Name of Issuing Entity
|
Check if Registered
|
Name of Originator(3)
|
Total Assets in ABS by Originator
|
Assets That Were Subject of Demand
|
Assets That Were Repurchased or Replaced
|
Assets Pending Repurchase or Replacement (within cure period)
|
Demand in Dispute
|
Demand Withdrawn
|
Demand Rejected
|
||||||||||||||
(a)
|
(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
|
962,296
|
0.39
|
|||||||||||||||||||
Castle Mortgage Corporation dba Excelerate Capital, A Delaware C
|
1
|
273,607
|
0.11
|
||||||||||||||||||||
Georgia Banking Company
|
1
|
74,056
|
0.03
|
||||||||||||||||||||
Global Equity Finance, Inc.
|
5
|
476,876
|
0.2
|
||||||||||||||||||||
HomeBridge Financial Services, Inc
|
1
|
96,260
|
0.04
|
||||||||||||||||||||
Kind Lending, LLC
|
91
|
11,075,945
|
4.53
|
||||||||||||||||||||
Loan Depot.com, LLC
|
1,349
|
85,725,478
|
35.08
|
3
|
125,264
|
0.06
|
3
|
125,264
|
0.06
|
||||||||||||||
Lower, LLC
|
114
|
11,472,933
|
4.7
|
1
|
97,000
|
0.05
|
1
|
97,000
|
0.05
|
||||||||||||||
Nationwide Bank
|
25
|
934,407
|
0.38
|
||||||||||||||||||||
Network Capital Funding Corporation
|
13
|
682,631
|
0.28
|
||||||||||||||||||||
Nexera Holding, LLC dba NewFi Lending, a Delaware Corporation
|
1
|
234,769
|
0.1
|
||||||||||||||||||||
Summit Lending
|
6
|
557,993
|
0.23
|
||||||||||||||||||||
United Wholesale Mortgage, LLC
|
1,472
|
131,794,635
|
53.93
|
1
|
54,120
|
0.03
|
1
|
54,120.00
|
0.03
|
||||||||||||||
Total GS Mortgage-Backed Securities Trust 2024-HE1
|
3,092
|
244,361,886
|
100
|
5
|
276,384
|
0.14
|
1
|
54,120.00
|
0.03
|
3
|
125,264
|
0.06
|
1
|
97,000
|
0.05
|
||||||||
GS Mortgage-Backed Securities Trust 2024-HE2
|
Amerisave Mortgage Corporation
|
238
|
15,522,973
|
6.13
|
|||||||||||||||||||
Best Finance Capital, Inc.
|
23
|
2,002,750
|
0.79
|
||||||||||||||||||||
Button Finance, Inc.
|
52
|
4,802,388
|
1.9
|
||||||||||||||||||||
ClearPath Lending
|
1
|
69,877
|
0.03
|
||||||||||||||||||||
Global Equity Finance, Inc.
|
17
|
1,337,581
|
0.53
|
||||||||||||||||||||
Hitch Inc
|
1
|
77,593
|
0.03
|
||||||||||||||||||||
Kind Lending, LLC
|
48
|
5,442,471
|
2.15
|
||||||||||||||||||||
L Alley Loans, Inc.
|
115
|
11,773,672
|
4.65
|
||||||||||||||||||||
LoanDepot.com, LLC
|
210
|
13,193,905
|
5.21
|
||||||||||||||||||||
Lower, LLC
|
133
|
15,288,755
|
6.04
|
||||||||||||||||||||
Mission Loans, LLC
|
35
|
2,876,279
|
1.14
|
||||||||||||||||||||
Nationwide Bank
|
1
|
28,019
|
0.01
|
||||||||||||||||||||
Network Capital Funding Corporation
|
46
|
3,533,759
|
1.4
|
||||||||||||||||||||
Ony Glo, Inc.
|
8
|
1,081,816
|
0.43
|
||||||||||||||||||||
SoFi Bank National Association
|
1
|
92,736
|
0.04
|
||||||||||||||||||||
United Wholesale Mortgage, LLC
|
1,617
|
175,926,071
|
69.52
|
1
|
50,000
|
0.02
|
1
|
50,000
|
0.02
|
||||||||||||||
Total GS Mortgage-Backed Securities Trust 2024-HE2
|
2,546
|
253,050,643
|
100
|
1
|
50,000
|
0.02
|
1
|
50,000
|
0.02
|
||||||||||||||
Total Asset Class : Residential Mortgage Backed Securities - HELOC
|
5,638
|
497,412,529
|
100
|
6
|
326,384
|
0.08
|
1
|
54,120.00
|
0.01
|
4
|
175,264
|
0.04
|
0
|
0
|
0
|
1
|
97,000
|
0.02
|
0
|
0
|
0
|
||
Asset Class : Residential Mortgage Backed Securities - Non-Prime
|
|||||||||||||||||||||||
GS Mortgage Backed Securities Trust 2019-PJ3
|
Angel Oak
|
4
|
2,582,935
|
0.95
|
|||||||||||||||||||
AngelOak
|
24
|
18,943,030
|
6.99
|
||||||||||||||||||||
CALIBER
|
14
|
8,675,717
|
3.2
|
||||||||||||||||||||
Caliber Home Loans, Inc.
|
40
|
28,107,164
|
10.37
|
||||||||||||||||||||
EMBRACE
|
14
|
9,845,946
|
3.63
|
||||||||||||||||||||
FirstBank
|
14
|
9,300,218
|
3.43
|
||||||||||||||||||||
Flagstar
|
22
|
14,150,940
|
5.22
|
||||||||||||||||||||
GRI
|
19
|
12,010,436
|
4.43
|
||||||||||||||||||||
Home Point
|
16
|
9,444,148
|
3.48
|
||||||||||||||||||||
HomeBridge
|
109
|
67,495,572
|
24.9
|
1
|
599,340
|
2.42
|
1
|
599,340
|
2.42
|
||||||||||||||
LoanDepot
|
72
|
53,829,570
|
19.86
|
||||||||||||||||||||
Maxex Clearing, LLC
|
25
|
23,979,975
|
8.85
|
||||||||||||||||||||
PenFed
|
2
|
1,018,182
|
0.38
|
||||||||||||||||||||
Provident
|
3
|
1,930,406
|
0.71
|
||||||||||||||||||||
Shelter Growth
|
5
|
3,205,331
|
1.18
|
||||||||||||||||||||
United Shore
|
11
|
6,496,491
|
2.4
|
||||||||||||||||||||
Total GS Mortgage Backed Securities Trust 2019-PJ3
|
394
|
271,016,060
|
100
|
1
|
599,340
|
2.42
|
1
|
599,340
|
2.42
|
||||||||||||||
GS Mortgage-Backed Securities Trust 2020-PJ2
|
AmRes Corporation
|
1
|
782,632
|
0.2
|
|||||||||||||||||||
AmWest Funding Corp.
|
2
|
2,090,392
|
0.53
|
||||||||||||||||||||
AmeriFirst Financial, Inc.
|
1
|
1,270,071
|
0.32
|
||||||||||||||||||||
Angel Oak Home Loans LLC
|
20
|
15,267,915
|
3.86
|
||||||||||||||||||||
Arc Home LLC
|
2
|
1,207,995
|
0.31
|
||||||||||||||||||||
BankSouth Mortgage Company, LLC
|
1
|
1,234,502
|
0.31
|
||||||||||||||||||||
Boston Private Bank & Trust Company
|
3
|
2,796,977
|
0.71
|
||||||||||||||||||||
Caliber Home Loans, Inc
|
16
|
11,470,379
|
2.9
|
||||||||||||||||||||
Cherry Creek Mortgage Co., Inc.
|
1
|
1,045,241
|
0.26
|
||||||||||||||||||||
CrossCountry Mortgage, LLC
|
24
|
16,878,850
|
4.26
|
||||||||||||||||||||
Embrace Home Loans, Inc.
|
3
|
1,856,176
|
0.47
|
||||||||||||||||||||
First Federal Bank
|
1
|
575,437
|
0.15
|
||||||||||||||||||||
Flagstar Bank, FSB
|
1
|
765,626
|
0.19
|
||||||||||||||||||||
Florida Capital Bank, National Association
|
1
|
529,632
|
0.13
|
||||||||||||||||||||
Guaranteed Rate Affinity, LLC
|
7
|
4,536,717
|
1.15
|
||||||||||||||||||||
Guaranteed Rate Inc
|
1
|
644,163
|
0.16
|
||||||||||||||||||||
Guaranteed Rate, Inc
|
39
|
23,556,265
|
5.95
|
1
|
573,564
|
0.73
|
1
|
573,564
|
0.73
|
||||||||||||||
Home Point Financial Corporation
|
20
|
12,360,809
|
3.12
|
||||||||||||||||||||
HomeBridge Financial Services, Inc.
|
61
|
37,750,932
|
9.54
|
||||||||||||||||||||
JMAC Lending, Inc
|
2
|
1,324,951
|
0.33
|
||||||||||||||||||||
JMJ Financial Group dba The Coastal Lending Group
|
2
|
1,352,835
|
0.34
|
||||||||||||||||||||
LendUS, LLC
|
1
|
2,417,023
|
0.61
|
||||||||||||||||||||
LoanDepot.com
|
65
|
57,599,127
|
14.55
|
||||||||||||||||||||
Mega capital Funding, Inc.
|
3
|
2,912,374
|
0.74
|
||||||||||||||||||||
Minnesota Residential Mortgage, Inc.
|
1
|
552,785
|
0.14
|
||||||||||||||||||||
Movement Mortgage, LLC
|
17
|
11,772,451
|
2.97
|
||||||||||||||||||||
NJ Lenders Corp.
|
5
|
5,773,577
|
1.46
|
||||||||||||||||||||
NMSI, Inc.
|
1
|
559,307
|
0.14
|
||||||||||||||||||||
Nations Direct Mortgage, LLC
|
3
|
3,914,959
|
0.99
|
||||||||||||||||||||
Opportunity Bank of Montana
|
2
|
1,386,424
|
0.35
|
||||||||||||||||||||
Paramount Residential Mortgage Group, Inc.
