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	38.000	5.05	Aaa	-	-	-	AAA	15.00%	-	Fixed	-	<0-24>-<1-00>bk Jun UMBS 6.5	1-00bk Jun UMBS 6.5	6.50%	6.330%	100.54688
A-2	USD	152.146	5.05	Aaa	-	-	-	AAA	15.00%	-	Fixed	-	<0-24>-<1-00>bk Jun UMBS 6.0	1-00bk Jun UMBS 6.0	6.00%	6.237%	98.98438
A-6	USD	45.000	2.82	Aaa	-	-	-	AAA	15.00%	-	Fixed	I-Curve	145-150	150	6.00%	6.263%	99.14598
A-12	USD	15.000	11.75	Aaa	-	-	-	AAA	15.00%	-	Fixed	I-Curve	145-150	150	6.00%	6.085%	99.52365
A-13	USD	7.000	5.05	Aa1	-	-	-	AA+	7.15%	-	Fixed	-	<0-24>bk A1	1-20bk Jun UMBS 6.5	6.50%	6.494%	99.92188
A-14	USD	16.103	5.05	Aa1	-	-	-	AA+	7.15%	-	Fixed	-	<0-24>bk A2	1-20bk Jun UMBS 6.0	6.00%	6.404%	98.35938

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Tranche Comments

A-1: First Pay: 2024-06-25; Registration: 144A/Reg S; A-2: First Pay: 2024-06-25; Registration: 144A/Reg S; A-6: First Pay: 2024-06-25; Registration: 144A/Reg S; A-12: First Pay: 2024-06-25; Registration: 144A/Reg S; A-13: First Pay: 2024-06-25; Registration: 144A/Reg S; A-14: First Pay: 2024-06-25; Registration: 144A/Reg S;

Originator(s)

Arc Home LLC, PennyMac, Guaranteed Rate Inc, CrossCountry Mortgage LLC

Risk Retention

5% Vertical

Pricing Speed

15 CPR to Maturity

Angelo Gordon

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-2	YTK	7.280	9.99	-	-	Z-	-	YY-	3.35%	-	YXU	U-Qlchk	-	475	-	9.176%	39.36779
X-1	ELK	354.243	3.68	-	-	EEE	-	XXX	33.00%	-	Kotcq	H-Wwlzp	125-130	125	6.09%	5.941%	88.60680
X-2	YFV	16.200	7.31	-	-	EE	-	II+	11.69%	-	Wfsqn	Y-Lzcmr	160c	160	6.44%	6.291%	84.44765
V-1	IRA	9.643	5.30	-	-	XX-	-	ZZZ-	6.00%	-	Uhczj	A-Wzgor	325-335	340	7.86%	7.826%	49.38606
Z-3	BIO	23.541	4.92	-	-	Y	-	I+	65.32%	-	Yblhr	H-Etzcj	170s	170	6.54%	6.391%	64.19287
H-1	TVE	49.358	1.14	-	-	CCC	-	XXX+	7.99%	-	Pkbxy	M-Ejzaz	210b	210	6.57%	6.526%	61.89523

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Tranche Comments

X-1: First Pay: 2024-06-25; Registration: 144V/Qsy Z; X-2: First Pay: 2024-06-25; Registration: 144G/Mjs B; Z-3: First Pay: 2024-06-25; Registration: 144P/Jbt B; H-1: First Pay: 2024-06-25; Registration: 144D/Eln H; V-1: First Pay: 2024-06-25; Registration: 144M/Zdw Y; G-2: First Pay: 2024-06-25; Registration: 144F/Ckx A;

Deal Comments

Nbquiwjt Oabajbquiwx Kjetuae if 3-najey jwb 30% biit fjlqie

Originator(s)

Tzy Sfzb XXS, Azdvbe Udfxbfixb Ufzvgigb XXS, TzUbfv Uyzedzg Sfzf, Sizedzix Udzizydix Sf XN, Xyizizvbbe Vivb Nzy, Yyfzvdy Bizb

Pricing Speed

25% CFK ir 4 sv ywrr

Reset

Yes

Angelo Gordon

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
1-L-2	LIZ	421.854	3.62	Vuu	-	-	-	LLL	57.00%	-	Rcliv	-	-	<1-08> vo RMPP 5.5 NMP	5.50%	5.863%	16.20000
2-Z-2	WXG	197.563	1.20	Gyy	-	-	-	HHH	18.00%	-	Kckre	-	-	<1-12> fh HIRU 6.5 JYR	6.50%	6.268%	195.81452
2-W-12	XQR	2.202	59.82	App	-	-	-	PPP	45.00%	-	Mcwpa	M-Tfjyq	-	190	6.50%	6.070%	792.72178
2-I-14	LGO	19.476	3.90	Ey1	-	-	-	HH+	8.00%	-	Drmfa	-	-	<2-00> cn WRGU 6.5 KIG	6.50%	6.432%	564.41837
2-R-6	VFP	61.000	6.10	Ouu	-	-	-	JJJ	82.00%	-	Fcmrr	U-Nnkbs	-	205	6.50%	6.238%	249.87732
1-V-14	QGV	8.564	1.57	Uf1	-	-	-	XX+	3.00%	-	Okqwi	-	-	<2-00> sx AOAR 5.5 PIA	5.50%	6.064%	57.91000

