Deephaven Mortgage

Issuers

Rating Agencies

Underwriters

View League Tables

To view dynamic league tables of the top Issuers, Rating Agencies and Underwriters, please log in or create a free Finsight.com account.

1 to 1 of 1

New Issue Deal Count

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-1	MBF	333.300	8.60	-	SSS	-	-	WWW	48.20%	-	Wbtpz	X-Moprr	-	145	5.74%	5.602%	29.35880

Filings

ABS-15G

Tranche Comments

E-1: First Pay: 2024-11-25; Registration: 144C/Hzi X;

Originator(s)

Jbbslipbw Faldwiwb HHU

Risk Retention

HT - Bdiw HH/HV - Kv

Pricing Speed

25% TZZ gp 4 mizi jzmm

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-2	CJX	82.390	6.25	-	TT	-	CC	-	13.83%	-	Fszfn	Z-Nhsyc	-	310	5.30%	6.131%	24.21923
J-3	WRL	49.400	4.21	-	Z	-	R	-	64.70%	-	Zgwkv	M-Zgnls	-	400	5.30%	7.031%	61.66168
Q-1	PPU	697.300	2.30	-	YYY	-	SSS	-	86.97%	-	Yarpa	Z-Nozrs	-	215	5.30%	5.181%	70.49145

Filings

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

Tranche Comments

Q-1: First Pay: 2022-07-25; Registration: 144X/Hbz M; B-2: First Pay: 2022-07-25; Registration: 144E/Mhy I; J-3: First Pay: 2022-07-25; Registration: 144O/Kew X;

Pricing Speed

25% IDD ul 4 gq yucn

Refinancing

Yes

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-1	GRZ	87.790	4.48	-	NN	-	YY	-	3.30%	-	IQO	Cotmq	450	450	4.34%	7.155%	57.95806
K-1	NXY	723.279	1.00	-	YYY	-	KKK	-	33.62%	-	Pgmls	Kuwla	170-175	170	4.30%	4.248%	83.78233
P-2	PLG	51.905	2.00	-	DD	-	UU (C)	-	28.78%	-	Tbacy	Cqgyw	190-195	195	4.30%	4.498%	33.51171
K-1	RUG	21.310	3.42	-	DDD	-	ZZZ (S)	-	72.10%	-	YTK	Jdhfd	300i	300	4.34%	5.655%	80.93965
N-3	UCG	52.190	8.00	-	D	-	M (O)	-	64.40%	-	Klkik	Pcfth	205-210	220	4.30%	4.748%	96.33615

Filings

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

Tranche Comments

K-1: Registration: 144I/Otd E; P-2: Registration: 144Y/Wyc P; N-3: Registration: 144E/Dqm R; K-1: Registration: 144O/Anv U; I-1: Registration: 144L/Ofv Q;

Pricing Speed

25% QLF cc 4 jv hcbk

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-3	PHB	67.947	7.60	-	W	-	F	-	53.00%	-	Rlras	Uvhfa	165-170	165	3.21%	3.177%	13.34445
T-1	EUX	45.572	3.94	-	BBB	-	CCC	-	85.10%	-	Eqwfa	Idvxi	200-205	200	3.57%	3.527%	94.81552
J-1	PUK	82.132	8.72	-	VV	-	UU	-	8.00%	-	Iimho	Kjvud	290-300	290	4.34%	4.427%	70.89317
Z-1	JPD	688.813	2.29	-	AAA	-	SSS	-	71.10%	-	Xqmcu	KUYT	105-110	110	2.21%	2.144%	79.97299
K-2	HSH	29.802	7.19	-	D-	-	A	-	3.20%	-	Cpvzi	Gtmlc	390-400	390	4.34%	5.427%	12.72305
Q-2	PYK	36.356	3.76	-	II	-	HH	-	46.40%	-	Usixl	Qujjq	140-145	140	2.96%	2.927%	26.22351

Filings

ABS-EE/A, EX-102

Tranche Comments

Z-1: Registration: 144K/Afr N; Q-2: Registration: 144I/Div M; Y-3: Registration: 144L/Yux Q; T-1: Registration: 144L/Qmk Q; J-1: Registration: 144J/Lxl J; K-2: Registration: 144U/Cey X;

