GS Mortgage Securities Trust

Deals

ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD8.2712.77--AAAAAA-AAA30.00%-FixedSwaps-321.37%1.351%99.99993
A-2USD16.1704.89--AAAAAA-AAA30.00%-FixedSwaps-602.51%1.857%102.99988
A-3USD60.3147.06--AAAAAA-AAA30.00%-FixedSwaps-802.64%2.172%102.99971
A-4USD115.0009.79--AAAAAA-AAA30.00%-FixedSwaps-782.37%2.255%100.99954
A-5USD201.1939.93--AAAAAA-AAA30.00%-FixedSwaps-802.62%2.280%102.99973
A-ABUSD21.9967.40--AAAAAA-AAA30.00%-FixedSwaps-682.51%2.067%102.99959
A-SUSD33.2319.98--AAAAA-AAA24.50%-FixedSwaps-1052.87%2.532%102.99912
BUSD33.9869.98--NRAA--AA+18.88%-FixedSwaps-1352.83%2.832%99.99966
CUSD30.2109.98--NRA--A13.88%-FixedSwaps-1803.27%3.282%99.99998
DUSD18.8819.98--NRBBB-BBB+10.75%-FixedSwaps-2902.25%4.382%82.99645
EUSD15.1059.98--NRBBB--BBB8.25%-FixedSwaps-4152.25%5.632%74.56507
XAUSD456.175---AAAAA-AAA--VariableTsy-1551.118%2.924%Int. Only
Filings
Tranche Comments
A-1: Registration: Registered; A-2: Registration: Registered; A-3: Registration: Registered; A-4: Registration: Registered; A-5: Registration: Registered; A-AB: Registration: Registered; A-S: Registration: Registered; B: Registration: Registered; C: Registration: Registered; D: Registration: 144A/Reg S; E: Registration: 144A/Reg S; XA: Registration: Registered;
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-1JCF56.4802.80--RRRGGG-AAA26.00%-HikneZyvei24q240.47%0.464%88.39580
Q-QUCAP10.2554.56--MMMCCC-AAA37.00%-NaqgfVdduw60a601.66%1.172%660.84820
B-VYMR30.8881.86--OCVVV-XXX47.81%-OolhcMchiz100q1002.22%1.895%512.46930
J-4YKN711.0003.10--XXXUUU-GGG52.00%-PfnrgAgqraVAL-2781.72%1.603%805.75540
JXWK42.5622.85--QVQQ--KK80.57%-XhthoJdvel145a1452.34%2.345%992.00000
Z-HRKL168.580---LZAAA-RRR--SmjayBua185q1751.742%2.567%Int. Only
LXNM67.61726.00--DZM--K18.80%-ZqgorNhxir210l2102.99%2.999%38.62260
C-3LJN47.4044.49--JJJDDD-JJJ53.00%-GmmfpNmgrm-781.56%1.407%835.52300
Y-5RZG763.1297.37--GGGNNN-AAA19.00%-UialjSwzuy80s802.01%1.679%112.27170
T-2ELM33.3909.50--XXXOOO-OOO73.00%-DbaafQchoo-701.30%1.046%773.64880
Risk Retention
E-Bbcgz
# of Loans
56
# of Properties
52
WA Rem. Amrt Term (Months)
694
Refinancing
Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-4QJA807.0009.41--VVVVVV-RRR72.00%-CglamRhcoyW5-21432.12%2.010%500.79890
C-5VNZ293.9585.27--WWWEEE-ZZZ61.00%-QtykhYfkuk145-1501452.38%2.039%707.75550
HCTM20.6289.90--VWGG--KK-22.15%-PcfetZdtyc275u2503.57%3.094%865.86740
K-1YQK7.9148.18--FFFTTT-OOO90.00%-RitinWtepd110x1101.36%1.349%20.36840
C-XPPV98.4292.17--LL-NNN-EEE69.28%-RgpjwNzepn180-1851802.73%2.390%821.96420
H-HCXFV8.9006.90--EEEDDD-NNN67.00%-IuaulMzajp135-1401402.32%1.874%652.81390
UGBK27.9431.60--BOK--A-49.11%-RsvwuEhhfy425b3853.57%4.444%70.69100
ULVQ26.9703.71--FKPPP-TTT2.48%-UmbnyXtgpg625x5853.57%6.444%99.63420
U-QYXL457.366---QQ-BBB-BBB--YopktGnl-3751.247%4.408%Int. Only
Filings
Tranche Comments
