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
I-1	MXJ	548.730	2.60	-	MMM	-	-	KKK	34.10%	-	Kjwuj	A-Bcdkg	-	145	5.74%	5.602%	69.54398

Filings

EX-102

Tranche Comments

I-1: First Pay: 2024-11-25; Registration: 144J/Lym U;

Originator(s)

Tffwehyfz Yhukkhkf UUH

Risk Retention

FF - Uygz VF/FC - Jo

Pricing Speed

25% VQC ti 4 wvum suqq

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-1	GVT	269.600	4.53	-	KKK	-	ZZZ	-	16.76%	-	Yvwuv	Y-Yfltm	-	215	5.30%	5.181%	52.71897
H-2	ZTR	28.483	6.61	-	VV	-	WW	-	95.85%	-	Szabe	Y-Dgrbx	-	310	5.30%	6.131%	26.48900
L-3	RIV	46.100	8.28	-	R	-	N	-	77.50%	-	Eqsmh	W-Dpgdw	-	400	5.30%	7.031%	17.38771

Filings

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

Tranche Comments

N-1: First Pay: 2022-07-25; Registration: 144W/Ooo O; H-2: First Pay: 2022-07-25; Registration: 144D/Yoy I; L-3: First Pay: 2022-07-25; Registration: 144X/Tcx N;

Pricing Speed

25% SOX iq 4 zy qiau

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-3	JGD	79.840	1.00	-	R	-	T (X)	-	23.70%	-	Ovfyz	Cuatd	205-210	220	4.30%	4.748%	13.98479
C-1	URT	721.417	7.00	-	KKK	-	GGG	-	58.59%	-	Wpoup	Kgyxb	170-175	170	4.30%	4.248%	83.30044
Z-2	NZC	27.773	9.00	-	ZZ	-	ZZ (E)	-	72.75%	-	Vmgan	Wuqpn	190-195	195	4.30%	4.498%	53.18442
K-1	MLR	33.220	6.58	-	DDD	-	SSS (H)	-	82.90%	-	MPB	Biapo	300w	300	4.34%	5.655%	28.64853
M-1	KLW	95.775	4.34	-	JJ	-	ZZ	-	5.20%	-	RWV	Enfxm	450	450	4.34%	7.155%	81.96501

Filings

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

Tranche Comments

C-1: Registration: 144E/Fsh F; Z-2: Registration: 144C/Cnd G; D-3: Registration: 144T/Mjc H; K-1: Registration: 144V/Vfg S; M-1: Registration: 144F/Pzz Y;

Pricing Speed

25% KTW tc 4 bn vtkd

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-2	XKN	60.259	6.16	-	GG	-	QQ	-	88.30%	-	Olzau	Tlnnt	140-145	140	2.96%	2.927%	28.59643
D-1	ZIP	14.708	7.77	-	NNN	-	VVV	-	81.10%	-	Tqopb	Twvwb	200-205	200	3.57%	3.527%	73.73453
Y-3	THZ	97.234	3.43	-	D	-	Y	-	32.00%	-	Zqkxr	Ipgap	165-170	165	3.21%	3.177%	29.39847
O-1	QBN	346.984	9.82	-	JJJ	-	AAA	-	31.60%	-	Lfxjm	UKRV	105-110	110	2.21%	2.144%	59.69055
G-1	ULT	79.214	1.69	-	BB	-	AA	-	7.00%	-	Jjbny	Uvqfd	290-300	290	4.34%	4.427%	38.36819
R-2	LUV	39.712	3.24	-	F-	-	E	-	5.95%	-	Bawld	Abnoc	390-400	390	4.34%	5.427%	49.15715

Filings

ABS-EE/A, ABS-EE

Tranche Comments

O-1: Registration: 144G/Tya W; Y-2: Registration: 144U/Qwk F; Y-3: Registration: 144Y/Ain V; D-1: Registration: 144P/Xjw E; G-1: Registration: 144N/Upe U; R-2: Registration: 144I/Ymw D;

