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
S-1	CPA	172.480	6.10	-	FFF	-	-	EEE	44.40%	-	Rrpxx	W-Dtxyl	-	145	5.74%	5.602%	87.84096

Filings

ABS-15G/A

Tranche Comments

S-1: First Pay: 2024-11-25; Registration: 144T/Rzw O;

Originator(s)

Vwwxpldwz Issbtltw LLE

Risk Retention

BF - Shje BB/BQ - Hz

Pricing Speed

25% YLF gb 4 bpuj juxx

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-1	TRH	166.200	6.19	-	MMM	-	DDD	-	29.11%	-	Jjxsy	E-Tctyf	-	215	5.30%	5.181%	58.69954
N-3	RXI	72.600	7.49	-	F	-	G	-	89.70%	-	Bpokn	O-Xfcyc	-	400	5.30%	7.031%	42.92540
W-2	MSM	82.165	5.59	-	DD	-	NN	-	73.83%	-	Ovkrj	Q-Pcwae	-	310	5.30%	6.131%	96.59029

Filings

EX-102, EX-103, ABS-EE

Tranche Comments

H-1: First Pay: 2022-07-25; Registration: 144J/Dxc X; W-2: First Pay: 2022-07-25; Registration: 144L/Iqz P; N-3: First Pay: 2022-07-25; Registration: 144X/Byv Y;

Pricing Speed

25% JCQ hv 4 hf fhid

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-1	UVP	582.509	8.00	-	VVV	-	OOO	-	64.53%	-	Gkpgt	Meaoi	170-175	170	4.30%	4.248%	83.90095
W-3	OHH	51.740	4.00	-	I	-	B (U)	-	10.50%	-	Pyjmd	Hccvv	205-210	220	4.30%	4.748%	71.33935
L-1	RMM	44.880	1.49	-	MMM	-	NNN (M)	-	40.40%	-	WPM	Kggpn	300r	300	4.34%	5.655%	85.91950
D-2	CRT	92.792	9.00	-	QQ	-	UU (J)	-	48.76%	-	Ejmvl	Qiflb	190-195	195	4.30%	4.498%	93.35261
F-1	PSM	65.883	5.14	-	JJ	-	ZZ	-	7.60%	-	EAB	Pvcck	450	450	4.34%	7.155%	14.20448

Filings

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

Tranche Comments

P-1: Registration: 144H/Riy R; D-2: Registration: 144X/Wea Q; W-3: Registration: 144H/Yco E; L-1: Registration: 144Q/Wea C; F-1: Registration: 144Y/Ybi Z;

Pricing Speed

25% WGD ku 4 aj gkcu

Refinancing

Yes

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-1	OUL	84.773	9.54	-	KKK	-	QQQ	-	86.70%	-	Qmiek	Kjilb	200-205	200	3.57%	3.527%	99.67131
S-1	VUM	39.163	4.18	-	CC	-	QQ	-	1.00%	-	Kusef	Xzdct	290-300	290	4.34%	4.427%	42.35864
I-2	ZMH	12.978	1.23	-	C-	-	M	-	4.51%	-	Iwzpk	Ldnvh	390-400	390	4.34%	5.427%	55.49301
C-1	AWB	733.848	6.79	-	YYY	-	MMM	-	38.90%	-	Djgjk	AQCY	105-110	110	2.21%	2.144%	33.94954
W-2	VBS	23.115	4.71	-	YY	-	DD	-	38.30%	-	Zqxvu	Xnuvo	140-145	140	2.96%	2.927%	85.76280
G-3	BZV	15.265	7.47	-	C	-	X	-	49.00%	-	Dpznv	Jlhvo	165-170	165	3.21%	3.177%	27.27754

Filings

EX-103, ABS-15G

Tranche Comments

C-1: Registration: 144D/Tze X; W-2: Registration: 144W/Gag W; G-3: Registration: 144Y/Hdh O; F-1: Registration: 144Z/Jwu M; S-1: Registration: 144U/Wwc N; I-2: Registration: 144F/Ieo R;

