Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 334.990 | 2.07 | - | AAA | - | - | AAA | 34.90% | - | Fixed | I-Curve | - | 145 | 5.74% | 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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-3 | ZVG | 23.900 | 6.11 | - | W | - | O | - | 33.10% | - | Ifker | E-Yutpj | - | 400 | 5.30% | 7.031% | 76.37834 |
J-1 | ILI | 192.300 | 5.88 | - | LLL | - | CCC | - | 76.70% | - | Pczok | V-Bqfsw | - | 215 | 5.30% | 5.181% | 19.83816 |
M-2 | BFT | 92.956 | 5.77 | - | SS | - | XX | - | 10.45% | - | Embkw | O-Qtwlv | - | 310 | 5.30% | 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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-1 | GYK | 82.896 | 2.45 | - | SS | - | TT | - | 5.80% | - | LIA | Sjvbx | 450 | 450 | 4.34% | 7.155% | 11.63038 |
T-3 | GYV | 96.150 | 6.00 | - | G | - | P (R) | - | 56.20% | - | Ehgbz | Fwudc | 205-210 | 220 | 4.30% | 4.748% | 77.79862 |
E-1 | JFP | 524.298 | 7.00 | - | GGG | - | PPP | - | 32.99% | - | Kuskq | Xredh | 170-175 | 170 | 4.30% | 4.248% | 32.37857 |
W-2 | VHZ | 14.352 | 3.00 | - | VV | - | XX (X) | - | 91.64% | - | Vutwl | Drnwd | 190-195 | 195 | 4.30% | 4.498% | 76.83976 |
C-1 | BIE | 43.820 | 1.64 | - | YYY | - | FFF (O) | - | 79.40% | - | VHN | Tifyt | 300r | 300 | 4.34% | 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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-1 | EOR | 35.598 | 4.24 | - | BBB | - | FFF | - | 62.80% | - | Hkrtl | Ltbjj | 200-205 | 200 | 3.57% | 3.527% | 36.99617 |
U-2 | EXX | 78.893 | 9.58 | - | QQ | - | HH | - | 79.80% | - | Gkxks | Eemmw | 140-145 | 140 | 2.96% | 2.927% | 58.35532 |
M-1 | HEZ | 243.288 | 2.53 | - | VVV | - | VVV | - | 96.90% | - | Ylwgi | BETM | 105-110 | 110 | 2.21% | 2.144% | 55.65469 |
U-2 | JSN | 24.887 | 9.47 | - | M- | - | D | - | 5.32% | - | Yrfvg | Beray | 390-400 | 390 | 4.34% | 5.427% | 16.55677 |
O-1 | VPP | 53.233 | 3.53 | - | VV | - | DD | - | 2.00% | - | Qtohw | Ucybg | 290-300 | 290 | 4.34% | 4.427% | 15.77713 |
I-3 | ZCK | 84.583 | 3.34 | - | B | - | I | - | 28.00% | - | Tzhpi | Dblwx | 165-170 | 165 | 3.21% | 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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P1 | PJL | 15.560 | 6.50 | - | LL | - | - | - | 5.57% | - | Aiyss | Mtulu | - | 290 | 4.16% | 4.122% | 85.82782 |
Y2 | VIF | 60.828 | 2.50 | - | BB | - | - | - | 99.40% | - | Efoyl | Ancmi | - | 125 | 2.09% | 2.023% | 34.29520 |
V2 | HIK | 49.550 | 3.80 | - | V- | - | - | - | 2.99% | - | HZJ | Itvtd | - | 380 | - | 5.022% | 85.75560 |
Q1 | LBC | 177.567 | 7.40 | - | AAA | - | - | - | 77.85% | - | Sqqks | Coxta | - | 110 | 1.93% | 1.873% | 84.54612 |
N1 | KKI | 74.387 | 7.40 | - | DDD | - | - | - | 53.52% | - | Pifeu | Xgmvi | - | 200 | 3.26% | 3.222% | 90.31317 |
W3 | JIF | 33.216 | 5.50 | - | S | - | - | - | 46.30% | - | Mvlse | Gwdge | - | 140 | 2.24% | 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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-2 | JBY | 44.230 | 3.70 | - | KK | - | - | - | 78.17% | - | Wvskw | Trmxj | - | 95 | 1.40% | 1.358% | 27.12450 |
P-3 | CAK | 45.350 | 1.10 | - | U+ | - | - | - | 54.21% | - | Finpk | Tfxyg | - | 110 | 1.55% | 1.508% | 13.27681 |
H-1 | BFL | 70.902 | 3.85 | - | PP | - | - | - | 2.43% | - | Hnank | Mnhcn | - | 235 | 3.27% | 3.237% | 69.56599 |
P-1 | NVR | 467.507 | 4.40 | - | TTT | - | - | - | 74.20% | - | Htrhy | Alrtq | - | 75 | 1.19% | 1.158% | 94.93035 |
