EX-99 3 a2cb1vector.txt EXHIBIT 99 - PRICE YIELD TABLES EXHIBIT 99 PRICE/YIELD TABLES GSR0201 - Price/Yield - A2_C
Coupon 5.793 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02 Price PRICING 25CPR 40 CPR 25x12,40x24,50x12,70x12;30 ------------------------------------------------------------------------------------------- 99-12 5.922 5.937 5.935 Yield 115 158 151 Spread ------------------------------------------------------------------------------------------- 99-16 5.891 5.899 5.897 Yield 112 155 148 Spread ------------------------------------------------------------------------------------------- 99-20 5.861 5.86 5.86 Yield 109 151 144 Spread ------------------------------------------------------------------------------------------- 99-24 5.83 5.821 5.823 Yield 106 147 140 Spread ------------------------------------------------------------------------------------------- 99-28 5.8 5.783 5.786 Yield 103 143 137 Spread ------------------------------------------------------------------------------------------- 100-00 5.769 5.744 5.749 Yield 100 139 133 Spread ------------------------------------------------------------------------------------------- 100-04 5.739 5.706 5.711 Yield 97 135 129 Spread ------------------------------------------------------------------------------------------- 100-08 5.709 5.668 5.674 Yield 94 131 125 Spread ------------------------------------------------------------------------------------------- 100-12 5.678 5.629 5.638 Yield 91 128 122 Spread ------------------------------------------------------------------------------------------- 100-16 5.648 5.591 5.601 Yield 88 124 118 Spread ------------------------------------------------------------------------------------------- 100-20 5.618 5.553 5.564 Yield 85 120 114 Spread ------------------------------------------------------------------------------------------- WAL 4.817 3.714 3.855 Mod Durn 4.099 3.241 3.359 Principal WinFeb06 - Jan07 Jun04 - Jan07 Nov04 - Jan07 LIBOR_1YR 2.41875 2.41875 2.41875 CMT_1YR 2.2 2.2 2.2
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - Price/Yield - B1
Coupon 6.008 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02 Price PRICING 25CPR 40 CPR 25x12,40x24,50x12,70x12;30 ------------------------------------------------------------------------------------------- 97-20 6.178 6.521 6.574 Yield 188 279 289 Spread ------------------------------------------------------------------------------------------- 97-24 6.15 6.482 6.534 Yield 185 275 285 Spread ------------------------------------------------------------------------------------------- 97-28 6.122 6.443 6.495 Yield 183 271 281 Spread ------------------------------------------------------------------------------------------- 98-00 6.094 6.405 6.456 Yield 180 267 277 Spread ------------------------------------------------------------------------------------------- 98-04 6.066 6.366 6.417 Yield 177 263 273 Spread ------------------------------------------------------------------------------------------- 98-08 6.038 6.328 6.377 Yield 174 259 269 Spread ------------------------------------------------------------------------------------------- 98-12 6.01 6.29 6.338 Yield 171 256 265 Spread ------------------------------------------------------------------------------------------- 98-16 5.983 6.251 6.3 Yield 169 252 261 Spread ------------------------------------------------------------------------------------------- 98-20 5.955 6.213 6.261 Yield 166 248 257 Spread ------------------------------------------------------------------------------------------- 98-24 5.928 6.175 6.222 Yield 163 244 253 Spread ------------------------------------------------------------------------------------------- 98-28 5.9 6.137 6.183 Yield 160 240 250 Spread ------------------------------------------------------------------------------------------- WAL 5.832 3.946 3.836 Mod Durn 4.567 3.305 3.248 Principal WinMar02 - Dec31 Mar02 - Nov31 Mar02 - Nov31 LIBOR_1YR 2.41875 2.41875 2.41875 CMT_1YR 2.2 2.2 2.2
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - Price/Yield - A1
Coupon 5.993 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02 Price 5 CPR 10 CPR 15 CPR 25 CPR 35 CPR 40 CPR 45 CPR 55 CPR 65 CPR 70 CPR ------------------------------------------------------------------------------------------------------------------- 101-24 5.118 5.054 4.984 4.818 4.612 4.489 4.353 4.018 3.577 3.296 Yield 139 146 151 152 131 119 105 72 28 0 Spread ------------------------------------------------------------------------------------------------------------------- 101-28 5.066 4.999 4.924 4.748 4.53 4.401 4.256 3.902 3.436 3.14 Yield 134 140 145 145 123 110 96 60 14 -16 Spread ------------------------------------------------------------------------------------------------------------------- 102-00 5.014 4.943 4.864 4.679 4.448 4.312 4.16 3.787 3.295 2.984 Yield 129 135 139 138 115 101 86 49 0 -32 Spread ------------------------------------------------------------------------------------------------------------------- 102-04 4.962 4.887 4.804 4.609 4.367 4.224 4.064 3.671 3.155 2.828 Yield 123 129 133 131 107 92 76 37 -14 -47 Spread ------------------------------------------------------------------------------------------------------------------- 102-08 4.911 4.832 4.745 4.54 4.286 4.136 3.968 3.557 3.016 2.673 Yield 118 123 127 124 99 84 67 26 -28 -63 Spread ------------------------------------------------------------------------------------------------------------------- 102-12 4.859 4.777 4.685 4.471 4.205 4.048 3.872 3.442 2.877 2.518 Yield 113 118 121 117 91 75 57 14 -42 -78 Spread ------------------------------------------------------------------------------------------------------------------- 102-16 4.807 4.721 4.626 4.402 4.124 3.96 3.777 3.328 2.738 2.364 Yield 108 112 115 110 82 66 48 3 -56 -94 Spread ------------------------------------------------------------------------------------------------------------------- 102-20 4.756 4.666 4.567 4.333 4.044 3.873 3.682 3.214 2.599 2.21 Yield 103 107 109 103 74 57 38 -9 -70 -109 Spread ------------------------------------------------------------------------------------------------------------------- 102-24 4.704 4.611 4.507 4.264 3.963 3.786 3.587 3.1 2.461 2.056 Yield 98 101 104 96 66 49 29 -20 -84 -124 Spread ------------------------------------------------------------------------------------------------------------------- 102-28 4.653 4.556 4.448 4.196 3.883 3.698 3.492 2.987 2.324 1.903 Yield 92 96 98 90 58 40 19 -31 -98 -140 Spread ------------------------------------------------------------------------------------------------------------------- 103-00 4.602 4.501 4.389 4.127 3.803 3.611 3.397 2.874 2.186 1.751 Yield 87 90 92 83 50 31 10 -43 -111 -155 Spread ------------------------------------------------------------------------------------------------------------------- WAL 2.603 2.418 2.242 1.913 1.618 1.482 1.354 1.118 0.909 0.812 Mod Durn 2.358 2.199 2.047 1.762 1.505 1.386 1.274 1.064 0.875 0.787 Principal Win Mar02-Dec04 Mar02-Dec04 Mar02-Dec04 Mar02-Dec04 Mar02-Dec04 Mar02-Dec04 Mar02-Dec04 Mar02-Dec04 Mar02-Dec04Mar02-Dec04 Collateral Indices LIBOR_1YR 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 CMT_1YR 2.2 2.2 2.2 2.2 2.2 2.2 2.2 2.2 2.2 2.2
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - Price/Yield - A2_A
Coupon 3.17 Dated 2/21/02 Settle 2/21/02 First Payment 3/25/02 Price 5 CPR 10 CPR 15 CPR 25 CPR 35 CPR 45 CPR 55 CPR 65 CPR 70 CPR ---------------------------------------------------------------------------------------------------------- 99-12 3.387 3.466 3.585 3.842 4.124 4.435 4.786 5.196 5.429 Yield 100 108 119 145 173 204 240 281 304 Spread ---------------------------------------------------------------------------------------------------------- 99-16 3.348 3.411 3.506 3.711 3.936 4.185 4.465 4.792 4.978 Yield 96 102 112 132 155 179 207 240 259 Spread ---------------------------------------------------------------------------------------------------------- 99-20 3.308 3.355 3.427 3.581 3.749 3.935 4.145 4.39 4.529 Yield 92 97 104 119 136 155 175 200 214 Spread ---------------------------------------------------------------------------------------------------------- 99-24 3.269 3.301 3.348 3.45 3.563 3.686 3.826 3.989 4.081 Yield 88 91 96 106 117 130 144 160 169 Spread ---------------------------------------------------------------------------------------------------------- 99-28 3.23 3.246 3.269 3.321 3.376 3.438 3.508 3.589 3.635 Yield 84 86 88 93 99 105 112 120 125 Spread ---------------------------------------------------------------------------------------------------------- 100-00 3.191 3.191 3.191 3.191 3.191 3.191 3.191 3.191 3.191 Yield 80 80 80 80 80 80 80 80 80 Spread ---------------------------------------------------------------------------------------------------------- 100-04 3.152 3.136 3.113 3.062 3.006 2.944 2.875 2.794 2.748 Yield 76 75 72 67 62 55 48 40 36 Spread ---------------------------------------------------------------------------------------------------------- 100-08 3.113 3.082 3.035 2.933 2.821 2.698 2.56 2.399 2.307 Yield 72 69 64 54 43 31 17 1 -8 Spread ---------------------------------------------------------------------------------------------------------- 100-12 3.074 3.028 2.957 2.804 2.637 2.453 2.246 2.005 1.868 Yield 68 64 57 41 25 6 -14 -39 -52 Spread ---------------------------------------------------------------------------------------------------------- 100-16 3.035 2.973 2.879 2.676 2.453 2.209 1.933 1.612 1.43 Yield 65 58 49 29 6 -18 -46 -78 -96 Spread ---------------------------------------------------------------------------------------------------------- 100-20 2.997 2.919 2.801 2.547 2.27 1.965 1.621 1.221 0.994 Yield 61 53 41 16 -12 -43 -77 -117 -140 Spread ---------------------------------------------------------------------------------------------------------- WAL 3.47 2.446 1.679 1.001 0.695 0.519 0.404 0.321 0.288 Mod Durn 3.201 2.287 1.596 0.966 0.675 0.506 0.395 0.314 0.282 Principal Win Mar02-Jan07 Mar02-Jan07 Mar02-Oct05 Mar02-Apr04 Mar02-Aug03 Mar02-Mar03 Mar02-Dec02 Mar02-Oct02 Mar02-Sep02 Collateral Indices LIBOR_1YR 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 CMT_1YR 2.2 2.2 2.2 2.2 2.2 2.2 2.2 2.2 2.2
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - Price/Yield - A2_B
Coupon 4.981 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02 Price 5 CPR 10 CPR 15 CPR 25 CPR 35 CPR 45 CPR 55 CPR 65 CPR 70 CPR ---------------------------------------------------------------------------------------------------------- 99-12 5.102 5.102 5.106 5.141 5.188 5.241 5.304 5.381 5.427 Yield 30 30 41 113 186 194 200 208 213 Spread ---------------------------------------------------------------------------------------------------------- 99-16 5.072 5.072 5.075 5.095 5.122 5.152 5.188 5.232 5.259 Yield 27 27 38 108 179 185 189 193 196 Spread ---------------------------------------------------------------------------------------------------------- 99-20 5.043 5.043 5.044 5.049 5.056 5.064 5.073 5.084 5.091 Yield 24 24 34 104 173 176 177 178 179 Spread ---------------------------------------------------------------------------------------------------------- 99-24 5.014 5.014 5.013 5.003 4.99 4.975 4.957 4.936 4.923 Yield 21 21 31 99 166 167 166 164 162 Spread ---------------------------------------------------------------------------------------------------------- 99-28 4.985 4.985 4.982 4.957 4.924 4.886 4.842 4.788 4.756 Yield 18 18 28 95 159 159 154 149 146 Spread ---------------------------------------------------------------------------------------------------------- 100-00 4.955 4.955 4.951 4.911 4.858 4.798 4.727 4.641 4.589 Yield 15 15 25 90 153 150 143 134 129 Spread ---------------------------------------------------------------------------------------------------------- 100-04 4.926 4.926 4.92 4.865 4.793 4.71 4.612 4.494 4.422 Yield 12 12 22 86 146 141 131 119 112 Spread ---------------------------------------------------------------------------------------------------------- 100-08 4.897 4.897 4.889 4.82 4.727 4.622 4.498 4.347 4.256 Yield 9 9 19 81 140 132 120 105 96 Spread ---------------------------------------------------------------------------------------------------------- 100-12 4.868 4.868 4.858 4.774 4.662 4.534 4.383 4.201 4.09 Yield 6 6 16 76 133 123 108 90 79 Spread ---------------------------------------------------------------------------------------------------------- 100-16 4.839 4.839 4.828 4.729 4.597 4.447 4.269 4.055 3.925 Yield 3 3 13 72 127 115 97 75 62 Spread ---------------------------------------------------------------------------------------------------------- 100-20 4.81 4.81 4.797 4.683 4.531 4.359 4.155 3.909 3.76 Yield 0 0 10 67 120 106 85 61 46 Spread ---------------------------------------------------------------------------------------------------------- WAL 4.928 4.928 4.617 3.001 2.043 1.499 1.14 0.884 0.778 Mod Durn 4.277 4.277 4.034 2.723 1.899 1.413 1.085 0.847 0.748 Principal Win Jan07-Jan07 Jan07-Jan07 Oct05-Jan07 Apr04-Feb06 Aug03-Nov04 Mar03-Feb04 Dec02-Aug03 Oct02-Apr03 Sep02-Feb03 Collateral Indices LIBOR_1YR 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 CMT_1YR 2.2 2.2 2.2 2.2 2.2 2.2 2.2 2.2 2.2
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - Price/Yield - A2_C
Coupon 5.793 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02 Price 5 CPR 10 CPR 15 CPR 25 CPR 35 CPR 45 CPR 55 CPR 65 CPR 70 CPR ---------------------------------------------------------------------------------------------------------- 99-12 5.921 5.921 5.921 5.922 5.931 5.945 5.966 5.993 6.01 Yield 112 112 112 115 140 178 223 267 271 Spread ---------------------------------------------------------------------------------------------------------- 99-16 5.891 5.891 5.891 5.891 5.895 5.902 5.912 5.925 5.933 Yield 109 109 109 112 137 174 217 260 263 Spread ---------------------------------------------------------------------------------------------------------- 99-20 5.861 5.861 5.861 5.861 5.86 5.86 5.859 5.857 5.857 Yield 106 106 106 109 133 169 212 253 256 Spread ---------------------------------------------------------------------------------------------------------- 99-24 5.831 5.831 5.831 5.83 5.825 5.817 5.805 5.79 5.78 Yield 103 103 103 106 129 165 207 247 248 Spread ---------------------------------------------------------------------------------------------------------- 99-28 5.801 5.801 5.801 5.8 5.79 5.774 5.752 5.723 5.704 Yield 100 100 100 103 126 161 201 240 240 Spread ---------------------------------------------------------------------------------------------------------- 100-00 5.771 5.771 5.771 5.769 5.755 5.732 5.699 5.656 5.628 Yield 97 97 97 100 122 157 196 233 233 Spread ---------------------------------------------------------------------------------------------------------- 100-04 5.741 5.741 5.741 5.739 5.72 5.689 5.646 5.589 5.552 Yield 94 94 94 97 119 152 191 226 225 Spread ---------------------------------------------------------------------------------------------------------- 100-08 5.712 5.712 5.712 5.709 5.685 5.647 5.593 5.522 5.477 Yield 91 91 91 94 115 148 186 220 218 Spread ---------------------------------------------------------------------------------------------------------- 100-12 5.682 5.682 5.682 5.678 5.65 5.604 5.54 5.455 5.401 Yield 88 88 88 91 112 144 180 213 210 Spread ---------------------------------------------------------------------------------------------------------- 100-16 5.652 5.652 5.652 5.648 5.616 5.562 5.487 5.388 5.326 Yield 85 85 85 88 109 140 175 206 203 Spread ---------------------------------------------------------------------------------------------------------- 100-20 5.623 5.623 5.623 5.618 5.581 5.52 5.435 5.322 5.25 Yield 82 82 82 85 105 135 170 200 195 Spread ---------------------------------------------------------------------------------------------------------- WAL 4.928 4.928 4.928 4.817 4.119 3.324 2.616 2.035 1.784 Mod Durn 4.182 4.182 4.182 4.099 3.561 2.927 2.347 1.857 1.641 Principal Win Jan07-Jan07 Jan07-Jan07 Jan07-Jan07 Nov04-Jan07 Feb04-Jan07 Aug03-Jan07 Apr03-Jan07 Feb03-Jan07 Collateral Indices LIBOR_1YR 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 CMT_1YR 2.2 2.2 2.2 2.2 2.2 2.2 2.2 2.2 2.2
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - Price/Yield - A3
Coupon 5.749 Dated 2/1/02 Settle 2/21/02 First Payme3/25/02 Price 5 CPR 10 CPR 15 CPR 25 CPR 35 CPR 45 CPR 55 CPR 65 CPR 70 CPR ---------------------------------------------------------------------------------------------------------- 99-28 5.761 5.751 5.74 5.714 5.68 5.639 5.588 5.525 5.487 Yield 78 105 129 180 229 234 229 222 219 Spread ---------------------------------------------------------------------------------------------------------- 100-00 5.733 5.718 5.702 5.663 5.614 5.553 5.477 5.383 5.327 Yield 75 102 125 175 223 225 218 208 203 Spread ---------------------------------------------------------------------------------------------------------- 100-04 5.705 5.686 5.664 5.613 5.547 5.466 5.366 5.242 5.167 Yield 73 99 122 170 216 217 207 194 187 Spread ---------------------------------------------------------------------------------------------------------- 100-08 5.677 5.654 5.627 5.562 5.481 5.38 5.256 5.102 5.008 Yield 70 96 118 165 210 208 196 180 171 Spread ---------------------------------------------------------------------------------------------------------- 100-12 5.65 5.621 5.589 5.512 5.415 5.295 5.146 4.962 4.85 Yield 67 92 114 160 203 199 185 166 155 Spread ---------------------------------------------------------------------------------------------------------- 100-16 5.622 5.589 5.551 5.462 5.349 5.209 5.036 4.822 4.692 Yield 64 89 110 155 196 191 174 152 139 Spread ---------------------------------------------------------------------------------------------------------- 100-20 5.594 5.557 5.514 5.412 5.283 5.124 4.927 4.683 4.534 Yield 61 86 107 150 190 182 163 138 123 Spread ---------------------------------------------------------------------------------------------------------- 100-24 5.567 5.524 5.476 5.362 5.217 5.039 4.818 4.544 4.377 Yield 59 83 103 145 183 174 152 124 108 Spread ---------------------------------------------------------------------------------------------------------- 100-28 5.539 5.492 5.439 5.312 5.152 4.954 4.709 4.405 4.221 Yield 56 79 99 140 177 165 141 111 92 Spread ---------------------------------------------------------------------------------------------------------- 101-00 5.512 5.46 5.402 5.263 5.087 4.869 4.601 4.267 4.065 Yield 53 76 95 135 170 157 130 97 76 Spread ---------------------------------------------------------------------------------------------------------- 101-04 5.484 5.428 5.365 5.213 5.021 4.785 4.492 4.129 3.909 Yield 50 73 92 130 164 148 119 83 61 Spread ---------------------------------------------------------------------------------------------------------- WAL 5.456 4.611 3.913 2.861 2.12 1.6 1.224 0.946 0.831 Mod Durn 4.488 3.843 3.305 2.478 1.882 1.452 1.132 0.889 0.786 Principal Win Mar02-Nov08 Mar02-Nov08 Mar02-Nov08 Mar02-Nov08 Mar02-Nov08 Mar02-Nov08 Mar02-Nov08 Mar02-Nov08 Mar02-Nov08 Collateral Indices LIBOR_1YR 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 CMT_1YR 2.2 2.2 2.2 2.2 2.2 2.2 2.2 2.2 2.2
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - Price/Yield - B1
Coupon 6.008 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02 Price 5 CPR, Call(Y) 10CPR, Cal1(Y) 15(CPR, Call(Y) 25CPR, Call(Y) 35CPR, Call(Y) 45CPR, Call(Y) 55CPR, Call(Y) --------------------------------------------------------------------------------------------------- 97-22 5.425 5.611 5.87 6.293 6.58 6.791 7.008 40 70 124 209 289 348 397 --------------------------------------------------------------------------------------------------- 97-26 5.411 5.595 5.849 6.263 6.541 6.741 6.947 39 68 122 206 285 343 391 --------------------------------------------------------------------------------------------------- 97-30 5.398 5.578 5.828 6.233 6.502 6.692 6.885 37 66 120 203 281 338 385 --------------------------------------------------------------------------------------------------- 98-02 5.385 5.562 5.808 6.203 6.464 6.643 6.823 36 65 118 200 277 333 379 --------------------------------------------------------------------------------------------------- 98-06 5.372 5.546 5.787 6.172 6.425 6.594 6.762 35 63 116 197 273 328 372 --------------------------------------------------------------------------------------------------- 98-10 5.359 5.53 5.766 6.142 6.387 6.545 6.701 34 61 114 194 270 324 366 --------------------------------------------------------------------------------------------------- 98-14 5.346 5.514 5.746 6.113 6.348 6.497 6.64 32 60 111 191 266 319 360 --------------------------------------------------------------------------------------------------- 98-18 5.333 5.498 5.725 6.083 6.31 6.448 6.579 31 58 109 188 262 314 354 --------------------------------------------------------------------------------------------------- 98-22 5.32 5.482 5.705 6.053 6.272 6.399 6.518 30 57 107 185 258 309 348 --------------------------------------------------------------------------------------------------- 98-26 5.307 5.466 5.684 6.023 6.233 6.351 6.457 28 55 105 182 254 304 342 --------------------------------------------------------------------------------------------------- 98-30 5.294 5.45 5.664 5.993 6.195 6.302 6.396 27 53 103 179 250 299 336 --------------------------------------------------------------------------------------------------- WAL 15.744 11.419 8.222 5.15 3.847 2.944 2.302 Mod Durn 9.687 7.863 6.158 4.226 3.296 2.595 2.07 Principal Win Mar02-Nov25 Mar02-Apr19 Mar02-Aug14 Mar02-Sep09 Mar02-May07 Mar02-Dec05 Mar02-Jan05 Collateral Indices LIBOR_1YR 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 CMT_1YR 2.2 2.2 2.2 2.2 2.2 2.2 2.2
(Continued) Coupon Settle Price 65CPR, Call(Y) 70CPR, Call(Y) ---------------------- 97-22 7.278 7.454 Yield 453 488 Spread ---------------------- 97-26 7.199 7.364 Yield 446 479 Spread ---------------------- 97-30 7.12 7.273 Yield 438 470 Spread ---------------------- 98-02 7.041 7.182 Yield 430 461 Spread ---------------------- 98-06 6.962 7.092 Yield 422 452 Spread ---------------------- 98-10 6.884 7.002 Yield 414 443 Spread ---------------------- 98-14 6.805 6.912 Yield 406 434 Spread ---------------------- 98-18 6.727 6.822 Yield 398 425 Spread ---------------------- 98-22 6.649 6.732 Yield 391 416 Spread ---------------------- 98-26 6.571 6.643 Yield 383 407 Spread ---------------------- 98-30 6.493 6.554 Yield 375 398 Spread ---------------------- WAL 1.765 1.528 Mod Durn 1.614 1.407 Principal Win Mar02-May04 Mar02-Jan04 Collateral Indices LIBOR_1YR 2.41875 2.41875 CMT_1YR 2.2 2.2 No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - Price/Yield - B2
Coupon 6.008 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02 Price 5 CPR, Call(Y) 10 CPR, Cal1(Y) 5CPR, Call(Y) 25CPR, Call(Y) 35CPR, Call(Y) 45CPR, Call(Y) 55CPR, Call(Y) ------------------------------------------------------------------------------------------------------ 95-28 5.619 5.85 6.175 6.737 7.149 7.514 7.915 60 93 154 254 346 420 488 ------------------------------------------------------------------------------------------------------ 96-00 5.605 5.833 6.153 6.706 7.109 7.463 7.852 58 92 152 251 342 415 481 ------------------------------------------------------------------------------------------------------ 96-04 5.592 5.816 6.132 6.675 7.07 7.413 7.789 57 90 150 247 338 410 475 ------------------------------------------------------------------------------------------------------ 96-08 5.578 5.8 6.111 6.644 7.03 7.363 7.726 55 88 148 244 334 405 469 ------------------------------------------------------------------------------------------------------ 96-12 5.565 5.783 6.09 6.613 6.99 7.313 7.663 54 87 146 241 330 400 462 ------------------------------------------------------------------------------------------------------ 96-16 5.551 5.767 6.069 6.583 6.951 7.262 7.6 53 85 144 238 326 395 456 ------------------------------------------------------------------------------------------------------ 96-20 5.538 5.75 6.047 6.552 6.912 7.212 7.537 51 83 142 235 322 390 450 ------------------------------------------------------------------------------------------------------ 96-24 5.524 5.734 6.026 6.521 6.872 7.162 7.474 50 82 140 232 318 385 444 ------------------------------------------------------------------------------------------------------ 96-28 5.511 5.717 6.005 6.491 6.833 7.113 7.412 49 80 137 229 314 380 437 ------------------------------------------------------------------------------------------------------ 97-00 5.498 5.701 5.984 6.46 6.794 7.063 7.349 47 79 135 226 310 375 431 ------------------------------------------------------------------------------------------------------ 97-04 5.484 5.684 5.963 6.43 6.755 7.013 7.287 46 77 133 223 306 370 425 ------------------------------------------------------------------------------------------------------ WAL 15.744 11.419 8.222 5.15 3.847 2.944 2.302 Mod Durn 9.591 7.799 6.113 4.199 3.276 2.578 2.056 Principal Win Mar02-Nov25 Mar02-Apr19 Mar02-Aug14 Mar02-Sep09 Mar02-May07 Mar02-Dec05 Mar02-Jan05 Collateral Indices LIBOR_1YR 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 CMT_1YR 2.2 2.2 2.2 2.2 2.2 2.2 2.2
(CONTINUED) Price 5 65CPR, Call(Y) 70CPR, Call(Y) ------------------------- 95-28 8.443 8.791 Yield 570 622 Spread ------------------------- 96-00 8.361 8.697 Yield 562 612 Spread ------------------------- 96-04 8.28 8.604 Yield 554 603 Spread ------------------------- 96-08 8.199 8.511 Yield 546 594 Spread ------------------------- 96-12 8.118 8.418 Yield 537 584 Spread ------------------------- 96-16 8.038 8.326 Yield 529 575 Spread ------------------------- 96-20 7.957 8.233 Yield 521 566 Spread ------------------------- 96-24 7.877 8.141 Yield 513 557 Spread ------------------------- 96-28 7.796 8.049 Yield 505 547 Spread ------------------------- 97-00 7.716 7.957 Yield 497 538 Spread ------------------------- 97-04 7.636 7.865 Yield 489 529 Spread ------------------------- WAL 1.765 1.528 Mod Durn 1.601 1.395 Principal Win Mar02-May04 Mar02-Jan04 Collatera LIBOR_1YR 2.41875 2.41875 CMT_1YR 2.2 2.2 No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - Price/Yield - B3
Coupon 6.008 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02 Price 5 CPR, Call(Y) 10CPR, Cal1(Y) 5CPR, Call(Y) 25CPR, Call(Y) 35CPR, Call(Y) 45CPR, Call(Y) 55CPR, CalL(Y) -------------------------------------------------------------------------------------------------------- 94-04 5.812 6.087 6.477 7.177 7.712 8.23 8.813 79 117 185 298 402 492 578 -------------------------------------------------------------------------------------------------------- 94-08 5.798 6.07 6.455 7.145 7.671 8.178 8.748 77 115 182 294 398 487 571 -------------------------------------------------------------------------------------------------------- 94-12 5.784 6.053 6.433 7.113 7.631 8.126 8.684 76 114 180 291 394 482 565 -------------------------------------------------------------------------------------------------------- 94-16 5.77 6.036 6.411 7.081 7.59 8.075 8.619 75 112 178 288 390 477 558 -------------------------------------------------------------------------------------------------------- 94-20 5.756 6.018 6.39 7.05 7.55 8.023 8.554 73 110 176 285 386 471 552 -------------------------------------------------------------------------------------------------------- 94-24 5.742 6.001 6.368 7.018 7.509 7.972 8.49 72 109 174 282 382 466 545 -------------------------------------------------------------------------------------------------------- 94-28 5.729 5.984 6.346 6.987 7.469 7.921 8.426 70 107 172 279 378 461 539 -------------------------------------------------------------------------------------------------------- 95-00 5.715 5.968 6.325 6.955 7.429 7.87 8.361 69 105 169 275 374 456 532 -------------------------------------------------------------------------------------------------------- 95-04 5.701 5.951 6.303 6.924 7.389 7.819 8.297 68 104 167 272 370 451 526 -------------------------------------------------------------------------------------------------------- 95-08 5.687 5.934 6.282 6.893 7.348 7.768 8.233 66 102 165 269 366 446 520 -------------------------------------------------------------------------------------------------------- 95-12 5.674 5.917 6.26 6.862 7.308 7.717 8.169 65 100 163 266 362 441 513 WAL 15.744 11.419 8.222 5.15 3.847 2.944 2.302 Mod Durn 9.496 7.736 6.069 4.173 3.257 2.562 2.042 Principal Win Mar02-Nov25 Mar02-Apr19 Mar02-Aug14 Mar02-Sep09 Mar02-May07 Mar02-Dec05 Mar02-Jan05 Collateral Indices LIBOR_1YR 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 CMT_1YR 2.2 2.2 2.2 2.2 2.2 2.2 2.2
(CONTINUED) Price 65CPR, Call 70CPR, Call(Y) -------------------------- 94-04 9.597 10.116 Yield 685 754 Spread -------------------------- 94-08 9.514 10.02 Yield 677 745 Spread -------------------------- 94-12 9.431 9.925 Yield 669 735 Spread -------------------------- 94-16 9.347 9.829 Yield 660 725 Spread -------------------------- 94-20 9.264 9.734 Yield 652 716 Spread -------------------------- 94-24 9.181 9.639 Yield 644 706 Spread -------------------------- 94-28 9.099 9.544 Yield 636 697 Spread -------------------------- 95-00 9.016 9.449 Yield 627 687 Spread -------------------------- 95-04 8.934 9.354 Yield 619 678 Spread -------------------------- 95-08 8.852 9.26 Yield 611 669 Spread -------------------------- 95-12 8.769 9.166 Yield 603 659 Spread WAL 1.765 1.528 Mod Durn 1.588 1.383 Principal Win Mar02-May04 Mar02-Jan04 Collatera LIBOR_1YR 2.41875 2.41875 CMT_1YR 2.2 2.2 No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - Price/Yield - A2_C Coupon 5.793 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02 Price Pricing 25cpr 20x12,25x24,35x12,40x12,70x12,35ramp25 --------------------------------------------- 99-00 6.014 6.017 Yield 125 129 Spread --------------------------------------------- 99-04 5.983 5.986 Yield 122 126 Spread --------------------------------------------- 99-08 5.952 5.955 Yield 118 123 Spread --------------------------------------------- 99-12 5.922 5.923 Yield 115 120 Spread --------------------------------------------- 99-16 5.891 5.892 Yield 112 117 Spread --------------------------------------------- 99-20 5.861 5.861 Yield 109 114 Spread --------------------------------------------- 99-24 5.83 5.829 Yield 106 110 Spread --------------------------------------------- 99-28 5.8 5.798 Yield 103 107 Spread --------------------------------------------- 100-00 5.769 5.767 Yield 100 104 Spread --------------------------------------------- 100-04 5.739 5.736 Yield 97 101 Spread --------------------------------------------- 100-08 5.709 5.705 Yield 94 98 Spread --------------------------------------------- 100-12 5.678 5.674 Yield 91 95 Spread --------------------------------------------- 100-16 5.648 5.643 Yield 88 92 Spread --------------------------------------------- 100-20 5.618 5.612 Yield 85 89 Spread --------------------------------------------- 100-24 5.588 5.581 Yield 82 86 Spread --------------------------------------------- 100-28 5.558 5.55 Yield 79 83 Spread --------------------------------------------- 101-00 5.528 5.52 Yield 76 79 Spread --------------------------------------------- WAL 4.817 4.692 Mod Durn 4.099 4.005 Principal Window Feb06 - Jan07 Dec05 - Jan07 LIBOR_1YR 2.41875 2.41875 CMT_1YR 2.2 2.2 No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - Price/Yield - B1 Coupon 6.008 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02 Price Pricing 25cpr 20x12,25x24,35x12,40x12,70x12,35ramp25 --------------------------------------------- 97-08 6.262 6.519 Yield 197 248 Spread --------------------------------------------- 97-12 6.234 6.486 Yield 194 245 Spread --------------------------------------------- 97-16 6.206 6.453 Yield 191 241 Spread --------------------------------------------- 97-20 6.178 6.42 Yield 188 238 Spread --------------------------------------------- 97-24 6.15 6.387 Yield 185 235 Spread --------------------------------------------- 97-28 6.122 6.354 Yield 183 231 Spread --------------------------------------------- 98-00 6.094 6.321 Yield 180 228 Spread --------------------------------------------- 98-04 6.066 6.288 Yield 177 225 Spread --------------------------------------------- 98-08 6.038 6.255 Yield 174 221 Spread --------------------------------------------- 98-12 6.01 6.222 Yield 171 218 Spread --------------------------------------------- 98-16 5.983 6.19 Yield 169 215 Spread --------------------------------------------- 98-20 5.955 6.157 Yield 166 212 Spread --------------------------------------------- 98-24 5.928 6.125 Yield 163 208 Spread --------------------------------------------- 98-28 5.9 6.092 Yield 160 205 Spread --------------------------------------------- 99-00 5.873 6.06 Yield 158 202 Spread --------------------------------------------- 99-04 5.845 6.027 Yield 155 199 Spread --------------------------------------------- 99-08 5.818 5.995 Yield 152 195 Spread --------------------------------------------- WAL 5.832 4.671 Mod Durn 4.567 3.867 Principal Window Mar02 - Dec31 Mar02 - Dec31 LIBOR_1YR 2.41875 2.41875 CMT_1YR 2.2 2.2 No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - Price/Yield - B2 Coupon 6.008 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02 Price Pricing 25cpr 20x12,25x24,35x12,40x12,70x12,35ramp25 --------------------------------------------- 95-20 6.633 6.956 Yield 234 292 Spread --------------------------------------------- 95-24 6.604 6.923 Yield 231 288 Spread --------------------------------------------- 95-28 6.575 6.889 Yield 228 285 Spread --------------------------------------------- 96-00 6.547 6.855 Yield 225 281 Spread --------------------------------------------- 96-04 6.518 6.821 Yield 222 278 Spread --------------------------------------------- 96-08 6.489 6.787 Yield 219 275 Spread --------------------------------------------- 96-12 6.461 6.753 Yield 216 271 Spread --------------------------------------------- 96-16 6.432 6.72 Yield 214 268 Spread --------------------------------------------- 96-20 6.404 6.686 Yield 211 265 Spread --------------------------------------------- 96-24 6.375 6.653 Yield 208 261 Spread --------------------------------------------- 96-28 6.347 6.619 Yield 205 258 Spread --------------------------------------------- 97-00 6.318 6.586 Yield 202 255 Spread --------------------------------------------- 97-04 6.29 6.553 Yield 199 251 Spread --------------------------------------------- 97-08 6.262 6.519 Yield 197 248 Spread --------------------------------------------- 97-12 6.234 6.486 Yield 194 245 Spread --------------------------------------------- 97-16 6.206 6.453 Yield 191 241 Spread --------------------------------------------- 97-20 6.178 6.42 Yield 188 238 Spread --------------------------------------------- WAL 5.832 4.671 Mod Durn 4.531 3.844 Principal Window Mar02 - Dec31 Mar02 - Dec31 LIBOR_1YR 2.41875 2.41875 CMT_1YR 2.2 2.2 No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - Price/Yield - B3 Coupon 6.008 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02 Price Pricing 25cpr 20x12,25x24,35x12,40x12,70x12,35ramp25 --------------------------------------------- 93-26 7.058 7.456 Yield 276 342 Spread --------------------------------------------- 93-30 7.028 7.421 Yield 273 338 Spread --------------------------------------------- 94-02 6.999 7.386 Yield 270 335 Spread --------------------------------------------- 94-06 6.969 7.352 Yield 267 331 Spread --------------------------------------------- 94-10 6.94 7.317 Yield 264 328 Spread --------------------------------------------- 94-14 6.91 7.282 Yield 261 324 Spread --------------------------------------------- 94-18 6.881 7.248 Yield 258 321 Spread --------------------------------------------- 94-22 6.851 7.213 Yield 255 317 Spread --------------------------------------------- 94-26 6.822 7.179 Yield 253 314 Spread --------------------------------------------- 94-30 6.793 7.144 Yield 250 310 Spread --------------------------------------------- 95-02 6.764 7.11 Yield 247 307 Spread --------------------------------------------- 95-06 6.735 7.076 Yield 244 304 Spread --------------------------------------------- 95-10 6.705 7.042 Yield 241 300 Spread --------------------------------------------- 95-14 6.676 7.008 Yield 238 297 Spread --------------------------------------------- 95-18 6.647 6.974 Yield 235 293 Spread --------------------------------------------- 95-22 6.619 6.939 Yield 232 290 Spread --------------------------------------------- 95-26 6.59 6.906 Yield 229 286 Spread --------------------------------------------- WAL 5.832 4.671 Mod Durn 4.489 3.818 Principal Window Mar02 - Dec31 Mar02 - Dec31 LIBOR_1YR 2.41875 2.41875 CMT_1YR 2.2 2.2 No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 (A3) --- 10 CPR LIBOR_1YR=2.41875 CMT_1YR=2.2000
