2021-1

Deephaven Residential Mortgage Trust (DRMT) 2021-1

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	85.652	1.85	-	AAA	-	-	-	41.40%	-	Fixed	EDSF	55-60	50	0.72%	0.690%	99.99980
A-2	USD	9.062	1.85	-	AA	-	-	-	35.20%	-	Fixed	EDSF	80a	75	0.97%	0.940%	99.99851
A-3	USD	17.832	1.85	-	A	-	-	-	23.00%	-	Fixed	EDSF	95-100	90	1.13%	1.090%	99.99826
M-1	USD	9.647	4.04	-	BBB-	-	-	-	16.40%	-	Fixed	Swaps	170a	165	2.09%	2.066%	99.99909
B-1	USD	6.504	4.04	-	BB	-	-	-	11.95%	-	Fixed	Swaps	270a	265	3.10%	3.066%	99.99930
B-2	USD	9.720	4.04	-	B-	-	-	-	5.30%	-	Fixed	Swaps	360a	350	3.96%	3.916%	99.99887
B-3	USD	7.747	4.04	-	NR	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

A-1: First Pay: 2021-03-25; Registration: 144A/Reg S; A-2: First Pay: 2021-03-25; Registration: 144A/Reg S; A-3: First Pay: 2021-03-25; Registration: 144A/Reg S; M-1: First Pay: 2021-03-25; Registration: 144A/Reg S; B-1: First Pay: 2021-03-25; Registration: 144A/Reg S; B-2: First Pay: 2021-03-25; Registration: 144A/Reg S; B-3: First Pay: 2021-03-25; Registration: 144A/Reg S;

Pricing Speed

25% CPR to 30% Optional Redemption