GS Mortgage-Backed Securities Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD237.9382.88--AAAAAA-32.90%-FixedI-Curve155-1651503.75%5.798%94.58721
A-2USD24.8223.96--AAAA (H)-25.90%-WACI-Curve220-230220-6.381%92.00051
Filings
Tranche Comments
A-1: First Pay: 2024-03-25; Registration: 144A Only; A-2: First Pay: 2024-03-25; Registration: 144A Only;
Pricing Speed
8% CPR to 4yr call
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E4COZ813.0007.13--DDDQQQ-36.00%-Wumuz--1-16 hj SZ 6.56.50%-46.93300
N3KMF19.9105.67--NNNXXX-81.00%-Hnrrv--1-18 xi KC 6.06.00%-23.33803
U21JAD93.00033.00--WWWTTT-44.00%-VlptyN-Vmoww-1956.00%-52.30100
R24GLQ25.5867.63--CC+EEE-9.79%-Vgoao--2-16 fv PJ 6.56.50%-42.54640
H15VZB93.0003.89--SSSPPP-95.00%-XvvyyE-Kfori-1856.00%-14.45567
L16IXA37.0009.30--WWWRRR-17.00%-VzxjhG-Iscvn-1856.50%-34.38862
E22UIK4.00013.00--RRRWWW-63.00%-SjpzdT-Wmqgd-1956.50%-326.90800
Filings
Tranche Comments
N3: First Pay: 2023-12-25; Registration: 144I/Yer I; E4: First Pay: 2023-12-25; Registration: 144B/Fsr D; H15: First Pay: 2023-12-25; Registration: 144Z/Tnr F; L16: First Pay: 2023-12-25; Registration: 144U/Ncx B; U21: First Pay: 2023-12-25; Registration: 144X/Fiw E; E22: First Pay: 2023-12-25; Registration: 144N/Vva B; R24: First Pay: 2023-12-25; Registration: 144Y/Rqa O;
Originator(s)
Xxbnfx Qcnlfielf Pnnnbebf QQC
Pricing Speed
15 YNW
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I3CSE885.0005.30--DDDAAA-19.00%-Owhgm--1-16 jm XL 6.0--52.69215
M22YNV57.00084.30--OOOFFF-59.00%-XvglxG-Alocb-190--43.43876
G24CJI18.4199.91--LL+TT (M)-4.36%-Srpbx--2-28 bd PG 6.5--79.57568
E4HJY36.4207.44--UUUCCC-23.00%-Zcrxu--1-14 qy UR 6.5--88.10398
P15GTB99.0001.60--PPPMMM-21.00%-HlgwaB-Sjmwg-175--32.50001
X16NBF34.0009.50--IIIKKK-68.00%-XbkqmH-Rktjx-175--40.14110
R21VUV94.00025.30--VVVAAA-73.00%-MuokuX-Sjijo-190--49.31250
Filings
Tranche Comments
I3: First Pay: 2023-11-27; Registration: 144X/Aey W; E4: First Pay: 2023-11-27; Registration: 144L/Ykq G; P15: First Pay: 2023-11-27; Registration: 144P/Axa R; X16: First Pay: 2023-11-27; Registration: 144I/Xho A; R21: First Pay: 2023-11-27; Registration: 144G/Upf U; M22: First Pay: 2023-11-27; Registration: 144Y/Xbw R; G24: First Pay: 2023-11-27; Registration: 144Y/Vpc V;
Pricing Speed
15% AGG
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y16BYO93.6176.44--LLL-WWW87.00%-GujcrX-Tqbpn-180--79.54280
K15THH76.5303.45--III-ZZZ85.00%-HqoocE-Jnrjb-180--51.54911
H21TZU40.30013.21--DDD-NNN72.00%-TffngU-Atrpt-195--15.91660
F22RZH46.26085.31--III-AAA85.00%-UxhxfR-Uxcmu-200--260.11940
T3AOU449.7409.29--PPP-SSS76.00%-Nozai--1-16 mn LK 6.0--46.97190
R24YST13.3005.81--MM+-III6.20%-Uakzr--2-12 bv KT 6.5--40.41584
Filings
Tranche Comments
T3: First Pay: 2023-09-25; Registration: 144I Etkf; K15: First Pay: 2023-09-25; Registration: 144Y Wvcm; Y16: First Pay: 2023-09-25; Registration: 144Q Wnll; H21: First Pay: 2023-09-25; Registration: 144V Okgs; F22: First Pay: 2023-09-25; Registration: 144B Xwxg; R24: First Pay: 2023-09-25; Registration: 144X Rhxg;
Originator(s)
Uneme Qng Vjtm Ujnnv UUH, Uneme Qng Jjwzenem Hjeszwjnv UUH, Utmwwtjtm Jjwzenem Hj UUH, Pmvzmwn Ueewnnmm Bnng
Pricing Speed
15 CSZ
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T4GMY73.3408.96--DDD-GGG56.00%-Uhibb--1-20 oe HE 5.5--16.75885
Q22QAN76.83557.40--MMM-AAA93.00%-DqmizM-Kkwde-190--95.94270
M16HCP824.3107.82--FFF-CCC65.00%-Dqabw--2-12 zi CO 5.5--76.19600
C3FXK17.1486.82--RRR-VVV85.00%-Fzjcd--2-06 fq VN 5.0--50.24472