|
1
|
685,970
|
0.17
|
||||||||||||||||||||
PenFed
|
1
|
784,826
|
0.2
|
||||||||||||||||||||
Plaza Home Mortgage, Inc.
|
1
|
669,013
|
0.17
|
||||||||||||||||||||
Radius Financial Group Inc.
|
1
|
860,433
|
0.22
|
||||||||||||||||||||
Republic State Mortgage Co.
|
1
|
621,233
|
0.16
|
||||||||||||||||||||
Residential Wholesale Mortgage, Inc.
|
1
|
936,544
|
0.24
|
||||||||||||||||||||
RiverHills Bank (MS)
|
1
|
700,710
|
0.18
|
||||||||||||||||||||
Sierra Pacific Mortgage Company, Inc.
|
1
|
1,116,908
|
0.28
|
||||||||||||||||||||
Synovus Mortgage Corp.
|
1
|
589,317
|
0.15
|
||||||||||||||||||||
Union Home Mortgage Corp
|
1
|
1,046,395
|
0.26
|
||||||||||||||||||||
United Shore Financial Services, LLC
|
211
|
161,561,397
|
40.82
|
||||||||||||||||||||
Total GS Mortgage-Backed Securities Trust 2020-PJ2
|
528
|
395,759,269
|
100
|
1
|
573,564
|
0.73
|
1
|
573,564
|
0.73
|
||||||||||||||
GS Mortgage-Backed Securities Trust 2020-NQM1
|
5Th Street Capital, Inc.
|
2
|
1,427,028
|
0.47
|
|||||||||||||||||||
A & D Mortgage LLC
|
2
|
327,340
|
0.11
|
||||||||||||||||||||
American Financial Network, Inc Dba Realty Mortgage Alliance
|
4
|
1,751,951
|
0.58
|
||||||||||||||||||||
American Lending, Inc.
|
1
|
331,850
|
0.11
|
||||||||||||||||||||
American Pacific Mortgage Corp. Dba American Pacific Funding
|
6
|
2,706,029
|
0.89
|
||||||||||||||||||||
Amwest Funding Corp.
|
2
|
2,291,060
|
0.76
|
||||||||||||||||||||
Athas Capital Group Inc
|
0
|
0
|
0
|
1
|
0
|
0
|
1
|
0
|
0
|
||||||||||||||
Athas Capital Group, Inc.
|
40
|
10,646,915
|
3.52
|
||||||||||||||||||||
Axos Bank
|
1
|
370,169
|
0.12
|
||||||||||||||||||||
Banksouth Mortgage Company, LLC
|
1
|
106,082
|
0.04
|
||||||||||||||||||||
Barrington Bank And Trust Company, N.A.
|
1
|
511,467
|
0.17
|
||||||||||||||||||||
Bm Real Estate Service Inc
|
4
|
3,627,733
|
1.2
|
||||||||||||||||||||
Calculated Risk Analytics, LLC.
|
22
|
10,811,390
|
3.57
|
||||||||||||||||||||
Capital Alliance, LLC
|
7
|
2,995,143
|
0.99
|
||||||||||||||||||||
Capital Partners Mortgage, LLC
|
1
|
273,076
|
0.09
|
||||||||||||||||||||
Capstone Direct Inc.
|
2
|
1,115,242
|
0.37
|
||||||||||||||||||||
Cherry Creek Mortgage Co., Inc.
|
1
|
562,517
|
0.19
|
||||||||||||||||||||
Citywide Home Loans, LLC
|
1
|
274,926
|
0.09
|
||||||||||||||||||||
Cliffco, Inc. Dba Cliffco Mortgage Bankers
|
2
|
487,051
|
0.16
|
||||||||||||||||||||
Continental Mortgage Bankers, Inc
|
1
|
104,831
|
0.03
|
||||||||||||||||||||
Corum Financial Services Inc.
|
1
|
569,512
|
0.19
|
||||||||||||||||||||
Crosscountry Mortgage LLC
|
0
|
0
|
0
|
1
|
716,063
|
1.08
|
1
|
716,063
|
1.08
|
||||||||||||||
Crosscountry Mortgage, LLC
|
25
|
12,715,879
|
4.2
|
1
|
516,838
|
0.78
|
1
|
516,838
|
0.78
|
||||||||||||||
Diamond Residential Mortgage Corp.
|
1
|
895,937
|
0.3
|
||||||||||||||||||||
Direct Lenders, LLC
|
1
|
101,871
|
0.03
|
||||||||||||||||||||
Directors Financial Group
|
1
|
395,500
|
0.13
|
||||||||||||||||||||
Draper & Kramer Mortgage Corp.
|
1
|
92,751
|
0.03
|
||||||||||||||||||||
Eagle Home Mortgage, LLC
|
32
|
9,448,416
|
3.12
|
||||||||||||||||||||
Ecom Mortgage, Inc.
|
1
|
172,425
|
0.06
|
||||||||||||||||||||
Embrace Home Loans, Inc.
|
27
|
9,087,444
|
3
|
||||||||||||||||||||
Family First Funding, LLC
|
3
|
2,871,458
|
0.95
|
||||||||||||||||||||
Fbc Mortgage, LLC
|
2
|
626,827
|
0.21
|
||||||||||||||||||||
First Choice Loan Services Inc
|
3
|
1,638,554
|
0.54
|
||||||||||||||||||||
First Guaranty Mortgage Corporation
|
44
|
14,980,601
|
4.95
|
1
|
473,203
|
0.71
|
1
|
473,203
|
0.71
|
||||||||||||||
First Option Mortgage, LLC
|
1
|
130,291
|
0.04
|
||||||||||||||||||||
First Savings Mortgage Corporation
|
1
|
496,586
|
0.16
|
||||||||||||||||||||
Firstbank
|
1
|
520,488
|
0.17
|
||||||||||||||||||||
Freedom Mortgage Corporation - Nj
|
1
|
72,548
|
0.02
|
||||||||||||||||||||
Fundloans Capital
|
1
|
401,589
|
0.13
|
||||||||||||||||||||
Gardner Financial Services Ltd Dba Gardner Financial Service
|
1
|
462,221
|
0.15
|
||||||||||||||||||||
Greenbox Loans Inc
|
0
|
0
|
0
|
||||||||||||||||||||
Greenbox Loans, Inc.
|
101
|
40,184,050
|
13.28
|
3
|
446,646
|
0.67
|
1
|
147,111
|
0.22
|
2
|
299,535
|
0.45
|
|||||||||||
Gsf Mortgage Corporation
|
1
|
97,564
|
0.03
|
||||||||||||||||||||
Highlands Residential Mortgage, Ltd
|
3
|
870,743
|
0.29
|
||||||||||||||||||||
Homebridge Financial Services, Inc
|
4
|
1,379,428
|
0.46
|
||||||||||||||||||||
Homeowners Financial Group Usa, LLC.
|
1
|
380,476
|
0.13
|
||||||||||||||||||||
Homexpress Mortgage Corp.
|
27
|
11,275,209
|
3.73
|
2
|
675,583
|
1.02
|
2
|
675,583
|
1.02
|
||||||||||||||
Inland Bank And Trust
|
3
|
1,117,852
|
0.37
|
||||||||||||||||||||
Integrity First Financial Group, Inc.
|
6
|
1,865,071
|
0.62
|
1
|
119,104
|
0.18
|
1
|
119,104
|
0.18
|
||||||||||||||
Jmac Lending, Inc.
|
6
|
5,666,780
|
1.87
|
||||||||||||||||||||
Lendingone
|
59
|
7,026,707
|
2.32
|
||||||||||||||||||||
Lendsure Mortgage Corp.
|
1
|
383,244
|
0.13
|
||||||||||||||||||||
Lendus, LLC
|
2
|
821,593
|
0.27
|
||||||||||||||||||||
Lima One Capital
|
3
|
439,078
|
0.15
|
||||||||||||||||||||
Lima One Capital, LLC
|
10
|
727,018
|
0.24
|
||||||||||||||||||||
Loandepot.Com
|
54
|
46,669,608
|
15.42
|
||||||||||||||||||||
Loandepot.Com, LLC D/B/A Imortgage
|
7
|
2,410,815
|
0.8
|
||||||||||||||||||||
Lynx Mortgage Bank, LLC
|
2
|
636,635
|
0.21
|
||||||||||||||||||||
Mega Capital Funding, Inc.
|
1
|
2,934,421
|
0.97
|
||||||||||||||||||||
Mortgage One Solutions, Inc.
|
1
|
905,466
|
0.3
|
||||||||||||||||||||
Mortgage World Bankers, Inc.
|
2
|
635,510
|
0.21
|
||||||||||||||||||||
Movement Mortgage, LLC
|
1
|
534,537
|
0.18
|
||||||||||||||||||||
Newrez LLC
|
22
|
7,449,310
|
2.46
|
||||||||||||||||||||
North American Financial Corp.
|
11
|
2,483,916
|
0.82
|
||||||||||||||||||||
Oaktree Funding Corporation
|
13
|
4,873,484
|
1.61
|
1
|
266,370
|
0.4
|
1
|
266,370
|
0.4
|
||||||||||||||
Ocmbc, Inc.
|
28
|
12,701,650
|
4.2
|
||||||||||||||||||||
Planet Home Lending LLC
|
2
|
551,926
|
0.18
|
||||||||||||||||||||
Primary Capital Mortgage, LLC.
|
1
|
570,065
|
0.19
|
||||||||||||||||||||
Prime Source Mortgage, Inc.
|
1
|
480,196
|
0.16
|
||||||||||||||||||||
Provident Funding Associates, Lp
|
1
|
522,416
|
0.17
|
||||||||||||||||||||
Recovco Mortgage Management LLC
|
0
|
0
|
0
|
1
|
296,092
|
0.45
|
1
|
296,092
|
0.45
|
||||||||||||||
Recovco Mortgage Management, LLC
|
66
|
23,830,553
|
7.88
|
||||||||||||||||||||
Reliant Bank
|
14
|
8,931,856
|
2.95
|
||||||||||||||||||||
Resmac, Inc.
