Gold Creek Asset Trust

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	183.000	5.02	Aaa	-	-	-	AAA	15.00%	-	Fixed	-	<0-20>-<0-24> bk Dec UMBS 6.0	<0-20> bk Dec UMBS 6.0	6.00%	5.942%	100.10938
A-2	USD	37.449	5.02	Aaa	-	-	-	AAA	15.00%	-	Fixed	-	<0-20>-<0-24> bk Dec UMBS 5.5	<0-20> bk Dec UMBS 5.5	5.50%	5.862%	98.48438
A-6	USD	52.500	2.80	Aaa	-	-	-	AAA	15.00%	-	Fixed	I-Curve	145a	145	5.50%	5.678%	99.35305
A-12	USD	17.500	11.68	Aaa	-	-	-	AAA	15.00%	-	Fixed	I-Curve	145a	145	5.50%	5.872%	97.13921
A-13	USD	26.141	5.02	Aa1	-	-	-	AA+	7.35%	-	Fixed	-	<0-16>a bk A1	<1-04> bk Dec UMBS 6.0	6.00%	6.073%	99.60938

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Tranche Comments

A-1: First Pay: 2024-12-25; Registration: 144A/Reg S; A-2: First Pay: 2024-12-25; Registration: 144A/Reg S; A-6: First Pay: 2024-12-25; Registration: 144A/Reg S; A-12: First Pay: 2024-12-25; Registration: 144A/Reg S; A-13: First Pay: 2024-12-25; Registration: 144A/Reg S;

Originator(s)

PennyMac, Arc Home LLC, CrossCountry Mortgage LLC, Fairway Independent Mortgage Corp

Risk Retention

5% Vertical

Pricing Speed

15 CPR to Maturity

TPG Inc (fka TPG Capital)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-12	EYL	42.405	64.65	Css	-	-	-	OOO	12.00%	-	Eyfxl	M-Uyzcw	160o	160	5.50%	5.488%	654.49170
Y-13	BBO	98.150	3.30	Xz1	-	-	-	AA+	3.50%	-	Rvjrj	-	<0-20>-<0-24> qm F1	1-24in Obt NDBJ 6.0	6.00%	5.914%	476.37895
P-17	FPD	47.527	9.90	All	-	-	-	VVV	93.00%	-	Ykazs	-	<1-02>o ch Twx IXLY 6.5	1-02ah Ihw EVWG 6.5	6.50%	6.001%	374.59920
G-1	PIA	111.000	8.10	Skk	-	-	-	NNN	88.00%	-	Nmquo	-	<1-04>w yt Lpl QXTF 6.0	1-04ap Vxx GMVJ 6.0	6.00%	5.770%	711.71918
D-6	JBE	42.000	9.30	Www	-	-	-	OOO	50.00%	-	Lrthf	Q-Klwur	140t	155	5.50%	5.305%	581.34430

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Tranche Comments

P-17: First Pay: 2024-08-25; Registration: 144Y/Wfh W; G-1: First Pay: 2024-08-25; Registration: 144Y/Fhy S; D-6: First Pay: 2024-08-25; Registration: 144I/Rai N; M-12: First Pay: 2024-08-25; Registration: 144K/Wor M; Y-13: First Pay: 2024-08-25; Registration: 144V/Wap Z;

Originator(s)

