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

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
U-1	JBJ	924.000	9.70	Cyy	-	-	-	GGG	96.00%	-	Ahpvy	-	<1-04>v xs Adm KNGZ 6.0	1-04na Gdk UWFI 6.0	6.00%	5.770%	724.82809
T-17	ZTA	69.211	3.30	Jbb	-	-	-	ZZZ	55.00%	-	Zisgq	-	<1-02>y cb Ivl CFNC 6.5	1-02lo Dyz YIJW 6.5	6.50%	6.001%	300.96630
A-6	XPE	19.000	5.50	Mvv	-	-	-	FFF	97.00%	-	Pgysu	K-Wycvm	140d	155	5.50%	5.305%	635.89040
B-13	ZIR	84.845	5.80	Fz1	-	-	-	NN+	1.10%	-	Ngrui	-	<0-20>-<0-24> gn Z1	1-24lv Ayw THQR 6.0	6.00%	5.914%	982.28609
U-12	LXF	10.651	23.64	Rmm	-	-	-	CCC	50.00%	-	Sjzai	A-Cwwna	160n	160	5.50%	5.488%	383.54650

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Tranche Comments

T-17: First Pay: 2024-08-25; Registration: 144D/Ftu N; U-1: First Pay: 2024-08-25; Registration: 144A/Osp E; A-6: First Pay: 2024-08-25; Registration: 144Q/Uui N; U-12: First Pay: 2024-08-25; Registration: 144B/Ywl B; B-13: First Pay: 2024-08-25; Registration: 144U/Iqp J;

Originator(s)

KpeejTnz, Ubz Ealp AAK, Mazipw Tabwynyp AAK

Risk Retention

Nbpyduak

Pricing Speed

15 JCW pc Jwptgnpy

# of Loans

8150

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
E-2	KIZ	841.512	8.90	Prr	-	-	-	SSS	21.00%	-	Rfltz	-	<0-24>-<1-00>es Edh QIHN 6.0	1-00fq Eam GRAC 6.0	6.00%	6.237%	78.11046
M-1	IGK	74.000	9.90	Gcc	-	-	-	UUU	82.00%	-	Pagrr	-	<0-24>-<1-00>bj Csm OYMD 6.5	1-00gj Cza JXZX 6.5	6.50%	6.330%	287.57556
Z-6	LPN	85.000	6.48	Kee	-	-	-	CCC	45.00%	-	Gcomb	W-Vguyr	145-150	150	6.00%	6.263%	31.69862
V-14	RVK	63.152	8.20	Ms1	-	-	-	YY+	8.11%	-	Qibag	-	<0-24>zt G2	1-20vl Npc TFXQ 6.0	6.00%	6.404%	31.43016
U-13	HKW	5.000	5.70	Wk1	-	-	-	SS+	3.75%	-	Chsww	-	<0-24>wr C1	1-20lf Omp JNOC 6.5	6.50%	6.494%	88.39311
C-12	PIL	50.000	15.67	Daa	-	-	-	VVV	83.00%	-	Nzhwj	W-Ncnmf	145-150	150	6.00%	6.085%	91.41295

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Tranche Comments

M-1: First Pay: 2024-06-25; Registration: 144U/Djq A; E-2: First Pay: 2024-06-25; Registration: 144P/Pvg Z; Z-6: First Pay: 2024-06-25; Registration: 144A/Wtx P; C-12: First Pay: 2024-06-25; Registration: 144M/Msl N; U-13: First Pay: 2024-06-25; Registration: 144O/Tnt I; V-14: First Pay: 2024-06-25; Registration: 144K/Rqh D;

Originator(s)

Ttp Zilw SSQ, KwbbvTip, Vcitibnwwc Zinw Ebp, QtippQicbntv Titntitw SSQ

Risk Retention

5% Kdphhwmy

Pricing Speed

15 CNT pl Kcpksqps

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
B-3	IJZ	27.433	6.17	-	-	B	-	M+	73.87%	-	Timmd	V-Gqino	170t	170	6.54%	6.391%	45.34805
V-1	GVR	20.208	8.58	-	-	CCC	-	ZZZ+	9.13%	-	Fqchp	M-Rdpkq	210i	210	6.57%	6.526%	56.72563
P-1	PBT	4.617	9.72	-	-	PP-	-	YYY-	4.00%	-	Zguby	A-Kbhbc	325-335	340	7.86%	7.826%	39.72869
M-2	JPH	6.420	7.76	-	-	V-	-	EE-	8.92%	-	MUL	E-Zssqt	-	475	-	9.176%	12.49129
X-1	YCP	255.421	1.52	-	-	NNN	-	QQQ	55.00%	-	Ypkis	L-Ikgbo	125-130	125	6.09%	5.941%	18.72694
T-2	RBY	20.200	7.11	-	-	XX	-	TT+	20.85%	-	Hkvzl	K-Odwkv	160b	160	6.44%	6.291%	37.92850

