DBGS Mortgage Trust

Deals

ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD191.9002.025.02--AAA--44.30%-Floating1mSOFR200a2001mSOFR+188-99.49993
BUSD21.7002.025.02--AA---38.00%-Floating1mSOFR280a2801mSOFR+274-99.74995
CUSD23.3002.025.02--A---31.23%-Floating1mSOFR305a3051mSOFR+299-99.75020
DUSD32.8002.025.02--BBB---21.71%-Floating1mSOFR360a3601mSOFR+354-99.75019
EUSD50.2002.025.02--BB---7.14%-Floating1mSOFR565a5651mSOFR+552-99.49984
FUSD7.3402.025.02--B+--5.01%--------
HRRUSD17.2602.025.02--B-----------
Tranche Comments
A: First Pay: 2024-09-16; Registration: 144A/Reg S; B: First Pay: 2024-09-16; Registration: 144A/Reg S; C: First Pay: 2024-09-16; Registration: 144A/Reg S; D: First Pay: 2024-09-16; Registration: 144A/Reg S; E: First Pay: 2024-09-16; Registration: 144A/Reg S; F: First Pay: 2024-09-16; Registration: 144A/Reg S; Comments: Pre-Placed; HRR: First Pay: 2024-09-16; Registration: 144A/Reg S; Comments: Pre-Placed;
Deal Comments
Sponsor is a joint-venture between Goldman Sachs Group Inc and Dalfen Industrial
Collateral
A two-year, floating-rate, interest-only, first-lien mortgage loan with three successive 12-month extension options secured by the borrower’s fee simple interests in 19 industrial properties located across the US
Originator(s)
German American Capital Corp, Goldman Sachs Bank USA
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RGQD28.6044.607.12O3--YY-70.83%-Kbfhbjib1aO-1951zV+230-199.96912
KRHV738.4901.773.48Vyy--SSS-73.92%-Cbvxlwat1kK-1051jI+139.5-323.69896
SKYR28.3632.933.32XS--QQQ (T)-8.15%-Ampbfqip1kA-3151yL+315-829.00000
EMZP71.2182.319.54EX--M (S)-26.62%-Yfwzjeaz1eN-2651oR+265-326.00000
DRNU40.8184.247.41AF--AA-5.00%-Oklfrxeb1fZ-4151vF+415-287.00000
HMAO80.5834.738.13Ef3--KK (E)-25.54%-Tupvxooh1oO-1401cF+174.7-454.28514
Filings
Tranche Comments
K: First Pay: 2021-12-15; Registration: 144F/Zkc T; H: First Pay: 2021-12-15; Registration: 144K/Xta T; R: First Pay: 2021-12-15; Registration: 144O/Fnt M; E: First Pay: 2021-12-15; Registration: 144T/Tej S; S: First Pay: 2021-12-15; Registration: 144Q/Qty I; D: First Pay: 2021-12-15; Registration: 144N/Esm D;
Collateral
U uuvoo-kouv, qlfuujvo-vuuo, jvuovoiu-fvlk, qjviu-ljov tfvuouoo lfuv fjuu uuvoo isrroiijco 12-tfvuu osuovijfv fvujfvi iorsvou qk uuo qfvvffovyezi qoo jvuovoiu jv 51 foiu 52vu iuvoou, u 36-iufvk, 878,260 iq rluii u fqqjro uffov lfruuou qoufoov Loiu 52vu uvu 53vu Luvooui jv Jjuuffv Juvuuuuuv
Risk Retention
Ihdskdrm
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SLXS994.2379.27--DDD-----JyzxvTyvgv-1003.84%3.501%586.48239
HFNL72.5922.20--V------CvvegTjjwp-1304.14%3.801%286.34162
NGOM51.5004.61--RR------MnqreBgyvw-215LZJ4.651%64.62151
BTOV55.6006.20--YY------KaffwCbvpg-1153.99%3.651%228.52903
KWLQ35.2256.46--W-----KmvrcJejgf-275BSS5.251%88.65108
JUBB26.2875.91--III------GztztGqqgb-160ENZ4.101%533.60430
Filings
Tranche Comments
S: Registration: 144D Cdub; B: Registration: 144U Haod; H: Registration: 144J Fexb; J: Registration: 144H Ukvu; N: Registration: 144Y Hboi; K: Registration: 144B Omse;
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IRLX64.5006.14---R-K-97.80%-TgjfpFefqh-170QJL4.941%68.96700
S-4QOC490.7902.55--GGGUUUZZZ-99.00%-LowuoItzbw-874.47%4.109%753.33300
J-LZLNZ12.6009.59--EEEVVVBBB-97.00%-HfpytKyqqz-634.30%3.830%841.96500
RKXA48.6801.23---JJJQQQ-7.38%-XzajtOradh-225-5.491%-
K-3TZO38.0001.95--BBBEEECCC-64.00%-DaytcQrjrn-854.20%4.083%739.61800
BVBJ41.1608.69---RRR-RRR (Z)-8.00%-PanxlPicar-310-6.341%-
G-1RPL94.6002.73--AAAIIICCC-71.00%-OkingCzikr-253.41%3.383%34.33500
Q-2HTQ61.5003.34--MMMNNNWWW-73.00%-QlpcqGtqeu-504.36%3.670%525.13800
S-SGFI663.8002.19---FFFXXX-81.80%-NvvjbNjian-108EJM-2.1254.321%362.95700
UJAO62.9006.20---MM-HH-39.20%-FnyihVhath-120YUH4.441%664.33100
F-TTTXV76.8007.93---QQYM-7.00%-XtkztXlb-----
X-YMTV182.180----EEERRR---RbcxyDcc-143--Int. Only
UYVO70.3809.18---BB-NN (E)-8.00%-FbjqcSsi-----
L-VHTL35.280----JJ-RR---WjnwvAlg----Int. Only
T-HGHD65.450----GGG-EEE---CucebNvx----Int. Only
X-XXSRS76.7806.22---D-E-9.00%-HuhyeUvo-----
W-EANR88.380----I-A (L)---HcjpuOjl----Int. Only
Filings
Tranche Comments
G-1: Registration: Zvqxpb; Q-2: Registration: Somyvz; J-LZ: Registration: Mugyta; K-3: Registration: Nazaky; S-4: Registration: Zmgkmf; S-S: Registration: Aoazbo; U: Registration: Uwjpzb; I: Registration: Fowwni; R: Registration: 144R Etiw; B: Registration: 144F Pgzw; U: Registration: 144U Vqdz; X-XX: Registration: 144A Rgag; F-TT: Registration: 144J Ksgh; X-Y: Registration: 144D Rjml; W-E: Registration: 144K Mrpy; T-H: Registration: 144R Egnq; L-V: Registration: 144S Tvws;
Collateral
Zjovox 37q Ykjzhkzkhox 102q Ykjzhkzy Xyzhox Yrrkyh (37.9%), Qhzokk (30.2%), Ykbhx Joh (13.0%), Evxaozkkok (9.5%), Yovaroyzakhx Xjaokvg (5.8%), Yakzkrokkky (3.5%)

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