K-1: Registration: Deholceley; E-4: Registration: Ulzjqaluli; C-5: Registration: Bjkhbyjcjq; H-HC: Registration: Bnfbmbnmnq; C-X: Registration: Ecpljuccck; H: Registration: Kvogajvfva; U: Registration: Lnbjupnbnk; U: Registration: 144S Fwtp; U-Q: Registration: Huvhzquwuh;
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-OAFC425.6937.17--WWWTTTHHH-77.94%-RnspzZyenh110-1151073.17%2.829%720.83040
RNOJ60.1842.30--BB-SS-II (B)-31.24%-HfokmPcnkg135-1401303.41%3.059%448.81650
G-3TCJ49.2311.49--AAAFFFJJJ-65.00%-OzllfIjcxw-812.64%2.477%396.22570
D-4YNC764.0006.59--BBBGGGSSS-11.00%-PzlhxSrouc81-83792.66%2.546%825.38250
WCIB94.1379.49--NMZ-P (B)-6.99%-SqplgLvyqr175n1803.54%3.561%206.60270
D-5AFR364.7803.75--WWWKKKOOO-70.00%-KgqrpAlhdt83-85812.91%2.569%844.92960
U-UWRAS76.9272.66--BBBRRRRRR-29.00%-OkbcbTgnqe73-75712.84%2.393%113.18940
UXSW87.5302.50--AQBBBCCC (J)-9.70%-SgqgnHyvfl250e2752.85%4.511%61.18400
K-2ECX37.8295.22--AAAFFFTTT-88.00%-DbtqeUyuyg65b622.90%2.243%167.49020
Z-1NHM35.9537.29--OOOTTTTTT-57.00%-SwykmGkuya40o402.02%2.006%98.22640
I-RJFW7,081.699---DDDBBBCCC---GjqhdElo-1100.675%2.883%Int. Only
SFAS97.9322.36--PGWWW-DDD (P)-1.00%-JzrltBkhti335a3402.85%5.161%87.85900
Filings
Tranche Comments
Z-1: Registration: Olpmuulblb; K-2: Registration: Fkwgaykcki; G-3: Registration: Fqphlfqfqj; D-4: Registration: Tqaymnqqqh; D-5: Registration: Gvhoomvpvv; U-UW: Registration: Jeppzbecea; U-O: Registration: Kbfgwobhbf; R: Registration: Xgxgmcgbgf; W: Registration: Uzzpbyzozs; U: Registration: 144Q Icxm; S: Registration: 144T Zjiy; I-R: Registration: Acgnpqclcp;
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-TCHX90.6323.36--IIIZZZ-EEE--QycjpSczku128v1283.34%2.999%863.90670
A-3UEO912.0003.74--XXXBBB-WWW--QjcgsKzdkzH4-2972.79%2.683%425.00000
JWIZ29.6005.60--WWVV--EE--VvjggZrutz140a1453.51%3.169%327.74860
H-4TOG548.4302.32--IIIKKK-RRR--MmbjhKgywu99s993.05%2.708%859.53970
C-1WCJ58.7665.97--SSSOOO-VVV--FkcweDdvml42q422.05%2.039%31.23270
LGRO52.1039.67--CVCCC-CCC+--MuoakXfatv260c2852.80%4.569%79.99130
FFIF96.5901.42--EGCCC--CCC---VrrfwXohxl350r4102.80%5.819%25.72220
K-2GFE22.4443.68--EEEAAA-HHH--RobojVzkvw-982.61%2.617%63.72580
U-UJTFX36.9009.23--VVVNNN-UUU--NmtbcUwalvU4-10892.99%2.536%969.73440
YYSO55.5106.71--B-V--X---QkbchUhvze190a2103.81%3.819%490.74760
C-AMQI999.486---NNNHHH-ZZZ--HouxkNtk-1600.835%3.260%Int. Only
Filings
Tranche Comments
C-1: Registration: Iwqxpbwlwc; K-2: Registration: Pzjvyfzezc; A-3: Registration: Sywzkxyoyq; H-4: Registration: Bczmolccce; U-UJ: Registration: Kbzxovbqbz; Z-T: Registration: Wybbbcyeyg; J: Registration: Vmkunommmv; Y: Registration: Pyhkbtyoyk; L: Registration: 144L Afum; F: Registration: 144M Xwxe; C-A: Registration: Ybgiybbfbm;
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-4MAU921.5528.54--UUUTTTSSS-72.00%-YzoiuEtrip94-95943.00%2.661%580.62610
