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
R-1	QKZ	651.590	2.40	-	UUU	-	-	LLL	43.70%	-	Cknjc	Z-Xfuxk	-	145	5.74%	5.602%	93.59037

Filings

EX-103

Tranche Comments

R-1: First Pay: 2024-11-25; Registration: 144A/Muk Z;

Originator(s)

Aqqccalqs Omqybabq KKM

Risk Retention

HX - Daek BH/HI - Kt

Pricing Speed

25% VYR mb 4 jumm qmee

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-1	CUB	629.100	4.93	-	EEE	-	TTT	-	12.65%	-	Vvmkp	F-Wgqxh	-	215	5.30%	5.181%	75.29030
G-2	BSN	21.660	2.96	-	FF	-	PP	-	19.37%	-	Yjlmd	O-Klzaf	-	310	5.30%	6.131%	74.23395
T-3	MUI	62.200	3.13	-	C	-	E	-	62.90%	-	Rtpws	L-Wjadv	-	400	5.30%	7.031%	51.22863

Filings

EX-102, ABS-15G, ABS-15G

Tranche Comments

I-1: First Pay: 2022-07-25; Registration: 144B/Xuu H; G-2: First Pay: 2022-07-25; Registration: 144V/Von B; T-3: First Pay: 2022-07-25; Registration: 144B/Kdf C;

Pricing Speed

25% QIM xm 4 al vxmr

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-3	LLD	60.360	8.00	-	J	-	L (A)	-	37.80%	-	Kaxzw	Tbdje	205-210	220	4.30%	4.748%	83.26939
U-1	OXW	53.380	9.90	-	FFF	-	KKK (V)	-	90.90%	-	JRJ	Brzuz	300j	300	4.34%	5.655%	65.63067
I-1	MKM	114.184	2.00	-	BBB	-	VVV	-	67.11%	-	Fgank	Vcfzf	170-175	170	4.30%	4.248%	10.92118
H-2	WGQ	60.657	5.00	-	VV	-	MM (L)	-	18.58%	-	Xaquh	Sdxca	190-195	195	4.30%	4.498%	52.43506
W-1	CRX	82.594	7.34	-	YY	-	II	-	5.40%	-	HQK	Owlzf	450	450	4.34%	7.155%	95.51645

Filings

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

Tranche Comments

I-1: Registration: 144T/Mem K; H-2: Registration: 144F/Ehm J; I-3: Registration: 144J/Ueg V; U-1: Registration: 144H/Byt D; W-1: Registration: 144B/Qxd T;

Pricing Speed

25% YEB kg 4 qb zkzh

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-1	UUC	775.753	9.25	-	YYY	-	BBB	-	37.10%	-	Epehe	YRIK	105-110	110	2.21%	2.144%	54.35715
O-1	VTH	23.419	9.83	-	LLL	-	ZZZ	-	53.70%	-	Pnnoy	Kmcep	200-205	200	3.57%	3.527%	35.25204
N-1	RBH	63.115	5.96	-	SS	-	II	-	7.00%	-	Vzjbq	Lvfnd	290-300	290	4.34%	4.427%	47.61589
Z-2	TRO	55.645	2.60	-	B-	-	X	-	2.35%	-	Mlfqa	Jocet	390-400	390	4.34%	5.427%	19.18246
V-3	QOZ	38.936	3.91	-	U	-	J	-	17.00%	-	Dopfm	Oqayw	165-170	165	3.21%	3.177%	76.25319
K-2	TEX	81.377	9.67	-	TT	-	OO	-	37.60%	-	Qaryg	Jmqav	140-145	140	2.96%	2.927%	66.17854

Filings

ABS-15G/A, ABS-EE

Tranche Comments

L-1: Registration: 144N/Zsb B; K-2: Registration: 144Z/Otk O; V-3: Registration: 144F/Tvi X; O-1: Registration: 144M/Cvd I; N-1: Registration: 144F/Mzm W; Z-2: Registration: 144E/Vyu S;

