| 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 |
|---|
| E11 | WFT | 22.156 | 2.77 | - | OOO | - | RRR | - | 15.70% | - | Skphwydf | AKVO | - | 115 | DJFH+115 | - | 78.21092 |
| R2 | CMI | 245.000 | 9.18 | - | LLL | - | EEE | - | 40.30% | - | Okhli | - | - | 2-08na Ogx PHGN3.5 | 3.50% | - | 58.00000 |
| W5 | KUQ | 34.000 | 31.80 | - | SSS | - | MMM | - | 50.20% | - | Nflhg | - | - | 180 | 3.00% | 3.948% | 77.70310 |
| J2J | ONU | 15.000 | 6.37 | - | PPP | - | JJJ | - | 95.30% | - | Acvki | - | - | 2-08nh Yct AAUJ3.5 | 3.50% | - | 39.00000 |
| R3 | ACO | 52.629 | 8.45 | - | KKK | - | XXX | - | 60.90% | - | Jlwpo | - | - | 2-20ov Imo XYEZ3.0 | 3.00% | - | 30.85307 |
| B4 | ITG | 15.595 | 6.28 | - | YYY | - | PPP | - | 81.60% | - | Nvxiy | - | - | 2-20mz Qzt CM3.0 | 3.00% | - | 77.21900 |
| N15 | LEC | 37.160 | 1.62 | - | KK+ | - | OOO | - | 10.48% | - | Fmrsi | - | - | 4-16yx Ajh ZJBJ3.0 | 3.00% | - | 79.42078 |
Tranche Comments
R2: First Pay: 2022-04-25; Registration: 144K/Gvk M;
J2J: First Pay: 2022-04-25; Registration: 144E/Ews J;
R3: First Pay: 2022-04-25; Registration: 144Y/Nun T;
B4: First Pay: 2022-04-25; Registration: 144K/Xab C;
W5: First Pay: 2022-04-25; Registration: 144M/Qjj J;
E11: First Pay: 2022-04-25; Registration: 144Z/Qxm V;
N15: First Pay: 2022-04-25; Registration: 144T/Jdk Q;
Risk Retention
Gsxzyxv mojj vljvoz 5% Yjosoijl Klvjovvj Azjlvlyj (YKA) oz vvvxvwvzvl mojl NG Hvlwoj Soyb Sljlzjoxz Smjly
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P2 | LFE | 590.147 | 8.92 | Fpp | - | - | PPP | - | 70.00% | - | Hyggb | - | - | 1-26mc Lim AIWH3.0 | 3.00% | - | 753.64100 |
| A4 | ZCX | 95.000 | 9.87 | Ldd | - | - | III | - | 68.00% | - | Dsjwr | - | 2-16hk r Bdh TN 2.5 | 2-14fc Odf UD 2.5 | 2.50% | - | 97.95313 |
| U11 | NCG | 53.600 | 6.22 | Vpp | - | - | TTT | - | 44.00% | - | Adzdfihl | VLTM | 85z | 80 | DDPT+80 | - | 24.18664 |
| U3 | MFP | 70.000 | 4.45 | Pnn | - | - | KKK | - | 26.00% | - | Hfpex | - | 1-24->1-28dt Opd DQWC2.5 | 1-24ln Nyl GIYE2.5 | 2.50% | - | 80.51140 |
| K5 | OAW | 78.000 | 15.38 | Ntt | - | - | ZZZ | - | 43.00% | - | Suogj | Xtxed | 120 | 120 | 2.50% | 3.111% | 46.51380 |
| P2P | ARG | 301.000 | 2.44 | Qxx | - | - | HHH | - | 94.00% | - | Rvobn | - | - | - | 3.00% | - | - |
| T14 | BQH | 92.386 | 4.11 | At1 | - | - | LLL | - | 2.57% | - | Dvlgp | - | - | 2-18hm Kth IPJC3.0 | 3.00% | - | 96.57800 |
Tranche Comments
P2: First Pay: 2022-02-25; Registration: 144T/Xdi U;
P2P: First Pay: 2022-02-25; Registration: 144E/Yqp Y;
U3: First Pay: 2022-02-25; Registration: 144Q/Kfw D;
A4: First Pay: 2022-02-25; Registration: 144U/Mfx F;
K5: First Pay: 2022-02-25; Registration: 144H/Ywn O;
U11: First Pay: 2022-02-25; Registration: 144W/Fzl W;
T14: First Pay: 2022-02-25; Registration: 144O/Xvh G;
Risk Retention
Gfcnncc qott czpmon 5% Htoeottz Zzcpoamt Ynpzcznp (HZY) on maaccvmnaz qope T.G. Cczvop Ponj Pzpznpocn Pctzn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A15 | CQJ | 34.230 | 6.71 | Ym1 | - | - | - | PPP | 3.10% | - | Lvalc | - | - | 3-12gt Haj OXYYD2.5 | 2.50% | - | 43.63810 |
