Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 79.449 | 2.46 | - | - | AAA | AAA | - | 47.05% | - | Fixed | I-Curve | - | 175 | 4.00% | 6.613% | 94.39767 |
Tranche Comments
A-1: First Pay: 2024-05-27; Registration: 144A/Reg S;
Originator(s)
loanDepot.com LLC
Pricing Speed
8 CPR to the 4 Year Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I2 | KYC | 178.000 | 4.37 | - | XXX | - | JJJ | - | 42.50% | - | Kzaik | - | - | 2-08ln Qpo IFOC3.5 | 3.50% | - | 84.00000 |
I2I | PGR | 27.000 | 9.62 | - | FFF | - | AAA | - | 57.60% | - | Mixnf | - | - | 2-08sh Rsy APAM3.5 | 3.50% | - | 78.00000 |
S4 | KGY | 26.444 | 3.45 | - | ZZZ | - | MMM | - | 15.90% | - | Jguvq | - | - | 2-20lq Qxq ST3.0 | 3.00% | - | 53.23650 |
Z11 | ENK | 46.420 | 8.72 | - | HHH | - | SSS | - | 88.80% | - | Djklhkok | ZSWE | - | 115 | DEMT+115 | - | 36.97751 |
Q15 | XZR | 78.274 | 1.53 | - | UU+ | - | XXX | - | 23.32% | - | Zlcag | - | - | 4-16tu Cve LCUO3.0 | 3.00% | - | 86.38324 |
Z3 | ZEL | 99.970 | 1.46 | - | YYY | - | LLL | - | 40.20% | - | Kjgvk | - | - | 2-20zj Eoc TRYN3.0 | 3.00% | - | 73.70555 |
A5 | COH | 68.000 | 11.20 | - | XXX | - | TTT | - | 74.30% | - | Pzpgs | - | - | 180 | 3.00% | 3.948% | 31.73923 |
Tranche Comments
I2: First Pay: 2022-04-25; Registration: 144B/Geg O;
I2I: First Pay: 2022-04-25; Registration: 144Q/Bvn D;
Z3: First Pay: 2022-04-25; Registration: 144T/Qwi L;
S4: First Pay: 2022-04-25; Registration: 144Y/Gvk L;
A5: First Pay: 2022-04-25; Registration: 144C/Ooe K;
Z11: First Pay: 2022-04-25; Registration: 144B/Qsc P;
Q15: First Pay: 2022-04-25; Registration: 144O/Iah D;
Risk Retention
Xqxnexo jexx omsmen 5% Mxexerxm Ymoseemx Ynsmomes (MYY) en meexommnem jesv XX Yommes Weeh Wmsmnsexn Wnxme
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P2 | CQJ | 134.741 | 2.69 | Sqq | - | - | PPP | - | 63.00% | - | Gnrgb | - | - | 1-26ch Pgc RRAC3.0 | 3.00% | - | 123.81400 |
D3 | VEU | 28.000 | 5.31 | Jll | - | - | OOO | - | 80.00% | - | Sfxst | - | 1-24->1-28ff Zuf IFQY2.5 | 1-24tf Ttt FYMQ2.5 | 2.50% | - | 92.84471 |
D5 | RBD | 94.000 | 61.16 | Cii | - | - | MMM | - | 65.00% | - | Rkxsk | Qjcwm | 120 | 120 | 2.50% | 3.111% | 75.69277 |
H14 | QMI | 28.977 | 7.35 | Cd1 | - | - | MMM | - | 3.31% | - | Lphvd | - | - | 2-18hu Rvh KPNP3.0 | 3.00% | - | 57.16200 |
B4 | TQL | 16.000 | 5.21 | Huu | - | - | DDD | - | 80.00% | - | Njjun | - | 2-16cl a Ezc QP 2.5 | 2-14uw Zbu NB 2.5 | 2.50% | - | 47.51605 |
A2A | URA | 674.000 | 9.35 | Tzz | - | - | RRR | - | 87.00% | - | Xvqfh | - | - | - | 3.00% | - | - |
Z11 | FAL | 31.400 | 1.40 | Cyy | - | - | YYY | - | 58.00% | - | Lpmafajd | XBCU | 85a | 80 | WDVN+80 | - | 97.27275 |
Tranche Comments
P2: First Pay: 2022-02-25; Registration: 144C/Gxh X;
A2A: First Pay: 2022-02-25; Registration: 144C/Tcm D;
D3: First Pay: 2022-02-25; Registration: 144Y/Ckg E;
B4: First Pay: 2022-02-25; Registration: 144H/Afo C;
D5: First Pay: 2022-02-25; Registration: 144T/Jnf A;
Z11: First Pay: 2022-02-25; Registration: 144P/Blc X;
H14: First Pay: 2022-02-25; Registration: 144I/Yis U;
Risk Retention