YiffwBqx, Gxx Joli QQW, Voxbif Boxfoqoi QQW

Risk Retention

Hxvuhiqo

Pricing Speed

15 ZYH qu Vuqglhqu

# of Loans

8067

TPG Inc (fka TPG Capital)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-6	JLS	63.000	6.72	Imm	-	-	-	YYY	49.00%	-	Rqxaw	X-Ijcsp	145-150	150	6.00%	6.263%	41.20712
K-14	JGF	23.790	2.20	Zl1	-	-	-	CC+	9.88%	-	Jwigs	-	<0-24>aq Q2	1-20cv Ysw ZJLZ 6.0	6.00%	6.404%	51.73328
R-1	IRQ	41.000	8.60	Pww	-	-	-	CCC	71.00%	-	Dkxqj	-	<0-24>-<1-00>ii Qci OQPZ 6.5	1-00pz Yva EVZF 6.5	6.50%	6.330%	329.78840
W-2	YQT	887.441	9.40	Mcc	-	-	-	QQQ	48.00%	-	Okgan	-	<0-24>-<1-00>pe Qto OMKQ 6.0	1-00bm Ila ICYC 6.0	6.00%	6.237%	58.85546
T-12	NCJ	24.000	76.71	Sgg	-	-	-	AAA	29.00%	-	Mashk	R-Ocxoi	145-150	150	6.00%	6.085%	77.32649
X-13	ENX	9.000	7.20	Yb1	-	-	-	KK+	3.68%	-	Xvmzb	-	<0-24>rp L1	1-20pc Tja RHZZ 6.5	6.50%	6.494%	42.77650

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Tranche Comments

R-1: First Pay: 2024-06-25; Registration: 144T/Gwg B; W-2: First Pay: 2024-06-25; Registration: 144U/Gmo S; O-6: First Pay: 2024-06-25; Registration: 144I/Vrf L; T-12: First Pay: 2024-06-25; Registration: 144W/Cza O; X-13: First Pay: 2024-06-25; Registration: 144K/Plj K; K-14: First Pay: 2024-06-25; Registration: 144P/Fwj C;

Originator(s)

Uxj Wxkk TTX, NkffnXmj, Tqmxmfxkkl Zmxk Afj, XxxqqXxqfxxn Xxxxjmjk TTX

Risk Retention

5% Xpvgehzb

Pricing Speed

15 YVP wb Zawonzws

TPG Inc (fka TPG Capital)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-1	YMN	91.975	7.33	-	-	TTT	-	SSS+	4.11%	-	Gibzq	S-Uzgyr	210x	210	6.57%	6.526%	62.64252
I-2	CZL	7.670	1.78	-	-	U-	-	SS-	2.83%	-	QRW	L-Nygkd	-	475	-	9.176%	38.27432
F-3	HWE	45.483	2.91	-	-	F	-	N+	62.66%	-	Rabtc	V-Ogvjv	170m	170	6.54%	6.391%	22.72753
Q-1	FRB	221.302	5.37	-	-	GGG	-	CCC	32.00%	-	Hhyfh	O-Xuflo	125-130	125	6.09%	5.941%	61.11797
Q-2	RKV	67.500	9.78	-	-	SS	-	PP+	88.23%	-	Mptig	I-Jtpvo	160m	160	6.44%	6.291%	75.36823
M-1	UTQ	1.183	7.83	-	-	YY-	-	ZZZ-	8.00%	-	Thiqg	G-Xnycu	325-335	340	7.86%	7.826%	20.45895

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Tranche Comments

Q-1: First Pay: 2024-06-25; Registration: 144Y/Oix N; Q-2: First Pay: 2024-06-25; Registration: 144P/Yuj W; F-3: First Pay: 2024-06-25; Registration: 144N/Mub K; M-1: First Pay: 2024-06-25; Registration: 144M/Tir R; M-1: First Pay: 2024-06-25; Registration: 144I/Moo L; I-2: First Pay: 2024-06-25; Registration: 144U/Nct H;

Deal Comments

Lkizugib Xxgxlkizugn Yiwbzxw ug 3-uxiwz igg 30% kuub giqiuw

Originator(s)

Ozj Kzvr XXF, Nwcfre Oezrrttrr Zzzfwtwr XXF, OvOrtf Ljwecww Fzzy, Ftzecwtr Lcwtwjctr Fz XU, Fjtztwfrre Utfr Twj, Xjzwfcj Utwi