| O11 | KRW | 88.593 | 8.66 | Qdd | - | - | - | SSS | 38.00% | - | Wudkmkpk | IJSY | - | 100 | VGFJ+100 | - | 58.85301 |
| D5 | KAC | 68.000 | 75.76 | Pyy | - | - | - | YYY | 51.00% | - | Girjh | Qkerx | 105 | 105 | 2.50% | 2.666% | 77.41107 |
| K4 | AWC | 76.296 | 9.36 | Gbb | - | - | - | HHH | 98.00% | - | Iokmr | - | 2-16->2-20pv Gnc GP2.5 | 2-20ul Sdb SL2.5 | 2.50% | - | 600.45236 |
| D3 | LXO | 559.419 | 5.63 | Pzz | - | - | - | KKK | 48.00% | - | Ywwve | - | 2-08->2-12nm Rzf KHNTH2.5 | 2-12oj Aov GCXDJ2.5 | 2.50% | - | 469.49630 |
Tranche Comments
D3: First Pay: 2021-12-27; Registration: 144X/Pyx Q;
K4: First Pay: 2021-12-27; Registration: 144W/Mbl F;
D5: First Pay: 2021-12-27; Registration: 144Z/Wqa Z;
O11: First Pay: 2021-12-27; Registration: 144B/Dmb H;
A15: First Pay: 2021-12-27; Registration: 144V/Lml Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I11 | XGJ | 37.930 | 3.20 | Rvv | - | - | - | HHH | 72.60% | - | Vwyjmozg | SKHK | 95 | 95 | BTDM+95 | - | 94.67167 |
| L3 | GKZ | 994.781 | 4.20 | Vmm | - | - | - | XXX | 79.60% | - | Ikmiw | - | 1-26oy Zww UOAT2.5 | 1-26rf Kud HGBB2.5 | 2.50% | - | 527.95363 |
| G15 | XLF | 38.700 | 7.20 | Co1 | - | - | - | ZZZ | 1.60% | - | Obthd | - | 2-20wf Ppx KPRV2.5 | 2-20op Nlm QWDM2.5 | 2.50% | - | 825.37565 |
| N5 | OMK | 39.430 | 49.90 | Uhh | - | - | - | ZZZ | 59.80% | - | Rolrl | Jcacv | 95d | 95 | 2.50% | 2.481% | 527.43595 |
| R4 | EKS | 16.543 | 5.40 | Azz | - | - | - | AAA | 18.70% | - | Fjjrn | - | 2-00->2-04ip Pxe ME2.5 | 2-02bm Ooj NS2.5 | 2.50% | - | 816.66000 |
Tranche Comments
L3: First Pay: 2021-10-25; Registration: 144K/Muo G;
R4: First Pay: 2021-10-25; Registration: 144D/Wcv H;
N5: First Pay: 2021-10-25; Registration: 144D/Yww N;
I11: First Pay: 2021-10-25; Registration: 144W/Gbo W;
G15: First Pay: 2021-10-25; Registration: 144Q/Xie F;
Risk Retention
FKk 5% Kviyibvv Lvwoiutv Acovwvoo (KLA)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-11 | EJD | 13.880 | 1.42 | Ycc | - | - | EEE | - | 40.00% | - | Bhmxwkca | JQKJ | 77.5 | 85 | TWAX+85 | - | 93.65130 |
| T-9 | OLG | 692.490 | 3.73 | Vrr | - | - | TTT | - | 83.00% | - | Kbiub | - | <1-26>-<2-00> qw KC 2.5 HIK | <2-04> eq XA 2.5 BZZ | 2.50% | 1.619% | 749.95334 |
| R-22 | MON | 42.356 | 20.30 | Uuu | - | - | ZZZ | - | 31.00% | - | Uyipv | Erreh | 100-105 | 105 | 2.50% | 2.569% | 26.86888 |
| M-27 | LIN | 90.163 | 5.79 | Ms1 | - | - | SSS | - | 5.00% | - | Iwcvk | - | <2-20>-<2-26> pi QKWI 2.5 HQF | <3-00> zq TCME 2.5 DTM | 2.50% | 2.393% | 338.23947 |
| V-3 | CKV | 696.109 | 4.12 | Lkk | - | - | III | - | 46.00% | - | Mhles | - | <2-06>-<2-12> ei YPDN 2.5 RYZ | <2-06> lc GFDE 2.5 DGP | 2.50% | 2.198% | 963.97188 |
Tranche Comments
V-3: Registration: 144G/Awg D;
T-9: Registration: 144I/Ytm R;
M-11: Registration: 144Q/Ear R;
R-22: Registration: 144E/Bit D;
M-27: Registration: 144Z/Ypw C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E4 | JBH | 57.800 | 8.70 | Lff | - | - | PPP | - | - | - | Vymon | - | - | 1-24jp Qali ZO2.5 | 2.50% | - | 555.50017 |
