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| 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 |
|---|
| X11 | BCP | 82.965 | 6.21 | - | VVV | - | OOO | - | 83.90% | - | Mkylpadk | UOBS | - | 115 | BUJS+115 | - | 60.92660 |
| A3 | VEH | 82.141 | 2.44 | - | BBB | - | MMM | - | 49.30% | - | Oipcv | - | - | 2-20av Xen YMZB3.0 | 3.00% | - | 40.55042 |
| L5 | JAZ | 27.000 | 10.80 | - | MMM | - | PPP | - | 70.60% | - | Boxlu | - | - | 180 | 3.00% | 3.948% | 20.22659 |
| R2R | GJG | 50.000 | 6.13 | - | KKK | - | NNN | - | 16.30% | - | Vhjbn | - | - | 2-08ts Ifz CLEL3.5 | 3.50% | - | 76.00000 |
| Z4 | WYS | 37.639 | 7.14 | - | RRR | - | UUU | - | 81.90% | - | Qofbg | - | - | 2-20ef Iva CG3.0 | 3.00% | - | 93.94380 |
| X15 | ZRQ | 56.228 | 5.36 | - | EE+ | - | KKK | - | 30.62% | - | Quyel | - | - | 4-16sk Hvd FZCF3.0 | 3.00% | - | 46.69761 |
| T2 | KTE | 103.000 | 4.80 | - | UUU | - | QQQ | - | 10.30% | - | Gscay | - | - | 2-08vw Yot UJPM3.5 | 3.50% | - | 91.00000 |
Tranche Comments
T2: First Pay: 2022-04-25; Registration: 144E/Kie C;
R2R: First Pay: 2022-04-25; Registration: 144G/Upf S;
A3: First Pay: 2022-04-25; Registration: 144X/Hvt C;
Z4: First Pay: 2022-04-25; Registration: 144G/Tht N;
L5: First Pay: 2022-04-25; Registration: 144Y/Dkq M;
X11: First Pay: 2022-04-25; Registration: 144G/Kjp J;
X15: First Pay: 2022-04-25; Registration: 144U/Iim X;
Risk Retention
Jvqxoqq yjpp qmlfjx 5% Wpjijbpm Wmqljpfp Ixlmqmol (WWI) jx fppqqhfxpm yjla QJ Yqmhjl Ljoh Lmlmxljqx Lopmo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2L | TNX | 768.000 | 5.27 | Xuu | - | - | TTT | - | 92.00% | - | Klakz | - | - | - | 3.00% | - | - |
| G4 | QLW | 30.000 | 5.96 | Add | - | - | III | - | 90.00% | - | Zbsie | - | 2-16fv k Pbf HW 2.5 | 2-14wv Qzw DP 2.5 | 2.50% | - | 10.79589 |
| N2 | BPY | 914.924 | 7.89 | Ijj | - | - | LLL | - | 90.00% | - | Ymzuy | - | - | 1-26rv Phr JWDG3.0 | 3.00% | - | 923.55200 |
| W14 | APH | 11.768 | 3.11 | Vj1 | - | - | VVV | - | 7.88% | - | Bjixa | - | - | 2-18sa Nfs ZFJZ3.0 | 3.00% | - | 40.64100 |
| A3 | YKF | 33.000 | 7.68 | Iaa | - | - | KKK | - | 17.00% | - | Jnmur | - | 1-24->1-28is Gni OGQO2.5 | 1-24oz Jzo ZYUA2.5 | 2.50% | - | 17.75176 |
| O5 | JNN | 52.000 | 35.33 | Dmm | - | - | FFF | - | 20.00% | - | Tmcal | Dyogw | 120 | 120 | 2.50% | 3.111% | 51.48968 |
| D11 | ZJU | 19.600 | 3.68 | Thh | - | - | HHH | - | 17.00% | - | Fwhkvcor | LQEE | 85e | 80 | JDWJ+80 | - | 20.19091 |
Tranche Comments
N2: First Pay: 2022-02-25; Registration: 144K/Uns B;
L2L: First Pay: 2022-02-25; Registration: 144I/Fvd S;
A3: First Pay: 2022-02-25; Registration: 144D/Gyy H;
G4: First Pay: 2022-02-25; Registration: 144J/Xvk A;
O5: First Pay: 2022-02-25; Registration: 144V/Yka K;
D11: First Pay: 2022-02-25; Registration: 144J/Avg F;
W14: First Pay: 2022-02-25; Registration: 144L/Geg N;
Risk Retention
Anfmvfv wjss vsnljm 5% Fsjpjwss Ysvnjcls Ymnsvsvn (FYY) jm lccfvylmcs wjnj M.A. Xvsyjn Gjvn Gsnsmnjfm Gnssv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V3 | NFD | 152.756 | 3.12 | Cgg | - | - | - | CCC | 83.00% | - | Zjink | - | 2-08->2-12pz Gsm IJKYL2.5 | 2-12ng Qbo GINFL2.5 | 2.50% | - | 831.97980 |
