Transaction profile Issuer GS Mortgage-Backed Securities Trust 2026 IRPM1 DAC Collateral type RMBS prime Domicile of assets Ireland Seller Penryn Funding 2024 DAC Servicer Nua Money Ltd. Counterparties Goldman Sachs International, Nua Money Ltd., BNP Paribas, and The Bank of New York Mellon, London branch Capital structure Class Prelim. rating* Prelim. class size (%) Credit enhancement (%)§ Coupon Step-up coupon Step-up date Legal final maturity A AAA (sf) 88.20 11.80 Three-month EURIBOR + margin Three-month EURIBOR + margin April 2030 October 2071 B-Dfrd AA (sf) 5.05 6.75 Three-month EURIBOR + margin Three-month EURIBOR + margin April 2030 October 2071 C-Dfrd A- (sf) 3.50 3.25 Three-month EURIBOR + margin Three-month EURIBOR + margin April 2030 October 2071 D-Dfrd BBB- (sf) 1.60