GS Mortgage Securities Trust 2019-GC42

Tranches, pool and monthly delinquency indicator for GS Mortgage Securities Trust 2019-GC42.

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

Current pool balance: $958.9M (September 2026)
Original pool balance: $1.06B
Loans at issuance: 46
Closing date: 2009-06-30
Weighted average coupon at issuance: 3.76%
Weighted average LTV at issuance: 62.8%
30+ delinquent (latest): 1.84%
Realized stress score: 47.5
Net rating change since issuance: +0.21 notches

Tranches

Class	Original balance	Credit support (computed)	Coupon	CUSIP	Fitch	KBRA	S&P	Moody's	DBRS
A-1	$11.5M	98.89%	2.135% fixed	36257UAH0	PIF	not yet reported	NR	not yet reported	Discontinued
A-2	$117.4M	87.55%	2.933% fixed	36257UAJ6	AAA	not yet reported	AAA (sf)	not yet reported	AAA (sf)
A-3	$240.0M	64.38%	2.748% fixed	36257UAK3	AAA	not yet reported	AAA (sf)	not yet reported	AAA (sf)
A-4	$335.2M	32.01%	3.000% fixed	36257UAL1	AAA	not yet reported	AAA (sf)	not yet reported	AAA (sf)
A-AB	$20.8M	30.00%	2.909% fixed	36257UAM9	AAA	not yet reported	AAA (sf)	not yet reported	AAA (sf)
A-S	$98.4M	20.50%	3.211% fixed	36257UAQ0	AAA	not yet reported	AA (sf)	not yet reported	AAA (sf)
B	$45.3M	16.13%	3.362% fixed	36257UAR8	AA-	not yet reported	A- (sf)	not yet reported	AA (sf)
C	$44.0M	11.88%	3.694% floating	36257UAS6	A-	not yet reported	NRprelim	not yet reported	A (low) (sf)
D	$28.5M	9.13%	2.800% fixed	36257UAA5	BB+	not yet reported	NR	not yet reported	BBB (low) (sf)
E	$22.0M	7.00%	2.800% fixed	36257UAC1	BB-	not yet reported	NRprelim	not yet reported	B (high) (sf)
F-RR	$22.0M	4.88%	3.742% floating	36257UAW7	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
G-RR	$10.4M	3.88%	3.742% floating	36257UAX5	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
H-RR	$40.1M	0.00%	3.742% floating	36257UAY3	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	36257UAG2	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
S	not yet reported	not yet reported	not yet reported	36257UAZ0	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
X-A	$823.4M	Interest only	0.813% floating	36257UAN7	AAA	not yet reported	AA (sf)	not yet reported	AAA (sf)
X-B	$89.3M	Interest only	0.215% floating	36257UAP2	A-	not yet reported	NR	not yet reported	A (sf)
X-D	$50.5M	Interest only	0.942% floating	36257UAB3	BB-	not yet reported	NR	not yet reported	BB (low) (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	46
Original loan balance	$1.35B
Weighted average coupon	3.76%
Weighted average LTV	62.8%
Median loan LTV	60.5%
Full-term interest only (share of balance)	86.1%
Balloon loans (share of balance)	100.0%
Largest loan (share of balance)	4.9%
Five largest loans (share of balance)	22.6%
Occupancy at issuance (weighted average)	95.7%

Realized outcomes

Months reported	84
Peak 30+ delinquency	4.22% (June 2025)
Ever severe (share of original balance)	8.98%
Ever modified (share of original balance)	4.43%
Past scheduled maturity (share of original balance)	5.19%
Non-performing matured (share of original balance)	54.93%
Maximum servicer advances (share of balance)	0.20%
Median DSCR, first year	2.33
Median DSCR, latest	2.51
Realized stress score	47.5

Property types

Property type	Original balance	Share of pool
Office	$500.6M	37.0%
Retail	$260.4M	19.3%
Industrial	$177.2M	13.1%
Warehouse	$122.4M	9.1%
Multifamily	$89.0M	6.6%
SE	$50.0M	3.7%
Lodging	$43.9M	3.2%
Multiple property types	$32.8M	2.4%
Mixed use	$30.0M	2.2%
Self storage	$16.8M	1.2%

Property type is reported for 97.9% of the pool balance; shares are of the full pool.

Largest loans

Property	Location	Original balance	Share of pool	Coupon	Originated
Moffett Towers II	Sunnyvale, CA	$65.5M	4.9%	3.76%	2019
North Point Tower	Cleveland Hts, OH	$65.5M	4.8%	3.30%	2019
2 Cooper Square	New York, NY	$65.0M	4.8%	4.07%	2019
USRA Marathon Oil Building	San Antonio, TX	$55.0M	4.1%	3.65%	2019
Center for Excellence	Bridgewater, NJ	$54.7M	4.0%	3.73%	2019

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	13 of 18
Net rating change since issuance	+0.21 notches (balance-weighted)
Delinquency threshold crossed	June 2020
First downgrade	January 2025

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.