|
8
|
2,796,630
|
0.92
|
||||||||||||||||||||
Royal Pacific Funding Corp Dba Pacific Banc
|
1
|
424,792
|
0.14
|
||||||||||||||||||||
Sg Capital Partners LLC
|
1
|
882,726
|
0.29
|
||||||||||||||||||||
Shelter Lending Services, LLC
|
1
|
359,399
|
0.12
|
||||||||||||||||||||
Shelter Mortgage Company LLC
|
1
|
338,882
|
0.11
|
||||||||||||||||||||
Sirva Mortgage
|
1
|
282,883
|
0.09
|
||||||||||||||||||||
Sun West Mortgage Company, Inc.
|
6
|
5,878,892
|
1.94
|
||||||||||||||||||||
Synergy One Lending, Inc.
|
3
|
703,635
|
0.23
|
||||||||||||||||||||
The Federal Savings Bank
|
2
|
651,306
|
0.22
|
||||||||||||||||||||
Total Mortgage Services, L.L.C.
|
1
|
233,355
|
0.08
|
||||||||||||||||||||
Wall Street Mortgage Bankers, Ltd.
|
5
|
3,694,713
|
1.22
|
||||||||||||||||||||
Wholesale Capital Corporation
|
1
|
574,389
|
0.19
|
||||||||||||||||||||
Total GS Mortgage-Backed Securities Trust 2020-NQM1
|
734
|
302,581,476
|
100
|
12
|
3,509,899
|
5.28
|
1
|
147,111
|
0.22
|
10
|
3,243,685
|
4.88
|
1
|
119,104
|
0.18
|
||||||||
GS Mortgage-Backed Securities Trust 2020-PJ5
|
AmeriFirst Financial, Inc.
|
1
|
1,172,225
|
0.28
|
|||||||||||||||||||
Angel Oak Home Loans LLC
|
18
|
19,376,971
|
4.69
|
||||||||||||||||||||
BM Real Estate Service Inc
|
2
|
2,847,171
|
0.69
|
||||||||||||||||||||
Bay Equity LLC
|
1
|
1,069,277
|
0.26
|
||||||||||||||||||||
Brand Mortgage Group LLC
|
1
|
1,116,744
|
0.27
|
||||||||||||||||||||
CalCon Mutual Mortgage LLC
|
9
|
7,195,725
|
1.74
|
||||||||||||||||||||
Caliber Home Loans, Inc
|
10
|
6,543,974
|
1.58
|
||||||||||||||||||||
Carrollton Bank (IL)
|
1
|
511,262
|
0.12
|
||||||||||||||||||||
Cherry Creek Mortgage Co., Inc.
|
1
|
892,154
|
0.22
|
||||||||||||||||||||
Coastal Funding SLC, Inc. dba Pacific Trust Mortgage
|
1
|
1,216,070
|
0.29
|
||||||||||||||||||||
CrossCountry Mortgage, LLC
|
100
|
101,766,995
|
24.61
|
||||||||||||||||||||
Fifth Third
|
3
|
1,838,493
|
0.44
|
||||||||||||||||||||
Flagstar Bank, FSB
|
2
|
818,678
|
0.2
|
||||||||||||||||||||
GMFS, LLC.
|
1
|
1,126,982
|
0.27
|
||||||||||||||||||||
Guaranteed Rate Affinity, LLC
|
3
|
1,633,742
|
0.4
|
1
|
462,830
|
0.33
|
1
|
462,830
|
0.33
|
||||||||||||||
Guaranteed Rate, Inc
|
7
|
4,303,284
|
1.04
|
||||||||||||||||||||
Home Point Financial Corporation
|
5
|
2,724,457
|
0.66
|
||||||||||||||||||||
HomeBridge Financial Services, Inc
|
28
|
17,270,369
|
4.18
|
||||||||||||||||||||
IBERIABANK a division of First Horizon Bank
|
1
|
1,098,269
|
0.27
|
||||||||||||||||||||
LendUS, LLC
|
3
|
3,878,661
|
0.94
|
||||||||||||||||||||
Lending Plus, Inc.
|
1
|
891,420
|
0.22
|
||||||||||||||||||||
LoanDepot.com
|
29
|
23,496,495
|
5.68
|
||||||||||||||||||||
Movement Mortgage, LLC
|
22
|
19,546,411
|
4.73
|
||||||||||||||||||||
NJ Lenders Corp.
|
3
|
3,678,385
|
0.89
|
||||||||||||||||||||
NMSI, Inc.
|
1
|
1,257,929
|
0.3
|
||||||||||||||||||||
Nations Direct Mortgage, LLC
|
1
|
1,420,187
|
0.34
|
||||||||||||||||||||
Nexera Holding LLC
|
1
|
1,557,491
|
0.38
|
||||||||||||||||||||
SoFi Lending Corp.
|
2
|
1,554,904
|
0.38
|
||||||||||||||||||||
Synovus Bank
|
1
|
631,288
|
0.15
|
||||||||||||||||||||
United Shore Financial Services, LLC
|
221
|
181,040,686
|
43.78
|
||||||||||||||||||||
Total GS Mortgage-Backed Securities Trust 2020-PJ5
|
480
|
413,476,699
|
100
|
1
|
462,830
|
0.33
|
1
|
462,830
|
0.33
|
||||||||||||||
GS Mortgage-Backed Securities Trust 2021-NQM1
|
ALL STREET MTG BANKERS LTD
|
1
|
623,534
|
0.21
|
|||||||||||||||||||
American Financing Corporation
|
1
|
306,737
|
0.11
|
||||||||||||||||||||
Aspire Financial Inc dba Texaslending.com
|
1
|
208,244
|
0.07
|
||||||||||||||||||||
Atlantic Home Loans d/b/a Atlantic Home Loans Lcnsd Mtg Bnkr
|
1
|
196,880
|
0.07
|
||||||||||||||||||||
Augusta Financial, Inc.
|
1
|
467,148
|
0.16
|
||||||||||||||||||||
Bank of England
|
5
|
2,460,195
|
0.85
|
||||||||||||||||||||
Bay Equity LLC
|
1
|
563,117
|
0.19
|
||||||||||||||||||||
Bridgeview Mortgage Corp.
|
1
|
440,709
|
0.15
|
||||||||||||||||||||
CORNERSTONE HOME LENDING, INC
|
1
|
677,491
|
0.23
|
||||||||||||||||||||
Calculated Risk Analytic, LLC. dba Excelerate Capital
|
4
|
2,655,810
|
0.91
|
||||||||||||||||||||
Caliber Home Loans, Inc
|
17
|
9,014,811
|
3.1
|
||||||||||||||||||||
Cliffco, Inc. dba Cliffco Mortgage Bankers
|
3
|
3,389,451
|
1.17
|
||||||||||||||||||||
CrossCountry Mortgage, LLC
|
12
|
8,589,889
|
2.95
|
||||||||||||||||||||
FM Home Loans, LLC
|
10
|
8,892,254
|
3.06
|
||||||||||||||||||||
Fairway Independent Mortgage Corp.
|
10
|
4,604,874
|
1.58
|
1
|
622,186
|
0.53
|
1
|
622,186
|
0.53
|
||||||||||||||
First Guaranty Mortgage Corporation
|
5
|
4,628,573
|
1.59
|
1
|
46,420
|
0.04
|
1
|
46,420
|
0.04
|
||||||||||||||
Flagstar Bank, FSB
|
8
|
5,799,749
|
1.99
|
||||||||||||||||||||
Greenbox Loans, Inc.
|
14
|
3,886,539
|
1.34
|
||||||||||||||||||||
Greenway Mortgage Funding Corp.
|
1
|
334,676
|
0.12
|
||||||||||||||||||||
Home Point Financial Corporation
|
16
|
6,614,744
|
2.27
|
||||||||||||||||||||
HomeBridge Financial Services, Inc
|
43
|
26,136,450
|
8.99
|
||||||||||||||||||||
HomeXpress Mortgage Corp.
|
62
|
31,412,613
|
10.8
|
||||||||||||||||||||
Hometown Equity Mortgage, LLC
|
6
|
1,698,855
|
0.58
|
||||||||||||||||||||
Hometown Lenders, Inc.
|
1
|
218,521
|
0.08
|
||||||||||||||||||||
IMPAC Mortgage Corp.
|
14
|
5,629,065
|
1.94
|
||||||||||||||||||||
Jet Direct Funding Corp.
|
1
|
600,000
|
0.21
|
||||||||||||||||||||
LOAN SIMPLE, INC
|
1
|
188,022
|
0.06
|
||||||||||||||||||||
Lincoln Capital Advisors, LLC
|
12
|
12,310,052
|
4.23
|
||||||||||||||||||||
LoanDepot.com
|
73
|
37,352,297
|
12.84
|
||||||||||||||||||||
Luxury Mortgage Corp.
|
4
|
2,591,918
|
0.89
|
||||||||||||||||||||
Mid Valley Services, Inc.
|
1
|
568,197
|
0.2
|
||||||||||||||||||||
Midwest Equity Mortgage LLC
|
1
|
829,317
|
0.29
|
||||||||||||||||||||
Mortgage World Bankers, Inc.
|
1
|
648,000
|
0.22
|
||||||||||||||||||||
Movement Mortgage, LLC
|
6
|
4,472,626
|
1.54
|
||||||||||||||||||||
NewRez LLC
|
2
|
1,501,523
|
0.52
|
||||||||||||||||||||
North American Financial Corp.
|
1
|
124,373
|
0.04
|
||||||||||||||||||||
OCMBC Inc
|
0
|
0
|
0
|
||||||||||||||||||||
OCMBC, Inc.
|
8
|
10,230,680
|
3.52
|
1
|
2,066,618
|
1.77
|
1
|
2,066,618
|
1.77
|
||||||||||||||
Oaktree Funding Corporation
|
1
|
569,643
|
0.2
|
||||||||||||||||||||
PLANET HOME LENDING LLC
|
2
|
396,163
|
0.14
|
||||||||||||||||||||
Paramount Bank
|
1
|
1,272,000
|
0.44
|
||||||||||||||||||||
Provident Funding Associates, LP
|
7
|
2,205,217
|
0.76
|
||||||||||||||||||||
Recovco Mortgage Management, LLC
|
20
|
10,620,123
|
3.65
|
||||||||||||||||||||
Royal Pacific Funding Corp dba Pacific Banc
|
13
|
11,374,112
|
3.91
|
||||||||||||||||||||
SI Mortgage Company
|
1
|
415,461
|
0.14
|
||||||||||||||||||||
Sharestates Investments LLC
|
70
|
31,487,328
|
10.83
|
22
|
16,745,542
|
14.36
|
1
|
105,000
|
0.1
|
21
|
16,640,542
|
14.27
|
|||||||||||
Synovus Mortgage Corp.
