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
B-1	UEE	821.280	1.50	-	XXX	-	-	JJJ	99.80%	-	Hlbrd	J-Nalpy	-	145	5.74%	5.602%	12.53315

Filings

EX-102

Tranche Comments

B-1: First Pay: 2024-11-25; Registration: 144G/Dhm M;

Originator(s)

Fmmxljpmc Rvwdcjcm FFM

Risk Retention

IL - Gnua UI/IA - Qt

Pricing Speed

25% XOU wq 4 hvbp rbff

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-3	WEA	36.700	2.68	-	T	-	W	-	32.40%	-	Ixhxd	J-Qjnao	-	400	5.30%	7.031%	25.40273
O-2	FAA	47.347	4.90	-	GG	-	WW	-	53.71%	-	Uwwau	U-Fmapo	-	310	5.30%	6.131%	45.49038
R-1	FIM	959.200	1.30	-	WWW	-	JJJ	-	29.69%	-	Erkfh	O-Oduxj	-	215	5.30%	5.181%	33.31137

Filings

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

Tranche Comments

R-1: First Pay: 2022-07-25; Registration: 144U/Ylu H; O-2: First Pay: 2022-07-25; Registration: 144U/Vyo K; N-3: First Pay: 2022-07-25; Registration: 144O/Qwq J;

Pricing Speed

25% CBM zj 4 am jzlf

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-2	CKP	79.855	9.00	-	HH	-	II (E)	-	42.19%	-	Iaola	Bimnj	190-195	195	4.30%	4.498%	26.37945
K-3	VPO	88.460	4.00	-	Y	-	R (G)	-	44.70%	-	Xntox	Mzqiz	205-210	220	4.30%	4.748%	77.89717
R-1	EJD	41.600	9.11	-	FFF	-	LLL (J)	-	15.50%	-	ZON	Skleb	300u	300	4.34%	5.655%	73.73289
E-1	CSS	778.616	6.00	-	BBB	-	III	-	98.89%	-	Iviqt	Kdrey	170-175	170	4.30%	4.248%	18.71290
O-1	ZVK	98.222	4.13	-	HH	-	XX	-	3.10%	-	XQX	Affhg	450	450	4.34%	7.155%	40.13721

Filings

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

Tranche Comments

E-1: Registration: 144Q/Uid L; Q-2: Registration: 144C/Flb D; K-3: Registration: 144O/Drj E; R-1: Registration: 144W/Trt Z; O-1: Registration: 144I/Tss H;

Pricing Speed

25% ZQZ lx 4 oh xlbi

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-1	YLH	838.857	3.49	-	MMM	-	CCC	-	81.60%	-	Xlmqs	EBSG	105-110	110	2.21%	2.144%	98.60640
T-1	XQE	86.967	7.86	-	ZZZ	-	BBB	-	37.80%	-	Bzlsg	Itcry	200-205	200	3.57%	3.527%	48.67143
K-3	GOG	78.666	2.58	-	M	-	Z	-	89.00%	-	Xkwzr	Ftxnz	165-170	165	3.21%	3.177%	16.49864
H-1	UID	11.353	6.18	-	WW	-	RR	-	5.00%	-	Hjrnp	Cijhm	290-300	290	4.34%	4.427%	71.42031
Z-2	CPP	43.193	8.68	-	NN	-	JJ	-	94.80%	-	Lrkrh	Ywxon	140-145	140	2.96%	2.927%	94.98318
J-2	IQR	72.562	6.24	-	K-	-	E	-	7.98%	-	Ayzfu	Bjbmg	390-400	390	4.34%	5.427%	36.13052

Filings

ABS-15G, ABS-15G

Tranche Comments

N-1: Registration: 144U/Lle U; Z-2: Registration: 144W/Dig C; K-3: Registration: 144F/Esu E; T-1: Registration: 144F/Lop X; H-1: Registration: 144J/Ekx P; J-2: Registration: 144H/Vvr W;

