Gold Creek Asset Trust (GCAT) 2021-NQM1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD217.2022.20-AAA--AAA24.75%-FixedSwaps-580.87%0.849%99.99936
A-2USD17.1742.20-AA--AA18.80%-FixedSwaps-751.05%1.019%99.99980
A-3USD32.7612.20-A--A7.45%-FixedSwaps-851.15%1.119%99.99818
M-1USD11.1124.04-BBB--BBB3.60%-FixedSwaps-1652.32%2.287%99.99918
B-1USD5.7734.04-BB--BB1.60%-FixedSwaps-2803.47%3.437%99.99963
B-2USD3.6084.04-B--B0.35%-------Retained
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

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