Deephaven Mortgage

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New Issue Deal Count

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-1	HAA	634.540	2.50	-	KKK	-	-	XXX	69.60%	-	Fcbmz	R-Ducam	-	145	5.74%	5.602%	92.49712

Filings

EX-103

Tranche Comments

Z-1: First Pay: 2024-11-25; Registration: 144I/Qfy L;

Originator(s)

Wjjmmxqji Miwlwxwj OOL

Risk Retention

MQ - Owth RM/MX - Mv

Pricing Speed

25% VZZ zh 4 jspr hpff

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-1	EWR	270.600	9.17	-	YYY	-	EEE	-	62.22%	-	Qunjw	H-Curyi	-	215	5.30%	5.181%	89.14224
B-2	RCC	23.736	2.89	-	ZZ	-	DD	-	93.26%	-	Rscyo	E-Ijkff	-	310	5.30%	6.131%	67.11338
R-3	ETV	45.600	7.16	-	X	-	H	-	98.90%	-	Znncf	V-Vigqr	-	400	5.30%	7.031%	58.58276

Filings

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

Tranche Comments

Z-1: First Pay: 2022-07-25; Registration: 144E/Xef X; B-2: First Pay: 2022-07-25; Registration: 144P/Uji R; R-3: First Pay: 2022-07-25; Registration: 144W/Yfa N;

Pricing Speed

25% IFQ fo 4 gq bfzp

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-3	PLO	76.850	7.00	-	B	-	N (W)	-	33.80%	-	Ipnbf	Jogeg	205-210	220	4.30%	4.748%	66.77008
O-1	QPM	97.498	8.18	-	BB	-	JJ	-	7.20%	-	KVD	Iiivq	450	450	4.34%	7.155%	22.40782
N-1	NYQ	99.190	2.94	-	JJJ	-	TTT (Z)	-	67.80%	-	MFP	Ltoey	300h	300	4.34%	5.655%	47.36376
L-1	JLW	917.124	4.00	-	HHH	-	III	-	35.16%	-	Sqxyx	Fdwfx	170-175	170	4.30%	4.248%	99.82908
T-2	TRL	22.547	9.00	-	NN	-	DD (M)	-	65.21%	-	Qplps	Gghjn	190-195	195	4.30%	4.498%	64.40686

Filings

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

Tranche Comments

L-1: Registration: 144I/Rtu H; T-2: Registration: 144A/Vkx Y; E-3: Registration: 144W/Ztk P; N-1: Registration: 144Q/Pbe F; O-1: Registration: 144O/Mkv M;

Pricing Speed

25% WVV bi 4 oi hbwk

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-2	FEZ	84.937	3.13	-	BB	-	KK	-	73.70%	-	Bsmbv	Kumrz	140-145	140	2.96%	2.927%	22.25047
E-1	KTW	768.912	3.88	-	TTT	-	EEE	-	49.50%	-	Kmino	MURI	105-110	110	2.21%	2.144%	33.91425
U-1	YKF	52.358	9.16	-	HH	-	YY	-	8.00%	-	Jhfqr	Rfnia	290-300	290	4.34%	4.427%	15.76764
Q-1	BKT	13.605	9.39	-	JJJ	-	FFF	-	10.30%	-	Bgsgi	Ixmqp	200-205	200	3.57%	3.527%	60.36462
K-2	TRU	91.489	1.47	-	P-	-	I	-	3.40%	-	Mhwvn	Hicxc	390-400	390	4.34%	5.427%	72.85667
V-3	ZWC	21.563	9.83	-	W	-	F	-	56.00%	-	Gqfkk	Vwbbw	165-170	165	3.21%	3.177%	83.71667

Filings

ABS-EE/A, EX-102

Tranche Comments

E-1: Registration: 144Z/Gji M; I-2: Registration: 144E/Rtp K; V-3: Registration: 144H/Qde C; Q-1: Registration: 144B/Rmn R; U-1: Registration: 144J/Gvh D; K-2: Registration: 144J/Vxx N;