|
2
|
1,265,304
|
0.44
|
||||||||||||||||||||
TVC Funding III, LLC
|
128
|
19,432,379
|
6.68
|
3
|
297,870
|
0.26
|
3
|
297,870
|
0.26
|
||||||||||||||
United Shore Financial Services, LLC
|
16
|
8,679,166
|
2.98
|
||||||||||||||||||||
Wall Street Mortgage Bankers, Ltd.
|
1
|
391,554
|
0.13
|
||||||||||||||||||||
West One Capital Group, Inc.
|
1
|
1,827,500
|
0.63
|
||||||||||||||||||||
Total GS Mortgage-Backed Securities Trust 2021-NQM1
|
613
|
290,803,884
|
100
|
28
|
19,778,637
|
16.96
|
1
|
105,000
|
0.1
|
1
|
622,186
|
0.53
|
26
|
19,051,451
|
16.33
|
||||||||
GS Mortgage-Backed Securities Trust 2021-GR2
|
Guaranteed Rate Affinity, LLC
|
238
|
63,581,135
|
13.74
|
|||||||||||||||||||
Guaranteed Rate, Inc
|
1,478
|
399,211,896
|
86.26
|
3
|
1,109,527
|
0.32
|
3
|
1,109,527
|
0.32
|
||||||||||||||
Total GS Mortgage-Backed Securities Trust 2021-GR2
|
1,716
|
462,793,031
|
100
|
3
|
1,109,527
|
0.32
|
3
|
1,109,527
|
0.32
|
||||||||||||||
GS Mortgage Backed Securities 2021-PJ9
|
AmeriFirst Financial, Inc.
|
1
|
1,419,328
|
0.16
|
|||||||||||||||||||
Angel Oak Home Loans LLC
|
15
|
12,337,292
|
1.41
|
||||||||||||||||||||
Augusta Financial, Inc.
|
2
|
2,009,371
|
0.23
|
||||||||||||||||||||
BM Real Estate Service Inc
|
1
|
691,489
|
0.08
|
||||||||||||||||||||
CMG Mortgage, Inc. DBA CMG Financial
|
1
|
924,919
|
0.11
|
||||||||||||||||||||
CalCon Mutual Mortgage LLC
|
15
|
13,838,276
|
1.58
|
||||||||||||||||||||
Caliber Home Loans, Inc
|
6
|
5,820,868
|
0.67
|
||||||||||||||||||||
Carrollton Bank (IL)
|
1
|
1,009,239
|
0.12
|
||||||||||||||||||||
Central Bancompany, Inc.
|
1
|
753,237
|
0.09
|
||||||||||||||||||||
Change Lending, LLC
|
3
|
3,471,996
|
0.4
|
||||||||||||||||||||
Cherry Creek Mortgage Co., Inc.
|
1
|
1,058,332
|
0.12
|
||||||||||||||||||||
Chicago Mortgage Solutions LLC
|
16
|
12,354,471
|
1.41
|
||||||||||||||||||||
Citadel Servicing Corporation
|
2
|
1,617,252
|
0.19
|
||||||||||||||||||||
Crescent Mortgage Company
|
1
|
1,121,297
|
0.13
|
||||||||||||||||||||
CrossCountry Mortgage, LLC
|
28
|
22,788,732
|
2.61
|
||||||||||||||||||||
Encore Bank (AR)
|
1
|
822,675
|
0.09
|
||||||||||||||||||||
Equity Prime Mortgage, LLC
|
1
|
1,012,063
|
0.12
|
||||||||||||||||||||
Fairway Independent Mortgage Corp.
|
3
|
3,058,334
|
0.35
|
||||||||||||||||||||
First Guaranty Mortgage Corporation
|
18
|
20,345,436
|
2.33
|
||||||||||||||||||||
General Mortgage Capital Corporation
|
1
|
969,860
|
0.11
|
||||||||||||||||||||
Guaranteed Rate Affinity, LLC
|
12
|
16,525,967
|
1.89
|
||||||||||||||||||||
Guaranteed Rate, Inc
|
60
|
76,471,470
|
8.75
|
||||||||||||||||||||
Hamilton Home Loans, Inc.
|
1
|
732,982
|
0.08
|
||||||||||||||||||||
HomeBridge Financial Services, Inc
|
9
|
10,919,271
|
1.25
|
||||||||||||||||||||
HomeXpress Mortgage Corp.
|
2
|
1,641,436
|
0.19
|
||||||||||||||||||||
Homestead Funding Corp
|
1
|
958,901
|
0.11
|
||||||||||||||||||||
IMPAC Mortgage Corp.
|
2
|
1,444,730
|
0.17
|
||||||||||||||||||||
JMAC Lending, Inc.
|
8
|
8,691,452
|
0.99
|
||||||||||||||||||||
LoanDepot.com
|
44
|
39,447,907
|
4.52
|
||||||||||||||||||||
McLean Mortgage Corporation
|
1
|
895,453
|
0.1
|
||||||||||||||||||||
Movement Mortgage LLC
|
0
|
0
|
0
|
1
|
1,013,667
|
0.15
|
1
|
1,013,667
|
0.15
|
||||||||||||||
Movement Mortgage, LLC
|
169
|
145,753,618
|
16.68
|
||||||||||||||||||||
NJ Lenders Corp.
|
1
|
1,793,614
|
0.21
|
||||||||||||||||||||
NMSI, Inc.
|
1
|
1,130,347
|
0.13
|
||||||||||||||||||||
NP, Inc.
|
1
|
638,694
|
0.07
|
||||||||||||||||||||
New Wave Lending Group Inc
|
1
|
2,487,903
|
0.28
|
||||||||||||||||||||
NewRez LLC
|
15
|
13,497,392
|
1.54
|
||||||||||||||||||||
Nexera Holding LLC
|
14
|
17,838,329
|
2.04
|
||||||||||||||||||||
OCMBC, Inc.
|
3
|
3,883,480
|
0.44
|
||||||||||||||||||||
Opportunity Bank of Montana
|
1
|
893,176
|
0.1
|
||||||||||||||||||||
Plaza Home Mortgage, Inc.
|
1
|
1,790,690
|
0.2
|
||||||||||||||||||||
Point Mortgage Corp.
|
1
|
1,753,689
|
0.2
|
||||||||||||||||||||
Proper Rate, LLC
|
6
|
4,756,329
|
0.54
|
||||||||||||||||||||
Sprout Mortgage, LLC
|
60
|
70,721,128
|
8.09
|
||||||||||||||||||||
Stearns Lending, LLC.
|
4
|
4,318,804
|
0.49
|
||||||||||||||||||||
Synovus Bank
|
3
|
2,059,077
|
0.24
|
||||||||||||||||||||
United Wholesale Mortgage, LLC
|
342
|
334,152,301
|
38.25
|
||||||||||||||||||||
Vellum Mortgage, Inc.
|
1
|
1,069,416
|
0.12
|
||||||||||||||||||||
Total GS Mortgage Backed Securities 2021-PJ9
|
882
|
873,692,023
|
100
|
1
|
1,013,667
|
0.15
|
1
|
1,013,667
|
0.15
|
||||||||||||||
GS Mortgage Backed Securities 2021-PJ10
|
Able Financial Corp
|
1
|
1,869,090
|
0.23
|
|||||||||||||||||||
American Security Mortgage Corp.
|
1
|
1,177,054
|
0.14
|
||||||||||||||||||||
Angel Oak Home Loans LLC
|
9
|
8,624,329
|
1.05
|
||||||||||||||||||||
Augusta Financial, Inc.
|
1
|
957,406
|
0.12
|
||||||||||||||||||||
BM Real Estate Service Inc
|
1
|
618,820
|
0.08
|
||||||||||||||||||||
Blue Ridge Bank, National Association
|
1
|
1,235,554
|
0.15
|
||||||||||||||||||||
CalCon Mutual Mortgage LLC
|
11
|
11,071,389
|
1.35
|
||||||||||||||||||||
Caliber Home Loans, Inc
|
6
|
5,420,116
|
0.66
|
||||||||||||||||||||
Capital Mortgage Services of Texas
|
7
|
4,569,495
|
0.56
|
||||||||||||||||||||
Change Lending, LLC
|
2
|
2,408,980
|
0.29
|
||||||||||||||||||||
Cherry Creek Mortgage Co., Inc.
|
1
|
1,377,647
|
0.17
|
||||||||||||||||||||
CrossCountry Mortgage, LLC
|
64
|
68,613,088
|
8.39
|
1
|
1,407,151
|
0.22
|
1
|
1,407,151
|
0.22
|
||||||||||||||
Directors Mortgage, Inc.dba USA Direct Funding
|
2
|
1,618,640
|
0.2
|
||||||||||||||||||||
Envision Bank
|
1
|
1,484,764
|
0.18
|
||||||||||||||||||||
Fairway Independent Mortgage Corp.
|
16
|
21,092,711
|
2.58
|
||||||||||||||||||||
Fall River Five Cents Savings Bank
|
1
|
368,903
|
0.05
|
||||||||||||||||||||
First Guaranty Mortgage Corporation
|
55
|
25,524,871
|
3.12
|
||||||||||||||||||||
Googain Inc. dba MaxReal
|
1
|
1,375,052
|
0.17
|
||||||||||||||||||||
Guaranteed Rate Affinity, LLC
|
27
|
26,810,977
|
3.28
|
||||||||||||||||||||
Guaranteed Rate, Inc
|
35
|
44,748,427
|
5.47
|
||||||||||||||||||||
High Tech Lending
|
1
|
1,098,030
|
0.13
|
||||||||||||||||||||
HomeBridge Financial Services, Inc
|
8
|
8,031,236
|
0.98
|
||||||||||||||||||||
HomeXpress Mortgage Corp.