Period Date Principal Interest Cash Flow Balance Total $80,321,000.00 $31,709,478.60 $ 112,030,478.60 0 02/21/02 $ - $ - $ - $80,321,000.00 1 03/25/02 $ 804,395.21 $ 384,804.52 $ 1,189,199.74 $79,516,604.79 2 04/25/02 $ 797,039.87 $ 380,950.80 $ 1,177,990.67 $78,719,564.92 3 05/25/02 $ 789,749.65 $ 377,132.32 $ 1,166,881.96 $77,929,815.27 4 06/25/02 $ 782,523.96 $ 373,348.76 $ 1,155,872.72 $77,147,291.31 5 07/25/02 $ 775,362.24 $ 369,599.81 $ 1,144,962.06 $76,371,929.07 6 08/25/02 $ 768,263.93 $ 365,885.18 $ 1,134,149.12 $75,603,665.14 7 09/25/02 $ 761,228.47 $ 362,204.56 $ 1,123,433.03 $74,842,436.67 8 10/25/02 $ 754,255.30 $ 358,557.64 $ 1,112,812.94 $74,088,181.37 9 11/25/02 $ 747,343.87 $ 354,944.13 $ 1,102,288.00 $73,340,837.49 10 12/25/02 $ 740,493.65 $ 351,363.73 $ 1,091,857.38 $72,600,343.85 11 01/25/03 $ 733,704.08 $ 347,816.15 $ 1,081,520.23 $71,866,639.77 12 02/25/03 $ 726,974.64 $ 344,301.09 $ 1,071,275.73 $71,139,665.13 13 03/25/03 $ 720,304.79 $ 340,818.28 $ 1,061,123.07 $70,419,360.34 14 04/25/03 $ 713,694.01 $ 337,367.42 $ 1,051,061.43 $69,705,666.32 15 05/25/03 $ 707,141.78 $ 333,948.23 $ 1,041,090.01 $68,998,524.54 16 06/25/03 $ 700,647.58 $ 330,560.43 $ 1,031,208.02 $68,297,876.95 17 07/25/03 $ 694,210.91 $ 327,203.75 $ 1,021,414.65 $67,603,666.05 18 08/25/03 $ 687,831.24 $ 323,877.90 $ 1,011,709.14 $66,915,834.81 19 09/25/03 $ 681,508.08 $ 320,582.61 $ 1,002,090.69 $66,234,326.73 20 10/25/03 $ 675,240.93 $ 317,317.62 $ 992,558.55 $65,559,085.80 21 11/25/03 $ 669,029.30 $ 314,082.65 $ 983,111.96 $64,890,056.49 22 12/25/03 $ 662,872.70 $ 310,877.45 $ 973,750.14 $64,227,183.80 23 01/25/04 $ 656,770.63 $ 307,701.73 $ 964,472.37 $63,570,413.16 24 02/25/04 $ 650,722.63 $ 304,555.25 $ 955,277.88 $62,919,690.54 25 03/25/04 $ 644,728.20 $ 301,437.75 $ 946,165.96 $62,274,962.33 26 04/25/04 $ 638,786.89 $ 298,348.97 $ 937,135.86 $61,636,175.44 27 05/25/04 $ 632,898.22 $ 295,288.64 $ 928,186.86 $61,003,277.22 28 06/25/04 $ 627,061.72 $ 292,256.53 $ 919,318.25 $60,376,215.50 29 07/25/04 $ 621,276.94 $ 289,252.39 $ 910,529.32 $59,754,938.56 30 08/25/04 $ 615,543.41 $ 286,275.95 $ 901,819.36 $59,139,395.15 31 09/25/04 $ 609,860.69 $ 283,326.99 $ 893,187.68 $58,529,534.46 32 10/25/04 $ 604,228.33 $ 280,405.24 $ 884,633.58 $57,925,306.13 33 11/25/04 $ 598,645.88 $ 277,510.49 $ 876,156.37 $57,326,660.24 34 12/25/04 $ 593,112.90 $ 274,642.47 $ 867,755.38 $56,733,547.34 35 01/25/05 $ 587,628.96 $ 271,800.97 $ 859,429.93 $56,145,918.38 36 02/25/05 $ 582,193.62 $ 268,985.74 $ 851,179.35 $55,563,724.77 37 03/25/05 $ 576,806.44 $ 266,196.54 $ 843,002.99 $54,986,918.32 38 04/25/05 $ 571,467.02 $ 263,433.16 $ 834,900.18 $54,415,451.30 39 05/25/05 $ 566,174.92 $ 260,695.36 $ 826,870.28 $53,849,276.39 40 06/25/05 $ 560,929.72 $ 257,982.91 $ 818,912.63 $53,288,346.66 41 07/25/05 $ 555,731.02 $ 255,295.59 $ 811,026.61 $52,732,615.64 42 08/25/05 $ 550,578.40 $ 252,633.17 $ 803,211.57 $52,182,037.25 43 09/25/05 $ 545,471.45 $ 249,995.44 $ 795,466.89 $51,636,565.80 44 10/25/05 $ 540,409.77 $ 247,382.18 $ 787,791.95 $51,096,156.03 45 11/25/05 $ 535,392.96 $ 244,793.17 $ 780,186.12 $50,560,763.08 46 12/25/05 $ 530,420.62 $ 242,228.19 $ 772,648.81 $50,030,342.46 47 01/25/06 $ 525,492.36 $ 239,687.03 $ 765,179.39 $49,504,850.10 48 02/25/06 $ 520,607.79 $ 237,169.49 $ 757,777.27 $48,984,242.32 49 03/25/06 $ 515,766.52 $ 234,675.34 $ 750,441.86 $48,468,475.79 50 04/25/06 $ 510,968.17 $ 232,204.39 $ 743,172.56 $47,957,507.62 51 05/25/06 $ 506,212.37 $ 229,756.43 $ 735,968.79 $47,451,295.25 52 06/25/06 $ 501,498.73 $ 227,331.25 $ 728,829.97 $46,949,796.52 53 07/25/06 $ 496,826.88 $ 224,928.65 $ 721,755.53 $46,452,969.65 54 08/25/06 $ 492,196.45 $ 222,548.44 $ 714,744.88 $45,960,773.20 55 09/25/06 $ 487,607.07 $ 220,190.40 $ 707,797.48 $45,473,166.13 56 10/25/06 $ 483,058.39 $ 217,854.36 $ 700,912.75 $44,990,107.74 57 11/25/06 $ 478,550.04 $ 215,540.11 $ 694,090.14 $44,511,557.71 58 12/25/06 $ 474,081.66 $ 213,247.45 $ 687,329.11 $44,037,476.05 59 01/25/07 $ 469,652.90 $ 210,976.21 $ 680,629.11 $43,567,823.15 60 02/25/07 $ 465,263.41 $ 208,726.18 $ 673,989.59 $43,102,559.74 61 03/25/07 $ 453,801.54 $ 206,497.18 $ 660,298.72 $42,648,758.20 62 04/25/07 $ 449,528.42 $ 204,323.09 $ 653,851.51 $42,199,229.78 63 05/25/07 $ 445,293.57 $ 202,169.48 $ 647,463.04 $41,753,936.21 64 06/25/07 $ 441,096.64 $ 200,036.15 $ 641,132.79 $41,312,839.57 65 07/25/07 $ 436,937.31 $ 197,922.93 $ 634,860.23 $40,875,902.27 66 08/25/07 $ 432,815.23 $ 195,829.64 $ 628,644.87 $40,443,087.03 67 09/25/07 $ 428,730.09 $ 193,756.09 $ 622,486.18 $40,014,356.95 68 10/25/07 $ 424,681.55 $ 191,702.12 $ 616,383.66 $39,589,675.40 69 11/25/07 $ 420,669.29 $ 189,667.54 $ 610,336.83 $39,169,006.10 70 12/25/07 $ 416,693.00 $ 187,652.18 $ 604,345.18 $38,752,313.11 71 01/25/08 $ 412,752.34 $ 185,655.87 $ 598,408.22 $38,339,560.77 72 02/25/08 $ 408,847.02 $ 183,678.45 $ 592,525.46 $37,930,713.75 73 03/25/08 $ 402,720.19 $ 181,719.73 $ 584,439.91 $37,527,993.57 74 04/25/08 $ 398,905.33 $ 179,790.36 $ 578,695.69 $37,129,088.24 75 05/25/08 $ 395,124.80 $ 177,879.27 $ 573,004.07 $36,733,963.44 76 06/25/08 $ 391,378.29 $ 175,986.30 $ 567,364.59 $36,342,585.14 77 07/25/08 $ 387,665.51 $ 174,111.27 $ 561,776.78 $35,954,919.63 78 08/25/08 $ 383,986.15 $ 172,254.03 $ 556,240.17 $35,570,933.49 79 09/25/08 $ 380,339.91 $ 170,414.41 $ 550,754.32 $35,190,593.58 80 10/25/08 $ 376,726.51 $ 168,592.27 $ 545,318.78 $34,813,867.07 81 11/25/08 $ 373,145.65 $ 166,787.43 $ 539,933.09 $34,440,721.42 82 12/25/08 $ 365,754.71 $ 142,320.82 $ 508,075.53 $34,074,966.70 83 01/25/09 $ 362,265.10 $ 140,815.03 $ 503,080.13 $33,712,701.60 84 02/25/09 $ 358,807.35 $ 139,323.55 $ 498,130.90 $33,353,894.25 85 03/25/09 $ 357,079.56 $ 131,869.75 $ 488,949.31 $32,996,814.69 86 04/25/09 $ 353,653.06 $ 130,461.06 $ 484,114.12 $32,643,161.63 87 05/25/09 $ 350,257.95 $ 129,065.86 $ 479,323.80 $32,292,903.68 88 06/25/09 $ 346,893.95 $ 127,684.02 $ 474,577.96 $31,946,009.74 89 07/25/09 $ 343,560.78 $ 126,315.42 $ 469,876.19 $31,602,448.96 90 08/25/09 $ 340,258.16 $ 124,959.94 $ 465,218.10 $31,262,190.80 91 09/25/09 $ 336,985.83 $ 123,617.46 $ 460,603.30 $30,925,204.96 92 10/25/09 $ 333,743.51 $ 122,287.87 $ 456,031.38 $30,591,461.45 93 11/25/09 $ 330,530.93 $ 120,971.04 $ 451,501.97 $30,260,930.52 94 12/25/09 $ 327,347.82 $ 119,666.85 $ 447,014.68 $29,933,582.70 95 01/25/10 $ 324,193.93 $ 118,375.20 $ 442,569.13 $29,609,388.77 96 02/25/10 $ 321,068.98 $ 117,095.96 $ 438,164.94 $29,288,319.79 97 03/25/10 $ 317,972.72 $ 115,829.03 $ 433,801.75 $28,970,347.07 98 04/25/10 $ 314,904.90 $ 114,574.28 $ 429,479.18 $28,655,442.17 99 05/25/10 $ 311,865.24 $ 113,331.61 $ 425,196.86 $28,343,576.93 100 06/25/10 $ 308,853.52 $ 112,100.91 $ 420,954.43 $28,034,723.41 101 07/25/10 $ 305,869.46 $ 110,882.07 $ 416,751.53 $27,728,853.95 102 08/25/10 $ 302,912.83 $ 109,674.98 $ 412,587.81 $27,425,941.11 103 09/25/10 $ 299,983.38 $ 108,479.52 $ 408,462.90 $27,125,957.73 104 10/25/10 $ 297,080.87 $ 107,295.60 $ 404,376.47 $26,828,876.86 105 11/25/10 $ 294,205.04 $ 106,123.11 $ 400,328.15 $26,534,671.82 106 12/25/10 $ 291,355.67 $ 104,961.94 $ 396,317.62 $26,243,316.15 107 01/25/11 $ 288,532.52 $ 103,811.99 $ 392,344.51 $25,954,783.63 108 02/25/11 $ 285,735.35 $ 102,673.16 $ 388,408.51 $25,669,048.28 109 03/25/11 $ 282,963.92 $ 101,545.34 $ 384,509.26 $25,386,084.36 110 04/25/11 $ 280,218.01 $ 100,428.44 $ 380,646.45 $25,105,866.36 111 05/25/11 $ 277,497.39 $ 99,322.34 $ 376,819.73 $24,828,368.97 112 06/25/11 $ 274,801.82 $ 98,226.96 $ 373,028.78 $24,553,567.15 113 07/25/11 $ 272,131.09 $ 97,142.20 $ 369,273.29 $24,281,436.06 114 08/25/11 $ 269,484.97 $ 96,067.95 $ 365,552.92 $24,011,951.08 115 09/25/11 $ 266,863.24 $ 95,004.12 $ 361,867.37 $23,745,087.84 116 10/25/11 $ 264,265.69 $ 93,950.62 $ 358,216.30 $23,480,822.15 117 11/25/11 $ 261,692.08 $ 92,907.34 $ 354,599.43 $23,219,130.07 118 12/25/11 $ 260,518.60 $ 87,541.59 $ 348,060.19 $22,958,611.47 119 01/25/12 $ 257,964.79 $ 86,560.10 $ 344,524.89 $22,700,646.68 120 02/25/12 $ 255,434.63 $ 85,588.23 $ 341,022.86 $22,445,212.05 121 03/25/12 $ 252,927.92 $ 84,625.87 $ 337,553.79 $22,192,284.13 122 04/25/12 $ 250,865.02 $ 82,339.25 $ 333,204.27 $21,941,419.11 123 05/25/12 $ 248,396.14 $ 81,408.51 $ 329,804.65 $21,693,022.97 124 06/25/12 $ 245,950.19 $ 80,486.93 $ 326,437.12 $21,447,072.78 125 07/25/12 $ 243,526.95 $ 79,574.42 $ 323,101.37 $21,203,545.83 126 08/25/12 $ 241,126.22 $ 78,670.91 $ 319,797.13 $20,962,419.61 127 09/25/12 $ 238,747.79 $ 77,776.30 $ 316,524.09 $20,723,671.82 128 10/25/12 $ 236,391.47 $ 76,890.51 $ 313,281.98 $20,487,280.35 129 11/25/12 $ 234,057.06 $ 76,013.47 $ 310,070.53 $20,253,223.29 130 12/25/12 $ 231,744.35 $ 75,145.08 $ 306,889.43 $20,021,478.94 131 01/25/13 $ 229,453.15 $ 74,285.28 $ 303,738.43 $19,792,025.79 132 02/25/13 $ 227,183.27 $ 73,433.98 $ 300,617.25 $19,564,842.52 133 03/25/13 $ 224,934.51 $ 72,591.09 $ 297,525.61 $19,339,908.00 134 04/25/13 $ 222,706.69 $ 71,756.55 $ 294,463.24 $19,117,201.31 135 05/25/13 $ 220,499.61 $ 70,930.28 $ 291,429.89 $18,896,701.70 136 06/25/13 $ 218,313.09 $ 70,112.19 $ 288,425.28 $18,678,388.61 137 07/25/13 $ 216,146.94 $ 69,302.22 $ 285,449.15 $18,462,241.68 138 08/25/13 $ 214,000.97 $ 68,500.28 $ 282,501.25 $18,248,240.71 139 09/25/13 $ 211,875.01 $ 67,706.30 $ 279,581.31 $18,036,365.70 140 10/25/13 $ 209,768.87 $ 66,920.21 $ 276,689.08 $17,826,596.83 141 11/25/13 $ 207,682.37 $ 66,141.94 $ 273,824.31 $17,618,914.46 142 12/25/13 $ 205,615.34 $ 65,371.40 $ 270,986.75 $17,413,299.11 143 01/25/14 $ 203,567.61 $ 64,608.53 $ 268,176.14 $17,209,731.51 144 02/25/14 $ 201,538.98 $ 63,853.26 $ 265,392.25 $17,008,192.53 145 03/25/14 $ 199,529.30 $ 63,105.52 $ 262,634.82 $16,808,663.23 146 04/25/14 $ 197,538.39 $ 62,365.23 $ 259,903.62 $16,611,124.84 147 05/25/14 $ 195,566.08 $ 61,632.33 $ 257,198.41 $16,415,558.76 148 06/25/14 $ 193,612.20 $ 60,906.75 $ 254,518.95 $16,221,946.56 149 07/25/14 $ 191,676.59 $ 60,188.41 $ 251,865.00 $16,030,269.96 150 08/25/14 $ 189,759.08 $ 59,477.26 $ 249,236.34 $15,840,510.88 151 09/25/14 $ 187,859.51 $ 58,773.22 $ 246,632.72 $15,652,651.38 152 10/25/14 $ 185,977.70 $ 58,076.22 $ 244,053.93 $15,466,673.67 153 11/25/14 $ 184,113.52 $ 57,386.21 $ 241,499.73 $15,282,560.16 154 12/25/14 $ 182,266.78 $ 56,703.11 $ 238,969.90 $15,100,293.37 155 01/25/15 $ 180,437.34 $ 56,026.87 $ 236,464.21 $14,919,856.03 156 02/25/15 $ 178,625.04 $ 55,357.41 $ 233,982.45 $14,741,230.99 157 03/25/15 $ 176,829.72 $ 54,694.68 $ 231,524.40 $14,564,401.27 158 04/25/15 $ 175,051.23 $ 54,038.60 $ 229,089.83 $14,389,350.04 159 05/25/15 $ 173,289.42 $ 53,389.13 $ 226,678.55 $14,216,060.63 160 06/25/15 $ 171,544.13 $ 52,746.19 $ 224,290.32 $14,044,516.50 161 07/25/15 $ 169,815.21 $ 52,109.73 $ 221,924.94 $13,874,701.29 162 08/25/15 $ 168,102.53 $ 51,479.68 $ 219,582.20 $13,706,598.76 163 09/25/15 $ 166,405.92 $ 50,855.98 $ 217,261.90 $13,540,192.84 164 10/25/15 $ 164,725.24 $ 50,238.58 $ 214,963.82 $13,375,467.60 165 11/25/15 $ 163,060.35 $ 49,627.41 $ 212,687.77 $13,212,407.25 166 12/25/15 $ 161,411.11 $ 49,022.42 $ 210,433.54 $13,050,996.13 167 01/25/16 $ 159,777.38 $ 48,423.55 $ 208,200.93 $12,891,218.76 168 02/25/16 $ 158,159.00 $ 47,830.74 $ 205,989.74 $12,733,059.76 169 03/25/16 $ 156,555.85 $ 47,243.94 $ 203,799.79 $12,576,503.91 170 04/25/16 $ 154,967.78 $ 46,663.08 $ 201,630.86 $12,421,536.13 171 05/25/16 $ 153,394.66 $ 46,088.12 $ 199,482.77 $12,268,141.47 172 06/25/16 $ 151,836.35 $ 45,518.99 $ 197,355.34 $12,116,305.12 173 07/25/16 $ 150,292.72 $ 44,955.64 $ 195,248.36 $11,966,012.40 174 08/25/16 $ 148,763.63 $ 44,398.02 $ 193,161.65 $11,817,248.77 175 09/25/16 $ 147,248.95 $ 43,846.07 $ 191,095.02 $11,669,999.82 176 10/25/16 $ 145,748.56 $ 43,299.74 $ 189,048.30 $11,524,251.26 177 11/25/16 $ 144,262.31 $ 42,758.98 $ 187,021.29 $11,379,988.95 178 12/25/16 $ 142,790.09 $ 42,223.73 $ 185,013.82 $11,237,198.87 179 01/25/17 $ 141,331.76 $ 41,693.94 $ 183,025.70 $11,095,867.11 180 02/25/17 $ 139,887.20 $ 41,169.57 $ 181,056.76 $10,955,979.91 181 03/25/17 $ 138,456.28 $ 40,650.55 $ 179,106.82 $10,817,523.64 182 04/25/17 $ 137,038.87 $ 40,136.84 $ 177,175.72 $10,680,484.76 183 05/25/17 $ 135,634.87 $ 39,628.39 $ 175,263.26 $10,544,849.89 184 06/25/17 $ 134,244.14 $ 39,125.15 $ 173,369.29 $10,410,605.76 185 07/25/17 $ 132,866.56 $ 38,627.07 $ 171,493.62 $10,277,739.20 186 08/25/17 $ 131,502.01 $ 38,134.10 $ 169,636.11 $10,146,237.20 187 09/25/17 $ 130,150.37 $ 37,646.19 $ 167,796.57 $10,016,086.82 188 10/25/17 $ 128,811.54 $ 37,163.30 $ 165,974.83 $9,887,275.29 189 11/25/17 $ 127,485.38 $ 36,685.37 $ 164,170.75 $9,759,789.91 190 12/25/17 $ 126,171.78 $ 36,212.37 $ 162,384.15 $9,633,618.13 191 01/25/18 $ 124,870.64 $ 35,744.24 $ 160,614.87 $9,508,747.49 192 02/25/18 $ 123,581.83 $ 35,280.93 $ 158,862.76 $9,385,165.66 193 03/25/18 $ 122,305.24 $ 34,822.41 $ 157,127.65 $9,262,860.42 194 04/25/18 $ 121,040.77 $ 34,368.62 $ 155,409.39 $9,141,819.65 195 05/25/18 $ 119,788.30 $ 33,919.52 $ 153,707.82 $9,022,031.35 196 06/25/18 $ 118,547.72 $ 33,475.07 $ 152,022.79 $8,903,483.64 197 07/25/18 $ 117,318.92 $ 33,035.23 $ 150,354.15 $8,786,164.72 198 08/25/18 $ 116,101.80 $ 32,599.94 $ 148,701.74 $8,670,062.92 199 09/25/18 $ 114,896.25 $ 32,169.17 $ 147,065.41 $8,555,166.68 200 10/25/18 $ 113,702.16 $ 31,742.87 $ 145,445.03 $8,441,464.52 201 11/25/18 $ 112,519.43 $ 31,321.00 $ 143,840.43 $8,328,945.09 202 12/25/18 $ 111,347.95 $ 30,903.52 $ 142,251.47 $8,217,597.14 203 01/25/19 $ 110,187.63 $ 30,490.38 $ 140,678.01 $8,107,409.51 204 02/25/19 $ 109,038.36 $ 30,081.55 $ 139,119.91 $7,998,371.15 205 03/25/19 $ 107,900.03 $ 29,676.99 $ 137,577.02 $7,890,471.12 206 04/25/19 $ 106,772.56 $ 29,276.64 $ 136,049.20 $7,783,698.56 207 05/25/19 $ 105,655.84 $ 28,880.48 $ 134,536.32 $7,678,042.72 208 06/25/19 $ 104,549.77 $ 28,488.47 $ 133,038.23 $7,573,492.95 209 07/25/19 $ 103,454.25 $ 28,100.55 $ 131,554.80 $7,470,038.71 210 08/25/19 $ 102,369.19 $ 27,716.70 $ 130,085.89 $7,367,669.52 211 09/25/19 $ 101,294.49 $ 27,336.88 $ 128,631.37 $7,266,375.03 212 10/25/19 $ 100,230.06 $ 26,961.04 $ 127,191.10 $7,166,144.97 213 11/25/19 $ 99,175.80 $ 26,589.16 $ 125,764.96 $7,066,969.16 214 12/25/19 $ 98,131.63 $ 26,221.18 $ 124,352.81 $6,968,837.54 215 01/25/20 $ 97,097.44 $ 25,857.08 $ 122,954.52 $6,871,740.10 216 02/25/20 $ 96,073.14 $ 25,496.82 $ 121,569.96 $6,775,666.96 217 03/25/20 $ 95,058.65 $ 25,140.35 $ 120,199.01 $6,680,608.31 218 04/25/20 $ 94,053.88 $ 24,787.65 $ 118,841.53 $6,586,554.42 219 05/25/20 $ 93,058.74 $ 24,438.68 $ 117,497.41 $6,493,495.69 220 06/25/20 $ 92,073.13 $ 24,093.40 $ 116,166.53 $6,401,422.56 221 07/25/20 $ 91,096.97 $ 23,751.77 $ 114,848.75 $6,310,325.58 222 08/25/20 $ 90,130.18 $ 23,413.77 $ 113,543.95 $6,220,195.40 223 09/25/20 $ 89,172.67 $ 23,079.35 $ 112,252.03 $6,131,022.73 224 10/25/20 $ 88,224.35 $ 22,748.49 $ 110,972.84 $6,042,798.38 225 11/25/20 $ 87,285.14 $ 22,421.15 $ 109,706.29 $5,955,513.24 226 12/25/20 $ 86,354.95 $ 22,097.29 $ 108,452.24 $5,869,158.28 227 01/25/21 $ 85,433.71 $ 21,776.88 $ 107,210.59 $5,783,724.57 228 02/25/21 $ 84,521.33 $ 21,459.89 $ 105,981.22 $5,699,203.24 229 03/25/21 $ 83,617.73 $ 21,146.28 $ 104,764.01 $5,615,585.51 230 04/25/21 $ 82,722.82 $ 20,836.03 $ 103,558.85 $5,532,862.69 231 05/25/21 $ 81,836.53 $ 20,529.09 $ 102,365.63 $5,451,026.16 232 06/25/21 $ 80,958.79 $ 20,225.45 $ 101,184.24 $5,370,067.37 233 07/25/21 $ 80,089.50 $ 19,925.06 $ 100,014.56 $5,289,977.87 234 08/25/21 $ 79,228.60 $ 19,627.90 $ 98,856.49 $5,210,749.27 235 09/25/21 $ 78,376.00 $ 19,333.93 $ 97,709.93 $5,132,373.27 236 10/25/21 $ 77,531.63 $ 19,043.12 $ 96,574.75 $5,054,841.64 237 11/25/21 $ 76,695.42 $ 18,755.45 $ 95,450.87 $4,978,146.22 238 12/25/21 $ 75,867.28 $ 18,470.88 $ 94,338.16 $4,902,278.94 239 01/25/22 $ 75,047.15 $ 18,189.38 $ 93,236.53 $4,827,231.79 240 02/25/22 $ 74,234.95 $ 17,910.92 $ 92,145.87 $4,752,996.84 241 03/25/22 $ 73,430.61 $ 17,635.48 $ 91,066.09 $4,679,566.23 242 04/25/22 $ 72,634.05 $ 17,363.02 $ 89,997.07 $4,606,932.18 243 05/25/22 $ 71,845.21 $ 17,093.52 $ 88,938.73 $4,535,086.97 244 06/25/22 $ 71,064.01 $ 16,826.94 $ 87,890.95 $4,464,022.96 245 07/25/22 $ 70,290.38 $ 16,563.27 $ 86,853.64 $4,393,732.59 246 08/25/22 $ 69,524.25 $ 16,302.46 $ 85,826.71 $4,324,208.34 247 09/25/22 $ 68,765.56 $ 16,044.49 $ 84,810.05 $4,255,442.78 248 10/25/22 $ 68,014.23 $ 15,789.34 $ 83,803.57 $4,187,428.55 249 11/25/22 $ 67,270.20 $ 15,536.98 $ 82,807.18 $4,120,158.36 250 12/25/22 $ 66,533.39 $ 15,287.38 $ 81,820.77 $4,053,624.96 251 01/25/23 $ 65,803.75 $ 15,040.51 $ 80,844.26 $3,987,821.21 252 02/25/23 $ 65,081.21 $ 14,796.35 $ 79,877.56 $3,922,740.00 253 03/25/23 $ 64,365.70 $ 14,554.87 $ 78,920.57 $3,858,374.31 254 04/25/23 $ 63,657.15 $ 14,316.04 $ 77,973.19 $3,794,717.16 255 05/25/23 $ 62,955.50 $ 14,079.85 $ 77,035.35 $3,731,761.65 256 06/25/23 $ 62,260.70 $ 13,846.25 $ 76,106.95 $3,669,500.95 257 07/25/23 $ 61,572.67 $ 13,615.24 $ 75,187.90 $3,607,928.29 258 08/25/23 $ 60,891.34 $ 13,386.78 $ 74,278.12 $3,547,036.94 259 09/25/23 $ 60,216.67 $ 13,160.84 $ 73,377.52 $3,486,820.27 260 10/25/23 $ 59,548.59 $ 12,937.41 $ 72,486.00 $3,427,271.68 261 11/25/23 $ 58,887.04 $ 12,716.45 $ 71,603.49 $3,368,384.64 262 12/25/23 $ 58,231.95 $ 12,497.96 $ 70,729.91 $3,310,152.68 263 01/25/24 $ 57,583.27 $ 12,281.89 $ 69,865.16 $3,252,569.41 264 02/25/24 $ 56,940.94 $ 12,068.23 $ 69,009.17 $3,195,628.47 265 03/25/24 $ 56,304.90 $ 11,856.95 $ 68,161.85 $3,139,323.57 266 04/25/24 $ 55,675.09 $ 11,648.03 $ 67,323.12 $3,083,648.48 267 05/25/24 $ 55,051.45 $ 11,441.45 $ 66,492.90 $3,028,597.03 268 06/25/24 $ 54,433.93 $ 11,237.18 $ 65,671.11 $2,974,163.10 269 07/25/24 $ 53,822.47 $ 11,035.20 $ 64,857.67 $2,920,340.63 270 08/25/24 $ 53,217.01 $ 10,835.49 $ 64,052.50 $2,867,123.62 271 09/25/24 $ 52,617.50 $ 10,638.03 $ 63,255.53 $2,814,506.12 272 10/25/24 $ 52,023.88 $ 10,442.79 $ 62,466.67 $2,762,482.24 273 11/25/24 $ 51,436.10 $ 10,249.76 $ 61,685.86 $2,711,046.15 274 12/25/24 $ 50,854.10 $ 10,058.90 $ 60,913.00 $2,660,192.05 275 01/25/25 $ 50,277.83 $ 9,870.21 $ 60,148.04 $2,609,914.22 276 02/25/25 $ 49,707.24 $ 9,683.65 $ 59,390.89 $2,560,206.98 277 03/25/25 $ 49,142.27 $ 9,499.21 $ 58,641.49 $2,511,064.70 278 04/25/25 $ 48,582.88 $ 9,316.87 $ 57,899.75 $2,462,481.83 279 05/25/25 $ 48,029.00 $ 9,136.60 $ 57,165.60 $2,414,452.83 280 06/25/25 $ 47,480.59 $ 8,958.39 $ 56,438.98 $2,366,972.23 281 07/25/25 $ 46,937.60 $ 8,782.21 $ 55,719.81 $2,320,034.63 282 08/25/25 $ 46,399.98 $ 8,608.05 $ 55,008.03 $2,273,634.65 283 09/25/25 $ 45,867.68 $ 8,435.88 $ 54,303.55 $2,227,766.97 284 10/25/25 $ 45,340.64 $ 8,265.68 $ 53,606.32 $2,182,426.33 285 11/25/25 $ 44,818.82 $ 8,097.44 $ 52,916.26 $2,137,607.51 286 12/25/25 $ 44,302.17 $ 7,931.14 $ 52,233.31 $2,093,305.33 287 01/25/26 $ 43,790.65 $ 7,766.75 $ 51,557.40 $2,049,514.69 288 02/25/26 $ 43,284.20 $ 7,604.27 $ 50,888.46 $2,006,230.49 289 03/25/26 $ 42,782.77 $ 7,443.66 $ 50,226.43 $1,963,447.72 290 04/25/26 $ 42,286.33 $ 7,284.91 $ 49,571.24 $1,921,161.39 291 05/25/26 $ 41,794.82 $ 7,128.00 $ 48,922.82 $1,879,366.57 292 06/25/26 $ 41,308.20 $ 6,972.92 $ 48,281.12 $1,838,058.37 293 07/25/26 $ 40,826.42 $ 6,819.64 $ 47,646.06 $1,797,231.95 294 08/25/26 $ 40,349.44 $ 6,668.15 $ 47,017.59 $1,756,882.51 295 09/25/26 $ 39,877.21 $ 6,518.43 $ 46,395.64 $1,717,005.31 296 10/25/26 $ 39,409.68 $ 6,370.47 $ 45,780.15 $1,677,595.63 297 11/25/26 $ 38,946.82 $ 6,224.23 $ 45,171.06 $1,638,648.80 298 12/25/26 $ 38,488.59 $ 6,079.72 $ 44,568.30 $1,600,160.22 299 01/25/27 $ 38,034.92 $ 5,936.90 $ 43,971.83 $1,562,125.29 300 02/25/27 $ 37,585.80 $ 5,795.77 $ 43,381.57 $1,524,539.49 301 03/25/27 $ 37,141.16 $ 5,656.30 $ 42,797.47 $1,487,398.33 302 04/25/27 $ 36,700.98 $ 5,518.49 $ 42,219.46 $1,450,697.35 303 05/25/27 $ 36,265.20 $ 5,382.30 $ 41,647.51 $1,414,432.15 304 06/25/27 $ 35,833.79 $ 5,247.74 $ 41,081.53 $1,378,598.35 305 07/25/27 $ 35,406.71 $ 5,114.77 $ 40,521.48 $1,343,191.64 306 08/25/27 $ 34,983.91 $ 4,983.39 $ 39,967.30 $1,308,207.73 307 09/25/27 $ 34,565.36 $ 4,853.58 $ 39,418.94 $1,273,642.36 308 10/25/27 $ 34,151.02 $ 4,725.32 $ 38,876.33 $1,239,491.35 309 11/25/27 $ 33,740.84 $ 4,598.60 $ 38,339.43 $1,205,750.51 310 12/25/27 $ 33,334.79 $ 4,473.40 $ 37,808.18 $1,172,415.72 311 01/25/28 $ 32,932.82 $ 4,349.70 $ 37,282.52 $1,139,482.90 312 02/25/28 $ 32,534.91 $ 4,227.50 $ 36,762.41 $1,106,947.99 313 03/25/28 $ 32,141.01 $ 4,106.77 $ 36,247.78 $1,074,806.98 314 04/25/28 $ 31,751.08 $ 3,987.51 $ 35,738.59 $1,043,055.90 315 05/25/28 $ 31,365.09 $ 3,869.69 $ 35,234.78 $1,011,690.81 316 06/25/28 $ 30,983.00 $ 3,753.31 $ 34,736.31 $ 980,707.81 317 07/25/28 $ 30,604.78 $ 3,638.34 $ 34,243.12 $ 950,103.03 318 08/25/28 $ 30,230.38 $ 3,524.77 $ 33,755.16 $ 919,872.65 319 09/25/28 $ 29,859.77 $ 3,412.60 $ 33,272.37 $ 890,012.87 320 10/25/28 $ 29,492.92 $ 3,301.80 $ 32,794.72 $ 860,519.95 321 11/25/28 $ 29,129.79 $ 3,192.36 $ 32,322.15 $ 831,390.16 322 12/25/28 $ 28,770.35 $ 3,084.27 $ 31,854.62 $ 802,619.81 323 01/25/29 $ 28,414.55 $ 2,977.51 $ 31,392.06 $ 774,205.26 324 02/25/29 $ 28,062.37 $ 2,872.07 $ 30,934.45 $ 746,142.88 325 03/25/29 $ 27,713.78 $ 2,767.94 $ 30,481.72 $ 718,429.10 326 04/25/29 $ 27,368.73 $ 2,665.10 $ 30,033.83 $ 691,060.37 327 05/25/29 $ 27,027.20 $ 2,563.55 $ 29,590.74 $ 664,033.18 328 06/25/29 $ 26,689.15 $ 2,463.26 $ 29,152.40 $ 637,344.03 329 07/25/29 $ 26,354.54 $ 2,364.22 $ 28,718.77 $ 610,989.49 330 08/25/29 $ 26,023.36 $ 2,266.43 $ 28,289.79 $ 584,966.13 331 09/25/29 $ 25,695.56 $ 2,169.86 $ 27,865.42 $ 559,270.57 332 10/25/29 $ 25,371.11 $ 2,074.51 $ 27,445.62 $ 533,899.47 333 11/25/29 $ 25,049.98 $ 1,980.37 $ 27,030.35 $ 508,849.49 334 12/25/29 $ 24,732.14 $ 1,887.41 $ 26,619.55 $ 484,117.35 335 01/25/30 $ 24,417.56 $ 1,795.64 $ 26,213.20 $ 459,699.79 336 02/25/30 $ 24,106.20 $ 1,705.03 $ 25,811.23 $ 435,593.59 337 03/25/30 $ 23,798.05 $ 1,615.58 $ 25,413.62 $ 411,795.54 338 04/25/30 $ 23,493.05 $ 1,527.27 $ 25,020.32 $ 388,302.49 339 05/25/30 $ 23,191.20 $ 1,440.09 $ 24,631.29 $ 365,111.29 340 06/25/30 $ 22,892.45 $ 1,354.04 $ 24,246.49 $ 342,218.84 341 07/25/30 $ 22,596.78 $ 1,269.09 $ 23,865.87 $ 319,622.05 342 08/25/30 $ 22,304.16 $ 1,185.24 $ 23,489.40 $ 297,317.89 343 09/25/30 $ 22,014.56 $ 1,102.47 $ 23,117.03 $ 275,303.34 344 10/25/30 $ 21,727.95 $ 1,020.78 $ 22,748.72 $ 253,575.39 345 11/25/30 $ 21,444.30 $ 940.15 $ 22,384.45 $ 232,131.10 346 12/25/30 $ 21,163.58 $ 860.58 $ 22,024.16 $ 210,967.52 347 01/25/31 $ 20,885.77 $ 782.04 $ 21,667.81 $ 190,081.75 348 02/25/31 $ 20,610.84 $ 704.54 $ 21,315.38 $ 169,470.91 349 03/25/31 $ 19,617.34 $ 628.06 $ 20,245.40 $ 149,853.56 350 04/25/31 $ 19,357.75 $ 555.40 $ 19,913.16 $ 130,495.81 351 05/25/31 $ 19,100.86 $ 483.71 $ 19,584.57 $ 111,394.95 352 06/25/31 $ 18,846.63 $ 412.97 $ 19,259.61 $ 92,548.32 353 07/25/31 $ 18,595.06 $ 343.17 $ 18,938.23 $ 73,953.26 354 08/25/31 $ 18,346.10 $ 274.31 $ 18,620.41 $ 55,607.15 355 09/25/31 $ 18,099.74 $ 206.36 $ 18,306.11 $ 37,507.41 356 10/25/31 $ 17,855.96 $ 139.33 $ 17,995.29 $ 19,651.46 357 11/25/31 $ 17,614.72 $ 73.20 $ 17,687.92 $ 2,036.74 358 12/25/31 $ 2,036.74 $ 7.96 $ 2,044.70 $ -
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Period Date Principal Interest Cash Flow Balance Total $80,321,000.00 $23,393,955.94 $ 103,714,955.94 0 02/21/02 $ - $ - $ - $80,321,000.00 1 03/25/02 $1,196,076.62 $ 384,804.52 $ 1,580,881.15 $79,124,923.38 2 04/25/02 $1,179,276.41 $ 379,074.32 $ 1,558,350.73 $77,945,646.97 3 05/25/02 $1,162,707.39 $ 373,424.60 $ 1,536,131.99 $76,782,939.58 4 06/25/02 $1,146,366.40 $ 367,854.27 $ 1,514,220.67 $75,636,573.18 5 07/25/02 $1,130,250.34 $ 362,362.22 $ 1,492,612.55 $74,506,322.85 6 08/25/02 $1,114,356.12 $ 356,947.38 $ 1,471,303.50 $73,391,966.72 7 09/25/02 $1,098,680.73 $ 351,608.68 $ 1,450,289.41 $72,293,285.99 8 10/25/02 $1,083,221.17 $ 346,345.08 $ 1,429,566.26 $71,210,064.82 9 11/25/02 $1,067,974.50 $ 341,155.55 $ 1,409,130.05 $70,142,090.32 10 12/25/02 $1,052,937.80 $ 336,039.06 $ 1,388,976.86 $69,089,152.53 11 01/25/03 $1,038,108.20 $ 330,994.61 $ 1,369,102.81 $68,051,044.33 12 02/25/03 $1,023,482.88 $ 326,021.21 $ 1,349,504.09 $67,027,561.45 13 03/25/03 $1,009,059.04 $ 321,117.88 $ 1,330,176.92 $66,018,502.40 14 04/25/03 $ 994,833.94 $ 316,283.64 $ 1,311,117.58 $65,023,668.46 15 05/25/03 $ 980,804.85 $ 311,517.56 $ 1,292,322.41 $64,042,863.62 16 06/25/03 $ 966,969.09 $ 306,818.69 $ 1,273,787.78 $63,075,894.53 17 07/25/03 $ 953,324.03 $ 302,186.10 $ 1,255,510.12 $62,122,570.50 18 08/25/03 $ 939,867.04 $ 297,618.88 $ 1,237,485.93 $61,182,703.46 19 09/25/03 $ 926,595.58 $ 293,116.14 $ 1,219,711.71 $60,256,107.88 20 10/25/03 $ 913,507.08 $ 288,676.97 $ 1,202,184.05 $59,342,600.80 21 11/25/03 $ 900,599.06 $ 284,300.51 $ 1,184,899.57 $58,442,001.74 22 12/25/03 $ 887,869.05 $ 279,985.89 $ 1,167,854.94 $57,554,132.69 23 01/25/04 $ 875,314.60 $ 275,732.26 $ 1,151,046.86 $56,678,818.09 24 02/25/04 $ 862,933.32 $ 271,538.77 $ 1,134,472.10 $55,815,884.76 25 03/25/04 $ 850,722.85 $ 267,404.60 $ 1,118,127.45 $54,965,161.92 26 04/25/04 $ 838,680.83 $ 263,328.93 $ 1,102,009.76 $54,126,481.09 27 05/25/04 $ 826,804.97 $ 259,310.95 $ 1,086,115.92 $53,299,676.12 28 06/25/04 $ 815,092.99 $ 255,349.87 $ 1,070,442.85 $52,484,583.13 29 07/25/04 $ 803,542.65 $ 251,444.89 $ 1,054,987.54 $51,681,040.49 30 08/25/04 $ 792,151.74 $ 247,595.25 $ 1,039,746.99 $50,888,888.75 31 09/25/04 $ 780,918.07 $ 243,800.18 $ 1,024,718.25 $50,107,970.68 32 10/25/04 $ 769,839.49 $ 240,058.94 $ 1,009,898.42 $49,338,131.19 33 11/25/04 $ 758,913.88 $ 236,370.76 $ 995,284.64 $48,579,217.32 34 12/25/04 $ 748,139.14 $ 232,734.93 $ 980,874.07 $47,831,078.18 35 01/25/05 $ 737,513.21 $ 229,150.72 $ 966,663.93 $47,093,564.97 36 02/25/05 $ 727,034.04 $ 225,617.42 $ 952,651.46 $46,366,530.93 37 03/25/05 $ 716,699.64 $ 222,134.32 $ 938,833.96 $45,649,831.29 38 04/25/05 $ 706,508.01 $ 218,700.73 $ 925,208.74 $44,943,323.28 39 05/25/05 $ 696,457.19 $ 215,315.97 $ 911,773.16 $44,246,866.09 40 06/25/05 $ 686,545.26 $ 211,979.36 $ 898,524.63 $43,560,320.83 41 07/25/05 $ 676,770.32 $ 208,690.24 $ 885,460.56 $42,883,550.51 42 08/25/05 $ 667,130.49 $ 205,447.94 $ 872,578.43 $42,216,420.02 43 09/25/05 $ 657,623.91 $ 202,251.83 $ 859,875.74 $41,558,796.11 44 10/25/05 $ 648,248.76 $ 199,101.27 $ 847,350.02 $40,910,547.35 45 11/25/05 $ 639,003.23 $ 195,995.61 $ 834,998.85 $40,271,544.12 46 12/25/05 $ 629,885.56 $ 192,934.26 $ 822,819.81 $39,641,658.56 47 01/25/06 $ 620,893.97 $ 189,916.58 $ 810,810.55 $39,020,764.59 48 02/25/06 $ 612,026.76 $ 186,941.98 $ 798,968.74 $38,408,737.83 49 03/25/06 $ 603,282.20 $ 184,009.86 $ 787,292.06 $37,805,455.63 50 04/25/06 $ 594,658.62 $ 181,119.64 $ 775,778.26 $37,210,797.00 51 05/25/06 $ 586,154.36 $ 178,270.73 $ 764,425.09 $36,624,642.64 52 06/25/06 $ 577,767.78 $ 175,462.56 $ 753,230.34 $36,046,874.87 53 07/25/06 $ 532,614.19 $ 172,694.57 $ 705,308.76 $35,514,260.68 54 08/25/06 $ 525,053.24 $ 170,142.90 $ 695,196.14 $34,989,207.44 55 09/25/06 $ 517,597.30 $ 167,627.46 $ 685,224.76 $34,471,610.14 56 10/25/06 $ 510,244.92 $ 165,147.74 $ 675,392.65 $33,961,365.23 57 11/25/06 $ 502,994.68 $ 162,703.24 $ 665,697.92 $33,458,370.55 58 12/25/06 $ 495,845.18 $ 160,293.48 $ 656,138.66 $32,962,525.37 59 01/25/07 $ 488,795.04 $ 157,917.97 $ 646,713.01 $32,473,730.33 60 02/25/07 $ 481,842.90 $ 155,576.23 $ 637,419.13 $31,991,887.42 61 03/25/07 $ 474,987.42 $ 153,267.80 $ 628,255.22 $31,516,900.01 62 04/25/07 $ 468,227.25 $ 150,992.22 $ 619,219.47 $31,048,672.75 63 05/25/07 $ 461,561.11 $ 148,749.02 $ 610,310.13 $30,587,111.64 64 06/25/07 $ 454,987.69 $ 146,537.75 $ 601,525.45 $30,132,123.95 65 07/25/07 $ 448,505.73 $ 144,357.98 $ 592,863.71 $29,683,618.22 66 08/25/07 $ 442,113.97 $ 142,209.27 $ 584,323.23 $29,241,504.26 67 09/25/07 $ 435,811.16 $ 140,091.17 $ 575,902.34 $28,805,693.09 68 10/25/07 $ 429,596.10 $ 138,003.27 $ 567,599.38 $28,376,096.99 69 11/25/07 $ 423,467.57 $ 135,945.15 $ 559,412.72 $27,952,629.42 70 12/25/07 $ 417,424.39 $ 133,916.39 $ 551,340.78 $27,535,205.02 71 01/25/08 $ 411,465.38 $ 131,916.58 $ 543,381.96 $27,123,739.64 72 02/25/08 $ 405,589.39 $ 129,945.32 $ 535,534.71 $26,718,150.25 73 03/25/08 $ 399,795.28 $ 128,002.20 $ 527,797.48 $26,318,354.97 74 04/25/08 $ 394,081.92 $ 126,086.85 $ 520,168.77 $25,924,273.05 75 05/25/08 $ 388,448.20 $ 124,198.87 $ 512,647.07 $25,535,824.85 76 06/25/08 $ 382,893.03 $ 122,337.88 $ 505,230.91 $25,152,931.83 77 07/25/08 $ 377,415.33 $ 120,503.50 $ 497,918.83 $24,775,516.50 78 08/25/08 $ 372,014.03 $ 118,695.37 $ 490,709.40 $24,403,502.47 79 09/25/08 $ 366,688.08 $ 116,913.11 $ 483,601.19 $24,036,814.39 80 10/25/08 $ 361,436.45 $ 115,156.37 $ 476,592.82 $23,675,377.94 81 11/25/08 $ 356,258.12 $ 113,424.79 $ 469,682.91 $23,319,119.82 82 12/25/08 $ 357,277.93 $ 96,362.56 $ 453,640.49 $22,961,841.90 83 01/25/09 $ 352,068.66 $ 94,889.96 $ 446,958.62 $22,609,773.24 84 02/25/09 $ 346,933.21 $ 93,438.79 $ 440,372.00 $22,262,840.03 85 03/25/09 $ 342,998.81 $ 88,019.56 $ 431,018.37 $21,919,841.22 86 04/25/09 $ 337,976.32 $ 86,665.51 $ 424,641.83 $21,581,864.90 87 05/25/09 $ 333,025.24 $ 85,331.25 $ 418,356.49 $21,248,839.66 88 06/25/09 $ 328,144.57 $ 84,016.51 $ 412,161.08 $20,920,695.09 89 07/25/09 $ 323,333.33 $ 82,721.01 $ 406,054.34 $20,597,361.76 