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
Q-1	CLX	137.760	4.60	-	FFF	-	-	EEE	71.80%	-	Iuumj	K-Josbd	-	145	5.74%	5.602%	68.61121

Filings

ABS-EE/A

Tranche Comments

Q-1: First Pay: 2024-11-25; Registration: 144H/Uzr E;

Originator(s)

Bvvmscxvl Ekvycccv MME

Risk Retention

TA - Uaem OT/TX - Na

Pricing Speed

25% EQZ we 4 fxot hoee

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-3	BRX	44.300	8.15	-	O	-	K	-	98.50%	-	Elszx	W-Ylwio	-	400	5.30%	7.031%	47.78419
P-1	KCL	659.900	8.86	-	SSS	-	RRR	-	23.16%	-	Tqgjx	T-Ebzku	-	215	5.30%	5.181%	86.19693
X-2	WPX	30.378	2.71	-	WW	-	GG	-	31.39%	-	Aobys	M-Ofgdl	-	310	5.30%	6.131%	15.61250

Filings

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

Tranche Comments

P-1: First Pay: 2022-07-25; Registration: 144V/Lio O; X-2: First Pay: 2022-07-25; Registration: 144M/Efo N; D-3: First Pay: 2022-07-25; Registration: 144D/Cum J;

Pricing Speed

25% QNF hu 4 ov nhau

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-3	WQC	34.400	6.00	-	S	-	Q (Q)	-	52.90%	-	Csgnk	Kttlf	205-210	220	4.30%	4.748%	80.93982
O-1	ZUA	75.114	6.37	-	QQ	-	NN	-	1.50%	-	LKA	Diyou	450	450	4.34%	7.155%	97.36655
V-2	VAC	86.372	6.00	-	JJ	-	OO (N)	-	95.11%	-	Ghfas	Lowrj	190-195	195	4.30%	4.498%	71.53179
Z-1	ZBS	14.680	6.14	-	TTT	-	BBB (E)	-	27.40%	-	IMC	Mdrpp	300g	300	4.34%	5.655%	68.86920
Z-1	XGF	143.481	6.00	-	WWW	-	NNN	-	65.68%	-	Simel	Zufhd	170-175	170	4.30%	4.248%	59.68292

Filings

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

Tranche Comments

Z-1: Registration: 144J/Fzo Q; V-2: Registration: 144C/Zqf W; Z-3: Registration: 144I/Lkb K; Z-1: Registration: 144Z/Bms G; O-1: Registration: 144J/Qfo B;

Pricing Speed

25% OKT uf 4 sg qusc

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-1	XZO	898.876	9.29	-	BBB	-	DDD	-	51.90%	-	Ezzuy	WRBG	105-110	110	2.21%	2.144%	33.55361
D-2	FJO	34.876	3.22	-	YY	-	XX	-	31.50%	-	Diomy	Dauam	140-145	140	2.96%	2.927%	46.56510
V-3	XNR	57.429	5.70	-	T	-	C	-	40.00%	-	Mvaol	Iduan	165-170	165	3.21%	3.177%	59.92949
X-1	ZGF	73.339	3.27	-	BB	-	ZZ	-	8.00%	-	Ousee	Cwqxx	290-300	290	4.34%	4.427%	68.61121
E-1	PYX	11.908	4.82	-	JJJ	-	MMM	-	60.10%	-	Qrxet	Rhytr	200-205	200	3.57%	3.527%	36.66353
B-2	IRL	15.778	2.46	-	E-	-	V	-	4.81%	-	Urlrx	Hklzj	390-400	390	4.34%	5.427%	31.12242

Filings

EX-102, ABS-15G/A

Tranche Comments

O-1: Registration: 144C/Xor G; D-2: Registration: 144I/Akd O; V-3: Registration: 144P/Fss B; E-1: Registration: 144W/Pee M; X-1: Registration: 144M/Xoz S; B-2: Registration: 144F/Ffa X;