|
1
|
1,680,858
|
0.21
|
||||||||||||||||||||
IMPAC Mortgage Corp.
|
4
|
3,375,254
|
0.41
|
||||||||||||||||||||
Interfirst Mortgage Company
|
38
|
32,516,771
|
3.98
|
||||||||||||||||||||
JMAC Lending, Inc.
|
20
|
18,579,022
|
2.27
|
||||||||||||||||||||
LHM Financial Corporation
|
1
|
918,552
|
0.11
|
||||||||||||||||||||
LendUS, LLC
|
2
|
3,157,186
|
0.39
|
||||||||||||||||||||
LoanDepot.com
|
46
|
45,234,080
|
5.53
|
||||||||||||||||||||
Mason-McDuffie Mortgage Corporation
|
1
|
1,168,556
|
0.14
|
||||||||||||||||||||
Midwest Equity Mortgage LLC
|
1
|
936,599
|
0.11
|
||||||||||||||||||||
Mortgage Access Corp
|
2
|
2,401,083
|
0.29
|
||||||||||||||||||||
Movement Mortgage, LLC
|
60
|
59,226,610
|
7.24
|
||||||||||||||||||||
NFM, Inc.
|
3
|
3,783,942
|
0.46
|
||||||||||||||||||||
NJ Lenders Corp.
|
2
|
2,607,630
|
0.32
|
||||||||||||||||||||
NewRez LLC
|
5
|
5,377,071
|
0.66
|
||||||||||||||||||||
Newrez, LLC
|
10
|
9,329,002
|
1.14
|
||||||||||||||||||||
Nexera Holding LLC
|
15
|
14,669,822
|
1.79
|
||||||||||||||||||||
OCMBC, Inc.
|
1
|
1,024,454
|
0.13
|
||||||||||||||||||||
Opportunity Bank of Montana
|
3
|
1,212,635
|
0.15
|
||||||||||||||||||||
Plaza Home Mortgage, Inc.
|
6
|
4,972,456
|
0.61
|
||||||||||||||||||||
Proper Rate, LLC
|
3
|
2,000,157
|
0.24
|
||||||||||||||||||||
Rate One Financial, Inc.
|
1
|
722,613
|
0.09
|
||||||||||||||||||||
Reliant Bank
|
3
|
2,967,780
|
0.36
|
||||||||||||||||||||
Republic State Mortgage Co.
|
1
|
1,218,203
|
0.15
|
||||||||||||||||||||
Sierra Pacific Mortgage Company, Inc.
|
1
|
1,096,379
|
0.13
|
||||||||||||||||||||
Sprout Mortgage, LLC
|
52
|
62,719,086
|
7.67
|
||||||||||||||||||||
Stearns Lending, LLC.
|
7
|
6,774,781
|
0.83
|
||||||||||||||||||||
T2 Financial LLC
|
1
|
619,218
|
0.08
|
||||||||||||||||||||
United Wholesale Mortgage, LLC
|
263
|
287,623,005
|
35.16
|
||||||||||||||||||||
Total GS Mortgage Backed Securities 2021-PJ10
|
805
|
818,009,384
|
100
|
1
|
1,407,151
|
0.22
|
1
|
1,407,151
|
0.22
|
||||||||||||||
GS Mortgage-Backed Securities Trust 2021-INV2
|
United Wholesale Mortgage, LLC
|
924
|
338,993,228
|
100
|
1
|
726,185
|
0.27
|
1
|
726,185
|
0.27
|
|||||||||||||
Total GS Mortgage-Backed Securities Trust 2021-INV2
|
924
|
338,993,228
|
100
|
1
|
726,185
|
0.27
|
1
|
726,185
|
0.27
|
||||||||||||||
GS Mortgage Backed Securities 2021-GR3
|
Guaranteed Rate Affinity, LLC
|
239
|
64,782,586
|
15.95
|
|||||||||||||||||||
Guaranteed Rate, Inc
|
1,329
|
341,344,462
|
84.05
|
1
|
318,952
|
0.1
|
1
|
318,952
|
0.1
|
||||||||||||||
Total GS Mortgage Backed Securities 2021-GR3
|
1,568
|
406,127,049
|
100
|
1
|
318,952
|
0.1
|
1
|
318,952
|
0.1
|
||||||||||||||
GS Mortgage-Backed Securities Trust 2022-PJ1
|
ABSOLUTE HOME MORTGAGE CORP.
|
1
|
591,970
|
0.08
|
|||||||||||||||||||
ADVANCE MORTGAGE & INVESTMENT COMPANY LLC
|
1
|
697,696
|
0.09
|
||||||||||||||||||||
ALL WESTERN MORTGAGE INC.
|
1
|
1,435,920
|
0.18
|
||||||||||||||||||||
ALPHA MORTGAGE CORPORATION
|
1
|
453,793
|
0.06
|
||||||||||||||||||||
AMERICAN FINANCIAL NETWORK INC DBA REALTY MORTGAGE ALLIANCE
|
1
|
634,771
|
0.08
|
||||||||||||||||||||
AMERICAN SECURITY MORTGAGE CORP.
|
1
|
955,000
|
0.12
|
||||||||||||||||||||
ANGEL OAK HOME LOANS LLC
|
19
|
16,655,699
|
2.12
|
||||||||||||||||||||
BARR GROUP INC.
|
1
|
750,023
|
0.1
|
||||||||||||||||||||
BLUE RIDGE BANK NATIONAL ASSOCIATION
|
1
|
1,059,202
|
0.13
|
||||||||||||||||||||
CALCON MUTUAL MORTGAGE LLC
|
4
|
4,622,428
|
0.59
|
||||||||||||||||||||
CALIBER HOME LOANS INC
|
3
|
3,076,534
|
0.39
|
||||||||||||||||||||
CAPITAL MORTGAGE SERVICES OF TEXAS
|
6
|
6,510,842
|
0.83
|
||||||||||||||||||||
CARDINAL FINANCIAL COMPANY LIMITED PARTNERSHIP
|
1
|
781,004
|
0.1
|
||||||||||||||||||||
CHANGE LENDING LLC
|
4
|
4,267,857
|
0.54
|
||||||||||||||||||||
CHERRY CREEK MORTGAGE CO. INC.
|
2
|
1,543,922
|
0.2
|
||||||||||||||||||||
CHICAGO MORTGAGE SOLUTIONS LLC
|
11
|
9,933,331
|
1.26
|
||||||||||||||||||||
CROSSCOUNTRY MORTGAGE LLC
|
37
|
40,822,326
|
5.18
|
||||||||||||||||||||
DIRECT MORTGAGE LOANS LLC
|
1
|
736,496
|
0.09
|
||||||||||||||||||||
ENVISION BANK
|
1
|
895,645
|
0.11
|
||||||||||||||||||||
FAIRWAY INDEPENDENT MORTGAGE CORP.
|
34
|
41,831,941
|
5.31
|
||||||||||||||||||||
FIRST GUARANTY MORTGAGE CORPORATION
|
44
|
34,578,230
|
4.39
|
1
|
676,302
|
0.11
|
1
|
676,302
|
0.11
|
||||||||||||||
GENERAL MORTGAGE CAPITAL CORPORATION
|
1
|
1,492,258
|
0.19
|
||||||||||||||||||||
GOOGAIN INC. DBA MAXREAL
|
1
|
1,385,456
|
0.18
|
||||||||||||||||||||
GUARANTEED RATE AFFINITY LLC
|
20
|
31,451,968
|
3.99
|
||||||||||||||||||||
GUARANTEED RATE INC
|
25
|
35,382,313
|
4.49
|
||||||||||||||||||||
HAMILTON HOME LOANS INC.
|
1
|
743,775
|
0.09
|
||||||||||||||||||||
HOMEBRIDGE FINANCIAL SERVICES INC
|
10
|
8,158,513
|
1.04
|
||||||||||||||||||||
IMPAC MORTGAGE CORP.
|
3
|
1,960,042
|
0.25
|
||||||||||||||||||||
INSPIRE HOME LOANS INC.
|
1
|
705,949
|
0.09
|
||||||||||||||||||||
JMAC LENDING INC.
|
14
|
19,658,611
|
2.5
|
||||||||||||||||||||
KIND LENDING LLC
|
2
|
2,191,410
|
0.28
|
||||||||||||||||||||
LOANDEPOT.COM
|
81
|
87,067,315
|
11.06
|
||||||||||||||||||||
MCGOWIN-KING MORTGAGE LLC
|
1
|
817,605
|
0.1
|
||||||||||||||||||||
MORTGAGE ACCESS CORP
|
1
|
615,810
|
0.08
|
||||||||||||||||||||
MORTGAGE INVESTORS GROUP
|
2
|
1,471,288
|
0.19
|
||||||||||||||||||||
MOVEMENT MORTGAGE LLC
|
106
|
45,417,902
|
5.77
|
||||||||||||||||||||
NEWREZ LLC
|
8
|
7,704,566
|
0.98
|
||||||||||||||||||||
NEXERA HOLDING LLC
|
17
|
24,047,211
|
3.05
|
||||||||||||||||||||
NJ LENDERS CORP.
|
1
|
934,278
|
0.12
|
||||||||||||||||||||
PLAZA HOME MORTGAGE INC.
|
1
|
1,077,175
|
0.14
|
||||||||||||||||||||
PROPER RATE LLC
|
2
|
3,336,205
|
0.42
|
||||||||||||||||||||
RELIANT BANK
|
11
|
12,837,821
|
1.63
|
||||||||||||||||||||
SIERRA PACIFIC MORTGAGE COMPANY INC.
|
2
|
2,244,678
|
0.29
|
||||||||||||||||||||
SPROUT MORTGAGE LLC
|
34
|
38,162,945
|
4.85
|
||||||||||||||||||||
STEARNS LENDING LLC.