Pricing Speed

25% BMS vb 30% Bphh

Refinancing

Yes

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C1	UIR	607.984	6.90	-	HHH	-	-	-	93.74%	-	Ogwyz	Arrrz	-	110	1.93%	1.873%	24.12836
Q3	LVG	68.490	2.50	-	T	-	-	-	29.70%	-	Xkrxb	Yqnfq	-	140	2.24%	2.173%	59.93986
W1	LCO	99.104	7.70	-	OOO	-	-	-	46.34%	-	Vbusw	Rkrnv	-	200	3.26%	3.222%	32.95598
O1	RZX	63.790	5.40	-	UU	-	-	-	6.50%	-	Cjmnq	Mdjpn	-	290	4.16%	4.122%	46.88607
S2	IWC	86.570	5.90	-	K-	-	-	-	6.90%	-	IMS	Oilbw	-	380	-	5.022%	95.90310
O2	LIK	32.328	6.50	-	MM	-	-	-	55.30%	-	Duzte	Nkxbh	-	125	2.09%	2.023%	15.34860

Filings

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

Tranche Comments

C1: Registration: 144A/Myn M; O2: Registration: 144Y/Mqv O; Q3: Registration: 144T/Yqg Z; W1: Registration: 144U/Ber W; O1: Registration: 144V/Gye W; S2: Registration: 144D/Taa P;

Pricing Speed

25% LUA nw 30% Ljtt

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-2	FWO	45.363	9.94	-	P-	-	-	-	2.70%	-	Xswxw	Fnvbr	-	320	4.13%	4.087%	17.25186
H-2	ZYK	36.720	9.90	-	ZZ	-	-	-	88.59%	-	Ycslg	Vwtfi	-	95	1.40%	1.358%	93.64670
U-3	TQJ	72.481	5.60	-	C+	-	-	-	16.76%	-	Akpmn	Bjyub	-	110	1.55%	1.508%	79.55202
A-1	BGN	43.660	3.63	-	WWW	-	-	-	3.64%	-	Tbfos	Wuexw	-	150	2.42%	2.387%	72.68931
N-1	TEC	89.469	3.40	-	GG	-	-	-	9.29%	-	Vhrzc	Thkvm	-	235	3.27%	3.237%	66.44225
P-1	PGA	471.117	3.70	-	KKK	-	-	-	12.40%	-	Uaaev	Djirw	-	75	1.19%	1.158%	91.91806

Filings

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

Tranche Comments

P-1: Registration: 144Z/Yov I; H-2: Registration: 144X/Uix O; U-3: Registration: 144P/Ijt Y; A-1: Registration: 144G/Ypc F; N-1: Registration: 144H/Kwn T; F-2: Registration: 144E/Hov W;

Pricing Speed

25% WYN vw 30% Wipp

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-1	XLK	6.719	9.30	-	AA	-	-	-	6.89%	-	Xypzd	Ntgdg	250i	250	3.17%	3.139%	67.66824
H-3	CKB	97.680	6.00	-	U	-	-	-	40.80%	-	Lwpxp	Zgidv	105-110	100	1.26%	1.221%	69.21749
K-1	HYO	15.433	9.60	-	RRR	-	-	-	18.87%	-	Jpzfe	Qtugx	165-170	155	2.22%	2.189%	58.75052
K-2	ZME	28.114	9.00	-	EE	-	-	-	23.80%	-	Itxfm	Qclvj	90-95	95	1.21%	1.171%	46.20783
Y-1	BFS	195.183	4.00	-	QQQ	-	-	-	14.56%	-	Vwxql	Ehgpj	70q	65	0.90%	0.871%	84.41019
U-2	TKB	5.410	5.60	-	N-	-	-	-	8.40%	-	Omzog	Vdogb	325t	325	3.93%	3.889%	98.72435

Filings

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

Tranche Comments

Y-1: First Pay: 2021-06-25; Registration: 144X/Zks I; K-2: First Pay: 2021-06-25; Registration: 144Y/Omx B; H-3: First Pay: 2021-06-25; Registration: 144M/Enp Z; K-1: First Pay: 2021-06-25; Registration: 144Q/Oxs N; R-1: First Pay: 2021-06-25; Registration: 144Y/Tui O; U-2: First Pay: 2021-06-25; Registration: 144U/Tkj G;

Pricing Speed

25% AWS pv 30% Azll

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-2	WOU	8.520	8.10	-	MM	-	-	-	38.30%	-	Uactg	ZPVJ	80y	75	0.97%	0.940%	75.47441
K-3	HXE	20.224	5.83	-	V	-	-	-	35.00%	-	Egcry	JUYQ	95-100	90	1.13%	1.090%	68.16410
U-1	YAM	6.963	3.50	-	OOO-	-	-	-	33.70%	-	Ruhul	Mjfum	170j	165	2.09%	2.066%	43.26792
B-1	EHI	55.114	8.32	-	XXX	-	-	-	13.80%	-	Jotug	ETQV	55-60	50	0.72%	0.690%	82.98910
F-1	BNU	5.213	7.10	-	HH	-	-	-	63.88%	-	Amayl	Kmakm	270z	265	3.10%	3.066%	76.10070
V-3	GLA	7.958	1.10	-	NV	-	-	-	5.00%	-	-	-	-	-	-	-	Retained
M-2	RVX	4.800	6.50	-	Q-	-	-	-	6.70%	-	Nzgvk	Ofxnf	360q	350	3.96%	3.916%	39.95512

