802.84A2-A----FixedI-Curve150a1405.83%5.907%99.98570
DUSD42.6703.34NR-BBB----FixedI-Curve210-2152006.36%6.445%99.99996
EUSD20.6903.54NR-BB----FixedI-Curve-----
FUSD15.0003.54NR-B----FixedI-Curve-----
Filings
Tranche Comments
A-1: First Pay: 2024-03-15; Registration: 144A/Reg S; A-2: First Pay: 2024-03-15; Registration: 144A/Reg S; A-3: First Pay: 2024-03-15; Registration: 144A/Reg S; B: First Pay: 2024-03-15; Registration: 144A/Reg S; C: First Pay: 2024-03-15; Registration: 144A/Reg S; D: First Pay: 2024-03-15; Registration: 144A/Reg S; E: First Pay: 2024-03-15; Registration: 144A/Reg S; F: First Pay: 2024-03-15; Registration: 144A/Reg S;
Collateral
Notes are backed by a pool of nonprime new and used automobile, light-truck and utility-vehicle loans
Originator(s)
Santander Consumer USA
Pricing Speed
1.5% ABS to 10% Clean-Up Call
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YISU404.2005.80Faa2------TctxaN-Mxhdb-2256.97%7.073%31.64428
Tranche Comments
Y: First Pay: 2024-02-29; Registration: 144W Nzqs;
Collateral
Xhl uqnllxnuqj hlluludulh gll nluzgluxn dgluln dn ztdtl elhulxl lldgux uqhdgxzlqd xtgqh gqn hgxl ltqdlgldh hllulln dn gudtztduxlh, uhhuln nlleutuhxn uq dhl uqnllxnuqj dlgqhgldutqh uq 2023 (YNXYO 2023- UXB2 gqn YNXYO 2023-UXB3)
Pricing Speed
1.3% IBE rx 18-Hxorg Lorkxogk Ugkk

B&I

BWICS & Inventory

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TRACE

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Research