GS Mortgage Securities Trust 2017-GS5

Tranches, pool and monthly delinquency indicator for GS Mortgage Securities Trust 2017-GS5.

Data as of loan data through September 2026; ratings as held in the dataset at build

Current pool balance: $959.1M (May 2017)
Original pool balance: $1.06B
Loans at issuance: 33
Closing date: 2017-03-21
Weighted average coupon at issuance: 4.39%
Weighted average LTV at issuance: 41.1%
30+ delinquent (latest): 0.00%
Realized stress score: 6.3
Net rating change since issuance: +0.00 notches

Tranches

Class	Original balance	Credit support (computed)	Coupon	CUSIP	Fitch	KBRA	S&P	Moody's	DBRS
A-1	$13.8M	98.67%	2.045% fixed	36252HAA9	PIF	not yet reported	not yet reported	WR	Discontinued
A-2	$51.3M	93.70%	3.218% fixed	36252HAB7	PIF	not yet reported	not yet reported	WR	Discontinued
A-3	$248.0M	69.70%	3.409% fixed	36252HAC5	AAA	not yet reported	not yet reported	Aaa	AAA (sf)
A-4	$381.6M	32.77%	3.674% fixed	36252HAD3	AAA	not yet reported	not yet reported	Aaa	AAA (sf)
A-AB	$28.6M	30.00%	3.467% fixed	36252HAE1	AAA	not yet reported	not yet reported	Aaa	AAA (sf)
A-S	$80.1M	22.25%	3.826% fixed	36252HAH4	AA-	not yet reported	not yet reported	A2	AAA (sf)
B	$72.3M	15.25%	4.047% fixed	36252HAJ0	BBB-	not yet reported	not yet reported	not yet reported	A (sf)
C	$43.9M	11.00%	4.299% fixed	36252HAK7	BB-	not yet reported	not yet reported	not yet reported	BB (high) (sf)
D	$46.5M	6.50%	3.509% fixed	36252HAL5	CCC	not yet reported	not yet reported	not yet reported	CCC (sf)
E	$22.0M	4.38%	4.515% floating	36252HAQ4	CC	not yet reported	not yet reported	not yet reported	C (sf)
F	$10.3M	3.38%	4.515% floating	36252HAS0	CC	not yet reported	not yet reported	not yet reported	C (sf)
G	$34.9M	0.00%	4.515% floating	36252HAU5	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
R	not yet reported	not yet reported	not yet reported	36252HAW1	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
X-A	$803.4M	Interest only	0.972% floating	36252HAF8	AA-	not yet reported	not yet reported	Aa2	AAA (sf)
X-B	$72.3M	Interest only	0.468% floating	36252HAG6	BBB-	not yet reported	not yet reported	not yet reported	A (high) (sf)
X-C	$43.9M	Interest only	0.216% floating	36252HAY7	BB-	not yet reported	not yet reported	not yet reported	BBB (low) (sf)
X-D	$46.5M	Interest only	1.006% floating	36252HAN1	CCC	not yet reported	not yet reported	not yet reported	CCC (sf)

Credit support is computed from the class stack order in the prospectus: the share of the deal's principal balance in classes junior to the class. Interest-only classes carry a notional balance and no principal support figure. Ratings are the latest held in the dataset for each class and agency; NR means the agency shows the class as not rated, WR that the rating was withdrawn, PIF that the class has been paid in full. Any other status value is shown exactly as the agency reports it. A + after a CUSIP marks a class with companion CUSIPs in the dataset.

Pool at issuance

Loans	33
Original loan balance	$1.07B
Weighted average coupon	4.39%
Weighted average LTV	41.1%
Median loan LTV	59.6%
Full-term interest only (share of balance)	63.4%
Balloon loans (share of balance)	100.0%
Largest loan (share of balance)	9.4%
Five largest loans (share of balance)	37.4%
Occupancy at issuance (weighted average)	93.9%

Realized outcomes

Months reported	2
Peak 30+ delinquency	0.00% (May 2017)
Ever severe (share of original balance)	0.00%
Ever modified (share of original balance)	0.00%
Past scheduled maturity (share of original balance)	0.00%
Non-performing matured (share of original balance)	0.00%
Maximum servicer advances (share of balance)	0.00%
Median DSCR, first year	1.94
Median DSCR, latest	1.85
Realized stress score	6.3

Property types

Property type	Original balance	Share of pool
Office	$490.8M	45.9%
Mixed use	$208.2M	19.5%
Retail	$195.0M	18.3%
Industrial	$107.2M	10.0%
Lodging	$53.0M	5.0%
Multifamily	$9.5M	0.9%
Self storage	$4.5M	0.4%

Property type is reported for 100.0% of the pool balance; shares are of the full pool.

Largest loans

Property	Location	Original balance	Share of pool	Coupon	Originated
1999 Avenue of the Stars	Los Angeles, CA	$100.0M	9.4%	3.92%	2016
Lafayette Centre	Washington, DC	$82.5M	7.7%	4.25%	2017
Pentagon Center	Arlington, VA	$75.0M	7.0%	3.97%	2016
U.S. Industrial Portfolio	not yet reported	$72.5M	6.8%	3.94%	2016
GSK R&D Centre	Rockville, MD	$70.0M	6.6%	4.62%	2017

Delinquency and stress indicator

▬ 30+ days delinquent · ▬ Distressed (90+, foreclosure, REO, non-performing matured)

Monthly shares of the deal's reported balance, from the deal indicator series in the dataset. Months in which fewer than half of the reported loans carry a delinquency status code are not plotted.

Ratings

Classes with a CUSIP	17 of 17
Classes with a current rating in the dataset	15 of 17
Net rating change since issuance	+0.00 notches (balance-weighted)
Delinquency threshold crossed	Not crossed in the dataset
First downgrade	None recorded

Sources: SEC Form ABS-EE asset-level reports, Form 10-D distribution reports and the deal prospectus; rating histories published under SEC Rule 17g-7(b) and agency releases. Definitions are in the methods note on the market page.