Gold Creek Asset Trust (GCAT) 2022-NQM4

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD277.1912.10-AAA-AAA---FixedI-Curve200-2101905.27%5.143%99.99969
A-2USD30.1522.10-AA-A (H)---FixedI-Curve280-2902705.73%5.943%99.34757
A-3USD47.8272.10-A-A---FixedI-Curve335-3453255.73%6.493%98.32632
M-1USD19.7554.02-BBB-BBB---WACI-Curve525a515-8.234%91.66402
Filings
Tranche Comments
A-1: First Pay: 2022-09-25; Registration: 144A/Reg S; A-2: First Pay: 2022-09-25; Registration: 144A/Reg S; A-3: First Pay: 2022-09-25; Registration: 144A/Reg S; M-1: First Pay: 2022-09-25; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: Earlier of 3 years and 30% UPB
Pricing Speed
25% CPR to 4 yr call (step up date)
Research
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