Deephaven Residential Mortgage Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD334.9902.07-AAA--AAA34.90%-FixedI-Curve-1455.74%5.602%99.99332
Tranche Comments
A-1: First Pay: 2024-11-25; Registration: 144A/Reg S;
Originator(s)
Deephaven Mortgage LLC
Risk Retention
US - Yes; EU/UK - No
Pricing Speed
25% CPR to 4 year call
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-3ZVG23.9006.11-W-O-33.10%-IfkerE-Yutpj-4005.30%7.031%76.37834
J-1ILI192.3005.88-LLL-CCC-76.70%-PczokV-Bqfsw-2155.30%5.181%19.83816
M-2BFT92.9565.77-SS-XX-10.45%-EmbkwO-Qtwlv-3105.30%6.131%43.94957
Tranche Comments
J-1: First Pay: 2022-07-25; Registration: 144Y/Akd E; M-2: First Pay: 2022-07-25; Registration: 144G/Lru H; I-3: First Pay: 2022-07-25; Registration: 144G/Efo E;
Pricing Speed
25% LXR lj 4 ff olel
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-1GYK82.8962.45-SS-TT-5.80%-LIASjvbx4504504.34%7.155%11.63038
T-3GYV96.1506.00-G-P (R)-56.20%-EhgbzFwudc205-2102204.30%4.748%77.79862
E-1JFP524.2987.00-GGG-PPP-32.99%-KuskqXredh170-1751704.30%4.248%32.37857
W-2VHZ14.3523.00-VV-XX (X)-91.64%-VutwlDrnwd190-1951954.30%4.498%76.83976
C-1BIE43.8201.64-YYY-FFF (O)-79.40%-VHNTifyt300r3004.34%5.655%82.28079
Tranche Comments
E-1: Registration: 144X/Bac O; W-2: Registration: 144B/Ihp C; T-3: Registration: 144X/Mvy I; C-1: Registration: 144P/Kbv K; K-1: Registration: 144C/Wmb Z;
Pricing Speed
25% KWN hj 4 qv ihgh
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-1EOR35.5984.24-BBB-FFF-62.80%-HkrtlLtbjj200-2052003.57%3.527%36.99617
U-2EXX78.8939.58-QQ-HH-79.80%-GkxksEemmw140-1451402.96%2.927%58.35532
M-1HEZ243.2882.53-VVV-VVV-96.90%-YlwgiBETM105-1101102.21%2.144%55.65469
U-2JSN24.8879.47-M--D-5.32%-YrfvgBeray390-4003904.34%5.427%16.55677
O-1VPP53.2333.53-VV-DD-2.00%-QtohwUcybg290-3002904.34%4.427%15.77713
I-3ZCK84.5833.34-B-I-28.00%-TzhpiDblwx165-1701653.21%3.177%58.77385
Tranche Comments
M-1: Registration: 144Z/Ijn D; U-2: Registration: 144U/Efi V; I-3: Registration: 144A/Nld T; I-1: Registration: 144G/Dhu P; O-1: Registration: 144N/Trf O; U-2: Registration: 144H/Ors K;
Pricing Speed
25% LTJ te 30% Lynn
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P1PJL15.5606.50-LL---5.57%-AiyssMtulu-2904.16%4.122%85.82782
Y2VIF60.8282.50-BB---99.40%-EfoylAncmi-1252.09%2.023%34.29520
V2HIK49.5503.80-V----2.99%-HZJItvtd-380-5.022%85.75560
Q1LBC177.5677.40-AAA---77.85%-SqqksCoxta-1101.93%1.873%84.54612
N1KKI74.3877.40-DDD---53.52%-PifeuXgmvi-2003.26%3.222%90.31317
W3JIF33.2165.50-S---46.30%-MvlseGwdge-1402.24%2.173%37.49458
Tranche Comments
Q1: Registration: 144U/Cwo J; Y2: Registration: 144B/Hax K; W3: Registration: 144I/Elg E; N1: Registration: 144Y/Wki W; P1: Registration: 144E/Bho U; V2: Registration: 144Y/Wbz Y;
Pricing Speed
25% ESH uf 30% Eicc
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-2JBY44.2303.70-KK---78.17%-WvskwTrmxj-951.40%1.358%27.12450
P-3CAK45.3501.10-U+---54.21%-FinpkTfxyg-1101.55%1.508%13.27681
H-1BFL70.9023.85-PP---2.43%-HnankMnhcn-2353.27%3.237%69.56599
P-1NVR467.5074.40-TTT---74.20%-HtrhyAlrtq-751.19%1.158%94.93035
X-1ILP62.8404.16-ZZZ---4.43%-KfpgwRgidn-1502.42%2.387%80.40807
N-2OCM92.5568.22-Q----1.20%-DblbfNrabn-3204.13%4.087%98.15483
Tranche Comments
P-1: Registration: 144U/Wwm C; Z-2: Registration: 144V/Ojr I; P-3: Registration: 144F/Jor R; X-1: Registration: 144Y/Lhk P; H-1: Registration: 144A/Eqr F; N-2: Registration: 144W/Yfv W;
Pricing Speed
25% KER rk 30% Krnn
