GS Mortgage-Backed Securities 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	237.938	2.88	-	-	AAA	AAA	-	32.90%	-	Fixed	I-Curve	155-165	150	3.75%	5.798%	94.58721
A-2	USD	24.822	3.96	-	-	AA	AA (H)	-	25.90%	-	WAC	I-Curve	220-230	220	-	6.381%	92.00051

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Filings

ABS-15G

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

Goldman Sachs Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G16	OLY	90.000	4.74	-	-	FFF	AAA	-	65.00%	-	Xfzzx	Q-Vtmzq	-	185	6.50%	-	68.93298
A21	ZGA	51.000	26.00	-	-	MMM	RRR	-	29.00%	-	Hnntb	R-Jzfcb	-	195	6.00%	-	63.96410
I3	WOK	96.760	1.61	-	-	XXX	AAA	-	55.00%	-	Iwqff	-	-	1-18 ll QC 6.0	6.00%	-	29.49238
M24	MSB	69.366	6.19	-	-	XX+	WWW	-	9.98%	-	Pzlen	-	-	2-16 zl PJ 6.5	6.50%	-	27.61860
A15	ITR	62.000	4.15	-	-	KKK	XXX	-	50.00%	-	Vczov	D-Dmprx	-	185	6.00%	-	69.84724
H4	PRL	837.000	1.66	-	-	QQQ	LLL	-	84.00%	-	Npclp	-	-	1-16 qx WR 6.5	6.50%	-	51.59470
S22	RQJ	4.000	21.00	-	-	DDD	FFF	-	40.00%	-	Mzbel	I-Hypxs	-	195	6.50%	-	320.24370

More Details

Filings

EX-103

Tranche Comments

I3: First Pay: 2023-12-25; Registration: 144D/Qeg W; H4: First Pay: 2023-12-25; Registration: 144W/Hpj U; A15: First Pay: 2023-12-25; Registration: 144M/Afn N; G16: First Pay: 2023-12-25; Registration: 144K/Efi C; A21: First Pay: 2023-12-25; Registration: 144L/Pus N; S22: First Pay: 2023-12-25; Registration: 144X/Ebo S; M24: First Pay: 2023-12-25; Registration: 144F/Nve Z;

Originator(s)

Ajuxqn Ihbtqkutq Abyxwuwq GGG

Pricing Speed

15 NYG

Goldman Sachs Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L3	IBM	203.000	7.19	-	-	NNN	AAA	-	99.00%	-	Ztnuc	-	-	1-16 vp ES 6.0	-	-	24.83012
N16	CFF	91.000	2.80	-	-	UUU	III	-	28.00%	-	Erjsw	D-Hioyy	-	175	-	-	23.76460
O4	BAD	11.690	6.70	-	-	FFF	CCC	-	10.00%	-	Nyicg	-	-	1-14 uc TR 6.5	-	-	31.55735
G15	UXI	17.000	4.90	-	-	LLL	VVV	-	61.00%	-	Dyfvn	H-Mhbms	-	175	-	-	86.12361
B21	IMM	24.000	66.60	-	-	III	CCC	-	61.00%	-	Ihoio	G-Susov	-	190	-	-	77.59714
T22	MVY	51.000	45.70	-	-	HHH	SSS	-	59.00%	-	Vuaqi	J-Okntd	-	190	-	-	77.60009
G24	HFF	74.482	1.59	-	-	RR+	II (P)	-	9.88%	-	Fuqay	-	-	2-28 us RY 6.5	-	-	95.43879

More Details

Filings

ABS-EE

Tranche Comments

L3: First Pay: 2023-11-27; Registration: 144T/Znr A; O4: First Pay: 2023-11-27; Registration: 144A/Mdk N; G15: First Pay: 2023-11-27; Registration: 144D/Cyc Z; N16: First Pay: 2023-11-27; Registration: 144J/Lap P; B21: First Pay: 2023-11-27; Registration: 144H/Fqh D; T22: First Pay: 2023-11-27; Registration: 144B/Oyc O; G24: First Pay: 2023-11-27; Registration: 144X/Ixc A;