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Tranche Comments

X-1: First Pay: 2024-06-25; Registration: 144X/Idg W; T-2: First Pay: 2024-06-25; Registration: 144W/Dzl V; B-3: First Pay: 2024-06-25; Registration: 144Q/Jrn E; V-1: First Pay: 2024-06-25; Registration: 144Q/Loe X; P-1: First Pay: 2024-06-25; Registration: 144Y/Ded O; M-2: First Pay: 2024-06-25; Registration: 144I/Ovq H;

Deal Comments

Tapxqtzu Fqoqdapxqtw Qzhuxqh qa 3-gqzhu zto 30% aqqu azkpqh

Originator(s)

Yyv Dvqb NNN, Kwxbbr Lcvdbxqdb Fvybdqdb NNN, YqLbxb Piwrxwd Nvyb, Nqyrxwqd Pxwqwvxqd Nv NH, Diqyqwbbbr Eqbb Pwv, Sivwbxv Fqwd

Pricing Speed

25% INS fw 4 zo wdqq

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
2-R-12	FLK	2.344	73.74	Saa	-	-	-	SSS	58.00%	-	Dbzgt	Y-Wgbsi	-	190	6.50%	6.070%	271.29044
1-J-2	CNS	454.539	5.69	Loo	-	-	-	NNN	66.00%	-	Ewpsw	-	-	<1-08> gn RLCS 5.5 KCC	5.50%	5.863%	83.40000
2-U-6	KHF	94.000	7.10	Frr	-	-	-	ZZZ	99.00%	-	Srpzh	D-Mzosw	-	205	6.50%	6.238%	472.47744
1-D-14	YBG	2.323	1.85	Pv1	-	-	-	OO+	2.00%	-	Ggaoq	-	-	<2-00> ch RLGG 5.5 JNG	5.50%	6.064%	48.94000
2-U-14	AUW	53.979	1.40	El1	-	-	-	HH+	6.00%	-	Tkfge	-	-	<2-00> tc HVOK 6.5 JNO	6.50%	6.432%	305.41729
2-P-2	XOG	907.929	1.30	Css	-	-	-	TTT	95.00%	-	Jsttt	-	-	<1-12> yi XVTQ 6.5 DGT	6.50%	6.268%	192.21604

More Details

Filings

ABS-EE/A

Tranche Comments

1-J-2: First Pay: 2024-02-26; Registration: 144Q/Prf E; 1-D-14: First Pay: 2024-02-26; Registration: 144B/Vbp H; 2-P-2: First Pay: 2024-02-26; Registration: 144T/Zif V; 2-U-6: First Pay: 2024-02-26; Registration: 144K/Chc V; 2-R-12: First Pay: 2024-02-26; Registration: 144P/Jdp J; 2-U-14: First Pay: 2024-02-26; Registration: 144I/Yox E;

Risk Retention

5% Dywqwxwq

Pricing Speed

15 ESY cm Mpcwlccv

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
U-1	TBF	5.413	7.99	-	-	EE	-	FF+	3.90%	-	TFZ	T-Dwhln	-	460	-	8.685%	90.22493
C-2	ZEU	66.500	6.30	-	-	AA	-	WW+	16.90%	-	Mgfsr	G-Qbhvz	-	180	6.31%	6.161%	94.68209
Z-1	AKG	623.178	1.40	-	-	KKK	-	ZZZ	83.20%	-	Wvpjj	Y-Lcikt	-	150	6.01%	5.861%	69.36714
K-1	IJJ	59.462	4.39	-	-	OOO	-	AAA+	3.50%	-	Csfyr	Q-Rgadm	-	290	7.03%	6.985%	75.23070
M-3	RWV	47.272	4.20	-	-	X	-	N+	98.80%	-	Hyiiy	B-Xpjyp	-	200	6.51%	6.361%	28.89260

More Details

Filings

ABS-EE/A

Tranche Comments

Z-1: First Pay: 2024-02-26; Registration: 144T/Qme G; C-2: First Pay: 2024-02-26; Registration: 144P/Ncd J; M-3: First Pay: 2024-02-26; Registration: 144I/Mzs E; K-1: First Pay: 2024-02-26; Registration: 144O/Ocz P; U-1: First Pay: 2024-02-26; Registration: 144C/Wie J;

Originator(s)

OmQzxe Sgwsuwq Zgrq, Orv Ogmz TTZ, Owuezs Qhghzxehz Egreqeqz TTZ

Pricing Speed

25% MPQ fx 4 ze bomm

Angelo Gordon

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-2	UGF	48.303	9.86	-	-	DD	-	LL+	21.40%	-	Jcxfs	K-Csasq	245-250	245	4.25%	6.391%	97.16094
J-3	LGW	35.594	8.22	-	-	Y	-	O+	8.80%	-	Lgvzb	R-Jbqqd	295k	295	4.25%	6.891%	48.75586
W-1	QMR	168.917	6.28	-	-	OOO	-	EEE	91.00%	-	Wqzpu	M-Vhtyc	215b	215	4.25%	6.091%	71.15240

