Gold Creek Asset Trust (GCAT) 2022-NQM2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD254.5812.07-AAA--AAA32.65%-FixedI-Curve175-1801704.21%4.344%99.53473
A-2USD26.2712.07-AA--A+25.70%-FixedI-Curve2502504.21%5.144%98.03345
A-3USD43.8482.07-A--A14.10%-FixedI-Curve260-2652854.21%5.494%97.38888
M-1USD17.9553.99-BBB--BBB-9.35%-WACI-Curve305-3153154.27%5.981%93.92653
B-1 USD11.5293.99-BB--B+6.30%-WACI-Curve470a----
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;
Pricing Speed
25% CPR to 4 year call (step up date)
Research
AllReportsSurveillanceOther

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