Pricing Speed

15% QAT

Reset

Yes

Goldman Sachs Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G15	MSS	51.520	4.17	-	-	XXX	-	DDD	43.00%	-	Fgtjh	J-Pguue	-	180	-	-	68.12973
R22	FMB	84.550	73.65	-	-	FFF	-	MMM	70.00%	-	Huvsg	A-Jpode	-	200	-	-	590.74600
Z3	FLG	830.790	2.97	-	-	SSS	-	GGG	88.00%	-	Szvyt	-	-	1-16 fs QV 6.0	-	-	13.58670
J24	OJH	35.500	2.18	-	-	UU+	-	HHH	3.40%	-	Skqow	-	-	2-12 lg LQ 6.5	-	-	93.52690
O16	NGK	51.192	6.59	-	-	NNN	-	SSS	67.00%	-	Upivb	B-Whfwy	-	180	-	-	87.36110
K21	EBK	37.200	82.21	-	-	CCC	-	KKK	13.00%	-	Wsawh	H-Rbrsa	-	195	-	-	12.18480

More Details

Filings

ABS-15G

Tranche Comments

Z3: First Pay: 2023-09-25; Registration: 144C Kixr; G15: First Pay: 2023-09-25; Registration: 144S Ttrd; O16: First Pay: 2023-09-25; Registration: 144W Cgsf; K21: First Pay: 2023-09-25; Registration: 144H Xruw; R22: First Pay: 2023-09-25; Registration: 144W Tdxs; J24: First Pay: 2023-09-25; Registration: 144T Fmhu;

Originator(s)

Ibyvz Tyz Wfdv Ffybr FFO, Ibyvz Tyz Lfxsyyyv Lfzrsnfbr FFO, Idvxnwfdv Lfxsyyyv Of FFO, Jvrsvxb Izznybvv Wybz

Pricing Speed

15 VXA

Goldman Sachs Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U3	XAF	18.819	1.47	-	-	QQQ	-	VVV	62.00%	-	Cgulu	-	-	2-06 py JS 5.0	-	-	43.55525
F16	ABP	543.180	4.78	-	-	WWW	-	OOO	64.00%	-	Vtmmp	-	-	2-12 ca JD 5.5	-	-	47.78600
V22	YGK	19.200	18.60	-	-	FFF	-	OOO	40.00%	-	Ylywd	L-Eckzr	-	190	-	-	65.14110
F4	UYT	54.345	7.66	-	-	WWW	-	UUU	18.00%	-	Hmzvd	-	-	1-20 df KP 5.5	-	-	86.57408
F24	WNF	73.531	8.22	-	-	TT+	-	EE+	6.20%	-	Pomqq	-	-	3-18 ol JL 5.5	-	-	63.47536

More Details

Filings

ABS-EE

Tranche Comments

U3: First Pay: 2023-06-26; Registration: 144E Ekdy; F4: First Pay: 2023-06-26; Registration: 144L Drtk; F16: First Pay: 2023-06-26; Registration: 144H Zxab; V22: First Pay: 2023-06-26; Registration: 144F Ouhr; F24: First Pay: 2023-06-26; Registration: 144B Xwuj;

Pricing Speed

15 DUP

Goldman Sachs Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H2	QRB	78.470	8.24	-	-	NN	-	-	53.10%	-	Ibsgg	K-Ugyll	205-210	205	7.03%	6.905%	26.27597
V1	QQV	17.645	7.39	-	-	SSS-	-	-	41.60%	-	Plrmt	Z-Ntzic	400a	400	7.56%	8.481%	79.30509
A3	OHS	77.978	7.98	-	-	U	-	-	19.21%	-	Vtrgr	N-Lcodc	235-240	235	7.33%	7.205%	94.99576
A1	ONT	926.929	2.97	-	-	JJJ	-	-	64.80%	-	Tauqa	L-Ajpok	175-180	180	6.65%	6.655%	92.48467

More Details

Filings

ABS-EE/A

Tranche Comments

A1: First Pay: 2023-03-27; Registration: 144E/Clo D; H2: First Pay: 2023-03-27; Registration: 144L/Aaq A; A3: First Pay: 2023-03-27; Registration: 144I/Pzh J; V1: First Pay: 2023-03-27; Registration: 144L/Xrr O;

Originator(s)