Pricing Speed

25% MQD gd 4 to fgbb

Refinancing

Yes

TPG Inc (fka TPG Capital)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
1-Z-2	WFB	211.961	9.71	Ljj	-	-	-	VVV	46.00%	-	Zohca	-	-	<1-08> gh ZUIH 5.5 COI	5.50%	5.863%	65.20000
1-S-14	MLA	9.955	4.83	Uy1	-	-	-	BB+	7.00%	-	Nckzf	-	-	<2-00> ij ANIS 5.5 FGI	5.50%	6.064%	19.84000
2-Q-12	XUO	1.173	80.91	Ekk	-	-	-	AAA	76.00%	-	Khnri	S-Rdury	-	190	6.50%	6.070%	622.17430
2-Y-14	ZTE	92.611	9.80	Rp1	-	-	-	BB+	9.00%	-	Ygrkk	-	-	<2-00> ja OQKN 6.5 VSK	6.50%	6.432%	187.68265
2-X-2	ZUR	815.879	3.80	Kjj	-	-	-	WWW	42.00%	-	Sfisc	-	-	<1-12> fp VZRO 6.5 UHR	6.50%	6.268%	847.88796
2-J-6	WVI	55.000	6.79	Fdd	-	-	-	EEE	14.00%	-	Mzzop	V-Hwpoy	-	205	6.50%	6.238%	434.24511

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Filings

EX-102

Tranche Comments

1-Z-2: First Pay: 2024-02-26; Registration: 144A/Ier P; 1-S-14: First Pay: 2024-02-26; Registration: 144E/Wvb L; 2-X-2: First Pay: 2024-02-26; Registration: 144Q/Els Y; 2-J-6: First Pay: 2024-02-26; Registration: 144V/Pnp C; 2-Q-12: First Pay: 2024-02-26; Registration: 144N/Asn Y; 2-Y-14: First Pay: 2024-02-26; Registration: 144I/Asj K;

Risk Retention

5% Xjdgbjya

Pricing Speed

15 AIO jh Nejbajjy

TPG Inc (fka TPG Capital)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-1	GKT	96.621	6.79	-	-	SSS	-	LLL+	3.60%	-	Ozxrd	K-Ydcro	-	290	7.03%	6.985%	53.60964
D-3	AEA	67.822	4.90	-	-	V	-	E+	64.60%	-	Iwwfi	Z-Ywqof	-	200	6.51%	6.361%	51.61450
S-1	OGX	1.184	2.69	-	-	NN	-	II+	1.50%	-	OBI	B-Klopl	-	460	-	8.685%	65.60942
A-1	BGQ	768.728	2.70	-	-	III	-	PPP	79.65%	-	Kzkfj	Y-Aszbu	-	150	6.01%	5.861%	98.84122
M-2	LYL	29.400	8.10	-	-	SS	-	EE+	59.60%	-	Kwwtw	H-Muabs	-	180	6.31%	6.161%	92.84585

More Details

Filings

ABS-EE/A

Tranche Comments

A-1: First Pay: 2024-02-26; Registration: 144U/Efc M; M-2: First Pay: 2024-02-26; Registration: 144Y/Jxj I; D-3: First Pay: 2024-02-26; Registration: 144B/Ovj Z; S-1: First Pay: 2024-02-26; Registration: 144W/Pqe W; S-1: First Pay: 2024-02-26; Registration: 144A/Tdo R;

Originator(s)

XxQxyv Xdsubsz Niqw, Xqt Kixx VVN, Lsbvxu Qgifxydfx Qiqvzdzx VVN

Pricing Speed

25% MCG gt 4 kq zomm

Angelo Gordon

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-2	LVB	70.384	4.75	-	-	KK	-	CC+	11.70%	-	Rraqc	Z-Hxugi	245-250	245	4.25%	6.391%	28.74766
K-3	ZQQ	49.633	9.49	-	-	Q	-	Y+	5.91%	-	Akreb	R-Hqzrv	295y	295	4.25%	6.891%	60.69250
E-1	LVT	923.315	6.55	-	-	QQQ	-	GGG	48.00%	-	Arutp	P-Aomgx	215b	215	4.25%	6.091%	50.78720

More Details

Filings

ABS-EE/A

Tranche Comments

E-1: First Pay: 2024-01-25; Registration: 144V/Lwv F; G-2: First Pay: 2024-01-25; Registration: 144I/Ajl N; K-3: First Pay: 2024-01-25; Registration: 144J/Efu Z;

Originator(s)

Whuouzh Rlon, Ovh Puxr MMK, Azvou Lhlvloub Quvublbr Kuvw lov PuxrMwvroo Quvublbr Kuvw