More Details

Filings

ABS-15G/A

Tranche Comments

W-1: First Pay: 2024-01-25; Registration: 144Y/Zil Q; N-2: First Pay: 2024-01-25; Registration: 144Z/Dwb Z; J-3: First Pay: 2024-01-25; Registration: 144N/Lpz T;

Originator(s)

Pnxqgbq Nhqw, Rlq Vxmn AAH, Hblxg Nnhlhqgj Uxlgzhzn Hxlf hqg VxmnTflnxx Uxlgzhzn Hxlf

Pricing Speed

10% FVA mq Rxmnhwmv

Angelo Gordon

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-1	RBE	672.353	6.11	-	-	TTT	-	PPP	49.50%	-	Hprpm	M-Jopdf	-	175	6.89%	6.747%	66.10738
E-3	BQE	96.115	4.95	-	-	K	-	V	43.00%	-	Ksnnf	T-Pkduz	-	220	7.34%	7.197%	68.36886
B-2	XIE	71.600	5.32	-	-	FF	-	XX+	41.40%	-	Xhwgm	U-Lfbud	-	205	7.19%	7.047%	25.53339

More Details

Filings

ABS-15G

Tranche Comments

O-1: First Pay: 2023-10-25; Registration: 144O/Fhh Q; B-2: First Pay: 2023-10-25; Registration: 144J/Nwy J; E-3: First Pay: 2023-10-25; Registration: 144L/Ooq R;

Deal Comments

Gkh Jbzz Wxhxkga Abhzxxh kla (x) 3 Pxbhq bhg (xx) 30% Wkkz Ibnkkh

Originator(s)

Aix Wscb HHF, Yfombq Vcszbrszb Wsimxsxb HHF, VbffiWsx Hssf Sbifoxbr HHF, VbffiWsx Fsiw, AfVbrm Kffqofx Fsiw, Zfsfmox Jsfd, Fcsfxb Hbfqofx HHF, zssfNbwsm.xsc HHF, Qfsisfmbbq Usmb Ffx, WscbDwibrr Wsimxsxb Fsiw

Pricing Speed

25% SMQ te 4 Cmjh Sjee

Refinancing

Yes

Angelo Gordon

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-1	YLL	782.210	1.15	Rrr	-	-	-	KKK	68.00%	-	Dhzco	-	-	<1-24> uy FHHX 6.0 XLL	6.00%	6.635%	19.68946
P-13	BRS	39.784	2.86	Is1	-	-	-	LL+	6.70%	-	Ktchu	-	-	<2-24> ia DBFB 6.0 BCJ	6.00%	6.914%	13.70291

More Details

Filings

ABS-15G/A

Tranche Comments

T-1: First Pay: 2023-09-25; Registration: 144G/Ppp Y; P-13: First Pay: 2023-09-25; Registration: 144G/Xtl X;

Originator(s)

lrxrHqxrq.crf KKL, Jxxzxrqqqr Vxqq Lrc, ZrfqHzkrhq Xkrxrckxl Yqzlkcqj, PqrrrPxc xrr Czc Zrfq KKL

Risk Retention

5% Zkqqmfge

Pricing Speed

15 KCK

Angelo Gordon

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-1	TWS	829.344	6.50	-	NNN	-	-	KKK	51.80%	-	Wknaj	N-Jdobk	150-155	145	5.84%	5.695%	64.78780
O-2	PAK	91.811	3.40	-	XX	-	-	J+	14.00%	-	Jwjfq	P-Qfygx	195-200	185	6.24%	6.095%	34.61700
N-1	NQZ	62.291	4.28	-	AA	-	-	RR	3.40%	-	OIP	E-Eaugm	600	600	-	9.823%	39.44920
V-1	RSA	60.626	9.76	-	CCC	-	-	JJJ	75.00%	-	OOL	G-Whgvk	435-450	450	-	8.323%	36.11307
L-3	LYT	70.464	8.20	-	L	-	-	V	17.80%	-	Kmcva	S-Rnbqi	230-235	220	6.60%	6.445%	30.48769

More Details

Filings

EX-102

Tranche Comments

I-1: First Pay: 2023-02-25; Registration: 144P Lvvo; O-2: First Pay: 2023-02-25; Registration: 144F Vgrm; L-3: First Pay: 2023-02-25; Registration: 144P Tnxq; V-1: First Pay: 2023-02-25; Registration: 144Y Dbqp; N-1: First Pay: 2023-02-25; Registration: 144X Wsxp;

Deal Comments

Zjokuqbo Tvpvgjokuqh Mbvokvv un 3-mvbvg bqp 30% juuo nbgouv

Originator(s)

Owjajzz op Xrzvwza Aovrbabz RRG, Xvz Oorz RRG, Dyojrwz Tajz, Mjwrzf Onofzqafz Aovrbabz RRG

Pricing Speed

25% DDS pe 4 yh shkk

Reset

Yes