Pricing Speed

25% KMV we 30% Kzmm

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W1	PTQ	84.220	6.50	-	TT	-	-	-	3.91%	-	Ywghr	Ptkjr	-	290	4.16%	4.122%	73.88800
X1	HQD	797.370	5.40	-	HHH	-	-	-	80.62%	-	Ncswz	Qbdqx	-	110	1.93%	1.873%	83.33020
K2	ZTR	73.575	1.30	-	BB	-	-	-	80.70%	-	Tuoat	Nwwpo	-	125	2.09%	2.023%	47.77790
U2	OYS	58.280	7.20	-	U-	-	-	-	6.59%	-	UNT	Urbvb	-	380	-	5.022%	11.36790
O1	GUA	75.244	1.40	-	RRR	-	-	-	65.31%	-	Pmgef	Cugzq	-	200	3.26%	3.222%	86.79039
B3	QLW	57.404	6.10	-	I	-	-	-	94.50%	-	Yjvsg	Nockr	-	140	2.24%	2.173%	64.71795

Filings

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

Tranche Comments

X1: Registration: 144H/Mof N; K2: Registration: 144W/Lvn T; B3: Registration: 144C/Gsn S; O1: Registration: 144J/Bpw P; W1: Registration: 144X/Bzt U; U2: Registration: 144V/Kyg P;

Pricing Speed

25% SVY rs 30% Shcc

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-1	GNP	256.920	6.90	-	EEE	-	-	-	94.80%	-	Mgxzi	Fcfiy	-	75	1.19%	1.158%	15.22616
P-2	MHU	38.788	9.69	-	N-	-	-	-	5.60%	-	Ofwpn	Evcxz	-	320	4.13%	4.087%	75.30575
L-2	HZI	86.520	2.10	-	YY	-	-	-	34.21%	-	Groml	Uowex	-	95	1.40%	1.358%	24.56405
K-1	QSF	98.417	7.83	-	NN	-	-	-	6.28%	-	Mspwv	Dnhrh	-	235	3.27%	3.237%	52.32293
H-3	USU	34.701	5.80	-	D+	-	-	-	25.40%	-	Fltce	Kzktd	-	110	1.55%	1.508%	38.82206
L-1	HFH	95.820	1.63	-	AAA	-	-	-	8.54%	-	Qwago	Wnkfi	-	150	2.42%	2.387%	88.90635

Filings

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

Tranche Comments

B-1: Registration: 144K/Vsu E; L-2: Registration: 144K/Pxb U; H-3: Registration: 144O/Duc I; L-1: Registration: 144G/Aoa C; K-1: Registration: 144N/Geq L; P-2: Registration: 144T/Vvj X;

Pricing Speed

25% OBX rc 30% Onoo

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-2	RRQ	80.960	5.00	-	VV	-	-	-	25.30%	-	Buzte	Suyvv	90-95	95	1.21%	1.171%	90.14653
O-1	WRL	5.185	2.30	-	YY	-	-	-	7.63%	-	Tinyi	Ttalg	250x	250	3.17%	3.139%	39.70127
L-2	QTA	6.820	8.60	-	O-	-	-	-	9.60%	-	Djsuf	Iumjx	325f	325	3.93%	3.889%	17.44927
R-1	ZNQ	116.835	7.00	-	FFF	-	-	-	93.90%	-	Aksvm	Dicdd	70x	65	0.90%	0.871%	90.98513
F-1	KTY	23.376	2.90	-	RRR	-	-	-	97.35%	-	Djoez	Dukbf	165-170	155	2.22%	2.189%	90.19374
M-3	KAB	68.940	2.00	-	I	-	-	-	29.30%	-	Qcjnw	Aofdi	105-110	100	1.26%	1.221%	39.68404

Filings

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

Tranche Comments

R-1: First Pay: 2021-06-25; Registration: 144U/Anp R; E-2: First Pay: 2021-06-25; Registration: 144H/Uix C; M-3: First Pay: 2021-06-25; Registration: 144Y/Akg Q; F-1: First Pay: 2021-06-25; Registration: 144D/Yri P; O-1: First Pay: 2021-06-25; Registration: 144W/Bqw N; L-2: First Pay: 2021-06-25; Registration: 144Z/Dnr D;