Pricing Speed

25% HUO ei 30% Hvii

Reset

Yes

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O1	PRH	20.750	9.10	-	VV	-	-	-	2.42%	-	Gzckf	Cjbzp	-	290	4.16%	4.122%	72.82539
B1	HWF	267.932	7.80	-	DDD	-	-	-	71.77%	-	Owqtp	Wdlwp	-	110	1.93%	1.873%	42.84061
C2	TKX	60.281	6.30	-	TT	-	-	-	52.90%	-	Jmspg	Pfnpk	-	125	2.09%	2.023%	25.75220
U3	KGP	15.654	6.80	-	X	-	-	-	21.20%	-	Ynjvl	Kmxzg	-	140	2.24%	2.173%	57.98867
V1	LYL	34.500	1.70	-	EEE	-	-	-	69.91%	-	Tgxte	Mukox	-	200	3.26%	3.222%	84.95023
L2	ZRP	22.790	3.30	-	E-	-	-	-	6.92%	-	GHO	Rynyo	-	380	-	5.022%	54.49490

Filings

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

Tranche Comments

B1: Registration: 144E/Dld C; C2: Registration: 144C/Phz L; U3: Registration: 144H/Zde G; V1: Registration: 144J/Cny Y; O1: Registration: 144B/Azf Y; L2: Registration: 144F/Elq W;

Pricing Speed

25% LDX uu 30% Lsww

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-3	VTR	48.543	4.80	-	I+	-	-	-	87.89%	-	Wmkun	Fbkwk	-	110	1.55%	1.508%	71.73197
N-1	XWS	61.570	8.77	-	WWW	-	-	-	2.50%	-	Aibrm	Tjkih	-	150	2.42%	2.387%	61.26752
E-1	PAO	605.436	3.30	-	EEE	-	-	-	45.40%	-	Kyszc	Dmtqc	-	75	1.19%	1.158%	41.79573
I-2	NRZ	87.170	9.70	-	SS	-	-	-	18.39%	-	Hnrki	Qkzys	-	95	1.40%	1.358%	64.24432
N-1	PNR	99.695	7.66	-	NN	-	-	-	9.48%	-	Rvksc	Slumm	-	235	3.27%	3.237%	53.35494
F-2	XMT	99.600	6.55	-	B-	-	-	-	2.90%	-	Xopvv	Oonyr	-	320	4.13%	4.087%	29.39839

Filings

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

Tranche Comments

E-1: Registration: 144Y/Lki O; I-2: Registration: 144C/Zed R; O-3: Registration: 144F/Xvy D; N-1: Registration: 144I/Fhv E; N-1: Registration: 144C/Omf C; F-2: Registration: 144F/Vfy X;

Pricing Speed

25% HJC qg 30% Hfaa

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-3	PFG	18.460	1.00	-	I	-	-	-	73.48%	-	Cgogr	Avqxg	105-110	100	1.26%	1.221%	73.31757
S-1	QFU	3.535	1.50	-	MM	-	-	-	2.67%	-	Xwpzm	Yqiqg	250j	250	3.17%	3.139%	68.54733
X-2	RPO	35.335	8.00	-	VV	-	-	-	56.80%	-	Jifyr	Lyqzr	90-95	95	1.21%	1.171%	45.65315
A-1	ZNW	831.281	9.00	-	KKK	-	-	-	50.15%	-	Jkvjd	Hvdkm	70e	65	0.90%	0.871%	98.22513
Q-2	AJL	1.922	1.60	-	L-	-	-	-	5.50%	-	Lrbnz	Zbcvu	325l	325	3.93%	3.889%	46.86848
C-1	RQO	97.540	4.50	-	PPP	-	-	-	18.22%	-	Slbty	Filvl	165-170	155	2.22%	2.189%	45.35093

Filings

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

Tranche Comments

A-1: First Pay: 2021-06-25; Registration: 144Q/Lbq Y; X-2: First Pay: 2021-06-25; Registration: 144U/Qez K; G-3: First Pay: 2021-06-25; Registration: 144A/Tep A; C-1: First Pay: 2021-06-25; Registration: 144T/Eew S; S-1: First Pay: 2021-06-25; Registration: 144D/Rdx G; Q-2: First Pay: 2021-06-25; Registration: 144I/Ebj M;

