# EDGAR Filing Document

**Accession Number:** 0000807641
**File Stem:** 0000929638-25-004270
**Filing Date:** 2025-11
**Character Count:** 89292
**Document Hash:** 683d8f6a7fe76d7f5b70826cb35d585b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000929638-25-004270.hdr.sgml**: 20251114

**ACCESSION NUMBER**: 0000929638-25-004270

**CONFORMED SUBMISSION TYPE**: ABS-15G

**PUBLIC DOCUMENT COUNT**: 2

**ITEM INFORMATION**: Initial Filing of Rule 15Ga-1 Representations and Warranties Disclosure

**FILED AS OF DATE**: 20251114

**DATE AS OF CHANGE**: 20251114

**ABS RULE**: RULE-15GA1

**ABS ASSET CLASS**: Residential mortgages - Other/Combined

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GS MORTGAGE SECURITIES CORP
- **CENTRAL INDEX KEY:** 0000807641
- **STANDARD INDUSTRIAL CLASSIFICATION:** ASSET-BACKED SECURITIES [6189]
- **ORGANIZATION NAME:** Office of Structured Finance
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** ABS-15G
- **SEC ACT:** Dodd Frank Act
- **SEC FILE NUMBER:** 025-01949
- **FILM NUMBER:** 251484185

**BUSINESS ADDRESS:**
- **STREET 1:** 85 BROAD STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10004
- **BUSINESS PHONE:** 212-357-8721

**MAIL ADDRESS:**
- **STREET 1:** 85 BROAD STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10004

#### UNITED STATES

#### SECURITIES AND EXCHANGE COMMISSION

#### Washington, D.C. 20549

#### FORM ABS-15G

#### ASSET-BACKED SECURITIZER

#### REPORT PURSUANT TO SECTION 15G OF

#### THE SECURITIES EXCHANGE ACT OF 1934

Check the appropriate box to indicate the filing obligation to which this form is intended to satisfy:

<u>X</u> Rule 15Ga-1 under the Exchange Act (17 CFR 240.15Ga-1) for the reporting period July 1, 2025 to September 30, 2025.

Date of Report (Date of earliest event reported): November 14, 2025<br>

Commission File Number of securitizer:&nbsp;&nbsp;&nbsp;&nbsp; 025-01949

Central Index Key Number of securitizer:&nbsp;&nbsp;&nbsp;&nbsp; 0000807641

<u>GS Mortgage Securities Corp.</u><br> (Exact name of securitizer as specified in its charter)

<u>Tejal Wadhwani, (917) 343-6108</u>

Name and telephone number, including area code, of the person to

contact in connection with this filing.

Indicate by check mark whether the securitizer has no activity to report for the initial period pursuant to Rule 15Ga-1(c)(1) [ ]

Indicate by check mark whether the securitizer has no activity to report for the quarterly period pursuant to Rule 15Ga-1(c)(2)(i) [ ]

Indicate by check mark whether the securitizer has no activity to report for the annual period pursuant to Rule 15Ga-1(c)(2)(ii) [ ]

---

| | |
|:---|:---|
| **___** | Rule 15Ga-2 under the Exchange Act (17 CFR 240.15Ga-2) |

---

Central Index Key Number of depositor:

___________________________________

(Exact name of issuing entity as specified in its charter)

Central Index Key Number of issuing entity (if applicable): ____________

------

Central Index Key Number of underwriter (if applicable): ____________

#### ___________________________________
Name and telephone number, including area code, of the person to

contact in connection with this filing.

------

#### INFORMATION TO BE INCLUDED IN THE REPORT

---

| | |
|:---|:---|
| **Item 1.02** | **Periodic Filing of Rule 15Ga-1 Representations and Warranties Disclosure** |

---

The disclosures required by Rule 15Ga-1 are attached as Exhibit 99.1 to this Form ABS-15G.

#### Exhibits

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99.1 Disclosures required by Rule 15Ga-1.

------

#### SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934, the reporting entity has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.

Dated: November 14, 2025

---

| | | |
|:---|:---|:---|
| **GS MORTGAGE SECURITIES CORP.** | **GS MORTGAGE SECURITIES CORP.** | **GS MORTGAGE SECURITIES CORP.** |
| &nbsp;&nbsp;&nbsp;&nbsp; (Securitizer) | &nbsp;&nbsp;&nbsp;&nbsp; (Securitizer) | &nbsp;&nbsp;&nbsp;&nbsp; (Securitizer) |
| By: | <u>/s/Rajiv Kamilla</u> | <u>/s/Rajiv Kamilla</u> |
|  | Name:  | Rajiv Kamilla |
|  | Title: | Vice President<br>|

---

------

#### EXHIBIT INDEX

<u>Exhibit Number</u>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99.1 Disclosures required by Rule 15Ga-1.

