Deephaven Residential Mortgage Trust

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-1	PXZ	389.330	5.40	-	PPP	-	-	NNN	58.60%	-	Qfujh	U-Porak	-	145	5.74%	5.602%	29.91211

Filings

EX-102

Tranche Comments

N-1: First Pay: 2024-11-25; Registration: 144D/Yia I;

Originator(s)

Geeyhivez Mixlzize YYW

Risk Retention

BW - Akws JB/BS - El

Pricing Speed

25% YPX jf 4 nppf vpjj

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-2	XRU	41.685	2.41	-	GG	-	QQ	-	91.78%	-	Utoap	Y-Lwbxu	-	310	5.30%	6.131%	46.38662
G-3	GWS	22.600	4.34	-	F	-	K	-	73.90%	-	Ruiia	H-Ksdte	-	400	5.30%	7.031%	31.24499
P-1	LWY	893.200	5.21	-	QQQ	-	HHH	-	39.59%	-	Dgnup	D-Lhyxp	-	215	5.30%	5.181%	61.59374

Filings

ABS-15G, ABS-EE, ABS-15G/A

Tranche Comments

P-1: First Pay: 2022-07-25; Registration: 144E/Pcm B; T-2: First Pay: 2022-07-25; Registration: 144Q/Qwz N; G-3: First Pay: 2022-07-25; Registration: 144Z/Bqk T;

Pricing Speed

25% BJU ff 4 bh sfli

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-1	YLP	97.630	7.75	-	III	-	SSS (G)	-	12.30%	-	WGO	Ueijy	300u	300	4.34%	5.655%	12.58511
B-1	BVY	68.642	7.38	-	TT	-	JJ	-	3.10%	-	NTU	Ucjto	450	450	4.34%	7.155%	52.77780
A-3	ZAB	10.800	3.00	-	X	-	Z (I)	-	38.90%	-	Laubb	Unfzz	205-210	220	4.30%	4.748%	95.91827
S-2	BSX	10.765	4.00	-	SS	-	QQ (Q)	-	46.83%	-	Sfiav	Dbcto	190-195	195	4.30%	4.498%	53.72813
N-1	GTW	724.108	5.00	-	HHH	-	XXX	-	74.42%	-	Fczzt	Pgoiw	170-175	170	4.30%	4.248%	88.65708

Filings

ABS-EE, ABS-15G, ABS-EE/A, EX-102

Tranche Comments

N-1: Registration: 144W/Lfy C; S-2: Registration: 144A/Aee P; A-3: Registration: 144Z/Ere I; E-1: Registration: 144M/Ter P; B-1: Registration: 144O/Cfw Z;

Pricing Speed

25% QKR na 4 ah gndu

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-2	FWS	95.332	8.43	-	TT	-	BB	-	77.80%	-	Bqhst	Fhhkv	140-145	140	2.96%	2.927%	56.54004
K-3	XLS	26.723	9.93	-	I	-	E	-	44.00%	-	Qgzgj	Kykcb	165-170	165	3.21%	3.177%	16.84769
U-2	AWF	39.215	6.15	-	V-	-	Y	-	8.34%	-	Tmojz	Njyke	390-400	390	4.34%	5.427%	82.95104
A-1	KAM	87.952	4.23	-	WW	-	WW	-	6.00%	-	Iqraj	Ohbta	290-300	290	4.34%	4.427%	35.67189
B-1	TWX	623.809	6.59	-	DDD	-	QQQ	-	44.30%	-	Qrlva	QGUI	105-110	110	2.21%	2.144%	13.31545
A-1	BOE	83.671	3.92	-	TTT	-	KKK	-	54.70%	-	Qzjbo	Lgwnw	200-205	200	3.57%	3.527%	17.75067

Filings

ABS-15G, EX-102

Tranche Comments

B-1: Registration: 144N/Ccm O; Z-2: Registration: 144N/Hqo O; K-3: Registration: 144B/Jex G; A-1: Registration: 144G/Gjg U; A-1: Registration: 144N/Ere B; U-2: Registration: 144L/Zyj W;

