GS Mortgage Securities Trust 2017-GS8

Tranches, pool and monthly delinquency indicator for GS Mortgage Securities Trust 2017-GS8.

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

Current pool balance: $887.1M (March 2018)
Original pool balance: $1.02B
Loans at issuance: 37
Closing date: 2017-11-30
Weighted average coupon at issuance: 4.36%
Weighted average LTV at issuance: 40.8%
30+ delinquent (latest): 0.00%
Realized stress score: 0.0
Net rating change since issuance: +0.05 notches

Tranches

Class	Original balance	Credit support (computed)	Coupon	CUSIP	Fitch	KBRA	S&P	Moody's	DBRS
A-1	$14.3M	98.60%	2.222% fixed	36254KAH5	PIF	WR	not yet reported	WR	not yet reported
A-2	$72.4M	91.50%	3.278% fixed	36254KAJ1	PIF	AAA	not yet reported	WR	not yet reported
A-3	$270.0M	65.04%	3.205% fixed	36254KAK8	AAA	AAA	not yet reported	Aaa	not yet reported
A-4	$311.9M	34.47%	3.469% fixed	36254KAL6	AAA	AAA	not yet reported	Aaa	not yet reported
A-AB	$35.6M	30.98%	3.313% fixed	36254KAM4	AAA	AAA	not yet reported	Aaa	not yet reported
A-BP	$10.0M	30.00%	3.837% fixed	36254KAN2	AAA	AAA	not yet reported	Aaa	not yet reported
A-S	$70.2M	23.13%	3.752% fixed	36254KAS1	AAA	AAA	not yet reported	A1	not yet reported
B	$44.6M	18.75%	3.953% fixed	36254KAT9	AA-	AA	not yet reported	not yet reported	not yet reported
C	$56.1M	13.25%	4.337% floating	36254KAU6	A-	A	not yet reported	not yet reported	not yet reported
D	$29.0M	10.41%	2.700% fixed	36254KAA0	BBB	BBB+	not yet reported	not yet reported	not yet reported
E-RR	$27.1M	7.75%	4.337% floating	36254KAC6	BBB-	BBB-	not yet reported	not yet reported	not yet reported
F-RR	$26.8M	5.13%	4.337% floating	36254KAD4	BB-	BB-	not yet reported	not yet reported	not yet reported
G-RR	$10.2M	4.13%	4.337% floating	36254KAE2	B-	B-	not yet reported	not yet reported	not yet reported
H-RR	$42.1M	0.00%	4.337% floating	36254KAF9	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	36254KAG7	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
X-A	$774.4M	Interest only	0.982% floating	36254KAP7	AAA	AAA	not yet reported	Aa1	not yet reported
X-B	$44.6M	Interest only	0.384% floating	36254KAR3	AA-	AAA	not yet reported	not yet reported	not yet reported
X-BP	$10.0M	Interest only	0.500% floating	36254KAQ5	AAA	AAA	not yet reported	not yet reported	not yet reported
X-D	$29.0M	Interest only	1.637% floating	36254KAB8	BBB	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	37
Original loan balance	$1.02B
Weighted average coupon	4.36%
Weighted average LTV	40.8%
Median loan LTV	61.9%
Full-term interest only (share of balance)	52.2%
Balloon loans (share of balance)	100.0%
Largest loan (share of balance)	9.8%
Five largest loans (share of balance)	34.8%
Occupancy at issuance (weighted average)	92.8%

Realized outcomes

Months reported	2
Peak 30+ delinquency	0.00% (March 2018)
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	not yet reported
Median DSCR, latest	not yet reported
Realized stress score	0.0

Property types

Property type	Original balance	Share of pool
Office	$367.7M	36.0%
Retail	$253.5M	24.8%
Lodging	$161.6M	15.8%
Industrial	$86.6M	8.5%
Multifamily	$60.5M	5.9%
Mixed use	$57.8M	5.7%
Self storage	$34.0M	3.3%

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
Marina Heights State Farm	Tempe, AZ	$100.0M	9.8%	3.60%	2017
Apple Campus 3	Sunnyvale, CA	$78.5M	7.7%	4.60%	2017
Twelve Oaks Mall	Novi, MI	$70.0M	6.9%	4.33%	2017
ESA Portfolio	not yet reported	$57.0M	5.6%	4.43%	2017
U.S. Industrial Portfolio	not yet reported	$50.0M	4.9%	4.60%	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	19 of 19
Classes with a current rating in the dataset	17 of 19
Net rating change since issuance	+0.05 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.