A new Grand Theft Auto V mod called AngryPlanes has been confirmed to contain a keylogger. In addition to installing it’s regular files it needs to operate, AngryPlanes installs a rogue file (Fade.exe) onto your computer. It then hijacks programs that run regularly with windows to help hide its presence. This rogue program tracks all the keys you press and records it in a file that is saved to your computer, then it transmits this information to whoever created the trojan.
Another mod that’s been caught doing this is one called NoClip.
If you’ve installed either of these, it’s best that you change all your passwords and do a malware sweep using Malwarebytes. It is disappointing but expected that a game as popular as GTAV will be a target for malicious programs. It’s best if the person making the mod is an established modder in the community and is someone you or others trust.