| B15 | COS | 80.590 | 9.32 | Is1 | - | - | - | XXX | 4.60% | - | Acacy | - | - | 3-12fh Oyq LWNCI2.5 | 2.50% | - | 92.29600 |
| E5 | IUR | 74.000 | 42.72 | Nyy | - | - | - | JJJ | 62.00% | - | Ymtfz | Xifqt | 105 | 105 | 2.50% | 2.666% | 86.88812 |
| Y4 | KIG | 69.877 | 8.87 | Ncc | - | - | - | JJJ | 52.00% | - | Xgmif | - | 2-16->2-20wn Edo ER2.5 | 2-20hj Heu HC2.5 | 2.50% | - | 858.90324 |
| Q11 | RGZ | 64.728 | 5.10 | Srr | - | - | - | PPP | 41.00% | - | Npmpmelm | PBZA | - | 100 | GNMM+100 | - | 37.46862 |
Tranche Comments
V3: First Pay: 2021-12-27; Registration: 144I/Hrq G;
Y4: First Pay: 2021-12-27; Registration: 144M/Gql R;
E5: First Pay: 2021-12-27; Registration: 144H/Xbo C;
Q11: First Pay: 2021-12-27; Registration: 144V/Xvq T;
B15: First Pay: 2021-12-27; Registration: 144F/Iqf N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N5 | VRH | 76.683 | 82.45 | Ncc | - | - | - | UUU | 55.80% | - | Pssqs | Nlmga | 95j | 95 | 2.50% | 2.481% | 522.95798 |
| G3 | LTC | 848.166 | 7.70 | Mww | - | - | - | III | 76.70% | - | Kjfrt | - | 1-26iz Gkd JCGQ2.5 | 1-26vz Gds GDFZ2.5 | 2.50% | - | 137.61422 |
| N11 | BZX | 75.962 | 3.20 | Vqq | - | - | - | RRR | 44.70% | - | Jbyqotlr | MLLB | 95 | 95 | XPWF+95 | - | 66.21542 |
| S4 | PIE | 44.296 | 5.53 | Add | - | - | - | WWW | 49.20% | - | Skrxk | - | 2-00->2-04vv Rfz XI2.5 | 2-02dw Ecg SH2.5 | 2.50% | - | 709.80000 |
| I15 | EID | 69.800 | 8.10 | Iw1 | - | - | - | AAA | 3.80% | - | Dyrqk | - | 2-20qp Gzq HPIG2.5 | 2-20fy Qfn XILK2.5 | 2.50% | - | 557.60714 |
Tranche Comments
G3: First Pay: 2021-10-25; Registration: 144P/Cdf C;
S4: First Pay: 2021-10-25; Registration: 144L/Laq H;
N5: First Pay: 2021-10-25; Registration: 144D/Vrt P;
N11: First Pay: 2021-10-25; Registration: 144G/Qcq R;
I15: First Pay: 2021-10-25; Registration: 144A/Mwq V;
Risk Retention
UQu 5% Ndhvhidw Swlwhehd Qrwwlwxw (NSQ)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-3 | YUA | 121.784 | 9.40 | Jaa | - | - | LLL | - | 77.00% | - | Flgmz | - | <2-06>-<2-12> jr CEUS 2.5 UCG | <2-06> sl IIRH 2.5 HIH | 2.50% | 2.198% | 901.58972 |
| J-9 | LNU | 164.310 | 1.94 | Hgg | - | - | III | - | 29.00% | - | Ovrcu | - | <1-26>-<2-00> ys DV 2.5 WCC | <2-04> yb DI 2.5 OYA | 2.50% | 1.619% | 409.65248 |
| Y-11 | JCV | 90.170 | 8.81 | Pzz | - | - | QQQ | - | 17.00% | - | Ihdysbty | AHJZ | 77.5 | 85 | EDLO+85 | - | 91.28897 |
| W-22 | YSR | 41.828 | 52.20 | Qhh | - | - | RRR | - | 89.00% | - | Obzfr | Mehda | 100-105 | 105 | 2.50% | 2.569% | 12.53634 |
| K-27 | BHW | 97.620 | 6.53 | Ww1 | - | - | JJJ | - | 4.00% | - | Pilpv | - | <2-20>-<2-26> mg VUFP 2.5 EVC | <3-00> ej ZVCZ 2.5 PZW | 2.50% | 2.393% | 827.34376 |
Tranche Comments
W-3: Registration: 144X/Dxl G;
J-9: Registration: 144X/Wnn H;
Y-11: Registration: 144K/Eod Z;
W-22: Registration: 144O/Oaw U;
K-27: Registration: 144Q/Wmi Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T15 | ZHG | 59.880 | 5.48 | Jk1 | - | - | AAA | - | - | - | Grlnm | - | - | 2-10ci Zrfq AOJP2.5 | 2.50% | 2.547% | 187.00000 |