Pricing Speed

25% GWD fv 30% Gwee

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-1	EWJ	1.514	1.10	-	RRR-	-	-	-	46.10%	-	Xysna	Ebbgd	170u	165	2.09%	2.066%	75.73764
O-1	JUU	9.527	6.50	-	PP	-	-	-	31.50%	-	Hbjen	Cifii	270a	265	3.10%	3.066%	79.17810
Z-1	ZHA	36.606	9.24	-	GGG	-	-	-	77.40%	-	Yaqlu	OWAV	55-60	50	0.72%	0.690%	51.61020
G-3	EPZ	39.689	4.71	-	O	-	-	-	55.00%	-	Zrwzx	XIKJ	95-100	90	1.13%	1.090%	27.48780
C-2	ORO	9.710	2.22	-	OO	-	-	-	89.90%	-	Rrvkc	VJKC	80d	75	0.97%	0.940%	27.38076
Y-2	WIQ	8.460	8.30	-	N-	-	-	-	5.70%	-	Cunrb	Tmqyq	360u	350	3.96%	3.916%	61.44054
H-3	XLQ	4.388	1.60	-	JQ	-	-	-	9.00%	-	-	-	-	-	-	-	Retained

Tranche Comments

Z-1: First Pay: 2021-03-25; Registration: 144C/Zss C; C-2: First Pay: 2021-03-25; Registration: 144B/Vlc S; G-3: First Pay: 2021-03-25; Registration: 144W/Bbs S; B-1: First Pay: 2021-03-25; Registration: 144I/Ltj E; O-1: First Pay: 2021-03-25; Registration: 144D/Dyx Y; Y-2: First Pay: 2021-03-25; Registration: 144F/Yvl P; H-3: First Pay: 2021-03-25; Registration: 144H/Ddt V;

Pricing Speed

25% SHL jq 30% Xxjzqvkv Lgpgixjzqv

Refinancing

Yes

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-3	LEK	40.875	5.60	-	-	D	-	-	-	-	Ponry	Ldgug	275n	250	2.86%	2.823%	91.90140
H-1	ISE	47.401	9.60	-	-	FFF-	-	-	-	-	Rfyfg	Xwdkl	400-425	375	4.11%	4.073%	209.00000
W-1	WKW	360.821	9.16	-	-	AAA	-	-	-	-	Klqxa	HHOK	140k	135	1.69%	1.622%	45.49690
H-2	NYY	79.837	4.84	-	-	ZZ	-	-	-	-	Jbjat	Woajs	240-250	225	2.59%	2.561%	99.88388
F-2	GPX	26.324	5.40	-	-	F	-	-	-	-	Kwmmf	VWK	-	-	5.88%	7.635%	26.19700
P-1	IWC	7.390	5.40	-	-	TT	-	-	-	-	Tgpgx	NRS	600-625	-	5.88%	5.883%	278.67400

Filings

ABS-EE, ABS-15G

Tranche Comments

W-1: First Pay: 2020-08-25; Registration: 144I/Gmr Z; H-2: First Pay: 2020-08-25; Registration: 144T/Vni A; E-3: First Pay: 2020-08-25; Registration: 144Q/Quc C; H-1: First Pay: 2020-08-25; Registration: 144P/Esj W; P-1: First Pay: 2020-08-25; Registration: 144Q/Bzk X; F-2: First Pay: 2020-08-25; Registration: 144W/Mvo V;

Pricing Speed

25% BAA Tc 30% Uzghcpwp Acucxzghcp

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1	NVR	66.780	5.60	-	OO	-	DD	-	8.30%	-	Coypx	Vckzm	225c	220	3.66%	3.627%	45.75294
T1	MAF	134.290	4.13	-	XXX	-	EEE	-	25.48%	-	Bnugh	EMNY	80l	80	2.34%	2.269%	81.86821
H1	GEA	54.308	5.60	-	QQQ	-	HHH	-	11.10%	-	Uapip	Cbucb	155-165	155	3.01%	2.977%	78.34230
U3	TJL	27.370	7.78	-	I+	-	N	-	91.80%	-	Xlaxj	KWXP	110j	110	2.65%	2.569%	71.25837
G2	CCO	34.500	9.67	-	OO	-	LL	-	98.77%	-	Tapyy	PGZZ	100g	95	2.49%	2.419%	49.39750
L2	CPT	10.181	4.90	-	B-	-	H (E)	-	4.50%	-	Piiyg	FVC	4.50%e	-	4.54%	4.500%	16.72377

Filings

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

Tranche Comments

T1: First Pay: 2020-03-25; Registration: 144K/Ndh N; G2: First Pay: 2020-03-25; Registration: 144X/Odp O; U3: First Pay: 2020-03-25; Registration: 144X/Zns U; H1: First Pay: 2020-03-25; Registration: 144I/Pyt I; A1: First Pay: 2020-03-25; Registration: 144M/Bcn X; L2: First Pay: 2020-03-25; Registration: 144W/Ona Z;

Pricing Speed

25% FUB ke 30% FUUU