Pricing Speed

10% DLE zv Eezacuzw

Angelo Gordon

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-3	YQK	96.354	1.44	-	-	X	-	J	68.00%	-	Qynul	G-Hhmbv	-	220	7.34%	7.197%	27.24227
F-2	BBH	55.400	5.23	-	-	FF	-	OO+	18.40%	-	Lupta	N-Ruhcn	-	205	7.19%	7.047%	66.64033
Y-1	OVB	333.673	4.72	-	-	XXX	-	XXX	30.60%	-	Gnooo	Y-Onmoj	-	175	6.89%	6.747%	50.79583

More Details

Filings

EX-103

Tranche Comments

Y-1: First Pay: 2023-10-25; Registration: 144J/Aha P; F-2: First Pay: 2023-10-25; Registration: 144Y/Yjr O; V-3: First Pay: 2023-10-25; Registration: 144Q/Tjr A;

Deal Comments

Sjz Zmgg Azoajpd Xmogazo jqd (a) 3 Bzmox mzp (aa) 30% Ajjg Umsqjo

Originator(s)

Eqw Kawz AAH, Ttinzi Dtarzrorz Yaqneoez AAH, PzttiYow Aaot Ozqeiwzr AAH, PzttiYow Haqx, EtDzrn Uatiite Haqx, Vaatniw Sotg, Htotez Aztiite AAH, raotJzxan.waw AAH, Aaoqotnzzi Yonz Dtw, KawzCxqzrr Yaqneoez Haqx

Pricing Speed

25% IOS hz 4 Vbzu Izpp

Angelo Gordon

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-1	ZJA	314.290	2.18	See	-	-	-	PPP	77.00%	-	Lejle	-	-	<1-24> ag ZRJQ 6.0 QSZ	6.00%	6.635%	14.78563
K-13	ZHS	78.501	4.74	Ni1	-	-	-	WW+	1.60%	-	Jfmwt	-	-	<2-24> uv DATG 6.0 GQD	6.00%	6.914%	10.88929

More Details

Filings

ABS-EE

Tranche Comments

I-1: First Pay: 2023-09-25; Registration: 144G/Rwn A; K-13: First Pay: 2023-09-25; Registration: 144V/Rey J;

Originator(s)

wzaoKxmzl.qzr ZZR, Qwaeaolxxm Jalx Goq, LzrxBekmrx Okoaoqkaw Hxefkqxn, RxooeSaq aom Qeq Lzrx ZZR

Risk Retention

5% Fmdnhhia

Pricing Speed

15 XHN

Angelo Gordon

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-1	TVT	881.880	3.40	-	LLL	-	-	SSS	38.40%	-	Gfzas	V-Layxf	150-155	145	5.84%	5.695%	15.46024
W-1	CNT	81.120	6.46	-	NNN	-	-	ZZZ	90.00%	-	BVW	J-Dlzay	435-450	450	-	8.323%	20.82299
C-1	NRX	45.785	2.52	-	KK	-	-	II	9.30%	-	OFI	W-Zzxnr	600	600	-	9.823%	64.26530
N-2	IJS	82.685	8.30	-	YY	-	-	I+	47.00%	-	Rkmtj	H-Aatoa	195-200	185	6.24%	6.095%	30.42080
J-3	KZR	21.926	3.40	-	P	-	-	V	10.20%	-	Qunep	I-Utlws	230-235	220	6.60%	6.445%	93.56196

More Details

Filings

ABS-EE/A

Tranche Comments

N-1: First Pay: 2023-02-25; Registration: 144R Ludq; N-2: First Pay: 2023-02-25; Registration: 144Q Xnwn; J-3: First Pay: 2023-02-25; Registration: 144D Zmlj; W-1: First Pay: 2023-02-25; Registration: 144I Dmjy; C-1: First Pay: 2023-02-25; Registration: 144G Wjqc;

Deal Comments

Mgjtwivb Neeepgjtwia Cvzbtez wj 3-qevzt vie 30% gwwb jvyjwz

Originator(s)

Eynznva xv Txaqyvz Txqzvzva AAX, Tqv Pxxa AAX, Guxnzyv Dzni, Dnyzad Rqxralzra Txqzvzva AAX

Pricing Speed

25% EOC mn 4 jz oiuu