2021-NQM1

Gold Creek Asset Trust (GCAT) 2021-NQM1

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	217.202	2.20	-	AAA	-	-	AAA	24.75%	-	Fixed	Swaps	-	58	0.87%	0.849%	99.99936
A-2	USD	17.174	2.20	-	AA	-	-	AA	18.80%	-	Fixed	Swaps	-	75	1.05%	1.019%	99.99980
A-3	USD	32.761	2.20	-	A	-	-	A	7.45%	-	Fixed	Swaps	-	85	1.15%	1.119%	99.99818
M-1	USD	11.112	4.04	-	BBB	-	-	BBB	3.60%	-	Fixed	Swaps	-	165	2.32%	2.287%	99.99918
B-1	USD	5.773	4.04	-	BB	-	-	BB	1.60%	-	Fixed	Swaps	-	280	3.47%	3.437%	99.99963
B-2	USD	3.608	4.04	-	B	-	-	B	0.35%	-	-	-	-	-	-	-	Retained

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Tranche Comments

A-1: First Pay: 2021-03-25; Registration: 144A/Reg S; A-2: First Pay: 2021-03-25; Registration: 144A/Reg S; A-3: First Pay: 2021-03-25; Registration: 144A/Reg S; M-1: First Pay: 2021-03-25; Registration: 144A/Reg S; B-1: First Pay: 2021-03-25; Registration: 144A/Reg S; B-2: First Pay: 2021-03-25; Registration: 144A/Reg S;

Pricing Speed

25% CPR to 30% Optional Redemption