## Exhibit 99.1

**Exhibit 99.1 Disclosures Required by Rule 15Ga-1<sup>[(1)](#fn1)[(2)](#fn2)</sup>**<br>

---

| | | | | | | | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name of Issuing Entity** | **Name of Originator[(3)](#fn3)** | **Total Assets in ABS by Originator** | **Total Assets in ABS by Originator** | **Total Assets in ABS by Originator** | **Assets That Were Subject of Demand** | **Assets That Were Subject of Demand** | **Assets That Were Subject of Demand** | **Assets That Were Repurchased or Replaced** | **Assets That Were Repurchased or Replaced** | **Assets That Were Repurchased or Replaced** | **Assets Pending Repurchase or Replacement (within cure period)** | **Assets Pending Repurchase or Replacement (within cure period)** | **Assets Pending Repurchase or Replacement (within cure period)** | **Demand in Dispute** | **Demand in Dispute** | **Demand in Dispute** | **Demand Withdrawn** | **Demand Withdrawn** | **Demand Withdrawn** | **Demand Rejected** | **Demand Rejected** | **Demand Rejected** |
| (a)<br> (b) | **(c)** | **(#)** | **($)** | **(% of principal balance)** | **(#)** | **($)** | **(% of principal balance)** | **(#)** | **($)** | **(% of principal balance)** | **(#)** | **($)** | **(% of principal balance)** | **(#)** | **($)** | **(% of principal balance)** | **(#)** | **($)** | **(% of principal balance)** | **(#)** | **($)** | **(% of principal balance)** |
|  |  | (d) | (e) | (f) | (g) | (h) | (i) | (j) | (k) | (l) | (m) | (n) | (o) | (p) | (q) | (r) | (s) | (t) | (u) | (v) | (w) | (x) |
| **Asset Class : Residential Mortgage Backed Securities - HELOC** |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| GS Mortgage-Backed Securities Trust 2024-HE1 | Button Finance, Inc. | 13 | 962296 | 0.39 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Castle Mortgage Corporation dba Excelerate Capital, A Delaware C | 1 | 273607 | 0.11 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Georgia Banking Company | 1 | 74056 | 0.03 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Global Equity Finance, Inc. | 5 | 476876 | 0.2 | 1 | 102000 | 0.06 |  |  |  | 1 | 102000 | 0.06 |  |  |  |  |  |  |  |  |  |
|  | HomeBridge Financial Services, Inc | 1 | 96260 | 0.04 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Kind Lending, LLC | 91 | 11075945 | 4.53 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Loan Depot.com, LLC | 1349 | 85725478 | 35.08 | 3 | 125264 | 0.07 |  |  |  |  |  |  |  |  |  | 3 | 125264 | 0.07 |  |  |  |
|  | Lower, LLC | 114 | 11472933 | 4.7 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Nationwide Bank | 25 | 934407 | 0.38 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Network Capital Funding Corporation | 13 | 682631 | 0.28 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Nexera Holding, LLC dba NewFi Lending, a Delaware Corporation | 1 | 234769 | 0.1 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Summit Lending | 6 | 557993 | 0.23 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | United Wholesale Mortgage, LLC | 1472 | 131794635 | 53.93 | 4 | 255605 | 0.14 |  |  |  | 4 | 255605 | 0.14 |  |  |  |  |  |  |  |  |  |
| Total GS Mortgage-Backed Securities Trust 2024-HE1 |  | 3092 | 244361886 | 100 | 8 | 482869 | 0.26 |  |  |  | 5 | 357605 | 0.2 |  |  |  | 3 | 125264 | 0.07 |  |  |  |
| GS Mortgage-Backed Securities Trust 2024-HE2 | Amerisave Mortgage Corporation | 238 | 15522973 | 6.13 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Best Finance Capital, Inc. | 23 | 2002750 | 0.79 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Button Finance, Inc. | 52 | 4802388 | 1.9 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | ClearPath Lending | 1 | 69877 | 0.03 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Global Equity Finance, Inc. | 17 | 1337581 | 0.53 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Hitch Inc | 1 | 77593 | 0.03 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Kind Lending, LLC | 48 | 5442471 | 2.15 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | L Alley Loans, Inc. | 115 | 11773672 | 4.65 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | LoanDepot.com, LLC | 210 | 13193905 | 5.21 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Lower, LLC | 133 | 15288755 | 6.04 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Mission Loans, LLC | 35 | 2876279 | 1.14 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Nationwide Bank | 1 | 28019 | 0.01 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Network Capital Funding Corporation | 46 | 3533759 | 1.4 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Ony Glo, Inc. | 8 | 1081816 | 0.43 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | SoFi Bank National Association | 1 | 92736 | 0.04 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | United Wholesale Mortgage, LLC | 1617 | 175926071 | 69.52 | 1 | 50000 | 0.02 |  |  |  |  |  |  | 1 | 50000 | 0.02 |  |  |  |  |  |  |
| Total GS Mortgage-Backed Securities Trust 2024-HE2 |  | 2546 | 253050643 | 100 | 1 | 50000 | 0.02 |  |  |  |  |  |  | 1 | 50000 | 0.02 |  |  |  |  |  |  |
| Total Asset Class : Residential Mortgage Backed Securities - HELOC |  | 5638 | 497412529 | 100 | 9 | 532869 | 0.13 | 0 | 0 | 0 | 5 | 357605 | 0.09 | 1 | 50000 | 0.01 | 3 | 125264 | 0.03 | 0 | 0 | 0 |
| **Asset Class : Residential Mortgage Backed Securities - Non-Prime** |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| GS Mortgage Backed Securities Trust 2019-PJ3 | Angel Oak | 4 | 2582935 | 0.95 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | AngelOak | 24 | 18943030 | 6.99 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | CALIBER | 14 | 8675717 | 3.2 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Caliber Home Loans, Inc. | 40 | 28107164 | 10.37 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | EMBRACE | 14 | 9845946 | 3.63 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | FirstBank | 14 | 9300218 | 3.43 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Flagstar | 22 | 14150940 | 5.22 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | GRI | 19 | 12010436 | 4.43 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Home Point | 16 | 9444148 | 3.48 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | HomeBridge | 109 | 67495572 | 24.9 | 1 | 592316 | 2.41 |  |  |  |  |  |  |  |  |  | 1 | 592316 | 2.41 |  |  |  |
|  | LoanDepot | 72 | 53829570 | 19.86 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Maxex Clearing, LLC | 25 | 23979975 | 8.85 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | PenFed | 2 | 1018182 | 0.38 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Provident | 3 | 1930406 | 0.71 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Shelter Growth | 5 | 3205331 | 1.18 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | United Shore | 11 | 6496491 | 2.4 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Total GS Mortgage Backed Securities Trust 2019-PJ3 |  | 394 | 271016060 | 100 | 1 | 592316 | 2.41 |  |  |  |  |  |  |  |  |  | 1 | 592316 | 2.41 |  |  |  |
| GS Mortgage-Backed Securities Trust 2020-NQM1 | 5Th Street Capital, Inc. | 2 | 1427028 | 0.47 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | A & D Mortgage LLC | 2 | 327340 | 0.11 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | American Financial Network, Inc Dba Realty Mortgage Alliance | 4 | 1751951 | 0.58 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | American Lending, Inc. | 1 | 331850 | 0.11 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | American Pacific Mortgage Corp. Dba American Pacific Funding | 6 | 2706029 | 0.89 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Amwest Funding Corp. | 2 | 2291060 | 0.76 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Athas Capital Group Inc | 0 | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Athas Capital Group, Inc. | 40 | 10646915 | 3.52 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Axos Bank | 1 | 370169 | 0.12 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Banksouth Mortgage Company, LLC | 1 | 106082 | 0.04 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Barrington Bank And Trust Company, N.A. | 1 | 511467 | 0.17 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Bm Real Estate Service Inc | 4 | 3627733 | 1.2 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Calculated Risk Analytics, LLC. | 22 | 10811390 | 3.57 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Capital Alliance, LLC | 7 | 2995143 | 0.99 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Capital Partners Mortgage, LLC | 1 | 273076 | 0.09 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Capstone Direct Inc. | 2 | 1115242 | 0.37 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Cherry Creek Mortgage Co., Inc. | 1 | 562517 | 0.19 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Citywide Home Loans, LLC | 1 | 274926 | 0.09 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Cliffco, Inc. Dba Cliffco Mortgage Bankers | 2 | 487051 | 0.16 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Continental Mortgage Bankers, Inc | 1 | 104831 | 0.03 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Corum Financial Services Inc. | 1 | 569512 | 0.19 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Crosscountry Mortgage LLC | 0 | 0 | 0 | 1 | 716063 | 1.1 |  |  |  |  |  |  | 1 | 716063 | 1.1 |  |  |  |  |  |  |
|  | Crosscountry Mortgage, LLC | 25 | 12715879 | 4.2 | 1 | 515338 | 0.79 |  |  |  |  |  |  | 1 | 515338 | 0.79 |  |  |  |  |  |  |
|  | Diamond Residential Mortgage Corp. | 1 | 895937 | 0.3 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Direct Lenders, LLC | 1 | 101871 | 0.03 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Directors Financial Group | 1 | 395500 | 0.13 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Draper & Kramer Mortgage Corp. | 1 | 92751 | 0.03 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Eagle Home Mortgage, LLC | 32 | 9448416 | 3.12 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Ecom Mortgage, Inc. | 1 | 172425 | 0.06 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Embrace Home Loans, Inc. | 27 | 9087444 | 3 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Family First Funding, LLC | 3 | 2871458 | 0.95 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Fbc Mortgage, LLC | 2 | 626827 | 0.21 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | First Choice Loan Services Inc | 3 | 1638554 | 0.54 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | First Guaranty Mortgage Corporation | 44 | 14980601 | 4.95 | 1 | 472726 | 0.73 |  |  |  |  |  |  | 1 | 472726 | 0.73 |  |  |  |  |  |  |
|  | First Option Mortgage, LLC | 1 | 130291 | 0.04 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | First Savings Mortgage Corporation | 1 | 496586 | 0.16 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Firstbank | 1 | 520488 | 0.17 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Freedom Mortgage Corporation - Nj | 1 | 72548 | 0.02 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Fundloans Capital | 1 | 401589 | 0.13 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Gardner Financial Services Ltd Dba Gardner Financial Service | 1 | 462221 | 0.15 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Greenbox Loans Inc | 0 | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Greenbox Loans, Inc. | 101 | 40184050 | 13.28 | 3 | 445007 | 0.68 |  |  |  |  |  |  | 2 | 298378 | 0.46 | 1 | 146630 | 0.23 |  |  |  |
|  | Gsf Mortgage Corporation | 1 | 97564 | 0.03 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Highlands Residential Mortgage, Ltd | 3 | 870743 | 0.29 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Homebridge Financial Services, Inc | 4 | 1379428 | 0.46 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Homeowners Financial Group Usa, LLC. | 1 | 380476 | 0.13 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Homexpress Mortgage Corp. | 27 | 11275209 | 3.73 | 1 | 674489 | 1.04 |  |  |  |  |  |  | 1 | 674489 | 1.04 |  |  |  |  |  |  |