90 08/25/09 $ 318,590.55 $ 81,444.48 $ 400,035.03 $20,278,771.22 91 09/25/09 $ 313,915.27 $ 80,186.65 $ 394,101.92 $19,964,855.95 92 10/25/09 $ 309,306.55 $ 78,947.24 $ 388,253.79 $19,655,549.40 93 11/25/09 $ 304,763.46 $ 77,726.01 $ 382,489.47 $19,350,785.94 94 12/25/09 $ 300,285.08 $ 76,522.68 $ 376,807.77 $19,050,500.86 95 01/25/10 $ 295,870.51 $ 75,337.02 $ 371,207.53 $18,754,630.35 96 02/25/10 $ 291,518.86 $ 74,168.75 $ 365,687.61 $18,463,111.49 97 03/25/10 $ 287,229.24 $ 73,017.65 $ 360,246.89 $18,175,882.25 98 04/25/10 $ 283,000.79 $ 71,883.45 $ 354,884.25 $17,892,881.46 99 05/25/10 $ 278,832.66 $ 70,765.93 $ 349,598.59 $17,614,048.80 100 06/25/10 $ 274,723.99 $ 69,664.85 $ 344,388.84 $17,339,324.81 101 07/25/10 $ 270,673.96 $ 68,579.96 $ 339,253.92 $17,068,650.85 102 08/25/10 $ 266,681.75 $ 67,511.04 $ 334,192.79 $16,801,969.10 103 09/25/10 $ 262,746.55 $ 66,457.87 $ 329,204.41 $16,539,222.56 104 10/25/10 $ 258,867.55 $ 65,420.21 $ 324,287.76 $16,280,355.01 105 11/25/10 $ 255,043.98 $ 64,397.85 $ 319,441.83 $16,025,311.03 106 12/25/10 $ 251,275.05 $ 63,390.56 $ 314,665.62 $15,774,035.98 107 01/25/11 $ 247,560.01 $ 62,398.14 $ 309,958.15 $15,526,475.97 108 02/25/11 $ 243,898.09 $ 61,420.37 $ 305,318.46 $15,282,577.88 109 03/25/11 $ 240,288.55 $ 60,457.04 $ 300,745.59 $15,042,289.33 110 04/25/11 $ 236,730.66 $ 59,507.94 $ 296,238.60 $14,805,558.66 111 05/25/11 $ 233,223.70 $ 58,572.88 $ 291,796.57 $14,572,334.96 112 06/25/11 $ 229,766.94 $ 57,651.64 $ 287,418.58 $14,342,568.02 113 07/25/11 $ 226,359.69 $ 56,744.04 $ 283,103.73 $14,116,208.33 114 08/25/11 $ 223,001.25 $ 55,849.88 $ 278,851.13 $13,893,207.07 115 09/25/11 $ 219,690.94 $ 54,968.96 $ 274,659.90 $13,673,516.13 116 10/25/11 $ 216,428.08 $ 54,101.10 $ 270,529.18 $13,457,088.05 117 11/25/11 $ 213,212.01 $ 53,246.10 $ 266,458.11 $13,243,876.04 118 12/25/11 $ 210,823.40 $ 49,932.53 $ 260,755.93 $13,033,052.64 119 01/25/12 $ 207,675.99 $ 49,138.09 $ 256,814.08 $12,825,376.65 120 02/25/12 $ 204,573.89 $ 48,355.50 $ 252,929.39 $12,620,802.76 121 03/25/12 $ 201,516.46 $ 47,584.60 $ 249,101.06 $12,419,286.30 122 04/25/12 $ 198,737.32 $ 46,078.84 $ 244,816.16 $12,220,548.98 123 05/25/12 $ 195,760.46 $ 45,341.49 $ 241,101.96 $12,024,788.52 124 06/25/12 $ 192,826.56 $ 44,615.19 $ 237,441.75 $11,831,961.96 125 07/25/12 $ 189,935.00 $ 43,899.77 $ 233,834.77 $11,642,026.95 126 08/25/12 $ 187,085.20 $ 43,195.08 $ 230,280.28 $11,454,941.76 127 09/25/12 $ 184,276.55 $ 42,500.96 $ 226,777.51 $11,270,665.21 128 10/25/12 $ 181,508.48 $ 41,817.26 $ 223,325.74 $11,089,156.73 129 11/25/12 $ 178,780.42 $ 41,143.83 $ 219,924.25 $10,910,376.31 130 12/25/12 $ 176,091.80 $ 40,480.53 $ 216,572.33 $10,734,284.51 131 01/25/13 $ 173,442.07 $ 39,827.19 $ 213,269.26 $10,560,842.44 132 02/25/13 $ 170,830.67 $ 39,183.69 $ 210,014.36 $10,390,011.78 133 03/25/13 $ 168,257.06 $ 38,549.88 $ 206,806.94 $10,221,754.71 134 04/25/13 $ 165,720.72 $ 37,925.61 $ 203,646.33 $10,056,033.99 135 05/25/13 $ 163,221.11 $ 37,310.76 $ 200,531.87 $ 9,892,812.88 136 06/25/13 $ 160,757.71 $ 36,705.18 $ 197,462.89 $ 9,732,055.17 137 07/25/13 $ 158,330.02 $ 36,108.74 $ 194,438.76 $ 9,573,725.15 138 08/25/13 $ 155,937.53 $ 35,521.30 $ 191,458.83 $ 9,417,787.62 139 09/25/13 $ 153,579.74 $ 34,942.74 $ 188,522.48 $ 9,264,207.88 140 10/25/13 $ 151,256.15 $ 34,372.93 $ 185,629.08 $ 9,112,951.73 141 11/25/13 $ 148,966.29 $ 33,811.74 $ 182,778.03 $ 8,963,985.44 142 12/25/13 $ 146,709.68 $ 33,259.05 $ 179,968.73 $ 8,817,275.76 143 01/25/14 $ 144,485.85 $ 32,714.72 $ 177,200.57 $ 8,672,789.92 144 02/25/14 $ 142,294.32 $ 32,178.65 $ 174,472.98 $ 8,530,495.59 145 03/25/14 $ 140,134.66 $ 31,650.71 $ 171,785.37 $ 8,390,360.93 146 04/25/14 $ 138,006.40 $ 31,130.78 $ 169,137.18 $ 8,252,354.53 147 05/25/14 $ 135,909.09 $ 30,618.75 $ 166,527.84 $ 8,116,445.44 148 06/25/14 $ 133,842.31 $ 30,114.50 $ 163,956.81 $ 7,982,603.13 149 07/25/14 $ 131,805.62 $ 29,617.91 $ 161,423.53 $ 7,850,797.51 150 08/25/14 $ 129,798.59 $ 29,128.89 $ 158,927.47 $ 7,720,998.92 151 09/25/14 $ 127,820.79 $ 28,647.30 $ 156,468.10 $ 7,593,178.13 152 10/25/14 $ 125,871.83 $ 28,173.06 $ 154,044.89 $ 7,467,306.31 153 11/25/14 $ 123,951.27 $ 27,706.05 $ 151,657.32 $ 7,343,355.03 154 12/25/14 $ 122,058.74 $ 27,246.16 $ 149,304.90 $ 7,221,296.30 155 01/25/15 $ 120,193.81 $ 26,793.30 $ 146,987.11 $ 7,101,102.48 156 02/25/15 $ 118,356.12 $ 26,347.35 $ 144,703.46 $ 6,982,746.36 157 03/25/15 $ 116,545.25 $ 25,908.22 $ 142,453.47 $ 6,866,201.11 158 04/25/15 $ 114,760.85 $ 25,475.81 $ 140,236.66 $ 6,751,440.26 159 05/25/15 $ 113,002.52 $ 25,050.02 $ 138,052.54 $ 6,638,437.74 160 06/25/15 $ 111,269.90 $ 24,630.75 $ 135,900.66 $ 6,527,167.84 161 07/25/15 $ 109,562.63 $ 24,217.92 $ 133,780.54 $ 6,417,605.22 162 08/25/15 $ 107,880.33 $ 23,811.41 $ 131,691.75 $ 6,309,724.88 163 09/25/15 $ 106,222.67 $ 23,411.15 $ 129,633.82 $ 6,203,502.22 164 10/25/15 $ 104,589.28 $ 23,017.04 $ 127,606.32 $ 6,098,912.94 165 11/25/15 $ 102,979.82 $ 22,628.99 $ 125,608.81 $ 5,995,933.11 166 12/25/15 $ 101,393.96 $ 22,246.91 $ 123,640.86 $ 5,894,539.16 167 01/25/16 $ 99,831.35 $ 21,870.71 $ 121,702.05 $ 5,794,707.81 168 02/25/16 $ 98,291.66 $ 21,500.31 $ 119,791.97 $ 5,696,416.15 169 03/25/16 $ 96,774.57 $ 21,135.62 $ 117,910.19 $ 5,599,641.59 170 04/25/16 $ 95,279.75 $ 20,776.56 $ 116,056.31 $ 5,504,361.84 171 05/25/16 $ 93,806.89 $ 20,423.05 $ 114,229.94 $ 5,410,554.94 172 06/25/16 $ 92,355.68 $ 20,075.00 $ 112,430.68 $ 5,318,199.27 173 07/25/16 $ 90,925.80 $ 19,732.34 $ 110,658.14 $ 5,227,273.47 174 08/25/16 $ 89,516.95 $ 19,394.98 $ 108,911.93 $ 5,137,756.51 175 09/25/16 $ 88,128.84 $ 19,062.85 $ 107,191.68 $ 5,049,627.68 176 10/25/16 $ 86,761.15 $ 18,735.87 $ 105,497.02 $ 4,962,866.52 177 11/25/16 $ 85,413.62 $ 18,413.96 $ 103,827.58 $ 4,877,452.91 178 12/25/16 $ 84,085.94 $ 18,097.05 $ 102,182.99 $ 4,793,366.97 179 01/25/17 $ 82,777.83 $ 17,785.07 $ 100,562.89 $ 4,710,589.15 180 02/25/17 $ 81,489.01 $ 17,477.94 $ 98,966.95 $ 4,629,100.14 181 03/25/17 $ 80,219.21 $ 17,175.59 $ 97,394.80 $ 4,548,880.93 182 04/25/17 $ 78,968.15 $ 16,877.96 $ 95,846.11 $ 4,469,912.78 183 05/25/17 $ 77,735.57 $ 16,584.96 $ 94,320.53 $ 4,392,177.21 184 06/25/17 $ 76,521.20 $ 16,296.54 $ 92,817.74 $ 4,315,656.01 185 07/25/17 $ 75,324.79 $ 16,012.63 $ 91,337.41 $ 4,240,331.22 186 08/25/17 $ 74,146.07 $ 15,733.15 $ 89,879.22 $ 4,166,185.16 187 09/25/17 $ 72,984.79 $ 15,458.05 $ 88,442.83 $ 4,093,200.37 188 10/25/17 $ 71,840.70 $ 15,187.25 $ 87,027.95 $ 4,021,359.68 189 11/25/17 $ 70,713.55 $ 14,920.70 $ 85,634.25 $ 3,950,646.12 190 12/25/17 $ 69,603.11 $ 14,658.33 $ 84,261.45 $ 3,881,043.01 191 01/25/18 $ 68,509.13 $ 14,400.08 $ 82,909.22 $ 3,812,533.88 192 02/25/18 $ 67,431.38 $ 14,145.89 $ 81,577.28 $ 3,745,102.49 193 03/25/18 $ 66,369.63 $ 13,895.70 $ 80,265.33 $ 3,678,732.87 194 04/25/18 $ 65,323.63 $ 13,649.45 $ 78,973.09 $ 3,613,409.23 195 05/25/18 $ 64,293.18 $ 13,407.08 $ 77,700.26 $ 3,549,116.05 196 06/25/18 $ 63,278.04 $ 13,168.53 $ 76,446.57 $ 3,485,838.01 197 07/25/18 $ 62,278.00 $ 12,933.75 $ 75,211.75 $ 3,423,560.02 198 08/25/18 $ 61,292.83 $ 12,702.68 $ 73,995.51 $ 3,362,267.19 199 09/25/18 $ 60,322.33 $ 12,475.27 $ 72,797.60 $ 3,301,944.85 200 10/25/18 $ 59,366.28 $ 12,251.45 $ 71,617.73 $ 3,242,578.57 201 11/25/18 $ 58,424.48 $ 12,031.18 $ 70,455.67 $ 3,184,154.09 202 12/25/18 $ 57,496.72 $ 11,814.41 $ 69,311.13 $ 3,126,657.36 203 01/25/19 $ 56,582.80 $ 11,601.08 $ 68,183.88 $ 3,070,074.56 204 02/25/19 $ 55,682.52 $ 11,391.14 $ 67,073.66 $ 3,014,392.04 205 03/25/19 $ 54,795.69 $ 11,184.54 $ 65,980.22 $ 2,959,596.35 206 04/25/19 $ 53,922.10 $ 10,981.23 $ 64,903.32 $ 2,905,674.25 207 05/25/19 $ 53,061.57 $ 10,781.16 $ 63,842.73 $ 2,852,612.69 208 06/25/19 $ 52,213.91 $ 10,584.28 $ 62,798.19 $ 2,800,398.77 209 07/25/19 $ 51,378.94 $ 10,390.55 $ 61,769.49 $ 2,749,019.83 210 08/25/19 $ 50,556.47 $ 10,199.92 $ 60,756.39 $ 2,698,463.36 211 09/25/19 $ 49,746.32 $ 10,012.33 $ 59,758.66 $ 2,648,717.04 212 10/25/19 $ 48,948.32 $ 9,827.76 $ 58,776.08 $ 2,599,768.72 213 11/25/19 $ 48,162.28 $ 9,646.14 $ 57,808.43 $ 2,551,606.44 214 12/25/19 $ 47,388.04 $ 9,467.44 $ 56,855.49 $ 2,504,218.39 215 01/25/20 $ 46,625.43 $ 9,291.62 $ 55,917.05 $ 2,457,592.96 216 02/25/20 $ 45,874.28 $ 9,118.62 $ 54,992.90 $ 2,411,718.69 217 03/25/20 $ 45,134.41 $ 8,948.41 $ 54,082.82 $ 2,366,584.27 218 04/25/20 $ 44,405.68 $ 8,780.95 $ 53,186.62 $ 2,322,178.60 219 05/25/20 $ 43,687.91 $ 8,616.19 $ 52,304.10 $ 2,278,490.69 220 06/25/20 $ 42,980.95 $ 8,454.09 $ 51,435.04 $ 2,235,509.73 221 07/25/20 $ 42,284.65 $ 8,294.61 $ 50,579.26 $ 2,193,225.09 222 08/25/20 $ 41,598.84 $ 8,137.72 $ 49,736.56 $ 2,151,626.24 223 09/25/20 $ 40,923.38 $ 7,983.37 $ 48,906.75 $ 2,110,702.86 224 10/25/20 $ 40,258.12 $ 7,831.53 $ 48,089.65 $ 2,070,444.75 225 11/25/20 $ 39,602.90 $ 7,682.16 $ 47,285.06 $ 2,030,841.85 226 12/25/20 $ 38,957.59 $ 7,535.22 $ 46,492.81 $ 1,991,884.26 227 01/25/21 $ 38,322.04 $ 7,390.67 $ 45,712.71 $ 1,953,562.22 228 02/25/21 $ 37,696.10 $ 7,248.48 $ 44,944.58 $ 1,915,866.12 229 03/25/21 $ 37,079.64 $ 7,108.62 $ 44,188.26 $ 1,878,786.48 230 04/25/21 $ 36,472.52 $ 6,971.04 $ 43,443.56 $ 1,842,313.96 231 05/25/21 $ 35,874.61 $ 6,835.71 $ 42,710.32 $ 1,806,439.34 232 06/25/21 $ 35,285.77 $ 6,702.60 $ 41,988.37 $ 1,771,153.57 233 07/25/21 $ 34,705.87 $ 6,571.68 $ 41,277.54 $ 1,736,447.70 234 08/25/21 $ 34,134.77 $ 6,442.90 $ 40,577.68 $ 1,702,312.93 235 09/25/21 $ 33,572.36 $ 6,316.25 $ 39,888.61 $ 1,668,740.57 236 10/25/21 $ 33,018.50 $ 6,191.68 $ 39,210.19 $ 1,635,722.06 237 11/25/21 $ 32,473.08 $ 6,069.17 $ 38,542.25 $ 1,603,248.99 238 12/25/21 $ 31,935.96 $ 5,948.68 $ 37,884.64 $ 1,571,313.03 239 01/25/22 $ 31,407.02 $ 5,830.19 $ 37,237.21 $ 1,539,906.01 240 02/25/22 $ 30,886.15 $ 5,713.66 $ 36,599.81 $ 1,509,019.86 241 03/25/22 $ 30,373.23 $ 5,599.06 $ 35,972.29 $ 1,478,646.62 242 04/25/22 $ 29,868.15 $ 5,486.36 $ 35,354.51 $ 1,448,778.47 243 05/25/22 $ 29,370.78 $ 5,375.53 $ 34,746.32 $ 1,419,407.69 244 06/25/22 $ 28,881.02 $ 5,266.56 $ 34,147.58 $ 1,390,526.67 245 07/25/22 $ 28,398.76 $ 5,159.40 $ 33,558.16 $ 1,362,127.91 246 08/25/22 $ 27,923.88 $ 5,054.03 $ 32,977.90 $ 1,334,204.03 247 09/25/22 $ 27,456.28 $ 4,950.42 $ 32,406.69 $ 1,306,747.75 248 10/25/22 $ 26,995.85 $ 4,848.54 $ 31,844.39 $ 1,279,751.90 249 11/25/22 $ 26,542.48 $ 4,748.38 $ 31,290.86 $ 1,253,209.42 250 12/25/22 $ 26,096.08 $ 4,649.89 $ 30,745.97 $ 1,227,113.34 251 01/25/23 $ 25,656.54 $ 4,553.06 $ 30,209.61 $ 1,201,456.79 252 02/25/23 $ 25,223.76 $ 4,457.87 $ 29,681.63 $ 1,176,233.03 253 03/25/23 $ 24,797.65 $ 4,364.28 $ 29,161.92 $ 1,151,435.38 254 04/25/23 $ 24,378.09 $ 4,272.27 $ 28,650.36 $ 1,127,057.29 255 05/25/23 $ 23,965.00 $ 4,181.81 $ 28,146.82 $ 1,103,092.29 256 06/25/23 $ 23,558.29 $ 4,092.89 $ 27,651.18 $ 1,079,534.00 257 07/25/23 $ 23,157.86 $ 4,005.48 $ 27,163.34 $ 1,056,376.14 258 08/25/23 $ 22,763.61 $ 3,919.55 $ 26,683.16 $ 1,033,612.53 259 09/25/23 $ 22,375.46 $ 3,835.09 $ 26,210.55 $ 1,011,237.08 260 10/25/23 $ 21,993.31 $ 3,752.07 $ 25,745.38 $ 989,243.77 261 11/25/23 $ 21,617.08 $ 3,670.46 $ 25,287.55 $ 967,626.68 262 12/25/23 $ 21,246.69 $ 3,590.25 $ 24,836.94 $ 946,380.00 263 01/25/24 $ 20,882.03 $ 3,511.42 $ 24,393.45 $ 925,497.96 264 02/25/24 $ 20,523.04 $ 3,433.94 $ 23,956.98 $ 904,974.92 265 03/25/24 $ 20,169.63 $ 3,357.79 $ 23,527.42 $ 884,805.29 266 04/25/24 $ 19,821.71 $ 3,282.95 $ 23,104.66 $ 864,983.58 267 05/25/24 $ 19,479.21 $ 3,209.40 $ 22,688.61 $ 845,504.37 268 06/25/24 $ 19,142.04 $ 3,137.12 $ 22,279.16 $ 826,362.34 269 07/25/24 $ 18,810.12 $ 3,066.10 $ 21,876.22 $ 807,552.22 270 08/25/24 $ 18,483.38 $ 2,996.30 $ 21,479.69 $ 789,068.83 271 09/25/24 $ 18,161.75 $ 2,927.72 $ 21,089.47 $ 770,907.08 272 10/25/24 $ 17,845.14 $ 2,860.33 $ 20,705.47 $ 753,061.95 273 11/25/24 $ 17,533.48 $ 2,794.12 $ 20,327.60 $ 735,528.47 274 12/25/24 $ 17,226.70 $ 2,729.06 $ 19,955.76 $ 718,301.76 275 01/25/25 $ 16,924.73 $ 2,665.14 $ 19,589.87 $ 701,377.04 276 02/25/25 $ 16,627.49 $ 2,602.34 $ 19,229.83 $ 684,749.55 277 03/25/25 $ 16,334.91 $ 2,540.65 $ 18,875.56 $ 668,414.63 278 04/25/25 $ 16,046.94 $ 2,480.04 $ 18,526.97 $ 652,367.70 279 05/25/25 $ 15,763.49 $ 2,420.49 $ 18,183.98 $ 636,604.21 280 06/25/25 $ 15,484.50 $ 2,362.00 $ 17,846.50 $ 621,119.71 281 07/25/25 $ 15,209.90 $ 2,304.55 $ 17,514.45 $ 605,909.81 282 08/25/25 $ 14,939.64 $ 2,248.11 $ 17,187.75 $ 590,970.18 283 09/25/25 $ 14,673.63 $ 2,192.68 $ 16,866.31 $ 576,296.54 284 10/25/25 $ 14,411.83 $ 2,138.23 $ 16,550.07 $ 561,884.71 285 11/25/25 $ 14,154.17 $ 2,084.76 $ 16,238.93 $ 547,730.54 286 12/25/25 $ 13,900.59 $ 2,032.24 $ 15,932.82 $ 533,829.95 287 01/25/26 $ 13,651.02 $ 1,980.66 $ 15,631.68 $ 520,178.94 288 02/25/26 $ 13,405.41 $ 1,930.01 $ 15,335.42 $ 506,773.53 289 03/25/26 $ 13,163.69 $ 1,880.27 $ 15,043.96 $ 493,609.83 290 04/25/26 $ 12,925.82 $ 1,831.42 $ 14,757.24 $ 480,684.01 291 05/25/26 $ 12,691.73 $ 1,783.46 $ 14,475.19 $ 467,992.29 292 06/25/26 $ 12,461.36 $ 1,736.37 $ 14,197.73 $ 455,530.92 293 07/25/26 $ 12,234.67 $ 1,690.13 $ 13,924.80 $ 443,296.26 294 08/25/26 $ 12,011.59 $ 1,644.73 $ 13,656.32 $ 431,284.67 295 09/25/26 $ 11,792.07 $ 1,600.16 $ 13,392.23 $ 419,492.60 296 10/25/26 $ 11,576.06 $ 1,556.41 $ 13,132.47 $ 407,916.55 297 11/25/26 $ 11,363.50 $ 1,513.46 $ 12,876.96 $ 396,553.05 298 12/25/26 $ 11,154.35 $ 1,471.29 $ 12,625.64 $ 385,398.70 299 01/25/27 $ 10,948.55 $ 1,429.90 $ 12,378.45 $ 374,450.15 300 02/25/27 $ 10,746.05 $ 1,389.28 $ 12,135.33 $ 363,704.09 301 03/25/27 $ 10,546.81 $ 1,349.40 $ 11,896.21 $ 353,157.28 302 04/25/27 $ 10,350.77 $ 1,310.27 $ 11,661.04 $ 342,806.51 303 05/25/27 $ 10,157.89 $ 1,271.86 $ 11,429.75 $ 332,648.63 304 06/25/27 $ 9,968.11 $ 1,234.17 $ 11,202.28 $ 322,680.51 305 07/25/27 $ 9,781.40 $ 1,197.18 $ 10,978.58 $ 312,899.11 306 08/25/27 $ 9,597.70 $ 1,160.89 $ 10,758.59 $ 303,301.41 307 09/25/27 $ 9,416.98 $ 1,125.28 $ 10,542.25 $ 293,884.43 308 10/25/27 $ 9,239.17 $ 1,090.34 $ 10,329.51 $ 284,645.26 309 11/25/27 $ 9,064.26 $ 1,056.05 $ 10,120.31 $ 275,581.00 310 12/25/27 $ 8,892.17 $ 1,022.42 $ 9,914.59 $ 266,688.83 311 01/25/28 $ 8,722.89 $ 989.42 $ 9,712.31 $ 257,965.94 312 02/25/28 $ 8,556.35 $ 957.06 $ 9,513.41 $ 249,409.59 313 03/25/28 $ 8,392.53 $ 925.31 $ 9,317.84 $ 241,017.05 314 04/25/28 $ 8,231.38 $ 894.17 $ 9,125.55 $ 232,785.67 315 05/25/28 $ 8,072.86 $ 863.62 $ 8,936.49 $ 224,712.81 316 06/25/28 $ 7,916.93 $ 833.67 $ 8,750.60 $ 216,795.88 317 07/25/28 $ 7,763.55 $ 804.29 $ 8,567.84 $ 209,032.33 318 08/25/28 $ 7,612.68 $ 775.49 $ 8,388.17 $ 201,419.65 319 09/25/28 $ 7,464.29 $ 747.24 $ 8,211.53 $ 193,955.36 320 10/25/28 $ 7,318.33 $ 719.54 $ 8,037.87 $ 186,637.03 321 11/25/28 $ 7,174.78 $ 692.39 $ 7,867.16 $ 179,462.25 322 12/25/28 $ 7,033.58 $ 665.76 $ 7,699.35 $ 172,428.67 323 01/25/29 $ 6,894.72 $ 639.67 $ 7,534.38 $ 165,533.95 324 02/25/29 $ 6,758.14 $ 614.08 $ 7,372.22 $ 158,775.81 325 03/25/29 $ 6,623.83 $ 589.01 $ 7,212.83 $ 152,151.99 326 04/25/29 $ 6,491.73 $ 564.43 $ 7,056.16 $ 145,660.26 327 05/25/29 $ 6,361.83 $ 540.34 $ 6,902.16 $ 139,298.43 328 06/25/29 $ 6,234.07 $ 516.73 $ 6,750.81 $ 133,064.36 329 07/25/29 $ 6,108.45 $ 493.60 $ 6,602.05 $ 126,955.91 330 08/25/29 $ 5,984.91 $ 470.93 $ 6,455.84 $ 120,971.00 331 09/25/29 $ 5,863.43 $ 448.73 $ 6,312.16 $ 115,107.57 332 10/25/29 $ 5,743.98 $ 426.97 $ 6,170.95 $ 109,363.59 333 11/25/29 $ 5,626.52 $ 405.66 $ 6,032.18 $ 103,737.07 334 12/25/29 $ 5,511.03 $ 384.78 $ 5,895.81 $ 98,226.05 335 01/25/30 $ 5,397.47 $ 364.33 $ 5,761.80 $ 92,828.58 336 02/25/30 $ 5,285.82 $ 344.30 $ 5,630.12 $ 87,542.76 337 03/25/30 $ 5,176.04 $ 324.69 $ 5,500.73 $ 82,366.72 338 04/25/30 $ 5,068.11 $ 305.48 $ 5,373.59 $ 77,298.61 339 05/25/30 $ 4,962.00 $ 286.68 $ 5,248.68 $ 72,336.61 340 06/25/30 $ 4,857.68 $ 268.26 $ 5,125.95 $ 67,478.92 341 07/25/30 $ 4,755.13 $ 250.24 $ 5,005.37 $ 62,723.80 342 08/25/30 $ 4,654.31 $ 232.59 $ 4,886.90 $ 58,069.49 343 09/25/30 $ 4,555.20 $ 215.32 $ 4,770.52 $ 53,514.30 344 10/25/30 $ 4,457.77 $ 198.42 $ 4,656.19 $ 49,056.53 345 11/25/30 $ 4,362.00 $ 181.88 $ 4,543.88 $ 44,694.53 346 12/25/30 $ 4,267.86 $ 165.70 $ 4,433.55 $ 40,426.68 347 01/25/31 $ 4,175.32 $ 149.86 $ 4,325.18 $ 36,251.35 348 02/25/31 $ 4,084.37 $ 134.37 $ 4,218.74 $ 32,166.98 349 03/25/31 $ 3,858.69 $ 119.21 $ 3,977.90 $ 28,308.29 350 04/25/31 $ 3,773.94 $ 104.92 $ 3,878.86 $ 24,534.35 351 05/25/31 $ 3,690.65 $ 90.94 $ 3,781.59 $ 20,843.70 352 06/25/31 $ 3,608.78 $ 77.27 $ 3,686.06 $ 17,234.92 353 07/25/31 $ 3,528.33 $ 63.91 $ 3,592.24 $ 13,706.59 354 08/25/31 $ 3,449.26 $ 50.84 $ 3,500.10 $ 10,257.32 355 09/25/31 $ 3,371.56 $ 38.07 $ 3,409.63 $ 6,885.76 356 10/25/31 $ 3,295.21 $ 25.58 $ 3,320.79 $ 3,590.55 357 11/25/31 $ 3,220.18 $ 13.37 $ 3,233.56 $ 370.37 358 12/25/31 $ 370.37 $ 1.45 $ 371.82 $ -
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Period Date Principal Interest Cash Flow Balance Total $80,321,000.00 $18,193,593.47 $98,514,593.47 0 02/21/02 $ - $ - $ - $80,321,000.00 1 03/25/02 $1,609,476.68 $ 384,804.52 $1,994,281.21 $78,711,523.32 2 04/25/02 $1,578,709.28 $ 377,093.79 $1,955,803.07 $77,132,814.04 3 05/25/02 $1,548,522.32 $ 369,530.46 $1,918,052.78 $75,584,291.71 4 06/25/02 $1,518,904.95 $ 362,111.74 $1,881,016.69 $74,065,386.77 5 07/25/02 $1,489,846.46 $ 354,834.92 $1,844,681.38 $72,575,540.31 6 08/25/02 $1,461,336.39 $ 347,697.32 $1,809,033.71 $71,114,203.92 7 09/25/02 $1,433,364.45 $ 340,696.30 $1,774,060.75 $69,680,839.47 8 10/25/02 $1,405,920.55 $ 333,829.29 $1,739,749.84 $68,274,918.92 9 11/25/02 $1,378,994.78 $ 327,093.76 $1,706,088.54 $66,895,924.14 10 12/25/02 $1,352,577.43 $ 320,487.22 $1,673,064.65 $65,543,346.72 11 01/25/03 $1,326,658.95 $ 314,007.25 $1,640,666.20 $64,216,687.76 12 02/25/03 $1,301,230.00 $ 307,651.45 $1,608,881.44 $62,915,457.77 13 03/25/03 $1,276,281.37 $ 301,417.47 $1,577,698.84 $61,639,176.39 14 04/25/03 $1,251,804.06 $ 295,303.02 $1,547,107.09 $60,387,372.33 15 05/25/03 $1,227,789.23 $ 289,305.84 $1,517,095.07 $59,159,583.10 16 06/25/03 $1,204,228.19 $ 283,423.70 $1,487,651.89 $57,955,354.91 17 07/25/03 $1,181,112.42 $ 277,654.45 $1,458,766.87 $56,774,242.48 18 08/25/03 $1,158,433.57 $ 271,995.93 $1,430,429.50 $55,615,808.91 19 09/25/03 $1,136,183.43 $ 266,446.07 $1,402,629.50 $54,479,625.48 20 10/25/03 $1,114,353.95 $ 261,002.81 $1,375,356.75 $53,365,271.53 21 11/25/03 $1,092,937.23 $ 255,664.12 $1,348,601.35 $52,272,334.30 22 12/25/03 $1,071,925.52 $ 250,428.04 $1,322,353.56 $51,200,408.79 23 01/25/04 $1,051,311.21 $ 245,292.63 $1,296,603.83 $50,149,097.58 24 02/25/04 $1,031,086.83 $ 240,255.97 $1,271,342.80 $49,118,010.75 25 03/25/04 $1,011,245.06 $ 235,316.20 $1,246,561.27 $48,106,765.68 26 04/25/04 $ 991,778.72 $ 230,471.50 $1,222,250.21 $47,114,986.96 27 05/25/04 $ 972,680.73 $ 225,720.05 $1,198,400.78 $46,142,306.23 28 06/25/04 $ 953,944.19 $ 221,060.10 $1,175,004.29 $45,188,362.04 29 07/25/04 $ 935,562.30 $ 216,489.91 $1,152,052.21 $44,252,799.74 30 08/25/04 $ 917,528.38 $ 212,007.79 $1,129,536.17 $43,335,271.36 31 09/25/04 $ 899,835.91 $ 207,612.06 $1,107,447.97 $42,435,435.45 32 10/25/04 $ 882,478.45 $ 203,301.10 $1,085,779.54 $41,552,957.01 33 11/25/04 $ 865,449.70 $ 199,073.29 $1,064,522.99 $40,687,507.30 34 12/25/04 $ 848,743.49 $ 194,927.07 $1,043,670.56 $39,838,763.81 35 01/25/05 $ 832,353.75 $ 190,860.88 $1,023,214.63 $39,006,410.06 36 02/25/05 $ 816,274.53 $ 186,873.21 $1,003,147.74 $38,190,135.53 37 03/25/05 $ 800,499.97 $ 182,962.57 $ 983,462.55 $37,389,635.56 38 04/25/05 $ 785,024.35 $ 179,127.51 $ 964,151.87 $36,604,611.20 39 05/25/05 $ 718,409.14 $ 175,366.59 $ 893,775.73 $35,886,202.07 40 06/25/05 $ 704,587.88 $ 171,924.81 $ 876,512.69 $35,181,614.19 41 07/25/05 $ 691,029.06 $ 168,549.25 $ 859,578.31 $34,490,585.13 42 08/25/05 $ 677,727.72 $ 165,238.64 $ 842,966.37 $33,812,857.41 43 09/25/05 $ 664,679.03 $ 161,991.76 $ 826,670.80 $33,148,178.38 44 10/25/05 $ 651,878.23 $ 158,807.40 $ 810,685.63 $32,496,300.15 45 11/25/05 $ 639,320.65 $ 155,684.36 $ 795,005.01 $31,856,979.50 46 12/25/05 $ 627,001.71 $ 152,621.48 $ 779,623.19 $31,229,977.79 47 01/25/06 $ 614,916.92 $ 149,617.62 $ 764,534.54 $30,615,060.86 48 02/25/06 $ 603,061.87 $ 146,671.65 $ 749,733.53 $30,011,998.99 49 03/25/06 $ 591,432.24 $ 143,782.49 $ 735,214.72 $29,420,566.75 50 04/25/06 $ 580,023.76 $ 140,949.03 $ 720,972.80 $28,840,542.99 51 05/25/06 $ 568,832.29 $ 138,170.23 $ 707,002.53 $28,271,710.70 52 06/25/06 $ 557,853.73 $ 135,445.05 $ 693,298.79 $27,713,856.96 53 07/25/06 $ 547,084.07 $ 132,772.47 $ 679,856.54 $27,166,772.89 54 08/25/06 $ 536,519.37 $ 130,151.48 $ 666,670.85 $26,630,253.52 55 09/25/06 $ 526,155.77 $ 127,581.11 $ 653,736.88 $26,104,097.75 56 10/25/06 $ 515,989.48 $ 125,060.38 $ 641,049.86 $25,588,108.27 57 11/25/06 $ 506,016.77 $ 122,588.36 $ 628,605.14 $25,082,091.50 58 12/25/06 $ 496,234.01 $ 120,164.12 $ 616,398.13 $24,585,857.49 59 01/25/07 $ 486,637.59 $ 117,786.75 $ 604,424.34 $24,099,219.90 60 02/25/07 $ 477,224.02 $ 115,455.35 $ 592,679.37 $23,621,995.87 61 03/25/07 $ 467,989.84 $ 113,169.05 $ 581,158.89 $23,154,006.03 62 04/25/07 $ 458,931.67 $ 110,926.98 $ 569,858.66 $22,695,074.36 63 05/25/07 $ 450,046.19 $ 108,728.32 $ 558,774.51 $22,245,028.17 64 06/25/07 $ 441,330.13 $ 106,572.22 $ 547,902.35 $21,803,698.04 65 07/25/07 $ 432,780.30 $ 104,457.88 $ 537,238.19 $21,370,917.73 66 08/25/07 $ 424,393.57 $ 102,384.51 $ 526,778.07 $20,946,524.16 67 09/25/07 $ 416,166.85 $ 100,351.31 $ 516,518.15 $20,530,357.32 68 10/25/07 $ 408,097.12 $ 98,357.52 $ 506,454.64 $20,122,260.20 69 11/25/07 $ 400,181.42 $ 96,402.39 $ 496,583.81 $19,722,078.78 70 12/25/07 $ 392,416.84 $ 94,485.19 $ 486,902.03 $19,329,661.94 71 01/25/08 $ 384,800.52 $ 92,605.19 $ 477,405.71 $18,944,861.42 72 02/25/08 $ 377,329.66 $ 90,761.67 $ 468,091.34 $18,567,531.76 73 03/25/08 $ 370,001.52 $ 88,953.95 $ 458,955.47 $18,197,530.24 74 04/25/08 $ 362,813.40 $ 87,181.33 $ 449,994.74 $17,834,716.83 75 05/25/08 $ 355,762.65 $ 85,443.16 $ 441,205.81 $17,478,954.18 76 06/25/08 $ 348,846.68 $ 83,738.76 $ 432,585.43 $17,130,107.50 77 07/25/08 $ 342,062.93 $ 82,067.49 $ 424,130.42 $16,788,044.57 78 08/25/08 $ 335,408.91 $ 80,428.72 $ 415,837.63 $16,452,635.66 79 09/25/08 $ 328,882.16 $ 78,821.84 $ 407,704.00 $16,123,753.50 80 10/25/08 $ 322,480.28 $ 77,246.22 $ 399,726.50 $15,801,273.22 81 11/25/08 $ 316,200.91 $ 75,701.27 $ 391,902.18 $15,485,072.31 82 12/25/08 $ 314,089.10 $ 63,989.60 $ 378,078.70 $15,170,983.21 83 01/25/09 $ 307,892.31 $ 62,694.19 $ 370,586.50 $14,863,090.90 84 02/25/09 $ 301,815.54 $ 61,424.29 $ 363,239.83 $14,561,275.36 85 03/25/09 $ 296,590.72 $ 57,570.24 $ 354,160.97 $14,264,684.64 86 04/25/09 $ 290,719.28 $ 56,398.96 $ 347,118.24 $13,973,965.35 87 05/25/09 $ 284,961.88 $ 55,250.83 $ 340,212.71 $13,689,003.48 88 06/25/09 $ 279,316.32 $ 54,125.42 $ 333,441.74 $13,409,687.16 89 07/25/09 $ 273,780.47 $ 53,022.28 $ 326,802.75 $13,135,906.69 90 08/25/09 $ 268,352.22 $ 51,940.98 $ 320,293.20 $12,867,554.46 91 09/25/09 $ 263,029.51 $ 50,881.09 $ 313,910.60 $12,604,524.95 92 10/25/09 $ 257,810.32 $ 49,842.21 $ 307,652.52 $12,346,714.64 93 11/25/09 $ 252,692.65 $ 48,823.91 $ 301,516.57 $12,094,021.98 94 12/25/09 $ 247,674.57 $ 47,825.81 $ 295,500.38 $11,846,347.42 95 01/25/10 $ 242,754.15 $ 46,847.51 $ 289,601.66 $11,603,593.26 96 02/25/10 $ 237,929.54 $ 45,888.62 $ 283,818.15 $11,365,663.72 97 03/25/10 $ 233,198.87 $ 44,948.76 $ 278,147.64 $11,132,464.85 98 04/25/10 $ 228,560.37 $ 44,027.58 $ 272,587.94 $10,903,904.48 99 05/25/10 $ 224,012.24 $ 43,124.69 $ 267,136.93 $10,679,892.24 100 06/25/10 $ 219,552.76 $ 42,239.75 $ 261,792.51 $10,460,339.48 101 07/25/10 $ 215,180.22 $ 41,372.41 $ 256,552.63 $10,245,159.26 102 08/25/10 $ 210,892.96 $ 40,522.32 $ 251,415.28 $10,034,266.30 103 09/25/10 $ 206,689.33 $ 39,689.15 $ 246,378.49 $ 9,827,576.97 104 10/25/10 $ 202,567.73 $ 38,872.57 $ 241,440.30 $ 9,625,009.24 105 11/25/10 $ 198,526.57 $ 38,072.26 $ 236,598.83 $ 9,426,482.67 106 12/25/10 $ 194,564.32 $ 37,287.89 $ 231,852.21 $ 9,231,918.35 107 01/25/11 $ 190,679.45 $ 36,519.16 $ 227,198.61 $ 9,041,238.91 108 02/25/11 $ 186,870.47 $ 35,765.76 $ 222,636.23 $ 8,854,368.43 109 03/25/11 $ 183,135.93 $ 35,027.39 $ 218,163.33 $ 8,671,232.50 110 04/25/11 $ 179,474.39 $ 34,303.77 $ 213,778.16 $ 8,491,758.11 111 05/25/11 $ 175,884.45 $ 33,594.59 $ 209,479.04 $ 8,315,873.65 112 06/25/11 $ 172,364.73 $ 32,899.58 $ 205,264.31 $ 8,143,508.93 113 07/25/11 $ 168,913.87 $ 32,218.47 $ 201,132.34 $ 7,974,595.06 114 08/25/11 $ 165,530.54 $ 31,550.98 $ 197,081.52 $ 7,809,064.52 115 09/25/11 $ 162,213.46 $ 30,896.84 $ 193,110.30 $ 7,646,851.06 116 10/25/11 $ 158,961.34 $ 30,255.79 $ 189,217.13 $ 7,487,889.72 117 11/25/11 $ 155,772.92 $ 29,627.58 $ 185,400.50 $ 7,332,116.80 118 12/25/11 $ 153,077.37 $ 27,643.81 $ 180,721.18 $ 7,179,039.43 119 01/25/12 $ 149,995.80 $ 27,066.90 $ 177,062.69 $ 7,029,043.63 120 02/25/12 $ 146,974.79 $ 26,501.60 $ 173,476.39 $ 6,882,068.84 121 03/25/12 $ 144,013.19 $ 25,947.68 $ 169,960.86 $ 6,738,055.65 122 04/25/12 $ 141,236.28 $ 24,999.97 $ 166,236.25 $ 6,596,819.37 123 05/25/12 $ 138,385.08 $ 24,475.96 $ 162,861.04 $ 6,458,434.29 124 06/25/12 $ 135,590.03 $ 23,962.52 $ 159,552.55 $ 6,322,844.26 125 07/25/12 $ 132,850.06 $ 23,459.46 $ 156,309.52 $ 6,189,994.20 126 08/25/12 $ 130,164.09 $ 22,966.56 $ 153,130.65 $ 6,059,830.11 127 09/25/12 $ 127,531.08 $ 22,483.62 $ 150,014.70 $ 5,932,299.03 128 10/25/12 $ 124,950.00 $ 22,010.46 $ 146,960.46 $ 5,807,349.03 129 11/25/12 $ 122,419.85 $ 21,546.87 $ 143,966.72 $ 5,684,929.18 130 12/25/12 $ 119,939.64 $ 21,092.67 $ 141,032.30 $ 5,564,989.54 131 01/25/13 $ 117,508.40 $ 20,647.67 $ 138,156.06 $ 5,447,481.14 132 02/25/13 $ 115,125.17 $ 20,211.69 $ 135,336.86 $ 5,332,355.97 133 03/25/13 $ 112,789.04 $ 19,784.55 $ 132,573.59 $ 5,219,566.93 134 04/25/13 $ 110,499.08 $ 19,366.08 $ 129,865.16 $ 5,109,067.85 135 05/25/13 $ 108,254.40 $ 18,956.10 $ 127,210.50 $ 5,000,813.45 136 06/25/13 $ 106,054.12 $ 18,554.45 $ 124,608.57 $ 4,894,759.34 137 07/25/13 $ 103,897.37 $ 18,160.97 $ 122,058.34 $ 4,790,861.96 138 08/25/13 $ 101,783.32 $ 17,775.49 $ 119,558.81 $ 4,689,078.65 139 09/25/13 $ 99,711.12 $ 17,397.85 $ 117,108.97 $ 4,589,367.53 140 10/25/13 $ 97,679.98 $ 17,027.90 $ 114,707.88 $ 4,491,687.55 141 11/25/13 $ 95,689.08 $ 16,665.49 $ 112,354.57 $ 4,395,998.47 142 12/25/13 $ 93,737.65 $ 16,310.46 $ 110,048.11 $ 4,302,260.82 143 01/25/14 $ 91,824.92 $ 15,962.67 $ 107,787.59 $ 4,210,435.90 144 02/25/14 $ 89,950.13 $ 15,621.98 $ 105,572.11 $ 4,120,485.77 145 03/25/14 $ 88,112.56 $ 15,288.24 $ 103,400.80 $ 4,032,373.21 146 04/25/14 $ 86,311.46 $ 14,961.33 $ 101,272.79 $ 3,946,061.75 147 05/25/14 $ 84,546.14 $ 14,641.09 $ 99,187.23 $ 3,861,515.61 148 06/25/14 $ 82,815.89 $ 14,327.40 $ 97,143.30 $ 3,778,699.71 149 07/25/14 $ 81,120.04 $ 14,020.14 $ 95,140.18 $ 3,697,579.67 150 08/25/14 $ 79,457.91 $ 13,719.16 $ 93,177.07 $ 3,618,121.76 151 09/25/14 $ 77,828.84 $ 13,424.36 $ 91,253.20 $ 3,540,292.92 152 10/25/14 $ 76,232.20 $ 13,135.59 $ 89,367.79 $ 3,464,060.72 153 11/25/14 $ 74,667.34 $ 12,852.75 $ 87,520.09 $ 3,389,393.38 154 12/25/14 $ 73,133.65 $ 12,575.72 $ 85,709.36 $ 3,316,259.73 155 01/25/15 $ 71,630.51 $ 12,304.37 $ 83,934.89 $ 3,244,629.22 156 02/25/15 $ 70,157.34 $ 12,038.61 $ 82,195.95 $ 3,174,471.88 157 03/25/15 $ 68,713.55 $ 11,778.31 $ 80,491.86 $ 3,105,758.33 158 04/25/15 $ 67,298.56 $ 11,523.36 $ 78,821.92 $ 3,038,459.76 159 05/25/15 $ 65,911.81 $ 11,273.67 $ 77,185.48 $ 2,972,547.95 160 06/25/15 $ 64,552.76 $ 11,029.12 $ 75,581.87 $ 2,907,995.19 161 07/25/15 $ 63,220.84 $ 10,789.61 $ 74,010.45 $ 2,844,774.35 162 08/25/15 $ 61,915.55 $ 10,555.04 $ 72,470.59 $ 2,782,858.80 163 09/25/15 $ 60,636.35 $ 10,325.32 $ 70,961.67 $ 2,722,222.45 164 10/25/15 $ 59,382.74 $ 10,100.34 $ 69,483.08 $ 2,662,839.71 165 11/25/15 $ 58,154.21 $ 9,880.02 $ 68,034.23 $ 2,604,685.50 166 12/25/15 $ 56,950.28 $ 9,664.25 $ 66,614.52 $ 2,547,735.22 167 01/25/16 $ 55,770.45 $ 9,452.95 $ 65,223.40 $ 2,491,964.77 168 02/25/16 $ 54,614.27 $ 9,246.02 $ 63,860.29 $ 2,437,350.50 169 03/25/16 $ 53,481.26 $ 9,043.39 $ 62,524.65 $ 2,383,869.24 170 04/25/16 $ 52,370.98 $ 8,844.96 $ 61,215.94 $ 2,331,498.26 171 05/25/16 $ 51,282.97 $ 8,650.65 $ 59,933.62 $ 2,280,215.30 172 06/25/16 $ 50,216.80 $ 8,460.38 $ 58,677.17 $ 2,229,998.50 173 07/25/16 $ 49,172.04 $ 8,274.06 $ 57,446.10 $ 2,180,826.46 174 08/25/16 $ 48,148.27 $ 8,091.62 $ 56,239.89 $ 2,132,678.19 175 09/25/16 $ 47,145.08 $ 7,912.97 $ 55,058.05 $ 2,085,533.10 176 10/25/16 $ 46,162.07 $ 7,738.05 $ 53,900.12 $ 2,039,371.04 177 11/25/16 $ 45,198.83 $ 7,566.78 $ 52,765.61 $ 1,994,172.20 178 12/25/16 $ 44,254.98 $ 7,399.07 $ 51,654.06 $ 1,949,917.22 179 01/25/17 $ 43,330.15 $ 7,234.88 $ 50,565.02 $ 1,906,587.07 180 02/25/17 $ 42,423.94 $ 7,074.11 $ 49,498.05 $ 1,864,163.13 181 03/25/17 $ 41,536.00 $ 6,916.70 $ 48,452.71 $ 1,822,627.13 182 04/25/17 $ 40,665.98 $ 6,762.59 $ 47,428.57 $ 1,781,961.15 183 05/25/17 $ 39,813.50 $ 6,611.71 $ 46,425.21 $ 1,742,147.65 184 06/25/17 $ 38,978.24 $ 6,463.99 $ 45,442.23 $ 1,703,169.41 185 07/25/17 $ 38,159.85 $ 6,319.37 $ 44,479.22 $ 1,665,009.55 186 08/25/17 $ 37,358.00 $ 6,177.78 $ 43,535.78 $ 1,627,651.55 187 09/25/17 $ 36,572.36 $ 6,039.17 $ 42,611.53 $ 1,591,079.19 188 10/25/17 $ 35,802.61 $ 5,903.48 $ 41,706.09 $ 1,555,276.58 189 11/25/17 $ 35,048.45 $ 5,770.64 $ 40,819.09 $ 1,520,228.13 190 12/25/17 $ 34,309.55 $ 5,640.60 $ 39,950.15 $ 1,485,918.58 191 01/25/18 $ 33,585.63 $ 5,513.30 $ 39,098.93 $ 1,452,332.95 192 02/25/18 $ 32,876.38 $ 5,388.69 $ 38,265.07 $ 1,419,456.57 193 03/25/18 $ 32,181.52 $ 5,266.70 $ 37,448.22 $ 1,387,275.05 194 04/25/18 $ 31,500.76 $ 5,147.30 $ 36,648.06 $ 1,355,774.29 195 05/25/18 $ 30,833.82 $ 5,030.42 $ 35,864.24 $ 1,324,940.47 196 06/25/18 $ 30,180.43 $ 4,916.02 $ 35,096.45 $ 1,294,760.05 197 07/25/18 $ 29,540.32 $ 4,804.04 $ 34,344.36 $ 1,265,219.73 198 08/25/18 $ 28,913.23 $ 4,694.44 $ 33,607.66 $ 1,236,306.50 199 09/25/18 $ 28,298.90 $ 4,587.16 $ 32,886.05 $ 1,208,007.61 200 10/25/18 $ 27,697.07 $ 4,482.16 $ 32,179.23 $ 1,180,310.53 201 11/25/18 $ 27,107.51 $ 4,379.39 $ 31,486.90 $ 1,153,203.02 202 12/25/18 $ 26,529.96 $ 4,278.82 $ 30,808.78 $ 1,126,673.06 203 01/25/19 $ 25,964.20 $ 4,180.38 $ 30,144.58 $ 1,100,708.86 204 02/25/19 $ 25,409.98 $ 4,084.05 $ 29,494.02 $ 1,075,298.89 205 03/25/19 $ 24,867.07 $ 3,989.77 $ 28,856.84 $ 1,050,431.81 206 04/25/19 $ 24,335.26 $ 3,897.50 $ 28,232.76 $ 1,026,096.56 207 05/25/19 $ 23,814.31 $ 3,807.21 $ 27,621.52 $ 1,002,282.24 208 06/25/19 $ 23,304.03 $ 3,718.85 $ 27,022.88 $ 978,978.21 209 07/25/19 $ 22,804.19 $ 3,632.38 $ 26,436.57 $ 956,174.03 210 08/25/19 $ 22,314.58 $ 3,547.77 $ 25,862.35 $ 933,859.45 211 09/25/19 $ 21,835.00 $ 3,464.98 $ 25,299.98 $ 912,024.45 212 10/25/19 $ 21,365.26 $ 3,383.96 $ 24,749.22 $ 890,659.18 213 11/25/19 $ 20,905.16 $ 3,304.69 $ 24,209.85 $ 869,754.02 214 12/25/19 $ 20,454.50 $ 3,227.12 $ 23,681.62 $ 849,299.52 215 01/25/20 $ 20,013.10 $ 3,151.23 $ 23,164.33 $ 829,286.42 216 02/25/20 $ 19,580.77 $ 3,076.97 $ 22,657.74 $ 809,705.65 217 03/25/20 $ 19,157.33 $ 3,004.32 $ 22,161.66 $ 790,548.32 218 04/25/20 $ 18,742.61 $ 2,933.24 $ 21,675.85 $ 771,805.71 219 05/25/20 $ 18,336.43 $ 2,863.70 $ 21,200.13 $ 753,469.27 220 06/25/20 $ 17,938.62 $ 2,795.66 $ 20,734.29 $ 735,530.65 221 07/25/20 $ 17,549.01 $ 2,729.11 $ 20,278.12 $ 717,981.64 222 08/25/20 $ 17,167.45 $ 2,663.99 $ 19,831.44 $ 700,814.19 223 09/25/20 $ 16,793.76 $ 2,600.29 $ 19,394.05 $ 684,020.43 224 10/25/20 $ 16,427.79 $ 2,537.98 $ 18,965.77 $ 667,592.64 225 11/25/20 $ 16,069.39 $ 2,477.03 $ 18,546.42 $ 651,523.26 226 12/25/20 $ 15,718.40 $ 2,417.41 $ 18,135.81 $ 635,804.86 227 01/25/21 $ 15,374.68 $ 2,359.09 $ 17,733.77 $ 620,430.17 228 02/25/21 $ 15,038.08 $ 2,302.04 $ 17,340.12 $ 605,392.09 229 03/25/21 $ 14,708.46 $ 2,246.24 $ 16,954.71 $ 590,683.63 230 04/25/21 $ 14,385.68 $ 2,191.67 $ 16,577.35 $ 576,297.94 231 05/25/21 $ 14,069.60 $ 2,138.29 $ 16,207.90 $ 562,228.34 232 06/25/21 $ 13,760.09 $ 2,086.09 $ 15,846.18 $ 548,468.25 233 07/25/21 $ 13,457.01 $ 2,035.03 $ 15,492.05 $ 535,011.23 234 08/25/21 $ 13,160.24 $ 1,985.10 $ 15,145.35 $ 521,850.99 235 09/25/21 $ 12,869.65 $ 1,936.27 $ 14,805.92 $ 508,981.34 236 10/25/21 $ 12,585.11 $ 1,888.52 $ 14,473.64 $ 496,396.23 237 11/25/21 $ 12,306.51 $ 1,841.82 $ 14,148.34 $ 484,089.71 238 12/25/21 $ 12,033.72 $ 1,796.16 $ 13,829.88 $ 472,055.99 239 01/25/22 $ 11,766.63 $ 1,751.51 $ 13,518.14 $ 460,289.36 240 02/25/22 $ 11,505.12 $ 1,707.85 $ 13,212.97 $ 448,784.24 241 03/25/22 $ 11,249.08 $ 1,665.17 $ 12,914.24 $ 437,535.16 242 04/25/22 $ 10,998.40 $ 1,623.43 $ 12,621.82 $ 426,536.77 243 05/25/22 $ 10,752.97 $ 1,582.62 $ 12,335.59 $ 415,783.80 244 06/25/22 $ 10,512.68 $ 1,542.72 $ 12,055.40 $ 405,271.12 245 07/25/22 $ 10,277.44 $ 1,503.71 $ 11,781.15 $ 394,993.68 246 08/25/22 $ 10,047.14 $ 1,465.58 $ 11,512.72 $ 384,946.54 247 09/25/22 $ 9,821.67 $ 1,428.30 $ 11,249.97 $ 375,124.87 248 10/25/22 $ 9,600.95 $ 1,391.86 $ 10,992.81 $ 365,523.92 249 11/25/22 $ 9,384.87 $ 1,356.24 $ 10,741.11 $ 356,139.05 250 12/25/22 $ 9,173.35 $ 1,321.41 $ 10,494.76 $ 346,965.70 251 01/25/23 $ 8,966.29 $ 1,287.38 $ 10,253.66 $ 337,999.41 252 02/25/23 $ 8,763.59 $ 1,254.11 $ 10,017.70 $ 329,235.82 253 03/25/23 $ 8,565.18 $ 1,221.59 $ 9,786.77 $ 320,670.64 254 04/25/23 $ 8,370.96 $ 1,189.81 $ 9,560.77 $ 312,299.68 255 05/25/23 $ 8,180.85 $ 1,158.75 $ 9,339.60 $ 304,118.84 256 06/25/23 $ 7,994.76 $ 1,128.40 $ 9,123.16 $ 296,124.07 257 07/25/23 $ 7,812.62 $ 1,098.73 $ 8,911.35 $ 288,311.46 258 08/25/23 $ 7,634.34 $ 1,069.74 $ 8,704.09 $ 280,677.11 259 09/25/23 $ 7,459.85 $ 1,041.42 $ 8,501.26 $ 273,217.27 260 10/25/23 $ 7,289.06 $ 1,013.74 $ 8,302.80 $ 265,928.21 261 11/25/23 $ 7,121.91 $ 986.69 $ 8,108.60 $ 258,806.30 262 12/25/23 $ 6,958.31 $ 960.27 $ 7,918.58 $ 251,847.98 263 01/25/24 $ 6,798.20 $ 934.45 $ 7,732.65 $ 245,049.78 264 02/25/24 $ 6,641.51 $ 909.22 $ 7,550.74 $ 238,408.27 265 03/25/24 $ 6,488.16 $ 884.58 $ 7,372.74 $ 231,920.11 266 04/25/24 $ 6,338.09 $ 860.51 $ 7,198.60 $ 225,582.02 267 05/25/24 $ 6,191.23 $ 836.99 $ 7,028.22 $ 219,390.79 268 06/25/24 $ 6,047.51 $ 814.02 $ 6,861.53 $ 213,343.28 269 07/25/24 $ 5,906.87 $ 791.58 $ 6,698.45 $ 207,436.41 270 08/25/24 $ 5,769.25 $ 769.66 $ 6,538.91 $ 201,667.16 271 09/25/24 $ 5,634.58 $ 748.26 $ 6,382.84 $ 196,032.58 272 10/25/24 $ 5,502.81 $ 727.35 $ 6,230.16 $ 190,529.77 273 11/25/24 $ 5,373.87 $ 706.93 $ 6,080.80 $ 185,155.90 274 12/25/24 $ 5,247.71 $ 686.99 $ 5,934.70 $ 179,908.18 275 01/25/25 $ 5,124.27 $ 667.52 $ 5,791.79 $ 174,783.91 276 02/25/25 $ 5,003.50 $ 648.51 $ 5,652.00 $ 169,780.41 277 03/25/25 $ 4,885.33 $ 629.94 $ 5,515.27 $ 164,895.08 278 04/25/25 $ 4,769.72 $ 611.81 $ 5,381.53 $ 160,125.36 279 05/25/25 $ 4,656.61 $ 594.12 $ 5,250.73 $ 155,468.75 280 06/25/25 $ 4,545.96 $ 576.84 $ 5,122.79 $ 150,922.79 281 07/25/25 $ 4,437.70 $ 559.97 $ 4,997.67 $ 146,485.09 282 08/25/25 $ 4,331.80 $ 543.50 $ 4,875.30 $ 142,153.29 283 09/25/25 $ 4,228.20 $ 527.43 $ 4,755.63 $ 137,925.10 284 10/25/25 $ 4,126.85 $ 511.74 $ 4,638.59 $ 133,798.25 285 11/25/25 $ 4,027.71 $ 496.43 $ 4,524.15 $ 129,770.53 286 12/25/25 $ 3,930.74 $ 481.49 $ 4,412.23 $ 125,839.79 287 01/25/26 $ 3,835.89 $ 466.90 $ 4,302.79 $ 122,003.90 288 02/25/26 $ 3,743.10 $ 452.67 $ 4,195.77 $ 118,260.80 289 03/25/26 $ 3,652.36 $ 438.78 $ 4,091.14 $ 114,608.44 290 04/25/26 $ 3,563.60 $ 425.23 $ 3,988.82 $ 111,044.85 291 05/25/26 $ 3,476.78 $ 412.00 $ 3,888.79 $ 107,568.06 292 06/25/26 $ 3,391.88 $ 399.10 $ 3,790.98 $ 104,176.18 293 07/25/26 $ 3,308.84 $ 386.52 $ 3,695.36 $ 100,867.34 294 08/25/26 $ 3,227.64 $ 374.24 $ 3,601.88 $ 97,639.70 295 09/25/26 $ 3,148.22 $ 362.27 $ 3,510.49 $ 94,491.48 296 10/25/26 $ 3,070.56 $ 350.58 $ 3,421.14 $ 91,420.92 297 11/25/26 $ 2,994.62 $ 339.19 $ 3,333.81 $ 88,426.31 298 12/25/26 $ 2,920.35 $ 328.08 $ 3,248.43 $ 85,505.95 299 01/25/27 $ 2,847.74 $ 317.24 $ 3,164.98 $ 82,658.22 300 02/25/27 $ 2,776.73 $ 306.68 $ 3,083.41 $ 79,881.49 301 03/25/27 $ 2,707.30 $ 296.37 $ 3,003.68 $ 77,174.18 302 04/25/27 $ 2,639.42 $ 286.33 $ 2,925.75 $ 74,534.76 303 05/25/27 $ 2,573.05 $ 276.54 $ 2,849.59 $ 71,961.71 304 06/25/27 $ 2,508.17 $ 266.99 $ 2,775.16 $ 69,453.54 305 07/25/27 $ 2,444.73 $ 257.68 $ 2,702.41 $ 67,008.81 306 08/25/27 $ 2,382.71 $ 248.61 $ 2,631.32 $ 64,626.09 307 09/25/27 $ 2,322.09 $ 239.77 $ 2,561.86 $ 62,304.01 308 10/25/27 $ 2,262.82 $ 231.15 $ 2,493.97 $ 60,041.19 309 11/25/27 $ 2,204.89 $ 222.76 $ 2,427.64 $ 57,836.30 310 12/25/27 $ 2,148.26 $ 214.58 $ 2,362.83 $ 55,688.05 311 01/25/28 $ 2,092.90 $ 206.60 $ 2,299.51 $ 53,595.15 312 02/25/28 $ 2,038.80 $ 198.84 $ 2,237.64 $ 51,556.35 313 03/25/28 $ 1,985.92 $ 191.27 $ 2,177.19 $ 49,570.43 314 04/25/28 $ 1,934.23 $ 183.91 $ 2,118.14 $ 47,636.20 315 05/25/28 $ 1,883.72 $ 176.73 $ 2,060.45 $ 45,752.48 316 06/25/28 $ 1,834.36 $ 169.74 $ 2,004.10 $ 43,918.12 317 07/25/28 $ 1,786.12 $ 162.93 $ 1,949.05 $ 42,132.00 318 08/25/28 $ 1,738.98 $ 156.30 $ 1,895.28 $ 40,393.03 319 09/25/28 $ 1,692.91 $ 149.85 $ 1,842.76 $ 38,700.12 320 10/25/28 $ 1,647.90 $ 143.57 $ 1,791.47 $ 37,052.22 321 11/25/28 $ 1,603.92 $ 137.46 $ 1,741.37 $ 35,448.30 322 12/25/28 $ 1,560.94 $ 131.51 $ 1,692.45 $ 33,887.36 323 01/25/29 $ 1,518.96 $ 125.71 $ 1,644.67 $ 32,368.40 324 02/25/29 $ 1,477.94 $ 120.08 $ 1,598.02 $ 30,890.46 325 03/25/29 $ 1,437.86 $ 114.59 $ 1,552.46 $ 29,452.60 326 04/25/29 $ 1,398.72 $ 109.26 $ 1,507.97 $ 28,053.88 327 05/25/29 $ 1,360.47 $ 104.07 $ 1,464.54 $ 26,693.41 328 06/25/29 $ 1,323.12 $ 99.02 $ 1,422.14 $ 25,370.29 329 07/25/29 $ 1,286.63 $ 94.11 $ 1,380.74 $ 24,083.67 330 08/25/29 $ 1,250.99 $ 89.34 $ 1,340.32 $ 22,832.68 331 09/25/29 $ 1,216.18 $ 84.70 $ 1,300.87 $ 21,616.50 332 10/25/29 $ 1,182.18 $ 80.18 $ 1,262.36 $ 20,434.32 333 11/25/29 $ 1,148.98 $ 75.80 $ 1,224.77 $ 19,285.34 334 12/25/29 $ 1,116.55 $ 71.53 $ 1,188.09 $ 18,168.79 335 01/25/30 $ 1,084.89 $ 67.39 $ 1,152.28 $ 17,083.90 336 02/25/30 $ 1,053.98 $ 63.36 $ 1,117.34 $ 16,029.92 337 03/25/30 $ 1,023.79 $ 59.45 $ 1,083.24 $ 15,006.13 338 04/25/30 $ 994.31 $ 55.65 $ 1,049.97 $ 14,011.82 339 05/25/30 $ 965.53 $ 51.97 $ 1,017.50 $ 13,046.29 340 06/25/30 $ 937.44 $ 48.38 $ 985.82 $ 12,108.85 341 07/25/30 $ 910.01 $ 44.90 $ 954.92 $ 11,198.84 342 08/25/30 $ 883.24 $ 41.53 $ 924.76 $ 10,315.60 343 09/25/30 $ 857.10 $ 38.25 $ 895.35 $ 9,458.50 344 10/25/30 $ 831.59 $ 35.07 $ 866.66 $ 8,626.91 345 11/25/30 $ 806.69 $ 31.98 $ 838.68 $ 7,820.22 346 12/25/30 $ 782.39 $ 28.99 $ 811.39 $ 7,037.82 347 01/25/31 $ 758.68 $ 26.09 $ 784.77 $ 6,279.14 348 02/25/31 $ 735.54 $ 23.27 $ 758.81 $ 5,543.61 349 03/25/31 $ 689.59 $ 20.54 $ 710.13 $ 4,854.02 350 04/25/31 $ 668.32 $ 17.99 $ 686.31 $ 4,185.70 351 05/25/31 $ 647.57 $ 15.52 $ 663.08 $ 3,538.14 352 06/25/31 $ 627.32 $ 13.12 $ 640.44 $ 2,910.82 353 07/25/31 $ 607.57 $ 10.79 $ 618.36 $ 2,303.25 354 08/25/31 $ 588.30 $ 8.54 $ 596.84 $ 1,714.95 355 09/25/31 $ 569.50 $ 6.36 $ 575.87 $ 1,145.45 356 10/25/31 $ 551.17 $ 4.26 $ 555.42 $ 594.28 357 11/25/31 $ 533.29 $ 2.21 $ 535.50 $ 60.99 358 12/25/31 $ 60.99 $ 0.24 $ 61.23 $ -
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 (A3) --- 25 CPR LIBOR_1YR=2.41875 CMT_1YR=2.2000
Period Date Principal Interest Cash Flow Balance Total $80,321,000.00 $14,632,677.95 $94,953,677.95 0 02/21/02 $ - $ - $ - $80,321,000.00 1 03/25/02 $2,047,276.59 $ 384,804.52 $2,432,081.11 $78,273,723.41 2 04/25/02 $1,997,240.44 $ 374,996.36 $2,372,236.80 $76,276,482.98 3 05/25/02 $1,948,416.26 $ 365,427.92 $2,313,844.18 $74,328,066.72 4 06/25/02 $1,900,774.84 $ 356,093.38 $2,256,868.22 $72,427,291.87 5 07/25/02 $1,854,287.67 $ 346,987.08 $2,201,274.76 $70,573,004.20 6 08/25/02 $1,808,926.91 $ 338,103.50 $2,147,030.42 $68,764,077.29 7 09/25/02 $1,764,665.41 $ 329,437.23 $2,094,102.64 $66,999,411.88 8 10/25/02 $1,721,476.64 $ 320,983.02 $2,042,459.66 $65,277,935.23 9 11/25/02 $1,679,334.75 $ 312,735.71 $1,992,070.46 $63,598,600.49 10 12/25/02 $1,638,214.47 $ 304,690.30 $1,942,904.76 $61,960,386.02 11 01/25/03 $1,598,091.16 $ 296,841.88 $1,894,933.04 $60,362,294.86 12 02/25/03 $1,558,940.77 $ 289,185.69 $1,848,126.47 $58,803,354.09 13 03/25/03 $1,520,739.83 $ 281,717.07 $1,802,456.89 $57,282,614.26 14 04/25/03 $1,483,465.41 $ 274,431.46 $1,757,896.87 $55,799,148.85 15 05/25/03 $1,447,095.17 $ 267,324.42 $1,714,419.59 $54,352,053.68 16 06/25/03 $1,411,607.27 $ 260,391.63 $1,671,998.90 $52,940,446.40 17 07/25/03 $1,376,980.43 $ 253,628.86 $1,630,609.28 $51,563,465.98 18 08/25/03 $1,343,193.84 $ 247,031.97 $1,590,225.81 $50,220,272.13 19 09/25/03 $1,310,227.23 $ 240,596.95 $1,550,824.18 $48,910,044.90 20 10/25/03 $1,278,060.79 $ 234,319.87 $1,512,380.67 $47,631,984.11 21 11/25/03 $1,246,675.21 $ 228,196.90 $1,474,872.10 $46,385,308.90 22 12/25/03 $1,216,051.61 $ 222,224.28 $1,438,275.89 $45,169,257.30 23 01/25/04 $1,186,171.60 $ 216,398.38 $1,402,569.98 $43,983,085.70 24 02/25/04 $1,157,017.21 $ 210,715.63 $1,367,732.84 $42,826,068.49 25 03/25/04 $1,128,570.91 $ 205,172.56 $1,333,743.46 $41,697,497.58 26 04/25/04 $1,100,815.59 $ 199,765.76 $1,300,581.35 $40,596,682.00 27 05/25/04 $1,073,734.55 $ 194,491.94 $1,268,226.49 $39,522,947.45 28 06/25/04 $1,047,311.50 $ 189,347.85 $1,236,659.35 $38,475,635.95 29 07/25/04 $1,021,530.52 $ 184,330.36 $1,205,860.88 $37,454,105.43 30 08/25/04 $ 962,952.95 $ 179,436.38 $1,142,389.33 $36,491,152.48 31 09/25/04 $ 938,883.18 $ 174,823.03 $1,113,706.21 $35,552,269.30 32 10/25/04 $ 915,404.58 $ 170,325.00 $1,085,729.57 $34,636,864.72 33 11/25/04 $ 892,502.78 $ 165,939.45 $1,058,442.22 $33,744,361.95 34 12/25/04 $ 870,163.77 $ 161,663.61 $1,031,827.38 $32,874,198.18 35 01/25/05 $ 848,373.87 $ 157,494.80 $1,005,868.68 $32,025,824.30 36 02/25/05 $ 827,119.75 $ 153,430.39 $ 980,550.14 $31,198,704.56 37 03/25/05 $ 775,894.30 $ 149,467.79 $ 925,362.09 $30,422,810.26 38 04/25/05 $ 756,829.41 $ 145,750.61 $ 902,580.03 $29,665,980.84 39 05/25/05 $ 738,228.89 $ 142,124.77 $ 880,353.66 $28,927,751.95 40 06/25/05 $ 720,081.49 $ 138,588.04 $ 858,669.53 $28,207,670.46 41 07/25/05 $ 702,376.24 $ 135,138.25 $ 837,514.49 $27,505,294.22 42 08/25/05 $ 685,102.45 $ 131,773.28 $ 816,875.73 $26,820,191.76 43 09/25/05 $ 668,249.67 $ 128,491.07 $ 796,740.74 $26,151,942.09 44 10/25/05 $ 651,807.71 $ 125,289.60 $ 777,097.30 $25,500,134.38 45 11/25/05 $ 635,766.61 $ 122,166.89 $ 757,933.51 $24,864,367.77 46 12/25/05 $ 620,116.68 $ 119,121.04 $ 739,237.72 $24,244,251.09 47 01/25/06 $ 604,848.44 $ 116,150.17 $ 720,998.60 $23,639,402.65 48 02/25/06 $ 589,952.64 $ 113,252.44 $ 703,205.07 $23,049,450.01 49 03/25/06 $ 575,420.25 $ 110,426.07 $ 685,846.33 $22,474,029.76 50 04/25/06 $ 561,242.49 $ 107,669.33 $ 668,911.82 $21,912,787.27 51 05/25/06 $ 547,410.74 $ 104,980.51 $ 652,391.25 $21,365,376.53 52 06/25/06 $ 533,916.63 $ 102,357.96 $ 636,274.59 $20,831,459.91 53 07/25/06 $ 520,751.97 $ 99,800.05 $ 620,552.02 $20,310,707.94 54 08/25/06 $ 507,908.77 $ 97,305.22 $ 605,213.99 $19,802,799.17 55 09/25/06 $ 495,379.25 $ 94,871.91 $ 590,251.16 $19,307,419.92 56 10/25/06 $ 483,155.79 $ 92,498.63 $ 575,654.42 $18,824,264.12 57 11/25/06 $ 471,230.98 $ 90,183.91 $ 561,414.89 $18,353,033.15 58 12/25/06 $ 459,597.56 $ 87,926.32 $ 547,523.89 $17,893,435.58 59 01/25/07 $ 448,248.48 $ 85,724.47 $ 533,972.95 $17,445,187.10 60 02/25/07 $ 437,176.83 $ 83,576.98 $ 520,753.81 $17,008,010.28 61 03/25/07 $ 426,375.88 $ 81,482.54 $ 507,858.42 $16,581,634.40 62 04/25/07 $ 415,839.06 $ 79,439.85 $ 495,278.91 $16,165,795.34 63 05/25/07 $ 405,559.96 $ 77,447.63 $ 483,007.59 $15,760,235.38 64 06/25/07 $ 395,532.33 $ 75,504.66 $ 471,036.99 $15,364,703.05 65 07/25/07 $ 385,750.05 $ 73,609.73 $ 459,359.79 $14,978,953.00 66 08/25/07 $ 376,207.18 $ 71,761.67 $ 447,968.85 $14,602,745.81 67 09/25/07 $ 366,897.90 $ 69,959.32 $ 436,857.22 $14,235,847.91 68 10/25/07 $ 357,816.53 $ 68,201.57 $ 426,018.11 $13,878,031.38 69 11/25/07 $ 348,957.55 $ 66,487.34 $ 415,444.88 $13,529,073.83 70 12/25/07 $ 340,315.53 $ 64,815.54 $ 405,131.07 $13,188,758.30 71 01/25/08 $ 331,885.22 $ 63,185.14 $ 395,070.37 $12,856,873.08 72 02/25/08 $ 323,661.47 $ 61,595.14 $ 385,256.61 $12,533,211.60 73 03/25/08 $ 315,639.26 $ 60,044.53 $ 375,683.79 $12,217,572.35 74 04/25/08 $ 307,813.68 $ 58,532.35 $ 366,346.04 $11,909,758.66 75 05/25/08 $ 300,179.97 $ 57,057.67 $ 357,237.64 $11,609,578.69 76 06/25/08 $ 292,733.44 $ 55,619.56 $ 348,353.00 $11,316,845.25 77 07/25/08 $ 285,469.56 $ 54,217.12 $ 339,686.68 $11,031,375.69 78 08/25/08 $ 278,383.87 $ 52,849.48 $ 331,233.35 $10,752,991.82 79 09/25/08 $ 271,472.05 $ 51,515.79 $ 322,987.84 $10,481,519.77 80 10/25/08 $ 264,729.85 $ 50,215.21 $ 314,945.07 $10,216,789.92 81 11/25/08 $ 258,153.16 $ 48,946.94 $ 307,100.10 $ 9,958,636.75 82 12/25/08 $ 254,326.91 $ 41,152.49 $ 295,479.39 $ 9,704,309.85 83 01/25/09 $ 247,942.52 $ 40,103.13 $ 288,045.64 $ 9,456,367.33 84 02/25/09 $ 241,716.40 $ 39,080.07 $ 280,796.47 $ 9,214,650.93 85 03/25/09 $ 236,106.81 $ 36,431.54 $ 272,538.35 $ 8,978,544.11 86 04/25/09 $ 230,163.26 $ 35,498.89 $ 265,662.16 $ 8,748,380.85 87 05/25/09 $ 224,367.41 $ 34,589.70 $ 258,957.11 $ 8,524,013.44 88 06/25/09 $ 218,715.61 $ 33,703.39 $ 252,419.00 $ 8,305,297.83 89 07/25/09 $ 213,204.32 $ 32,839.38 $ 246,043.70 $ 8,092,093.51 90 08/25/09 $ 207,830.09 $ 31,997.13 $ 239,827.21 $ 7,884,263.43 91 09/25/09 $ 202,589.53 $ 31,176.08 $ 233,765.61 $ 7,681,673.90 92 10/25/09 $ 197,479.36 $ 30,375.72 $ 227,855.08 $ 7,484,194.54 93 11/25/09 $ 192,496.36 $ 29,595.54 $ 222,091.90 $ 7,291,698.18 94 12/25/09 $ 187,637.40 $ 28,835.02 $ 216,472.43 $ 7,104,060.78 95 01/25/10 $ 182,899.43 $ 28,093.68 $ 210,993.12 $ 6,921,161.35 96 02/25/10 $ 178,279.46 $ 27,371.05 $ 205,650.51 $ 6,742,881.88 97 03/25/10 $ 173,774.59 $ 26,666.65 $ 200,441.24 $ 6,569,107.29 98 04/25/10 $ 169,381.97 $ 25,980.04 $ 195,362.01 $ 6,399,725.32 99 05/25/10 $ 165,098.84 $ 25,310.77 $ 190,409.61 $ 6,234,626.48 100 06/25/10 $ 160,922.50 $ 24,658.40 $ 185,580.90 $ 6,073,703.98 101 07/25/10 $ 156,850.31 $ 24,022.53 $ 180,872.84 $ 5,916,853.67 102 08/25/10 $ 152,879.70 $ 23,402.73 $ 176,282.43 $ 5,763,973.96 103 09/25/10 $ 149,008.17 $ 22,798.60 $ 171,806.78 $ 5,614,965.79 104 10/25/10 $ 145,233.27 $ 22,209.76 $ 167,443.04 $ 5,469,732.52 105 11/25/10 $ 141,552.61 $ 21,635.83 $ 163,188.44 $ 5,328,179.91 106 12/25/10 $ 137,963.87 $ 21,076.43 $ 159,040.30 $ 5,190,216.03 107 01/25/11 $ 134,464.78 $ 20,531.20 $ 154,995.98 $ 5,055,751.25 108 02/25/11 $ 131,053.12 $ 19,999.78 $ 151,052.90 $ 4,924,698.13 109 03/25/11 $ 127,726.73 $ 19,481.84 $ 147,208.56 $ 4,796,971.41 110 04/25/11 $ 124,483.50 $ 18,977.02 $ 143,460.52 $ 4,672,487.91 111 05/25/11 $ 121,321.38 $ 18,485.02 $ 139,806.40 $ 4,551,166.53 112 06/25/11 $ 118,238.36 $ 18,005.50 $ 136,243.86 $ 4,432,928.18 113 07/25/11 $ 115,232.48 $ 17,538.16 $ 132,770.64 $ 4,317,695.69 114 08/25/11 $ 112,301.85 $ 17,082.69 $ 129,384.53 $ 4,205,393.85 115 09/25/11 $ 109,444.58 $ 16,638.79 $ 126,083.37 $ 4,095,949.26 116 10/25/11 $ 106,658.88 $ 16,206.17 $ 122,865.05 $ 3,989,290.38 117 11/25/11 $ 103,942.97 $ 15,784.56 $ 119,727.52 $ 3,885,347.41 118 12/25/11 $ 101,521.96 $ 14,648.67 $ 116,170.63 $ 3,783,825.46 119 01/25/12 $ 98,929.18 $ 14,266.03 $ 113,195.21 $ 3,684,896.28 120 02/25/12 $ 96,401.54 $ 13,893.16 $ 110,294.70 $ 3,588,494.75 121 03/25/12 $ 93,937.42 $ 13,529.81 $ 107,467.23 $ 3,494,557.32 122 04/25/12 $ 91,600.48 $ 12,965.73 $ 104,566.22 $ 3,402,956.84 123 05/25/12 $ 89,255.47 $ 12,625.88 $ 101,881.35 $ 3,313,701.36 124 06/25/12 $ 86,969.49 $ 12,294.72 $ 99,264.21 $ 3,226,731.87 125 07/25/12 $ 84,741.07 $ 11,972.05 $ 96,713.11 $ 3,141,990.80 126 08/25/12 $ 82,568.78 $ 11,657.64 $ 94,226.41 $ 3,059,422.03 127 09/25/12 $ 80,451.22 $ 11,351.29 $ 91,802.51 $ 2,978,970.81 128 10/25/12 $ 78,387.03 $ 11,052.80 $ 89,439.83 $ 2,900,583.79 129 11/25/12 $ 76,374.88 $ 10,761.97 $ 87,136.85 $ 2,824,208.91 130 12/25/12 $ 74,413.48 $ 10,478.60 $ 84,892.08 $ 2,749,795.42 131 01/25/13 $ 72,501.57 $ 10,202.51 $ 82,704.08 $ 2,677,293.86 132 02/25/13 $ 70,637.91 $ 9,933.51 $ 80,571.42 $ 2,606,655.95 133 03/25/13 $ 68,821.30 $ 9,671.43 $ 78,492.73 $ 2,537,834.65 134 04/25/13 $ 67,050.57 $ 9,416.09 $ 76,466.65 $ 2,470,784.08 135 05/25/13 $ 65,324.57 $ 9,167.31 $ 74,491.88 $ 2,405,459.52 136 06/25/13 $ 63,642.19 $ 8,924.95 $ 72,567.14 $ 2,341,817.32 137 07/25/13 $ 62,002.35 $ 8,688.82 $ 70,691.17 $ 2,279,814.97 138 08/25/13 $ 60,403.98 $ 8,458.78 $ 68,862.75 $ 2,219,411.00 139 09/25/13 $ 58,846.04 $ 8,234.66 $ 67,080.70 $ 2,160,564.96 140 10/25/13 $ 57,327.53 $ 8,016.33 $ 65,343.86 $ 2,103,237.43 141 11/25/13 $ 55,847.47 $ 7,803.63 $ 63,651.10 $ 2,047,389.96 142 12/25/13 $ 54,404.89 $ 7,596.42 $ 62,001.31 $ 1,992,985.07 143 01/25/14 $ 52,998.86 $ 7,394.57 $ 60,393.43 $ 1,939,986.21 144 02/25/14 $ 51,628.46 $ 7,197.93 $ 58,826.39 $ 1,888,357.74 145 03/25/14 $ 50,292.81 $ 7,006.38 $ 57,299.19 $ 1,838,064.93 146 04/25/14 $ 48,991.04 $ 6,819.78 $ 55,810.82 $ 1,789,073.89 147 05/25/14 $ 47,722.29 $ 6,638.01 $ 54,360.30 $ 1,741,351.60 148 06/25/14 $ 46,485.75 $ 6,460.95 $ 52,946.70 $ 1,694,865.84 149 07/25/14 $ 45,280.61 $ 6,288.47 $ 51,569.08 $ 1,649,585.23 150 08/25/14 $ 44,106.08 $ 6,120.47 $ 50,226.55 $ 1,605,479.15 151 09/25/14 $ 42,961.39 $ 5,956.83 $ 48,918.22 $ 1,562,517.76 152 10/25/14 $ 41,845.81 $ 5,797.43 $ 47,643.24 $ 1,520,671.95 153 11/25/14 $ 40,758.60 $ 5,642.17 $ 46,400.76 $ 1,479,913.36 154 12/25/14 $ 39,699.04 $ 5,490.94 $ 45,189.98 $ 1,440,214.32 155 01/25/15 $ 38,666.45 $ 5,343.65 $ 44,010.10 $ 1,401,547.86 156 02/25/15 $ 37,660.15 $ 5,200.19 $ 42,860.34 $ 1,363,887.71 157 03/25/15 $ 36,679.49 $ 5,060.46 $ 41,739.95 $ 1,327,208.22 158 04/25/15 $ 35,723.81 $ 4,924.37 $ 40,648.18 $ 1,291,484.41 159 05/25/15 $ 34,792.50 $ 4,791.82 $ 39,584.32 $ 1,256,691.91 160 06/25/15 $ 33,884.93 $ 4,662.73 $ 38,547.67 $ 1,222,806.98 161 07/25/15 $ 33,000.52 $ 4,537.01 $ 37,537.54 $ 1,189,806.45 162 08/25/15 $ 32,138.69 $ 4,414.57 $ 36,553.26 $ 1,157,667.76 163 09/25/15 $ 31,298.86 $ 4,295.33 $ 35,594.19 $ 1,126,368.91 164 10/25/15 $ 30,480.48 $ 4,179.20 $ 34,659.68 $ 1,095,888.43 165 11/25/15 $ 29,683.02 $ 4,066.11 $ 33,749.13 $ 1,066,205.41 166 12/25/15 $ 28,905.94 $ 3,955.98 $ 32,861.92 $ 1,037,299.46 167 01/25/16 $ 28,148.75 $ 3,848.73 $ 31,997.47 $ 1,009,150.72 168 02/25/16 $ 27,410.92 $ 3,744.29 $ 31,155.21 $ 981,739.79 169 03/25/16 $ 26,691.99 $ 3,642.59 $ 30,334.57 $ 955,047.81 170 04/25/16 $ 25,991.47 $ 3,543.55 $ 29,535.02 $ 929,056.34 171 05/25/16 $ 25,308.89 $ 3,447.11 $ 28,756.01 $ 903,747.44 172 06/25/16 $ 24,643.82 $ 3,353.21 $ 27,997.03 $ 879,103.62 173 07/25/16 $ 23,995.80 $ 3,261.78 $ 27,257.57 $ 855,107.83 174 08/25/16 $ 23,364.41 $ 3,172.74 $ 26,537.15 $ 831,743.42 175 09/25/16 $ 22,749.22 $ 3,086.05 $ 25,835.28 $ 808,994.20 176 10/25/16 $ 22,149.83 $ 3,001.65 $ 25,151.48 $ 786,844.37 177 11/25/16 $ 21,565.85 $ 2,919.47 $ 24,485.31 $ 765,278.52 178 12/25/16 $ 20,996.87 $ 2,839.45 $ 23,836.32 $ 744,281.65 179 01/25/17 $ 20,442.52 $ 2,761.55 $ 23,204.07 $ 723,839.13 180 02/25/17 $ 19,902.44 $ 2,685.70 $ 22,588.14 $ 703,936.69 181 03/25/17 $ 19,376.26 $ 2,611.85 $ 21,988.12 $ 684,560.42 182 04/25/17 $ 18,863.63 $ 2,539.96 $ 21,403.60 $ 665,696.79 183 05/25/17 $ 18,364.21 $ 2,469.97 $ 20,834.19 $ 647,332.58 184 06/25/17 $ 17,877.67 $ 2,401.83 $ 20,279.50 $ 629,454.91 185 07/25/17 $ 17,403.67 $ 2,335.50 $ 19,739.17 $ 612,051.24 186 08/25/17 $ 16,941.91 $ 2,270.93 $ 19,212.83 $ 595,109.33 187 09/25/17 $ 16,492.06 $ 2,208.07 $ 18,700.13 $ 578,617.27 188 10/25/17 $ 16,053.84 $ 2,146.88 $ 18,200.71 $ 562,563.43 189 11/25/17 $ 15,626.94 $ 2,087.31 $ 17,714.25 $ 546,936.50 190 12/25/17 $ 15,211.07 $ 2,029.33 $ 17,240.41 $ 531,725.43 191 01/25/18 $ 14,805.97 $ 1,972.90 $ 16,778.87 $ 516,919.45 192 02/25/18 $ 14,411.35 $ 1,917.96 $ 16,329.31 $ 502,508.10 193 03/25/18 $ 14,026.95 $ 1,864.49 $ 15,891.44 $ 488,481.15 194 04/25/18 $ 13,652.51 $ 1,812.44 $ 15,464.96 $ 474,828.63 195 05/25/18 $ 13,287.78 $ 1,761.79 $ 15,049.57 $ 461,540.85 196 06/25/18 $ 12,932.51 $ 1,712.49 $ 14,645.00 $ 448,608.34 197 07/25/18 $ 12,586.46 $ 1,664.50 $ 14,250.96 $ 436,021.88 198 08/25/18 $ 12,249.40 $ 1,617.80 $ 13,867.20 $ 423,772.48 199 09/25/18 $ 11,921.09 $ 1,572.35 $ 13,493.44 $ 411,851.39 200 10/25/18 $ 11,601.31 $ 1,528.12 $ 13,129.44 $ 400,250.08 201 11/25/18 $ 11,289.86 $ 1,485.08 $ 12,774.94 $ 388,960.22 202 12/25/18 $ 10,986.51 $ 1,443.19 $ 12,429.70 $ 377,973.72 203 01/25/19 $ 10,691.05 $ 1,402.42 $ 12,093.48 $ 367,282.66 204 02/25/19 $ 10,403.30 $ 1,362.76 $ 11,766.06 $ 356,879.36 205 03/25/19 $ 10,123.05 $ 1,324.16 $ 11,447.21 $ 346,756.31 206 04/25/19 $ 9,850.11 $ 1,286.60 $ 11,136.70 $ 336,906.21 207 05/25/19 $ 9,584.29 $ 1,250.05 $ 10,834.34 $ 327,321.92 208 06/25/19 $ 9,325.41 $ 1,214.49 $ 10,539.90 $ 317,996.51 209 07/25/19 $ 9,073.30 $ 1,179.89 $ 10,253.19 $ 308,923.22 210 08/25/19 $ 8,827.78 $ 1,146.22 $ 9,974.00 $ 300,095.44 211 09/25/19 $ 8,588.68 $ 1,113.47 $ 9,702.15 $ 291,506.76 212 10/25/19 $ 8,355.84 $ 1,081.60 $ 9,437.44 $ 283,150.92 213 11/25/19 $ 8,129.10 $ 1,050.60 $ 9,179.70 $ 275,021.81 214 12/25/19 $ 7,908.31 $ 1,020.44 $ 8,928.74 $ 267,113.51 215 01/25/20 $ 7,693.30 $ 991.09 $ 8,684.40 $ 259,420.20 216 02/25/20 $ 7,483.94 $ 962.55 $ 8,446.49 $ 251,936.26 217 03/25/20 $ 7,280.08 $ 934.78 $ 8,214.86 $ 244,656.19 218 04/25/20 $ 7,081.57 $ 907.77 $ 7,989.34 $ 237,574.62 219 05/25/20 $ 6,888.28 $ 881.49 $ 7,769.77 $ 230,686.34 220 06/25/20 $ 6,700.08 $ 855.94 $ 7,556.01 $ 223,986.26 221 07/25/20 $ 6,516.83 $ 831.08 $ 7,347.91 $ 217,469.43 222 08/25/20 $ 6,338.41 $ 806.90 $ 7,145.31 $ 211,131.02 223 09/25/20 $ 6,164.70 $ 783.38 $ 6,948.08 $ 204,966.32 224 10/25/20 $ 5,995.57 $ 760.51 $ 6,756.07 $ 198,970.75 225 11/25/20 $ 5,830.90 $ 738.26 $ 6,569.16 $ 193,139.85 226 12/25/20 $ 5,670.58 $ 716.62 $ 6,387.21 $ 187,469.27 227 01/25/21 $ 5,514.51 $ 695.58 $ 6,210.09 $ 181,954.76 228 02/25/21 $ 5,362.56 $ 675.12 $ 6,037.68 $ 176,592.21 229 03/25/21 $ 5,214.63 $ 655.23 $ 5,869.86 $ 171,377.58 230 04/25/21 $ 5,070.62 $ 635.88 $ 5,706.50 $ 166,306.95 231 05/25/21 $ 4,930.43 $ 617.06 $ 5,547.50 $ 161,376.52 232 06/25/21 $ 4,793.96 $ 598.77 $ 5,392.73 $ 156,582.55 233 07/25/21 $ 4,661.12 $ 580.98 $ 5,242.10 $ 151,921.44 234 08/25/21 $ 4,531.80 $ 563.69 $ 5,095.49 $ 147,389.63 235 09/25/21 $ 4,405.92 $ 546.87 $ 4,952.80 $ 142,983.71 236 10/25/21 $ 4,283.40 $ 530.53 $ 4,813.92 $ 138,700.31 237 11/25/21 $ 4,164.13 $ 514.63 $ 4,678.76 $ 134,536.18 238 12/25/21 $ 4,048.04 $ 499.18 $ 4,547.23 $ 130,488.14 239 01/25/22 $ 3,935.05 $ 484.16 $ 4,419.22 $ 126,553.08 240 02/25/22 $ 3,825.08 $ 469.56 $ 4,294.64 $ 122,728.00 241 03/25/22 $ 3,718.04 $ 455.37 $ 4,173.41 $ 119,009.96 242 04/25/22 $ 3,613.87 $ 441.57 $ 4,055.44 $ 115,396.09 243 05/25/22 $ 3,512.48 $ 428.16 $ 3,940.65 $ 111,883.60 244 06/25/22 $ 3,413.81 $ 415.13 $ 3,828.94 $ 108,469.79 245 07/25/22 $ 3,317.78 $ 402.47 $ 3,720.25 $ 105,152.01 246 08/25/22 $ 3,224.33 $ 390.15 $ 3,614.49 $ 101,927.68 247 09/25/22 $ 3,133.39 $ 378.19 $ 3,511.58 $ 98,794.29 248 10/25/22 $ 3,044.89 $ 366.57 $ 3,411.45 $ 95,749.40 249 11/25/22 $ 2,958.77 $ 355.27 $ 3,314.04 $ 92,790.63 250 12/25/22 $ 2,874.97 $ 344.29 $ 3,219.26 $ 89,915.66 251 01/25/23 $ 2,793.42 $ 333.62 $ 3,127.05 $ 87,122.24 252 02/25/23 $ 2,714.08 $ 323.26 $ 3,037.34 $ 84,408.16 253 03/25/23 $ 2,636.87 $ 313.19 $ 2,950.06 $ 81,771.28 254 04/25/23 $ 2,561.75 $ 303.40 $ 2,865.16 $ 79,209.53 255 05/25/23 $ 2,488.67 $ 293.90 $ 2,782.56 $ 76,720.86 256 06/25/23 $ 2,417.55 $ 284.66 $ 2,702.22 $ 74,303.31 257 07/25/23 $ 2,348.37 $ 275.69 $ 2,624.06 $ 71,954.94 258 08/25/23 $ 2,281.06 $ 266.98 $ 2,548.04 $ 69,673.88 259 09/25/23 $ 2,215.58 $ 258.52 $ 2,474.09 $ 67,458.30 260 10/25/23 $ 2,151.87 $ 250.30 $ 2,402.17 $ 65,306.43 261 11/25/23 $ 2,089.90 $ 242.31 $ 2,332.21 $ 63,216.53 262 12/25/23 $ 2,029.61 $ 234.56 $ 2,264.17 $ 61,186.91 263 01/25/24 $ 1,970.97 $ 227.03 $ 2,198.00 $ 59,215.94 264 02/25/24 $ 1,913.92 $ 219.71 $ 2,133.64 $ 57,302.02 265 03/25/24 $ 1,858.44 $ 212.61 $ 2,071.05 $ 55,443.58 266 04/25/24 $ 1,804.46 $ 205.72 $ 2,010.18 $ 53,639.12 267 05/25/24 $ 1,751.97 $ 199.02 $ 1,950.99 $ 51,887.15 268 06/25/24 $ 1,700.91 $ 192.52 $ 1,893.43 $ 50,186.24 269 07/25/24 $ 1,651.25 $ 186.21 $ 1,837.46 $ 48,534.99 270 08/25/24 $ 1,602.95 $ 180.08 $ 1,783.03 $ 46,932.04 271 09/25/24 $ 1,555.98 $ 174.13 $ 1,730.12 $ 45,376.06 272 10/25/24 $ 1,510.30 $ 168.36 $ 1,678.66 $ 43,865.76 273 11/25/24 $ 1,465.88 $ 162.76 $ 1,628.64 $ 42,399.88 274 12/25/24 $ 1,422.68 $ 157.32 $ 1,580.00 $ 40,977.20 275 01/25/25 $ 1,380.67 $ 152.04 $ 1,532.71 $ 39,596.52 276 02/25/25 $ 1,339.83 $ 146.92 $ 1,486.74 $ 38,256.70 277 03/25/25 $ 1,300.11 $ 141.94 $ 1,442.05 $ 36,956.59 278 04/25/25 $ 1,261.49 $ 137.12 $ 1,398.61 $ 35,695.10 279 05/25/25 $ 1,223.94 $ 132.44 $ 1,356.38 $ 34,471.15 280 06/25/25 $ 1,187.44 $ 127.90 $ 1,315.34 $ 33,283.72 281 07/25/25 $ 1,151.94 $ 123.49 $ 1,275.44 $ 32,131.77 282 08/25/25 $ 1,117.44 $ 119.22 $ 1,236.66 $ 31,014.33 283 09/25/25 $ 1,083.89 $ 115.07 $ 1,198.97 $ 29,930.44 284 10/25/25 $ 1,051.28 $ 111.05 $ 1,162.33 $ 28,879.16 285 11/25/25 $ 1,019.58 $ 107.15 $ 1,126.73 $ 27,859.57 286 12/25/25 $ 988.77 $ 103.37 $ 1,092.14 $ 26,870.80 287 01/25/26 $ 958.82 $ 99.70 $ 1,058.52 $ 25,911.98 288 02/25/26 $ 929.71 $ 96.14 $ 1,025.85 $ 24,982.27 289 03/25/26 $ 901.41 $ 92.69 $ 994.10 $ 24,080.86 290 04/25/26 $ 873.91 $ 89.35 $ 963.26 $ 23,206.95 291 05/25/26 $ 847.18 $ 86.10 $ 933.29 $ 22,359.77 292 06/25/26 $ 821.21 $ 82.96 $ 904.17 $ 21,538.56 293 07/25/26 $ 795.97 $ 79.91 $ 875.88 $ 20,742.60 294 08/25/26 $ 771.44 $ 76.96 $ 848.40 $ 19,971.16 295 09/25/26 $ 747.60 $ 74.10 $ 821.70 $ 19,223.56 296 10/25/26 $ 724.44 $ 71.32 $ 795.77 $ 18,499.11 297 11/25/26 $ 701.94 $ 68.64 $ 770.57 $ 17,797.18 298 12/25/26 $ 680.07 $ 66.03 $ 746.10 $ 17,117.10 299 01/25/27 $ 658.83 $ 63.51 $ 722.34 $ 16,458.27 300 02/25/27 $ 638.19 $ 61.06 $ 699.26 $ 15,820.08 301 03/25/27 $ 618.15 $ 58.70 $ 676.84 $ 15,201.93 302 04/25/27 $ 598.67 $ 56.40 $ 655.07 $ 14,603.26 303 05/25/27 $ 579.75 $ 54.18 $ 633.93 $ 14,023.51 304 06/25/27 $ 561.38 $ 52.03 $ 613.40 $ 13,462.13 305 07/25/27 $ 543.53 $ 49.95 $ 593.47 $ 12,918.61 306 08/25/27 $ 526.19 $ 47.93 $ 574.12 $ 12,392.42 307 09/25/27 $ 509.35 $ 45.98 $ 555.33 $ 11,883.06 308 10/25/27 $ 493.00 $ 44.09 $ 537.09 $ 11,390.06 309 11/25/27 $ 477.13 $ 42.26 $ 519.38 $ 10,912.93 310 12/25/27 $ 461.71 $ 40.49 $ 502.19 $ 10,451.22 311 01/25/28 $ 446.74 $ 38.77 $ 485.51 $ 10,004.49 312 02/25/28 $ 432.20 $ 37.12 $ 469.32 $ 9,572.29 313 03/25/28 $ 418.08 $ 35.51 $ 453.60 $ 9,154.21 314 04/25/28 $ 404.38 $ 33.96 $ 438.34 $ 8,749.83 315 05/25/28 $ 391.08 $ 32.46 $ 423.54 $ 8,358.75 316 06/25/28 $ 378.16 $ 31.01 $ 409.18 $ 7,980.58 317 07/25/28 $ 365.63 $ 29.61 $ 395.24 $ 7,614.95 318 08/25/28 $ 353.46 $ 28.25 $ 381.71 $ 7,261.49 319 09/25/28 $ 341.65 $ 26.94 $ 368.59 $ 6,919.84 320 10/25/28 $ 330.19 $ 25.67 $ 355.86 $ 6,589.65 321 11/25/28 $ 319.07 $ 24.45 $ 343.51 $ 6,270.58 322 12/25/28 $ 308.27 $ 23.26 $ 331.54 $ 5,962.30 323 01/25/29 $ 297.80 $ 22.12 $ 319.92 $ 5,664.51 324 02/25/29 $ 287.64 $ 21.01 $ 308.65 $ 5,376.87 325 03/25/29 $ 277.78 $ 19.95 $ 297.72 $ 5,099.09 326 04/25/29 $ 268.21 $ 18.92 $ 287.13 $ 4,830.88 327 05/25/29 $ 258.93 $ 17.92 $ 276.85 $ 4,571.95 328 06/25/29 $ 249.93 $ 16.96 $ 266.89 $ 4,322.03 329 07/25/29 $ 241.19 $ 16.03 $ 257.23 $ 4,080.83 330 08/25/29 $ 232.72 $ 15.14 $ 247.86 $ 3,848.11 331 09/25/29 $ 224.51 $ 14.27 $ 238.78 $ 3,623.60 332 10/25/29 $ 216.54 $ 13.44 $ 229.98 $ 3,407.06 333 11/25/29 $ 208.82 $ 12.64 $ 221.46 $ 3,198.24 334 12/25/29 $ 201.33 $ 11.86 $ 213.19 $ 2,996.91 335 01/25/30 $ 194.07 $ 11.12 $ 205.18 $ 2,802.84 336 02/25/30 $ 187.03 $ 10.40 $ 197.42 $ 2,615.82 337 03/25/30 $ 180.20 $ 9.70 $ 189.90 $ 2,435.62 338 04/25/30 $ 173.58 $ 9.03 $ 182.62 $ 2,262.04 339 05/25/30 $ 167.17 $ 8.39 $ 175.56 $ 2,094.87 340 06/25/30 $ 160.96 $ 7.77 $ 168.72 $ 1,933.91 341 07/25/30 $ 154.93 $ 7.17 $ 162.10 $ 1,778.98 342 08/25/30 $ 149.09 $ 6.60 $ 155.69 $ 1,629.88 343 09/25/30 $ 143.44 $ 6.04 $ 149.48 $ 1,486.44 344 10/25/30 $ 137.96 $ 5.51 $ 143.47 $ 1,348.48 345 11/25/30 $ 132.65 $ 5.00 $ 137.65 $ 1,215.83 346 12/25/30 $ 127.51 $ 4.51 $ 132.02 $ 1,088.32 347 01/25/31 $ 122.53 $ 4.03 $ 126.56 $ 965.79 348 02/25/31 $ 117.71 $ 3.58 $ 121.29 $ 848.09 349 03/25/31 $ 109.48 $ 3.14 $ 112.62 $ 738.61 350 04/25/31 $ 105.11 $ 2.74 $ 107.85 $ 633.50 351 05/25/31 $ 100.88 $ 2.35 $ 103.23 $ 532.62 352 06/25/31 $ 96.78 $ 1.97 $ 98.76 $ 435.83 353 07/25/31 $ 92.82 $ 1.62 $ 94.44 $ 343.01 354 08/25/31 $ 88.98 $ 1.27 $ 90.25 $ 254.03 355 09/25/31 $ 85.27 $ 0.94 $ 86.21 $ 168.76 356 10/25/31 $ 81.67 $ 0.63 $ 82.30 $ 87.09 357 11/25/31 $ 78.20 $ 0.32 $ 78.52 $ 8.89 358 12/25/31 $ 8.89 $ 0.03 $ 8.92 $ -
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 (A3) --- 30 CPR LIBOR_1YR=2.41875 CMT_1YR=2.2000
Period Date Principal Interest Cash Flow Balance Total $80,321,000.00 $12,058,789.32 $92,379,789.32 0 02/21/02 $ - $ - $ - $80,321,000.00 1 03/25/02 $2,512,696.13 $ 384,804.52 $2,897,500.65 $77,808,303.87 2 04/25/02 $2,437,125.11 $ 372,766.62 $2,809,891.73 $75,371,178.76 3 05/25/02 $2,363,812.48 $ 361,090.76 $2,724,903.23 $73,007,366.28 4 06/25/02 $2,292,690.97 $ 349,766.12 $2,642,457.09 $70,714,675.31 5 07/25/02 $2,223,695.34 $ 338,782.22 $2,562,477.57 $68,490,979.97 6 08/25/02 $2,156,762.28 $ 328,128.87 $2,484,891.15 $66,334,217.69 7 09/25/02 $2,091,830.34 $ 317,796.18 $2,409,626.52 $64,242,387.35 8 10/25/02 $2,028,839.92 $ 307,774.57 $2,336,614.49 $62,213,547.43 9 11/25/02 $1,967,733.17 $ 298,054.74 $2,265,787.91 $60,245,814.26 10 12/25/02 $1,908,453.97 $ 288,627.66 $2,197,081.63 $58,337,360.29 11 01/25/03 $1,850,947.87 $ 279,484.57 $2,130,432.44 $56,486,412.42 12 02/25/03 $1,795,162.02 $ 270,616.99 $2,065,779.00 $54,691,250.40 13 03/25/03 $1,741,045.15 $ 262,016.67 $2,003,061.81 $52,950,205.26 14 04/25/03 $1,688,547.52 $ 253,675.61 $1,942,223.13 $51,261,657.74 15 05/25/03 $1,637,620.85 $ 245,586.06 $1,883,206.91 $49,624,036.89 16 06/25/03 $1,588,218.32 $ 237,740.49 $1,825,958.81 $48,035,818.56 17 07/25/03 $1,540,294.48 $ 230,131.60 $1,770,426.08 $46,495,524.09 18 08/25/03 $1,493,805.23 $ 222,752.31 $1,716,557.53 $45,001,718.86 19 09/25/03 $1,448,707.79 $ 215,595.73 $1,664,303.52 $43,553,011.07 20 10/25/03 $1,404,960.65 $ 208,655.22 $1,613,615.87 $42,148,050.42 21 11/25/03 $1,362,523.54 $ 201,924.28 $1,564,447.82 $40,785,526.88 22 12/25/03 $1,321,357.37 $ 195,396.66 $1,516,754.03 $39,464,169.52 23 01/25/04 $1,281,424.22 $ 189,066.26 $1,470,490.48 $38,182,745.30 24 02/25/04 $1,242,687.31 $ 182,927.17 $1,425,614.47 $36,940,057.99 25 03/25/04 $1,163,553.73 $ 176,973.66 $1,340,527.39 $35,776,504.26 26 04/25/04 $1,127,804.82 $ 171,399.27 $1,299,204.09 $34,648,699.44 27 05/25/04 $1,093,137.97 $ 165,996.14 $1,259,134.11 $33,555,561.47 28 06/25/04 $1,059,520.74 $ 160,759.10 $1,220,279.84 $32,496,040.74 29 07/25/04 $1,026,921.63 $ 155,683.12 $1,182,604.75 $31,469,119.11 30 08/25/04 $ 995,310.11 $ 150,763.30 $1,146,073.41 $30,473,809.00 31 09/25/04 $ 964,656.54 $ 145,994.94 $1,110,651.48 $29,509,152.46 32 10/25/04 $ 934,932.16 $ 141,373.43 $1,076,305.59 $28,574,220.30 33 11/25/04 $ 906,109.09 $ 136,894.33 $1,043,003.41 $27,668,111.22 34 12/25/04 $ 878,160.25 $ 132,553.31 $1,010,713.56 $26,789,950.96 35 01/25/05 $ 851,059.41 $ 128,346.19 $ 979,405.60 $25,938,891.55 36 02/25/05 $ 824,781.08 $ 124,268.91 $ 949,049.99 $25,114,110.47 37 03/25/05 $ 764,970.16 $ 120,317.52 $ 885,287.68 $24,349,140.32 38 04/25/05 $ 741,853.30 $ 116,652.67 $ 858,505.97 $23,607,287.02 39 05/25/05 $ 719,430.73 $ 113,098.58 $ 832,529.31 $22,887,856.29 40 06/25/05 $ 697,681.71 $ 109,651.90 $ 807,333.61 $22,190,174.58 41 07/25/05 $ 676,586.09 $ 106,309.43 $ 782,895.51 $21,513,588.50 42 08/25/05 $ 656,124.34 $ 103,068.02 $ 759,192.36 $20,857,464.16 43 09/25/05 $ 636,277.51 $ 99,924.63 $ 736,202.15 $20,221,186.65 44 10/25/05 $ 617,027.21 $ 96,876.34 $ 713,903.55 $19,604,159.43 45 11/25/05 $ 598,355.61 $ 93,920.26 $ 692,275.87 $19,005,803.82 46 12/25/05 $ 580,245.39 $ 91,053.64 $ 671,299.02 $18,425,558.44 47 01/25/06 $ 562,679.75 $ 88,273.78 $ 650,953.53 $17,862,878.69 48 02/25/06 $ 545,642.41 $ 85,578.07 $ 631,220.48 $17,317,236.28 49 03/25/06 $ 529,117.56 $ 82,963.99 $ 612,081.55 $16,788,118.72 50 04/25/06 $ 513,089.85 $ 80,429.08 $ 593,518.93 $16,275,028.87 51 05/25/06 $ 497,544.42 $ 77,970.95 $ 575,515.37 $15,777,484.45 52 06/25/06 $ 482,466.83 $ 75,587.30 $ 558,054.13 $15,295,017.62 53 07/25/06 $ 467,843.06 $ 73,275.88 $ 541,118.94 $14,827,174.55 54 08/25/06 $ 453,659.54 $ 71,034.52 $ 524,694.06 $14,373,515.01 55 09/25/06 $ 439,903.08 $ 68,861.11 $ 508,764.19 $13,933,611.93 56 10/25/06 $ 426,560.89 $ 66,753.61 $ 493,314.50 $13,507,051.04 57 11/25/06 $ 413,620.55 $ 64,710.03 $ 478,330.59 $13,093,430.49 58 12/25/06 $ 401,070.05 $ 62,728.44 $ 463,798.49 $12,692,360.44 59 01/25/07 $ 388,897.68 $ 60,806.98 $ 449,704.66 $12,303,462.76 60 02/25/07 $ 377,092.13 $ 58,943.84 $ 436,035.97 $11,926,370.63 61 03/25/07 $ 365,642.40 $ 57,137.25 $ 422,779.65 $11,560,728.24 62 04/25/07 $ 354,537.82 $ 55,385.52 $ 409,923.34 $11,206,190.42 63 05/25/07 $ 343,768.05 $ 53,686.99 $ 397,455.04 $10,862,422.37 64 06/25/07 $ 333,323.05 $ 52,040.06 $ 385,363.11 $10,529,099.32 65 07/25/07 $ 323,193.09 $ 50,443.16 $ 373,636.25 $10,205,906.23 66 08/25/07 $ 313,368.71 $ 48,894.80 $ 362,263.51 $ 9,892,537.52 67 09/25/07 $ 303,840.75 $ 47,393.50 $ 351,234.25 $ 9,588,696.77 68 10/25/07 $ 294,600.32 $ 45,937.85 $ 340,538.17 $ 9,294,096.45 69 11/25/07 $ 285,638.79 $ 44,526.47 $ 330,165.26 $ 9,008,457.65 70 12/25/07 $ 276,947.80 $ 43,158.02 $ 320,105.82 $ 8,731,509.86 71 01/25/08 $ 268,519.22 $ 41,831.21 $ 310,350.43 $ 8,462,990.64 72 02/25/08 $ 260,345.17 $ 40,544.78 $ 300,889.95 $ 8,202,645.47 73 03/25/08 $ 252,418.03 $ 39,297.51 $ 291,715.54 $ 7,950,227.43 74 04/25/08 $ 244,730.37 $ 38,088.21 $ 282,818.59 $ 7,705,497.06 75 05/25/08 $ 237,275.01 $ 36,915.75 $ 274,190.76 $ 7,468,222.06 76 06/25/08 $ 230,044.96 $ 35,779.01 $ 265,823.97 $ 7,238,177.10 77 07/25/08 $ 223,033.46 $ 34,676.90 $ 257,710.36 $ 7,015,143.64 78 08/25/08 $ 216,233.95 $ 33,608.38 $ 249,842.33 $ 6,798,909.69 79 09/25/08 $ 209,640.05 $ 32,572.44 $ 242,212.49 $ 6,589,269.64 80 10/25/08 $ 203,245.59 $ 31,568.09 $ 234,813.68 $ 6,386,024.05 81 11/25/08 $ 197,044.57 $ 30,594.38 $ 227,638.95 $ 6,188,979.48 82 12/25/08 $ 192,630.91 $ 25,574.98 $ 218,205.89 $ 5,996,348.57 83 01/25/09 $ 186,703.32 $ 24,779.95 $ 211,483.27 $ 5,809,645.26 84 02/25/09 $ 180,956.52 $ 24,009.36 $ 