Gold Creek Asset Trust (GCAT) 2022-HX1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD212.5251.66--AAA-AAA27.95%-FixedEDSF130a1352.89%2.781%99.99936
A-2USD18.1413.94--AA-AA+21.80%-FixedSwaps1601603.48%3.440%99.99785
A-3USD15.7813.94--A-A16.45%-FixedSwaps1851853.73%3.690%99.99706
M-1USD13.4213.94--BBB-BBB+11.90%-WACSwaps250a270-4.540%98.10196
B-1USD8.7013.94--BB-BB+8.95%-WACSwaps350a360-5.440%95.00427
B-2AUSD10.7673.94--B--B+5.30%-FixedSwaps425a----
Filings
Tranche Comments
A-1: Registration: 144A/Reg S; A-2: Registration: 144A/Reg S; A-3: Registration: 144A/Reg S; M-1: Registration: 144A/Reg S; B-1: Registration: 144A/Reg S; B-2A: Registration: 144A/Reg S;
Pricing Speed
25 CPR to 30% Call
Research
AllReportsSurveillanceOther

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