|  | Inland Bank And Trust | 3 | 1117852 | 0.37 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Integrity First Financial Group, Inc. | 6 | 1865071 | 0.62 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Jmac Lending, Inc. | 6 | 5666780 | 1.87 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Lendingone | 59 | 7026707 | 2.32 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Lendsure Mortgage Corp. | 1 | 383244 | 0.13 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Lendus, LLC | 2 | 821593 | 0.27 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Lima One Capital | 3 | 439078 | 0.15 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Lima One Capital, LLC | 10 | 727018 | 0.24 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Loandepot.Com | 54 | 46669608 | 15.42 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Loandepot.Com, LLC D/B/A Imortgage | 7 | 2410815 | 0.8 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Lynx Mortgage Bank, LLC | 2 | 636635 | 0.21 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Mega Capital Funding, Inc. | 1 | 2934421 | 0.97 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Mortgage One Solutions, Inc. | 1 | 905466 | 0.3 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Mortgage World Bankers, Inc. | 2 | 635510 | 0.21 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Movement Mortgage, LLC | 1 | 534537 | 0.18 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Newrez LLC | 22 | 7449310 | 2.46 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | North American Financial Corp. | 11 | 2483916 | 0.82 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Oaktree Funding Corporation | 13 | 4873484 | 1.61 | 1 | 266370 | 0.41 |  |  |  |  |  |  | 1 | 266370 | 0.41 |  |  |  |  |  |  |
|  | Ocmbc, Inc. | 28 | 12701650 | 4.2 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Planet Home Lending LLC | 2 | 551926 | 0.18 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Primary Capital Mortgage, LLC. | 1 | 570065 | 0.19 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Prime Source Mortgage, Inc. | 1 | 480196 | 0.16 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Provident Funding Associates, Lp | 1 | 522416 | 0.17 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Recovco Mortgage Management LLC | 0 | 0 | 0 | 1 | 296092 | 0.45 |  |  |  |  |  |  | 1 | 296092 | 0.45 |  |  |  |  |  |  |
|  | Recovco Mortgage Management, LLC | 66 | 23830553 | 7.88 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Reliant Bank | 14 | 8931856 | 2.95 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Resmac, Inc. | 8 | 2796630 | 0.92 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Royal Pacific Funding Corp Dba Pacific Banc | 1 | 424792 | 0.14 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Sg Capital Partners LLC | 1 | 882726 | 0.29 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Shelter Lending Services, LLC | 1 | 359399 | 0.12 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Shelter Mortgage Company LLC | 1 | 338882 | 0.11 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Sirva Mortgage | 1 | 282883 | 0.09 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Sun West Mortgage Company, Inc. | 6 | 5878892 | 1.94 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Synergy One Lending, Inc. | 3 | 703635 | 0.23 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | The Federal Savings Bank | 2 | 651306 | 0.22 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Total Mortgage Services, L.L.C. | 1 | 233355 | 0.08 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Wall Street Mortgage Bankers, Ltd. | 5 | 3694713 | 1.22 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Wholesale Capital Corporation | 1 | 574389 | 0.19 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Total GS Mortgage-Backed Securities Trust 2020-NQM1 |  | 734 | 302581476 | 100 | 9 | 3386085 | 5.2 |  |  |  |  |  |  | 8 | 3239456 | 4.98 | 1 | 146630 | 0.23 |  |  |  |
| GS Mortgage-Backed Securities Trust 2020-PJ5 | AmeriFirst Financial, Inc. | 1 | 1172225 | 0.28 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Angel Oak Home Loans LLC | 18 | 19376971 | 4.69 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | BM Real Estate Service Inc | 2 | 2847171 | 0.69 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Bay Equity LLC | 1 | 1069277 | 0.26 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Brand Mortgage Group LLC | 1 | 1116744 | 0.27 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | CalCon Mutual Mortgage LLC | 9 | 7195725 | 1.74 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Caliber Home Loans, Inc | 10 | 6543974 | 1.58 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Carrollton Bank (IL) | 1 | 511262 | 0.12 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Cherry Creek Mortgage Co., Inc. | 1 | 892154 | 0.22 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Coastal Funding SLC, Inc. dba Pacific Trust Mortgage | 1 | 1216070 | 0.29 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | CrossCountry Mortgage, LLC | 100 | 101766995 | 24.61 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Fifth Third | 3 | 1838493 | 0.44 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Flagstar Bank, FSB | 2 | 818678 | 0.2 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | GMFS, LLC. | 1 | 1126982 | 0.27 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Guaranteed Rate Affinity, LLC | 3 | 1633742 | 0.4 | 1 | 460138 | 0.33 |  |  |  |  |  |  |  |  |  | 1 | 460138 | 0.33 |  |  |  |
|  | Guaranteed Rate, Inc | 7 | 4303284 | 1.04 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Home Point Financial Corporation | 5 | 2724457 | 0.66 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | HomeBridge Financial Services, Inc | 28 | 17270369 | 4.18 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | IBERIABANK a division of First Horizon Bank | 1 | 1098269 | 0.27 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | LendUS, LLC | 3 | 3878661 | 0.94 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Lending Plus, Inc. | 1 | 891420 | 0.22 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | LoanDepot.com | 29 | 23496495 | 5.68 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Movement Mortgage, LLC | 22 | 19546411 | 4.73 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | NJ Lenders Corp. | 3 | 3678385 | 0.89 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | NMSI, Inc. | 1 | 1257929 | 0.3 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Nations Direct Mortgage, LLC | 1 | 1420187 | 0.34 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Nexera Holding LLC | 1 | 1557491 | 0.38 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | SoFi Lending Corp. | 2 | 1554904 | 0.38 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Synovus Bank | 1 | 631288 | 0.15 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | United Shore Financial Services, LLC | 221 | 181040686 | 43.78 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Total GS Mortgage-Backed Securities Trust 2020-PJ5 |  | 480 | 413476699 | 100 | 1 | 460138 | 0.33 |  |  |  |  |  |  |  |  |  | 1 | 460138 | 0.33 |  |  |  |
| GS Mortgage-Backed Securities Trust 2021-NQM1 | ALL STREET MTG BANKERS LTD | 1 | 623534 | 0.21 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | American Financing Corporation | 1 | 306737 | 0.11 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Aspire Financial Inc dba Texaslending.com | 1 | 208244 | 0.07 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Atlantic Home Loans d/b/a Atlantic Home Loans Lcnsd Mtg Bnkr | 1 | 196880 | 0.07 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Augusta Financial, Inc. | 1 | 467148 | 0.16 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Bank of England | 5 | 2460195 | 0.85 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Bay Equity LLC | 1 | 563117 | 0.19 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Bridgeview Mortgage Corp. | 1 | 440709 | 0.15 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | CORNERSTONE HOME LENDING, INC | 1 | 677491 | 0.23 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Calculated Risk Analytic, LLC. dba Excelerate Capital | 4 | 2655810 | 0.91 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Caliber Home Loans, Inc | 17 | 9014811 | 3.1 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Cliffco, Inc. dba Cliffco Mortgage Bankers | 3 | 3389451 | 1.17 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | CrossCountry Mortgage, LLC | 12 | 8589889 | 2.95 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | FM Home Loans, LLC | 10 | 8892254 | 3.06 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Fairway Independent Mortgage Corp. | 10 | 4604874 | 1.58 | 1 | 619266 | 0.57 |  |  |  |  |  |  |  |  |  | 1 | 619266 | 0.57 |  |  |  |
|  | First Guaranty Mortgage Corporation | 5 | 4628573 | 1.59 | 1 | 46270 | 0.04 |  |  |  |  |  |  | 1 | 46270 | 0.04 |  |  |  |  |  |  |
|  | Flagstar Bank, FSB | 8 | 5799749 | 1.99 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Greenbox Loans, Inc. | 14 | 3886539 | 1.34 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Greenway Mortgage Funding Corp. | 1 | 334676 | 0.12 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Home Point Financial Corporation | 16 | 6614744 | 2.27 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | HomeBridge Financial Services, Inc | 43 | 26136450 | 8.99 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | HomeXpress Mortgage Corp. | 62 | 31412613 | 10.8 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Hometown Equity Mortgage, LLC | 6 | 1698855 | 0.58 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Hometown Lenders, Inc. | 1 | 218521 | 0.08 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | IMPAC Mortgage Corp. | 14 | 5629065 | 1.94 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Jet Direct Funding Corp. | 1 | 600000 | 0.21 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | LOAN SIMPLE, INC | 1 | 188022 | 0.06 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Lincoln Capital Advisors, LLC | 12 | 12310052 | 4.23 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | LoanDepot.com | 73 | 37352297 | 12.84 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Luxury Mortgage Corp. | 4 | 2591918 | 0.89 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Mid Valley Services, Inc. | 1 | 568197 | 0.2 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Midwest Equity Mortgage LLC | 1 | 829317 | 0.29 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Mortgage World Bankers, Inc. | 1 | 648000 | 0.22 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Movement Mortgage, LLC | 6 | 4472626 | 1.54 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | NewRez LLC | 2 | 1501523 | 0.52 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | North American Financial Corp. | 1 | 124373 | 0.04 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | OCMBC Inc | 0 | 0 | 0 | 1 | 2066618 | 1.89 |  |  |  |  |  |  | 1 | 2066618 | 1.89 |  |  |  |  |  |  |
|  | OCMBC, Inc. | 8 | 10230680 | 3.52 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Oaktree Funding Corporation | 1 | 569643 | 0.2 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | PLANET HOME LENDING LLC | 2 | 396163 | 0.14 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Paramount Bank | 1 | 1272000 | 0.44 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Provident Funding Associates, LP | 7 | 2205217 | 0.76 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Recovco Mortgage Management, LLC | 20 | 10620123 | 3.65 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Royal Pacific Funding Corp dba Pacific Banc | 13 | 11374112 | 3.91 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | SI Mortgage Company | 1 | 415461 | 0.14 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Sharestates Investments LLC | 70 | 31487328 | 10.83 | 21 | 16015389 | 14.65 |  |  |  |  |  |  | 21 | 16015389 | 14.65 |  |  |  |  |  |  |
|  | Synovus Mortgage Corp. | 2 | 1265304 | 0.44 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | TVC Funding III, LLC | 128 | 19432379 | 6.68 | 4 | 380351 | 0.35 |  |  |  | 1 | 82480 | 0.08 | 3 | 297870 | 0.27 |  |  |  |  |  |  |
|  | United Shore Financial Services, LLC | 16 | 8679166 | 2.98 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Wall Street Mortgage Bankers, Ltd. | 1 | 391554 | 0.13 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | West One Capital Group, Inc. | 1 | 1827500 | 0.63 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Total GS Mortgage-Backed Securities Trust 2021-NQM1 |  | 613 | 290803884 | 100 | 28 | 19127894 | 17.5 |  |  |  | 1 | 82480 | 0.08 | 26 | 18426148 | 16.86 | 1 | 619266 | 0.57 |  |  |  |
| GS Mortgage-Backed Securities Trust 2021-GR2 | Guaranteed Rate Affinity, LLC | 238 | 63581135 | 13.74 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Guaranteed Rate, Inc | 1478 | 399211896 | 86.26 | 3 | 1104391 | 0.33 |  |  |  |  |  |  | 3 | 1104391 | 0.33 |  |  |  |  |  |  |
| Total GS Mortgage-Backed Securities Trust 2021-GR2 |  | 1716 | 462793031 | 100 | 3 | 1104391 | 0.33 |  |  |  |  |  |  | 3 | 1104391 | 0.33 |  |  |  |  |  |  |