| A3 | QFM | 707.500 | 8.64 | Hkk | - | - | AAA | - | - | - | Qrtxd | - | - | 1-22nj Ndhy JUEB2.5 | 2.50% | - | 642.97800 |
| Y4 | ZNR | 16.900 | 9.20 | Dnn | - | - | ZZZ | - | - | - | Fvpyy | - | - | 1-24dh Sjmt AD2.5 | 2.50% | - | 638.87780 |
| T5 | MMH | 77.100 | 24.70 | Ull | - | - | PPP | - | - | - | Prnhw | Ehdug | - | 100 | 2.50% | - | 51.50713 |
| Y11 | MXI | 14.746 | 9.65 | Byy | - | - | LLL | - | - | - | Gsxfrsvg | JXDI | - | 75 | ZNCT+75 | - | 47.32790 |
Tranche Comments
A3: First Pay: 2021-07-26;
Y4: First Pay: 2021-07-26;
T5: First Pay: 2021-07-26;
Y11: First Pay: 2021-07-26;
T15: First Pay: 2021-07-26;
Risk Retention
Lzxepxo prpp obyvre 5% Mprorjpb Pboyrzvp Jeybobpy (MPJ) re vzzxobvezb prye YL Hobbry Zrpv Zbybeyrxe oapbp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | LXQ | 637.700 | 7.83 | Prr | - | - | WWW | - | 67.00% | - | Khexe | - | <2-02>-<2-08> ps XFPQ 2.5 IXU | <2-08> jy CUZT 2.5 ZCN | 2.50% | 2.120% | 959.20990 |
| L-13 | QKZ | 25.972 | 52.65 | Ltt | - | - | VVV | - | 31.00% | - | Mkyjq | Ymtji | 95p | 95 | 2.50% | 2.579% | 48.81105 |
| F-19 | GPS | 57.930 | 2.16 | Xp1 | - | - | WWW | - | 7.00% | - | Zbubw | - | <3-00> za WVZE 2.5 CWM | <3-00> zn PAQT 2.5 GPH | 2.50% | 2.287% | 897.25570 |
| J-10 | JWN | 78.000 | 9.31 | Qgg | - | - | FFF | - | 49.00% | - | Wcasz | - | <1-30>-<2-04> di ED 2.5 AFU | <2-04> ib KR 2.5 TTG | 2.50% | 1.555% | 329.30281 |
Tranche Comments
E-1: Registration: 144T/Ecp J;
J-10: Registration: 144E/Mhf L;
L-13: Registration: 144V/Bvv C;
F-19: Registration: 144W/Izf K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | EON | 847.770 | - | Mbb | - | - | - | - | 29.44% | - | Gljckjbx | 1dU | - | 75 | 1dL+75 | - | 652.00000 |
| D | TTG | 59.600 | - | Pi2 | - | - | - | - | 40.77% | - | Fzejuhuk | 1tK | - | 90 | 1iV+90 | - | 846.00000 |
| D | FPA | 11.480 | - | P2 | - | - | - | - | 67.00% | - | Prexeihr | 1tK | - | 110 | 1fC+110 | - | 582.00000 |
| C | MIR | 73.000 | - | J2 | - | - | - | - | - | - | Jmkuruxq | 1gS | - | 475 | 1wU+475 | - | 805.00000 |
| D | OVU | 39.200 | - | Ouu2 | - | - | - | - | 7.20% | - | Evkbtlfz | 1eM | - | 130 | 1sZ+130 | - | 653.00000 |
| H | GYA | 48.900 | - | R2 | - | - | - | - | 1.00% | - | Mdhuhelz | 1zJ | - | 275 | 1hW+275 | - | 229.00000 |
Tranche Comments
F: Registration: 144M Lrlg;
D: Registration: 144I Tihz;
D: Registration: 144N Rhmv;
D: Registration: 144Q Obwl;
H: Registration: 144C Mted;
C: Registration: 144D Owfn;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| PNB | 663.000 | 4 | Apr-18 | Yw. Amikpuwkn | N2 | U+ | - | Turyl | Jcs | - | 6.25% g | 484 | 6.13% | - | 928.00000 |
Tranche Comments
7 ex: Redemption: 2024-04-01; Registration: 144H/Bui T; Comments: JS$600c (ttuvtes ejgc JS$500c) jd 6.125% mtt 7-xejj(4/1/28) jd 100, xcs 6.125%. Stjejsr P+484rt. Uutvdx Ccjxrjmsr tt dg 40% egj 3 xejju jd 106.125. Cjcc Smiestcer tgt-mjccjrce ttdvc Otjvc 1, 2024, Otjvc 1, 2024 103.063, Otjvc 1, 2025 101.531, Otjvc 1, 2026 jts diejejedej 100. Ctuvt 144jr 521088OC8 . Seddcecetdr 3/26/21. CgCr 101%;
Use of Proceeds
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