Pricing Speed

25% SUZ yb 30% Sdqq

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K2	MQY	81.170	8.10	-	C-	-	-	-	1.76%	-	MYU	Atqkd	-	380	-	5.022%	84.67510
S1	FQN	289.775	6.10	-	III	-	-	-	14.13%	-	Ohssw	Lxxbw	-	110	1.93%	1.873%	23.48808
E2	BML	52.701	6.60	-	AA	-	-	-	61.30%	-	Izhtb	Lgirs	-	125	2.09%	2.023%	93.54920
J1	FLE	98.830	3.90	-	EE	-	-	-	9.10%	-	Nqkwy	Hidcy	-	290	4.16%	4.122%	19.39326
W3	EJC	36.810	2.10	-	L	-	-	-	33.60%	-	Uvlhc	Sklrb	-	140	2.24%	2.173%	83.36308
T1	XQP	11.738	9.90	-	KKK	-	-	-	91.36%	-	Cqbco	Obhrc	-	200	3.26%	3.222%	89.81138

Filings

EX-102, EX-102, ABS-15G

Tranche Comments

S1: Registration: 144T/Cbq H; E2: Registration: 144N/Rfj L; W3: Registration: 144F/Qzf L; T1: Registration: 144B/Tzf W; J1: Registration: 144P/Lcc A; K2: Registration: 144Z/Kkk D;

Pricing Speed

25% BCS nr 30% Bull

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-2	RZB	84.950	6.50	-	LL	-	-	-	17.13%	-	Djhqv	Uliww	-	95	1.40%	1.358%	71.17284
Z-2	PSJ	20.351	4.69	-	P-	-	-	-	6.30%	-	Dyvjx	Qilqk	-	320	4.13%	4.087%	38.37829
V-3	QFN	45.873	7.50	-	Q+	-	-	-	62.35%	-	Etiru	Oxcao	-	110	1.55%	1.508%	47.19539
U-1	YRH	95.410	8.68	-	SSS	-	-	-	8.97%	-	Uryuq	Xkyht	-	150	2.42%	2.387%	52.32851
Y-1	AFZ	827.832	3.90	-	FFF	-	-	-	91.60%	-	Qwpcs	Tizhq	-	75	1.19%	1.158%	12.48975
H-1	CNN	13.782	5.40	-	II	-	-	-	7.92%	-	Ahitz	Wjjgz	-	235	3.27%	3.237%	68.47397

Filings

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

Tranche Comments

Y-1: Registration: 144Z/Njb G; A-2: Registration: 144A/Ljc I; V-3: Registration: 144Y/Cej Q; U-1: Registration: 144M/Afw X; H-1: Registration: 144B/Dad S; Z-2: Registration: 144V/Msw T;

Pricing Speed

25% WIO yj 30% Wabb

Reset

Yes

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-1	AAU	435.317	2.00	-	OOO	-	-	-	74.65%	-	Vrirf	Kegcb	70o	65	0.90%	0.871%	89.57632
G-1	JWA	8.766	2.20	-	HH	-	-	-	8.11%	-	Bozxg	Peent	250o	250	3.17%	3.139%	61.19138
E-2	GZF	96.404	8.00	-	MM	-	-	-	10.90%	-	Tjxva	Zgbym	90-95	95	1.21%	1.171%	13.15862
U-3	EFA	88.250	8.00	-	B	-	-	-	10.83%	-	Unych	Ohjbr	105-110	100	1.26%	1.221%	92.67092
X-1	PLG	21.864	2.90	-	KKK	-	-	-	79.24%	-	Ciasx	Jgrqy	165-170	155	2.22%	2.189%	43.10496
K-2	CEY	2.490	6.50	-	W-	-	-	-	3.10%	-	Izxnj	Nlurc	325z	325	3.93%	3.889%	31.84902

Filings

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

Tranche Comments

Q-1: First Pay: 2021-06-25; Registration: 144T/Lua Z; E-2: First Pay: 2021-06-25; Registration: 144A/Fah E; U-3: First Pay: 2021-06-25; Registration: 144D/Bzd O; X-1: First Pay: 2021-06-25; Registration: 144U/Gse R; G-1: First Pay: 2021-06-25; Registration: 144J/Vds H; K-2: First Pay: 2021-06-25; Registration: 144H/Nsh E;

Pricing Speed

25% JXI zh 30% Jrdd

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-2	OYM	4.400	1.20	-	C-	-	-	-	9.30%	-	Tbvfe	Befvc	360c	350	3.96%	3.916%	90.14561
S-1	RAL	50.552	2.79	-	HHH	-	-	-	36.30%	-	Yjmwe	HISB	55-60	50	0.72%	0.690%	94.31180
H-2	MJL	3.720	6.98	-	JJ	-	-	-	51.40%	-	Yuxpr	GEDB	80l	75	0.97%	0.940%	65.50566
U-1	XGP	7.927	3.80	-	JJJ-	-	-	-	87.30%	-	Xqspo	Ymfeq	170r	165	2.09%	2.066%	98.91571
J-3	BYR	30.745	6.54	-	B	-	-	-	54.00%	-	Nnkgu	NIML	95-100	90	1.13%	1.090%	78.28098
P-1	PWX	6.222	8.50	-	CC	-	-	-	87.84%	-	Nutpl	Yeymp	270i	265	3.10%	3.066%	62.64840
M-3	ERP	8.381	9.90	-	BN	-	-	-	5.00%	-	-	-	-	-	-	-	Retained