|
9
|
8,015,237
|
1.02
|
||||||||||||||||||||
THE FEDERAL SAVINGS BANK
|
1
|
182,912
|
0.02
|
||||||||||||||||||||
THE HOME LOAN EXPERT
|
1
|
723,811
|
0.09
|
||||||||||||||||||||
UNITED WHOLESALE MORTGAGE LLC
|
229
|
276,709,489
|
35.15
|
||||||||||||||||||||
Total GS Mortgage-Backed Securities Trust 2022-PJ1
|
760
|
787,331,174
|
100
|
1
|
676,302
|
0.11
|
1
|
676,302
|
0.11
|
||||||||||||||
GS Mortgage-Backed Securities Trust 2022-PJ2
|
Able Financial Corp
|
1
|
934,941
|
0.13
|
|||||||||||||||||||
Absolute Home Mortgage Corp.
|
1
|
1,004,481
|
0.14
|
||||||||||||||||||||
Academy Mortgage Corporation
|
2
|
1,723,388
|
0.24
|
||||||||||||||||||||
American Security Mortgage Corp.
|
1
|
1,351,476
|
0.19
|
||||||||||||||||||||
Angel Oak Home Loans LLC
|
11
|
12,143,510
|
1.73
|
||||||||||||||||||||
CIBM Bank
|
1
|
666,615
|
0.09
|
||||||||||||||||||||
CalCon Mutual Mortgage LLC
|
4
|
4,379,525
|
0.62
|
||||||||||||||||||||
Caliber Home Loans, Inc
|
1
|
1,248,156
|
0.18
|
||||||||||||||||||||
Capital Mortgage Services of Texas
|
2
|
1,663,355
|
0.24
|
||||||||||||||||||||
Change Lending, LLC
|
1
|
626,754
|
0.09
|
||||||||||||||||||||
Cherry Creek Mortgage Co., Inc.
|
1
|
791,317
|
0.11
|
||||||||||||||||||||
Chicago Mortgage Solutions LLC
|
4
|
2,912,320
|
0.41
|
||||||||||||||||||||
CrossCountry Mortgage, LLC
|
25
|
32,774,000
|
4.66
|
||||||||||||||||||||
Directors Mortgage, Inc.dba USA Direct Funding
|
1
|
2,482,406
|
0.35
|
||||||||||||||||||||
Equity Prime Mortgage, LLC
|
1
|
816,085
|
0.12
|
||||||||||||||||||||
FLORIDA CAPITAL BANK, NATIONAL ASSOCIATION
|
1
|
1,317,020
|
0.19
|
||||||||||||||||||||
Fairway Independent Mortgage Corp.
|
30
|
35,798,322
|
5.09
|
||||||||||||||||||||
First Guaranty Mortgage Corporation
|
20
|
22,845,021
|
3.25
|
||||||||||||||||||||
Googain Inc. dba MaxReal
|
1
|
1,013,022
|
0.14
|
||||||||||||||||||||
Guaranteed Rate Affinity, LLC
|
13
|
17,854,285
|
2.54
|
||||||||||||||||||||
Guaranteed Rate, Inc
|
18
|
23,230,599
|
3.3
|
||||||||||||||||||||
High Tech Lending
|
1
|
617,129
|
0.09
|
||||||||||||||||||||
HomeBridge Financial Services, Inc
|
7
|
7,364,897
|
1.05
|
||||||||||||||||||||
Homestead Funding Corp
|
1
|
988,639
|
0.14
|
||||||||||||||||||||
IMPAC Mortgage Corp.
|
6
|
5,179,387
|
0.74
|
||||||||||||||||||||
JMAC Lending, Inc.
|
9
|
10,963,515
|
1.56
|
||||||||||||||||||||
Kind Lending, LLC
|
1
|
700,879
|
0.1
|
||||||||||||||||||||
LenderFi Inc.
|
1
|
936,271
|
0.13
|
||||||||||||||||||||
LoanDepot.com
|
56
|
58,800,591
|
8.36
|
||||||||||||||||||||
MegaStar Financial Corp
|
1
|
653,690
|
0.09
|
||||||||||||||||||||
Movement Mortgage, LLC
|
95
|
55,309,983
|
7.86
|
||||||||||||||||||||
NewRez LLC
|
5
|
3,774,185
|
0.54
|
||||||||||||||||||||
Nexera Holding LLC
|
10
|
11,299,642
|
1.61
|
||||||||||||||||||||
North American Savings Bank, fsb
|
2
|
2,085,524
|
0.3
|
||||||||||||||||||||
Opportunity Bank of Montana
|
1
|
2,071,687
|
0.29
|
||||||||||||||||||||
Plaza Home Mortgage, Inc.
|
1
|
1,080,970
|
0.15
|
||||||||||||||||||||
Proper Rate, LLC
|
1
|
853,916
|
0.12
|
||||||||||||||||||||
Quicken Loans, LLC
|
1
|
791,474
|
0.11
|
||||||||||||||||||||
Reliant Bank
|
1
|
1,100,217
|
0.16
|
||||||||||||||||||||
Republic State Mortgage Co.
|
1
|
687,255
|
0.1
|
||||||||||||||||||||
Sierra Pacific Mortgage Company, Inc.
|
2
|
1,425,592
|
0.2
|
||||||||||||||||||||
Sprout Mortgage, LLC
|
8
|
8,165,801
|
1.16
|
||||||||||||||||||||
Stearns Lending, LLC.
|
11
|
10,400,188
|
1.48
|
||||||||||||||||||||
Synovus Bank
|
2
|
2,004,919
|
0.28
|
||||||||||||||||||||
T2 Financial LLC
|
1
|
781,578
|
0.11
|
||||||||||||||||||||
The Home Loan Expert
|
1
|
738,005
|
0.1
|
||||||||||||||||||||
United Wholesale Mortgage, LLC
|
307
|
347,317,283
|
49.36
|
1
|
939,614
|
0.17
|
1
|
939,614
|
0.17
|
||||||||||||||
Total GS Mortgage-Backed Securities Trust 2022-PJ2
|
673
|
703,669,816
|
100
|
1
|
939,614
|
0.17
|
1
|
939,614
|
0.17
|
||||||||||||||
GS Mortgage-Backed Securities Trust 2022-NQM1
|
Angel Oak Home Loans LLC
|
1
|
660,441
|
0.19
|
|||||||||||||||||||
CalCon Mutual Mortgage LLC
|
1
|
984,400
|
0.29
|
||||||||||||||||||||
Calculated Risk Analytics, LLC.
|
11
|
11,539,734
|
3.38
|
||||||||||||||||||||
Cardinal Financial Company, Limited Partnership
|
2
|
1,708,119
|
0.5
|
||||||||||||||||||||
Cherry Creek Mortgage Co., Inc.
|
2
|
1,500,091
|
0.44
|
||||||||||||||||||||
CrossCountry Mortgage, LLC
|
7
|
6,945,859
|
2.04
|
||||||||||||||||||||
Directors Mortgage, Inc.dba USA Direct Funding
|
1
|
859,815
|
0.25
|
||||||||||||||||||||
Embrace Home Loans, Inc.
|
1
|
535,368
|
0.16
|
||||||||||||||||||||
First Guaranty Mortgage Corporation
|
102
|
66,304,106
|
19.43
|
1
|
523,876
|
0.22
|
1
|
523,876
|
0.22
|
||||||||||||||
Guaranteed Rate Affinity, LLC
|
2
|
2,557,019
|
0.75
|
||||||||||||||||||||
Guaranteed Rate, Inc
|
4
|
4,502,512
|
1.32
|
||||||||||||||||||||
HomeBridge Financial Services, Inc
|
10
|
5,845,828
|
1.71
|
||||||||||||||||||||
HomeXpress Mortgage Corp.
|
6
|
2,948,963
|
0.86
|
||||||||||||||||||||
IBERIABANK a division of First Horizon Bank
|
1
|
1,472,586
|
0.43
|
||||||||||||||||||||
IMPAC Mortgage Corp.
|
60
|
33,872,970
|
9.93
|
||||||||||||||||||||
Inspire Home Loans, Inc.
|
1
|
626,196
|
0.18
|
||||||||||||||||||||
JMAC Lending, Inc.
|
6
|
1,681,826
|
0.49
|
||||||||||||||||||||
LeaderOne Financial Corporation
|
1
|
1,086,797
|
0.32
|
||||||||||||||||||||
LendSure Mortgage Corp.
|
37
|
21,245,470
|
6.23
|
||||||||||||||||||||
LendUS, LLC
|
4
|
3,993,904
|
1.17
|
||||||||||||||||||||
Mann Mortgage, LLC
|
2
|
2,878,391
|
0.84
|
||||||||||||||||||||
Movement Mortgage, LLC
|
6
|
5,850,897
|
1.71
|
||||||||||||||||||||
NEWREZ, LLC
|
1
|
667,532
|
0.2
|
||||||||||||||||||||
Nations Direct Mortgage, LLC
|
1
|
601,313
|
0.18
|
||||||||||||||||||||
Nexera Holding LLC
|
11
|
7,272,131
|
2.13
|
||||||||||||||||||||
OCMBC, Inc.
|
5
|
1,840,167
|
0.54
|
||||||||||||||||||||
Oaktree Funding Corporation
|
46
|
33,705,470
|
9.88
|
||||||||||||||||||||
Point Mortgage Corp.
|
1
|
1,314,691
|
0.39
|
||||||||||||||||||||
Proper Rate, LLC
|
1
|
676,185
|
0.2
|
||||||||||||||||||||
Royal Pacific Funding Corp dba Pacific Banc
|
23
|
12,195,723
|
3.57
|
||||||||||||||||||||
Sharestates Intercap Line, LLC
|
2
|
2,094,000
|
0.61
|
1
|
115,200
|
0.05
|
1
|
115,200
|
0.05
|
||||||||||||||
Sharestates Investments, LLC
|
3
|
2,775,000
|
0.81
|
||||||||||||||||||||
Sprout Mortgage, LLC
|
134
|
91,059,966
|
26.69
|
2
|
2,356,858
|
0.97
|
1
|
1,192,325
|
0.49
|
1
|
1,164,533
|
0.48
|
|||||||||||
Summit Funding Inc
|
1
|
1,132,949
|
0.33
|
||||||||||||||||||||
Synovus Bank
|
1
|
941,173
|
0.28
|
||||||||||||||||||||
Temple View Capital
|
29
|
5,304,187
|
1.55
|
||||||||||||||||||||
Total GS Mortgage-Backed Securities Trust 2022-NQM1
|
527
|
341,181,777
|
100
|
4
|
2,995,934
|
1.23
|
2
|
1,716,201
|
0.7
|
2
|
1,279,733
|
0.53
|
|||||||||||
GS Mortgage-Backed Securities Trust 2022-GR2
|
Guaranteed Rate Affinity, LLC
|
284
|
78,905,139
|
11.43
|
|||||||||||||||||||
Guaranteed Rate, Inc
|
1,749
|
503,158,156
|
72.91
|
5
|
1,705,082
|
0.3
|
4
|
1,298,678
|
0.23
|
1
|
406,404
|
0.07
|
|||||||||||
Stearns Lending, LLC.