| GS Mortgage Backed Securities 2021-PJ9 | AmeriFirst Financial, Inc. | 1 | 1419328 | 0.16 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Angel Oak Home Loans LLC | 15 | 12337292 | 1.41 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Augusta Financial, Inc. | 2 | 2009371 | 0.23 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | BM Real Estate Service Inc | 1 | 691489 | 0.08 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | CMG Mortgage, Inc. DBA CMG Financial | 1 | 924919 | 0.11 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | CalCon Mutual Mortgage LLC | 15 | 13838276 | 1.58 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Caliber Home Loans, Inc | 6 | 5820868 | 0.67 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Carrollton Bank (IL) | 1 | 1009239 | 0.12 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Central Bancompany, Inc. | 1 | 753237 | 0.09 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Change Lending, LLC | 3 | 3471996 | 0.4 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Cherry Creek Mortgage Co., Inc. | 1 | 1058332 | 0.12 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Chicago Mortgage Solutions LLC | 16 | 12354471 | 1.41 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Citadel Servicing Corporation | 2 | 1617252 | 0.19 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Crescent Mortgage Company | 1 | 1121297 | 0.13 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | CrossCountry Mortgage, LLC | 28 | 22788732 | 2.61 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Encore Bank (AR) | 1 | 822675 | 0.09 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Equity Prime Mortgage, LLC | 1 | 1012063 | 0.12 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Fairway Independent Mortgage Corp. | 3 | 3058334 | 0.35 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | First Guaranty Mortgage Corporation | 18 | 20345436 | 2.33 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | General Mortgage Capital Corporation | 1 | 969860 | 0.11 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Guaranteed Rate Affinity, LLC | 12 | 16525967 | 1.89 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Guaranteed Rate, Inc | 60 | 76471470 | 8.75 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Hamilton Home Loans, Inc. | 1 | 732982 | 0.08 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | HomeBridge Financial Services, Inc | 9 | 10919271 | 1.25 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | HomeXpress Mortgage Corp. | 2 | 1641436 | 0.19 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Homestead Funding Corp | 1 | 958901 | 0.11 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | IMPAC Mortgage Corp. | 2 | 1444730 | 0.17 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | JMAC Lending, Inc. | 8 | 8691452 | 0.99 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | LoanDepot.com | 44 | 39447907 | 4.52 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | McLean Mortgage Corporation | 1 | 895453 | 0.1 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Movement Mortgage LLC | 0 | 0 | 0 | 1 | 1013667 | 0.15 |  |  |  |  |  |  | 1 | 1013667 | 0.15 |  |  |  |  |  |  |
|  | Movement Mortgage, LLC | 169 | 145753618 | 16.68 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | NJ Lenders Corp. | 1 | 1793614 | 0.21 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | NMSI, Inc. | 1 | 1130347 | 0.13 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | NP, Inc. | 1 | 638694 | 0.07 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | New Wave Lending Group Inc | 1 | 2487903 | 0.28 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | NewRez LLC | 15 | 13497392 | 1.54 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Nexera Holding LLC | 14 | 17838329 | 2.04 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | OCMBC, Inc. | 3 | 3883480 | 0.44 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Opportunity Bank of Montana | 1 | 893176 | 0.1 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Plaza Home Mortgage, Inc. | 1 | 1790690 | 0.2 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Point Mortgage Corp. | 1 | 1753689 | 0.2 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Proper Rate, LLC | 6 | 4756329 | 0.54 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Sprout Mortgage, LLC | 60 | 70721128 | 8.09 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Stearns Lending, LLC. | 4 | 4318804 | 0.49 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Synovus Bank | 3 | 2059077 | 0.24 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | United Wholesale Mortgage, LLC | 342 | 334152301 | 38.25 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Vellum Mortgage, Inc. | 1 | 1069416 | 0.12 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Total GS Mortgage Backed Securities 2021-PJ9 |  | 882 | 873692023 | 100 | 1 | 1013667 | 0.15 |  |  |  |  |  |  | 1 | 1013667 | 0.15 |  |  |  |  |  |  |
| GS Mortgage Backed Securities 2021-PJ10 | Able Financial Corp | 1 | 1869090 | 0.23 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | American Security Mortgage Corp. | 1 | 1177054 | 0.14 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Angel Oak Home Loans LLC | 9 | 8624329 | 1.05 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Augusta Financial, Inc. | 1 | 957406 | 0.12 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | BM Real Estate Service Inc | 1 | 618820 | 0.08 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Blue Ridge Bank, National Association | 1 | 1235554 | 0.15 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | CalCon Mutual Mortgage LLC | 11 | 11071389 | 1.35 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Caliber Home Loans, Inc | 6 | 5420116 | 0.66 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Capital Mortgage Services of Texas | 7 | 4569495 | 0.56 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Change Lending, LLC | 2 | 2408980 | 0.29 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Cherry Creek Mortgage Co., Inc. | 1 | 1377647 | 0.17 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | CrossCountry Mortgage, LLC | 64 | 68613088 | 8.39 | 1 | 1407151 | 0.22 |  |  |  |  |  |  | 1 | 1407151 | 0.22 |  |  |  |  |  |  |
|  | Directors Mortgage, Inc.dba USA Direct Funding | 2 | 1618640 | 0.2 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Envision Bank | 1 | 1484764 | 0.18 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Fairway Independent Mortgage Corp. | 16 | 21092711 | 2.58 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Fall River Five Cents Savings Bank | 1 | 368903 | 0.05 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | First Guaranty Mortgage Corporation | 55 | 25524871 | 3.12 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Googain Inc. dba MaxReal | 1 | 1375052 | 0.17 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Guaranteed Rate Affinity, LLC | 27 | 26810977 | 3.28 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Guaranteed Rate, Inc | 35 | 44748427 | 5.47 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | High Tech Lending | 1 | 1098030 | 0.13 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | HomeBridge Financial Services, Inc | 8 | 8031236 | 0.98 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | HomeXpress Mortgage Corp. | 1 | 1680858 | 0.21 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | IMPAC Mortgage Corp. | 4 | 3375254 | 0.41 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Interfirst Mortgage Company | 38 | 32516771 | 3.98 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | JMAC Lending, Inc. | 20 | 18579022 | 2.27 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | LHM Financial Corporation | 1 | 918552 | 0.11 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | LendUS, LLC | 2 | 3157186 | 0.39 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | LoanDepot.com | 46 | 45234080 | 5.53 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Mason-McDuffie Mortgage Corporation | 1 | 1168556 | 0.14 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Midwest Equity Mortgage LLC | 1 | 936599 | 0.11 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Mortgage Access Corp | 2 | 2401083 | 0.29 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Movement Mortgage, LLC | 60 | 59226610 | 7.24 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | NFM, Inc. | 3 | 3783942 | 0.46 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | NJ Lenders Corp. | 2 | 2607630 | 0.32 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | NewRez LLC | 5 | 5377071 | 0.66 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Newrez, LLC | 10 | 9329002 | 1.14 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Nexera Holding LLC | 15 | 14669822 | 1.79 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | OCMBC, Inc. | 1 | 1024454 | 0.13 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Opportunity Bank of Montana | 3 | 1212635 | 0.15 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Plaza Home Mortgage, Inc. | 6 | 4972456 | 0.61 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Proper Rate, LLC | 3 | 2000157 | 0.24 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Rate One Financial, Inc. | 1 | 722613 | 0.09 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Reliant Bank | 3 | 2967780 | 0.36 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Republic State Mortgage Co. | 1 | 1218203 | 0.15 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Sierra Pacific Mortgage Company, Inc. | 1 | 1096379 | 0.13 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Sprout Mortgage, LLC | 52 | 62719086 | 7.67 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Stearns Lending, LLC. | 7 | 6774781 | 0.83 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | T2 Financial LLC | 1 | 619218 | 0.08 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | United Wholesale Mortgage, LLC | 263 | 287623005 | 35.16 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Total GS Mortgage Backed Securities 2021-PJ10 |  | 805 | 818009384 | 100 | 1 | 1407151 | 0.22 |  |  |  |  |  |  | 1 | 1407151 | 0.22 |  |  |  |  |  |  |
| GS Mortgage-Backed Securities Trust 2021-INV2 | United Wholesale Mortgage, LLC | 924 | 338993228 | 100 | 1 | 721918 | 0.27 |  |  |  |  |  |  | 1 | 721918 | 0.27 |  |  |  |  |  |  |
| Total GS Mortgage-Backed Securities Trust 2021-INV2 |  | 924 | 338993228 | 100 | 1 | 721918 | 0.27 |  |  |  |  |  |  | 1 | 721918 | 0.27 |  |  |  |  |  |  |
| GS Mortgage Backed Securities 2021-GR3 | Guaranteed Rate Affinity, LLC | 239 | 64782586 | 15.95 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Guaranteed Rate, Inc | 1329 | 341344462 | 84.05 | 1 | 318952 | 0.11 |  |  |  |  |  |  |  |  |  | 1 | 318952 | 0.11 |  |  |  |
| Total GS Mortgage Backed Securities 2021-GR3 |  | 1568 | 406127049 | 100 | 1 | 318952 | 0.11 |  |  |  |  |  |  |  |  |  | 1 | 318952 | 0.11 |  |  |  |
| GS Mortgage-Backed Securities Trust 2022-PJ1 | ABSOLUTE HOME MORTGAGE CORP. | 1 | 591970 | 0.08 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | ADVANCE MORTGAGE & INVESTMENT COMPANY LLC | 1 | 697696 | 0.09 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | ALL WESTERN MORTGAGE INC. | 1 | 1435920 | 0.18 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | ALPHA MORTGAGE CORPORATION | 1 | 453793 | 0.06 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | AMERICAN FINANCIAL NETWORK INC DBA REALTY MORTGAGE ALLIANCE | 1 | 634771 | 0.08 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | AMERICAN SECURITY MORTGAGE CORP. | 1 | 955000 | 0.12 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | ANGEL OAK HOME LOANS LLC | 19 | 16655699 | 2.12 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | BARR GROUP INC. | 1 | 750023 | 0.1 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | BLUE RIDGE BANK NATIONAL ASSOCIATION | 1 | 1059202 | 0.13 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | CALCON MUTUAL MORTGAGE LLC | 4 | 4622428 | 0.59 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | CALIBER HOME LOANS INC | 3 | 3076534 | 0.39 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | CAPITAL MORTGAGE SERVICES OF TEXAS | 6 | 6510842 | 0.83 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | CARDINAL FINANCIAL COMPANY LIMITED PARTNERSHIP | 1 | 781004 | 0.1 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | CHANGE LENDING LLC | 4 | 4267857 | 0.54 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | CHERRY CREEK MORTGAGE CO. INC. | 2 | 1543922 | 0.2 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | CHICAGO MORTGAGE SOLUTIONS LLC | 11 | 9933331 | 1.26 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | CROSSCOUNTRY MORTGAGE LLC | 37 | 40822326 | 5.18 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | DIRECT MORTGAGE LOANS LLC | 1 | 736496 | 0.09 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | ENVISION BANK | 1 | 895645 | 0.11 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | FAIRWAY INDEPENDENT MORTGAGE CORP. | 34 | 41831941 | 5.31 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | FIRST GUARANTY MORTGAGE CORPORATION | 44 | 34578230 | 4.39 | 1 | 676302 | 0.11 |  |  |  |  |  |  | 1 | 676302 | 0.11 |  |  |  |  |  |  |