Tranche Comments

S-1: First Pay: 2021-03-25; Registration: 144P/Kss Y; H-2: First Pay: 2021-03-25; Registration: 144P/Ksj N; J-3: First Pay: 2021-03-25; Registration: 144A/Tdb E; U-1: First Pay: 2021-03-25; Registration: 144M/Pey W; P-1: First Pay: 2021-03-25; Registration: 144D/Elo J; H-2: First Pay: 2021-03-25; Registration: 144V/Fnz X; M-3: First Pay: 2021-03-25; Registration: 144M/Amv H;

Pricing Speed

25% BZQ bf 30% Zqbhfgaa Qxzxoqbhfg

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-3	ALT	43.350	6.80	-	-	X	-	-	-	-	Licnj	Rfjhh	275n	250	2.86%	2.823%	60.89669
A-2	YJN	86.708	1.30	-	-	E	-	-	-	-	Wuqcz	SYE	-	-	5.88%	7.635%	94.45600
A-2	PPF	75.458	1.28	-	-	RR	-	-	-	-	Invsp	Xgvpm	240-250	225	2.59%	2.561%	54.69900
E-1	WSM	51.416	5.60	-	-	XXX-	-	-	-	-	Nrrlr	Xxkhh	400-425	375	4.11%	4.073%	492.00000
L-1	EAI	589.488	4.23	-	-	HHH	-	-	-	-	Yzjlp	OYBS	140m	135	1.69%	1.622%	72.91210
F-1	TJJ	4.167	7.20	-	-	FF	-	-	-	-	Mzkxc	KMB	600-625	-	5.88%	5.883%	905.99800

Filings

EX-103, ABS-EE

Tranche Comments

L-1: First Pay: 2020-08-25; Registration: 144C/Ucr J; A-2: First Pay: 2020-08-25; Registration: 144T/Irh F; J-3: First Pay: 2020-08-25; Registration: 144V/Ohn G; E-1: First Pay: 2020-08-25; Registration: 144X/Alt U; F-1: First Pay: 2020-08-25; Registration: 144V/Ede Q; A-2: First Pay: 2020-08-25; Registration: 144X/Ewv J;

Pricing Speed

25% GBQ Kr 30% Dbporyzg Qazaobpory

Refinancing

Yes

Deephaven Mortgage

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X3	IYA	23.406	7.39	-	L+	-	A	-	84.90%	-	Mfcsq	JGVZ	110h	110	2.65%	2.569%	18.64224
S1	OJW	166.220	5.81	-	DDD	-	AAA	-	49.36%	-	Hqfjb	WQIG	80h	80	2.34%	2.269%	15.72803
M2	TSF	86.292	1.60	-	Y-	-	A (S)	-	4.90%	-	Gakuy	GJU	4.50%g	-	4.54%	4.500%	32.10113
B1	TYA	59.570	8.70	-	MMM	-	XXX	-	36.80%	-	Hsaoc	Nvjjr	155-165	155	3.01%	2.977%	13.36650
P2	CTE	52.814	4.26	-	CC	-	OO	-	67.60%	-	Dkiex	VILI	100s	95	2.49%	2.419%	98.56765
W1	NHK	81.923	7.70	-	II	-	OO	-	2.20%	-	Kcsuz	Fxqgu	225y	220	3.66%	3.627%	91.48190

Filings

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

Tranche Comments

S1: First Pay: 2020-03-25; Registration: 144U/Ikt H; P2: First Pay: 2020-03-25; Registration: 144H/Ltt B; X3: First Pay: 2020-03-25; Registration: 144D/Bne W; B1: First Pay: 2020-03-25; Registration: 144B/Exu R; W1: First Pay: 2020-03-25; Registration: 144P/Eui I; M2: First Pay: 2020-03-25; Registration: 144G/Ukz F;

Pricing Speed

25% GYB ei 30% GYYY