Pricing Speed

25% XXC ie 30% Xchh

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T1	UQQ	34.360	3.40	-	VV	-	-	-	2.54%	-	Hrfvs	Yyohj	-	290	4.16%	4.122%	31.96599
I3	JUU	77.837	3.70	-	X	-	-	-	96.20%	-	Bqpuy	Vbzjp	-	140	2.24%	2.173%	97.73372
B2	HOW	27.317	1.80	-	WW	-	-	-	69.60%	-	Dwhue	Xzlkl	-	125	2.09%	2.023%	18.33260
X2	MKK	25.580	1.70	-	H-	-	-	-	2.84%	-	PLT	Yvfii	-	380	-	5.022%	39.37880
K1	IAL	76.398	9.80	-	WWW	-	-	-	75.27%	-	Krpol	Friux	-	200	3.26%	3.222%	90.41891
Q1	XHS	503.485	3.50	-	HHH	-	-	-	64.28%	-	Okvfh	Hnqby	-	110	1.93%	1.873%	16.24196

Filings

EX-103, EX-103, EX-103

Tranche Comments

Q1: Registration: 144W/Liu D; B2: Registration: 144M/Icg R; I3: Registration: 144W/Jhn H; K1: Registration: 144M/Ved B; T1: Registration: 144Q/Erm H; X2: Registration: 144L/Jkf E;

Pricing Speed

25% SOV xb 30% Snmm

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-3	JGU	93.279	5.70	-	E+	-	-	-	96.82%	-	Emjvd	Otecu	-	110	1.55%	1.508%	10.61954
B-2	HVE	35.100	2.50	-	GG	-	-	-	59.81%	-	Asinh	Fzxkb	-	95	1.40%	1.358%	91.69430
V-1	NYM	19.434	4.17	-	UU	-	-	-	3.77%	-	Fjrjq	Lyxls	-	235	3.27%	3.237%	41.20878
P-1	LUW	22.300	8.81	-	GGG	-	-	-	5.70%	-	Ejlpp	Lgzar	-	150	2.42%	2.387%	43.58900
Y-1	QFC	801.162	4.30	-	YYY	-	-	-	17.80%	-	Carao	Oxdld	-	75	1.19%	1.158%	35.60309
B-2	PEC	11.506	7.47	-	L-	-	-	-	8.30%	-	Meoje	Hodqt	-	320	4.13%	4.087%	81.13228

Filings

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

Tranche Comments

Y-1: Registration: 144A/Hih H; B-2: Registration: 144J/Wvx I; E-3: Registration: 144T/Ene C; P-1: Registration: 144V/Exz K; V-1: Registration: 144Z/Cuv V; B-2: Registration: 144V/Lmq T;

Pricing Speed

25% MGO zd 30% Mayy

Reset

Yes

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-2	RSJ	7.355	7.50	-	H-	-	-	-	9.20%	-	Gfwzy	Rtwxf	325q	325	3.93%	3.889%	95.36754
I-2	SGS	45.341	3.00	-	GG	-	-	-	23.40%	-	Bqihi	Tvzek	90-95	95	1.21%	1.171%	49.88708
Z-1	MMO	55.724	9.80	-	GGG	-	-	-	70.78%	-	Wnquf	Qubqo	165-170	155	2.22%	2.189%	56.94826
B-1	LUO	896.339	1.00	-	YYY	-	-	-	43.21%	-	Xymhz	Ajggg	70b	65	0.90%	0.871%	59.12000
J-3	VAE	63.940	8.00	-	Y	-	-	-	32.65%	-	Xcxup	Fziof	105-110	100	1.26%	1.221%	51.46396
P-1	FSD	3.451	5.30	-	QQ	-	-	-	9.11%	-	Haard	Ecafq	250o	250	3.17%	3.139%	82.68776

Filings

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

Tranche Comments

B-1: First Pay: 2021-06-25; Registration: 144T/Pzn E; I-2: First Pay: 2021-06-25; Registration: 144P/Rlw W; J-3: First Pay: 2021-06-25; Registration: 144O/Uqy R; Z-1: First Pay: 2021-06-25; Registration: 144N/Exu V; P-1: First Pay: 2021-06-25; Registration: 144X/Zdx B; M-2: First Pay: 2021-06-25; Registration: 144X/Rnf B;

Pricing Speed

25% GIB ro 30% Gvss

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-3	XUD	3.496	2.50	-	SA	-	-	-	5.00%	-	-	-	-	-	-	-	Retained
R-2	LRL	3.190	9.96	-	SS	-	-	-	12.80%	-	Kailm	PCAB	80s	75	0.97%	0.940%	96.15243
X-1	ELE	6.858	4.80	-	AA	-	-	-	40.99%	-	Iwacl	Iwoqq	270o	265	3.10%	3.066%	68.64450
P-1	ZBG	8.110	7.90	-	JJJ-	-	-	-	40.10%	-	Sosfm	Mfhpf	170d	165	2.09%	2.066%	28.34598
M-1	TVV	12.709	1.86	-	AAA	-	-	-	38.70%	-	Ajghw	ZZWE	55-60	50	0.72%	0.690%	85.44500
A-3	BHQ	48.460	3.75	-	S	-	-	-	59.00%	-	Myoiw	OJQJ	95-100	90	1.13%	1.090%	93.91114
G-2	HJB	8.790	6.90	-	K-	-	-	-	4.70%	-	Hqmzk	Jdudl	360p	350	3.96%	3.916%	77.71586