|  | GENERAL MORTGAGE CAPITAL CORPORATION | 1 | 1492258 | 0.19 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | GOOGAIN INC. DBA MAXREAL | 1 | 1385456 | 0.18 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | GUARANTEED RATE AFFINITY LLC | 20 | 31451968 | 3.99 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | GUARANTEED RATE INC | 25 | 35382313 | 4.49 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | HAMILTON HOME LOANS INC. | 1 | 743775 | 0.09 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | HOMEBRIDGE FINANCIAL SERVICES INC | 10 | 8158513 | 1.04 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | IMPAC MORTGAGE CORP. | 3 | 1960042 | 0.25 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | INSPIRE HOME LOANS INC. | 1 | 705949 | 0.09 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | JMAC LENDING INC. | 14 | 19658611 | 2.5 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | KIND LENDING LLC | 2 | 2191410 | 0.28 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | LOANDEPOT.COM | 81 | 87067315 | 11.06 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | MCGOWIN-KING MORTGAGE LLC | 1 | 817605 | 0.1 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | MORTGAGE ACCESS CORP | 1 | 615810 | 0.08 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | MORTGAGE INVESTORS GROUP | 2 | 1471288 | 0.19 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | MOVEMENT MORTGAGE LLC | 106 | 45417902 | 5.77 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | NEWREZ LLC | 8 | 7704566 | 0.98 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | NEXERA HOLDING LLC | 17 | 24047211 | 3.05 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | NJ LENDERS CORP. | 1 | 934278 | 0.12 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | PLAZA HOME MORTGAGE INC. | 1 | 1077175 | 0.14 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | PROPER RATE LLC | 2 | 3336205 | 0.42 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | RELIANT BANK | 11 | 12837821 | 1.63 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | SIERRA PACIFIC MORTGAGE COMPANY INC. | 2 | 2244678 | 0.29 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | SPROUT MORTGAGE LLC | 34 | 38162945 | 4.85 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | STEARNS LENDING LLC. | 9 | 8015237 | 1.02 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | THE FEDERAL SAVINGS BANK | 1 | 182912 | 0.02 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | THE HOME LOAN EXPERT | 1 | 723811 | 0.09 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | UNITED WHOLESALE MORTGAGE LLC | 229 | 276709489 | 35.15 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Total GS Mortgage-Backed Securities Trust 2022-PJ1 |  | 760 | 787331174 | 100 | 1 | 676302 | 0.11 |  |  |  |  |  |  | 1 | 676302 | 0.11 |  |  |  |  |  |  |
| GS Mortgage-Backed Securities Trust 2022-PJ2 | Able Financial Corp | 1 | 934941 | 0.13 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Absolute Home Mortgage Corp. | 1 | 1004481 | 0.14 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Academy Mortgage Corporation | 2 | 1723388 | 0.24 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | American Security Mortgage Corp. | 1 | 1351476 | 0.19 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Angel Oak Home Loans LLC | 11 | 12143510 | 1.73 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | CIBM Bank | 1 | 666615 | 0.09 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | CalCon Mutual Mortgage LLC | 4 | 4379525 | 0.62 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Caliber Home Loans, Inc | 1 | 1248156 | 0.18 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Capital Mortgage Services of Texas | 2 | 1663355 | 0.24 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Change Lending, LLC | 1 | 626754 | 0.09 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Cherry Creek Mortgage Co., Inc. | 1 | 791317 | 0.11 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Chicago Mortgage Solutions LLC | 4 | 2912320 | 0.41 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | CrossCountry Mortgage, LLC | 25 | 32774000 | 4.66 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Directors Mortgage, Inc.dba USA Direct Funding | 1 | 2482406 | 0.35 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Equity Prime Mortgage, LLC | 1 | 816085 | 0.12 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | FLORIDA CAPITAL BANK, NATIONAL ASSOCIATION | 1 | 1317020 | 0.19 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Fairway Independent Mortgage Corp. | 30 | 35798322 | 5.09 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | First Guaranty Mortgage Corporation | 20 | 22845021 | 3.25 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Googain Inc. dba MaxReal | 1 | 1013022 | 0.14 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Guaranteed Rate Affinity, LLC | 13 | 17854285 | 2.54 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Guaranteed Rate, Inc | 18 | 23230599 | 3.3 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | High Tech Lending | 1 | 617129 | 0.09 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | HomeBridge Financial Services, Inc | 7 | 7364897 | 1.05 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Homestead Funding Corp | 1 | 988639 | 0.14 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | IMPAC Mortgage Corp. | 6 | 5179387 | 0.74 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | JMAC Lending, Inc. | 9 | 10963515 | 1.56 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Kind Lending, LLC | 1 | 700879 | 0.1 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | LenderFi Inc. | 1 | 936271 | 0.13 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | LoanDepot.com | 56 | 58800591 | 8.36 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | MegaStar Financial Corp | 1 | 653690 | 0.09 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Movement Mortgage, LLC | 95 | 55309983 | 7.86 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | NewRez LLC | 5 | 3774185 | 0.54 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Nexera Holding LLC | 10 | 11299642 | 1.61 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | North American Savings Bank, fsb | 2 | 2085524 | 0.3 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Opportunity Bank of Montana | 1 | 2071687 | 0.29 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Plaza Home Mortgage, Inc. | 1 | 1080970 | 0.15 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Proper Rate, LLC | 1 | 853916 | 0.12 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Quicken Loans, LLC | 1 | 791474 | 0.11 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Reliant Bank | 1 | 1100217 | 0.16 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Republic State Mortgage Co. | 1 | 687255 | 0.1 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Sierra Pacific Mortgage Company, Inc. | 2 | 1425592 | 0.2 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Sprout Mortgage, LLC | 8 | 8165801 | 1.16 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Stearns Lending, LLC. | 11 | 10400188 | 1.48 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Synovus Bank | 2 | 2004919 | 0.28 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | T2 Financial LLC | 1 | 781578 | 0.11 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | The Home Loan Expert | 1 | 738005 | 0.1 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | United Wholesale Mortgage, LLC | 307 | 347317283 | 49.36 | 1 | 934065 | 0.17 |  |  |  |  |  |  | 1 | 934065 | 0.17 |  |  |  |  |  |  |
| Total GS Mortgage-Backed Securities Trust 2022-PJ2 |  | 673 | 703669816 | 100 | 1 | 934065 | 0.17 |  |  |  |  |  |  | 1 | 934065 | 0.17 |  |  |  |  |  |  |
| GS Mortgage-Backed Securities Trust 2022-NQM1 | Angel Oak Home Loans LLC | 1 | 660441 | 0.19 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | CalCon Mutual Mortgage LLC | 1 | 984400 | 0.29 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Calculated Risk Analytics, LLC. | 11 | 11539734 | 3.38 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Cardinal Financial Company, Limited Partnership | 2 | 1708119 | 0.5 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Cherry Creek Mortgage Co., Inc. | 2 | 1500091 | 0.44 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | CrossCountry Mortgage, LLC | 7 | 6945859 | 2.04 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Directors Mortgage, Inc.dba USA Direct Funding | 1 | 859815 | 0.25 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Embrace Home Loans, Inc. | 1 | 535368 | 0.16 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | First Guaranty Mortgage Corporation | 102 | 66304106 | 19.43 | 1 | 520447 | 0.22 |  |  |  |  |  |  |  |  |  | 1 | 520447 | 0.22 |  |  |  |
|  | Guaranteed Rate Affinity, LLC | 2 | 2557019 | 0.75 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Guaranteed Rate, Inc | 4 | 4502512 | 1.32 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | HomeBridge Financial Services, Inc | 10 | 5845828 | 1.71 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | HomeXpress Mortgage Corp. | 6 | 2948963 | 0.86 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | IBERIABANK a division of First Horizon Bank | 1 | 1472586 | 0.43 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | IMPAC Mortgage Corp. | 60 | 33872970 | 9.93 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Inspire Home Loans, Inc. | 1 | 626196 | 0.18 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | JMAC Lending, Inc. | 6 | 1681826 | 0.49 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | LeaderOne Financial Corporation | 1 | 1086797 | 0.32 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | LendSure Mortgage Corp. | 37 | 21245470 | 6.23 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | LendUS, LLC | 4 | 3993904 | 1.17 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Mann Mortgage, LLC | 2 | 2878391 | 0.84 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Movement Mortgage, LLC | 6 | 5850897 | 1.71 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | NEWREZ, LLC | 1 | 667532 | 0.2 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Nations Direct Mortgage, LLC | 1 | 601313 | 0.18 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Nexera Holding LLC | 11 | 7272131 | 2.13 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | OCMBC, Inc. | 5 | 1840167 | 0.54 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Oaktree Funding Corporation | 46 | 33705470 | 9.88 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Point Mortgage Corp. | 1 | 1314691 | 0.39 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Proper Rate, LLC | 1 | 676185 | 0.2 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Royal Pacific Funding Corp dba Pacific Banc | 23 | 12195723 | 3.57 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Sharestates Intercap Line, LLC | 2 | 2094000 | 0.61 | 1 | 113402 | 0.05 |  |  |  |  |  |  | 1 | 113402 | 0.05 |  |  |  |  |  |  |
|  | Sharestates Investments, LLC | 3 | 2775000 | 0.81 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Sprout Mortgage, LLC | 134 | 91059966 | 26.69 | 2 | 2356858 | 0.98 |  |  |  |  |  |  | 2 | 2356858 | 0.98 |  |  |  |  |  |  |
|  | Summit Funding Inc | 1 | 1132949 | 0.33 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Synovus Bank | 1 | 941173 | 0.28 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Temple View Capital | 29 | 5304187 | 1.55 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Total GS Mortgage-Backed Securities Trust 2022-NQM1 |  | 527 | 341181777 | 100 | 4 | 2990707 | 1.25 |  |  |  |  |  |  | 3 | 2470260 | 1.03 | 1 | 520447 | 0.22 |  |  |  |
| GS Mortgage-Backed Securities Trust 2022-GR2 | Guaranteed Rate Affinity, LLC | 284 | 78905139 | 11.43 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Guaranteed Rate, Inc | 1749 | 503158156 | 72.91 | 5 | 1482338 | 0.27 |  |  |  | 1 | 190883 | 0.03 | 4 | 1291455 | 0.23 |  |  |  |  |  |  |
|  | Stearns Lending, LLC. | 291 | 108032408 | 15.65 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Total GS Mortgage-Backed Securities Trust 2022-GR2 |  | 2324 | 690095702 | 100 | 5 | 1482338 | 0.27 |  |  |  | 1 | 190883 | 0.03 | 4 | 1291455 | 0.23 |  |  |  |  |  |  |
| GS Mortgage Backed Securities Trust 2022-INV1 | Alpha Mortgage Corporation | 2 | 318913 | 0.07 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | AmWest Funding Corp. | 1 | 213779 | 0.05 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Angel Oak Home Loans LLC | 12 | 9665345 | 2.19 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Atlantic Bay Mortgage Group LLC | 7 | 1402004 | 0.32 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | CalCon Mutual Mortgage LLC | 2 | 1474656 | 0.33 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Caliber Home Loans, Inc | 182 | 20742722 | 4.71 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Change Lending, LLC | 1 | 1114299 | 0.25 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Compass Mortgage, Inc. | 4 | 740992 | 0.17 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | CrossCountry Mortgage, LLC | 43 | 18274241 | 4.15 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Fairway Independent Mortgage Corp. | 12 | 12295212 | 2.79 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Fall River Five Cents Savings Bank | 1 | 287062 | 0.07 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | First Bank, a Texas corporation | 1 | 159402 | 0.04 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | First Guaranty Mortgage Corporation | 159 | 52127842 | 11.82 | 1 | 250703 | 0.08 |  |  |  |  |  |  | 1 | 250703 | 0.08 |  |  |  |  |  |  |