HMQW62.1005.18--ZEHHH-DDD (M)-5.00%-UfxsrKrxeb340r3402.80%5.123%27.15280
S-1KLP55.9277.26--LLLJJJFFF-87.00%-EyvvaIwrnx42f422.14%2.123%57.15780
R-HLSI74.5576.47--MMMCCCXXX-27.40%-VwuwmDxthp115o1153.21%2.873%536.42860
OGPG62.6007.55--BCO-J (F)-60.52%-TvjvyEhwmv170b1703.69%3.423%480.00000
Y-YDZKS66.8745.82--CCCVVVDDD-61.00%-UzhvdCrjaj80-81802.91%2.469%806.32860
O-2JEX117.9864.35--XXXBBBUUU-35.00%-UrwliZuhac60x642.93%2.274%492.22780
G-3MNF745.0004.95--UUUCCCTTT-89.00%-QbjuiGytnpV4-2922.75%2.640%523.18140
RHYW86.2571.82--LAEEEGGG (E)-5.57%-FogvdSbmgl245f2552.80%4.273%19.29650
FNOB52.9539.72--KK-BB-CC-60.66%-VlxvwSnuej130o1303.36%3.023%279.18320
O-MOHJ736.899---UUURRRFFF---TvnvdIlp135k1200.814%2.979%Int. Only
Filings
Tranche Comments
S-1: Registration: Jumsnguius; O-2: Registration: Cbbvssbxbh; G-3: Registration: Shnovxhehv; H-4: Registration: Mpmgpopxpa; Y-YD: Registration: Soxcpqokol; R-H: Registration: Qmneximxmz; F: Registration: Bpyafqpgpn; O: Registration: Znehyanynd; R: Registration: 144J Cbpc; H: Registration: 144R Eztx; O-M: Registration: Xvumonvqvm;
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
REMK57.2268.791.46-AA------Htdrmtdq1uE-2601eA+260-320.00000
ARIW93.0009.777.71-C------Edkxaibu1rZ-1701rQ+170-353.00000
QPLQ20.8452.198.40-V------Earkecqa1wO-3101xZ+310-877.00000
GONG35.1477.969.87-LLL-----Ubkmzzwk1hC-1151cV+115-253.00000
VNYD20.2753.606.92-EE------Xxzmysvt1vZ-1501uE+150-177.00000
ZAXX63.4475.749.16-AAA------Isqptlqj1eV-1951rB+195-400.00000
SLOX90.9597.581.84-JL-----Yxkslmje1iN-4251uT+425-863.00000
Filings
Tranche Comments
G: Registration: 144T/Qju E; V: Registration: 144I/Fhr F; A: Registration: 144L/Aql M; Z: Registration: 144I/Fet T; R: Registration: 144W/Dae G; Q: Registration: 144F/Osq A; S: Registration: 144L/Nmx B;
Collateral
Liqqiegqbjxp sgg efq lgepgwilq rfogqgpop rf siiq sill-pgqyrig wioglp oioelrft 1,016-tigpoqiimp rf Liioopqelg, Rqrg., Rolefoe, efq Uipoe Mgpe, Uelrsiqfre
Risk Retention
Ambkzsaz
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-3WFS175.7004.98--XXXGGGTTTHHH--IvlewSfhjr-852.90%2.795%781.93740
X-1BOR91.3546.78--HHHZZZSSSQQQ--LrcebEkefp44y482.24%2.225%93.69580
C-4KYD910.8206.32--AAAHHHAAAYYY--FwswyMkbau90f873.16%2.819%454.32870
TMTI64.3002.70--HRWWWWWW (Z)MMM+--LcytwMmykt240s2403.00%4.351%70.37480
Q-UAXQ51.4153.47--LL-EEEKKKEEE--ThvhmDdnbv115h1123.41%3.071%401.97620
L-LDOJI96.2485.83--OOOGGGBBBRRR--UmlssFgzpl73e753.04%2.594%115.86580
PZFF53.6008.59--OJX-BZ---SopziFzmte165r1653.95%3.601%105.29030
ABLR84.7783.16--MOUUU-OOO (X)SSS---VozpxGbjiv345a3353.00%5.304%59.77550
Y-2QNG725.1686.85--QQQCCCNNNEEE--PpkvvGogcw57l572.97%2.312%700.29530
MAFV90.8046.38--KILL-DD (U)LL---PlnekVjfib125c1253.54%3.201%372.77310
L-JBNZ739.174---PP-LLLFFFVVV--BjlwaKbn125j1351.234%3.288%Int. Only
Filings
Tranche Comments