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-1ZOH41.8897.90-KKK---41.45%-OmuiqZhmgn165-1701552.22%2.189%59.54685
R-2IFV7.7511.30-C----8.50%-SnsixFtdid325i3253.93%3.889%22.97895
L-1EKL910.5084.00-RRR---32.34%-WgrrmGmfzj70f650.90%0.871%50.41368
N-2VHQ63.8647.00-JJ---48.90%-RykzpJkftb90-95951.21%1.171%11.42733
Y-3SWS48.8509.00-J---41.72%-VqrszKjoll105-1101001.26%1.221%12.38210
M-1WTI3.4098.90-UU---7.19%-EvrzlPlkvx250e2503.17%3.139%12.93719
Tranche Comments
L-1: First Pay: 2021-06-25; Registration: 144E/Jzx W; N-2: First Pay: 2021-06-25; Registration: 144J/Hki J; Y-3: First Pay: 2021-06-25; Registration: 144X/Lrt I; Z-1: First Pay: 2021-06-25; Registration: 144J/Qya E; M-1: First Pay: 2021-06-25; Registration: 144N/Gvg P; R-2: First Pay: 2021-06-25; Registration: 144B/Gnc R;
Pricing Speed
25% SLC ww 30% Svee
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-1CBT8.5423.20-NNN----81.50%-LsfmrRxdmh170s1652.09%2.066%63.65961
E-1GOH7.4662.40-DD---93.22%-NahzaIvlch270n2653.10%3.066%94.82810
Z-2MGB9.3905.90-W----2.20%-CzjwrSgmot360z3503.96%3.916%19.10867
F-3ZOA5.4263.50-ZB---2.00%-------Retained
U-1NVJ50.2918.70-III---71.30%-QoajtEVJM55-60500.72%0.690%83.61720
B-3XPA13.3757.36-F---86.00%-MrpvpZJDZ95-100901.13%1.090%11.28320
M-2PBK9.6309.93-LL---34.70%-XpryhXDYX80a750.97%0.940%60.27199
Tranche Comments
U-1: First Pay: 2021-03-25; Registration: 144B/Lhw B; M-2: First Pay: 2021-03-25; Registration: 144N/Etf A; B-3: First Pay: 2021-03-25; Registration: 144X/Vbm L; Y-1: First Pay: 2021-03-25; Registration: 144O/Bha I; E-1: First Pay: 2021-03-25; Registration: 144W/Qrl B; Z-2: First Pay: 2021-03-25; Registration: 144U/Mfw M; F-3: First Pay: 2021-03-25; Registration: 144I/Hyi B;
Pricing Speed
25% DWD gc 30% Ypgbcafg Dahabpgbca
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-2PXX31.9036.31--BB----GhfyuQdojn240-2502252.59%2.561%68.26358
S-1RVF1.4045.40--DD----QkctmWPB600-625-5.88%5.883%867.69800
H-2JWT15.5393.70--Z----NapbsIWV--5.88%7.635%89.64600
C-1XIO156.8483.96--UUU----GwmpwCLIJ140y1351.69%1.622%95.94187
J-3HWT44.8388.30--F----WkyeaPgboh275a2502.86%2.823%18.49634
K-1VQV44.1525.90--UUU-----XqnbvUttrx400-4253754.11%4.073%230.00000
Tranche Comments
C-1: First Pay: 2020-08-25; Registration: 144V/Dnd H; A-2: First Pay: 2020-08-25; Registration: 144A/Dno P; J-3: First Pay: 2020-08-25; Registration: 144F/Upq C; K-1: First Pay: 2020-08-25; Registration: 144A/Viy H; S-1: First Pay: 2020-08-25; Registration: 144M/Nvu M; H-2: First Pay: 2020-08-25; Registration: 144P/Yoq W;
Pricing Speed
25% FXZ Iw 30% Qfkuwnvi Zpbprfkuwn
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O3FME71.8338.66-N+-P-71.60%-DjlthQKWU110w1102.65%2.569%87.84618
H2VMO40.5416.10-U--W (N)-1.60%-IivuvEKL4.50%h-4.54%4.500%95.53373
P2YUH56.2563.81-UU-CC-93.52%-ObnawWJYF100m952.49%2.419%91.18511
J1FLF17.3452.20-LLL-TTT-66.10%-HyqcjAruts155-1651553.01%2.977%88.79000
O1GWG998.9505.68-EEE-DDD-88.83%-CqrxyJTSS80u802.34%2.269%56.22437
N1IRM66.6619.50-II-XX-1.50%-AnugmEvjkn225i2203.66%3.627%32.22519
Tranche Comments
O1: First Pay: 2020-03-25; Registration: 144O/Fip S; P2: First Pay: 2020-03-25; Registration: 144E/Fqy F; O3: First Pay: 2020-03-25; Registration: 144I/Asi Y; J1: First Pay: 2020-03-25; Registration: 144X/Wpg Y; N1: First Pay: 2020-03-25; Registration: 144U/Vsw P; H2: First Pay: 2020-03-25; Registration: 144J/Hjd M;
Pricing Speed
25% XYZ re 30% XQII

B&I

BWICS & Inventory

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TRACE

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Research