204,965.88 $ 5,628,688.74 85 03/25/09 $ 175,665.72 $ 22,253.89 $ 197,919.61 $ 5,453,023.02 86 04/25/09 $ 170,247.51 $ 21,559.87 $ 191,807.38 $ 5,282,775.51 87 05/25/09 $ 164,994.89 $ 20,887.25 $ 185,882.14 $ 5,117,780.62 88 06/25/09 $ 159,902.85 $ 20,235.37 $ 180,138.22 $ 4,957,877.77 89 07/25/09 $ 154,966.52 $ 19,603.59 $ 174,570.10 $ 4,802,911.25 90 08/25/09 $ 150,181.15 $ 18,991.30 $ 169,172.45 $ 4,652,730.10 91 09/25/09 $ 145,542.18 $ 18,397.90 $ 163,940.09 $ 4,507,187.91 92 10/25/09 $ 141,045.16 $ 17,822.82 $ 158,867.98 $ 4,366,142.75 93 11/25/09 $ 136,685.77 $ 17,265.50 $ 153,951.27 $ 4,229,456.98 94 12/25/09 $ 132,459.84 $ 16,725.39 $ 149,185.23 $ 4,096,997.14 95 01/25/10 $ 128,363.30 $ 16,201.96 $ 144,565.27 $ 3,968,633.84 96 02/25/10 $ 124,392.24 $ 15,694.72 $ 140,086.96 $ 3,844,241.60 97 03/25/10 $ 120,542.82 $ 15,203.15 $ 135,745.98 $ 3,723,698.77 98 04/25/10 $ 116,811.37 $ 14,726.79 $ 131,538.15 $ 3,606,887.41 99 05/25/10 $ 113,194.28 $ 14,265.16 $ 127,459.44 $ 3,493,693.13 100 06/25/10 $ 109,688.08 $ 13,817.81 $ 123,505.89 $ 3,384,005.05 101 07/25/10 $ 106,289.40 $ 13,384.31 $ 119,673.71 $ 3,277,715.65 102 08/25/10 $ 102,994.97 $ 12,964.24 $ 115,959.20 $ 3,174,720.68 103 09/25/10 $ 99,801.61 $ 12,557.17 $ 112,358.78 $ 3,074,919.07 104 10/25/10 $ 96,706.25 $ 12,162.72 $ 108,868.96 $ 2,978,212.82 105 11/25/10 $ 93,705.90 $ 11,780.49 $ 105,486.39 $ 2,884,506.92 106 12/25/10 $ 90,797.68 $ 11,410.11 $ 102,207.79 $ 2,793,709.24 107 01/25/11 $ 87,978.77 $ 11,051.22 $ 99,029.99 $ 2,705,730.47 108 02/25/11 $ 85,246.46 $ 10,703.46 $ 95,949.92 $ 2,620,484.01 109 03/25/11 $ 82,598.11 $ 10,366.49 $ 92,964.60 $ 2,537,885.90 110 04/25/11 $ 80,031.15 $ 10,039.99 $ 90,071.14 $ 2,457,854.75 111 05/25/11 $ 77,543.11 $ 9,723.62 $ 87,266.73 $ 2,380,311.64 112 06/25/11 $ 75,131.59 $ 9,417.08 $ 84,548.67 $ 2,305,180.05 113 07/25/11 $ 72,794.24 $ 9,120.07 $ 81,914.31 $ 2,232,385.81 114 08/25/11 $ 70,528.81 $ 8,832.29 $ 79,361.11 $ 2,161,856.99 115 09/25/11 $ 68,333.11 $ 8,553.46 $ 76,886.57 $ 2,093,523.88 116 10/25/11 $ 66,205.00 $ 8,283.31 $ 74,488.31 $ 2,027,318.89 117 11/25/11 $ 64,142.42 $ 8,021.56 $ 72,163.98 $ 1,963,176.47 118 12/25/11 $ 62,257.34 $ 7,401.64 $ 69,658.98 $ 1,900,919.13 119 01/25/12 $ 60,312.93 $ 7,166.97 $ 67,479.91 $ 1,840,606.19 120 02/25/12 $ 58,428.56 $ 6,939.64 $ 65,368.19 $ 1,782,177.64 121 03/25/12 $ 56,602.36 $ 6,719.40 $ 63,321.76 $ 1,725,575.27 122 04/25/12 $ 54,864.61 $ 6,402.34 $ 61,266.95 $ 1,670,710.67 123 05/25/12 $ 53,147.55 $ 6,198.78 $ 59,346.33 $ 1,617,563.12 124 06/25/12 $ 51,483.59 $ 6,001.59 $ 57,485.18 $ 1,566,079.53 125 07/25/12 $ 49,871.10 $ 5,810.58 $ 55,681.67 $ 1,516,208.43 126 08/25/12 $ 48,308.49 $ 5,625.54 $ 53,934.04 $ 1,467,899.94 127 09/25/12 $ 46,794.26 $ 5,446.31 $ 52,240.57 $ 1,421,105.68 128 10/25/12 $ 45,326.90 $ 5,272.69 $ 50,599.59 $ 1,375,778.78 129 11/25/12 $ 43,904.98 $ 5,104.52 $ 49,009.50 $ 1,331,873.80 130 12/25/12 $ 42,527.12 $ 4,941.62 $ 47,468.74 $ 1,289,346.68 131 01/25/13 $ 41,191.95 $ 4,783.84 $ 45,975.79 $ 1,248,154.73 132 02/25/13 $ 39,898.17 $ 4,631.00 $ 44,529.17 $ 1,208,256.57 133 03/25/13 $ 38,644.50 $ 4,482.97 $ 43,127.48 $ 1,169,612.06 134 04/25/13 $ 37,429.72 $ 4,339.59 $ 41,769.32 $ 1,132,182.34 135 05/25/13 $ 36,252.64 $ 4,200.72 $ 40,453.36 $ 1,095,929.70 136 06/25/13 $ 35,112.08 $ 4,066.21 $ 39,178.30 $ 1,060,817.62 137 07/25/13 $ 34,006.94 $ 3,935.94 $ 37,942.88 $ 1,026,810.68 138 08/25/13 $ 32,936.12 $ 3,809.77 $ 36,745.89 $ 993,874.56 139 09/25/13 $ 31,898.57 $ 3,687.56 $ 35,586.13 $ 961,975.99 140 10/25/13 $ 30,893.26 $ 3,569.21 $ 34,462.48 $ 931,082.73 141 11/25/13 $ 29,919.21 $ 3,454.59 $ 33,373.80 $ 901,163.52 142 12/25/13 $ 28,975.45 $ 3,343.58 $ 32,319.03 $ 872,188.07 143 01/25/14 $ 28,061.05 $ 3,236.08 $ 31,297.12 $ 844,127.03 144 02/25/14 $ 27,175.10 $ 3,131.96 $ 30,307.06 $ 816,951.93 145 03/25/14 $ 26,316.73 $ 3,031.14 $ 29,347.87 $ 790,635.19 146 04/25/14 $ 25,485.10 $ 2,933.50 $ 28,418.60 $ 765,150.09 147 05/25/14 $ 24,679.37 $ 2,838.94 $ 27,518.31 $ 740,470.72 148 06/25/14 $ 23,898.75 $ 2,747.37 $ 26,646.13 $ 716,571.97 149 07/25/14 $ 23,142.47 $ 2,658.70 $ 25,801.17 $ 693,429.50 150 08/25/14 $ 22,409.77 $ 2,572.84 $ 24,982.61 $ 671,019.73 151 09/25/14 $ 21,699.93 $ 2,489.69 $ 24,189.62 $ 649,319.80 152 10/25/14 $ 21,012.24 $ 2,409.18 $ 23,421.42 $ 628,307.55 153 11/25/14 $ 20,346.02 $ 2,331.22 $ 22,677.24 $ 607,961.53 154 12/25/14 $ 19,700.61 $ 2,255.73 $ 21,956.34 $ 588,260.92 155 01/25/15 $ 19,075.36 $ 2,182.63 $ 21,258.00 $ 569,185.56 156 02/25/15 $ 18,469.65 $ 2,111.86 $ 20,581.51 $ 550,715.91 157 03/25/15 $ 17,882.88 $ 2,043.33 $ 19,926.22 $ 532,833.02 158 04/25/15 $ 17,314.47 $ 1,976.98 $ 19,291.45 $ 515,518.56 159 05/25/15 $ 16,763.84 $ 1,912.74 $ 18,676.58 $ 498,754.72 160 06/25/15 $ 16,230.44 $ 1,850.54 $ 18,080.98 $ 482,524.28 161 07/25/15 $ 15,713.75 $ 1,790.32 $ 17,504.07 $ 466,810.53 162 08/25/15 $ 15,213.24 $ 1,732.02 $ 16,945.26 $ 451,597.30 163 09/25/15 $ 14,728.41 $ 1,675.57 $ 16,403.99 $ 436,868.88 164 10/25/15 $ 14,258.79 $ 1,620.93 $ 15,879.72 $ 422,610.09 165 11/25/15 $ 13,803.90 $ 1,568.02 $ 15,371.92 $ 408,806.20 166 12/25/15 $ 13,363.27 $ 1,516.81 $ 14,880.08 $ 395,442.92 167 01/25/16 $ 12,936.48 $ 1,467.23 $ 14,403.71 $ 382,506.44 168 02/25/16 $ 12,523.09 $ 1,419.23 $ 13,942.32 $ 369,983.35 169 03/25/16 $ 12,122.69 $ 1,372.76 $ 13,495.45 $ 357,860.66 170 04/25/16 $ 11,734.87 $ 1,327.78 $ 13,062.65 $ 346,125.79 171 05/25/16 $ 11,359.24 $ 1,284.24 $ 12,643.48 $ 334,766.55 172 06/25/16 $ 10,995.43 $ 1,242.10 $ 12,237.53 $ 323,771.12 173 07/25/16 $ 10,643.06 $ 1,201.30 $ 11,844.37 $ 313,128.06 174 08/25/16 $ 10,301.79 $ 1,161.81 $ 11,463.60 $ 302,826.27 175 09/25/16 $ 9,971.27 $ 1,123.59 $ 11,094.86 $ 292,855.00 176 10/25/16 $ 9,651.16 $ 1,086.59 $ 10,737.75 $ 283,203.84 177 11/25/16 $ 9,341.14 $ 1,050.78 $ 10,391.92 $ 273,862.70 178 12/25/16 $ 9,040.90 $ 1,016.13 $ 10,057.02 $ 264,821.81 179 01/25/17 $ 8,750.13 $ 982.58 $ 9,732.71 $ 256,071.68 180 02/25/17 $ 8,468.53 $ 950.12 $ 9,418.65 $ 247,603.15 181 03/25/17 $ 8,195.83 $ 918.69 $ 9,114.53 $ 239,407.31 182 04/25/17 $ 7,931.75 $ 888.29 $ 8,820.03 $ 231,475.56 183 05/25/17 $ 7,676.01 $ 858.86 $ 8,534.87 $ 223,799.55 184 06/25/17 $ 7,428.36 $ 830.38 $ 8,258.74 $ 216,371.19 185 07/25/17 $ 7,188.54 $ 802.81 $ 7,991.36 $ 209,182.65 186 08/25/17 $ 6,956.32 $ 776.14 $ 7,732.46 $ 202,226.33 187 09/25/17 $ 6,731.45 $ 750.33 $ 7,481.78 $ 195,494.89 188 10/25/17 $ 6,513.70 $ 725.36 $ 7,239.05 $ 188,981.19 189 11/25/17 $ 6,302.85 $ 701.19 $ 7,004.04 $ 182,678.34 190 12/25/17 $ 6,098.69 $ 677.80 $ 6,776.50 $ 176,579.64 191 01/25/18 $ 5,901.01 $ 655.17 $ 6,556.19 $ 170,678.63 192 02/25/18 $ 5,709.61 $ 633.28 $ 6,342.89 $ 164,969.02 193 03/25/18 $ 5,524.28 $ 612.10 $ 6,136.37 $ 159,444.74 194 04/25/18 $ 5,344.84 $ 591.60 $ 5,936.44 $ 154,099.90 195 05/25/18 $ 5,171.11 $ 571.77 $ 5,742.88 $ 148,928.79 196 06/25/18 $ 5,002.90 $ 552.58 $ 5,555.48 $ 143,925.89 197 07/25/18 $ 4,840.05 $ 534.02 $ 5,374.07 $ 139,085.85 198 08/25/18 $ 4,682.38 $ 516.06 $ 5,198.44 $ 134,403.47 199 09/25/18 $ 4,529.73 $ 498.69 $ 5,028.42 $ 129,873.73 200 10/25/18 $ 4,381.95 $ 481.88 $ 4,863.83 $ 125,491.78 201 11/25/18 $ 4,238.89 $ 465.62 $ 4,704.51 $ 121,252.89 202 12/25/18 $ 4,100.39 $ 449.89 $ 4,550.28 $ 117,152.51 203 01/25/19 $ 3,966.31 $ 434.68 $ 4,400.99 $ 113,186.20 204 02/25/19 $ 3,836.51 $ 419.96 $ 4,256.48 $ 109,349.69 205 03/25/19 $ 3,710.86 $ 405.73 $ 4,116.59 $ 105,638.82 206 04/25/19 $ 3,589.24 $ 391.96 $ 3,981.20 $ 102,049.59 207 05/25/19 $ 3,471.50 $ 378.64 $ 3,850.14 $ 98,578.09 208 06/25/19 $ 3,357.53 $ 365.76 $ 3,723.29 $ 95,220.56 209 07/25/19 $ 3,247.21 $ 353.30 $ 3,600.52 $ 91,973.34 210 08/25/19 $ 3,140.43 $ 341.26 $ 3,481.69 $ 88,832.91 211 09/25/19 $ 3,037.08 $ 329.60 $ 3,366.68 $ 85,795.83 212 10/25/19 $ 2,937.04 $ 318.34 $ 3,255.38 $ 82,858.79 213 11/25/19 $ 2,840.21 $ 307.44 $ 3,147.65 $ 80,018.58 214 12/25/19 $ 2,746.50 $ 296.90 $ 3,043.40 $ 77,272.08 215 01/25/20 $ 2,655.80 $ 286.71 $ 2,942.51 $ 74,616.28 216 02/25/20 $ 2,568.01 $ 276.86 $ 2,844.87 $ 72,048.27 217 03/25/20 $ 2,483.05 $ 267.33 $ 2,750.38 $ 69,565.22 218 04/25/20 $ 2,400.83 $ 258.11 $ 2,658.95 $ 67,164.39 219 05/25/20 $ 2,321.26 $ 249.21 $ 2,570.47 $ 64,843.13 220 06/25/20 $ 2,244.25 $ 240.59 $ 2,484.85 $ 62,598.87 221 07/25/20 $ 2,169.73 $ 232.27 $ 2,402.00 $ 60,429.14 222 08/25/20 $ 2,097.62 $ 224.22 $ 2,321.83 $ 58,331.52 223 09/25/20 $ 2,027.84 $ 216.43 $ 2,244.27 $ 56,303.69 224 10/25/20 $ 1,960.31 $ 208.91 $ 2,169.22 $ 54,343.38 225 11/25/20 $ 1,894.97 $ 201.64 $ 2,096.60 $ 52,448.41 226 12/25/20 $ 1,831.74 $ 194.60 $ 2,026.34 $ 50,616.68 227 01/25/21 $ 1,770.56 $ 187.81 $ 1,958.37 $ 48,846.12 228 02/25/21 $ 1,711.37 $ 181.24 $ 1,892.60 $ 47,134.75 229 03/25/21 $ 1,654.09 $ 174.89 $ 1,828.98 $ 45,480.66 230 04/25/21 $ 1,598.68 $ 168.75 $ 1,767.43 $ 43,881.98 231 05/25/21 $ 1,545.06 $ 162.82 $ 1,707.88 $ 42,336.91 232 06/25/21 $ 1,493.19 $ 157.09 $ 1,650.28 $ 40,843.72 233 07/25/21 $ 1,443.01 $ 151.55 $ 1,594.56 $ 39,400.71 234 08/25/21 $ 1,394.46 $ 146.19 $ 1,540.65 $ 38,006.25 235 09/25/21 $ 1,347.50 $ 141.02 $ 1,488.51 $ 36,658.75 236 10/25/21 $ 1,302.06 $ 136.02 $ 1,438.08 $ 35,356.69 237 11/25/21 $ 1,258.11 $ 131.19 $ 1,389.30 $ 34,098.58 238 12/25/21 $ 1,215.59 $ 126.52 $ 1,342.11 $ 32,882.99 239 01/25/22 $ 1,174.46 $ 122.01 $ 1,296.47 $ 31,708.53 240 02/25/22 $ 1,134.68 $ 117.65 $ 1,252.33 $ 30,573.85 241 03/25/22 $ 1,096.20 $ 113.44 $ 1,209.64 $ 29,477.65 242 04/25/22 $ 1,058.98 $ 109.37 $ 1,168.36 $ 28,418.66 243 05/25/22 $ 1,022.98 $ 105.44 $ 1,128.43 $ 27,395.68 244 06/25/22 $ 988.17 $ 101.65 $ 1,089.82 $ 26,407.51 245 07/25/22 $ 954.49 $ 97.98 $ 1,052.47 $ 25,453.02 246 08/25/22 $ 921.93 $ 94.44 $ 1,016.37 $ 24,531.10 247 09/25/22 $ 890.43 $ 91.02 $ 981.45 $ 23,640.67 248 10/25/22 $ 859.97 $ 87.72 $ 947.69 $ 22,780.70 249 11/25/22 $ 830.51 $ 84.53 $ 915.04 $ 21,950.18 250 12/25/22 $ 802.03 $ 81.44 $ 883.47 $ 21,148.15 251 01/25/23 $ 774.49 $ 78.47 $ 852.95 $ 20,373.67 252 02/25/23 $ 747.85 $ 75.59 $ 823.45 $ 19,625.81 253 03/25/23 $ 722.10 $ 72.82 $ 794.92 $ 18,903.71 254 04/25/23 $ 697.20 $ 70.14 $ 767.34 $ 18,206.51 255 05/25/23 $ 673.12 $ 67.55 $ 740.68 $ 17,533.39 256 06/25/23 $ 649.85 $ 65.06 $ 714.90 $ 16,883.54 257 07/25/23 $ 627.34 $ 62.64 $ 689.98 $ 16,256.20 258 08/25/23 $ 605.58 $ 60.32 $ 665.90 $ 15,650.62 259 09/25/23 $ 584.55 $ 58.07 $ 642.62 $ 15,066.07 260 10/25/23 $ 564.21 $ 55.90 $ 620.12 $ 14,501.86 261 11/25/23 $ 544.56 $ 53.81 $ 598.37 $ 13,957.30 262 12/25/23 $ 525.56 $ 51.79 $ 577.34 $ 13,431.74 263 01/25/24 $ 507.19 $ 49.84 $ 557.03 $ 12,924.55 264 02/25/24 $ 489.44 $ 47.95 $ 537.39 $ 12,435.12 265 03/25/24 $ 472.28 $ 46.14 $ 518.42 $ 11,962.84 266 04/25/24 $ 455.69 $ 44.39 $ 500.08 $ 11,507.15 267 05/25/24 $ 439.66 $ 42.70 $ 482.36 $ 11,067.49 268 06/25/24 $ 424.17 $ 41.06 $ 465.24 $ 10,643.32 269 07/25/24 $ 409.20 $ 39.49 $ 448.69 $ 10,234.11 270 08/25/24 $ 394.73 $ 37.97 $ 432.71 $ 9,839.38 271 09/25/24 $ 380.75 $ 36.51 $ 417.26 $ 9,458.63 272 10/25/24 $ 367.24 $ 35.09 $ 402.34 $ 9,091.39 273 11/25/24 $ 354.19 $ 33.73 $ 387.92 $ 8,737.20 274 12/25/24 $ 341.58 $ 32.42 $ 373.99 $ 8,395.62 275 01/25/25 $ 329.39 $ 31.15 $ 360.54 $ 8,066.23 276 02/25/25 $ 317.62 $ 29.93 $ 347.54 $ 7,748.62 277 03/25/25 $ 306.24 $ 28.75 $ 334.99 $ 7,442.38 278 04/25/25 $ 295.25 $ 27.61 $ 322.86 $ 7,147.13 279 05/25/25 $ 284.64 $ 26.52 $ 311.15 $ 6,862.49 280 06/25/25 $ 274.38 $ 25.46 $ 299.84 $ 6,588.11 281 07/25/25 $ 264.48 $ 24.44 $ 288.92 $ 6,323.63 282 08/25/25 $ 254.91 $ 23.46 $ 278.37 $ 6,068.73 283 09/25/25 $ 245.67 $ 22.52 $ 268.18 $ 5,823.06 284 10/25/25 $ 236.74 $ 21.61 $ 258.35 $ 5,586.32 285 11/25/25 $ 228.12 $ 20.73 $ 248.85 $ 5,358.20 286 12/25/25 $ 219.80 $ 19.88 $ 239.68 $ 5,138.40 287 01/25/26 $ 211.76 $ 19.06 $ 230.82 $ 4,926.64 288 02/25/26 $ 204.00 $ 18.28 $ 222.27 $ 4,722.65 289 03/25/26 $ 196.50 $ 17.52 $ 214.02 $ 4,526.15 290 04/25/26 $ 189.26 $ 16.79 $ 206.06 $ 4,336.88 291 05/25/26 $ 182.28 $ 16.09 $ 198.37 $ 4,154.61 292 06/25/26 $ 175.53 $ 15.41 $ 190.94 $ 3,979.08 293 07/25/26 $ 169.02 $ 14.76 $ 183.78 $ 3,810.06 294 08/25/26 $ 162.73 $ 14.14 $ 176.87 $ 3,647.33 295 09/25/26 $ 156.66 $ 13.53 $ 170.19 $ 3,490.67 296 10/25/26 $ 150.80 $ 12.95 $ 163.75 $ 3,339.87 297 11/25/26 $ 145.15 $ 12.39 $ 157.54 $ 3,194.72 298 12/25/26 $ 139.69 $ 11.85 $ 151.55 $ 3,055.02 299 01/25/27 $ 134.43 $ 11.33 $ 145.76 $ 2,920.60 300 02/25/27 $ 129.34 $ 10.84 $ 140.18 $ 2,791.25 301 03/25/27 $ 124.44 $ 10.36 $ 134.80 $ 2,666.81 302 04/25/27 $ 119.71 $ 9.89 $ 129.60 $ 2,547.10 303 05/25/27 $ 115.14 $ 9.45 $ 124.59 $ 2,431.96 304 06/25/27 $ 110.74 $ 9.02 $ 119.76 $ 2,321.22 305 07/25/27 $ 106.49 $ 8.61 $ 115.10 $ 2,214.73 306 08/25/27 $ 102.39 $ 8.22 $ 110.61 $ 2,112.34 307 09/25/27 $ 98.43 $ 7.84 $ 106.27 $ 2,013.91 308 10/25/27 $ 94.62 $ 7.47 $ 102.09 $ 1,919.29 309 11/25/27 $ 90.94 $ 7.12 $ 98.06 $ 1,828.35 310 12/25/27 $ 87.39 $ 6.78 $ 94.18 $ 1,740.96 311 01/25/28 $ 83.97 $ 6.46 $ 90.43 $ 1,656.99 312 02/25/28 $ 80.67 $ 6.15 $ 86.82 $ 1,576.31 313 03/25/28 $ 77.49 $ 5.85 $ 83.34 $ 1,498.82 314 04/25/28 $ 74.42 $ 5.56 $ 79.98 $ 1,424.40 315 05/25/28 $ 71.47 $ 5.28 $ 76.75 $ 1,352.94 316 06/25/28 $ 68.61 $ 5.02 $ 73.63 $ 1,284.32 317 07/25/28 $ 65.87 $ 4.76 $ 70.63 $ 1,218.46 318 08/25/28 $ 63.22 $ 4.52 $ 67.74 $ 1,155.24 319 09/25/28 $ 60.67 $ 4.29 $ 64.95 $ 1,094.57 320 10/25/28 $ 58.20 $ 4.06 $ 62.27 $ 1,036.37 321 11/25/28 $ 55.83 $ 3.84 $ 59.68 $ 980.53 322 12/25/28 $ 53.55 $ 3.64 $ 57.19 $ 926.98 323 01/25/29 $ 51.35 $ 3.44 $ 54.79 $ 875.63 324 02/25/29 $ 49.23 $ 3.25 $ 52.48 $ 826.41 325 03/25/29 $ 47.19 $ 3.07 $ 50.25 $ 779.22 326 04/25/29 $ 45.22 $ 2.89 $ 48.11 $ 734.00 327 05/25/29 $ 43.32 $ 2.72 $ 46.05 $ 690.68 328 06/25/29 $ 41.50 $ 2.56 $ 44.06 $ 649.18 329 07/25/29 $ 39.74 $ 2.41 $ 42.15 $ 609.44 330 08/25/29 $ 38.05 $ 2.26 $ 40.31 $ 571.39 331 09/25/29 $ 36.42 $ 2.12 $ 38.54 $ 534.97 332 10/25/29 $ 34.85 $ 1.98 $ 36.84 $ 500.11 333 11/25/29 $ 33.34 $ 1.86 $ 35.20 $ 466.77 334 12/25/29 $ 31.89 $ 1.73 $ 33.62 $ 434.88 335 01/25/30 $ 30.49 $ 1.61 $ 32.11 $ 404.39 336 02/25/30 $ 29.15 $ 1.50 $ 30.65 $ 375.24 337 03/25/30 $ 27.85 $ 1.39 $ 29.24 $ 347.39 338 04/25/30 $ 26.61 $ 1.29 $ 27.90 $ 320.78 339 05/25/30 $ 25.41 $ 1.19 $ 26.60 $ 295.37 340 06/25/30 $ 24.26 $ 1.10 $ 25.35 $ 271.11 341 07/25/30 $ 23.15 $ 1.01 $ 24.15 $ 247.96 342 08/25/30 $ 22.08 $ 0.92 $ 23.00 $ 225.88 343 09/25/30 $ 21.06 $ 0.84 $ 21.90 $ 204.82 344 10/25/30 $ 20.07 $ 0.76 $ 20.83 $ 184.74 345 11/25/30 $ 19.13 $ 0.68 $ 19.81 $ 165.62 346 12/25/30 $ 18.22 $ 0.61 $ 18.83 $ 147.40 347 01/25/31 $ 17.34 $ 0.55 $ 17.89 $ 130.05 348 02/25/31 $ 16.50 $ 0.48 $ 16.99 $ 113.55 349 03/25/31 $ 15.22 $ 0.42 $ 15.65 $ 98.32 350 04/25/31 $ 14.48 $ 0.36 $ 14.84 $ 83.85 351 05/25/31 $ 13.76 $ 0.31 $ 14.07 $ 70.09 352 06/25/31 $ 13.07 $ 0.26 $ 13.33 $ 57.03 353 07/25/31 $ 12.40 $ 0.21 $ 12.61 $ 44.62 354 08/25/31 $ 11.77 $ 0.17 $ 11.93 $ 32.86 355 09/25/31 $ 11.15 $ 0.12 $ 11.28 $ 21.70 356 10/25/31 $ 10.57 $ 0.08 $ 10.65 $ 11.14 357 11/25/31 $ 10.01 $ 0.04 $ 10.05 $ 1.13 358 12/25/31 $ 1.13 $ - $ 1.13 $ -
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 (A3) --- 40 CPR LIBOR_1YR=2.41875 CMT_1YR=2.2000
Period Date Principal Interest Cash Flow Balance Total $80,321,000.00 $8,623,999.44 $88,944,999.44 0 02/21/02 $ - $ - $ - $80,321,000.00 1 03/25/02 $3,542,964.36 $ 384,804.52 $3,927,768.89 $76,778,035.64 2 04/25/02 $3,392,355.02 $ 367,830.77 $3,760,185.80 $73,385,680.62 3 05/25/02 $3,248,125.25 $ 351,578.56 $3,599,703.82 $70,137,555.36 4 06/25/02 $3,110,005.38 $ 336,017.34 $3,446,022.72 $67,027,549.99 5 07/25/02 $2,977,737.10 $ 321,117.82 $3,298,854.92 $64,049,812.88 6 08/25/02 $2,851,073.03 $ 306,851.98 $3,157,925.01 $61,198,739.85 7 09/25/02 $2,729,776.21 $ 293,192.96 $3,022,969.17 $58,468,963.64 8 10/25/02 $2,613,619.68 $ 280,115.06 $2,893,734.74 $55,855,343.97 9 11/25/02 $2,502,386.05 $ 267,593.64 $2,769,979.70 $53,352,957.91 10 12/25/02 $2,395,867.14 $ 255,605.13 $2,651,472.27 $50,957,090.77 11 01/25/03 $2,293,863.52 $ 244,126.93 $2,537,990.45 $48,663,227.24 12 02/25/03 $2,196,184.20 $ 233,137.41 $2,429,321.61 $46,467,043.04 13 03/25/03 $2,102,646.24 $ 222,615.86 $2,325,262.10 $44,364,396.80 14 04/25/03 $2,013,074.43 $ 212,542.43 $2,225,616.86 $42,351,322.37 15 05/25/03 $1,927,300.96 $ 202,898.13 $2,130,199.09 $40,424,021.41 16 06/25/03 $1,845,165.11 $ 193,664.75 $2,038,829.85 $38,578,856.30 17 07/25/03 $1,766,512.92 $ 184,824.87 $1,951,337.79 $36,812,343.38 18 08/25/03 $1,631,600.71 $ 176,361.80 $1,807,962.51 $35,180,742.67 19 09/25/03 $1,560,848.92 $ 168,545.07 $1,729,394.00 $33,619,893.74 20 10/25/03 $1,493,128.05 $ 161,067.31 $1,654,195.36 $32,126,765.69 21 11/25/03 $1,428,309.19 $ 153,913.98 $1,582,223.17 $30,698,456.50 22 12/25/03 $1,366,268.86 $ 147,071.19 $1,513,340.05 $29,332,187.64 23 01/25/04 $1,306,888.85 $ 140,525.62 $1,447,414.47 $28,025,298.80 24 02/25/04 $1,250,055.92 $ 134,264.54 $1,384,320.46 $26,775,242.87 25 03/25/04 $1,195,661.66 $ 128,275.73 $1,323,937.39 $25,579,581.21 26 04/25/04 $1,143,602.23 $ 122,547.51 $1,266,149.74 $24,435,978.98 27 05/25/04 $1,093,778.20 $ 117,068.70 $1,210,846.90 $23,342,200.79 28 06/25/04 $1,046,094.34 $ 111,828.59 $1,157,922.94 $22,296,106.45 29 07/25/04 $1,000,459.48 $ 106,816.93 $1,107,276.41 $21,295,646.96 30 08/25/04 $ 956,786.31 $ 102,023.90 $1,058,810.20 $20,338,860.66 31 09/25/04 $ 914,991.19 $ 97,440.09 $1,012,431.29 $19,423,869.46 32 10/25/04 $ 874,994.08 $ 93,056.52 $ 968,050.60 $18,548,875.39 33 11/25/04 $ 836,718.28 $ 88,864.57 $ 925,582.85 $17,712,157.11 34 12/25/04 $ 800,090.38 $ 84,855.99 $ 884,946.38 $16,912,066.72 35 01/25/05 $ 765,040.08 $ 81,022.89 $ 846,062.97 $16,147,026.64 36 02/25/05 $ 731,500.05 $ 77,357.71 $ 808,857.76 $15,415,526.59 37 03/25/05 $ 660,319.89 $ 73,853.22 $ 734,173.11 $14,755,206.70 38 04/25/05 $ 632,145.32 $ 70,689.74 $ 702,835.06 $14,123,061.37 39 05/25/05 $ 605,168.98 $ 67,661.23 $ 672,830.22 $13,517,892.39 40 06/25/05 $ 579,340.05 $ 64,761.97 $ 644,102.02 $12,938,552.34 41 07/25/05 $ 554,609.86 $ 61,986.45 $ 616,596.31 $12,383,942.48 42 08/25/05 $ 530,931.80 $ 59,329.40 $ 590,261.21 $11,853,010.67 43 09/25/05 $ 508,261.24 $ 56,785.80 $ 565,047.04 $11,344,749.43 44 10/25/05 $ 486,555.43 $ 54,350.80 $ 540,906.23 $10,858,194.01 45 11/25/05 $ 465,773.43 $ 52,019.80 $ 517,793.22 $10,392,420.58 46 12/25/05 $ 445,876.03 $ 49,788.35 $ 495,664.38 $ 9,946,544.55 47 01/25/06 $ 426,825.69 $ 47,652.24 $ 474,477.93 $ 9,519,718.86 48 02/25/06 $ 408,586.47 $ 45,607.39 $ 454,193.85 $ 9,111,132.39 49 03/25/06 $ 391,123.91 $ 43,649.92 $ 434,773.83 $ 8,720,008.48 50 04/25/06 $ 374,405.05 $ 41,776.11 $ 416,181.16 $ 8,345,603.43 51 05/25/06 $ 358,398.31 $ 39,982.40 $ 398,380.70 $ 7,987,205.13 52 06/25/06 $ 343,073.45 $ 38,265.37 $ 381,338.81 $ 7,644,131.68 53 07/25/06 $ 328,401.50 $ 36,621.76 $ 365,023.26 $ 7,315,730.18 54 08/25/06 $ 314,354.74 $ 35,048.44 $ 349,403.18 $ 7,001,375.44 55 09/25/06 $ 300,906.61 $ 33,542.42 $ 334,449.03 $ 6,700,468.83 56 10/25/06 $ 288,031.67 $ 32,100.83 $ 320,132.50 $ 6,412,437.17 57 11/25/06 $ 275,705.56 $ 30,720.92 $ 306,426.48 $ 6,136,731.60 58 12/25/06 $ 263,904.98 $ 29,400.06 $ 293,305.03 $ 5,872,826.63 59 01/25/07 $ 252,607.57 $ 28,135.73 $ 280,743.30 $ 5,620,219.06 60 02/25/07 $ 241,791.96 $ 26,925.53 $ 268,717.49 $ 5,378,427.10 61 03/25/07 $ 231,437.65 $ 25,767.15 $ 257,204.80 $ 5,146,989.45 62 04/25/07 $ 221,525.05 $ 24,658.37 $ 246,183.42 $ 4,925,464.40 63 05/25/07 $ 212,035.36 $ 23,597.08 $ 235,632.44 $ 4,713,429.04 64 06/25/07 $ 202,950.61 $ 22,581.25 $ 225,531.86 $ 4,510,478.44 65 07/25/07 $ 194,253.56 $ 21,608.95 $ 215,862.51 $ 4,316,224.87 66 08/25/07 $ 185,927.74 $ 20,678.31 $ 206,606.05 $ 4,130,297.14 67 09/25/07 $ 177,957.34 $ 19,787.57 $ 197,744.90 $ 3,952,339.80 68 10/25/07 $ 170,327.24 $ 18,935.00 $ 189,262.24 $ 3,782,012.56 69 11/25/07 $ 163,022.97 $ 18,118.99 $ 181,141.96 $ 3,618,989.59 70 12/25/07 $ 156,030.65 $ 17,337.98 $ 173,368.63 $ 3,462,958.94 71 01/25/08 $ 149,337.02 $ 16,590.46 $ 165,927.48 $ 3,313,621.93 72 02/25/08 $ 142,929.34 $ 15,875.01 $ 158,804.36 $ 3,170,692.58 73 03/25/08 $ 136,795.46 $ 15,190.26 $ 151,985.72 $ 3,033,897.12 74 04/25/08 $ 130,923.72 $ 14,534.90 $ 145,458.61 $ 2,902,973.40 75 05/25/08 $ 125,302.94 $ 13,907.66 $ 139,210.60 $ 2,777,670.46 76 06/25/08 $ 119,922.44 $ 13,307.36 $ 133,229.80 $ 2,657,748.02 77 07/25/08 $ 114,771.99 $ 12,732.83 $ 127,504.82 $ 2,542,976.04 78 08/25/08 $ 109,841.78 $ 12,182.97 $ 122,024.75 $ 2,433,134.26 79 09/25/08 $ 105,122.43 $ 11,656.74 $ 116,779.18 $ 2,328,011.82 80 10/25/08 $ 100,604.96 $ 11,153.12 $ 111,758.08 $ 2,227,406.86 81 11/25/08 $ 96,280.77 $ 10,671.14 $ 106,951.90 $ 2,131,126.09 82 12/25/08 $ 92,685.42 $ 8,806.54 $ 101,491.97 $ 2,038,440.67 83 01/25/09 $ 88,677.24 $ 8,423.87 $ 97,101.11 $ 1,949,763.43 84 02/25/09 $ 84,841.57 $ 8,057.73 $ 92,899.30 $ 1,864,921.86 85 03/25/09 $ 81,262.82 $ 7,373.26 $ 88,636.08 $ 1,783,659.03 86 04/25/09 $ 77,742.56 $ 7,052.14 $ 84,794.69 $ 1,705,916.48 87 05/25/09 $ 74,374.04 $ 6,744.92 $ 81,118.96 $ 1,631,542.44 88 06/25/09 $ 71,150.76 $ 6,451.01 $ 77,601.77 $ 1,560,391.68 89 07/25/09 $ 68,066.48 $ 6,169.83 $ 74,236.31 $ 1,492,325.20 90 08/25/09 $ 65,115.23 $ 5,900.84 $ 71,016.06 $ 1,427,209.97 91 09/25/09 $ 62,291.29 $ 5,643.50 $ 67,934.79 $ 1,364,918.68 92 10/25/09 $ 59,589.21 $ 5,397.31 $ 64,986.52 $ 1,305,329.47 93 11/25/09 $ 57,003.73 $ 5,161.80 $ 62,165.53 $ 1,248,325.74 94 12/25/09 $ 54,529.86 $ 4,936.50 $ 59,466.36 $ 1,193,795.88 95 01/25/10 $ 52,162.79 $ 4,720.98 $ 56,883.77 $ 1,141,633.08 96 02/25/10 $ 49,897.94 $ 4,514.81 $ 54,412.75 $ 1,091,735.14 97 03/25/10 $ 47,730.91 $ 4,317.58 $ 52,048.49 $ 1,044,004.23 98 04/25/10 $ 45,657.49 $ 4,128.91 $ 49,786.41 $ 998,346.74 99 05/25/10 $ 43,673.66 $ 3,948.44 $ 47,622.10 $ 954,673.08 100 06/25/10 $ 41,775.57 $ 3,775.80 $ 45,551.37 $ 912,897.51 101 07/25/10 $ 39,959.52 $ 3,610.66 $ 43,570.18 $ 872,937.99 102 08/25/10 $ 38,221.98 $ 3,452.70 $ 41,674.68 $ 834,716.01 103 09/25/10 $ 36,559.59 $ 3,301.60 $ 39,861.19 $ 798,156.42 104 10/25/10 $ 34,969.09 $ 3,157.07 $ 38,126.17 $ 763,187.33 105 11/25/10 $ 33,447.40 $ 3,018.83 $ 36,466.23 $ 729,739.93 106 12/25/10 $ 31,991.56 $ 2,886.60 $ 34,878.16 $ 697,748.37 107 01/25/11 $ 30,598.72 $ 2,760.12 $ 33,358.84 $ 667,149.64 108 02/25/11 $ 29,266.18 $ 2,639.14 $ 31,905.33 $ 637,883.46 109 03/25/11 $ 27,991.34 $ 2,523.43 $ 30,514.77 $ 609,892.12 110 04/25/11 $ 26,771.71 $ 2,412.76 $ 29,184.47 $ 583,120.41 111 05/25/11 $ 25,604.91 $ 2,306.91 $ 27,911.81 $ 557,515.50 112 06/25/11 $ 24,488.66 $ 2,205.66 $ 26,694.32 $ 533,026.85 113 07/25/11 $ 23,420.79 $ 2,108.83 $ 25,529.62 $ 509,606.06 114 08/25/11 $ 22,399.20 $ 2,016.22 $ 24,415.42 $ 487,206.86 115 09/25/11 $ 21,421.91 $ 1,927.65 $ 23,349.56 $ 465,784.95 116 10/25/11 $ 20,487.00 $ 1,842.94 $ 22,329.94 $ 445,297.95 117 11/25/11 $ 19,592.64 $ 1,761.93 $ 21,354.56 $ 425,705.32 118 12/25/11 $ 18,761.48 $ 1,605.01 $ 20,366.49 $ 406,943.84 119 01/25/12 $ 17,940.96 $ 1,534.29 $ 19,475.25 $ 389,002.88 120 02/25/12 $ 17,156.10 $ 1,466.66 $ 18,622.75 $ 371,846.78 121 03/25/12 $ 16,405.35 $ 1,401.99 $ 17,807.34 $ 355,441.43 122 04/25/12 $ 15,693.76 $ 1,318.78 $ 17,012.54 $ 339,747.67 123 05/25/12 $ 15,006.33 $ 1,260.55 $ 16,266.88 $ 324,741.34 124 06/25/12 $ 14,348.81 $ 1,204.88 $ 15,553.69 $ 310,392.52 125 07/25/12 $ 13,719.92 $ 1,151.64 $ 14,871.56 $ 296,672.61 126 08/25/12 $ 13,118.40 $ 1,100.74 $ 14,219.14 $ 283,554.21 127 09/25/12 $ 12,543.08 $ 1,052.06 $ 13,595.15 $ 271,011.13 128 10/25/12 $ 11,992.82 $ 1,005.53 $ 12,998.35 $ 259,018.30 129 11/25/12 $ 11,466.54 $ 961.03 $ 12,427.57 $ 247,551.76 130 12/25/12 $ 10,963.19 $ 918.49 $ 11,881.68 $ 236,588.57 131 01/25/13 $ 10,481.79 $ 877.81 $ 11,359.60 $ 226,106.77 132 02/25/13 $ 10,021.38 $ 838.92 $ 10,860.30 $ 216,085.39 133 03/25/13 $ 9,581.05 $ 801.74 $ 10,382.79 $ 206,504.34 134 04/25/13 $ 9,159.93 $ 766.19 $ 9,926.12 $ 197,344.41 135 05/25/13 $ 8,757.19 $ 732.20 $ 9,489.40 $ 188,587.22 136 06/25/13 $ 8,372.03 $ 699.71 $ 9,071.75 $ 180,215.18 137 07/25/13 $ 8,003.69 $ 668.65 $ 8,672.34 $ 172,211.49 138 08/25/13 $ 7,651.44 $ 638.95 $ 8,290.39 $ 164,560.06 139 09/25/13 $ 7,314.57 $ 610.57 $ 7,925.14 $ 157,245.49 140 10/25/13 $ 6,992.43 $ 583.43 $ 7,575.85 $ 150,253.06 141 11/25/13 $ 6,684.36 $ 557.48 $ 7,241.85 $ 143,568.70 142 12/25/13 $ 6,389.77 $ 532.68 $ 6,922.45 $ 137,178.93 143 01/25/14 $ 6,108.06 $ 508.97 $ 6,617.04 $ 131,070.86 144 02/25/14 $ 5,838.68 $ 486.31 $ 6,324.99 $ 125,232.19 145 03/25/14 $ 5,581.08 $ 464.65 $ 6,045.73 $ 119,651.10 146 04/25/14 $ 5,334.77 $ 443.94 $ 5,778.71 $ 114,316.34 147 05/25/14 $ 5,099.23 $ 424.15 $ 5,523.38 $ 109,217.10 148 06/25/14 $ 4,874.02 $ 405.23 $ 5,279.25 $ 104,343.09 149 07/25/14 $ 4,658.67 $ 387.14 $ 5,045.81 $ 99,684.42 150 08/25/14 $ 4,452.76 $ 369.86 $ 4,822.62 $ 95,231.66 151 09/25/14 $ 4,255.88 $ 353.34 $ 4,609.21 $ 90,975.78 152 10/25/14 $ 4,067.63 $ 337.55 $ 4,405.17 $ 86,908.16 153 11/25/14 $ 3,887.63 $ 322.46 $ 4,210.09 $ 83,020.52 154 12/25/14 $ 3,715.54 $ 308.03 $ 4,023.57 $ 79,304.98 155 01/25/15 $ 3,551.00 $ 294.25 $ 3,845.25 $ 75,753.98 156 02/25/15 $ 3,393.69 $ 281.07 $ 3,674.76 $ 72,360.29 157 03/25/15 $ 3,243.28 $ 268.48 $ 3,511.76 $ 69,117.00 158 04/25/15 $ 3,099.49 $ 256.45 $ 3,355.93 $ 66,017.51 159 05/25/15 $ 2,962.01 $ 244.95 $ 3,206.96 $ 63,055.50 160 06/25/15 $ 2,830.58 $ 233.96 $ 3,064.54 $ 60,224.92 161 07/25/15 $ 2,704.93 $ 223.45 $ 2,928.38 $ 57,519.99 162 08/25/15 $ 2,584.81 $ 213.42 $ 2,798.22 $ 54,935.19 163 09/25/15 $ 2,469.97 $ 203.83 $ 2,673.80 $ 52,465.22 164 10/25/15 $ 2,360.19 $ 194.66 $ 2,554.85 $ 50,105.03 165 11/25/15 $ 2,255.24 $ 185.91 $ 2,441.15 $ 47,849.79 166 12/25/15 $ 2,154.92 $ 177.54 $ 2,332.46 $ 45,694.87 167 01/25/16 $ 2,059.01 $ 169.54 $ 2,228.56 $ 43,635.86 168 02/25/16 $ 1,967.34 $ 161.90 $ 2,129.24 $ 41,668.52 169 03/25/16 $ 1,879.71 $ 154.60 $ 2,034.31 $ 39,788.81 170 04/25/16 $ 1,795.94 $ 147.63 $ 1,943.57 $ 37,992.86 171 05/25/16 $ 1,715.88 $ 140.97 $ 1,856.84 $ 36,276.99 172 06/25/16 $ 1,639.34 $ 134.60 $ 1,773.94 $ 34,637.65 173 07/25/16 $ 1,566.19 $ 128.52 $ 1,694.71 $ 33,071.46 174 08/25/16 $ 1,496.27 $ 122.71 $ 1,618.97 $ 31,575.19 175 09/25/16 $ 1,429.43 $ 117.15 $ 1,546.59 $ 30,145.76 176 10/25/16 $ 1,365.56 $ 111.85 $ 1,477.41 $ 28,780.20 177 11/25/16 $ 1,304.51 $ 106.78 $ 1,411.29 $ 27,475.69 178 12/25/16 $ 1,246.16 $ 101.94 $ 1,348.10 $ 26,229.54 179 01/25/17 $ 1,190.39 $ 97.32 $ 1,287.71 $ 25,039.15 180 02/25/17 $ 1,137.09 $ 92.90 $ 1,230.00 $ 23,902.06 181 03/25/17 $ 1,086.16 $ 88.69 $ 1,174.84 $ 22,815.90 182 04/25/17 $ 1,037.48 $ 84.66 $ 1,122.13 $ 21,778.42 183 05/25/17 $ 990.95 $ 80.81 $ 1,071.76 $ 20,787.47 184 06/25/17 $ 946.50 $ 77.13 $ 1,023.63 $ 19,840.97 185 07/25/17 $ 904.01 $ 73.62 $ 977.63 $ 18,936.96 186 08/25/17 $ 863.41 $ 70.26 $ 933.68 $ 18,073.55 187 09/25/17 $ 824.62 $ 67.06 $ 891.68 $ 17,248.93 188 10/25/17 $ 787.54 $ 64.00 $ 851.54 $ 16,461.39 189 11/25/17 $ 752.12 $ 61.08 $ 813.20 $ 15,709.27 190 12/25/17 $ 718.27 $ 58.29 $ 776.55 $ 14,991.00 191 01/25/18 $ 685.92 $ 55.62 $ 741.54 $ 14,305.08 192 02/25/18 $ 655.02 $ 53.08 $ 708.09 $ 13,650.06 193 03/25/18 $ 625.49 $ 50.65 $ 676.13 $ 13,024.58 194 04/25/18 $ 597.27 $ 48.33 $ 645.60 $ 12,427.30 195 05/25/18 $ 570.32 $ 46.11 $ 616.43 $ 11,856.99 196 06/25/18 $ 544.56 $ 43.99 $ 588.56 $ 11,312.42 197 07/25/18 $ 519.96 $ 41.97 $ 561.93 $ 10,792.47 198 08/25/18 $ 496.45 $ 40.04 $ 536.49 $ 10,296.02 199 09/25/18 $ 473.99 $ 38.20 $ 512.19 $ 9,822.03 200 10/25/18 $ 452.53 $ 36.44 $ 488.98 $ 9,369.50 201 11/25/18 $ 432.04 $ 34.76 $ 466.80 $ 8,937.46 202 12/25/18 $ 412.45 $ 33.16 $ 445.62 $ 8,525.01 203 01/25/19 $ 393.75 $ 31.63 $ 425.38 $ 8,131.26 204 02/25/19 $ 375.88 $ 30.17 $ 406.05 $ 7,755.38 205 03/25/19 $ 358.81 $ 28.78 $ 387.59 $ 7,396.57 206 04/25/19 $ 342.51 $ 27.44 $ 369.95 $ 7,054.06 207 05/25/19 $ 326.94 $ 26.17 $ 353.11 $ 6,727.12 208 06/25/19 $ 312.06 $ 24.96 $ 337.02 $ 6,415.06 209 07/25/19 $ 297.85 $ 23.80 $ 321.66 $ 6,117.20 210 08/25/19 $ 284.28 $ 22.70 $ 306.98 $ 5,832.92 211 09/25/19 $ 271.32 $ 21.64 $ 292.97 $ 5,561.60 212 10/25/19 $ 258.95 $ 20.64 $ 279.58 $ 5,302.65 213 11/25/19 $ 247.12 $ 19.67 $ 266.80 $ 5,055.52 214 12/25/19 $ 235.83 $ 18.76 $ 254.59 $ 4,819.69 215 01/25/20 $ 225.05 $ 17.88 $ 242.94 $ 4,594.64 216 02/25/20 $ 214.76 $ 17.05 $ 231.80 $ 4,379.88 217 03/25/20 $ 204.92 $ 16.25 $ 221.18 $ 4,174.96 218 04/25/20 $ 195.53 $ 15.49 $ 211.03 $ 3,979.42 219 05/25/20 $ 186.57 $ 14.77 $ 201.33 $ 3,792.85 220 06/25/20 $ 178.01 $ 14.07 $ 192.08 $ 3,614.84 221 07/25/20 $ 169.83 $ 13.41 $ 183.25 $ 3,445.01 222 08/25/20 $ 162.03 $ 12.78 $ 174.81 $ 3,282.98 223 09/25/20 $ 154.58 $ 12.18 $ 166.76 $ 3,128.41 224 10/25/20 $ 147.46 $ 11.61 $ 159.07 $ 2,980.95 225 11/25/20 $ 140.67 $ 11.06 $ 151.73 $ 2,840.28 226 12/25/20 $ 134.18 $ 10.54 $ 144.72 $ 2,706.10 227 01/25/21 $ 127.99 $ 10.04 $ 138.03 $ 2,578.11 228 02/25/21 $ 122.08 $ 9.57 $ 131.65 $ 2,456.03 229 03/25/21 $ 116.44 $ 9.11 $ 125.55 $ 2,339.59 230 04/25/21 $ 111.05 $ 8.68 $ 119.73 $ 2,228.54 231 05/25/21 $ 105.91 $ 8.27 $ 114.18 $ 2,122.63 232 06/25/21 $ 101.00 $ 7.88 $ 108.88 $ 2,021.63 233 07/25/21 $ 96.32 $ 7.50 $ 103.82 $ 1,925.31 234 08/25/21 $ 91.84 $ 7.14 $ 98.99 $ 1,833.47 235 09/25/21 $ 87.58 $ 6.80 $ 94.38 $ 1,745.89 236 10/25/21 $ 83.50 $ 6.48 $ 89.98 $ 1,662.39 237 11/25/21 $ 79.62 $ 6.17 $ 85.78 $ 1,582.77 238 12/25/21 $ 75.91 $ 5.87 $ 81.78 $ 1,506.86 239 01/25/22 $ 72.37 $ 5.59 $ 77.96 $ 1,434.50 240 02/25/22 $ 68.99 $ 5.32 $ 74.31 $ 1,365.51 241 03/25/22 $ 65.76 $ 5.07 $ 70.83 $ 1,299.75 242 04/25/22 $ 62.69 $ 4.82 $ 67.51 $ 1,237.06 243 05/25/22 $ 59.75 $ 4.59 $ 64.34 $ 1,177.31 244 06/25/22 $ 56.95 $ 4.37 $ 61.32 $ 1,120.36 245 07/25/22 $ 54.28 $ 4.16 $ 58.44 $ 1,066.08 246 08/25/22 $ 51.73 $ 3.96 $ 55.68 $ 1,014.35 247 09/25/22 $ 49.30 $ 3.76 $ 53.06 $ 965.06 248 10/25/22 $ 46.98 $ 3.58 $ 50.56 $ 918.08 249 11/25/22 $ 44.76 $ 3.41 $ 48.17 $ 873.32 250 12/25/22 $ 42.65 $ 3.24 $ 45.89 $ 830.67 251 01/25/23 $ 40.63 $ 3.08 $ 43.72 $ 790.04 252 02/25/23 $ 38.71 $ 2.93 $ 41.64 $ 751.32 253 03/25/23 $ 36.88 $ 2.79 $ 39.67 $ 714.44 254 04/25/23 $ 35.13 $ 2.65 $ 37.78 $ 679.31 255 05/25/23 $ 33.47 $ 2.52 $ 35.99 $ 645.84 256 06/25/23 $ 31.87 $ 2.40 $ 34.27 $ 613.97 257 07/25/23 $ 30.36 $ 2.28 $ 32.64 $ 583.61 258 08/25/23 $ 28.91 $ 2.17 $ 31.08 $ 554.70 259 09/25/23 $ 27.53 $ 2.06 $ 29.59 $ 527.16 260 10/25/23 $ 26.22 $ 1.96 $ 28.17 $ 500.95 261 11/25/23 $ 24.96 $ 1.86 $ 26.82 $ 475.98 262 12/25/23 $ 23.77 $ 1.77 $ 25.54 $ 452.21 263 01/25/24 $ 22.63 $ 1.68 $ 24.31 $ 429.58 264 02/25/24 $ 21.54 $ 1.59 $ 23.14 $ 408.04 265 03/25/24 $ 20.51 $ 1.51 $ 22.02 $ 387.53 266 04/25/24 $ 19.52 $ 1.44 $ 20.96 $ 368.01 267 05/25/24 $ 18.58 $ 1.37 $ 19.94 $ 349.43 268 06/25/24 $ 17.68 $ 1.30 $ 18.98 $ 331.75 269 07/25/24 $ 16.83 $ 1.23 $ 18.06 $ 314.93 270 08/25/24 $ 16.01 $ 1.17 $ 17.18 $ 298.91 271 09/25/24 $ 15.23 $ 1.11 $ 16.34 $ 283.68 272 10/25/24 $ 14.49 $ 1.05 $ 15.55 $ 269.18 273 11/25/24 $ 13.79 $ 1.00 $ 14.79 $ 255.40 274 12/25/24 $ 13.12 $ 0.95 $ 14.06 $ 242.28 275 01/25/25 $ 12.48 $ 0.90 $ 13.38 $ 229.80 276 02/25/25 $ 11.87 $ 0.85 $ 12.72 $ 217.94 277 03/25/25 $ 11.28 $ 0.81 $ 12.09 $ 206.65 278 04/25/25 $ 10.73 $ 0.77 $ 11.50 $ 195.92 279 05/25/25 $ 10.20 $ 0.73 $ 10.93 $ 185.72 280 06/25/25 $ 9.70 $ 0.69 $ 10.39 $ 176.02 281 07/25/25 $ 9.22 $ 0.65 $ 9.88 $ 166.79 282 08/25/25 $ 8.77 $ 0.62 $ 9.39 $ 158.03 283 09/25/25 $ 8.33 $ 0.59 $ 8.92 $ 149.69 284 10/25/25 $ 7.92 $ 0.56 $ 8.47 $ 141.77 285 11/25/25 $ 7.53 $ 0.53 $ 8.05 $ 134.25 286 12/25/25 $ 7.15 $ 0.50 $ 7.65 $ 127.10 287 01/25/26 $ 6.79 $ 0.47 $ 7.26 $ 120.31 288 02/25/26 $ 6.45 $ 0.45 $ 6.90 $ 113.85 289 03/25/26 $ 6.13 $ 0.42 $ 6.55 $ 107.72 290 04/25/26 $ 5.82 $ 0.40 $ 6.22 $ 101.90 291 05/25/26 $ 5.53 $ 0.38 $ 5.91 $ 96.37 292 06/25/26 $ 5.25 $ 0.36 $ 5.61 $ 91.12 293 07/25/26 $ 4.98 $ 0.34 $ 5.32 $ 86.14 294 08/25/26 $ 4.73 $ 0.32 $ 5.05 $ 81.41 295 09/25/26 $ 4.49 $ 0.30 $ 4.79 $ 76.92 296 10/25/26 $ 4.26 $ 0.29 $ 4.55 $ 72.65 297 11/25/26 $ 4.04 $ 0.27 $ 4.31 $ 68.61 298 12/25/26 $ 3.84 $ 0.25 $ 4.09 $ 64.77 299 01/25/27 $ 3.64 $ 0.24 $ 3.88 $ 61.13 300 02/25/27 $ 3.45 $ 0.23 $ 3.68 $ 57.68 301 03/25/27 $ 3.27 $ 0.21 $ 3.49 $ 54.40 302 04/25/27 $ 3.11 $ 0.20 $ 3.31 $ 51.30 303 05/25/27 $ 2.94 $ 0.19 $ 3.13 $ 48.35 304 06/25/27 $ 2.79 $ 0.18 $ 2.97 $ 45.56 305 07/25/27 $ 2.65 $ 0.17 $ 2.81 $ 42.92 306 08/25/27 $ 2.51 $ 0.16 $ 2.67 $ 40.41 307 09/25/27 $ 2.37 $ 0.15 $ 2.52 $ 38.04 308 10/25/27 $ 2.25 $ 0.14 $ 2.39 $ 35.79 309 11/25/27 $ 2.13 $ 0.13 $ 2.26 $ 33.66 310 12/25/27 $ 2.02 $ 0.12 $ 2.14 $ 31.64 311 01/25/28 $ 1.91 $ 0.12 $ 2.03 $ 29.73 312 02/25/28 $ 1.81 $ 0.11 $ 1.92 $ 27.92 313 03/25/28 $ 1.71 $ 0.10 $ 1.81 $ 26.21 314 04/25/28 $ 1.62 $ 0.10 $ 1.72 $ 24.59 315 05/25/28 $ 1.53 $ 0.09 $ 1.62 $ 23.06 316 06/25/28 $ 1.45 $ 0.09 $ 1.53 $ 21.61 317 07/25/28 $ 1.37 $ 0.08 $ 1.45 $ 20.24 318 08/25/28 $ 1.29 $ 0.08 $ 1.37 $ 18.94 319 09/25/28 $ 1.22 $ 0.07 $ 1.29 $ 17.72 320 10/25/28 $ 1.16 $ 0.07 $ 1.22 $ 16.56 321 11/25/28 $ 1.09 $ 0.06 $ 1.15 $ 15.47 322 12/25/28 $ 1.03 $ 0.06 $ 1.09 $ 14.44 323 01/25/29 $ 0.97 $ 0.05 $ 1.03 $ 13.47 324 02/25/29 $ 0.92 $ 0.05 $ 0.97 $ 12.55 325 03/25/29 $ 0.87 $ 0.05 $ 0.91 $ 11.68 326 04/25/29 $ 0.82 $ 0.04 $ 0.86 $ 10.86 327 05/25/29 $ 0.77 $ 0.04 $ 0.81 $ 10.09 328 06/25/29 $ 0.73 $ 0.04 $ 0.76 $ 9.36 329 07/25/29 $ 0.69 $ 0.03 $ 0.72 $ 8.68 330 08/25/29 $ 0.65 $ 0.03 $ 0.68 $ 8.03 331 09/25/29 $ 0.61 $ 0.03 $ 0.64 $ 7.42 332 10/25/29 $ 0.57 $ 0.03 $ 0.60 $ 6.85 333 11/25/29 $ 0.54 $ 0.03 $ 0.56 $ 6.31 334 12/25/29 $ 0.51 $ 0.02 $ 0.53 $ 5.81 335 01/25/30 $ 0.48 $ 0.02 $ 0.50 $ 5.33 336 02/25/30 $ 0.45 $ 0.02 $ 0.47 $ 4.88 337 03/25/30 $ 0.42 $ 0.02 $ 0.44 $ 4.46 338 04/25/30 $ 0.39 $ 0.02 $ 0.41 $ 4.07 339 05/25/30 $ 0.37 $ 0.02 $ 0.39 $ 3.70 340 06/25/30 $ 0.35 $ 0.01 $ 0.36 $ 3.35 341 07/25/30 $ 0.33 $ 0.01 $ 0.34 $ 3.03 342 08/25/30 $ 0.30 $ 0.01 $ 0.32 $ 2.72 343 09/25/30 $ 0.29 $ 0.01 $ 0.30 $ 2.44 344 10/25/30 $ 0.27 $ 0.01 $ 0.28 $ 2.17 345 11/25/30 $ 0.25 $ 0.01 $ 0.26 $ 1.92 346 12/25/30 $ 0.23 $ 0.01 $ 0.24 $ 1.69 347 01/25/31 $ 0.22 $ 0.01 $ 0.22 $ 1.47 348 02/25/31 $ 0.20 $ 0.01 $ 0.21 $ 1.27 349 03/25/31 $ 0.18 $ - $ 0.19 $ 1.08 350 04/25/31 $ 0.17 $ - $ 0.18 $ 0.91 351 05/25/31 $ 0.16 $ - $ 0.16 $ 0.75 352 06/25/31 $ 0.15 $ - $ 0.15 $ 0.60 353 07/25/31 $ 0.14 $ - $ 0.14 $ 0.47 354 08/25/31 $ 0.13 $ - $ 0.13 $ 0.34 355 09/25/31 $ 0.12 $ - $ 0.12 $ 0.22 356 10/25/31 $ 0.11 $ - $ 0.11 $ 0.11 357 11/25/31 $ 0.10 $ - $ 0.10 $ 0.01 358 12/25/31 $ 0.01 $ - $ 0.01 $ -
