Gold Creek Asset Trust (GCAT) 2022-NQM1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD140.0001.80-AAA--AAA23.55%-FixedEDSF-1503.30%3.320%99.99999
A-1AUSD116.7921.21-AAA--AAA23.55%-FixedEDSF-1453.17%3.014%99.99908
A-1BUSD38.9313.56-AAA--AAA23.55%-FixedSwaps-1703.69%3.646%99.99855
A-2USD19.5343.96-AA--AA+18.50%-FixedSwaps-1903.89%3.849%99.99907
A-3USD23.5963.96-A--A-12.40%-FixedSwaps-2104.00%4.049%99.67746
M-1USD15.6663.96-BBB--BBB-8.35%-FixedSwaps-2804.00%4.749%97.18871
B-1USD11.7983.96-BB--B-5.30%-FixedSwaps-4104.00%6.049%92.78162
Filings
Tranche Comments
A-1: Registration: 144A/Reg S; A-1A: Registration: 144A/Reg S; A-1B: 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;
Pricing Speed
25 CPR to 4 year step-up
Research
AllReportsSurveillanceOther

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