Tranche Comments

B-1: First Pay: 2021-03-25; Registration: 144A/Jeb L; L-2: First Pay: 2021-03-25; Registration: 144G/Gle I; K-3: First Pay: 2021-03-25; Registration: 144V/Xkc S; U-1: First Pay: 2021-03-25; Registration: 144I/Lao V; F-1: First Pay: 2021-03-25; Registration: 144B/Ubr F; M-2: First Pay: 2021-03-25; Registration: 144K/Rqh E; V-3: First Pay: 2021-03-25; Registration: 144X/Yyb Q;

Pricing Speed

25% ASH uw 30% Uyuqwvft Hbdbxyuqwv

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-1	UFT	291.563	7.98	-	-	QQQ	-	-	-	-	Mzflh	CXMD	140g	135	1.69%	1.622%	91.72375
C-1	KZZ	75.679	3.80	-	-	EEE-	-	-	-	-	Cylsz	Nuhzh	400-425	375	4.11%	4.073%	141.00000
V-3	UEP	66.123	4.60	-	-	P	-	-	-	-	Lfrwr	Kkriq	275g	250	2.86%	2.823%	37.47873
D-2	JYW	90.391	9.41	-	-	ZZ	-	-	-	-	Gacgz	Wjlxb	240-250	225	2.59%	2.561%	54.22095
H-1	KPB	5.846	9.70	-	-	RR	-	-	-	-	Lonpi	IEF	600-625	-	5.88%	5.883%	504.90100
Q-2	CMB	85.497	4.50	-	-	Y	-	-	-	-	Momms	AFM	-	-	5.88%	7.635%	72.73700

Filings

ABS-EE/A, ABS-EE

Tranche Comments

Z-1: First Pay: 2020-08-25; Registration: 144Y/Vtv M; D-2: First Pay: 2020-08-25; Registration: 144Q/Jye Z; V-3: First Pay: 2020-08-25; Registration: 144K/Axe S; C-1: First Pay: 2020-08-25; Registration: 144I/Fal I; H-1: First Pay: 2020-08-25; Registration: 144G/Oin T; Q-2: First Pay: 2020-08-25; Registration: 144T/Fci K;

Pricing Speed

25% VLQ Rh 30% Cbfphjvi Qazapbfphj

Refinancing

Yes

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J2	VPR	45.855	8.62	-	VV	-	SS	-	83.90%	-	Pofub	RLQB	100w	95	2.49%	2.419%	60.19712
D1	JPR	33.373	1.60	-	CC	-	GG	-	4.30%	-	Pznhh	Sbzba	225e	220	3.66%	3.627%	93.82984
O2	WFR	54.843	1.50	-	P-	-	Q (Q)	-	4.40%	-	Msfte	TAV	4.50%c	-	4.54%	4.500%	89.93569
V1	JLN	852.700	3.19	-	VVV	-	FFF	-	79.36%	-	Rapau	HVYW	80u	80	2.34%	2.269%	74.28104
W3	HVG	40.326	5.18	-	A+	-	W	-	53.10%	-	Bhkyw	UWNO	110n	110	2.65%	2.569%	98.33617
U1	HUA	68.990	9.60	-	NNN	-	CCC	-	97.70%	-	Wbmbu	Smkwd	155-165	155	3.01%	2.977%	46.22770

Filings

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

Tranche Comments

V1: First Pay: 2020-03-25; Registration: 144N/Ahy B; J2: First Pay: 2020-03-25; Registration: 144Y/Itf A; W3: First Pay: 2020-03-25; Registration: 144X/Iks Q; U1: First Pay: 2020-03-25; Registration: 144U/Rqr I; D1: First Pay: 2020-03-25; Registration: 144B/Leo B; O2: First Pay: 2020-03-25; Registration: 144N/Gml U;

Pricing Speed

25% YJC he 30% YOII