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - Price/Yield - A3A -- To the Reset Date
Coupon 5.096 Dated 2/1/02 Settle First Payment 3/25/02 Price 12 CPR, Cal1(Y) 15CPR, Call (Y) 20 CPR, Call(Y) 25CPR, Call(Y) 30CPR, Call(Y) 35CPR, Call(Y) 40CPR, Call(Y) ----------------------------------------------------------------------------------------------------------- 100-12 4.938 4.912 4.859 4.793 4.719 4.64 4.556 39 60 93 126 134 126 118 ----------------------------------------------------------------------------------------------------------- 100-16 4.901 4.87 4.808 4.731 4.644 4.552 4.453 36 56 87 120 126 117 107 ----------------------------------------------------------------------------------------------------------- 100-20 4.864 4.829 4.758 4.669 4.569 4.463 4.35 32 51 82 114 119 108 97 ----------------------------------------------------------------------------------------------------------- 100-24 4.828 4.787 4.708 4.607 4.495 4.375 4.248 28 47 77 107 111 100 87 ----------------------------------------------------------------------------------------------------------- 100-28 4.791 4.746 4.657 4.545 4.42 4.287 4.145 25 43 72 101 104 91 77 ----------------------------------------------------------------------------------------------------------- 101-00 4.754 4.705 4.607 4.484 4.346 4.199 4.043 21 39 67 95 97 82 66 ----------------------------------------------------------------------------------------------------------- 101-04 4.718 4.664 4.557 4.423 4.272 4.112 3.941 17 35 62 89 89 73 56 ----------------------------------------------------------------------------------------------------------- 101-08 4.681 4.623 4.507 4.361 4.198 4.025 3.84 14 31 57 83 82 64 46 ----------------------------------------------------------------------------------------------------------- 101-12 4.645 4.582 4.457 4.3 4.125 3.938 3.738 10 27 52 77 74 56 36 ----------------------------------------------------------------------------------------------------------- 101-16 4.609 4.541 4.408 4.239 4.051 3.851 3.637 7 23 47 71 67 47 26 ----------------------------------------------------------------------------------------------------------- 101-20 4.572 4.5 4.358 4.179 3.978 3.764 3.536 3 19 42 65 60 38 16 ----------------------------------------------------------------------------------------------------------- WAL 3.904 3.437 2.769 2.213 1.805 1.509 1.284 Mod Durn 3.375 3.002 2.464 2.009 1.665 1.409 1.21 Principal Window Mar02-Nov08 Mar02-Nov 08 Mar02-Nov08 Mar02-Jun08 Mar02-Apr07 Mar02-May06 Mar02-Sep05 LIBOR_1YR 2.3875 2.3875 2.3875 2.3875 2.3875 2.3875 2.3875 CMT_1YR 2.2 2.2 2.2 2.2 2.2 2.2 2.2
(CONTINUED) Price 50CPR, Call(Y) 60CPR, Call(Y) 70CPR, Call(Y) ------------------------------------------- 100-12 4.371 4.149 3.878 Yield 99 77 50 Spread ------------------------------------------- 100-16 4.235 3.975 3.658 Yield 86 60 28 Spread ------------------------------------------- 100-20 4.1 3.802 3.438 Yield 72 42 6 Spread ------------------------------------------- 100-24 3.966 3.63 3.219 Yield 59 25 -16 Spread ------------------------------------------- 100-28 3.832 3.457 3 Yield 45 8 -38 Spread ------------------------------------------- 101-00 3.698 3.286 2.783 Yield 32 -9 -60 Spread ------------------------------------------- 101-04 3.564 3.114 2.565 Yield 18 -27 -81 Spread ------------------------------------------- 101-08 3.431 2.944 2.349 Yield 5 -44 -103 Spread ------------------------------------------- 101-12 3.298 2.773 2.133 Yield -8 -61 -125 Spread ------------------------------------------- 101-16 3.166 2.603 1.918 Yield -21 -78 -146 Spread ------------------------------------------- 101-20 3.034 2.434 1.703 Yield -35 -95 -168 Spread ------------------------------------------- WAL 0.966 0.745 0.583 Mod Durn 0.923 0.72 0.567 Principal Window Mar02-Oc04 Mar02-Feb04 Mar02-Sep03 LIBOR_1Y 2.3875 2.3875 2.3875 CMT_1YR 2.2 2.2 2.2 No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons GSR0201 - Price/Yield - B1 -- To 10% Cleanup Call
Coupon 6.015 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02 Price 5 CPR, Call (Y) 10 CPR, Call (Y) 15 CPR, Call (Y) 25 CPR, Call (Y) 35 CPR, Call (Y) ----------------------------------------------------------------------------------------- 97-04 5.478 5.677 5.955 6.424 6.752 40 70 125 213 297 ----------------------------------------------------------------------------------------- 97-08 5.465 5.66 5.935 6.393 6.713 39 68 123 210 293 ----------------------------------------------------------------------------------------- 97-12 5.452 5.644 5.914 6.363 6.674 37 66 121 207 290 ----------------------------------------------------------------------------------------- 97-16 5.438 5.628 5.893 6.333 6.635 36 65 119 204 286 ----------------------------------------------------------------------------------------- 97-20 5.425 5.611 5.872 6.302 6.596 35 63 116 201 282 ----------------------------------------------------------------------------------------- 97-24 5.412 5.595 5.851 6.272 6.557 33 61 114 198 278 ----------------------------------------------------------------------------------------- 97-28 5.399 5.579 5.83 6.242 6.518 32 60 112 195 274 ----------------------------------------------------------------------------------------- 98-00 5.385 5.563 5.81 6.212 6.48 31 58 110 192 270 ----------------------------------------------------------------------------------------- 98-04 5.372 5.546 5.789 6.182 6.441 29 56 108 189 266 ----------------------------------------------------------------------------------------- 98-08 5.359 5.53 5.769 6.152 6.403 28 55 106 186 263 ----------------------------------------------------------------------------------------- 98-12 5.346 5.514 5.748 6.122 6.364 27 53 104 183 259 ----------------------------------------------------------------------------------------- WAL 15.701 11.408 8.217 5.149 3.846 Mod Durn 9.646 7.84 6.142 4.217 3.289 Principal Window Mar02 - Oct25 Mar02 - Apr19 Mar02 - Aug14 Mar02 - Sep09 Mar02 - May07 LIVE 2/7/02 CURVE LIBOR_1YR 2.3875 2.3875 2.3875 2.3875 2.3875 CMT_1YR 2.2 2.2 2.2 2.2 2.2
(CONTINUED) Price 45 CPR, Call (Y) 55 CPR, Call (Y) 75 CPR, Call (Y) ----------------------------------------------------- 97-04 7.016 7.293 8.123 Yield 362 417 566 Spread ----------------------------------------------------- 97-08 6.967 7.231 8.019 Yield 357 411 556 Spread ----------------------------------------------------- 97-12 6.917 7.169 7.914 Yield 352 405 545 Spread ----------------------------------------------------- 97-16 6.868 7.107 7.81 Yield 348 399 535 Spread ----------------------------------------------------- 97-20 6.818 7.045 7.706 Yield 343 393 524 Spread ----------------------------------------------------- 97-24 6.769 6.983 7.603 Yield 338 386 514 Spread ----------------------------------------------------- 97-28 6.72 6.922 7.499 Yield 333 380 504 Spread ----------------------------------------------------- 98-00 6.671 6.86 7.396 Yield 328 374 493 Spread ----------------------------------------------------- 98-04 6.622 6.799 7.293 Yield 323 368 483 Spread ----------------------------------------------------- 98-08 6.573 6.737 7.19 Yield 318 362 473 Spread ----------------------------------------------------- 98-12 6.524 6.676 7.087 Yield 313 356 463 Spread ----------------------------------------------------- WAL 2.944 2.301 1.331 Mod Durn 2.589 2.065 1.23 Principal WindoW Mar02 - Dec05 Mar02 - Jan05 Mar02 - Oct03 LIVE 2/7/02 CUR LIBOR_1YR 2.3875 2.3875 2.3875 CMT_1YR 2.2 2.2 2.2 No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - Price/Yield - B2 -- To 10% Cleanup Call
Coupon 0 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02 Price 5 CPR, Call (Y) 10 CPR, Call (Y) 15 CPR, Call (Y) 25 CPR, Call (Y) 35 CPR, Call (Y) ----------------------------------------------------------------------------------------- 95-20 5.64 5.876 6.209 6.794 7.225 56 89 150 250 345 ----------------------------------------------------------------------------------------- 95-24 5.627 5.859 6.188 6.762 7.186 55 88 148 247 341 ----------------------------------------------------------------------------------------- 95-28 5.613 5.842 6.167 6.731 7.146 53 86 146 244 337 ----------------------------------------------------------------------------------------- 96-00 5.599 5.826 6.145 6.7 7.106 52 84 144 241 333 ----------------------------------------------------------------------------------------- 96-04 5.586 5.809 6.124 6.669 7.066 51 83 142 238 329 ----------------------------------------------------------------------------------------- 96-08 5.572 5.792 6.103 6.639 7.027 49 81 140 235 325 ----------------------------------------------------------------------------------------- 96-12 5.559 5.776 6.082 6.608 6.987 48 79 137 232 321 ----------------------------------------------------------------------------------------- 96-16 5.545 5.759 6.061 6.577 6.948 47 78 135 229 317 ----------------------------------------------------------------------------------------- 96-20 5.532 5.743 6.039 6.546 6.908 45 76 133 226 313 ----------------------------------------------------------------------------------------- 96-24 5.518 5.726 6.018 6.516 6.869 44 74 131 223 309 ----------------------------------------------------------------------------------------- 96-28 5.505 5.71 5.997 6.485 6.83 43 73 129 219 305 WAL 15.701 11.408 8.217 5.149 3.846 Mod Durn 9.566 7.787 6.105 4.194 3.273 Principal Window Mar02 - Oct25 Mar02 - Apr19 Mar02 - Aug14 Mar02 - Sep09 Mar02 - May07 LIVE 2/7/02 CURVE LIBOR_1YR 2.3875 2.3875 2.3875 2.3875 2.3875 CMT_1YR 2.2 2.2 2.2 2.2 2.2
(CONTINUED) Price 45 CPR, Call (Y) 55 CPR, Call (Y) 75 CPR, Call (Y) ----------------------------------------------------- 95-20 7.618 8.048 9.394 Yield 423 493 693 Spread ----------------------------------------------------- 95-24 7.568 7.985 9.287 Yield 418 487 682 Spread ----------------------------------------------------- 95-28 7.517 7.921 9.18 Yield 412 480 672 Spread ----------------------------------------------------- 96-00 7.467 7.858 9.073 Yield 407 474 661 Spread ----------------------------------------------------- 96-04 7.416 7.795 8.967 Yield 402 468 651 Spread ----------------------------------------------------- 96-08 7.366 7.732 8.861 Yield 397 461 640 Spread ----------------------------------------------------- 96-12 7.316 7.669 8.755 Yield 392 455 629 Spread ----------------------------------------------------- 96-16 7.266 7.606 8.649 Yield 387 449 619 Spread ----------------------------------------------------- 96-20 7.216 7.543 8.543 Yield 382 442 608 Spread ----------------------------------------------------- 96-24 7.166 7.481 8.438 Yield 377 436 598 Spread ----------------------------------------------------- 96-28 7.116 7.418 8.333 Yield 372 430 587 Spread WAL 2.944 2.301 1.331 Mod Durn 2.575 2.053 1.22 Principal Window Mar02 - Dec05 Mar02 - Jan05 Mar02 - Oct03 LIVE 2/7/02 CURVE LIBOR_1YR 2.3875 2.3875 2.3875 CMT_1YR 2.2 2.2 2.2 No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - Price/Yield - B1 -- To Maturity
Coupon 0 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02 Price 5 CPR 10 CPR 15 CPR 25 CPR 35 CPR ------------------------------------------------------------------------------------------ 97-04 5.467 5.638 5.883 6.285 6.555 38 64 105 190 253 ------------------------------------------------------------------------------------------ 97-08 5.454 5.623 5.863 6.257 6.52 36 62 103 187 249 ------------------------------------------------------------------------------------------ 97-12 5.441 5.607 5.843 6.228 6.484 35 60 101 185 245 ------------------------------------------------------------------------------------------ 97-16 5.428 5.591 5.823 6.2 6.449 34 59 99 182 242 ------------------------------------------------------------------------------------------ 97-20 5.414 5.575 5.803 6.172 6.414 32 57 97 179 238 ------------------------------------------------------------------------------------------ 97-24 5.401 5.559 5.784 6.144 6.379 31 56 95 176 235 ------------------------------------------------------------------------------------------ 97-28 5.388 5.544 5.764 6.116 6.344 30 54 94 173 231 ------------------------------------------------------------------------------------------ 98-00 5.375 5.528 5.744 6.088 6.309 29 53 92 171 228 ------------------------------------------------------------------------------------------ 98-04 5.362 5.512 5.725 6.061 6.274 27 51 90 168 224 ------------------------------------------------------------------------------------------ 98-08 5.349 5.497 5.705 6.033 6.24 26 49 88 165 221 ------------------------------------------------------------------------------------------ 98-12 5.336 5.481 5.686 6.005 6.205 25 48 86 162 218 ------------------------------------------------------------------------------------------ WAL 16.202 12.324 9.11 5.83 4.437 Mod Durn 9.763 8.113 6.469 4.555 3.643 Principal Window Mar02 - Dec31 Mar02 - Dec31 Mar02 - Dec31 Mar02 - Dec31 Mar02 - Nov31 LIVE 2/7/02 CURVE LIBOR_1YR 2.3875 2.3875 2.3875 2.3875 2.3875 CMT_1YR 2.2 2.2 2.2 2.2 2.2
(CONTINUED) Price 45 CPR 55 CPR 75 CPR ---------------------------------------------------- 97-04 6.797 7.011 7.562 Yield 317 365 468 Spread ---------------------------------------------------- 97-08 6.753 6.959 7.485 Yield 312 360 460 Spread ---------------------------------------------------- 97-12 6.71 6.908 7.408 Yield 308 354 452 Spread ---------------------------------------------------- 97-16 6.667 6.857 7.331 Yield 304 349 445 Spread ---------------------------------------------------- 97-20 6.624 6.805 7.254 Yield 299 344 437 Spread ---------------------------------------------------- 97-24 6.581 6.754 7.178 Yield 295 339 429 Spread ---------------------------------------------------- 97-28 6.538 6.703 7.102 Yield 291 334 422 Spread ---------------------------------------------------- 98-00 6.495 6.652 7.025 Yield 286 329 414 Spread ---------------------------------------------------- 98-04 6.452 6.601 6.949 Yield 282 324 406 Spread ---------------------------------------------------- 98-08 6.41 6.55 6.873 Yield 278 319 399 Spread ---------------------------------------------------- 98-12 6.367 6.499 6.798 Yield 274 314 391 Spread ---------------------------------------------------- WAL 3.501 2.876 1.868 Mod Durn 2.968 2.491 1.667 Principal Window Mar02 - Jan31 Mar02 - Oct25 Mar02 - Mar17 LIVE 2/7/02 CURVE LIBOR_1YR 2.3875 2.3875 2.3875 CMT_1YR 2.2 2.2 2.2 No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - Price/Yield - B2 -- To Maturity
Coupon 0 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02 Price 5 CPR 10 CPR 15 CPR 25 CPR 35 CPR ------------------------------------------------------------------------------------------- 95-20 5.627 5.831 6.124 6.628 6.983 54 83 130 224 295 ------------------------------------------------------------------------------------------- 95-24 5.614 5.815 6.104 6.599 6.947 52 81 127 222 292 ------------------------------------------------------------------------------------------- 95-28 5.6 5.799 6.083 6.57 6.911 51 80 125 219 288 ------------------------------------------------------------------------------------------- 96-00 5.587 5.782 6.063 6.541 6.875 50 78 123 216 285 ------------------------------------------------------------------------------------------- 96-04 5.573 5.766 6.043 6.513 6.839 48 76 121 213 281 ------------------------------------------------------------------------------------------- 96-08 5.56 5.75 6.023 6.484 6.804 47 75 119 210 277 ------------------------------------------------------------------------------------------- 96-12 5.547 5.734 6.003 6.455 6.768 46 73 117 207 274 ------------------------------------------------------------------------------------------- 96-16 5.533 5.718 5.983 6.427 6.732 44 72 115 204 270 ------------------------------------------------------------------------------------------- 96-20 5.52 5.702 5.962 6.398 6.697 43 70 113 202 267 ------------------------------------------------------------------------------------------- 96-24 5.507 5.686 5.942 6.37 6.661 42 68 111 199 263 ------------------------------------------------------------------------------------------- 96-28 5.493 5.67 5.922 6.341 6.626 40 67 109 196 260 WAL 16.202 12.324 9.11 5.83 4.437 Mod Durn 9.679 8.048 6.419 4.52 3.617 Principal Window Mar02 - Dec31 Mar02 - Dec31 Mar02 - Dec31 Mar02 - Dec31 Mar02 - Nov31 LIVE 2/7/02 CURVE LIBOR_1YR 2.3875 2.3875 2.3875 2.3875 2.3875 CMT_1YR 2.2 2.2 2.2 2.2 2.2
(CONTINUE) Price 45 CPR 55 CPR 75 CPR --------------------------------------------------- 95-20 7.323 7.638 8.502 Yield 369 427 562 Spread --------------------------------------------------- 95-24 7.278 7.585 8.423 Yield 365 422 554 Spread --------------------------------------------------- 95-28 7.234 7.533 8.344 Yield 360 417 546 Spread --------------------------------------------------- 96-00 7.19 7.48 8.265 Yield 356 412 538 Spread --------------------------------------------------- 96-04 7.146 7.428 8.186 Yield 352 406 530 Spread --------------------------------------------------- 96-08 7.102 7.375 8.107 Yield 347 401 522 Spread --------------------------------------------------- 96-12 7.058 7.323 8.029 Yield 343 396 514 Spread --------------------------------------------------- 96-16 7.014 7.271 7.951 Yield 338 391 507 Spread --------------------------------------------------- 96-20 6.971 7.219 7.873 Yield 334 385 499 Spread --------------------------------------------------- 96-24 6.927 7.166 7.795 Yield 330 380 491 Spread --------------------------------------------------- 96-28 6.883 7.115 7.717 Yield 325 375 483 Spread WAL 3.501 2.876 1.868 Mod Durn 2.946 2.471 1.649 Principal Window Mar02 - Aug30 Mar02 - May25 Mar02 - Dec16 LIVE 2/7/02 CURVE LIBOR_1YR 2.3875 2.3875 2.3875 CMT_1YR 2.2 2.2 2.2 No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - Price/Yield - B1 -- To Mat & Forward Curve
Coupon 6.015 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02 Price 5 CPR 10 CPR 15 CPR 25 CPR 35 CPR ------------------------------------------------------------------------------------------- 100-08 7.375 7.176 6.894 6.475 6.231 226 216 203 208 219 ------------------------------------------------------------------------------------------- 100-12 7.361 7.161 6.875 6.448 6.198 225 215 201 206 216 ------------------------------------------------------------------------------------------- 100-16 7.348 7.145 6.856 6.422 6.164 223 213 200 203 213 ------------------------------------------------------------------------------------------- 100-20 7.335 7.13 6.837 6.395 6.131 222 212 198 200 209 ------------------------------------------------------------------------------------------- 100-24 7.322 7.114 6.818 6.368 6.098 221 210 196 198 206 ------------------------------------------------------------------------------------------- 100-28 7.309 7.099 6.799 6.342 6.065 220 208 194 195 203 ------------------------------------------------------------------------------------------- 101-00 7.296 7.083 6.78 6.315 6.031 218 207 192 193 199 ------------------------------------------------------------------------------------------- 101-04 7.283 7.068 6.761 6.289 5.998 217 205 190 190 196 ------------------------------------------------------------------------------------------- 101-08 7.27 7.053 6.743 6.262 5.965 216 204 188 187 193 ------------------------------------------------------------------------------------------- 101-12 7.257 7.037 6.724 6.236 5.932 214 202 186 185 190 ------------------------------------------------------------------------------------------- 101-16 7.244 7.022 6.705 6.21 5.899 213 201 184 182 186 ------------------------------------------------------------------------------------------- WAL 17.28 12.847 9.339 5.884 4.453 Mod Durn 9.423 8.017 6.535 4.658 3.72 Principal Window Mar02 - Dec31 Mar02 - Dec31 Mar02 - Dec31 Mar02 - Dec31 Mar02 - Nov31 FORWARD CURVE LIBOR_1YR 2.4300 2.1400 2.4278 2 2.4300 2.1400 2.4278 2 2.4300 2.1400 2.4278 2 2.4300 2.1400 2.4278 2 2.4300 2.1400 2.4278 CMT_1YR 2.2300 2.0000 2.1844 2 2.2300 2.0000 2.1844 2 2.2300 2.0000 2.1844 2 2.2300 2.0000 2.1844 2 2.2300 2.0000 2.1844
(CONTINUED) Price 45 CPR 55 CPR 75 CPR --------------------------------------------------- 100-08 6.06 5.94 5.736 Yield 243 257 285 Spread --------------------------------------------------- 100-12 6.019 5.891 5.663 Yield 239 253 278 Spread --------------------------------------------------- 100-16 5.978 5.842 5.59 Yield 234 248 270 Spread --------------------------------------------------- 100-20 5.937 5.793 5.517 Yield 230 243 263 Spread --------------------------------------------------- 100-24 5.896 5.744 5.444 Yield 226 238 256 Spread --------------------------------------------------- 100-28 5.855 5.695 5.372 Yield 222 233 249 Spread --------------------------------------------------- 101-00 5.814 5.647 5.299 Yield 218 228 241 Spread --------------------------------------------------- 101-04 5.774 5.598 5.227 Yield 214 223 234 Spread --------------------------------------------------- 101-08 5.733 5.55 5.155 Yield 210 218 227 Spread --------------------------------------------------- 101-12 5.692 5.501 5.083 Yield 206 214 220 Spread --------------------------------------------------- 101-16 5.652 5.453 5.011 Yield 202 209 213 Spread --------------------------------------------------- WAL 3.507 2.878 1.868 Mod Durn 3.026 2.538 1.703 Principal Window Mar02 - May31 Mar02 - Jan26 Mar02 - Apr17 FORWARD CURVE LIBOR_1YR 2 2.4300 2.1400 2.4278 2 2.4300 2.1400 2.4278 2 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 CMT_1YR 2 2.2300 2.0000 2.1844 2 2.2300 2.0000 2.1844 2 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - Price/Yield - B2 --To Mat & Forward Curve
Coupon 6.015 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02 Price 5 CPR 10 CPR 15 CPR 25 CPR 35 CPR -------------------------------------------------------------------------------------------- 98-12 7.576 7.413 7.184 6.882 6.741 246 240 232 249 270 -------------------------------------------------------------------------------------------- 98-16 7.562 7.397 7.165 6.854 6.707 245 238 230 246 267 -------------------------------------------------------------------------------------------- 98-20 7.549 7.381 7.145 6.827 6.672 244 237 228 244 264 -------------------------------------------------------------------------------------------- 98-24 7.535 7.365 7.126 6.8 6.638 242 235 227 241 260 -------------------------------------------------------------------------------------------- 98-28 7.522 7.349 7.106 6.772 6.604 241 233 225 238 257 -------------------------------------------------------------------------------------------- 99-00 7.508 7.333 7.087 6.745 6.569 239 232 223 235 253 -------------------------------------------------------------------------------------------- 99-04 7.495 7.317 7.067 6.718 6.535 238 230 221 233 250 -------------------------------------------------------------------------------------------- 99-08 7.481 7.302 7.048 6.691 6.501 237 229 219 230 246 -------------------------------------------------------------------------------------------- 99-12 7.468 7.286 7.028 6.663 6.467 235 227 217 227 243 -------------------------------------------------------------------------------------------- 99-16 7.455 7.27 7.009 6.636 6.433 234 226 215 225 240 -------------------------------------------------------------------------------------------- 99-20 7.441 7.254 6.99 6.609 6.4 233 224 213 222 236 -------------------------------------------------------------------------------------------- WAL 17.28 12.847 9.339 5.884 4.453 Mod Durn 9.328 7.943 6.475 4.616 3.687 Principal Window Mar02 - Dec31 Mar02 - Dec31 Mar02 - Dec31 Mar02 - Dec31 Mar02 - Nov31 FORWARD CURVE LIBOR_1YR 2.4300 2.1400 2.4278 2 2.4300 2.1400 2.4278 2 2.4300 2.1400 2.4278 2 2.4300 2.1400 2.4278 2 2.4300 2.1400 2.4278 CMT_1YR 2.2300 2.0000 2.1844 2 2.2300 2.0000 2.1844 2 2.2300 2.0000 2.1844 2 2.2300 2.0000 2.1844 2 2.2300 2.0000 2.1844
(CONTINUE)
Price 45 CPR 55 CPR 75 CPR -------------------------------------------------- 98-12 6.687 6.687 6.853 Yield 305 332 397 Spread -------------------------------------------------- 98-16 6.644 6.637 6.777 Yield 301 327 389 Spread -------------------------------------------------- 98-20 6.602 6.586 6.702 Yield 297 322 382 Spread -------------------------------------------------- 98-24 6.56 6.536 6.627 Yield 293 317 374 Spread -------------------------------------------------- 98-28 6.518 6.486 6.551 Yield 288 312 367 Spread -------------------------------------------------- 99-00 6.476 6.436 6.477 Yield 284 307 359 Spread -------------------------------------------------- 99-04 6.434 6.386 6.402 Yield 280 302 352 Spread -------------------------------------------------- 99-08 6.392 6.336 6.327 Yield 276 297 344 Spread -------------------------------------------------- 99-12 6.35 6.286 6.253 Yield 272 292 337 Spread -------------------------------------------------- 99-16 6.309 6.236 6.179 Yield 268 287 329 Spread -------------------------------------------------- 99-20 6.267 6.186 6.104 Yield 263 282 322 Spread -------------------------------------------------- WAL 3.507 2.878 1.868 Mod Durn 2.999 2.513 1.682 Principal Window Mar02 - Dec30 Mar02 - Aug25 Mar02 - Jan17 FORWARD CURVE LIBOR_1YR 2 2.4300 2.1400 2.4278 2 2.4300 2.1400 2.4278 2 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 CMT_1YR 2 2.2300 2.0000 2.1844 2 2.2300 2.0000 2.1844 2 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - Price/Yield - A1
Coupon 5.993 Dated 2/1/02 Settle 2/21/02 First Payme3/25/02 Price 5 CPR 10 CPR 15 CPR 25 CPR 35 CPR 45 CPR 55 CPR 65 CPR 70 CPR ---------------------------------------------------------------------------------------------------------- 101-24 5.118 5.054 4.984 4.818 4.612 4.353 4.018 3.577 3.296 Yield 139 146 151 152 131 105 72 28 0 Spread ---------------------------------------------------------------------------------------------------------- 101-28 5.066 4.999 4.924 4.748 4.53 4.256 3.902 3.436 3.14 Yield 134 140 145 145 123 96 60 14 -16 Spread ---------------------------------------------------------------------------------------------------------- 102-00 5.014 4.943 4.864 4.679 4.448 4.16 3.787 3.295 2.984 Yield 129 135 139 138 115 86 49 0 -32 Spread ---------------------------------------------------------------------------------------------------------- 102-04 4.962 4.887 4.804 4.609 4.367 4.064 3.671 3.155 2.828 Yield 123 129 133 131 107 76 37 -14 -47 Spread ---------------------------------------------------------------------------------------------------------- 102-08 4.911 4.832 4.745 4.54 4.286 3.968 3.557 3.016 2.673 Yield 118 123 127 124 99 67 26 -28 -63 Spread ---------------------------------------------------------------------------------------------------------- 102-12 4.859 4.777 4.685 4.471 4.205 3.872 3.442 2.877 2.518 Yield 113 118 121 117 91 57 14 -42 -78 Spread ---------------------------------------------------------------------------------------------------------- 102-16 4.807 4.721 4.626 4.402 4.124 3.777 3.328 2.738 2.364 Yield 108 112 115 110 82 48 3 -56 -94 Spread ---------------------------------------------------------------------------------------------------------- 102-20 4.756 4.666 4.567 4.333 4.044 3.682 3.214 2.599 2.21 Yield 103 107 109 103 74 38 -9 -70 -109 Spread ---------------------------------------------------------------------------------------------------------- 102-24 4.704 4.611 4.507 4.264 3.963 3.587 3.1 2.461 2.056 Yield 98 101 104 96 66 29 -20 -84 -124 Spread ---------------------------------------------------------------------------------------------------------- 102-28 4.653 4.556 4.448 4.196 3.883 3.492 2.987 2.324 1.903 Yield 92 96 98 90 58 19 -31 -98 -140 Spread ---------------------------------------------------------------------------------------------------------- 103-00 4.602 4.501 4.389 4.127 3.803 3.397 2.874 2.186 1.751 Yield 87 90 92 83 50 10 -43 -111 -155 Spread ---------------------------------------------------------------------------------------------------------- WAL 2.603 2.418 2.242 1.913 1.618 1.354 1.118 0.909 0.812 Mod Durn 2.358 2.199 2.047 1.762 1.505 1.274 1.064 0.875 0.787 Principal Window Mar02-Dec04 Mar02-Dec04 Mar02-Dec04 Mar02-Dec04 Mar02-Dec04 Mar02-Dec04 Mar02-Dec04 Mar02-Dec04 Mar02-Dec04 Collateral Indices LIBOR_1YR 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 CMT_1YR 2.2 2.2 2.2 2.2 2.2 2.2 2.2 2.2 2.2
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - Price/Yield - A2_A
Coupon 3.17 Dated 2/21/02 Settle 2/21/02 First Payment 3/25/02 Price 5 CPR 10 CPR 15 CPR 25 CPR 35 CPR 45 CPR 55 CPR 65 CPR 70 CPR ---------------------------------------------------------------------------------------------------------- 99-12 3.387 3.466 3.585 3.842 4.124 4.435 4.786 5.196 5.429 Yield 100 108 119 145 173 204 240 281 304 Spread ---------------------------------------------------------------------------------------------------------- 99-16 3.348 3.411 3.506 3.711 3.936 4.185 4.465 4.792 4.978 Yield 96 102 112 132 155 179 207 240 259 Spread ---------------------------------------------------------------------------------------------------------- 99-20 3.308 3.355 3.427 3.581 3.749 3.935 4.145 4.39 4.529 Yield 92 97 104 119 136 155 175 200 214 Spread ---------------------------------------------------------------------------------------------------------- 99-24 3.269 3.301 3.348 3.45 3.563 3.686 3.826 3.989 4.081 Yield 88 91 96 106 117 130 144 160 169 Spread ---------------------------------------------------------------------------------------------------------- 99-28 3.23 3.246 3.269 3.321 3.376 3.438 3.508 3.589 3.635 Yield 84 86 88 93 99 105 112 120 125 Spread ---------------------------------------------------------------------------------------------------------- 100-00 3.191 3.191 3.191 3.191 3.191 3.191 3.191 3.191 3.191 Yield 80 80 80 80 80 80 80 80 80 Spread ---------------------------------------------------------------------------------------------------------- 100-04 3.152 3.136 3.113 3.062 3.006 2.944 2.875 2.794 2.748 Yield 76 75 72 67 62 55 48 40 36 Spread ---------------------------------------------------------------------------------------------------------- 100-08 3.113 3.082 3.035 2.933 2.821 2.698 2.56 2.399 2.307 Yield 72 69 64 54 43 31 17 1 -8 Spread ---------------------------------------------------------------------------------------------------------- 100-12 3.074 3.028 2.957 2.804 2.637 2.453 2.246 2.005 1.868 Yield 68 64 57 41 25 6 -14 -39 -52 Spread ---------------------------------------------------------------------------------------------------------- 100-16 3.035 2.973 2.879 2.676 2.453 2.209 1.933 1.612 1.43 Yield 65 58 49 29 6 -18 -46 -78 -96 Spread ---------------------------------------------------------------------------------------------------------- 100-20 2.997 2.919 2.801 2.547 2.27 1.965 1.621 1.221 0.994 Yield 61 53 41 16 -12 -43 -77 -117 -140 Spread ---------------------------------------------------------------------------------------------------------- WAL 3.47 2.446 1.679 1.001 0.695 0.519 0.404 0.321 0.288 Mod Durn 3.201 2.287 1.596 0.966 0.675 0.506 0.395 0.314 0.282 Principal Window Mar02-Jan07 Mar02-Jan07 Mar02-Oct05 Mar02-Apr04 Mar02-Aug03 Mar02-Mar03 Mar02-Dec02 Mar02-Oct02 Mar02-Sep02 Collateral Indices LIBOR_1YR 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 CMT_1YR 2.2 2.2 2.2 2.2 2.2 2.2 2.2 2.2 2.2
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - Price/Yield - A2_B