|  | General Mortgage Capital Corporation | 1 | 436220 | 0.1 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Guaranteed Rate Affinity, LLC | 10 | 12655892 | 2.87 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Guaranteed Rate, Inc | 34 | 34552157 | 7.84 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | GuardHill Financial Corp. | 1 | 505043 | 0.11 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Hamilton Home Loans, Inc. | 1 | 772581 | 0.18 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Home Point Financial Corporation | 31 | 12972143 | 2.94 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | HomeBridge Financial Services, Inc | 100 | 53618445 | 12.16 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | IMPAC Mortgage Corp. | 3 | 3424151 | 0.78 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | JMAC Lending, Inc. | 64 | 27777184 | 6.3 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | LeaderOne Financial Corporation | 2 | 319255 | 0.07 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Legacy National Bank | 1 | 317878 | 0.07 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Loan America | 1 | 1715662 | 0.39 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | LoanDepot.com | 9 | 9097273 | 2.06 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | MegaStar Financial Corp | 5 | 1072686 | 0.24 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Movement Mortgage, LLC | 479 | 103039251 | 23.37 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Network Funding, L.P. | 3 | 519124 | 0.12 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | NewRez LLC | 41 | 8734839 | 1.98 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Nexera Holding LLC | 6 | 5552613 | 1.26 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | OCMBC, Inc. | 1 | 1252603 | 0.28 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Opportunity Bank of Montana | 3 | 581800 | 0.13 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Plaza Home Mortgage, Inc. | 2 | 2121011 | 0.48 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Radius Financial Group Inc. | 2 | 574698 | 0.13 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Residential Wholesale Mortgage, Inc. | 1 | 326022 | 0.07 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Siwell Inc. dba Capital Mortgage Services of Texas | 10 | 2239988 | 0.51 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Sprout Mortgage, LLC | 7 | 7618328 | 1.73 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Stearns Lending, LLC. | 2 | 1297256 | 0.29 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | T2 Financial LLC | 1 | 900050 | 0.2 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | The Federal Savings Bank | 14 | 4198946 | 0.95 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | United Wholesale Mortgage, LLC | 19 | 22688320 | 5.15 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Wyndham Capital Mortgage, Inc | 3 | 1160226 | 0.26 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Total GS Mortgage Backed Securities Trust 2022-INV1 |  | 1284 | 440858117 | 100 | 1 | 250703 | 0.08 |  |  |  |  |  |  | 1 | 250703 | 0.08 |  |  |  |  |  |  |
| GS Mortgage Backed Securities 2022-HP1 | Home Point Financial Corporation | 2088 | 781102992 | 200 | 2 | 571258 | 0.18 |  |  |  |  |  |  | 2 | 571258 | 0.18 |  |  |  |  |  |  |
| Total GS Mortgage Backed Securities 2022-HP1 |  | 2088 | 781102992 | 200 | 2 | 571258 | 0.18 |  |  |  |  |  |  | 2 | 571258 | 0.18 |  |  |  |  |  |  |
| GS Mortgage Backed Securities 2022-PJ5 | Academy Mortgage Corporation | 1 | 972675 | 0.18 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | All Western Mortgage, Inc. | 1 | 1440389 | 0.26 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | American Pacific Mortgage Corp. dba American Pacific Funding | 1 | 1021952 | 0.19 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Angel Oak Home Loans LLC | 15 | 17797290 | 3.26 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Arc Home LLC | 1 | 1008509 | 0.18 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Arvest Bank | 1 | 1901089 | 0.35 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Caliber Home Loans, Inc | 4 | 5317228 | 0.97 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Capital Mortgage Services of Texas | 2 | 1523789 | 0.28 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Cardinal Financial Company, Limited Partnership | 1 | 1178467 | 0.22 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Central Bancompany, Inc. | 2 | 1213540 | 0.22 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Change Lending, LLC | 3 | 3521167 | 0.65 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Cherry Creek Mortgage Co., Inc. | 1 | 859094 | 0.16 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Chicago Mortgage Solutions LLC | 2 | 1437838 | 0.26 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | CrossCountry Mortgage, LLC | 6 | 7596629 | 1.39 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Directors Mortgage, Inc.dba USA Direct Funding | 1 | 1492901 | 0.27 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Embrace Home Loans, Inc. | 1 | 1270800 | 0.23 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Envoy Mortgage, Ltd. | 1 | 1122234 | 0.21 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Fairway Independent Mortgage Corp. | 43 | 49108449 | 9 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | First State Bank (MI) | 1 | 1688534 | 0.31 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Franklin Loan Corporation | 1 | 1151682 | 0.21 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | GMFS, LLC | 1 | 786658 | 0.14 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Guaranteed Rate Affinity, LLC | 7 | 8700171 | 1.59 | 1 | 1173141 | 0.26 |  |  |  | 1 | 1173141 | 0.26 |  |  |  |  |  |  |  |  |  |
|  | Guaranteed Rate, Inc | 14 | 14530585 | 2.66 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | High Tech Lending | 1 | 1288550 | 0.24 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | HomeBridge Financial Services, Inc | 10 | 10062417 | 1.84 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Homestead Funding Corp | 1 | 775279 | 0.14 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | IMPAC Mortgage Corp. | 3 | 2411622 | 0.44 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | JMAC Lending, Inc. | 4 | 4940494 | 0.91 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | LenderFi Inc. | 1 | 1088798 | 0.2 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | LoanDepot.com | 36 | 35145846 | 6.44 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Mason-McDuffie Mortgage Corporation | 1 | 749792 | 0.14 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Movement Mortgage, LLC | 24 | 13044045 | 2.39 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | NFM, Inc. | 1 | 1144787 | 0.21 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | NJ Lenders Corp. | 1 | 926458 | 0.17 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | NewRez LLC | 4 | 5129052 | 0.94 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Nexera Holding LLC | 6 | 9377474 | 1.72 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | North American Banking Company | 1 | 662290 | 0.12 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Plaza Home Mortgage, Inc. | 1 | 853680 | 0.16 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Sierra Pacific Mortgage Company, Inc. | 1 | 1037007 | 0.19 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Sprout Mortgage, LLC | 8 | 12911151 | 2.37 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | The Loan Store, Inc. | 1 | 1087459 | 0.2 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | United Wholesale Mortgage, LLC | 274 | 316432365 | 57.99 | 1 | 985175 | 0.22 |  |  |  | 1 | 985175 | 0.22 |  |  |  |  |  |  |  |  |  |
| Total GS Mortgage Backed Securities 2022-PJ5 |  | 490 | 545710235 | 100 | 2 | 2158315 | 0.48 |  |  |  | 2 | 2158315 | 0.48 |  |  |  |  |  |  |  |  |  |
| GS Mortgage-Backed Securities Trust 2022-LTV2 | Amerisave Mortgage Corporation | 5 | 4502195 | 1.47 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Angel Oak Home Loans LLC | 12 | 12608756 | 4.12 | 1 | 981880 | 0.4 |  |  |  |  |  |  | 1 | 981880 | 0.4 |  |  |  |  |  |  |
|  | CalCon Mutual Mortgage LLC | 2 | 2333923 | 0.76 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Caliber Home Loans, Inc | 13 | 12935594 | 4.23 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Cardinal Financial Company, Limited Partnership | 1 | 1039335 | 0.34 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Change Lending, LLC | 1 | 831827 | 0.27 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Cherry Creek Mortgage Co., Inc. | 2 | 1860987 | 0.61 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | CrossCountry Mortgage, LLC | 17 | 17630340 | 5.77 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Directors Mortgage, Inc.dba USA Direct Funding | 1 | 1169939 | 0.38 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Embrace Home Loans, Inc. | 1 | 1853530 | 0.61 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Fairway Independent Mortgage Corp. | 46 | 49662945 | 16.24 | 1 | 721390 | 0.29 |  |  |  |  |  |  | 1 | 721390 | 0.29 |  |  |  |  |  |  |
|  | First Internet Bank of Indiana | 1 | 900827 | 0.29 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Guaranteed Rate Affinity, LLC | 1 | 1072285 | 0.35 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Guaranteed Rate, Inc | 6 | 7112205 | 2.33 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Home Point Financial Corporation | 2 | 1921875 | 0.63 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | HomeBridge Financial Services, Inc | 5 | 4448507 | 1.45 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | IBERIABANK a division of First Horizon Bank | 1 | 1255085 | 0.41 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | IMPAC Mortgage Corp. | 2 | 2097026 | 0.69 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | JMAC Lending, Inc. | 1 | 782267 | 0.26 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | LoanDepot.com | 3 | 2353822 | 0.77 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Movement Mortgage, LLC | 37 | 35533832 | 11.62 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | New Wave Lending Group Inc | 1 | 876076 | 0.29 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | NewRez LLC | 1 | 664483 | 0.22 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Nexera Holding LLC | 7 | 6605370 | 2.16 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Northpointe Bank | 21 | 21678431 | 7.09 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | OriginPoint LLC | 1 | 1083471 | 0.35 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Plaza Home Mortgage, Inc. | 1 | 716448 | 0.23 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Sprout Mortgage, LLC | 2 | 1764769 | 0.58 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Stearns Lending, LLC. | 2 | 1920247 | 0.63 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | The Mortgage Company | 1 | 1177842 | 0.39 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | United Wholesale Mortgage, LLC | 96 | 104704214 | 34.24 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Wheatland Bank | 1 | 667971 | 0.22 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Total GS Mortgage-Backed Securities Trust 2022-LTV2 |  | 294 | 305766422 | 100 | 2 | 1703270 | 0.69 |  |  |  |  |  |  | 2 | 1703270 | 0.69 |  |  |  |  |  |  |