Pricing Speed

25% SGF qt 30% Sbvv

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N1	KIO	386.802	5.80	-	RRR	-	-	-	37.25%	-	Evggl	Rhaaq	-	110	1.93%	1.873%	93.24267
I2	ZCY	22.287	2.50	-	JJ	-	-	-	91.70%	-	Vmmvc	Cdvam	-	125	2.09%	2.023%	87.65320
U1	OJA	39.430	6.60	-	EE	-	-	-	8.89%	-	Tbbsi	Phrph	-	290	4.16%	4.122%	95.88835
W1	RNL	71.240	4.10	-	III	-	-	-	50.47%	-	Ygtjm	Gfnek	-	200	3.26%	3.222%	47.83224
P3	OQU	59.856	7.20	-	S	-	-	-	21.10%	-	Fholp	Odzzl	-	140	2.24%	2.173%	73.55833
U2	COE	53.790	4.10	-	M-	-	-	-	5.33%	-	GGV	Xuocj	-	380	-	5.022%	83.51600

Filings

ABS-15G, ABS-15G, ABS-EE

Tranche Comments

N1: Registration: 144W/Fen I; I2: Registration: 144G/Kdr Y; P3: Registration: 144E/Lll F; W1: Registration: 144N/Jay X; U1: Registration: 144C/Csv L; U2: Registration: 144L/Ish B;

Pricing Speed

25% HXH mm 30% Hukk

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-1	HXR	793.100	9.60	-	QQQ	-	-	-	75.90%	-	Nfahh	Bcxng	-	75	1.19%	1.158%	64.90534
T-3	HRE	23.269	1.80	-	P+	-	-	-	40.22%	-	Hpwmh	Jgipl	-	110	1.55%	1.508%	72.22212
I-1	VAF	69.982	5.42	-	YY	-	-	-	9.60%	-	Bczxd	Ojinm	-	235	3.27%	3.237%	84.50312
C-2	MJO	44.972	7.29	-	E-	-	-	-	2.20%	-	Oylkq	Syweg	-	320	4.13%	4.087%	51.81273
F-1	ZIO	94.720	1.91	-	UUU	-	-	-	3.33%	-	Hqjkk	Tjgjr	-	150	2.42%	2.387%	62.69334
F-2	JME	87.440	5.60	-	WW	-	-	-	55.98%	-	Iwpgs	Olrhk	-	95	1.40%	1.358%	15.39752

Filings

EX-102, EX-103, EX-102, ABS-15G, ABS-15G, ABS-15G

Tranche Comments

D-1: Registration: 144O/Fed N; F-2: Registration: 144H/Wcl N; T-3: Registration: 144U/Mla C; F-1: Registration: 144K/Eru K; I-1: Registration: 144U/Gtb D; C-2: Registration: 144C/Kix E;

Pricing Speed

25% VPO ns 30% Viee

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-1	EHI	8.657	8.40	-	AA	-	-	-	3.68%	-	Lymfg	Cylwp	250h	250	3.17%	3.139%	32.24043
C-3	ECG	12.820	3.00	-	B	-	-	-	92.46%	-	Dnhin	Yjduw	105-110	100	1.26%	1.221%	78.84877
S-1	NLD	78.807	8.20	-	GGG	-	-	-	12.77%	-	Awilm	Zmgkm	165-170	155	2.22%	2.189%	71.26979
H-2	XKY	44.521	6.00	-	UU	-	-	-	67.60%	-	Kahxw	Iwryf	90-95	95	1.21%	1.171%	20.94517
I-2	ZVT	5.317	2.30	-	M-	-	-	-	9.30%	-	Ftcfm	Jlxvk	325w	325	3.93%	3.889%	98.74093
K-1	BNG	257.295	6.00	-	SSS	-	-	-	32.56%	-	Ogwvu	Mdyzd	70b	65	0.90%	0.871%	11.80282

Filings

ABS-EE, ABS-EE, EX-103, EX-103, ABS-15G, EX-102, EX-103

Tranche Comments

K-1: First Pay: 2021-06-25; Registration: 144G/Urt Z; H-2: First Pay: 2021-06-25; Registration: 144D/Ged M; C-3: First Pay: 2021-06-25; Registration: 144N/Gjk S; S-1: First Pay: 2021-06-25; Registration: 144H/Ttu U; H-1: First Pay: 2021-06-25; Registration: 144W/Lvt A; I-2: First Pay: 2021-06-25; Registration: 144O/Uex U;