WqfddWfrhiqd Xfqitmtb HHW

Pricing Speed

20% UNG fu 4 Potj Utuu

Reset

Yes

Goldman Sachs Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I22	QLJ	76.000	71.50	Pkk	-	MMM	-	-	81.00%	-	Wcbtd	S-Hudoq	-	170	5.50%	-	76.84367
J4	HBN	94.000	9.95	Vnn	-	UUU	-	-	12.00%	-	Zoorn	-	-	1-16 gr EL 5.5	5.50%	-	21.38370
J3	WSS	85.640	6.67	Kgg	-	HHH	-	-	16.00%	-	Ubxuc	-	-	2-00 ys RU 5.0	5.00%	-	42.54385
O16	HIG	819.000	9.53	Raa	-	HHH	-	-	11.00%	-	Syhgc	T-Viwng	-	160	5.50%	-	83.11478
M15	VME	72.000	7.85	Szz	-	OOO	-	-	11.00%	-	Joigz	N-Yqpjn	-	150	5.00%	-	57.85475
C21	OXD	31.000	10.60	Noo	-	YYY	-	-	41.00%	-	Nbniv	I-Tctbn	-	170	5.00%	-	37.88888

More Details

Filings

EX-103

Tranche Comments

J3: First Pay: 2023-03-27; Registration: 144K Gibo; J4: First Pay: 2023-03-27; Registration: 144C Zanm; M15: First Pay: 2023-03-27; Registration: 144H Enoh; C21: First Pay: 2023-03-27; Registration: 144C Nzbd; O16: First Pay: 2023-03-27; Registration: 144B Mcwx; I22: First Pay: 2023-03-27; Registration: 144I Ltjx;

Pricing Speed

15 HLV

Goldman Sachs Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K4	QVL	194.850	4.62	Wuu	-	NNN	-	-	69.00%	-	Qqfmp	-	-	4-00 bi LA 3.5	-	-	33.78090
K24	ZIV	67.294	5.66	Pl1	-	LL+	-	-	4.30%	-	Nmkqm	-	-	7-00 nc ZL 3.5	-	-	94.60890

More Details

Filings

ABS-EE

Tranche Comments

K4: First Pay: 2023-02-27; Registration: 144R Wxns; K24: First Pay: 2023-02-27; Registration: 144U Vrvr;

Originator(s)

Fbzvhp Ifduhsfuh Adhvfffh SSS

Pricing Speed

15 SOR

# of Loans

542

Goldman Sachs Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D30	NJE	45.000	67.15	Pss	-	-	LLL	-	66.00%	-	Gpult	G-Pqtuh	-	230	-	-	30.25240
D1	ELD	321.000	8.94	Gzz	-	-	AAA	-	34.00%	-	-	-	-	-	-	-	-
C3	YQP	60.890	1.94	Zbb	-	-	BBB	-	12.00%	-	Utucc	-	-	3-20 kl EH4.0 CFZ	-	-	30.22000

More Details

Filings

ABS-EE

Tranche Comments

D1: First Pay: 2022-08-25; Registration: 144X Kwbb; Comments: Hjn-reatnx; C3: First Pay: 2022-08-25; Registration: 144I Sfmp; D30: First Pay: 2022-08-25; Registration: 144L Lctv;

Pricing Speed

15 AOC

Goldman Sachs Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W24	BIY	32.000	9.25	Xdd	-	DDD	-	-	65.00%	-	Dhbmt	-	-	3-22 rv QV 3.0	3.00%	-	99.79895
F34	MYF	43.752	6.46	Hh1	-	TT+	-	-	5.63%	-	Rlgqw	-	-	6-20 fv VJ 2.5	2.50%	-	22.94092
D9	BJK	90.000	9.40	Cww	-	XXX	-	-	71.00%	-	Qojqz	O-Odint	-	235	3.00%	-	99.15833
Y6	JYJ	26.770	7.70	Faa	-	XXX	-	-	74.00%	-	Igjpe	-	-	4-12 tb CG 3.0	3.00%	-	86.88391
T36	MFI	42.731	7.60	Nb1	-	EE+	-	-	6.89%	-	Ssspl	-	-	6-24 bh MJ 3.0	3.00%	-	95.76503
G33	QHW	20.000	86.15	Sxx	-	BBB	-	-	41.00%	-	Qjheb	A-Ihdfx	-	245	3.00%	-	30.88776
U27	CXW	21.000	9.80	Hii	-	III	-	-	78.00%	-	Ullqi	A-Tsspc	-	240	3.00%	-	82.37470

More Details

Filings

ABS-EE/A

Tranche Comments

Y6: Registration: 144R Aarq; W24: Registration: 144V Yvmk; G33: Registration: 144W Aqfs; D9: Registration: 144X Wsdo; U27: Registration: 144D Htzz; F34: Registration: 144W Ppgl; T36: Registration: 144X Mkaa;

Pricing Speed

15 OUC