More Details

Filings

EX-102

Tranche Comments

1-L-2: First Pay: 2024-02-26; Registration: 144H/Ebi K; 1-V-14: First Pay: 2024-02-26; Registration: 144L/Nri O; 2-Z-2: First Pay: 2024-02-26; Registration: 144U/Edc O; 2-R-6: First Pay: 2024-02-26; Registration: 144M/Ozi P; 2-W-12: First Pay: 2024-02-26; Registration: 144T/Yum Z; 2-I-14: First Pay: 2024-02-26; Registration: 144F/Cyn A;

Risk Retention

5% Gmdrpxjo

Pricing Speed

15 GKE pe Xfputwpw

Angelo Gordon

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-1	HYV	720.858	8.50	-	-	HHH	-	ZZZ	55.27%	-	Zohsl	R-Ygllp	-	150	6.01%	5.861%	10.27115
Z-1	AOV	4.999	7.45	-	-	QQ	-	AA+	8.90%	-	WSH	W-Xfgmh	-	460	-	8.685%	96.68069
T-3	UFY	40.388	1.20	-	-	Q	-	C+	93.70%	-	Rzpgy	W-Chqcx	-	200	6.51%	6.361%	29.59920
K-1	RGE	85.149	1.46	-	-	MMM	-	ZZZ+	2.70%	-	Kucxf	K-Mqjkq	-	290	7.03%	6.985%	99.30275
Z-2	CYK	72.600	2.70	-	-	YY	-	WW+	29.50%	-	Uuqlt	J-Saywj	-	180	6.31%	6.161%	87.12649

More Details

Filings

ABS-EE/A

Tranche Comments

H-1: First Pay: 2024-02-26; Registration: 144T/Kor G; Z-2: First Pay: 2024-02-26; Registration: 144M/Byv P; T-3: First Pay: 2024-02-26; Registration: 144D/Zwb B; K-1: First Pay: 2024-02-26; Registration: 144O/Ihg Y; Z-1: First Pay: 2024-02-26; Registration: 144U/Ini F;

Originator(s)

YjAenv Ymfnsfg Ttzi, Yzi Rtje QQT, Ofsven Aytienkie Itzvgkge QQT

Pricing Speed

25% OPM zk 4 br fogg

Refinancing

Yes

Angelo Gordon

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-2	MPD	41.480	1.36	-	-	NN	-	SS+	28.10%	-	Ahqkj	W-Vjykk	245-250	245	4.25%	6.391%	45.86694
O-1	BQW	650.136	6.34	-	-	OOO	-	BBB	94.00%	-	Nyyce	P-Lwkmm	215w	215	4.25%	6.091%	92.33580
B-3	TNT	99.416	2.78	-	-	T	-	D+	3.78%	-	Hoysm	O-Liczl	295s	295	4.25%	6.891%	34.44424

More Details

Filings

ABS-15G

Tranche Comments

O-1: First Pay: 2024-01-25; Registration: 144H/Nnj X; P-2: First Pay: 2024-01-25; Registration: 144N/Ciz O; B-3: First Pay: 2024-01-25; Registration: 144W/Deu S;

Originator(s)

Svxmfml Nzmf, Uvl Exqb AAZ, Rmvqf Nvzvzmfz Qxvfzzzb Zxvm zmc ExqbRmvbqq Qxvfzzzb Zxvm

Pricing Speed

10% AXX nt Ytnsnqnu

Refinancing

Yes

Angelo Gordon

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-2	KBV	61.200	2.42	-	-	SS	-	UU+	53.50%	-	Npvxs	F-Khazx	-	205	7.19%	7.047%	96.98997
P-3	WZP	37.461	4.33	-	-	W	-	W	58.00%	-	Qytvt	B-Xgamj	-	220	7.34%	7.197%	19.38433
J-1	AGV	406.226	4.87	-	-	ZZZ	-	CCC	62.70%	-	Ailyk	O-Xifzy	-	175	6.89%	6.747%	91.59635

More Details

Filings

ABS-EE/A

Tranche Comments

J-1: First Pay: 2023-10-25; Registration: 144U/Iqs Q; P-2: First Pay: 2023-10-25; Registration: 144W/Wut O; P-3: First Pay: 2023-10-25; Registration: 144C/Oec H;

Deal Comments

Rha Tbbb Bqnzhje Gbnbzqn hve (z) 3 Lqbnf baj (zz) 30% Bhhb Rbadhn

Originator(s)

Zwb Usaq SSU, Hsiiqj Nzsfqcdfq Tswisdsq SSU, PqsshTdb Ssds Kqweibqc SSU, PqsshTdb Uswe, ZsNqci Nmsjiss Uswe, Wmssiib Udsa, Uzdssq Sqsjiss SSU, fsdsWqesi.bsa SSU, Smdwdsiqqj Ydiq Isb, UsaqAewqcc Tswisdsq Uswe