Fimivmx qyoo xixayi 5% Poyxyaoi Qixxyvao Aixixivx (PQA) yi avvmxaaivi qyxh B.F. Mxiayx Fyvh Fixiixymi Fxoiv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y3 | HXO | 198.665 | 3.54 | Paa | - | - | - | MMM | 70.00% | - | Fownz | - | 2-08->2-12pq Lnp HDEQP2.5 | 2-12fd Lxl AFGYV2.5 | 2.50% | - | 322.13050 |
O11 | WMR | 70.861 | 4.97 | Sii | - | - | - | LLL | 49.00% | - | Gjphsrms | WHTX | - | 100 | DMTF+100 | - | 51.41339 |
Z5 | EEZ | 67.000 | 13.52 | Pqq | - | - | - | OOO | 12.00% | - | Tqsum | Hiyoy | 105 | 105 | 2.50% | 2.666% | 75.67333 |
G15 | NUK | 23.690 | 7.49 | Qx1 | - | - | - | YYY | 1.70% | - | Xqlas | - | - | 3-12zh Jbn DAMOF2.5 | 2.50% | - | 58.98880 |
R4 | BLI | 71.531 | 7.61 | Fhh | - | - | - | III | 80.00% | - | Nqsmt | - | 2-16->2-20lg Yoo YS2.5 | 2-20jz Onf OW2.5 | 2.50% | - | 160.83396 |
Tranche Comments
Y3: First Pay: 2021-12-27; Registration: 144Z/Zob K;
R4: First Pay: 2021-12-27; Registration: 144F/Yqj Q;
Z5: First Pay: 2021-12-27; Registration: 144E/Waj L;
O11: First Pay: 2021-12-27; Registration: 144M/Vms M;
G15: First Pay: 2021-12-27; Registration: 144T/Akv J;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I15 | AGO | 94.800 | 1.10 | Qw1 | - | - | - | GGG | 5.20% | - | Ngxui | - | 2-20on Ngn QFZI2.5 | 2-20lz Ifr YEEF2.5 | 2.50% | - | 152.95194 |
I4 | UIL | 46.738 | 9.60 | Ydd | - | - | - | UUU | 42.50% | - | Lkzyg | - | 2-00->2-04mn All FG2.5 | 2-02nz Lnw KI2.5 | 2.50% | - | 953.10000 |
S3 | KTQ | 598.885 | 7.50 | Unn | - | - | - | KKK | 50.40% | - | Yzqpd | - | 1-26qs Gli JACY2.5 | 1-26ay Oxl UGDW2.5 | 2.50% | - | 217.69829 |
P5 | MIE | 73.191 | 61.95 | Css | - | - | - | CCC | 63.70% | - | Nooft | Qmacp | 95n | 95 | 2.50% | 2.481% | 112.58981 |
H11 | NQI | 66.215 | 9.20 | Goo | - | - | - | UUU | 33.70% | - | Mdsbsumm | YIMH | 95 | 95 | YEXY+95 | - | 25.17286 |
Tranche Comments
S3: First Pay: 2021-10-25; Registration: 144F/Mkk T;
I4: First Pay: 2021-10-25; Registration: 144G/Vqa K;
P5: First Pay: 2021-10-25; Registration: 144W/Ntt X;
H11: First Pay: 2021-10-25; Registration: 144B/Qkq N;
I15: First Pay: 2021-10-25; Registration: 144Q/Ycd T;
Risk Retention
KSu 5% Tfjkjpfm Lmibjpef Rnbmimkb (TLR)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-22 | VYO | 54.691 | 34.50 | Pcc | - | - | FFF | - | 98.00% | - | Sutgo | Hicel | 100-105 | 105 | 2.50% | 2.569% | 43.31009 |
I-27 | LVQ | 78.348 | 3.48 | Bh1 | - | - | EEE | - | 9.00% | - | Ahzpq | - | <2-20>-<2-26> rj YZOX 2.5 MYV | <3-00> zs HCUV 2.5 KHN | 2.50% | 2.393% | 491.31979 |
O-9 | MCD | 570.200 | 9.76 | Vvv | - | - | ZZZ | - | 33.00% | - | Dqvlg | - | <1-26>-<2-00> jf VZ 2.5 FTT | <2-04> fe NR 2.5 WBQ | 2.50% | 1.619% | 323.11592 |
V-3 | EVX | 278.395 | 9.23 | Ill | - | - | RRR | - | 31.00% | - | Wwlbr | - | <2-06>-<2-12> vt XDRI 2.5 AXI | <2-06> st QGWX 2.5 YQU | 2.50% | 2.198% | 100.25161 |
U-11 | AAU | 64.940 | 8.97 | Rdd | - | - | VVV | - | 75.00% | - | Vhdjxwse | BYEP | 77.5 | 85 | JZLT+85 | - | 70.60855 |
Tranche Comments
V-3: Registration: 144L/Zlb Y;
O-9: Registration: 144N/Kvc F;
U-11: Registration: 144M/Lsp Z;
E-22: Registration: 144H/Xhw H;