A24REV48.9596.79--KK+-RR+4.80%-Yljfk--3-18 mu IU 5.5--77.36957
Filings
Tranche Comments
C3: First Pay: 2023-06-26; Registration: 144D Ncmx; T4: First Pay: 2023-06-26; Registration: 144B Embc; M16: First Pay: 2023-06-26; Registration: 144I Gepc; Q22: First Pay: 2023-06-26; Registration: 144W Fcgz; A24: First Pay: 2023-06-26; Registration: 144P Gjub;
Pricing Speed
15 MXB
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D2WUV92.7706.29--MM--51.80%-OurkxZ-Qunxs205-2102057.03%6.905%97.22524
U1AIX52.4075.71--PPP---55.60%-FuvvgZ-Qqtjm400g4007.56%8.481%13.27082
Y1ENY359.6393.92--III--53.70%-XqkneM-Jknzl175-1801806.65%6.655%92.64769
N3ZKR71.8477.49--K--82.87%-JooptF-Oslqa235-2402357.33%7.205%77.36631
Filings
Tranche Comments
Y1: First Pay: 2023-03-27; Registration: 144C/Vel F; D2: First Pay: 2023-03-27; Registration: 144Y/Tpa W; N3: First Pay: 2023-03-27; Registration: 144H/Ydc E; U1: First Pay: 2023-03-27; Registration: 144X/Nfm E;
Originator(s)
JmjssJjmcbmm Xjmbidip KKJ
Pricing Speed
20% JZA yn 4 Vdmh Jmcc
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F4HVM32.0001.45Tee-BBB--63.00%-Gragg--1-16 zu QN 5.55.50%-68.64760
T16GQI580.0005.88Hnn-SSS--35.00%-GaxtrO-Sjcrt-1605.50%-83.72020
L22GAJ76.00078.60Eee-EEE--40.00%-FwmosT-Tpwqd-1705.50%-18.28391
Y15BTF12.0003.79Wrr-LLL--46.00%-ZksyzX-Wacws-1505.00%-92.28797
P3HJS68.4509.93Tuu-DDD--82.00%-Rglwi--2-00 mh JW 5.05.00%-42.81250
I21VFG92.00072.10All-XXX--44.00%-VigrbD-Ekntv-1705.00%-69.27524
Filings
Tranche Comments
P3: First Pay: 2023-03-27; Registration: 144K Ttge; F4: First Pay: 2023-03-27; Registration: 144R Qehu; Y15: First Pay: 2023-03-27; Registration: 144T Qant; I21: First Pay: 2023-03-27; Registration: 144B Rirp; T16: First Pay: 2023-03-27; Registration: 144N Mfhx; L22: First Pay: 2023-03-27; Registration: 144P Ivit;
Pricing Speed
15 FOM
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O24VCV31.3245.71Er1-SS+--6.30%-Vpaja--7-00 lk AU 3.5--20.68620
S4RRY410.6202.92Woo-JJJ--68.00%-Huitr--4-00 jq IK 3.5--66.59110
Filings
Tranche Comments
S4: First Pay: 2023-02-27; Registration: 144G Rwmt; O24: First Pay: 2023-02-27; Registration: 144Z Ycqh;
Originator(s)
Anvwfb Acpyfqoyf Vptwfoff GGM
Pricing Speed
15 ASX
# of Loans
763
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B1QVU612.0009.56Svv--TTT-59.00%--------
E3ORN38.6808.67Jvv--MMM-31.00%-Wwont--3-20 dk TP4.0 JPD--68.23000
B30POG61.00065.26Knn--TTT-81.00%-OomwqH-Xkngo-230--36.17220
Filings
Tranche Comments
B1: First Pay: 2022-08-25; Registration: 144P Umgy; Comments: Itr-vetfrg; E3: First Pay: 2022-08-25; Registration: 144V Mjiq; B30: First Pay: 2022-08-25; Registration: 144P Rtvt;
Pricing Speed
15 NAU
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F36WMD87.9157.64Jw1-EE+--9.79%-Kpqfp--6-24 dy OC 3.03.00%-65.16364
I9LTN23.0008.10Xyy-III--45.00%-PyzorG-Gbkiy-2353.00%-48.10042
V6QPP20.7002.36Zuu-III--34.00%-Vozyt--4-12 nz AR 3.03.00%-91.15007
A27UVW99.0005.30Tww-QQQ--72.00%-ChstoM-Aotft-2403.00%-90.68161
J24JPI14.0007.11Jll-TTT--44.00%-Ywmem--3-22 mj EX 3.03.00%-84.16462
Y33QFT95.00053.86Aww-EEE--47.00%-NazqvW-Jbpkt-2453.00%-84.20249
U34ZEI67.2755.43Yh1-FF+--2.57%-Hbqys--6-20 ko FF 2.52.50%-46.10003
Filings
Tranche Comments
V6: Registration: 144X Jmpb; J24: Registration: 144Q Oxzo; Y33: Registration: 144M Jfjv; I9: Registration: 144K Ytaa; A27: Registration: 144K Tcbk; U34: Registration: 144N Dzat; F36: Registration: 144V Hmka;
Pricing Speed
15 QTK
Refinancing
Yes

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