|
291
|
108,032,408
|
15.65
|
||||||||||||||||||||
Total GS Mortgage-Backed Securities Trust 2022-GR2
|
2,324
|
690,095,702
|
100
|
5
|
1,705,082
|
0.3
|
4
|
1,298,678
|
0.23
|
1
|
406,404
|
0.07
|
|||||||||||
GS Mortgage Backed Securities Trust 2022-INV1
|
Alpha Mortgage Corporation
|
2
|
318,913
|
0.07
|
|||||||||||||||||||
AmWest Funding Corp.
|
1
|
213,779
|
0.05
|
||||||||||||||||||||
Angel Oak Home Loans LLC
|
12
|
9,665,345
|
2.19
|
||||||||||||||||||||
Atlantic Bay Mortgage Group LLC
|
7
|
1,402,004
|
0.32
|
||||||||||||||||||||
CalCon Mutual Mortgage LLC
|
2
|
1,474,656
|
0.33
|
||||||||||||||||||||
Caliber Home Loans, Inc
|
182
|
20,742,722
|
4.71
|
||||||||||||||||||||
Change Lending, LLC
|
1
|
1,114,299
|
0.25
|
||||||||||||||||||||
Compass Mortgage, Inc.
|
4
|
740,992
|
0.17
|
||||||||||||||||||||
CrossCountry Mortgage, LLC
|
43
|
18,274,241
|
4.15
|
||||||||||||||||||||
Fairway Independent Mortgage Corp.
|
12
|
12,295,212
|
2.79
|
||||||||||||||||||||
Fall River Five Cents Savings Bank
|
1
|
287,062
|
0.07
|
||||||||||||||||||||
First Bank, a Texas corporation
|
1
|
159,402
|
0.04
|
||||||||||||||||||||
First Guaranty Mortgage Corporation
|
159
|
52,127,842
|
11.82
|
1
|
252,184
|
0.08
|
1
|
252,184
|
0.08
|
||||||||||||||
General Mortgage Capital Corporation
|
1
|
436,220
|
0.1
|
||||||||||||||||||||
Guaranteed Rate Affinity, LLC
|
10
|
12,655,892
|
2.87
|
||||||||||||||||||||
Guaranteed Rate, Inc
|
34
|
34,552,157
|
7.84
|
||||||||||||||||||||
GuardHill Financial Corp.
|
1
|
505,043
|
0.11
|
||||||||||||||||||||
Hamilton Home Loans, Inc.
|
1
|
772,581
|
0.18
|
||||||||||||||||||||
Home Point Financial Corporation
|
31
|
12,972,143
|
2.94
|
||||||||||||||||||||
HomeBridge Financial Services, Inc
|
100
|
53,618,445
|
12.16
|
||||||||||||||||||||
IMPAC Mortgage Corp.
|
3
|
3,424,151
|
0.78
|
||||||||||||||||||||
JMAC Lending, Inc.
|
64
|
27,777,184
|
6.3
|
||||||||||||||||||||
LeaderOne Financial Corporation
|
2
|
319,255
|
0.07
|
||||||||||||||||||||
Legacy National Bank
|
1
|
317,878
|
0.07
|
||||||||||||||||||||
Loan America
|
1
|
1,715,662
|
0.39
|
||||||||||||||||||||
LoanDepot.com
|
9
|
9,097,273
|
2.06
|
||||||||||||||||||||
MegaStar Financial Corp
|
5
|
1,072,686
|
0.24
|
||||||||||||||||||||
Movement Mortgage, LLC
|
479
|
103,039,251
|
23.37
|
||||||||||||||||||||
Network Funding, L.P.
|
3
|
519,124
|
0.12
|
||||||||||||||||||||
NewRez LLC
|
41
|
8,734,839
|
1.98
|
||||||||||||||||||||
Nexera Holding LLC
|
6
|
5,552,613
|
1.26
|
||||||||||||||||||||
OCMBC, Inc.
|
1
|
1,252,603
|
0.28
|
||||||||||||||||||||
Opportunity Bank of Montana
|
3
|
581,800
|
0.13
|
||||||||||||||||||||
Plaza Home Mortgage, Inc.
|
2
|
2,121,011
|
0.48
|
||||||||||||||||||||
Radius Financial Group Inc.
|
2
|
574,698
|
0.13
|
||||||||||||||||||||
Residential Wholesale Mortgage, Inc.
|
1
|
326,022
|
0.07
|
||||||||||||||||||||
Siwell Inc. dba Capital Mortgage Services of Texas
|
10
|
2,239,988
|
0.51
|
||||||||||||||||||||
Sprout Mortgage, LLC
|
7
|
7,618,328
|
1.73
|
||||||||||||||||||||
Stearns Lending, LLC.
|
2
|
1,297,256
|
0.29
|
||||||||||||||||||||
T2 Financial LLC
|
1
|
900,050
|
0.2
|
||||||||||||||||||||
The Federal Savings Bank
|
14
|
4,198,946
|
0.95
|
||||||||||||||||||||
United Wholesale Mortgage, LLC
|
19
|
22,688,320
|
5.15
|
||||||||||||||||||||
Wyndham Capital Mortgage, Inc
|
3
|
1,160,226
|
0.26
|
||||||||||||||||||||
Total GS Mortgage Backed Securities Trust 2022-INV1
|
1,284
|
440,858,117
|
100
|
1
|
252,184
|
0.08
|
1
|
252,184
|
0.08
|
||||||||||||||
GS Mortgage Backed Securities 2022-HP1
|
Home Point Financial Corporation
|
2,088
|
781,102,992
|
200
|
2
|
572,491
|
0.18
|
2
|
572,491
|
0.18
|
|||||||||||||
Total GS Mortgage Backed Securities 2022-HP1
|
2,088
|
781,102,992
|
200
|
2
|
572,491
|
0.18
|
2
|
572,491
|
0.18
|
||||||||||||||
GS Mortgage-Backed Securities Trust 2022-LTV2
|
Amerisave Mortgage Corporation
|
5
|
4,502,195
|
1.47
|
|||||||||||||||||||
Angel Oak Home Loans LLC
|
12
|
12,608,756
|
4.12
|
1
|
986,162
|
0.39
|
1
|
986,162
|
0.39
|
||||||||||||||
CalCon Mutual Mortgage LLC
|
2
|
2,333,923
|
0.76
|
||||||||||||||||||||
Caliber Home Loans, Inc
|
13
|
12,935,594
|
4.23
|
||||||||||||||||||||
Cardinal Financial Company, Limited Partnership
|
1
|
1,039,335
|
0.34
|
||||||||||||||||||||
Change Lending, LLC
|
1
|
831,827
|
0.27
|
||||||||||||||||||||
Cherry Creek Mortgage Co., Inc.
|
2
|
1,860,987
|
0.61
|
||||||||||||||||||||
CrossCountry Mortgage, LLC
|
17
|
17,630,340
|
5.77
|
||||||||||||||||||||
Directors Mortgage, Inc.dba USA Direct Funding
|
1
|
1,169,939
|
0.38
|
||||||||||||||||||||
Embrace Home Loans, Inc.
|
1
|
1,853,530
|
0.61
|
||||||||||||||||||||
Fairway Independent Mortgage Corp.
|
46
|
49,662,945
|
16.24
|
1
|
721,390
|
0.28
|
1
|
721,390
|
0.28
|
||||||||||||||
First Internet Bank of Indiana
|
1
|
900,827
|
0.29
|
||||||||||||||||||||
Guaranteed Rate Affinity, LLC
|
1
|
1,072,285
|
0.35
|
||||||||||||||||||||
Guaranteed Rate, Inc
|
6
|
7,112,205
|
2.33
|
||||||||||||||||||||
Home Point Financial Corporation
|
2
|
1,921,875
|
0.63
|
||||||||||||||||||||
HomeBridge Financial Services, Inc
|
5
|
4,448,507
|
1.45
|
||||||||||||||||||||
IBERIABANK a division of First Horizon Bank
|
1
|
1,255,085
|
0.41
|
||||||||||||||||||||
IMPAC Mortgage Corp.
|
2
|
2,097,026
|
0.69
|
1
|
632,647
|
0.25
|
1
|
632,647
|
0.25
|
||||||||||||||
JMAC Lending, Inc.
|
1
|
782,267
|
0.26
|
||||||||||||||||||||
LoanDepot.com
|
3
|
2,353,822
|
0.77
|
||||||||||||||||||||
Movement Mortgage, LLC
|
37
|
35,533,832
|
11.62
|
||||||||||||||||||||
New Wave Lending Group Inc
|
1
|
876,076
|
0.29
|
||||||||||||||||||||
NewRez LLC
|
1
|
664,483
|
0.22
|
||||||||||||||||||||
Nexera Holding LLC
|
7
|
6,605,370
|
2.16
|
||||||||||||||||||||
Northpointe Bank
|
21
|
21,678,431
|
7.09
|
1
|
722,759
|
0.28
|
1
|
722,759
|
0.28
|
||||||||||||||
OriginPoint LLC
|
1
|
1,083,471
|
0.35
|
||||||||||||||||||||
Plaza Home Mortgage, Inc.
|
1
|
716,448
|
0.23
|
||||||||||||||||||||
Sprout Mortgage, LLC
|
2
|
1,764,769
|
0.58
|
||||||||||||||||||||
Stearns Lending, LLC.