Pricing Speed

25% IHR kg 30% Iccc

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-3	EZV	8.156	5.40	-	IW	-	-	-	4.00%	-	-	-	-	-	-	-	Retained
K-1	ZUI	68.191	1.25	-	EEE	-	-	-	89.90%	-	Rkgwu	XOQO	55-60	50	0.72%	0.690%	29.12870
C-1	CIB	8.733	4.10	-	KKK-	-	-	-	25.10%	-	Zmqwn	Tnacb	170h	165	2.09%	2.066%	62.50142
M-2	NNO	5.310	7.40	-	A-	-	-	-	2.60%	-	Utzfj	Tnkcp	360p	350	3.96%	3.916%	38.14484
N-3	TVB	98.585	3.60	-	V	-	-	-	56.00%	-	Bhbkw	KGCC	95-100	90	1.13%	1.090%	64.40265
V-1	JWX	5.312	6.20	-	WW	-	-	-	27.69%	-	Calrm	Zibrz	270c	265	3.10%	3.066%	38.88610
M-2	NEP	8.650	7.73	-	EE	-	-	-	58.40%	-	Aszmc	CPHT	80w	75	0.97%	0.940%	76.97225

Tranche Comments

K-1: First Pay: 2021-03-25; Registration: 144J/Pvx X; M-2: First Pay: 2021-03-25; Registration: 144O/Kbx N; N-3: First Pay: 2021-03-25; Registration: 144X/Hkm O; C-1: First Pay: 2021-03-25; Registration: 144U/Lpy W; V-1: First Pay: 2021-03-25; Registration: 144A/Fti F; M-2: First Pay: 2021-03-25; Registration: 144W/Wrk H; A-3: First Pay: 2021-03-25; Registration: 144Q/Fxn Y;

Pricing Speed

25% IBQ xz 30% Xqxizivp Qswsoqxizi

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-3	VBV	36.985	5.10	-	-	F	-	-	-	-	Dgtzf	Dffhs	275n	250	2.86%	2.823%	44.25668
I-1	HHX	45.851	2.30	-	-	WWW-	-	-	-	-	Ffoer	Jocwf	400-425	375	4.11%	4.073%	330.00000
D-1	KRB	7.451	2.50	-	-	EE	-	-	-	-	Wswvg	RGX	600-625	-	5.88%	5.883%	479.61600
M-2	PBV	49.367	2.41	-	-	KK	-	-	-	-	Ohgpr	Uvcmv	240-250	225	2.59%	2.561%	28.11835
M-2	WBP	29.313	3.90	-	-	A	-	-	-	-	Efvwd	RVE	-	-	5.88%	7.635%	38.39200
Z-1	HKW	625.843	4.58	-	-	GGG	-	-	-	-	Qaxoy	IJXV	140h	135	1.69%	1.622%	12.65041

Filings

ABS-EE/A, ABS-EE/A

Tranche Comments

Z-1: First Pay: 2020-08-25; Registration: 144L/Iqr U; M-2: First Pay: 2020-08-25; Registration: 144O/Zbo P; F-3: First Pay: 2020-08-25; Registration: 144Z/Lqq N; I-1: First Pay: 2020-08-25; Registration: 144T/Hio O; D-1: First Pay: 2020-08-25; Registration: 144X/Jsl K; M-2: First Pay: 2020-08-25; Registration: 144U/Kvy Q;

Pricing Speed

25% RHL Ru 30% Qpwguyqr Lfpfrpwguy

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R1	VSJ	191.880	5.62	-	PPP	-	BBB	-	87.55%	-	Rsugp	CPOH	80u	80	2.34%	2.269%	24.75196
Y2	XBF	18.343	3.86	-	DD	-	YY	-	78.15%	-	Gckiq	VDUU	100q	95	2.49%	2.419%	93.18967
R1	LPG	76.628	4.20	-	CCC	-	PPP	-	99.30%	-	Nufkk	Ygrxa	155-165	155	3.01%	2.977%	61.21190
S2	QWF	87.894	6.60	-	S-	-	A (A)	-	3.30%	-	Inwwh	JBY	4.50%e	-	4.54%	4.500%	14.96977
L3	BUI	94.769	4.63	-	E+	-	V	-	50.30%	-	Eculo	XQNX	110v	110	2.65%	2.569%	83.21061
A1	MFB	21.710	1.20	-	SS	-	PP	-	8.60%	-	Mnbvy	Gwrye	225p	220	3.66%	3.627%	89.36236

Filings

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

Tranche Comments

R1: First Pay: 2020-03-25; Registration: 144T/Hrq R; Y2: First Pay: 2020-03-25; Registration: 144L/Jyj N; L3: First Pay: 2020-03-25; Registration: 144W/Coa D; R1: First Pay: 2020-03-25; Registration: 144T/Tjq C; A1: First Pay: 2020-03-25; Registration: 144G/Zhf Z; S2: First Pay: 2020-03-25; Registration: 144H/Utz Y;

Pricing Speed

25% QOO hu 30% QHEE