X-1 | ILP | 62.840 | 4.16 | - | ZZZ | - | - | - | 4.43% | - | Kfpgw | Rgidn | - | 150 | 2.42% | 2.387% | 80.40807 |
N-2 | OCM | 92.556 | 8.22 | - | Q- | - | - | - | 1.20% | - | Dblbf | Nrabn | - | 320 | 4.13% | 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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-1 | ZOH | 41.889 | 7.90 | - | KKK | - | - | - | 41.45% | - | Omuiq | Zhmgn | 165-170 | 155 | 2.22% | 2.189% | 59.54685 |
R-2 | IFV | 7.751 | 1.30 | - | C- | - | - | - | 8.50% | - | Snsix | Ftdid | 325i | 325 | 3.93% | 3.889% | 22.97895 |
L-1 | EKL | 910.508 | 4.00 | - | RRR | - | - | - | 32.34% | - | Wgrrm | Gmfzj | 70f | 65 | 0.90% | 0.871% | 50.41368 |
N-2 | VHQ | 63.864 | 7.00 | - | JJ | - | - | - | 48.90% | - | Rykzp | Jkftb | 90-95 | 95 | 1.21% | 1.171% | 11.42733 |
Y-3 | SWS | 48.850 | 9.00 | - | J | - | - | - | 41.72% | - | Vqrsz | Kjoll | 105-110 | 100 | 1.26% | 1.221% | 12.38210 |
M-1 | WTI | 3.409 | 8.90 | - | UU | - | - | - | 7.19% | - | Evrzl | Plkvx | 250e | 250 | 3.17% | 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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-1 | CBT | 8.542 | 3.20 | - | NNN- | - | - | - | 81.50% | - | Lsfmr | Rxdmh | 170s | 165 | 2.09% | 2.066% | 63.65961 |
E-1 | GOH | 7.466 | 2.40 | - | DD | - | - | - | 93.22% | - | Nahza | Ivlch | 270n | 265 | 3.10% | 3.066% | 94.82810 |
Z-2 | MGB | 9.390 | 5.90 | - | W- | - | - | - | 2.20% | - | Czjwr | Sgmot | 360z | 350 | 3.96% | 3.916% | 19.10867 |
F-3 | ZOA | 5.426 | 3.50 | - | ZB | - | - | - | 2.00% | - | - | - | - | - | - | - | Retained |
U-1 | NVJ | 50.291 | 8.70 | - | III | - | - | - | 71.30% | - | Qoajt | EVJM | 55-60 | 50 | 0.72% | 0.690% | 83.61720 |
B-3 | XPA | 13.375 | 7.36 | - | F | - | - | - | 86.00% | - | Mrpvp | ZJDZ | 95-100 | 90 | 1.13% | 1.090% | 11.28320 |
M-2 | PBK | 9.630 | 9.93 | - | LL | - | - | - | 34.70% | - | Xpryh | XDYX | 80a | 75 | 0.97% | 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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-2 | PXX | 31.903 | 6.31 | - | - | BB | - | - | - | - | Ghfyu | Qdojn | 240-250 | 225 | 2.59% | 2.561% | 68.26358 |
S-1 | RVF | 1.404 | 5.40 | - | - | DD | - | - | - | - | Qkctm | WPB | 600-625 | - | 5.88% | 5.883% | 867.69800 |
H-2 | JWT | 15.539 | 3.70 | - | - | Z | - | - | - | - | Napbs | IWV | - | - | 5.88% | 7.635% | 89.64600 |
C-1 | XIO | 156.848 | 3.96 | - | - | UUU | - | - | - | - | Gwmpw | CLIJ | 140y | 135 | 1.69% | 1.622% | 95.94187 |
J-3 | HWT | 44.838 | 8.30 | - | - | F | - | - | - | - | Wkyea | Pgboh | 275a | 250 | 2.86% | 2.823% | 18.49634 |
K-1 | VQV | 44.152 | 5.90 | - | - | UUU- | - | - | - | - | Xqnbv | Uttrx | 400-425 | 375 | 4.11% | 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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O3 | FME | 71.833 | 8.66 | - | N+ | - | P | - | 71.60% | - | Djlth | QKWU | 110w | 110 | 2.65% | 2.569% | 87.84618 |
H2 | VMO | 40.541 | 6.10 | - | U- | - | W (N) | - | 1.60% | - | Iivuv | EKL | 4.50%h | - | 4.54% | 4.500% | 95.53373 |
P2 | YUH | 56.256 | 3.81 | - | UU | - | CC | - | 93.52% | - | Obnaw | WJYF | 100m | 95 | 2.49% | 2.419% | 91.18511 |
J1 | FLF | 17.345 | 2.20 | - | LLL | - | TTT | - | 66.10% | - | Hyqcj | Aruts | 155-165 | 155 | 3.01% | 2.977% | 88.79000 |
O1 | GWG | 998.950 | 5.68 | - | EEE | - | DDD | - | 88.83% | - | Cqrxy | JTSS | 80u | 80 | 2.34% | 2.269% | 56.22437 |
N1 | IRM | 66.661 | 9.50 | - | II | - | XX | - | 1.50% | - | Anugm | Evjkn | 225i | 220 | 3.66% | 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