Coupon 4.981 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02 Price 5 CPR 10 CPR 15 CPR 25 CPR 35 CPR 45 CPR 55 CPR 65 CPR 70 CPR ---------------------------------------------------------------------------------------------------------- 99-12 5.102 5.102 5.106 5.141 5.188 5.241 5.304 5.381 5.427 Yield 30 30 41 113 186 194 200 208 213 Spread ---------------------------------------------------------------------------------------------------------- 99-16 5.072 5.072 5.075 5.095 5.122 5.152 5.188 5.232 5.259 Yield 27 27 38 108 179 185 189 193 196 Spread ---------------------------------------------------------------------------------------------------------- 99-20 5.043 5.043 5.044 5.049 5.056 5.064 5.073 5.084 5.091 Yield 24 24 34 104 173 176 177 178 179 Spread ---------------------------------------------------------------------------------------------------------- 99-24 5.014 5.014 5.013 5.003 4.99 4.975 4.957 4.936 4.923 Yield 21 21 31 99 166 167 166 164 162 Spread ---------------------------------------------------------------------------------------------------------- 99-28 4.985 4.985 4.982 4.957 4.924 4.886 4.842 4.788 4.756 Yield 18 18 28 95 159 159 154 149 146 Spread ---------------------------------------------------------------------------------------------------------- 100-00 4.955 4.955 4.951 4.911 4.858 4.798 4.727 4.641 4.589 Yield 15 15 25 90 153 150 143 134 129 Spread ---------------------------------------------------------------------------------------------------------- 100-04 4.926 4.926 4.92 4.865 4.793 4.71 4.612 4.494 4.422 Yield 12 12 22 86 146 141 131 119 112 Spread ---------------------------------------------------------------------------------------------------------- 100-08 4.897 4.897 4.889 4.82 4.727 4.622 4.498 4.347 4.256 Yield 9 9 19 81 140 132 120 105 96 Spread ---------------------------------------------------------------------------------------------------------- 100-12 4.868 4.868 4.858 4.774 4.662 4.534 4.383 4.201 4.09 Yield 6 6 16 76 133 123 108 90 79 Spread ---------------------------------------------------------------------------------------------------------- 100-16 4.839 4.839 4.828 4.729 4.597 4.447 4.269 4.055 3.925 Yield 3 3 13 72 127 115 97 75 62 Spread ---------------------------------------------------------------------------------------------------------- 100-20 4.81 4.81 4.797 4.683 4.531 4.359 4.155 3.909 3.76 Yield 0 0 10 67 120 106 85 61 46 Spread ---------------------------------------------------------------------------------------------------------- WAL 4.928 4.928 4.617 3.001 2.043 1.499 1.14 0.884 0.778 Mod Durn 4.277 4.277 4.034 2.723 1.899 1.413 1.085 0.847 0.748 Principal Window Jan07-Jan07 Jan07-Jan07 Oct05-Jan07 Apr04-Feb06 Aug03-Nov04 Mar03-Feb04 Dec02-Aug03 Oct02-Apr03 Sep02-Feb03 Collateral Indices LIBOR_1YR 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 CMT_1YR 2.2 2.2 2.2 2.2 2.2 2.2 2.2 2.2 2.2
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - Price/Yield - A2_C
Coupon 5.793 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02 Price 5 CPR 10 CPR 15 CPR 25 CPR 35 CPR 45 CPR 55 CPR 65 CPR 70 CPR ---------------------------------------------------------------------------------------------------------- 99-12 5.921 5.921 5.921 5.922 5.931 5.945 5.966 5.993 6.01 Yield 112 112 112 115 140 178 223 267 271 Spread ---------------------------------------------------------------------------------------------------------- 99-16 5.891 5.891 5.891 5.891 5.895 5.902 5.912 5.925 5.933 Yield 109 109 109 112 137 174 217 260 263 Spread ---------------------------------------------------------------------------------------------------------- 99-20 5.861 5.861 5.861 5.861 5.86 5.86 5.859 5.857 5.857 Yield 106 106 106 109 133 169 212 253 256 Spread ---------------------------------------------------------------------------------------------------------- 99-24 5.831 5.831 5.831 5.83 5.825 5.817 5.805 5.79 5.78 Yield 103 103 103 106 129 165 207 247 248 Spread ---------------------------------------------------------------------------------------------------------- 99-28 5.801 5.801 5.801 5.8 5.79 5.774 5.752 5.723 5.704 Yield 100 100 100 103 126 161 201 240 240 Spread ---------------------------------------------------------------------------------------------------------- 100-00 5.771 5.771 5.771 5.769 5.755 5.732 5.699 5.656 5.628 Yield 97 97 97 100 122 157 196 233 233 Spread ---------------------------------------------------------------------------------------------------------- 100-04 5.741 5.741 5.741 5.739 5.72 5.689 5.646 5.589 5.552 Yield 94 94 94 97 119 152 191 226 225 Spread ---------------------------------------------------------------------------------------------------------- 100-08 5.712 5.712 5.712 5.709 5.685 5.647 5.593 5.522 5.477 Yield 91 91 91 94 115 148 186 220 218 Spread ---------------------------------------------------------------------------------------------------------- 100-12 5.682 5.682 5.682 5.678 5.65 5.604 5.54 5.455 5.401 Yield 88 88 88 91 112 144 180 213 210 Spread ---------------------------------------------------------------------------------------------------------- 100-16 5.652 5.652 5.652 5.648 5.616 5.562 5.487 5.388 5.326 Yield 85 85 85 88 109 140 175 206 203 Spread ---------------------------------------------------------------------------------------------------------- 100-20 5.623 5.623 5.623 5.618 5.581 5.52 5.435 5.322 5.25 Yield 82 82 82 85 105 135 170 200 195 Spread WAL 4.928 4.928 4.928 4.817 4.119 3.324 2.616 2.035 1.784 Mod Durn 4.182 4.182 4.182 4.099 3.561 2.927 2.347 1.857 1.641 Principal Window Jan07-Jan07 Jan07-Jan07 Jan07-Jan07 Nov04-Jan07 Feb04-Jan07 Aug03-Jan07 Apr03-Jan07 Feb03-Jan07 Collateral Indices LIBOR_1YR 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 CMT_1YR 2.2 2.2 2.2 2.2 2.2 2.2 2.2 2.2 2.2
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - Price/Yield - A3
Coupon 5.749 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02 Price 5 CPR 10 CPR 15 CPR 25 CPR 35 CPR 45 CPR 55 CPR 65 CPR 70 CPR ---------------------------------------------------------------------------------------------------------- 99-28 5.761 5.751 5.74 5.714 5.68 5.639 5.588 5.525 5.487 Yield 78 105 129 180 229 234 229 222 219 Spread ---------------------------------------------------------------------------------------------------------- 100-00 5.733 5.718 5.702 5.663 5.614 5.553 5.477 5.383 5.327 Yield 75 102 125 175 223 225 218 208 203 Spread ---------------------------------------------------------------------------------------------------------- 100-04 5.705 5.686 5.664 5.613 5.547 5.466 5.366 5.242 5.167 Yield 73 99 122 170 216 217 207 194 187 Spread ---------------------------------------------------------------------------------------------------------- 100-08 5.677 5.654 5.627 5.562 5.481 5.38 5.256 5.102 5.008 Yield 70 96 118 165 210 208 196 180 171 Spread ---------------------------------------------------------------------------------------------------------- 100-12 5.65 5.621 5.589 5.512 5.415 5.295 5.146 4.962 4.85 Yield 67 92 114 160 203 199 185 166 155 Spread ---------------------------------------------------------------------------------------------------------- 100-16 5.622 5.589 5.551 5.462 5.349 5.209 5.036 4.822 4.692 Yield 64 89 110 155 196 191 174 152 139 Spread ---------------------------------------------------------------------------------------------------------- 100-20 5.594 5.557 5.514 5.412 5.283 5.124 4.927 4.683 4.534 Yield 61 86 107 150 190 182 163 138 123 Spread ---------------------------------------------------------------------------------------------------------- 100-24 5.567 5.524 5.476 5.362 5.217 5.039 4.818 4.544 4.377 Yield 59 83 103 145 183 174 152 124 108 Spread ---------------------------------------------------------------------------------------------------------- 100-28 5.539 5.492 5.439 5.312 5.152 4.954 4.709 4.405 4.221 Yield 56 79 99 140 177 165 141 111 92 Spread ---------------------------------------------------------------------------------------------------------- 101-00 5.512 5.46 5.402 5.263 5.087 4.869 4.601 4.267 4.065 Yield 53 76 95 135 170 157 130 97 76 Spread ---------------------------------------------------------------------------------------------------------- 101-04 5.484 5.428 5.365 5.213 5.021 4.785 4.492 4.129 3.909 Yield 50 73 92 130 164 148 119 83 61 Spread ---------------------------------------------------------------------------------------------------------- WAL 5.456 4.611 3.913 2.861 2.12 1.6 1.224 0.946 0.831 Mod Durn 4.488 3.843 3.305 2.478 1.882 1.452 1.132 0.889 0.786 Principal Window Mar02-Nov08 Mar02-Nov08 Mar02-Nov08 Mar02-Nov08 Mar02-Nov08 Mar02-Nov08 Mar02-Nov08 Mar02-Nov08 Mar02-Nov08 Collateral Indices LIBOR_1YR 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 CMT_1YR 2.2 2.2 2.2 2.2 2.2 2.2 2.2 2.2 2.2
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - Price/Yield - B1
Coupon 6.008 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02 Price 5 CPR, Call(Y) 10CPR, Cal1(Y) 5CPR, Call(Y) 25CPR, Call(Y) 35CPR, Call(Y) 45CPR, Call(Y) ----------------------------------------------------------------------------------------- 97-22 5.425 5.611 5.87 6.293 6.58 6.791 40 70 124 209 289 348 ----------------------------------------------------------------------------------------- 97-26 5.411 5.595 5.849 6.263 6.541 6.741 39 68 122 206 285 343 ----------------------------------------------------------------------------------------- 97-30 5.398 5.578 5.828 6.233 6.502 6.692 37 66 120 203 281 338 ----------------------------------------------------------------------------------------- 98-02 5.385 5.562 5.808 6.203 6.464 6.643 36 65 118 200 277 333 ----------------------------------------------------------------------------------------- 98-06 5.372 5.546 5.787 6.172 6.425 6.594 35 63 116 197 273 328 ----------------------------------------------------------------------------------------- 98-10 5.359 5.53 5.766 6.142 6.387 6.545 34 61 114 194 270 324 ----------------------------------------------------------------------------------------- 98-14 5.346 5.514 5.746 6.113 6.348 6.497 32 60 111 191 266 319 ----------------------------------------------------------------------------------------- 98-18 5.333 5.498 5.725 6.083 6.31 6.448 31 58 109 188 262 314 ----------------------------------------------------------------------------------------- 98-22 5.32 5.482 5.705 6.053 6.272 6.399 30 57 107 185 258 309 ----------------------------------------------------------------------------------------- 98-26 5.307 5.466 5.684 6.023 6.233 6.351 28 55 105 182 254 304 ----------------------------------------------------------------------------------------- 98-30 5.294 5.45 5.664 5.993 6.195 6.302 27 53 103 179 250 299 ----------------------------------------------------------------------------------------- WAL 15.744 11.419 8.222 5.15 3.847 2.944 Mod Durn 9.687 7.863 6.158 4.226 3.296 2.595 Principal Window Mar02-Nov25 Mar02-Apr19 Mar02-Aug14 Mar02-Sep09 Mar02-May07 Mar02-Dec05 Collateral Indices LIBOR_1YR 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 CMT_1YR 2.2 2.2 2.2 2.2 2.2 2.2
(CONTINUED) Price 55CPR, Call(Y) 65CPR, Call(Y) 70CPR, Call(Y) -------------------------------------- 97-22 7.008 7.278 7.454 Yield 397 453 488 Spread -------------------------------------- 97-26 6.947 7.199 7.364 Yield 391 446 479 Spread -------------------------------------- 97-30 6.885 7.12 7.273 Yield 385 438 470 Spread -------------------------------------- 98-02 6.823 7.041 7.182 Yield 379 430 461 Spread -------------------------------------- 98-06 6.762 6.962 7.092 Yield 372 422 452 Spread -------------------------------------- 98-10 6.701 6.884 7.002 Yield 366 414 443 Spread -------------------------------------- 98-14 6.64 6.805 6.912 Yield 360 406 434 Spread -------------------------------------- 98-18 6.579 6.727 6.822 Yield 354 398 425 Spread -------------------------------------- 98-22 6.518 6.649 6.732 Yield 348 391 416 Spread -------------------------------------- 98-26 6.457 6.571 6.643 Yield 342 383 407 Spread -------------------------------------- 98-30 6.396 6.493 6.554 Yield 336 375 398 Spread -------------------------------------- WAL 2.302 1.765 1.528 Mod Durn 2.07 1.614 1.407 Principal Window Mar02-Jan05 Mar02-May04 Mar02-Jan04 Collateral LIBOR_1YR2.41875 2.41875 2.41875 CMT_1YR 2.2 2.2 2.2 No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - Price/Yield - B2
Coupon 6.008 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02 Price 5 CPR, Call(Y) 10CPR, Cal1(Y) 5CPR, Call(Y) 25CPR, Call(Y) 35CPR, Call(Y) 45CPR, Call(Y) ----------------------------------------------------------------------------------------- 95-28 5.619 5.85 6.175 6.737 7.149 7.514 60 93 154 254 346 420 ----------------------------------------------------------------------------------------- 96-00 5.605 5.833 6.153 6.706 7.109 7.463 58 92 152 251 342 415 ----------------------------------------------------------------------------------------- 96-04 5.592 5.816 6.132 6.675 7.07 7.413 57 90 150 247 338 410 ----------------------------------------------------------------------------------------- 96-08 5.578 5.8 6.111 6.644 7.03 7.363 55 88 148 244 334 405 ----------------------------------------------------------------------------------------- 96-12 5.565 5.783 6.09 6.613 6.99 7.313 54 87 146 241 330 400 ----------------------------------------------------------------------------------------- 96-16 5.551 5.767 6.069 6.583 6.951 7.262 53 85 144 238 326 395 ----------------------------------------------------------------------------------------- 96-20 5.538 5.75 6.047 6.552 6.912 7.212 51 83 142 235 322 390 ----------------------------------------------------------------------------------------- 96-24 5.524 5.734 6.026 6.521 6.872 7.162 50 82 140 232 318 385 ----------------------------------------------------------------------------------------- 96-28 5.511 5.717 6.005 6.491 6.833 7.113 49 80 137 229 314 380 ----------------------------------------------------------------------------------------- 97-00 5.498 5.701 5.984 6.46 6.794 7.063 47 79 135 226 310 375 ----------------------------------------------------------------------------------------- 97-04 5.484 5.684 5.963 6.43 6.755 7.013 46 77 133 223 306 370 WAL 15.744 11.419 8.222 5.15 3.847 2.944 Mod Durn 9.591 7.799 6.113 4.199 3.276 2.578 Principal Window Mar02-Nov25 Mar02-Apr19 Mar02-Aug14 Mar02-Sep09 Mar02-May07 Mar02-Dec05 Collateral Indices LIBOR_1YR 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 CMT_1YR 2.2 2.2 2.2 2.2 2.2 2.2
(CONTINUED) Price 55CPR, Call(Y) 65(CPR, Call 70CPR, Call(Y) -------------------------------------- 95-28 7.915 8.443 8.791 Yield 488 570 622 Spread -------------------------------------- 96-00 7.852 8.361 8.697 Yield 481 562 612 Spread -------------------------------------- 96-04 7.789 8.28 8.604 Yield 475 554 603 Spread -------------------------------------- 96-08 7.726 8.199 8.511 Yield 469 546 594 Spread -------------------------------------- 96-12 7.663 8.118 8.418 Yield 462 537 584 Spread -------------------------------------- 96-16 7.6 8.038 8.326 Yield 456 529 575 Spread -------------------------------------- 96-20 7.537 7.957 8.233 Yield 450 521 566 Spread -------------------------------------- 96-24 7.474 7.877 8.141 Yield 444 513 557 Spread -------------------------------------- 96-28 7.412 7.796 8.049 Yield 437 505 547 Spread -------------------------------------- 97-00 7.349 7.716 7.957 Yield 431 497 538 Spread -------------------------------------- 97-04 7.287 7.636 7.865 Yield 425 489 529 Spread WAL 2.302 1.765 1.528 Mod Durn 2.056 1.601 1.395 Principal Window Mar02-Jan05 Mar02-May04 Mar02-Jan04 Collateral l LIBOR_1YR2.41875 2.41875 2.41875 CMT_1YR 2.2 2.2 2.2 No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - Price/Yield - B3
Coupon 6.008 Dated 2/1/02 Settle 2/21/02 First Payme3/25/02 Price 5 CPR, Call(Y) 10CPR, Cal1(Y) 5CPR, Call(Y) 25CPR, Call(Y) 35CPR, Call(Y) 45CPR, Call(Y) ------------------------------------------------------------------------------------------ 94-04 5.812 6.087 6.477 7.177 7.712 8.23 79 117 185 298 402 492 ------------------------------------------------------------------------------------------ 94-08 5.798 6.07 6.455 7.145 7.671 8.178 77 115 182 294 398 487 ------------------------------------------------------------------------------------------ 94-12 5.784 6.053 6.433 7.113 7.631 8.126 76 114 180 291 394 482 ------------------------------------------------------------------------------------------ 94-16 5.77 6.036 6.411 7.081 7.59 8.075 75 112 178 288 390 477 ------------------------------------------------------------------------------------------ 94-20 5.756 6.018 6.39 7.05 7.55 8.023 73 110 176 285 386 471 ------------------------------------------------------------------------------------------ 94-24 5.742 6.001 6.368 7.018 7.509 7.972 72 109 174 282 382 466 ------------------------------------------------------------------------------------------ 94-28 5.729 5.984 6.346 6.987 7.469 7.921 70 107 172 279 378 461 ------------------------------------------------------------------------------------------ 95-00 5.715 5.968 6.325 6.955 7.429 7.87 69 105 169 275 374 456 ------------------------------------------------------------------------------------------ 95-04 5.701 5.951 6.303 6.924 7.389 7.819 68 104 167 272 370 451 ------------------------------------------------------------------------------------------ 95-08 5.687 5.934 6.282 6.893 7.348 7.768 66 102 165 269 366 446 ------------------------------------------------------------------------------------------ 95-12 5.674 5.917 6.26 6.862 7.308 7.717 65 100 163 266 362 441 ------------------------------------------------------------------------------------------ WAL 15.744 11.419 8.222 5.15 3.847 2.944 Mod Durn 9.496 7.736 6.069 4.173 3.257 2.562 Principal Window Mar02-Nov25 Mar02-Apr19 Mar02-Aug14 Mar02-Sep09 Mar02-May07 Mar02-Dec05 Collateral Indices LIBOR_1YR 2.41875 2.41875 2.41875 2.41875 2.41875 2.41875 CMT_1YR 2.2 2.2 2.2 2.2 2.2 2.2
(CONTINUED) Price 55CPR, Call(Y) 65(CPR, Call 70CPR, Call(Y) ------------------------------------- 94-04 8.813 9.597 10.116 Yield 578 685 754 Spread ------------------------------------- 94-08 8.748 9.514 10.02 Yield 571 677 745 Spread ------------------------------------- 94-12 8.684 9.431 9.925 Yield 565 669 735 Spread ------------------------------------- 94-16 8.619 9.347 9.829 Yield 558 660 725 Spread ------------------------------------- 94-20 8.554 9.264 9.734 Yield 552 652 716 Spread ------------------------------------- 94-24 8.49 9.181 9.639 Yield 545 644 706 Spread ------------------------------------- 94-28 8.426 9.099 9.544 Yield 539 636 697 Spread ------------------------------------- 95-00 8.361 9.016 9.449 Yield 532 627 687 Spread ------------------------------------- 95-04 8.297 8.934 9.354 Yield 526 619 678 Spread ------------------------------------- 95-08 8.233 8.852 9.26 Yield 520 611 669 Spread ------------------------------------- 95-12 8.169 8.769 9.166 Yield 513 603 659 Spread ------------------------------------- WAL 2.302 1.765 1.528 Mod Durn 2.042 1.588 1.383 Principal Window 02-Jan05 Mar02-May04 Mar02-Jan04 CollateraL LIBOR_1YR 2.41875 2.41875 2.41875 CMT_1YR 2.2 2.2 2.2 No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - CF - A2C - 1 - 15 CPR
15 CPR LIBOR_1YR=2.4200 CMT_1YR=2.2200 Period Date Principal Interest Cash Flow Balance Total 80,545,000.00 22,556,090.28 103,101,090.28 0 21-Feb-02 0.00 0.00 0.00 80,545,000.00 1 25-Mar-02 0.00 388,898.11 388,898.11 80,545,000.00 2 25-Apr-02 0.00 388,898.11 388,898.11 80,545,000.00 3 25-May-02 0.00 388,898.11 388,898.11 80,545,000.00 4 25-Jun-02 0.00 388,898.11 388,898.11 80,545,000.00 5 25-Jul-02 0.00 388,898.11 388,898.11 80,545,000.00 6 25-Aug-02 0.00 388,898.11 388,898.11 80,545,000.00 7 25-Sep-02 0.00 388,898.11 388,898.11 80,545,000.00 8 25-Oct-02 0.00 388,898.11 388,898.11 80,545,000.00 9 25-Nov-02 0.00 388,898.11 388,898.11 80,545,000.00 10 25-Dec-02 0.00 388,898.11 388,898.11 80,545,000.00 11 25-Jan-03 0.00 388,898.11 388,898.11 80,545,000.00 12 25-Feb-03 0.00 388,898.11 388,898.11 80,545,000.00 13 25-Mar-03 0.00 388,898.11 388,898.11 80,545,000.00 14 25-Apr-03 0.00 388,898.11 388,898.11 80,545,000.00 15 25-May-03 0.00 388,898.11 388,898.11 80,545,000.00 16 25-Jun-03 0.00 388,898.11 388,898.11 80,545,000.00 17 25-Jul-03 0.00 388,898.11 388,898.11 80,545,000.00 18 25-Aug-03 0.00 388,898.11 388,898.11 80,545,000.00 19 25-Sep-03 0.00 388,898.11 388,898.11 80,545,000.00 20 25-Oct-03 0.00 388,898.11 388,898.11 80,545,000.00 21 25-Nov-03 0.00 388,898.11 388,898.11 80,545,000.00 22 25-Dec-03 0.00 388,898.11 388,898.11 80,545,000.00 23 25-Jan-04 0.00 388,898.11 388,898.11 80,545,000.00 24 25-Feb-04 0.00 388,898.11 388,898.11 80,545,000.00 25 25-Mar-04 0.00 388,898.11 388,898.11 80,545,000.00 26 25-Apr-04 0.00 388,898.11 388,898.11 80,545,000.00 27 25-May-04 0.00 388,898.11 388,898.11 80,545,000.00 28 25-Jun-04 0.00 388,898.11 388,898.11 80,545,000.00 29 25-Jul-04 0.00 388,898.11 388,898.11 80,545,000.00 30 25-Aug-04 0.00 388,898.11 388,898.11 80,545,000.00 31 25-Sep-04 0.00 388,898.11 388,898.11 80,545,000.00 32 25-Oct-04 0.00 388,898.11 388,898.11 80,545,000.00 33 25-Nov-04 0.00 388,898.11 388,898.11 80,545,000.00 34 25-Dec-04 0.00 388,898.11 388,898.11 80,545,000.00 35 25-Jan-05 0.00 388,898.11 388,898.11 80,545,000.00 36 25-Feb-05 0.00 388,898.11 388,898.11 80,545,000.00 37 25-Mar-05 0.00 388,898.11 388,898.11 80,545,000.00 38 25-Apr-05 0.00 388,898.11 388,898.11 80,545,000.00 39 25-May-05 0.00 388,898.11 388,898.11 80,545,000.00 40 25-Jun-05 0.00 388,898.11 388,898.11 80,545,000.00 41 25-Jul-05 0.00 388,898.11 388,898.11 80,545,000.00 42 25-Aug-05 0.00 388,898.11 388,898.11 80,545,000.00 43 25-Sep-05 0.00 388,898.11 388,898.11 80,545,000.00 44 25-Oct-05 0.00 388,898.11 388,898.11 80,545,000.00 45 25-Nov-05 0.00 388,898.11 388,898.11 80,545,000.00 46 25-Dec-05 0.00 388,898.11 388,898.11 80,545,000.00 47 25-Jan-06 0.00 388,898.11 388,898.11 80,545,000.00 48 25-Feb-06 0.00 388,898.11 388,898.11 80,545,000.00 49 25-Mar-06 0.00 388,898.11 388,898.11 80,545,000.00 50 25-Apr-06 0.00 388,898.11 388,898.11 80,545,000.00 51 25-May-06 0.00 388,898.11 388,898.11 80,545,000.00 52 25-Jun-06 0.00 388,898.11 388,898.11 80,545,000.00 53 25-Jul-06 0.00 388,898.11 388,898.11 80,545,000.00 54 25-Aug-06 0.00 388,898.11 388,898.11 80,545,000.00 55 25-Sep-06 0.00 388,898.11 388,898.11 80,545,000.00 56 25-Oct-06 0.00 388,898.11 388,898.11 80,545,000.00 57 25-Nov-06 0.00 388,898.11 388,898.11 80,545,000.00 58 25-Dec-06 80,545,000.00 388,898.11 80,933,898.11 0.00
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - CF - A2C - 2 - 20 CPR
20 CPR LIBOR_1YR=2.4200 CMT_1YR=2.2200 0.948101325 Period Date Principal Interest Cash Flow Balance Total 80,545,000.00 22,556,090.28 103,101,090.28 0 21-Feb-02 0 0 0 80,545,000.00 1 25-Mar-02 0 388,898.11 388,898.11 80,545,000.00 2 25-Apr-02 0 388,898.11 388,898.11 80,545,000.00 3 25-May-02 0 388,898.11 388,898.11 80,545,000.00 4 25-Jun-02 0 388,898.11 388,898.11 80,545,000.00 5 25-Jul-02 0 388,898.11 388,898.11 80,545,000.00 6 25-Aug-02 0 388,898.11 388,898.11 80,545,000.00 7 25-Sep-02 0 388,898.11 388,898.11 80,545,000.00 8 25-Oct-02 0 388,898.11 388,898.11 80,545,000.00 9 25-Nov-02 0 388,898.11 388,898.11 80,545,000.00 10 25-Dec-02 0 388,898.11 388,898.11 80,545,000.00 11 25-Jan-03 0 388,898.11 388,898.11 80,545,000.00 12 25-Feb-03 0 388,898.11 388,898.11 80,545,000.00 13 25-Mar-03 0 388,898.11 388,898.11 80,545,000.00 14 25-Apr-03 0 388,898.11 388,898.11 80,545,000.00 15 25-May-03 0 388,898.11 388,898.11 80,545,000.00 16 25-Jun-03 0 388,898.11 388,898.11 80,545,000.00 17 25-Jul-03 0 388,898.11 388,898.11 80,545,000.00 18 25-Aug-03 0 388,898.11 388,898.11 80,545,000.00 19 25-Sep-03 0 388,898.11 388,898.11 80,545,000.00 20 25-Oct-03 0 388,898.11 388,898.11 80,545,000.00 21 25-Nov-03 0 388,898.11 388,898.11 80,545,000.00 22 25-Dec-03 0 388,898.11 388,898.11 80,545,000.00 23 25-Jan-04 0 388,898.11 388,898.11 80,545,000.00 24 25-Feb-04 0 388,898.11 388,898.11 80,545,000.00 25 25-Mar-04 0 388,898.11 388,898.11 80,545,000.00 26 25-Apr-04 0 388,898.11 388,898.11 80,545,000.00 27 25-May-04 0 388,898.11 388,898.11 80,545,000.00 28 25-Jun-04 0 388,898.11 388,898.11 80,545,000.00 29 25-Jul-04 0 388,898.11 388,898.11 80,545,000.00 30 25-Aug-04 0 388,898.11 388,898.11 80,545,000.00 31 25-Sep-04 0 388,898.11 388,898.11 80,545,000.00 32 25-Oct-04 0 388,898.11 388,898.11 80,545,000.00 33 25-Nov-04 0 388,898.11 388,898.11 80,545,000.00 34 25-Dec-04 0 388,898.11 388,898.11 80,545,000.00 35 25-Jan-05 0 388,898.11 388,898.11 80,545,000.00 36 25-Feb-05 0 388,898.11 388,898.11 80,545,000.00 37 25-Mar-05 0 388,898.11 388,898.11 80,545,000.00 38 25-Apr-05 0 388,898.11 388,898.11 80,545,000.00 39 25-May-05 0 388,898.11 388,898.11 80,545,000.00 40 25-Jun-05 0 388,898.11 388,898.11 80,545,000.00 41 25-Jul-05 0 388,898.11 388,898.11 80,545,000.00 42 25-Aug-05 0 388,898.11 388,898.11 80,545,000.00 43 25-Sep-05 0 388,898.11 388,898.11 80,545,000.00 44 25-Oct-05 0 388,898.11 388,898.11 80,545,000.00 45 25-Nov-05 0 388,898.11 388,898.11 80,545,000.00 46 25-Dec-05 0 388,898.11 388,898.11 80,545,000.00 47 25-Jan-06 0 388,898.11 388,898.11 80,545,000.00 48 25-Feb-06 0 388,898.11 388,898.11 80,545,000.00 49 25-Mar-06 0 388,898.11 388,898.11 80,545,000.00 50 25-Apr-06 0 388,898.11 388,898.11 80,545,000.00 51 25-May-06 0 388,898.11 388,898.11 80,545,000.00 52 25-Jun-06 0 388,898.11 388,898.11 80,545,000.00 53 25-Jul-06 0 388,898.11 388,898.11 80,545,000.00 54 25-Aug-06 0 388,898.11 388,898.11 80,545,000.00 55 25-Sep-06 0 388,898.11 388,898.11 80,545,000.00 56 25-Oct-06 0 388,898.11 388,898.11 80,545,000.00 57 25-Nov-06 0 388,898.11 388,898.11 80,545,000.00 58 25-Dec-06 80,545,000.00 388,898.11 80,933,898.11 0
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - CF - A2C - 3 - 25 CPR
25 CPR LIBOR_1YR=2.4200 CMT_1YR=2.2200 Period Date Principal Interest Cash Flow Balance Total 80,545,000.00 22,128,923.56 102,673,923.56 0 0 0 0 0 21-Feb-02 0 0 0 80,545,000.00 1 25-Mar-02 0 388,898.11 388,898.11 80,545,000.00 2 25-Apr-02 0 388,898.11 388,898.11 80,545,000.00 3 25-May-02 0 388,898.11 388,898.11 80,545,000.00 4 25-Jun-02 0 388,898.11 388,898.11 80,545,000.00 5 25-Jul-02 0 388,898.11 388,898.11 80,545,000.00 6 25-Aug-02 0 388,898.11 388,898.11 80,545,000.00 7 25-Sep-02 0 388,898.11 388,898.11 80,545,000.00 8 25-Oct-02 0 388,898.11 388,898.11 80,545,000.00 9 25-Nov-02 0 388,898.11 388,898.11 80,545,000.00 10 25-Dec-02 0 388,898.11 388,898.11 80,545,000.00 11 25-Jan-03 0 388,898.11 388,898.11 80,545,000.00 12 25-Feb-03 0 388,898.11 388,898.11 80,545,000.00 13 25-Mar-03 0 388,898.11 388,898.11 80,545,000.00 14 25-Apr-03 0 388,898.11 388,898.11 80,545,000.00 15 25-May-03 0 388,898.11 388,898.11 80,545,000.00 16 25-Jun-03 0 388,898.11 388,898.11 80,545,000.00 17 25-Jul-03 0 388,898.11 388,898.11 80,545,000.00 18 25-Aug-03 0 388,898.11 388,898.11 80,545,000.00 19 25-Sep-03 0 388,898.11 388,898.11 80,545,000.00 20 25-Oct-03 0 388,898.11 388,898.11 80,545,000.00 21 25-Nov-03 0 388,898.11 388,898.11 80,545,000.00 22 25-Dec-03 0 388,898.11 388,898.11 80,545,000.00 23 25-Jan-04 0 388,898.11 388,898.11 80,545,000.00 24 25-Feb-04 0 388,898.11 388,898.11 80,545,000.00 25 25-Mar-04 0 388,898.11 388,898.11 80,545,000.00 26 25-Apr-04 0 388,898.11 388,898.11 80,545,000.00 27 25-May-04 0 388,898.11 388,898.11 80,545,000.00 28 25-Jun-04 0 388,898.11 388,898.11 80,545,000.00 29 25-Jul-04 0 388,898.11 388,898.11 80,545,000.00 30 25-Aug-04 0 388,898.11 388,898.11 80,545,000.00 31 25-Sep-04 0 388,898.11 388,898.11 80,545,000.00 32 25-Oct-04 0 388,898.11 388,898.11 80,545,000.00 33 25-Nov-04 0 388,898.11 388,898.11 80,545,000.00 34 25-Dec-04 0 388,898.11 388,898.11 80,545,000.00 35 25-Jan-05 0 388,898.11 388,898.11 80,545,000.00 36 25-Feb-05 0 388,898.11 388,898.11 80,545,000.00 37 25-Mar-05 0 388,898.11 388,898.11 80,545,000.00 38 25-Apr-05 0 388,898.11 388,898.11 80,545,000.00 39 25-May-05 0 388,898.11 388,898.11 80,545,000.00 40 25-Jun-05 0 388,898.11 388,898.11 80,545,000.00 41 25-Jul-05 0 388,898.11 388,898.11 80,545,000.00 42 25-Aug-05 0 388,898.11 388,898.11 80,545,000.00 43 25-Sep-05 0 388,898.11 388,898.11 80,545,000.00 44 25-Oct-05 0 388,898.11 388,898.11 80,545,000.00 45 25-Nov-05 0 388,898.11 388,898.11 80,545,000.00 46 25-Dec-05 0 388,898.11 388,898.11 80,545,000.00 47 25-Jan-06 0 388,898.11 388,898.11 80,545,000.00 48 25-Feb-06 412,488.25 388,898.11 801,386.36 80,132,511.74 49 25-Mar-06 2,000,107.35 386,906.48 2,387,013.83 78,132,404.39 50 25-Apr-06 1,950,839.73 377,249.29 2,328,089.02 76,181,564.66 51 25-May-06 1,902,774.17 367,829.99 2,270,604.16 74,278,790.50 52 25-Jun-06 1,855,881.55 358,642.76 2,214,524.31 72,422,908.94 53 25-Jul-06 1,810,702.67 349,681.94 2,160,384.62 70,612,206.27 54 25-Aug-06 1,766,043.98 340,939.27 2,106,983.25 68,846,162.29 55 25-Sep-06 1,722,475.98 332,412.22 2,054,888.20 67,123,686.31 56 25-Oct-06 1,679,972.22 324,095.53 2,004,067.75 65,443,714.10 57 25-Nov-06 1,638,506.88 315,984.06 1,954,490.94 63,805,207.21 58 25-Dec-06 63,805,207.21 308,072.81 64,113,280.02 0
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - CF - A2C - 4 - 30 CPR
30 CPR LIBOR_1YR=2.4200 CMT_1YR=2.2200 Period Date Principal Interest Cash Flow Balance Total 80,545,000.00 20,769,374.38 101,314,374.38 0 0 0 0 0 21-Feb-02 0 0 0 80,545,000.00 1 25-Mar-02 0 388,898.11 388,898.11 80,545,000.00 2 25-Apr-02 0 388,898.11 388,898.11 80,545,000.00 3 25-May-02 0 388,898.11 388,898.11 80,545,000.00 4 25-Jun-02 0 388,898.11 388,898.11 80,545,000.00 5 25-Jul-02 0 388,898.11 388,898.11 80,545,000.00 6 25-Aug-02 0 388,898.11 388,898.11 80,545,000.00 7 25-Sep-02 0 388,898.11 388,898.11 80,545,000.00 8 25-Oct-02 0 388,898.11 388,898.11 80,545,000.00 9 25-Nov-02 0 388,898.11 388,898.11 80,545,000.00 10 25-Dec-02 0 388,898.11 388,898.11 80,545,000.00 11 25-Jan-03 0 388,898.11 388,898.11 80,545,000.00 12 25-Feb-03 0 388,898.11 388,898.11 80,545,000.00 13 25-Mar-03 0 388,898.11 388,898.11 80,545,000.00 14 25-Apr-03 0 388,898.11 388,898.11 80,545,000.00 15 25-May-03 0 388,898.11 388,898.11 80,545,000.00 16 25-Jun-03 0 388,898.11 388,898.11 80,545,000.00 17 25-Jul-03 0 388,898.11 388,898.11 80,545,000.00 18 25-Aug-03 0 388,898.11 388,898.11 80,545,000.00 19 25-Sep-03 0 388,898.11 388,898.11 80,545,000.00 20 25-Oct-03 0 388,898.11 388,898.11 80,545,000.00 21 25-Nov-03 0 388,898.11 388,898.11 80,545,000.00 22 25-Dec-03 0 388,898.11 388,898.11 80,545,000.00 23 25-Jan-04 0 388,898.11 388,898.11 80,545,000.00 24 25-Feb-04 0 388,898.11 388,898.11 80,545,000.00 25 25-Mar-04 0 388,898.11 388,898.11 80,545,000.00 26 25-Apr-04 0 388,898.11 388,898.11 80,545,000.00 27 25-May-04 0 388,898.11 388,898.11 80,545,000.00 28 25-Jun-04 0 388,898.11 388,898.11 80,545,000.00 29 25-Jul-04 0 388,898.11 388,898.11 80,545,000.00 30 25-Aug-04 0 388,898.11 388,898.11 80,545,000.00 31 25-Sep-04 0 388,898.11 388,898.11 80,545,000.00 32 25-Oct-04 0 388,898.11 388,898.11 80,545,000.00 33 25-Nov-04 0 388,898.11 388,898.11 80,545,000.00 34 25-Dec-04 0 388,898.11 388,898.11 80,545,000.00 35 25-Jan-05 0 388,898.11 388,898.11 80,545,000.00 36 25-Feb-05 0 388,898.11 388,898.11 80,545,000.00 37 25-Mar-05 0 388,898.11 388,898.11 80,545,000.00 38 25-Apr-05 0 388,898.11 388,898.11 80,545,000.00 39 25-May-05 977,907.21 388,898.11 1,366,805.32 79,567,092.78 40 25-Jun-05 2,425,018.44 384,176.45 2,809,194.89 77,142,074.34 41 25-Jul-05 2,351,709.01 372,467.65 2,724,176.66 74,790,365.33 42 25-Aug-05 2,280,601.84 361,112.81 2,641,714.65 72,509,763.48 43 25-Sep-05 2,211,631.11 350,101.31 2,561,732.42 70,298,132.39 44 25-Oct-05 2,144,732.93 339,422.82 2,484,155.74 68,153,399.45 45 25-Nov-05 2,079,845.35 329,067.33 2,408,912.68 66,073,554.11 46 25-Dec-05 2,016,908.23 319,025.15 2,335,933.36 64,056,645.89 47 25-Jan-06 1,955,863.24 309,286.84 2,265,150.08 62,100,782.65 48 25-Feb-06 1,896,653.80 299,843.28 2,196,497.07 60,204,128.86 49 25-Mar-06 1,839,224.98 290,685.60 2,129,910.58 58,364,903.88 50 25-Apr-06 1,783,523.51 281,805.21 2,065,328.72 56,581,380.37 51 25-May-06 1,729,497.72 273,193.77 2,002,691.48 54,851,882.65 52 25-Jun-06 1,677,097.44 264,843.17 1,941,940.61 53,174,785.21 53 25-Jul-06 1,626,689.58 256,745.59 1,883,435.17 51,548,095.63 54 25-Aug-06 1,577,371.22 248,891.39 1,826,262.61 49,970,724.40 55 25-Sep-06 1,529,537.81 241,275.32 1,770,813.13 48,441,186.59 56 25-Oct-06 1,483,144.89 233,890.20 1,717,035.09 46,958,041.70 57 25-Nov-06 1,438,149.32 226,729.07 1,664,878.39 45,519,892.38 58 25-Dec-06 45,519,892.38 219,785.22 45,739,677.59 0
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - CF - A2C - 5 - 50 CPR
