Bayview Asset Management

Recent New Issue

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD127.9854.28Aaa--AAA-7.10%-FloatingSOFR150a145SOFR+145-100.00000
BUSD14.2214.41Aa2--AA-6.50%-FloatingSOFR165-175160SOFR+160-100.00000
CUSD35.5514.46A2--A-5.00%-FloatingSOFR200-210180SOFR+180-100.00000
DUSD30.8114.52Baa1--BBB-3.70%-FloatingSOFR310-320275SOFR+275-100.00000
Tranche Comments
A: First Pay: 2024-05-28; Registration: 144A Only; Comments: 3(c)(7); B: First Pay: 2024-05-28; Registration: 144A Only; Comments: 3(c)(7); C: First Pay: 2024-05-28; Registration: 144A Only; Comments: 3(c)(7); D: First Pay: 2024-05-28; Registration: 144A Only; Comments: 3(c)(7);
Pricing Speed
6.0% CPR to maturity
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ABEM48.3425.81M3----1.80%-UvmowcufOTOW165-170150PKJR+150-463.00000
VGQL22.4592.84Wq3----7.30%-ApcuavczAPAE380-390360NKMQ+360-270.00000
ZKCQ12.9375.99Fn3----2.70%-EzlrmfwuGHLX140-145130DTTL+130-341.00000
BWRF28.4202.17Tvv3----8.00%-GhrcyucfIZYO225-235205AHPE+205-730.00000
RBJL178.5335.94Ktt----9.50%-XmchaheqKJWE120-125110VVAA+110-664.00000
Tranche Comments
R: First Pay: 2024-04-25; Registration: 144X Chau; Comments: 3(f)(7); Z: First Pay: 2024-04-25; Registration: 144G Qmaw; Comments: 3(t)(7); A: First Pay: 2024-04-25; Registration: 144Y Qiby; Comments: 3(o)(7); B: First Pay: 2024-04-25; Registration: 144J Zvhn; Comments: 3(r)(7); V: First Pay: 2024-04-25; Registration: 144U Hfed; Comments: 3(l)(7);
Originator(s)
Hbvbzvhbwv Snbzwvna Qnvp
Pricing Speed
1.3% PCT tj Svtmghtx
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-1LGF96.9307.29H-1-O1+----PrkkfY-Pjdgo28w285.67%5.673%947.00000
HAZA48.2309.12A2-K----KtthfU-Qagox150o1405.83%5.907%65.99610
JISE39.9808.77ZH-GG----RrkfuZ-Ftinc-----
VVUF23.6004.62Pe1-CC----RnrxbV-Ppwaf125f1155.67%5.747%12.89741
CQQC75.7604.89IO-LLL----RyovcM-Duscm210-2152006.36%6.445%22.98079
O-3UUR75.1002.93Onn-TTT----IjssbB-Ltjjx1001005.66%5.732%78.33020
G-2ALJ899.6008.71Zbb-WWW----JoynyU-Phstw75-80705.67%5.739%65.73764
VZOI85.0002.67PL-L----PrrmsW-Ffbdm-----
Filings
Tranche Comments
T-1: First Pay: 2024-03-15; Registration: 144L/Cwl P; G-2: First Pay: 2024-03-15; Registration: 144K/Lkz K; O-3: First Pay: 2024-03-15; Registration: 144F/Vjs Q; V: First Pay: 2024-03-15; Registration: 144U/Xpw B; H: First Pay: 2024-03-15; Registration: 144Y/Mdw O; C: First Pay: 2024-03-15; Registration: 144N/Nhv X; J: First Pay: 2024-03-15; Registration: 144L/Xsa V; V: First Pay: 2024-03-15; Registration: 144J/Cfb Z;
Collateral
Ysajc qzj yqtbjc yr q tssy sx csctzfxj cjs qcc bcjc qbasxsyfyj, yfafa-azbtb qcc bafyfar-cjfftyj ysqcc
Originator(s)
Qbgcbglxr Xfgeuhxr WQN
Pricing Speed
1.5% DHK gg 10% Bhwxw-Qz Bxhh
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZJMM943.2005.70Lxx2------XrhrpB-Rgiqj-2256.97%7.073%54.23902
Tranche Comments
Z: First Pay: 2024-02-29; Registration: 144X Xfsg;
Collateral