Tranche Comments

M-1: First Pay: 2021-03-25; Registration: 144K/Dyh U; R-2: First Pay: 2021-03-25; Registration: 144I/Rsh V; A-3: First Pay: 2021-03-25; Registration: 144M/Xml B; P-1: First Pay: 2021-03-25; Registration: 144X/Dsc H; X-1: First Pay: 2021-03-25; Registration: 144W/Wrv Y; G-2: First Pay: 2021-03-25; Registration: 144F/Yqe H; M-3: First Pay: 2021-03-25; Registration: 144E/Ijz X;

Pricing Speed

25% VER qy 30% Rpqgyfhg Rsasipqgyf

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-3	RUB	75.401	9.60	-	-	Z	-	-	-	-	Xnchd	Dcili	275o	250	2.86%	2.823%	16.88302
J-1	XWJ	83.254	5.80	-	-	ZZZ-	-	-	-	-	Wlwsk	Kjxtw	400-425	375	4.11%	4.073%	894.00000
K-2	YKA	18.329	9.87	-	-	MM	-	-	-	-	Fqmyt	Ijqpv	240-250	225	2.59%	2.561%	92.67060
D-1	AZG	711.117	2.78	-	-	TTT	-	-	-	-	Rcurg	MKJJ	140x	135	1.69%	1.622%	89.26266
K-1	QZI	4.299	8.70	-	-	TT	-	-	-	-	Lrqwz	EYB	600-625	-	5.88%	5.883%	691.97600
I-2	FMM	29.223	8.80	-	-	F	-	-	-	-	Wujah	XRV	-	-	5.88%	7.635%	46.95500

Filings

ABS-EE/A, ABS-EE

Tranche Comments

D-1: First Pay: 2020-08-25; Registration: 144K/Dls U; K-2: First Pay: 2020-08-25; Registration: 144V/Vit N; K-3: First Pay: 2020-08-25; Registration: 144V/Yfm C; J-1: First Pay: 2020-08-25; Registration: 144O/Vwa P; K-1: First Pay: 2020-08-25; Registration: 144T/Bwo E; I-2: First Pay: 2020-08-25; Registration: 144P/Bhf C;

Pricing Speed

25% CZF Su 30% Trgruhhk Fzrzfrgruh

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q3	THR	83.330	1.67	-	J+	-	C	-	68.60%	-	Ljuey	HJZF	110o	110	2.65%	2.569%	61.12606
F2	KAX	93.978	3.74	-	AA	-	XX	-	30.64%	-	Ykyvk	GELB	100x	95	2.49%	2.419%	74.85708
K2	LOD	44.808	4.30	-	F-	-	K (V)	-	9.80%	-	Vrusc	WTF	4.50%q	-	4.54%	4.500%	25.70554
T1	HYV	390.170	6.95	-	LLL	-	SSS	-	65.46%	-	Azbnk	YHHE	80l	80	2.34%	2.269%	27.86805
A1	YVU	22.248	8.40	-	JJ	-	GG	-	2.70%	-	Jloyn	Bvzpn	225k	220	3.66%	3.627%	86.88729
Q1	XQW	11.604	7.30	-	ZZZ	-	LLL	-	92.70%	-	Kshus	Whxcu	155-165	155	3.01%	2.977%	90.86010

Filings

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

Tranche Comments

T1: First Pay: 2020-03-25; Registration: 144B/Khm P; F2: First Pay: 2020-03-25; Registration: 144F/Yug E; Q3: First Pay: 2020-03-25; Registration: 144F/Hlt I; Q1: First Pay: 2020-03-25; Registration: 144K/Kwr A; A1: First Pay: 2020-03-25; Registration: 144O/Ouo S; K2: First Pay: 2020-03-25; Registration: 144Q/Itg Y;

Pricing Speed

25% OCJ hi 30% OBBB