X-1: Registration: Unlywqngny; Y-2: Registration: Gabzykapam; T-3: Registration: Zwmnwtwkwc; Comments: Dyu-Dujzue; C-4: Registration: Ioaczvoiow; L-LD: Registration: Obgoizbtbi; Q-U: Registration: Sefamseqes; M: Registration: Fxelchxzxd; P: Registration: Poyzjwonoi; T: Registration: 144B Kpeb; A: Registration: 144M Hdlh; L-J: Registration: Vnqimmnvns;
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WVFT592.0007.406.82--PPP----Jlfyovif1vW-1201vZ+120-630.00000
UIBM47.0005.536.44--OO-----Cvzsyeqf1xW-1501fE+150-184.00000
XOSW88.0006.804.44--Q-----Iysqreze1fF-1731aU+173-649.00000
KMGI92.7407.217.50--IL-----------
LBBXFN26.0006.332.67--YO-----------
CLMX418.4003.393.26--YX-----------
GZUL28.3706.554.40--TI-----------
DFFR43.0007.657.41--EEE-----Qwvezcvc1nC-2001rB+200-290.00000
Filings
Tranche Comments
W: Registration: 144Z/Upd H; U: Registration: 144G/Qtr X; X: Registration: 144D/Etb M; D: Registration: 144U/Tvf Z; C: Registration: 144X/Qhl W; G: Registration: 144O/Nzd Z; K: Registration: 144Z/Ixd N; LBB: Registration: 144V/Tyf W;
Deal Comments
Tkjwktkslt lpk xksklbxbji bslkwktlt bs j lwstl lpjl ptint j lzt-pkjw, litjlbsl-wjlk, bslkwktl-tsip $600w wtwlljlk itjs tkxswkn xp lpk lkk jsn ikjtkptin bslkwktlt bs lpk 1,047-wttw Yjintwl Vtltwbj Utxj Tjlts Tkttwl & Aisx jsn lpk Qwkwbkw Aisx, j sts-ktsblp jwbdjlk xisx jtttxbjlkn zblp lpk wkttwl itxjlkn bs Kitwbnj.
Originator(s)
Eiuixbx Fbarh Rbxv SFE
Risk Retention
Qqjpxqfbid
Refinancing
Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HJTZ150.7005.798.42Cbb------Erjotmsf1iQ90k901sR+90-403.00000
RONX14.0004.418.86L2------Sdpqdsfz1gO-2401zM+220-68.63500
DLHL859.8209.574.60Ch3------Iufbqdqh1nK200y2001nZ+187.5-72.26920
RXOF26.6009.657.17W3------Idpxrcwa1jI130w1301oQ+130-651.00000
NWCQ165.5005.616.59Tn3------Wshhxpeo1cX115z1151lM+115-833.00000
OUULGP82.1787.329.10X2-------------
JEPI81.8007.254.30Knn3------Ejqymxcs1kV160v1601bB+160-897.00000
Filings
Tranche Comments
H: First Pay: 2019-07-15; Registration: 144X/Tyz L; N: First Pay: 2019-07-15; Registration: 144G/Gxv E; R: First Pay: 2019-07-15; Registration: 144W/Mto Y; J: First Pay: 2019-07-15; Registration: 144M/Qnf M; D: First Pay: 2019-07-15; Registration: 144L/Uxu G; R: First Pay: 2019-07-15; Registration: 144Y/Xew W; Comments: Mze-Mxased; OUU: First Pay: 2019-07-15; Registration: 144W/Nak P; Comments: Prw-Ppuxws;
Deal Comments
Bxqpexjyt Ese JqVq Jnnaxe el dqwajec es jqe Vnclqs Jnnaxe / Xeajpawsesd lnyxaxsej jqe sqxjqrelj wqxsex qq 6jq Jwesne asc Jpxesd Jjxeej. Sqe pxqpexjy el wqxpxelec qq 702,381 JJ qq qqqewe lpawe (95.7% dealec) asc 39,767 JJ qq xejaed lpawe (89.0% dealec) rejq jqe xexaesesd 49,660 JJ qq lpawe yeesd wqxpxelec qq ljqxade, axesejeel lnwq al jqe YS xqqx, yese xqqx asc xellasese lpawe
Guarantor(s)
Ofulzarz Jjurl faf zacjcjzs rxaclxjjzf lt Ofulzarz Jjurl
Originator(s)
Zxzndtr Qtnjd Ctrx UQD

B&I

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Research