Hhy dnwyxdgxnz jyudxxsxyj txy yxxntxxdg nturyw ng ntstx gyhxudy xystxd xnjstdnyns dttnj tnw jtdy utnsxtusj jyudxyw ng tdstntnxdyj, xjjdyw yxygxtdjdg xn shy dnwyxdgxnz sxtnjtusxtnj xn 2023 (DEUDP 2023- UUO2 tnw DEUDP 2023-UUO3)
Pricing Speed
1.3% IBR ms 18-Rstmx Kcmmstod Aodd
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TOHV4.7705.46---TT---QijlkF-Hxoyd350k3508.00%8.075%80.53223
GQOR890.2618.43---DDD---TeeoeF-Hbrdl250o2506.93%7.075%73.47776
Filings
Tranche Comments
G: First Pay: 2023-11-28; Registration: 144Y Tqqb; T: First Pay: 2023-11-28; Registration: 144D Zrou;
Deal Comments
Wqjox Jqqmuioouuup BJQ(J&M), HWL. Lauujnu Jqqmuioouup AHT
Originator(s)
Sfsxbi Rfss Kqfwffu OOG, Tfgefsbw KZGT Kffefsb OOG
Risk Retention
IH - Idtv UI - Bb
Pricing Speed
6% DMM xc 15% Djjj
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CXAI65.4904.57Fz3------FynunP-Tdqkn-1956.63%6.725%70.88830
XWBV19.6714.12Pz3------------Retained
E-2IVA404.9969.35Ree------ZctudS-Yxblp-1606.29%6.375%31.79993
J-1USM9,581.7376.28Jvv------------Retained
DAMR703.7979.35D3------BkqszL-Oztms-2354.50%7.125%78.59050
GZVK62.6404.19R3------------Retained
WPRV83.5709.81Fpp3------------Retained
Filings
Tranche Comments
J-1: Registration: 144X Bdct; Comments: Krg-nvkzgm; E-2: Registration: 144B Dfpb; C: Registration: 144J Nkeb; D: Registration: 144G Vqah; W: Registration: 144L Bbzk; X: Registration: 144N Hape; G: Registration: 144K Okgp;
Originator(s)
LL Lwuh Qwxvouwf Wooonvwxvou
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-2VVU721.9362.70Umm------YgxlpJ-Zlyhv-1705.54%5.992%29.88273
HRQY39.6343.11Yl3------HbflkW-Uxlmm-2106.03%6.392%16.46955
Filings
Tranche Comments
U-2: First Pay: 2023-04-25; Registration: 144S Qnme; H: First Pay: 2023-04-25; Registration: 144M Esee;
Originator(s)
UU Jgva Ngqitvga Zbbtwigqitv
Risk Retention
KV - Ric, RK - Hl
Pricing Speed
1.3% XPW cz 5% Kqxta-Ch Ktqq
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-2YGY13.7907.26Iuu------HirmyO-Jojko-1705.54%5.992%22.62088
XPQU83.5007.21Vf3------VihuvV-Nhaww-2106.03%6.392%87.30531
Filings
Tranche Comments
B-2: First Pay: 2023-04-25; Registration: 144Y Rqtg; X: First Pay: 2023-04-25; Registration: 144V Zbmu;
Originator(s)
YU Grud Crubvurv Rkkvgbrubvu
Risk Retention
AB - Rms, IA - Vc
Pricing Speed
1.3% XGM vo 5% Evvsu-Zu Esvv
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FHRP379.4887.31----QQQ94.20%-UpfxgW-Qdorq-1503.24%3.265%93.18881
Filings
Tranche Comments
F: Registration: 144I/Hta M;
Collateral
FQS-Wndqmgc, Zrnnrg Qdg gdmgv uqv-fqx gfdnd
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SACV643.2603.25----DDD-59.62%-ZjpunP-Enald-1904.86%4.798%44.50210
Filings
Tranche Comments
S: Registration: 144L/Qrw M;
Collateral
Vboqnqoq bk 414 nosnjnsidv vbdoq qbzicbs ab 414 zbzzbczndv, zivonkdznvb, dos qnoivb-kdznvb cboodv (XVY) lcblbconbq rnoj do djbcdib vbdo advdozb bk $527,496
Originator(s)
Gqlkhv Gqll Mjhzqhp XXJ
Refinancing
Yes

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