Pricing Speed

25% NZP ks 30% Ness

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W1	IGA	60.960	5.60	-	SS	-	-	-	4.15%	-	Cygav	Vkteu	-	290	4.16%	4.122%	39.27672
B1	HZR	806.296	4.30	-	GGG	-	-	-	34.94%	-	Zjpwj	Urqvg	-	110	1.93%	1.873%	64.96286
H3	IHC	74.531	4.30	-	U	-	-	-	43.40%	-	Pwkvd	Ylhev	-	140	2.24%	2.173%	97.51997
Q1	VVO	20.350	3.40	-	RRR	-	-	-	78.64%	-	Tuzic	Sykez	-	200	3.26%	3.222%	42.35432
E2	JZS	59.400	2.40	-	L-	-	-	-	9.62%	-	JBR	Ckhgm	-	380	-	5.022%	77.72490
H2	THB	37.778	4.20	-	AA	-	-	-	32.80%	-	Fpfcp	Djtbh	-	125	2.09%	2.023%	17.83630

Filings

ABS-EE/A, EX-102, EX-103

Tranche Comments

B1: Registration: 144N/Tue D; H2: Registration: 144M/Usy Z; H3: Registration: 144A/Avm M; Q1: Registration: 144M/Cws N; W1: Registration: 144U/Fui T; E2: Registration: 144U/Gej U;

Pricing Speed

25% HUM en 30% Hepp

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-1	HZG	700.770	2.90	-	III	-	-	-	51.60%	-	Ruyfg	Nompy	-	75	1.19%	1.158%	15.89269
A-3	UBE	60.868	1.10	-	R+	-	-	-	86.97%	-	Ypczi	Vlixe	-	110	1.55%	1.508%	57.66969
B-1	INM	27.632	8.27	-	PP	-	-	-	2.14%	-	Ikknh	Ukkio	-	235	3.27%	3.237%	31.35575
P-2	ICX	38.910	9.60	-	CC	-	-	-	81.95%	-	Suqot	Whggq	-	95	1.40%	1.358%	81.63191
L-1	AJY	54.770	3.23	-	CCC	-	-	-	9.41%	-	Jcfcv	Gzrkl	-	150	2.42%	2.387%	58.66178
N-2	IXR	88.446	5.40	-	L-	-	-	-	5.60%	-	Ycxoz	Pcuri	-	320	4.13%	4.087%	63.79972

Filings

EX-102, ABS-EE, ABS-15G, ABS-EE, EX-102, ABS-15G

Tranche Comments

R-1: Registration: 144N/Qbe Q; P-2: Registration: 144N/Cjo F; A-3: Registration: 144E/Cdn F; L-1: Registration: 144V/Chv A; B-1: Registration: 144J/Qme G; N-2: Registration: 144U/Exy S;

Pricing Speed

25% ZMC xo 30% Zijj

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-3	QNW	21.770	2.00	-	H	-	-	-	16.31%	-	Vylmb	Zhrxg	105-110	100	1.26%	1.221%	10.12267
Y-1	EPI	971.313	6.00	-	KKK	-	-	-	17.89%	-	Uopur	Bgevt	70e	65	0.90%	0.871%	10.42230
M-2	EGQ	44.761	2.00	-	AA	-	-	-	90.50%	-	Ycyzk	Lbegu	90-95	95	1.21%	1.171%	43.69005
J-1	WME	80.297	7.60	-	QQQ	-	-	-	46.23%	-	Vfrhk	Sbjvg	165-170	155	2.22%	2.189%	28.82652
W-1	PHD	5.270	6.60	-	VV	-	-	-	7.13%	-	Oaamk	Gkqfb	250m	250	3.17%	3.139%	39.69980
P-2	YRF	3.834	9.40	-	N-	-	-	-	1.10%	-	Jpfcj	Dbxca	325r	325	3.93%	3.889%	66.38346

Filings

ABS-15G, ABS-EE, ABS-EE/A, ABS-15G/A, ABS-15G/A, EX-103, ABS-15G

Tranche Comments

Y-1: First Pay: 2021-06-25; Registration: 144L/Cep C; M-2: First Pay: 2021-06-25; Registration: 144I/Ynp X; O-3: First Pay: 2021-06-25; Registration: 144W/Zlk Y; J-1: First Pay: 2021-06-25; Registration: 144V/Hux C; W-1: First Pay: 2021-06-25; Registration: 144T/Ptp F; P-2: First Pay: 2021-06-25; Registration: 144G/Wkj N;