|
2
|
1,920,247
|
0.63
|
||||||||||||||||||||
The Mortgage Company
|
1
|
1,177,842
|
0.39
|
||||||||||||||||||||
United Wholesale Mortgage, LLC
|
96
|
104,704,214
|
34.24
|
||||||||||||||||||||
Wheatland Bank
|
1
|
667,971
|
0.22
|
||||||||||||||||||||
Total GS Mortgage-Backed Securities Trust 2022-LTV2
|
294
|
305,766,422
|
100
|
4
|
3,062,958
|
1.21
|
2
|
1,707,552
|
0.67
|
2
|
1,355,406
|
0.53
|
|||||||||||
GS Mortgage Backed Securities 2023-PJ2
|
All Western Mortgage, Inc.
|
1
|
1,141,488
|
0.28
|
|||||||||||||||||||
AmRes Corporation
|
1
|
2,984,188
|
0.74
|
||||||||||||||||||||
Amerifirst Financial Corp
|
1
|
2,989,325
|
0.74
|
||||||||||||||||||||
Amerisave Mortgage Corporation
|
11
|
10,568,617
|
2.61
|
||||||||||||||||||||
Caliber Home Loans, Inc
|
34
|
41,146,259
|
10.15
|
||||||||||||||||||||
Capital Mortgage Services of Texas
|
1
|
991,483
|
0.24
|
||||||||||||||||||||
Change Lending, LLC
|
1
|
2,938,306
|
0.72
|
||||||||||||||||||||
Churchill Mortgage Corporation
|
1
|
1,488,348
|
0.37
|
||||||||||||||||||||
CrossCountry Mortgage, LLC
|
32
|
34,176,759
|
8.43
|
||||||||||||||||||||
Directors Mortgage, Inc.dba USA Direct Funding
|
1
|
1,278,863
|
0.32
|
||||||||||||||||||||
Fairway Independent Mortgage Corp.
|
10
|
10,238,294
|
2.52
|
||||||||||||||||||||
Flagstar Bank, FSB
|
10
|
9,337,551
|
2.3
|
||||||||||||||||||||
Guaranteed Rate Affinity, LLC
|
2
|
2,044,733
|
0.5
|
||||||||||||||||||||
Guaranteed Rate, Inc
|
15
|
19,403,870
|
4.79
|
||||||||||||||||||||
Hancock Whitney Bank
|
1
|
728,341
|
0.18
|
||||||||||||||||||||
Home Point Financial Corporation
|
5
|
5,278,977
|
1.3
|
||||||||||||||||||||
HomeBridge Financial Services, Inc
|
3
|
3,275,664
|
0.81
|
||||||||||||||||||||
JMAC Lending, Inc.
|
3
|
4,935,627
|
1.22
|
||||||||||||||||||||
Keystone Funding, Inc.
|
1
|
1,365,344
|
0.34
|
||||||||||||||||||||
Kind Lending, LLC
|
1
|
751,843
|
0.19
|
||||||||||||||||||||
Knock Lending LLC
|
1
|
712,046
|
0.18
|
||||||||||||||||||||
LoanDepot.com
|
4
|
4,038,598
|
1
|
||||||||||||||||||||
Movement Mortgage, LLC
|
13
|
13,941,018
|
3.44
|
||||||||||||||||||||
NFM, Inc.
|
1
|
1,030,155
|
0.25
|
||||||||||||||||||||
New Rez, LLC
|
2
|
2,961,967
|
0.73
|
||||||||||||||||||||
New Wave Lending Group Inc
|
1
|
1,706,157
|
0.42
|
||||||||||||||||||||
Nexera Holding LLC
|
4
|
5,218,567
|
1.29
|
||||||||||||||||||||
OriginPoint LLC
|
1
|
1,968,235
|
0.49
|
||||||||||||||||||||
Radius Financial Group Inc.
|
1
|
265,928
|
0.07
|
||||||||||||||||||||
Security National Mortgage Company
|
1
|
254,313
|
0.06
|
||||||||||||||||||||
United Wholesale Mortgage, LLC
|
201
|
214,923,847
|
53
|
1
|
1,053,339
|
0.32
|
1
|
1,053,339
|
0.32
|
||||||||||||||
UpEquity SPV2, LLC
|
1
|
1,412,861
|
0.35
|
||||||||||||||||||||
Total GS Mortgage Backed Securities 2023-PJ2
|
366
|
405,497,575
|
100
|
1
|
1,053,339
|
0.32
|
1
|
1,053,339
|
0.32
|
||||||||||||||
GS Mortgage Backed Securities 2023-CCM1
|
CrossCountry Mortgage, LLC
|
629
|
274,999,119
|
100
|
8
|
4,226,933
|
2.34
|
5
|
1,743,172
|
0.97
|
2
|
670,876
|
0.37
|
1
|
1,812,885
|
1
|
|||||||
Total GS Mortgage Backed Securities 2023-CCM1
|
629
|
274,999,119
|
100
|
8
|
4,226,933
|
2.34
|
5
|
1,743,172
|
0.97
|
2
|
670,876
|
0.37
|
1
|
1,812,885
|
1
|
||||||||
GS Mortgage-Backed Securities Trust 2023-PJ4
|
American Pacific Mortgage Corp. dba American Pacific Funding
|
1
|
431,195
|
0.13
|
|||||||||||||||||||
Amerihome Mortgage Company, LLC
|
53
|
52,896,175
|
15.86
|
||||||||||||||||||||
Amerisave Mortgage Corporation
|
2
|
1,852,909
|
0.56
|
||||||||||||||||||||
Angel Oak Home Loans LLC
|
4
|
3,075,315
|
0.92
|
||||||||||||||||||||
Atlantic Bay Mortgage Group LLC
|
3
|
2,685,307
|
0.81
|
||||||||||||||||||||
Caliber Home Loans, Inc
|
13
|
13,308,236
|
3.99
|
||||||||||||||||||||
Citywide Home Loans, LLC
|
1
|
823,009
|
0.25
|
||||||||||||||||||||
CrossCountry Mortgage, LLC
|
29
|
24,344,557
|
7.3
|
||||||||||||||||||||
Fairway Independent Mortgage Corp.
|
14
|
14,964,159
|
4.49
|
||||||||||||||||||||
First Guaranty Mortgage Corporation
|
1
|
1,034,165
|
0.31
|
||||||||||||||||||||
Flagstar Bank, FSB
|
15
|
18,849,969
|
5.65
|
||||||||||||||||||||
Guaranteed Rate Affinity, LLC
|
3
|
2,837,772
|
0.85
|
||||||||||||||||||||
Guaranteed Rate, Inc
|
8
|
9,911,467
|
2.97
|
||||||||||||||||||||
Home Point Financial Corporation
|
2
|
2,243,633
|
0.67
|
||||||||||||||||||||
HomeBridge Financial Services, Inc
|
1
|
901,450
|
0.27
|
||||||||||||||||||||
HomeStar Financial Corporation
|
1
|
197,767
|
0.06
|
||||||||||||||||||||
JMAC Lending, Inc.
|
8
|
14,293,399
|
4.29
|
||||||||||||||||||||
LeaderOne Financial Corporation
|
2
|
747,973
|
0.22
|
||||||||||||||||||||
LoanDepot.com
|
1
|
1,195,262
|
0.36
|
||||||||||||||||||||
Luminate Home Loans, Inc.
|
1
|
997,587
|
0.3
|
||||||||||||||||||||
Mason-McDuffie Mortgage Corporation
|
1
|
2,443,156
|
0.73
|
||||||||||||||||||||
Meadowbrook Financial Mortgage Bankers Corp.
|
1
|
287,179
|
0.09
|
||||||||||||||||||||
MegaStar Financial Corp.
|
1
|
614,143
|
0.18
|
||||||||||||||||||||
Movement Mortgage, LLC
|
1
|
912,250
|
0.27
|
||||||||||||||||||||
New Fed Mortgage Corp
|
1
|
251,191
|
0.08
|
||||||||||||||||||||
NewRez LLC
|
4
|
4,009,987
|
1.2
|
||||||||||||||||||||
Nexera Holding LLC
|
4
|
3,608,533
|
1.08
|
||||||||||||||||||||
OCMBC, Inc.
|
3
|
5,540,314
|
1.66
|
||||||||||||||||||||
OriginPoint LLC
|
2
|
3,346,874
|
1
|
||||||||||||||||||||
Pacific Residential Mortgage, LLC
|
2
|
518,503
|
0.16
|
||||||||||||||||||||
SeaTrust Mortgage Company
|
1
|
319,203
|
0.1
|
||||||||||||||||||||
Security National Mortgage Company
|
3
|
1,195,542
|
0.36
|
||||||||||||||||||||
Shore United Bank
|
1
|
2,953,849
|
0.89
|
||||||||||||||||||||
Stockton Mortgage Corporation
|
1
|
1,194,572
|
0.36
|
||||||||||||||||||||
United Wholesale Mortgage, LLC
|
98
|
138,649,157
|
41.58
|
1
|
859,973
|
0.34
|
1
|
859,973
|
0.34
|
||||||||||||||
Total GS Mortgage-Backed Securities Trust 2023-PJ4
|
287
|
333,435,760
|
100
|
1
|
859,973
|
0.34
|
1
|
859,973
|
0.34
|
||||||||||||||
Total Asset Class : Residential Mortgage Backed Securities - Non-Prime
|
17,876
|
9,637,190,558
|
100
|
78
|
45,844,563
|
0.47
|
2
|
678,564
|
0.74
|
15
|
7,661,564
|
0.08
|
56
|
33,810,638
|
0.34
|
5
|
3,693,798
|
0.04
|
0
|
0
|
0
|
||
Asset Class : Residential Mortgage Backed Securities - Prime
|
|||||||||||||||||||||||
Total Asset Class : Residential Mortgage Backed Securities - Prime
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
||
Total Asset Class : Residential Mortgage Backed Securities - All Asset Classes
|
23,514
|
10,134,603,087
|
100
|
84
|
46,170,947
|
0.55
|
3
|
732,684
|
0.75
|
19
|
7,836,828
|
0.12
|
56
|
33,810,638
|
0.34
|
6
|
3,790,798
|
0.06
|
0
|
0
|
0
|