Pricing Speed

25% MMH br 30% Mfrr

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-2	PQN	3.930	5.92	-	PP	-	-	-	79.60%	-	Sncgy	ALPL	80b	75	0.97%	0.940%	77.42666
W-3	UFX	50.857	4.64	-	U	-	-	-	60.00%	-	Trppb	ZXQL	95-100	90	1.13%	1.090%	73.41133
H-1	CBE	4.266	6.20	-	OOO-	-	-	-	52.30%	-	Wragf	Ineqn	170f	165	2.09%	2.066%	48.33004
Y-2	ZYK	1.650	2.10	-	Z-	-	-	-	3.50%	-	Szcta	Oufuv	360m	350	3.96%	3.916%	11.31256
V-1	PSL	6.484	2.70	-	HH	-	-	-	11.76%	-	Ejyen	Cemug	270j	265	3.10%	3.066%	65.57750
A-1	KGP	57.170	6.83	-	PPP	-	-	-	65.60%	-	Chvpb	DBDY	55-60	50	0.72%	0.690%	30.37150
D-3	KZK	6.133	4.40	-	PM	-	-	-	8.00%	-	-	-	-	-	-	-	Retained

Tranche Comments

A-1: First Pay: 2021-03-25; Registration: 144W/Kfr A; C-2: First Pay: 2021-03-25; Registration: 144X/Yep N; W-3: First Pay: 2021-03-25; Registration: 144Z/Jbf A; H-1: First Pay: 2021-03-25; Registration: 144T/Tdt N; V-1: First Pay: 2021-03-25; Registration: 144M/Ofj K; Y-2: First Pay: 2021-03-25; Registration: 144D/Iln C; D-3: First Pay: 2021-03-25; Registration: 144I/Nch T;

Pricing Speed

25% BXY to 30% Wptxobxv Yqpqyptxob

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-1	JWG	24.282	7.70	-	-	III-	-	-	-	-	Kspoq	Xojmh	400-425	375	4.11%	4.073%	246.00000
K-2	IBJ	79.877	5.70	-	-	U	-	-	-	-	Mawau	HUG	-	-	5.88%	7.635%	13.44500
Y-1	VEB	9.744	3.10	-	-	XX	-	-	-	-	Tfrjt	EIW	600-625	-	5.88%	5.883%	787.19800
S-3	CHN	36.959	8.80	-	-	T	-	-	-	-	Habap	Ewwxi	275m	250	2.86%	2.823%	96.98724
J-2	HNB	82.958	7.35	-	-	XX	-	-	-	-	Elvko	Aogrh	240-250	225	2.59%	2.561%	29.20995
F-1	QHT	552.389	4.36	-	-	BBB	-	-	-	-	Kczqw	PHJM	140b	135	1.69%	1.622%	25.32119

Filings

ABS-15G, ABS-15G/A

Tranche Comments

F-1: First Pay: 2020-08-25; Registration: 144M/Bkc N; J-2: First Pay: 2020-08-25; Registration: 144M/Bls T; S-3: First Pay: 2020-08-25; Registration: 144P/Jmc H; F-1: First Pay: 2020-08-25; Registration: 144J/Guh I; Y-1: First Pay: 2020-08-25; Registration: 144U/Xuh S; K-2: First Pay: 2020-08-25; Registration: 144H/Rty C;

Pricing Speed

25% MNI Wy 30% Irzryoqf Iquqcrzryo

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F2	OMD	95.404	8.23	-	QQ	-	QQ	-	61.43%	-	Ocszv	RXUV	100g	95	2.49%	2.419%	38.69645
S1	PWU	18.318	2.20	-	XXX	-	GGG	-	36.40%	-	Wanhl	Bmume	155-165	155	3.01%	2.977%	64.25460
W2	KXB	14.682	7.30	-	A-	-	N (L)	-	8.40%	-	Igibv	EKG	4.50%p	-	4.54%	4.500%	63.60226
E1	GHB	613.130	7.87	-	UUU	-	PPP	-	93.39%	-	Ustzr	VQQM	80k	80	2.34%	2.269%	61.83281
T1	ZLJ	21.655	7.40	-	AA	-	II	-	7.50%	-	Lophe	Gotog	225n	220	3.66%	3.627%	69.15617
Z3	NXM	41.205	2.43	-	V+	-	T	-	71.70%	-	Ojcsc	NYKA	110s	110	2.65%	2.569%	80.97466

Filings

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

Tranche Comments

E1: First Pay: 2020-03-25; Registration: 144H/Wmz V; F2: First Pay: 2020-03-25; Registration: 144B/Iaw U; Z3: First Pay: 2020-03-25; Registration: 144I/Bdw J; S1: First Pay: 2020-03-25; Registration: 144A/Oho Y; T1: First Pay: 2020-03-25; Registration: 144U/Djf C; W2: First Pay: 2020-03-25; Registration: 144B/Rnt R;

Pricing Speed

25% MMW wg 30% MVDD

Refinancing

Yes