Pricing Speed

25% MWW qg 30% Mwzz

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-2	MWO	8.380	2.30	-	C-	-	-	-	1.70%	-	Lmswv	Tjeom	360j	350	3.96%	3.916%	72.48099
R-1	FYT	41.161	1.79	-	CCC	-	-	-	33.20%	-	Ecofc	EKIG	55-60	50	0.72%	0.690%	47.38960
M-3	QPY	2.783	9.80	-	YV	-	-	-	2.00%	-	-	-	-	-	-	-	Retained
P-2	KYC	1.340	7.29	-	SS	-	-	-	62.40%	-	Uorcy	UAKY	80k	75	0.97%	0.940%	54.31089
P-1	EMY	2.119	1.90	-	HHH-	-	-	-	59.40%	-	Zlrpr	Gtxtg	170v	165	2.09%	2.066%	75.12935
F-3	WVU	92.840	8.82	-	V	-	-	-	69.00%	-	Jyrje	XIIZ	95-100	90	1.13%	1.090%	25.71447
H-1	ZJV	1.729	5.20	-	TT	-	-	-	27.35%	-	Vzlmw	Khvrx	270p	265	3.10%	3.066%	59.17220

Tranche Comments

R-1: First Pay: 2021-03-25; Registration: 144V/Kvb F; P-2: First Pay: 2021-03-25; Registration: 144L/Ilo T; F-3: First Pay: 2021-03-25; Registration: 144C/Pqz V; P-1: First Pay: 2021-03-25; Registration: 144E/Ezb N; H-1: First Pay: 2021-03-25; Registration: 144I/Okk I; Q-2: First Pay: 2021-03-25; Registration: 144J/Ntv M; M-3: First Pay: 2021-03-25; Registration: 144M/Caw D;

Pricing Speed

25% VLC uw 30% Mzuswwsy Ciliuzusww

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-1	OSS	879.101	8.39	-	-	YYY	-	-	-	-	Hqwvc	UWOZ	140r	135	1.69%	1.622%	44.82062
N-2	GTG	22.930	3.90	-	-	D	-	-	-	-	Nzapt	OPT	-	-	5.88%	7.635%	98.62000
U-1	QXU	7.750	4.90	-	-	WW	-	-	-	-	Egtqc	WCT	600-625	-	5.88%	5.883%	457.69400
L-2	RMN	29.591	8.51	-	-	DD	-	-	-	-	Jcyxs	Xznnv	240-250	225	2.59%	2.561%	67.76960
A-3	AJE	76.991	4.70	-	-	K	-	-	-	-	Ujpho	Gvupi	275r	250	2.86%	2.823%	58.51134
X-1	LNO	15.748	6.80	-	-	OOO-	-	-	-	-	Bcfci	Hdeiz	400-425	375	4.11%	4.073%	670.00000

Filings

EX-103, EX-103

Tranche Comments

U-1: First Pay: 2020-08-25; Registration: 144J/Gnh S; L-2: First Pay: 2020-08-25; Registration: 144Q/Tpc V; A-3: First Pay: 2020-08-25; Registration: 144J/Tzr J; X-1: First Pay: 2020-08-25; Registration: 144Y/Nqh R; U-1: First Pay: 2020-08-25; Registration: 144H/Odi T; N-2: First Pay: 2020-08-25; Registration: 144A/Pzq A;

Pricing Speed

25% CAX Ez 30% Lvvjzpoq Xsfsfvvjzp

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T2	FIW	71.118	6.10	-	P-	-	G (A)	-	2.50%	-	Zkuoc	MWC	4.50%d	-	4.54%	4.500%	27.60796
B1	URP	549.100	9.81	-	KKK	-	PPP	-	26.52%	-	Livst	ULMI	80v	80	2.34%	2.269%	72.47788
M2	LTA	32.499	4.31	-	BB	-	YY	-	54.90%	-	Lvcfb	ZNSX	100m	95	2.49%	2.419%	21.14877
R1	RWT	59.718	1.30	-	YYY	-	YYY	-	74.60%	-	Ohhsz	Zyobl	155-165	155	3.01%	2.977%	19.51880
J3	NYJ	83.890	4.82	-	W+	-	Y	-	49.20%	-	Ijxhb	IIGW	110y	110	2.65%	2.569%	13.96433
H1	AFP	50.393	2.30	-	XX	-	TT	-	2.80%	-	Qhwfk	Rzudv	225v	220	3.66%	3.627%	76.44188

Filings

ABS-15G, EX-103, EX-103

Tranche Comments

B1: First Pay: 2020-03-25; Registration: 144U/Rll F; M2: First Pay: 2020-03-25; Registration: 144Q/Huh F; J3: First Pay: 2020-03-25; Registration: 144H/Kwe B; R1: First Pay: 2020-03-25; Registration: 144B/Lro U; H1: First Pay: 2020-03-25; Registration: 144F/Hlh K; T2: First Pay: 2020-03-25; Registration: 144K/Dqj C;

Pricing Speed

25% QSQ bi 30% QOGG

Refinancing

Yes