| GS Mortgage Backed Securities 2023-PJ2 | All Western Mortgage, Inc. | 1 | 1141488 | 0.28 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | AmRes Corporation | 1 | 2984188 | 0.74 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Amerifirst Financial Corp | 1 | 2989325 | 0.74 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Amerisave Mortgage Corporation | 11 | 10568617 | 2.61 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Caliber Home Loans, Inc | 34 | 41146259 | 10.15 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Capital Mortgage Services of Texas | 1 | 991483 | 0.24 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Change Lending, LLC | 1 | 2938306 | 0.72 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Churchill Mortgage Corporation | 1 | 1488348 | 0.37 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | CrossCountry Mortgage, LLC | 32 | 34176759 | 8.43 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Directors Mortgage, Inc.dba USA Direct Funding | 1 | 1278863 | 0.32 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Fairway Independent Mortgage Corp. | 10 | 10238294 | 2.52 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Flagstar Bank, FSB | 10 | 9337551 | 2.3 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Guaranteed Rate Affinity, LLC | 2 | 2044733 | 0.5 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Guaranteed Rate, Inc | 15 | 19403870 | 4.79 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Hancock Whitney Bank | 1 | 728341 | 0.18 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Home Point Financial Corporation | 5 | 5278977 | 1.3 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | HomeBridge Financial Services, Inc | 3 | 3275664 | 0.81 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | JMAC Lending, Inc. | 3 | 4935627 | 1.22 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Keystone Funding, Inc. | 1 | 1365344 | 0.34 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Kind Lending, LLC | 1 | 751843 | 0.19 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Knock Lending LLC | 1 | 712046 | 0.18 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | LoanDepot.com | 4 | 4038598 | 1 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Movement Mortgage, LLC | 13 | 13941018 | 3.44 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | NFM, Inc. | 1 | 1030155 | 0.25 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | New Rez, LLC | 2 | 2961967 | 0.73 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | New Wave Lending Group Inc | 1 | 1706157 | 0.42 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Nexera Holding LLC | 4 | 5218567 | 1.29 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | OriginPoint LLC | 1 | 1968235 | 0.49 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Radius Financial Group Inc. | 1 | 265928 | 0.07 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Security National Mortgage Company | 1 | 254313 | 0.06 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | United Wholesale Mortgage, LLC | 201 | 214923847 | 53 | 1 | 1053339 | 0.32 |  |  |  |  |  |  | 1 | 1053339 | 0.32 |  |  |  |  |  |  |
|  | UpEquity SPV2, LLC | 1 | 1412861 | 0.35 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Total GS Mortgage Backed Securities 2023-PJ2 |  | 366 | 405497575 | 100 | 1 | 1053339 | 0.32 |  |  |  |  |  |  | 1 | 1053339 | 0.32 |  |  |  |  |  |  |
| GS Mortgage Backed Securities 2023-CCM1 | CrossCountry Mortgage, LLC | 629 | 274999119 | 100 | 7 | 2409458 | 1.39 |  |  |  |  |  |  | 5 | 1471451 | 0.85 | 2 | 938007 | 0.54 |  |  |  |
| Total GS Mortgage Backed Securities 2023-CCM1 |  | 629 | 274999119 | 100 | 7 | 2409458 | 1.39 |  |  |  |  |  |  | 5 | 1471451 | 0.85 | 2 | 938007 | 0.54 |  |  |  |
| GS Mortgage-Backed Securities Trust 2023-PJ4 | American Pacific Mortgage Corp. dba American Pacific Funding | 1 | 431195 | 0.13 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Amerihome Mortgage Company, LLC | 53 | 52896175 | 15.86 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Amerisave Mortgage Corporation | 2 | 1852909 | 0.56 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Angel Oak Home Loans LLC | 4 | 3075315 | 0.92 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Atlantic Bay Mortgage Group LLC | 3 | 2685307 | 0.81 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Caliber Home Loans, Inc | 13 | 13308236 | 3.99 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Citywide Home Loans, LLC | 1 | 823009 | 0.25 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | CrossCountry Mortgage, LLC | 29 | 24344557 | 7.3 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Fairway Independent Mortgage Corp. | 14 | 14964159 | 4.49 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | First Guaranty Mortgage Corporation | 1 | 1034165 | 0.31 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Flagstar Bank, FSB | 15 | 18849969 | 5.65 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Guaranteed Rate Affinity, LLC | 3 | 2837772 | 0.85 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Guaranteed Rate, Inc | 8 | 9911467 | 2.97 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Home Point Financial Corporation | 2 | 2243633 | 0.67 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | HomeBridge Financial Services, Inc | 1 | 901450 | 0.27 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | HomeStar Financial Corporation | 1 | 197767 | 0.06 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | JMAC Lending, Inc. | 8 | 14293399 | 4.29 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | LeaderOne Financial Corporation | 2 | 747973 | 0.22 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | LoanDepot.com | 1 | 1195262 | 0.36 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Luminate Home Loans, Inc. | 1 | 997587 | 0.3 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Mason-McDuffie Mortgage Corporation | 1 | 2443156 | 0.73 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Meadowbrook Financial Mortgage Bankers Corp. | 1 | 287179 | 0.09 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | MegaStar Financial Corp. | 1 | 614143 | 0.18 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Movement Mortgage, LLC | 1 | 912250 | 0.27 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | New Fed Mortgage Corp | 1 | 251191 | 0.08 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | NewRez LLC | 4 | 4009987 | 1.2 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Nexera Holding LLC | 4 | 3608533 | 1.08 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | OCMBC, Inc. | 3 | 5540314 | 1.66 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | OriginPoint LLC | 2 | 3346874 | 1 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Pacific Residential Mortgage, LLC | 2 | 518503 | 0.16 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | SeaTrust Mortgage Company | 1 | 319203 | 0.1 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Security National Mortgage Company | 3 | 1195542 | 0.36 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Shore United Bank | 1 | 2953849 | 0.89 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Stockton Mortgage Corporation | 1 | 1194572 | 0.36 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | United Wholesale Mortgage, LLC | 98 | 138649157 | 41.58 | 1 | 859973 | 0.35 |  |  |  |  |  |  | 1 | 859973 | 0.35 |  |  |  |  |  |  |
| Total GS Mortgage-Backed Securities Trust 2023-PJ4 |  | 287 | 333435760 | 100 | 1 | 859973 | 0.35 |  |  |  |  |  |  | 1 | 859973 | 0.35 |  |  |  |  |  |  |
| GS Mortgage-Backed Securities Trust 2024-PJ5 | Academy Mortgage Corporation | 1 | 1216592 | 0.3 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | American Pacific Mortgage Corp. dba American Pacific Funding | 1 | 743526 | 0.18 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Amerisave Mortgage Corporation | 1 | 979810 | 0.24 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Angel Oak Home Loans LLC | 1 | 1313229 | 0.33 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Atlantic Bay Mortgage Group LLC | 5 | 5436659 | 1.35 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Bond Mortgage LLC | 1 | 1017680 | 0.25 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | CMG Mortgage, Inc. DBA CMG Financial | 10 | 13933141 | 3.45 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Caliber Home Loans, Inc | 1 | 1071183 | 0.27 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Capital Mortgage Services of Texas | 3 | 2936669 | 0.73 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Change Lending, LLC | 1 | 636175 | 0.16 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | CrossCountry Mortgage, LLC | 16 | 20615870 | 5.11 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Delmar Financial Company | 1 | 897774 | 0.22 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Fairway Independent Mortgage Corp. | 10 | 11670270 | 2.89 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | First Heritage Mortgage, LLC | 1 | 392345 | 0.1 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Flagstar Bank, National Association | 8 | 11934198 | 2.96 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Franklin Loan Corporation | 2 | 3114221 | 0.77 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Gardner Financial Services LTD dba Gardner Financial Service | 2 | 1632495 | 0.4 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Gold Star Mortgage Financial Group, Corporation | 1 | 1204207 | 0.3 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Guaranteed Rate Affinity, LLC | 2 | 3698641 | 0.92 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Guaranteed Rate, Inc | 20 | 23380731 | 5.8 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Guild Mortgage Company LLC | 3 | 860813 | 0.21 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Harris Capital Mortgage Group | 1 | 1126223 | 0.28 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | High Tech Lending | 1 | 1292099 | 0.32 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | JMAC Lending, Inc. | 4 | 6039535 | 1.5 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Legacy Home Loans, LLC | 1 | 379127 | 0.09 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Meadowbrook Financial Mortgage Bankers Corp. | 1 | 203474 | 0.05 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Movement Mortgage, LLC | 2 | 1714316 | 0.42 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Nationstar Mortgage LLC | 1 | 1047007 | 0.26 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Nationwide Mortgage Bankers, Inc | 1 | 782371 | 0.19 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | NewRez LLC | 5 | 7206928 | 1.79 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Nexera Holding LLC | 1 | 1321756 | 0.33 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | NorthPoint Mortgage | 1 | 335369 | 0.08 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Northeast Home Loan, LLC | 1 | 972927 | 0.24 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Note LLC | 1 | 1416739 | 0.35 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Opportunity Bank of Montana | 1 | 678551 | 0.17 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | OriginPoint LLC | 6 | 7169534 | 1.78 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | PennyMac Loan Services, LLC | 105 | 42258824 | 10.48 | 1 | 701523 | 0.26 |  |  |  | 1 | 701523 | 0.26 |  |  |  |  |  |  |  |  |  |
|  | Petra Home Lending | 1 | 2177287 | 0.54 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Plaza Home Mortgage, Inc. | 1 | 897984 | 0.22 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | PrimeLending, a Plains Capital Company | 1 | 327301 | 0.08 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Proper Rate, LLC | 1 | 1159174 | 0.29 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | RANLIFE, INC. | 1 | 249131 | 0.06 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Security National Mortgage Company | 1 | 182040 | 0.05 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Towne Mortgage Company | 1 | 263337 | 0.07 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | United Wholesale Mortgage, LLC | 165 | 213008671 | 52.81 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | V.I.P. Mortgage Inc. | 2 | 2483640 | 0.62 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Total GS Mortgage-Backed Securities Trust 2024-PJ5 |  | 398 | 403379574 | 100 | 1 | 701523 | 0.26 |  |  |  | 1 | 701523 | 0.26 |  |  |  |  |  |  |  |  |  |
| Legacy Mortgage Asset Trust 2024-INV1 | Banc of California | 134 | 34820974 | 1.79 | 1 | 183000 | 0.01 |  |  |  | 1 | 183000 | 0.01 |  |  |  |  |  |  |  |  |  |
|  | Civic Financial Services | 5812 | 1719792442 | 88.29 | 18 | 4371747 | 0.26 |  |  |  | 18 | 4371747 | 0.26 |  |  |  |  |  |  |  |  |  |
|  | Civic Holdings III Trust | 30 | 7545673 | 0.39 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  | Civic Real Estate Holdings III, LLC | 129 | 39995229 | 2.05 | 6 | 1560577 | 0.09 |  |  |  | 6 | 1560577 | 0.09 |  |  |  |  |  |  |  |  |  |
|  | Textbook Holdings Trust | 471 | 145825786 | 7.49 | 7 | 3521500 | 0.21 |  |  |  | 7 | 3521500 | 0.21 |  |  |  |  |  |  |  |  |  |
| Total Legacy Mortgage Asset Trust 2024-INV1 |  | 6576 | 1947980104 | 100 | 32 | 9636824 | 0.57 |  |  |  | 32 | 9636824 | 0.57 |  |  |  |  |  |  |  |  |  |
| Total Asset Class : Residential Mortgage Backed Securities - Non-Prime |  | 24812 | 12138501202 | 100 | 106 | 53560587 | 0.45 | 0 | 0 | 0 | 37 | 12770026 | 0.11 | 61 | 37194805 | 0.31 | 8 | 3595756 | 0.03 | 0 | 0 | 0 |
| **Asset Class : Residential Mortgage Backed Securities - Prime** |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |

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__________________________________

<sup>1</sup> This Form ABS-15G contains all applicable Reportable Information (as defined below) that we know and that is available to us without unreasonable effort or expense. We have gathered the information set forth in this Form ABS-15G by, among other things, (i) identifying asset-backed securities transactions that fall within the scope of Rule 15Ga-1 for which we are a securitizer and that are not covered by a filing to be made by an affiliated securitizer (if any) ("Covered Transactions"), (ii) gathering information in our records regarding demands for repurchase or replacement of pool assets in Covered Transactions for breaches of representations or warranties concerning those pool assets ("Repurchases") that is required to be reported on Form ABS-15G ("Reportable Information"), (iii) identifying the parties in Covered Transactions that have a contractual obligation to enforce any Repurchase obligations of the party or parties making those representations or warranties based on our records ("Demand Entities"), and (iv) requesting all Reportable Information from trustees and other Demand Entities that is within their respective possession and which has not been previously provided to us. Our ability to provide Reportable Information that is not already in our records is significantly dependent upon the cooperation of those other Demand Entities. Any applicable Reportable Information that is not contained herein is unknown and is not available to us without unreasonable effort or expense, because some Demand Entities are no longer in existence, some Demand Entities have not agreed to provide Reportable Information, some Demand Entities may not have provided complete Reportable Information, and some Demand Entities may be unable or unwilling to provide Reportable Information without unreasonable effort or expense (or without imposing unreasonable expense on us).

The information in this Form ABS-15G has not been verified by any third party. In addition, while we requested Reportable Information from trustees and other Demand Entities as to investor demands that occurred prior to July 22, 2010, it is possible that this disclosure does not contain information about all investor demands upon those parties made prior to that date.

<sup>2</sup> The outstanding principal balance of each asset that has been repurchased or replaced is calculated as of the date of repurchase or replacement; the outstanding principal balance of each asset that has been liquidated is calculated as of the date of liquidation; and the outstanding principal balance of every other asset is calculated as of the last day of the reporting period.

<sup>3</sup> At time of securitization.