GS Mortgage Securities Trust 2017-GS7

Tranches, pool and monthly delinquency indicator for GS Mortgage Securities Trust 2017-GS7.

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

Current pool balance: $982.8M (September 2026)
Original pool balance: $1.08B
Loans at issuance: 33
Closing date: 2017-08-24
Weighted average coupon at issuance: 4.45%
Weighted average LTV at issuance: 41.6%
30+ delinquent (latest): 3.76%
Realized stress score: 61.3
Net rating change since issuance: +0.23 notches

Tranches

Class	Original balance	Credit support (computed)	Coupon	CUSIP	Fitch	KBRA	S&P	Moody's	DBRS
A-1	$18.2M	98.32%	1.950% fixed	36254CAS9	PIF	WR	not yet reported	WR	not yet reported
A-2	$56.2M	93.13%	2.945% fixed	36254CAT7	AAA	AAA	not yet reported	Aaa	not yet reported
A-3	$315.0M	64.01%	3.167% fixed	36254CAU4	AAA	AAA	not yet reported	Aaa	not yet reported
A-4	$340.6M	32.52%	3.430% fixed	36254CAV2	AAA	AAA	not yet reported	Aaa	not yet reported
A-AB	$27.2M	30.00%	3.203% fixed	36254CAW0	AAA	AAA	not yet reported	Aaa	not yet reported
A-S	$74.4M	23.13%	3.663% fixed	36254CAZ3	AA	AAA	not yet reported	Aa3	not yet reported
B	$47.3M	18.75%	3.884% fixed	36254CBA7	A	AA	not yet reported	not yet reported	not yet reported
C	$51.4M	14.00%	4.236% fixed	36254CBB5	BBB	A	not yet reported	not yet reported	not yet reported
D	$20.3M	12.13%	3.000% fixed	36254CAA8	BBB-	A-	not yet reported	not yet reported	not yet reported
E	$16.9M	10.57%	3.000% fixed	36254CAE0	BB+	BBB+	not yet reported	not yet reported	not yet reported
F-RR	$21.0M	8.63%	4.569% floating	36254CAG5	BB	BBB-	not yet reported	not yet reported	not yet reported
G-RR	$27.0M	6.13%	4.569% floating	36254CAJ9	B+	B-	not yet reported	not yet reported	not yet reported
H-RR	$12.2M	5.00%	4.569% floating	36254CAL4	CCC	CCC	not yet reported	not yet reported	not yet reported
J-RR	$54.1M	0.00%	4.569% floating	36254CAN0	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	36254CAQ3	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
X-A	$831.5M	Interest only	1.290% floating	36254CAX8	AA	AAA	not yet reported	Aa1	not yet reported
X-B	$98.7M	Interest only	0.501% floating	36254CAY6	BBB	AAA	not yet reported	not yet reported	not yet reported
X-D	$37.1M	Interest only	1.569% floating	36254CAC4	BB+	BBB+	not yet reported	not yet reported	not yet reported

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	$1.09B
Weighted average coupon	4.45%
Weighted average LTV	41.6%
Median loan LTV	64.3%
Full-term interest only (share of balance)	77.0%
Balloon loans (share of balance)	100.0%
Largest loan (share of balance)	12.6%
Five largest loans (share of balance)	41.7%
Occupancy at issuance (weighted average)	88.9%

Realized outcomes

Months reported	108
Peak 30+ delinquency	11.42% (August 2024)
Ever severe (share of original balance)	13.65%
Ever modified (share of original balance)	7.05%
Past scheduled maturity (share of original balance)	4.49%
Non-performing matured (share of original balance)	39.87%
Maximum servicer advances (share of balance)	0.17%
Median DSCR, first year	1.83
Median DSCR, latest	1.73
Realized stress score	61.3

Property types

Property type	Original balance	Share of pool
Office	$369.8M	33.9%
Retail	$176.6M	16.2%
Mixed use	$156.0M	14.3%
Lodging	$63.0M	5.8%
Multifamily	$39.0M	3.6%

Property type is reported for 73.7% 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	$137.3M	12.6%	4.14%	2017
Long Island Prime Portfolio - Uniondale	not yet reported	$85.0M	7.8%	4.45%	2017
LAFAYETTE CENTRE	Washington, DC	$80.2M	7.3%	4.25%	2017
LOMA LINDA	Loma Linda, CA	$80.0M	7.3%	3.59%	2017
Long Island Prime Portfolio - Melville	not yet reported	$72.3M	6.6%	4.40%	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	18 of 18
Classes with a current rating in the dataset	16 of 18
Net rating change since issuance	+0.23 notches (balance-weighted)
Delinquency threshold crossed	June 2020
First downgrade	October 2024

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.