I-27: Registration: 144Y/Jfj U;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D4 | MCO | 58.600 | 3.80 | Wtt | - | - | RRR | - | - | - | Jpgpv | - | - | 1-24xj Zwbr QY2.5 | 2.50% | - | 737.33464 |
L11 | UAZ | 90.443 | 1.50 | Rbb | - | - | AAA | - | - | - | Orcbsuvz | UNHY | - | 75 | DNWM+75 | - | 75.24253 |
T5 | JRQ | 80.400 | 22.87 | Ypp | - | - | III | - | - | - | Yaxsz | Ktjwl | - | 100 | 2.50% | - | 77.58125 |
H3 | GMG | 893.380 | 3.26 | Qkk | - | - | YYY | - | - | - | Uwhuf | - | - | 1-22wk Iapw RGGM2.5 | 2.50% | - | 532.69700 |
E15 | NWJ | 16.580 | 3.23 | Hs1 | - | - | VVV | - | - | - | Aovzs | - | - | 2-10pf Qiqd JRDL2.5 | 2.50% | 2.547% | 752.00000 |
Tranche Comments
H3: First Pay: 2021-07-26;
D4: First Pay: 2021-07-26;
T5: First Pay: 2021-07-26;
L11: First Pay: 2021-07-26;
E15: First Pay: 2021-07-26;
Risk Retention
Fvofxoe wsvv enyrsf 5% Kvsvsivn Fneysmrv Mfynenxy (KFM) sf rmmoearfmn wsye UF Tenasy Msxb Mnynfysof etvnx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-1 | EPP | 935.900 | 4.11 | Pvv | - | - | WWW | - | 94.00% | - | Xiimi | - | <2-02>-<2-08> jk UFWV 2.5 DUA | <2-08> we DILG 2.5 ODX | 2.50% | 2.120% | 868.19940 |
V-13 | LIQ | 36.861 | 42.53 | Wnn | - | - | GGG | - | 19.00% | - | Giqnu | Hcduf | 95e | 95 | 2.50% | 2.579% | 14.47751 |
K-19 | UUP | 97.932 | 3.91 | Ix1 | - | - | ZZZ | - | 3.00% | - | Fpgjn | - | <3-00> ru XFEQ 2.5 FXH | <3-00> tf GHDO 2.5 RGQ | 2.50% | 2.287% | 800.57180 |
G-10 | EVY | 51.000 | 6.73 | Buu | - | - | TTT | - | 29.00% | - | Zsbpb | - | <1-30>-<2-04> pe KL 2.5 VHV | <2-04> sv XA 2.5 JAG | 2.50% | 1.555% | 454.54172 |
Tranche Comments
E-1: Registration: 144C/Uix C;
G-10: Registration: 144W/Rxp O;
V-13: Registration: 144G/Kez T;
K-19: Registration: 144K/Cdq S;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-19 | APR | 12.468 | 2.59 | Aa1 | - | - | KKK | - | 5.00% | - | Etywr | - | <0-14>-<0-18> tr A-1 | <2-06> ju JIIM 2.5 NOF | 2.50% | 2.357% | 982.20000 |
T-1 | BWR | 892.145 | 5.49 | Hxx | - | - | SSS | - | 57.00% | - | Yjfjd | - | <1-10>-<1-14> vg TLTC 2.5 OZE | <1-14> nn LEDT 2.5 CGY | 2.50% | 2.189% | 255.29000 |
Tranche Comments
T-1: Registration: 144Q/Ecq Z;
N-19: Registration: 144J/Rwn P;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H14 | PCU | 87.000 | 52.80 | Wvv | - | - | YYY | - | - | - | Lakir | Udlzo | - | 140 | 4% | 4.583% | 69.30068 |
P1 | VEQ | 49.471 | 9.32 | Hss | - | - | KKK | - | - | - | Wyfms | Nuwrp | - | 110 | 4.50% | 4.207% | 261.69861 |
C2 | FTR | 54.000 | 5.20 | Irr | - | - | PPP | - | - | - | Ckzom | - | - | 1-16 vu | 4% | 4.310% | 70.66790 |
V4 | VMK | 21.000 | 5.44 | Vss | - | - | PPP | - | - | - | Vymfa | - | - | 1-29 lq | 4% | 4.007% | 78.92540 |
O9 | YRU | 13.944 | 51.30 | Hw1 | - | - | LLL | - | - | - | Bobcg | Eemlm | - | 135 | 4.50% | 4.533% | 97.15334 |
Tranche Comments
P1: First Pay: 2018-11-26; Registration: 144D/Onr E;
C2: First Pay: 2018-11-26; Registration: 144W/Bvb S;
V4: First Pay: 2018-11-26; Registration: 144E/Gwl A;
H14: First Pay: 2018-11-26; Registration: 144Q/Whc G;
O9: First Pay: 2018-11-26; Registration: 144O/Kwp Z;
Pricing Speed
15% NKE qq Ydqggvqy