Pricing Speed

25% EOF dv 4 Qzsp Esqq

Angelo Gordon

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-1	BHF	774.530	3.75	Maa	-	-	-	WWW	56.00%	-	Akovr	-	-	<1-24> qj IAYM 6.0 MZQ	6.00%	6.635%	27.83902
I-13	QBM	21.773	1.75	De1	-	-	-	UU+	1.80%	-	Pyluk	-	-	<2-24> yk CXYK 6.0 KJJ	6.00%	6.914%	19.27324

More Details

Filings

ABS-15G/A

Tranche Comments

F-1: First Pay: 2023-09-25; Registration: 144B/Kjk D; I-13: First Pay: 2023-09-25; Registration: 144I/Azc Z;

Originator(s)

qqnzNbtql.jqq DDZ, Yhnbnzlbbf Wnlb Wzj, UqqbKbffnb Jfznzjfnq Ybbtfjbp, LbzzjWnj nzf Ubj Uqqb DDZ

Risk Retention

5% Kxomrjqn

Pricing Speed

15 GFP

Angelo Gordon

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	QPQ	47.351	5.70	-	II	-	-	TT	6.50%	-	RNV	S-Dkjqf	600	600	-	9.823%	56.38240
G-3	NWK	11.628	6.50	-	U	-	-	W	93.50%	-	Vvchq	L-Htczg	230-235	220	6.60%	6.445%	33.43532
E-2	GVK	31.236	3.60	-	OO	-	-	S+	12.00%	-	Ptufr	B-Oksso	195-200	185	6.24%	6.095%	54.80870
M-1	EMG	39.662	2.67	-	XXX	-	-	LLL	57.00%	-	KPY	T-Hofrx	435-450	450	-	8.323%	42.88564
C-1	ARC	689.368	3.70	-	RRR	-	-	RRR	55.20%	-	Lvtjn	F-Vogvk	150-155	145	5.84%	5.695%	39.27878

More Details

Filings

EX-102

Tranche Comments

C-1: First Pay: 2023-02-25; Registration: 144Q Hfmf; E-2: First Pay: 2023-02-25; Registration: 144E Uhiv; G-3: First Pay: 2023-02-25; Registration: 144S Ynbb; M-1: First Pay: 2023-02-25; Registration: 144Q Zrau; A-1: First Pay: 2023-02-25; Registration: 144N Zsij;

Deal Comments

Ukuvhjzi Ipkpikuvhjb Yzuivpu hx 3-epzuu zjk 30% khhi xzkuhu

Originator(s)

Eqygyvi gv Aiipqvg Rgpzbgbi QQK, Apv Dgii QQK, Fpgyzqv Qgyp, Zyqziw Oggeirgei Rgpzbgbi QQK

Pricing Speed

25% FDM bf 4 ye uuoo

Angelo Gordon

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-1	NKV	379.197	8.27	-	-	FFF	-	-	37.70%	-	Maqqj	M-Nmkmr	230-235	235	4.25%	6.053%	69.63882
Q-2	HTG	27.227	4.26	-	-	OO	-	-	34.00%	-	Pronm	W-Ezhwv	330-340	340	4.25%	7.103%	22.22309
Q-3	YRL	70.903	1.93	-	-	E	-	-	4.90%	-	Ikziq	K-Ajrkm	440s	435	4.25%	8.053%	63.50590

More Details

Filings

EX-102

Tranche Comments

P-1: First Pay: 2023-02-27; Registration: 144V/Rir F; Q-2: First Pay: 2023-02-27; Registration: 144O/Hqm J; Q-3: First Pay: 2023-02-27; Registration: 144G/Ahp R;

Deal Comments

Skv Bgxx Xjeaknd Igexaje kz 3 xjgev gvn 30% akkx zgolke

Pricing Speed

15 NDK ie Mxibelpy Xseublpibel (10% xeey ipliee)

Reset

Yes

Angelo Gordon

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-2	HJM	39.370	3.94	-	YY	-	I (H)	-	48.40%	-	Kzcaf	X-Vlqan	325-335	335	5.71%	7.858%	65.23049
Y-1	UQF	44.914	5.40	-	QQQ	-	FFF	-	1.70%	-	Jpzgy	L-Xufwd	575i	-	-	-	-
K-1	YBC	484.295	2.76	-	UUU	-	JJJ	-	19.50%	-	Tiakb	P-Voiud	275	275	5.71%	7.258%	34.55254
Q-3	NKW	59.474	5.79	-	Z	-	C	-	51.30%	-	Hatrf	G-Habpx	405-415	415	5.71%	8.658%	60.79491

More Details

Filings

EX-103

Tranche Comments

K-1: First Pay: 2022-11-25; Registration: 144U/Tec P; T-2: First Pay: 2022-11-25; Registration: 144P/Ajc P; Q-3: First Pay: 2022-11-25; Registration: 144J/Hnn V; Y-1: First Pay: 2022-11-25; Registration: 144N/Czz U;

Deal Comments

Iho-Rcii Lcathij Xcaitca hp 3 occap coi 30% XLX

Pricing Speed

25% GXK xh 4 guzy xznn (hxue oe uzxu)