Pricing Speed

25% WLK qw 30% Wraa

Refinancing

Yes

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y1	TXZ	207.491	6.20	-	CCC	-	-	-	59.71%	-	Suhea	Cnjkh	-	110	1.93%	1.873%	71.34513
F2	TZQ	83.638	3.40	-	AA	-	-	-	69.60%	-	Svoci	Tliws	-	125	2.09%	2.023%	63.37280
W1	CLN	25.250	7.40	-	FF	-	-	-	8.82%	-	Xsvgu	Kldjj	-	290	4.16%	4.122%	60.71443
C1	YUB	78.477	3.20	-	AAA	-	-	-	82.59%	-	Elqyx	Fdnlv	-	200	3.26%	3.222%	23.88744
Y2	NAW	33.350	9.30	-	O-	-	-	-	6.96%	-	DFB	Rotku	-	380	-	5.022%	54.24820
T3	BTV	24.472	8.30	-	S	-	-	-	12.70%	-	Hwsmj	Kgofv	-	140	2.24%	2.173%	31.61920

Filings

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

Tranche Comments

Y1: Registration: 144A/Ocy N; F2: Registration: 144K/Tzz N; T3: Registration: 144N/Mab R; C1: Registration: 144W/Ixd Z; W1: Registration: 144D/Bfv J; Y2: Registration: 144X/Bcl Q;

Pricing Speed

25% UMD ig 30% Ujll

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-2	QYV	38.326	7.10	-	Q-	-	-	-	8.80%	-	Eqcwy	Lkwtd	-	320	4.13%	4.087%	41.79750
M-3	VWR	57.757	9.60	-	X+	-	-	-	35.56%	-	Sfqvv	Rbicn	-	110	1.55%	1.508%	22.75257
E-1	MXR	14.139	4.66	-	JJ	-	-	-	3.10%	-	Fczen	Fnjop	-	235	3.27%	3.237%	57.74472
I-1	MOI	807.876	9.50	-	UUU	-	-	-	22.30%	-	Yurgu	Oijqx	-	75	1.19%	1.158%	29.24336
B-2	BRV	31.440	7.30	-	KK	-	-	-	74.75%	-	Bvjyp	Qizgm	-	95	1.40%	1.358%	45.37631
A-1	NPC	14.630	9.11	-	DDD	-	-	-	7.33%	-	Ookrl	Vfwzj	-	150	2.42%	2.387%	86.54890

Filings

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

Tranche Comments

I-1: Registration: 144M/Web G; B-2: Registration: 144T/Zbo L; M-3: Registration: 144G/Zog V; A-1: Registration: 144T/Msf Q; E-1: Registration: 144Q/Zso Z; D-2: Registration: 144V/Qmq V;

Pricing Speed

25% CJG gw 30% Cmnn

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	FQQ	44.890	1.00	-	G	-	-	-	25.17%	-	Jgbjq	Khrds	105-110	100	1.26%	1.221%	95.26684
Q-1	KPQ	797.999	1.00	-	III	-	-	-	97.49%	-	Nbnbr	Vvcha	70v	65	0.90%	0.871%	52.98674
Y-2	YVB	4.967	7.20	-	Y-	-	-	-	2.60%	-	Xuinq	Zcojt	325d	325	3.93%	3.889%	33.77376
T-2	MXU	39.714	5.00	-	TT	-	-	-	56.10%	-	Vfrxn	Gcwqz	90-95	95	1.21%	1.171%	30.11779
X-1	UFC	33.671	9.80	-	QQQ	-	-	-	94.41%	-	Bmrig	Xqfwa	165-170	155	2.22%	2.189%	40.16490
M-1	CCQ	3.448	7.30	-	TT	-	-	-	3.61%	-	Ebntg	Tlnlo	250s	250	3.17%	3.139%	42.34018

Filings

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

Tranche Comments

Q-1: First Pay: 2021-06-25; Registration: 144P/Fvv M; T-2: First Pay: 2021-06-25; Registration: 144U/Xsx W; E-3: First Pay: 2021-06-25; Registration: 144K/Jxk U; X-1: First Pay: 2021-06-25; Registration: 144C/Rsm C; M-1: First Pay: 2021-06-25; Registration: 144D/Cng Z; Y-2: First Pay: 2021-06-25; Registration: 144G/Jrr H;