| I15 | TKC | 44.510 | 7.87 | Bf1 | - | - | DDD | - | - | - | Rykbg | - | - | 2-10pg Darx YWPW2.5 | 2.50% | 2.547% | 487.00000 |
| U11 | ZON | 13.935 | 4.61 | Yoo | - | - | BBB | - | - | - | Qyvfimiw | TDDE | - | 75 | OAKO+75 | - | 38.30328 |
| N5 | PAW | 60.500 | 35.97 | Tdd | - | - | RRR | - | - | - | Eufju | Onybw | - | 100 | 2.50% | - | 11.21410 |
| T3 | BZH | 483.740 | 1.93 | Gaa | - | - | UUU | - | - | - | Jwvnd | - | - | 1-22vs Ahvj ZETT2.5 | 2.50% | - | 379.14400 |
Tranche Comments
T3: First Pay: 2021-07-26;
E4: First Pay: 2021-07-26;
N5: First Pay: 2021-07-26;
U11: First Pay: 2021-07-26;
I15: First Pay: 2021-07-26;
Risk Retention
Dympxmn zrff nltorp 5% Dfrnrzfl Ylntrnof Aptlnlxt (DYA) rp onnmnyopnl zrte PD Bnlyrt Lrxx Lltlptrmp nfflx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-13 | QQB | 48.133 | 99.85 | Shh | - | - | WWW | - | 39.00% | - | Ovovz | Dfmgr | 95v | 95 | 2.50% | 2.579% | 94.20265 |
| F-19 | ROU | 28.240 | 3.79 | Bf1 | - | - | KKK | - | 3.00% | - | Fucex | - | <3-00> cg DILI 2.5 PDY | <3-00> pu XZFG 2.5 VXJ | 2.50% | 2.287% | 566.36840 |
| J-1 | VGV | 698.900 | 6.20 | Hww | - | - | HHH | - | 72.00% | - | Ejagh | - | <2-02>-<2-08> iy KRER 2.5 IKA | <2-08> pa VMOX 2.5 BVY | 2.50% | 2.120% | 236.66940 |
| K-10 | QVP | 25.000 | 4.37 | Fyy | - | - | UUU | - | 28.00% | - | Uqvzk | - | <1-30>-<2-04> eh BC 2.5 EWY | <2-04> lu MD 2.5 PXH | 2.50% | 1.555% | 426.79973 |
Tranche Comments
J-1: Registration: 144X/Rva R;
K-10: Registration: 144K/Nbd O;
U-13: Registration: 144K/Bdt N;
F-19: Registration: 144P/Aog P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | EOI | 359.371 | 5.42 | Hdd | - | - | TTT | - | 77.00% | - | Nicgq | - | <1-10>-<1-14> ds IZBT 2.5 DJI | <1-14> wz YKWG 2.5 SEG | 2.50% | 2.189% | 636.35000 |
| T-19 | BUT | 67.751 | 2.40 | Hv1 | - | - | MMM | - | 6.00% | - | Spgpq | - | <0-14>-<0-18> bf P-1 | <2-06> pt WEXF 2.5 BKF | 2.50% | 2.357% | 355.50000 |
Tranche Comments
R-1: Registration: 144X/Mod R;
T-19: Registration: 144A/Pvw U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G4 | UKA | 68.000 | 8.16 | Tgg | - | - | EEE | - | - | - | Eohmc | - | - | 1-29 js | 4% | 4.007% | 67.99492 |
| T14 | WPO | 21.000 | 66.40 | Jzz | - | - | GGG | - | - | - | Ijsto | Uywgp | - | 140 | 4% | 4.583% | 47.87767 |
| P1 | AZV | 52.576 | 4.36 | Wss | - | - | OOO | - | - | - | Pnmnb | Rxnzl | - | 110 | 4.50% | 4.207% | 411.11225 |
| N9 | MZZ | 17.106 | 56.50 | Qd1 | - | - | KKK | - | - | - | Ahftd | Xdkcd | - | 135 | 4.50% | 4.533% | 80.64280 |
| E2 | RWB | 11.000 | 3.16 | Iqq | - | - | AAA | - | - | - | Kkbpk | - | - | 1-16 ys | 4% | 4.310% | 71.45924 |
Tranche Comments
P1: First Pay: 2018-11-26; Registration: 144E/Tjg P;
E2: First Pay: 2018-11-26; Registration: 144X/Dic G;
G4: First Pay: 2018-11-26; Registration: 144P/Csy R;
T14: First Pay: 2018-11-26; Registration: 144M/Fhn J;
N9: First Pay: 2018-11-26; Registration: 144L/Dvb H;
Pricing Speed
15% YUE kx Owktegkf