Pricing Speed

25% ZLY nc 30% Zcff

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-1	WIH	7.864	5.80	-	RRR-	-	-	-	81.20%	-	Cvjxx	Whjhk	170b	165	2.09%	2.066%	34.18613
I-1	HWF	5.263	5.40	-	QQ	-	-	-	26.63%	-	Hnhsv	Vzqja	270j	265	3.10%	3.066%	11.98420
I-3	WVK	6.315	5.40	-	QI	-	-	-	9.00%	-	-	-	-	-	-	-	Retained
I-3	VVV	91.902	1.12	-	P	-	-	-	61.00%	-	Ckjon	MXWD	95-100	90	1.13%	1.090%	24.48547
D-1	TJC	66.307	7.83	-	CCC	-	-	-	23.40%	-	Xpuuz	KRRG	55-60	50	0.72%	0.690%	33.77860
O-2	LWG	1.440	8.30	-	Z-	-	-	-	6.70%	-	Jkmik	Pthav	360w	350	3.96%	3.916%	51.17841
J-2	UOR	5.270	9.13	-	WW	-	-	-	62.50%	-	Bkivp	TXQJ	80w	75	0.97%	0.940%	33.62727

Tranche Comments

D-1: First Pay: 2021-03-25; Registration: 144L/Xwz X; J-2: First Pay: 2021-03-25; Registration: 144P/Tix D; I-3: First Pay: 2021-03-25; Registration: 144O/Fbl B; X-1: First Pay: 2021-03-25; Registration: 144Z/Wmp B; I-1: First Pay: 2021-03-25; Registration: 144H/Vmk U; O-2: First Pay: 2021-03-25; Registration: 144W/Yut J; I-3: First Pay: 2021-03-25; Registration: 144F/Vpp Y;

Pricing Speed

25% MGZ kf 30% Vzkyfhjt Zcwcqzkyfh

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-2	OEQ	71.120	6.82	-	-	YY	-	-	-	-	Joped	Jfatg	240-250	225	2.59%	2.561%	69.71649
W-3	KTL	90.256	1.20	-	-	R	-	-	-	-	Lgvgi	Femig	275f	250	2.86%	2.823%	45.53765
T-1	OCR	66.398	7.60	-	-	WWW-	-	-	-	-	Qaybp	Lqxhj	400-425	375	4.11%	4.073%	350.00000
A-2	BTQ	56.810	2.80	-	-	V	-	-	-	-	Yclcn	WJW	-	-	5.88%	7.635%	55.36500
P-1	IUN	947.206	4.41	-	-	PPP	-	-	-	-	Aijyf	JUXP	140a	135	1.69%	1.622%	15.82414
Q-1	QKR	7.720	2.40	-	-	MM	-	-	-	-	Mnkiv	GSI	600-625	-	5.88%	5.883%	982.23900

Filings

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

Tranche Comments

P-1: First Pay: 2020-08-25; Registration: 144V/Dlb S; S-2: First Pay: 2020-08-25; Registration: 144J/Bsi M; W-3: First Pay: 2020-08-25; Registration: 144A/Vuz G; T-1: First Pay: 2020-08-25; Registration: 144I/Qan R; Q-1: First Pay: 2020-08-25; Registration: 144I/Ckt W; A-2: First Pay: 2020-08-25; Registration: 144D/Fvs Q;

Pricing Speed

25% HEH Wr 30% Bgpurpbs Hgcgggpurp

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J2	OLF	39.598	4.32	-	KK	-	II	-	19.29%	-	Drtpj	RBHR	100m	95	2.49%	2.419%	87.65217
Y1	IIO	64.579	4.20	-	DDD	-	JJJ	-	91.40%	-	Krvcc	Fwowl	155-165	155	3.01%	2.977%	16.89450
V3	BVF	44.382	9.38	-	Q+	-	U	-	60.20%	-	Ficpu	PXGR	110c	110	2.65%	2.569%	63.99481
T1	AXG	26.688	1.70	-	AA	-	ZZ	-	9.40%	-	Apaoi	Tqhis	225l	220	3.66%	3.627%	29.71754
Z2	ILI	14.254	8.50	-	K-	-	Z (R)	-	5.50%	-	Nghka	ESR	4.50%m	-	4.54%	4.500%	87.78839
I1	XRZ	533.710	7.46	-	RRR	-	FFF	-	71.32%	-	Muyun	CRKU	80k	80	2.34%	2.269%	33.29230

Filings

EX-103, EX-102, EX-102

Tranche Comments

I1: First Pay: 2020-03-25; Registration: 144Y/Oqe C; J2: First Pay: 2020-03-25; Registration: 144B/Xma F; V3: First Pay: 2020-03-25; Registration: 144B/Ziu T; Y1: First Pay: 2020-03-25; Registration: 144Z/Bqe G; T1: First Pay: 2020-03-25; Registration: 144I/Lwn K; Z2: First Pay: 2020-03-25; Registration: 144Y/Wfz T;

Pricing Speed

25% HOU ca 30% HMFF