50 CPR LIBOR_1YR=2.4200 CMT_1YR=2.2200 Period Date Principal Interest Cash Flow Balance Total 80,545,000.00 13,710,429.22 94,255,429.22 0 21-Feb-02 0 0 0 80,545,000.00 1 25-Mar-02 0 388,898.11 388,898.11 80,545,000.00 2 25-Apr-02 0 388,898.11 388,898.11 80,545,000.00 3 25-May-02 0 388,898.11 388,898.11 80,545,000.00 4 25-Jun-02 0 388,898.11 388,898.11 80,545,000.00 5 25-Jul-02 0 388,898.11 388,898.11 80,545,000.00 6 25-Aug-02 0 388,898.11 388,898.11 80,545,000.00 7 25-Sep-02 0 388,898.11 388,898.11 80,545,000.00 8 25-Oct-02 0 388,898.11 388,898.11 80,545,000.00 9 25-Nov-02 0 388,898.11 388,898.11 80,545,000.00 10 25-Dec-02 0 388,898.11 388,898.11 80,545,000.00 11 25-Jan-03 0 388,898.11 388,898.11 80,545,000.00 12 25-Feb-03 0 388,898.11 388,898.11 80,545,000.00 13 25-Mar-03 0 388,898.11 388,898.11 80,545,000.00 14 25-Apr-03 0 388,898.11 388,898.11 80,545,000.00 15 25-May-03 0 388,898.11 388,898.11 80,545,000.00 16 25-Jun-03 0 388,898.11 388,898.11 80,545,000.00 17 25-Jul-03 0 388,898.11 388,898.11 80,545,000.00 18 25-Aug-03 0 388,898.11 388,898.11 80,545,000.00 19 25-Sep-03 0 388,898.11 388,898.11 80,545,000.00 20 25-Oct-03 0 388,898.11 388,898.11 80,545,000.00 21 25-Nov-03 4,034,832.36 388,898.11 4,423,730.47 76,510,167.63 22 25-Dec-03 4,588,212.74 369,416.59 4,957,629.33 71,921,954.89 23 25-Jan-04 4,320,168.23 347,263.17 4,667,431.39 67,601,786.67 24 25-Feb-04 4,067,572.12 326,403.96 4,393,976.09 63,534,214.54 25 25-Mar-04 3,829,540.66 306,764.37 4,136,305.02 59,704,673.88 26 25-Apr-04 3,605,240.39 288,274.07 3,893,514.46 56,099,433.50 27 25-May-04 3,393,885.35 270,866.77 3,664,752.11 52,705,548.15 28 25-Jun-04 3,194,734.37 254,479.95 3,449,214.32 49,510,813.78 29 25-Jul-04 3,007,088.53 239,054.71 3,246,143.24 46,503,725.25 30 25-Aug-04 2,830,288.73 224,535.49 3,054,824.21 43,673,436.53 31 25-Sep-04 2,663,713.45 210,869.91 2,874,583.36 41,009,723.09 32 25-Oct-04 2,506,776.62 198,008.61 2,704,785.23 38,502,946.46 33 25-Nov-04 2,358,925.61 185,905.06 2,544,830.67 36,144,020.85 34 25-Dec-04 2,219,639.27 174,515.38 2,394,154.65 33,924,381.58 35 25-Jan-05 2,088,426.23 163,798.22 2,252,224.44 31,835,955.36 36 25-Feb-05 1,964,823.11 153,714.61 2,118,537.72 29,871,132.23 37 25-Mar-05 1,710,496.58 144,227.78 1,854,724.37 28,160,635.65 38 25-Apr-05 1,612,757.14 135,968.94 1,748,726.08 26,547,878.51 39 25-May-05 1,520,592.20 128,182.01 1,648,774.20 25,027,286.31 40 25-Jun-05 1,433,684.35 120,840.08 1,554,524.44 23,593,601.96 41 25-Jul-05 1,351,734.23 113,917.78 1,465,652.00 22,241,867.74 42 25-Aug-05 1,274,459.48 107,391.15 1,381,850.63 20,967,408.26 43 25-Sep-05 1,201,593.82 101,237.63 1,302,831.45 19,765,814.44 44 25-Oct-05 1,132,886.11 95,435.94 1,228,322.05 18,632,928.33 45 25-Nov-05 1,068,099.49 89,965.99 1,158,065.47 17,564,828.84 46 25-Dec-05 1,007,010.55 84,808.85 1,091,819.40 16,557,818.29 47 25-Jan-06 949,408.63 79,946.66 1,029,355.30 15,608,409.66 48 25-Feb-06 895,095.04 75,362.60 970,457.64 14,713,314.62 49 25-Mar-06 843,882.37 71,040.79 914,923.15 13,869,432.25 50 25-Apr-06 795,593.90 66,966.25 862,560.14 13,073,838.34 51 25-May-06 750,062.95 63,124.85 813,187.81 12,323,775.39 52 25-Jun-06 707,132.36 59,503.29 766,635.65 11,616,643.03 53 25-Jul-06 666,742.12 56,089.02 722,831.15 10,949,900.91 54 25-Aug-06 628,565.95 52,869.77 681,435.72 10,321,334.96 55 25-Sep-06 592,571.06 49,834.84 642,405.91 9,728,763.90 56 25-Oct-06 558,633.07 46,973.72 605,606.78 9,170,130.83 57 25-Nov-06 526,634.64 44,276.45 570,911.08 8,643,496.19 58 25-Dec-06 8,643,496.19 41,733.69 8,685,229.87 0
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - CF - A2C - 6 - 70 CPR
70 CPR LIBOR_1YR=2.4200 CMT_1YR=2.2200 Period Date Principal Interest Cash Flow Balance Total 80,545,000.00 8,272,192.14 88,817,192.14 0 21-Feb-02 0 0 0 80,545,000.00 1 25-Mar-02 0 388,898.11 388,898.11 80,545,000.00 2 25-Apr-02 0 388,898.11 388,898.11 80,545,000.00 3 25-May-02 0 388,898.11 388,898.11 80,545,000.00 4 25-Jun-02 0 388,898.11 388,898.11 80,545,000.00 5 25-Jul-02 0 388,898.11 388,898.11 80,545,000.00 6 25-Aug-02 0 388,898.11 388,898.11 80,545,000.00 7 25-Sep-02 0 388,898.11 388,898.11 80,545,000.00 8 25-Oct-02 0 388,898.11 388,898.11 80,545,000.00 9 25-Nov-02 0 388,898.11 388,898.11 80,545,000.00 10 25-Dec-02 0 388,898.11 388,898.11 80,545,000.00 11 25-Jan-03 0 388,898.11 388,898.11 80,545,000.00 12 25-Feb-03 2,620,376.77 388,898.11 3,009,274.88 77,924,623.23 13 25-Mar-03 7,885,268.04 376,246.06 8,261,514.09 70,039,355.19 14 25-Apr-03 7,107,365.63 338,173.35 7,445,538.98 62,931,989.56 15 25-May-03 6,405,253.87 303,856.62 6,709,110.50 56,526,735.68 16 25-Jun-03 5,771,595.52 272,929.92 6,044,525.44 50,755,140.16 17 25-Jul-03 5,199,761.22 245,062.74 5,444,823.96 45,555,378.94 18 25-Aug-03 4,683,761.38 219,956.56 4,903,717.94 40,871,617.56 19 25-Sep-03 4,218,184.51 197,341.79 4,415,526.31 36,653,433.05 20 25-Oct-03 3,798,141.56 176,974.99 3,975,116.55 32,855,291.49 21 25-Nov-03 3,419,215.58 158,636.29 3,577,851.89 29,436,075.90 22 25-Dec-03 3,077,416.27 142,127.19 3,219,543.45 26,358,659.64 23 25-Jan-04 2,769,138.80 127,268.39 2,896,407.20 23,589,520.84 24 25-Feb-04 2,491,126.74 113,898.07 2,605,024.81 21,098,394.10 25 25-Mar-04 2,240,438.42 101,870.08 2,342,308.49 18,857,955.68 26 25-Apr-04 2,014,416.59 91,052.49 2,105,469.09 16,843,539.09 27 25-May-04 1,810,661.05 81,326.22 1,891,987.28 15,032,878.04 28 25-Jun-04 1,627,003.79 72,583.75 1,699,587.54 13,405,874.25 29 25-Jul-04 1,461,486.65 64,728.03 1,526,214.69 11,944,387.58 30 25-Aug-04 1,312,341.03 57,671.49 1,370,012.52 10,632,046.55 31 25-Sep-04 1,177,969.64 51,335.06 1,229,304.71 9,454,076.91 32 25-Oct-04 1,056,929.93 45,647.44 1,102,577.36 8,397,146.98 33 25-Nov-04 947,919.18 40,544.23 988,463.40 7,449,227.80 34 25-Dec-04 849,760.98 35,967.35 885,728.35 6,599,466.81 35 25-Jan-05 761,393.08 31,864.42 793,257.50 5,838,073.74 36 25-Feb-05 681,856.27 28,188.16 710,044.44 5,156,217.46 37 25-Mar-05 497,840.83 24,895.94 522,736.77 4,658,376.64 38 25-Apr-05 449,806.48 22,492.20 472,298.68 4,208,570.15 39 25-May-05 406,403.78 20,320.38 426,724.17 3,802,166.37 40 25-Jun-05 367,186.42 18,358.12 385,544.54 3,434,979.95 41 25-Jul-05 331,751.02 16,585.23 348,336.24 3,103,228.93 42 25-Aug-05 299,733.08 14,983.42 314,716.51 2,803,495.85 43 25-Sep-05 270,803.23 13,536.21 284,339.45 2,532,692.61 44 25-Oct-05 244,663.81 12,228.69 256,892.49 2,288,028.81 45 25-Nov-05 221,045.82 11,047.36 232,093.19 2,066,982.99 46 25-Dec-05 199,706.20 9,980.08 209,686.29 1,867,276.77 47 25-Jan-06 180,425.31 9,015.84 189,441.15 1,686,851.46 48 25-Feb-06 163,004.64 8,144.68 171,149.33 1,523,846.82 49 25-Mar-06 147,264.84 7,357.64 154,622.48 1,376,581.97 50 25-Apr-06 133,043.84 6,646.60 139,690.43 1,243,538.15 51 25-May-06 120,195.16 6,004.22 126,199.37 1,123,342.99 52 25-Jun-06 108,586.46 5,423.88 114,010.34 1,014,756.53 53 25-Jul-06 98,105.55 4,899.58 103,005.14 916,650.97 54 25-Aug-06 88,628.18 4,425.90 93,054.08 828,022.79 55 25-Sep-06 80,065.70 3,997.97 84,063.67 747,957.09 56 25-Oct-06 72,329.84 3,611.38 75,941.23 675,627.24 57 25-Nov-06 65,340.88 3,262.15 68,603.03 610,286.38 58 25-Dec-06 610,286.38 2,946.67 613,233.04 0
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - Price/Yield - A1 -- To Reset Date
Coupon 6.001 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02 Price 25 CPR 35 CPR 45 CPR 55 CPR 65 CPR 75 CPR -------------------------------------------------------------------------------------------- 101-20 4.893 4.7 4.456 4.141 3.725 3.145 Yield 151 132 108 76 35 -23 Spread -------------------------------------------------------------------------------------------- 101-24 4.823 4.618 4.359 4.025 3.584 2.969 Yield 144 124 98 64 20 -41 Spread -------------------------------------------------------------------------------------------- 101-28 4.754 4.536 4.263 3.909 3.443 2.794 Yield 137 116 88 53 6 -59 Spread -------------------------------------------------------------------------------------------- 102-00 4.684 4.455 4.166 3.794 3.303 2.619 Yield 130 107 79 41 -8 -76 Spread -------------------------------------------------------------------------------------------- 102-04 4.615 4.373 4.07 3.679 3.163 2.444 Yield 123 99 69 30 -22 -94 Spread -------------------------------------------------------------------------------------------- 102-08 4.546 4.292 3.974 3.564 3.023 2.27 Yield 117 91 59 18 -36 -111 Spread -------------------------------------------------------------------------------------------- 102-12 4.476 4.211 3.879 3.449 2.884 2.097 Yield 110 83 50 7 -50 -128 Spread -------------------------------------------------------------------------------------------- 102-16 4.407 4.13 3.783 3.335 2.745 1.924 Yield 103 75 40 -5 -63 -146 Spread -------------------------------------------------------------------------------------------- 102-20 4.339 4.05 3.688 3.221 2.607 1.752 Yield 96 67 31 -16 -77 -163 Spread -------------------------------------------------------------------------------------------- 102-24 4.27 3.969 3.593 3.107 2.469 1.58 Yield 89 59 21 -27 -91 -180 Spread -------------------------------------------------------------------------------------------- 102-28 4.201 3.889 3.498 2.994 2.331 1.409 Yield 82 51 12 -39 -105 -197 Spread -------------------------------------------------------------------------------------------- WAL 1.913 1.618 1.354 1.118 0.909 0.72 Mod Durn 1.761 1.504 1.272 1.063 0.874 0.702 Principal Window Mar02 - Dec04 Mar02 - Dec04 Mar02 - Dec04 Mar02 - Dec04 Mar02 - Dec04 Mar02 - Dec04 LIBOR_1YR 2.3875 2.3875 2.3875 2.3875 2.3875 2.3875 CMT_1YR 2.2 2.2 2.2 2.2 2.2 2.2
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - Price/Yield - A2C
Coupon 5.878 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02 Price 25 CPR 35 CPR 45 CPR 55 CPR 65 CPR 75 CPR -------------------------------------------------------------------------------------------------- 99-12 6.008 6.017 6.031 6.051 6.077 6.113 Yield 115 140 178 223 267 273 Spread -------------------------------------------------------------------------------------------------- -------------------------------------------------------------------------------------------------- 99-16 5.977 5.981 5.988 5.997 6.009 6.026 Yield 112 136 174 218 260 265 Spread -------------------------------------------------------------------------------------------------- -------------------------------------------------------------------------------------------------- 99-20 5.946 5.946 5.945 5.943 5.941 5.939 Yield 109 132 169 212 254 256 Spread -------------------------------------------------------------------------------------------------- -------------------------------------------------------------------------------------------------- 99-24 5.915 5.91 5.902 5.89 5.874 5.852 Yield 106 129 165 207 247 247 Spread -------------------------------------------------------------------------------------------------- -------------------------------------------------------------------------------------------------- 99-28 5.885 5.875 5.859 5.836 5.807 5.765 Yield 103 125 161 202 240 239 Spread -------------------------------------------------------------------------------------------------- -------------------------------------------------------------------------------------------------- 100-00 5.854 5.84 5.816 5.783 5.739 5.679 Yield 100 122 156 196 233 230 Spread -------------------------------------------------------------------------------------------------- -------------------------------------------------------------------------------------------------- 100-04 5.823 5.804 5.773 5.73 5.672 5.593 Yield 97 118 152 191 227 221 Spread -------------------------------------------------------------------------------------------------- -------------------------------------------------------------------------------------------------- 100-08 5.792 5.769 5.731 5.677 5.605 5.506 Yield 94 115 148 186 220 213 Spread -------------------------------------------------------------------------------------------------- -------------------------------------------------------------------------------------------------- 100-12 5.761 5.734 5.688 5.624 5.538 5.42 Yield 91 111 144 180 213 204 Spread -------------------------------------------------------------------------------------------------- -------------------------------------------------------------------------------------------------- 100-16 5.731 5.699 5.646 5.571 5.472 5.335 Yield 88 108 139 175 207 195 Spread -------------------------------------------------------------------------------------------------- -------------------------------------------------------------------------------------------------- 100-20 5.7 5.664 5.603 5.518 5.405 5.249 Yield 85 104 135 170 200 187 Spread -------------------------------------------------------------------------------------------------- WAL 4.753 4.088 3.311 2.612 2.034 1.557 Mod Durn 4.043 3.531 2.913 2.34 1.854 1.442 Principal WinFeb06 - Dec06 Nov04 - Dec06 Feb04 - Dec06 Aug03 - Dec06 Apr03 - Dec06 Jan03 - Dec06 LIBOR_1YR 2.3875 2.3875 2.3875 2.3875 2.3875 2.3875 CMT_1YR 2.2 2.2 2.2 2.2 2.2 2.2
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 -- A2B @ 5% CPR TO MATURITY Coupon 5.058%
DATE PPAL INTEREST BALANCE 0 02/21/02 $ 62,992,000.00 1 03/25/02 $ - $ 265,511.28 $ 62,992,000.00 2 04/25/02 $ - $ 265,511.28 $ 62,992,000.00 3 05/25/02 $ - $ 265,511.28 $ 62,992,000.00 4 06/25/02 $ - $ 265,511.28 $ 62,992,000.00 5 07/25/02 $ - $ 265,511.28 $ 62,992,000.00 6 08/25/02 $ - $ 265,511.28 $ 62,992,000.00 7 09/25/02 $ - $ 265,511.28 $ 62,992,000.00 8 10/25/02 $ - $ 265,511.28 $ 62,992,000.00 9 11/25/02 $ - $ 265,511.28 $ 62,992,000.00 10 12/25/02 $ - $ 265,511.28 $ 62,992,000.00 11 01/25/03 $ - $ 265,511.28 $ 62,992,000.00 12 02/25/03 $ - $ 265,511.28 $ 62,992,000.00 13 03/25/03 $ - $ 265,511.28 $ 62,992,000.00 14 04/25/03 $ - $ 265,511.28 $ 62,992,000.00 15 05/25/03 $ - $ 265,511.28 $ 62,992,000.00 16 06/25/03 $ - $ 265,511.28 $ 62,992,000.00 17 07/25/03 $ - $ 265,511.28 $ 62,992,000.00 18 08/25/03 $ - $ 265,511.28 $ 62,992,000.00 19 09/25/03 $ - $ 265,511.28 $ 62,992,000.00 20 10/25/03 $ - $ 265,511.28 $ 62,992,000.00 21 11/25/03 $ - $ 265,511.28 $ 62,992,000.00 22 12/25/03 $ - $ 265,511.28 $ 62,992,000.00 23 01/25/04 $ - $ 265,511.28 $ 62,992,000.00 24 02/25/04 $ - $ 265,511.28 $ 62,992,000.00 25 03/25/04 $ - $ 265,511.28 $ 62,992,000.00 26 04/25/04 $ - $ 265,511.28 $ 62,992,000.00 27 05/25/04 $ - $ 265,511.28 $ 62,992,000.00 28 06/25/04 $ - $ 265,511.28 $ 62,992,000.00 29 07/25/04 $ - $ 265,511.28 $ 62,992,000.00 30 08/25/04 $ - $ 265,511.28 $ 62,992,000.00 31 09/25/04 $ - $ 265,511.28 $ 62,992,000.00 32 10/25/04 $ - $ 265,511.28 $ 62,992,000.00 33 11/25/04 $ - $ 265,511.28 $ 62,992,000.00 34 12/25/04 $ - $ 265,511.28 $ 62,992,000.00 35 01/25/05 $ - $ 265,511.28 $ 62,992,000.00 36 02/25/05 $ - $ 265,511.28 $ 62,992,000.00 37 03/25/05 $ - $ 265,511.28 $ 62,992,000.00 38 04/25/05 $ - $ 265,511.28 $ 62,992,000.00 39 05/25/05 $ - $ 265,511.28 $ 62,992,000.00 40 06/25/05 $ - $ 265,511.28 $ 62,992,000.00 41 07/25/05 $ - $ 265,511.28 $ 62,992,000.00 42 08/25/05 $ - $ 265,511.28 $ 62,992,000.00 43 09/25/05 $ - $ 265,511.28 $ 62,992,000.00 44 10/25/05 $ - $ 265,511.28 $ 62,992,000.00 45 11/25/05 $ - $ 265,511.28 $ 62,992,000.00 46 12/25/05 $ - $ 265,511.28 $ 62,992,000.00
DATE PPAL INTEREST BALANCE 47 01/25/06 $ - $ 265,511.28 $ 62,992,000.00 48 02/25/06 $ - $ 265,511.28 $ 62,992,000.00 49 03/25/06 $ - $ 265,511.28 $ 62,992,000.00 50 04/25/06 $ - $ 265,511.28 $ 62,992,000.00 51 05/25/06 $ - $ 265,511.28 $ 62,992,000.00 52 06/25/06 $ - $ 265,511.28 $ 62,992,000.00 53 07/25/06 $ - $ 265,511.28 $ 62,992,000.00 54 08/25/06 $ - $ 265,511.28 $ 62,992,000.00 55 09/25/06 $ - $ 265,511.28 $ 62,992,000.00 56 10/25/06 $ - $ 265,511.28 $ 62,992,000.00 57 11/25/06 $ - $ 265,511.28 $ 62,992,000.00 58 12/25/06 $ - $ 265,511.28 $ 62,992,000.00 59 01/25/07 $ - $ 244,194.93 $ 62,992,000.00 60 02/25/07 $ - $ 244,194.90 $ 62,992,000.00 61 03/25/07 $ - $ 244,194.86 $ 62,992,000.00 62 04/25/07 $ - $ 244,194.82 $ 62,992,000.00 63 05/25/07 $ - $ 244,194.79 $ 62,992,000.00 64 06/25/07 $ - $ 244,194.76 $ 62,992,000.00 65 07/25/07 $ - $ 244,059.65 $ 62,992,000.00 66 08/25/07 $ - $ 244,059.64 $ 62,992,000.00 67 09/25/07 $ - $ 244,059.63 $ 62,992,000.00 68 10/25/07 $ - $ 244,059.61 $ 62,992,000.00 69 11/25/07 $ - $ 244,059.60 $ 62,992,000.00 70 12/25/07 $ - $ 244,059.59 $ 62,992,000.00 71 01/25/08 $ - $ 244,059.57 $ 62,992,000.00 72 02/25/08 $ - $ 244,059.56 $ 62,992,000.00 73 03/25/08 $ - $ 244,059.55 $ 62,992,000.00 74 04/25/08 $ - $ 244,059.53 $ 62,992,000.00 75 05/25/08 $ - $ 244,059.52 $ 62,992,000.00 76 06/25/08 $ - $ 244,059.50 $ 62,992,000.00 77 07/25/08 $ - $ 244,059.49 $ 62,992,000.00 78 08/25/08 $ - $ 244,059.48 $ 62,992,000.00 79 09/25/08 $ - $ 244,059.47 $ 62,992,000.00 80 10/25/08 $ - $ 244,059.46 $ 62,992,000.00 81 11/25/08 $ - $ 244,059.44 $ 62,992,000.00 82 12/25/08 $ - $ 244,059.43 $ 62,992,000.00 83 01/25/09 $ - $ 244,059.41 $ 62,992,000.00 84 02/25/09 $ - $ 244,059.40 $ 62,992,000.00 85 03/25/09 $ - $ 244,059.38 $ 62,992,000.00 86 04/25/09 $ - $ 244,059.37 $ 62,992,000.00 87 05/25/09 $ - $ 244,059.35 $ 62,992,000.00 88 06/25/09 $ - $ 244,059.34 $ 62,992,000.00 89 07/25/09 $ - $ 244,059.32 $ 62,992,000.00 90 08/25/09 $ - $ 244,059.31 $ 62,992,000.00 91 09/25/09 $ - $ 244,059.30 $ 62,992,000.00 92 10/25/09 $ - $ 244,059.28 $ 62,992,000.00 93 11/25/09 $ - $ 244,059.27 $ 62,992,000.00 94 12/25/09 $ - $ 244,059.25 $ 62,992,000.00 95 01/25/10 $ - $ 244,059.24 $ 62,992,000.00 96 02/25/10 $ - $ 244,059.22 $ 62,992,000.00 97 03/25/10 $ - $ 244,059.20 $ 62,992,000.00 98 04/25/10 $ - $ 244,059.19 $ 62,992,000.00
DATE PPAL INTEREST BALANCE 99 05/25/10 $ - $ 244,059.17 $ 62,992,000.00 100 06/25/10 $ - $ 244,059.15 $ 62,992,000.00 101 07/25/10 $ - $ 244,059.14 $ 62,992,000.00 102 08/25/10 $ - $ 244,059.12 $ 62,992,000.00 103 09/25/10 $ - $ 244,059.11 $ 62,992,000.00 104 10/25/10 $ - $ 244,059.09 $ 62,992,000.00 105 11/25/10 $ - $ 244,059.08 $ 62,992,000.00 106 12/25/10 $ - $ 244,059.06 $ 62,992,000.00 107 01/25/11 $ - $ 244,059.04 $ 62,992,000.00 108 02/25/11 $ - $ 244,059.02 $ 62,992,000.00 109 03/25/11 $ - $ 244,059.00 $ 62,992,000.00 110 04/25/11 $ - $ 244,058.98 $ 62,992,000.00 111 05/25/11 $ 752,561.11 $ 244,058.97 $ 62,239,438.89 112 06/25/11 $ 982,047.85 $ 241,143.20 $ 61,257,391.04 113 07/25/11 $ 977,639.16 $ 237,338.29 $ 60,279,751.88 114 08/25/11 $ 973,248.59 $ 233,550.47 $ 59,306,503.28 115 09/25/11 $ 968,876.05 $ 229,779.65 $ 58,337,627.23 116 10/25/11 $ 964,521.46 $ 226,025.77 $ 57,373,105.77 117 11/25/11 $ 960,184.74 $ 222,288.78 $ 56,412,921.03 118 12/25/11 $ 955,865.80 $ 218,568.58 $ 55,457,055.22 119 01/25/12 $ 951,564.59 $ 214,865.12 $ 54,505,490.64 120 02/25/12 $ 947,281.01 $ 211,178.32 $ 53,558,209.63 121 03/25/12 $ 932,387.94 $ 207,508.12 $ 52,625,821.69 122 04/25/12 $ 928,206.72 $ 203,895.62 $ 51,697,614.97 123 05/25/12 $ 924,043.13 $ 200,299.32 $ 50,773,571.84 124 06/25/12 $ 919,897.05 $ 196,719.16 $ 49,853,674.79 125 07/25/12 $ 915,768.46 $ 193,155.05 $ 48,937,906.32 126 08/25/12 $ 911,657.24 $ 189,606.95 $ 48,026,249.09 127 09/25/12 $ 907,563.34 $ 186,074.77 $ 47,118,685.75 128 10/25/12 $ 903,486.67 $ 182,558.46 $ 46,215,199.08 129 11/25/12 $ 899,427.15 $ 179,057.94 $ 45,315,771.93 130 12/25/12 $ 895,384.74 $ 175,573.15 $ 44,420,387.19 131 01/25/13 $ 891,359.33 $ 172,104.02 $ 43,529,027.86 132 02/25/13 $ 887,350.86 $ 168,650.49 $ 42,641,677.00 133 03/25/13 $ 879,979.29 $ 165,212.49 $ 41,761,697.71 134 04/25/13 $ 876,033.08 $ 161,803.05 $ 40,885,664.63 135 05/25/13 $ 872,103.63 $ 158,408.90 $ 40,013,560.99 136 06/25/13 $ 868,190.82 $ 155,029.98 $ 39,145,370.17 137 07/25/13 $ 864,294.61 $ 151,666.21 $ 38,281,075.56 138 08/25/13 $ 860,414.91 $ 148,317.55 $ 37,420,660.66 139 09/25/13 $ 856,551.65 $ 144,983.91 $ 36,564,109.01 140 10/25/13 $ 852,704.76 $ 141,665.25 $ 35,711,404.25 141 11/25/13 $ 848,874.18 $ 138,361.49 $ 34,862,530.06 142 12/25/13 $ 845,059.84 $ 135,072.56 $ 34,017,470.22 143 01/25/14 $ 841,261.64 $ 131,798.42 $ 33,176,208.58 144 02/25/14 $ 837,479.56 $ 128,539.00 $ 32,338,729.01 145 03/25/14 $ 827,313.75 $ 125,294.23 $ 31,511,415.26 146 04/25/14 $ 823,629.05 $ 122,088.84 $ 30,687,786.21 147 05/25/14 $ 819,960.14 $ 118,897.73 $ 29,867,826.07 148 06/25/14 $ 816,306.95 $ 115,720.85 $ 29,051,519.12 149 07/25/14 $ 812,669.41 $ 112,558.11 $ 28,238,849.71 150 08/25/14 $ 809,047.46 $ 109,409.47 $ 27,429,802.25
DATE PPAL INTEREST BALANCE 151 09/25/14 $ 805,441.03 $ 106,274.85 $ 26,624,361.22 152 10/25/14 $ 801,850.06 $ 103,154.22 $ 25,822,511.17 153 11/25/14 $ 798,274.47 $ 100,047.49 $ 25,024,236.70 154 12/25/14 $ 794,714.21 $ 96,954.62 $ 24,229,522.49 155 01/25/15 $ 791,169.20 $ 93,875.55 $ 23,438,353.30 156 02/25/15 $ 787,639.37 $ 90,810.21 $ 22,650,713.92 157 03/25/15 $ 778,146.09 $ 87,758.55 $ 21,872,567.83 158 04/25/15 $ 774,720.96 $ 84,743.67 $ 21,097,846.88 159 05/25/15 $ 771,310.56 $ 81,742.06 $ 20,326,536.32 160 06/25/15 $ 767,914.81 $ 78,753.67 $ 19,558,621.51 161 07/25/15 $ 764,533.68 $ 75,778.43 $ 18,794,087.83 162 08/25/15 $ 761,167.06 $ 72,816.29 $ 18,032,920.77 163 09/25/15 $ 757,814.94 $ 69,867.20 $ 17,275,105.83 164 10/25/15 $ 754,477.23 $ 66,931.09 $ 16,520,628.60 165 11/25/15 $ 751,153.86 $ 64,007.92 $ 15,769,474.73 166 12/25/15 $ 747,844.79 $ 61,097.62 $ 15,021,629.95 167 01/25/16 $ 744,549.95 $ 58,200.15 $ 14,277,080.00 168 02/25/16 $ 741,269.27 $ 55,315.44 $ 13,535,810.73 169 03/25/16 $ 732,493.68 $ 52,443.44 $ 12,803,317.05 170 04/25/16 $ 729,322.56 $ 49,605.44 $ 12,073,994.49 171 05/25/16 $ 726,164.96 $ 46,779.74 $ 11,347,829.53 172 06/25/16 $ 723,020.85 $ 43,966.27 $ 10,624,808.68 173 07/25/16 $ 719,890.15 $ 41,164.97 $ 9,904,918.53 174 08/25/16 $ 716,772.81 $ 38,375.81 $ 9,188,145.72 175 09/25/16 $ 713,668.77 $ 35,598.72 $ 8,474,476.95 176 10/25/16 $ 710,577.98 $ 32,833.67 $ 7,763,898.97 177 11/25/16 $ 707,500.37 $ 30,080.59 $ 7,056,398.60 178 12/25/16 $ 704,435.91 $ 27,339.43 $ 6,351,962.69 179 01/25/17 $ 701,384.51 $ 24,610.15 $ 5,650,578.17 180 02/25/17 $ 698,346.15 $ 21,892.69 $ 4,952,232.02 181 03/25/17 $ 695,320.74 $ 19,187.00 $ 4,256,911.27 182 04/25/17 $ 692,308.26 $ 16,493.04 $ 3,564,603.02 183 05/25/17 $ 689,308.62 $ 13,810.75 $ 2,875,294.40 184 06/25/17 $ 686,321.78 $ 11,140.08 $ 2,188,972.62 185 07/25/17 $ 683,347.70 $ 8,480.98 $ 1,505,624.91 186 08/25/17 $ 680,386.30 $ 5,833.41 $ 825,238.61 187 09/25/17 $ 677,437.54 $ 3,197.32 $ 147,801.07 188 10/25/17 $ 147,801.07 $ 572.65 $ -
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 -- A2B @ 10% CPR TO MATURITY Coupon 5.058%
PPAL INTEREST BALANCE 0 02/21/02 $ 62,992,000.00 1 03/25/02 $ - $ 265,511.28 $ 62,992,000.00 2 04/25/02 $ - $ 265,511.28 $ 62,992,000.00 3 05/25/02 $ - $ 265,511.28 $ 62,992,000.00 4 06/25/02 $ - $ 265,511.28 $ 62,992,000.00 5 07/25/02 $ - $ 265,511.28 $ 62,992,000.00 6 08/25/02 $ - $ 265,511.28 $ 62,992,000.00 7 09/25/02 $ - $ 265,511.28 $ 62,992,000.00 8 10/25/02 $ - $ 265,511.28 $ 62,992,000.00 9 11/25/02 $ - $ 265,511.28 $ 62,992,000.00 10 12/25/02 $ - $ 265,511.28 $ 62,992,000.00 11 01/25/03 $ - $ 265,511.28 $ 62,992,000.00 12 02/25/03 $ - $ 265,511.28 $ 62,992,000.00 13 03/25/03 $ - $ 265,511.28 $ 62,992,000.00 14 04/25/03 $ - $ 265,511.28 $ 62,992,000.00 15 05/25/03 $ - $ 265,511.28 $ 62,992,000.00 16 06/25/03 $ - $ 265,511.28 $ 62,992,000.00 17 07/25/03 $ - $ 265,511.28 $ 62,992,000.00 18 08/25/03 $ - $ 265,511.28 $ 62,992,000.00 19 09/25/03 $ - $ 265,511.28 $ 62,992,000.00 20 10/25/03 $ - $ 265,511.28 $ 62,992,000.00 21 11/25/03 $ - $ 265,511.28 $ 62,992,000.00 22 12/25/03 $ - $ 265,511.28 $ 62,992,000.00 23 01/25/04 $ - $ 265,511.28 $ 62,992,000.00 24 02/25/04 $ - $ 265,511.28 $ 62,992,000.00 25 03/25/04 $ - $ 265,511.28 $ 62,992,000.00 26 04/25/04 $ - $ 265,511.28 $ 62,992,000.00 27 05/25/04 $ - $ 265,511.28 $ 62,992,000.00 28 06/25/04 $ - $ 265,511.28 $ 62,992,000.00 29 07/25/04 $ - $ 265,511.28 $ 62,992,000.00 30 08/25/04 $ - $ 265,511.28 $ 62,992,000.00 31 09/25/04 $ - $ 265,511.28 $ 62,992,000.00 32 10/25/04 $ - $ 265,511.28 $ 62,992,000.00 33 11/25/04 $ - $ 265,511.28 $ 62,992,000.00 34 12/25/04 $ - $ 265,511.28 $ 62,992,000.00 35 01/25/05 $ - $ 265,511.28 $ 62,992,000.00 36 02/25/05 $ - $ 265,511.28 $ 62,992,000.00 37 03/25/05 $ - $ 265,511.28 $ 62,992,000.00 38 04/25/05 $ - $ 265,511.28 $ 62,992,000.00 39 05/25/05 $ - $ 265,511.28 $ 62,992,000.00 40 06/25/05 $ - $ 265,511.28 $ 62,992,000.00 41 07/25/05 $ - $ 265,511.28 $ 62,992,000.00 42 08/25/05 $ - $ 265,511.28 $ 62,992,000.00 43 09/25/05 $ - $ 265,511.28 $ 62,992,000.00 44 10/25/05 $ - $ 265,511.28 $ 62,992,000.00 45 11/25/05 $ - $ 265,511.28 $ 62,992,000.00 46 12/25/05 $ - $ 265,511.28 $ 62,992,000.00 47 01/25/06 $ - $ 265,511.28 $ 62,992,000.00
PPAL INTEREST BALANCE 48 02/25/06 $ - $ 265,511.28 $ 62,992,000.00 49 03/25/06 $ - $ 265,511.28 $ 62,992,000.00 50 04/25/06 $ - $ 265,511.28 $ 62,992,000.00 51 05/25/06 $ - $ 265,511.28 $ 62,992,000.00 52 06/25/06 $ - $ 265,511.28 $ 62,992,000.00 53 07/25/06 $ - $ 265,511.28 $ 62,992,000.00 54 08/25/06 $ - $ 265,511.28 $ 62,992,000.00 55 09/25/06 $ - $ 265,511.28 $ 62,992,000.00 56 10/25/06 $ - $ 265,511.28 $ 62,992,000.00 57 11/25/06 $ - $ 265,511.28 $ 62,992,000.00 58 12/25/06 $ - $ 265,511.28 $ 62,992,000.00 59 01/25/07 $ - $ 244,194.93 $ 62,992,000.00 60 02/25/07 $ - $ 244,194.90 $ 62,992,000.00 61 03/25/07 $ - $ 244,194.86 $ 62,992,000.00 62 04/25/07 $ - $ 244,194.82 $ 62,992,000.00 63 05/25/07 $ - $ 244,194.79 $ 62,992,000.00 64 06/25/07 $ 282,541.89 $ 244,194.76 $ 62,709,458.11 65 07/25/07 $ 1,585,632.51 $ 242,964.95 $ 61,123,825.60 66 08/25/07 $ 1,570,314.86 $ 236,821.48 $ 59,553,510.75 67 09/25/07 $ 1,555,136.00 $ 230,737.35 $ 57,998,374.75 68 10/25/07 $ 1,540,094.67 $ 224,712.04 $ 56,458,280.08 69 11/25/07 $ 1,525,189.64 $ 218,745.00 $ 54,933,090.44 70 12/25/07 $ 1,510,419.68 $ 212,835.71 $ 53,422,670.76 71 01/25/08 $ 1,495,783.60 $ 206,983.65 $ 51,926,887.15 72 02/25/08 $ 1,481,280.19 $ 201,188.30 $ 50,445,606.96 73 03/25/08 $ 1,466,908.26 $ 195,449.14 $ 48,978,698.71 74 04/25/08 $ 1,452,666.61 $ 189,765.65 $ 47,526,032.10 75 05/25/08 $ 1,438,554.11 $ 184,137.36 $ 46,087,477.99 76 06/25/08 $ 1,424,569.57 $ 178,563.74 $ 44,662,908.42 77 07/25/08 $ 1,410,711.87 $ 173,044.31 $ 43,252,196.55 78 08/25/08 $ 1,396,979.84 $ 167,578.56 $ 41,855,216.71 79 09/25/08 $ 1,383,372.37 $ 162,166.02 $ 40,471,844.33 80 10/25/08 $ 1,369,888.34 $ 156,806.20 $ 39,101,955.99 81 11/25/08 $ 1,356,526.66 $ 151,498.63 $ 37,745,429.33 82 12/25/08 $ 1,264,084.78 $ 146,242.82 $ 36,481,344.56 83 01/25/09 $ 1,251,968.12 $ 141,345.18 $ 35,229,376.44 84 02/25/09 $ 1,239,962.32 $ 136,494.48 $ 33,989,414.12 85 03/25/09 $ 1,228,066.40 $ 131,690.30 $ 32,761,347.72 86 04/25/09 $ 1,216,279.36 $ 126,932.21 $ 31,545,068.35 87 05/25/09 $ 1,204,600.23 $ 122,219.79 $ 30,340,468.12 88 06/25/09 $ 1,193,028.07 $ 117,552.62 $ 29,147,440.05 89 07/25/09 $ 1,181,561.88 $ 112,930.29 $ 27,965,878.17 90 08/25/09 $ 1,170,200.74 $ 108,352.37 $ 26,795,677.43 91 09/25/09 $ 1,158,943.70 $ 103,818.49 $ 25,636,733.73 92 10/25/09 $ 1,147,789.83 $ 99,328.21 $ 24,488,943.89 93 11/25/09 $ 1,136,738.20 $ 94,881.15 $ 23,352,205.69 94 12/25/09 $ 1,125,787.90 $ 90,476.92 $ 22,226,417.79 95 01/25/10 $ 1,114,938.02 $ 86,115.10 $ 21,111,479.77 96 02/25/10 $ 1,104,187.67 $ 81,795.33 $ 20,007,292.11 97 03/25/10 $ 1,093,535.94 $ 77,517.20 $ 18,913,756.16 98 04/25/10 $ 1,082,981.97 $ 73,280.35 $ 17,830,774.20 99 05/25/10 $ 1,072,524.86 $ 69,084.39 $ 16,758,249.33 100 06/25/10 $ 1,062,163.74 $ 64,928.95 $ 15,696,085.59
PPAL INTEREST BALANCE 101 07/25/10 $ 1,051,897.79 $ 60,813.64 $ 14,644,187.80 102 08/25/10 $ 1,041,726.12 $ 56,738.12 $ 13,602,461.69 103 09/25/10 $ 1,031,647.88 $ 52,702.01 $ 12,570,813.81 104 10/25/10 $ 1,021,662.25 $ 48,704.94 $ 11,549,151.55 105 11/25/10 $ 1,011,768.40 $ 44,746.56 $ 10,537,383.15 106 12/25/10 $ 1,001,965.50 $ 40,826.52 $ 9,535,417.65 107 01/25/11 $ 992,252.74 $ 36,944.45 $ 8,543,164.91 108 02/25/11 $ 982,629.30 $ 33,100.02 $ 7,560,535.61 109 03/25/11 $ 973,094.40 $ 29,292.88 $ 6,587,441.21 110 04/25/11 $ 963,647.23 $ 25,522.68 $ 5,623,793.99 111 05/25/11 $ 954,286.99 $ 21,789.07 $ 4,669,507.00 112 06/25/11 $ 945,012.93 $ 18,091.74 $ 3,724,494.06 113 07/25/11 $ 935,824.25 $ 14,430.35 $ 2,788,669.81 114 08/25/11 $ 926,720.20 $ 10,804.54 $ 1,861,949.61 115 09/25/11 $ 917,700.02 $ 7,214.02 $ 944,249.60 116 10/25/11 $ 908,762.95 $ 3,658.44 $ 35,486.65 117 11/25/11 $ 35,486.65 $ 137.49 $ -
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - PRICE/YIELD - A11 Balance $71,597,000.00 Delay 24 Coupon 6.001 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02
PRICE 15 CPR 20 CPR 25 CPR 30 CPR 50 CPR 70 CPR 101-12 5.17 5.105 5.033 4.953 4.522 3.776 Yield 101-12 162 167 174 180 188 136 Spread 101-16 5.109 5.04 4.963 4.878 4.416 3.618 Yield 101-16 156 161 167 173 177 120 Spread 101-20 5.049 4.976 4.893 4.802 4.31 3.461 Yield 101-20 150 155 160 165 167 104 Spread 101-24 4.989 4.911 4.824 4.726 4.204 3.304 Yield 101-24 144 148 153 158 156 88 Spread 101-28 4.929 4.846 4.754 4.651 4.099 3.147 Yield 101-28 138 142 146 150 145 73 Spread 102-00 4.869 4.782 4.684 4.576 3.993 2.991 Yield 102-00 132 135 139 143 135 57 Spread 102-04 4.81 4.718 4.615 4.501 3.888 2.835 Yield 102-04 126 129 132 135 124 42 Spread 102-08 4.75 4.653 4.546 4.426 3.784 2.68 Yield 102-08 120 122 125 128 114 26 Spread 102-12 4.691 4.589 4.477 4.351 3.679 2.525 Yield 102-12 114 116 118 120 104 11 Spread 102-16 4.631 4.525 4.408 4.277 3.575 2.371 Yield 102-16 108 110 111 113 93 -5 Spread 102-20 4.572 4.462 4.339 4.202 3.471 2.217 Yield 102-20 102 103 104 105 83 -20 Spread WAL 2.24 2.07 1.91 1.76 1.23 0.81 Mod Durn 2.043 1.898 1.758 1.626 1.162 0.783 Principal Window Mar02 - Dec04 Mar02 - Dec04 Mar02 - Dec04 Mar02 - Dec04 Mar02 - Dec04 Mar02 - Dec04 LIBOR_1YR 2.42 2.42 2.42 2.42 2.42 2.42 CMT_1YR 2.22 2.22 2.22 2.22 2.22 2.22
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - PRICE/YIELD - A2A Balance $135,629,000.00 Delay 0 Coupon 3.186 Dated 2/21/02 Settle 2/21/02 First Payment 3/25/02
PRICE 15 CPR 20 CPR 25 CPR 30 CPR 50 CPR 70 CPR 99-12 3.602 3.728 3.859 3.996 4.622 5.447 Yield 99-12 119 132 145 159 222 304 Spread 99-16 3.522 3.623 3.728 3.838 4.338 4.996 Yield 99-16 112 122 132 143 193 259 Spread 99-20 3.443 3.519 3.597 3.68 4.054 4.546 Yield 99-20 104 111 119 127 165 214 Spread 99-24 3.364 3.415 3.467 3.522 3.771 4.098 Yield 99-24 96 101 106 111 136 169 Spread 99-28 3.286 3.311 3.337 3.364 3.488 3.652 Yield 99-28 88 90 93 96 108 124 Spread 100-00 3.207 3.207 3.207 3.207 3.207 3.207 Yield 100-00 80 80 80 80 80 80 Spread 100-04 3.129 3.104 3.078 3.05 2.927 2.764 Yield 100-04 72 70 67 64 52 36 Spread 100-08 3.051 3.001 2.949 2.894 2.647 2.323 Yield 100-08 64 59 54 49 24 -8 Spread 100-12 2.973 2.898 2.82 2.738 2.368 1.883 Yield 100-12 57 49 41 33 -4 -52 Spread 100-16 2.895 2.795 2.691 2.583 2.09 1.445 Yield 100-16 49 39 28 18 -32 -96 Spread 100-20 2.817 2.693 2.563 2.428 1.813 1.009 Yield 100-20 41 29 16 2 -59 -140 Spread WAL 1.68 1.26 1 0.82 0.46 0.29 Mod Durn 1.593 1.208 0.964 0.797 0.445 0.282 Principal Window Mar02 - Oct05 Mar02 - Nov04 Mar02 - Apr04 Mar02 - Nov03 Mar02 - Jan03 Mar02 - Sep02 LIBOR_1YR 2.42 2.42 2.42 2.42 2.42 2.42 CMT_1YR 2.22 2.22 2.22 2.22 2.22 2.22
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - PRICE/YIELD - A2B Balance $62,992,000.00 Delay 24 Coupon 5.021 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02
PRICE 15 CPR 20 CPR 25 CPR 30 CPR 50 CPR 70 CPR 99-12 5.147 5.16 5.181 5.204 5.31 5.464 Yield 99-12 41 70 109 151 260 304 Spread 99-16 5.115 5.123 5.135 5.148 5.208 5.296 Yield 99-16 37 66 105 146 250 288 Spread 99-20 5.084 5.086 5.089 5.092 5.107 5.128 Yield 99-20 34 63 100 140 240 271 Spread 99-24 5.053 5.049 5.043 5.036 5.005 4.96 Yield 99-24 31 59 96 134 229 254 Spread 99-28 5.021 5.012 4.997 4.981 4.904 4.793 Yield 99-28 28 55 91 129 219 237 Spread 100-00 4.99 4.975 4.951 4.925 4.803 4.626 Yield 100-00 25 51 86 123 209 221 Spread 100-04 4.959 4.938 4.905 4.87 4.702 4.46 Yield 100-04 22 48 82 118 199 204 Spread 100-08 4.928 4.901 4.859 4.814 4.601 4.293 Yield 100-08 19 44 77 112 189 187 Spread 100-12 4.897 4.864 4.814 4.759 4.501 4.127 Yield 100-12 16 40 73 107 179 171 Spread 100-16 4.866 4.828 4.768 4.704 4.401 3.962 Yield 100-16 12 37 68 101 169 154 Spread 100-20 4.835 4.791 4.723 4.649 4.301 3.797 Yield 100-20 9 33 64 96 159 138 Spread WAL 4.57 3.8 3 2.44 1.3 0.78 Mod Durn 3.994 3.378 2.72 2.247 1.235 0.747 Principal Window Oct05 - Dec06 Nov04 - Dec06 Apr04 - Feb06 Nov03 - May05 Jan03 - Nov03 Sep02 - Feb03 LIBOR_1YR 2.42 2.42 2.42 2.42 2.42 2.42 CMT_1YR 2.22 2.22 2.22 2.22 2.22 2.22
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - PRICE/YIELD - A2C Balance $80,545,000.00 Delay 24 Coupon 5.794 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02
PRICE 15 CPR 20 CPR 25 CPR 30 CPR 50 CPR 70 CPR 99-12 5.923 5.923 5.924 5.927 5.956 6.011 Yield 99-12 109 109 112 122 191 284 Spread 99-16 5.892 5.892 5.893 5.894 5.908 5.934 Yield 99-16 106 106 109 119 186 276 Spread 99-20 5.862 5.862 5.862 5.861 5.86 5.858 Yield 99-20 103 103 106 116 181 269 Spread 99-24 5.831 5.831 5.831 5.829 5.812 5.781 Yield 99-24 100 100 103 112 176 261 Spread 99-28 5.801 5.801 5.8 5.796 5.765 5.705 Yield 99-28 97 97 100 109 171 253 Spread 100-00 5.771 5.771 5.769 5.764 5.717 5.629 Yield 100-00 94 94 97 106 167 246 Spread 100-04 5.741 5.741 5.738 5.731 5.67 5.553 Yield 100-04 91 91 94 103 162 238 Spread 100-08 5.71 5.71 5.708 5.699 5.622 5.478 Yield 100-08 88 88 91 99 157 231 Spread 100-12 5.68 5.68 5.677 5.666 5.575 5.402 Yield 100-12 85 85 88 96 152 223 Spread 100-16 5.65 5.65 5.647 5.634 5.528 5.327 Yield 100-16 82 82 84 93 148 216 Spread 100-20 5.62 5.62 5.616 5.602 5.481 5.251 Yield 100-20 79 79 81 90 143 208 Spread WAL 4.84 4.84 4.75 4.46 2.95 1.78 Mod Durn 4.121 4.121 4.052 3.83 2.623 1.641 Principal Window Dec06 - Dec06 Dec06 - Dec06 Feb06 - Dec06 May05 - Dec06 Nov03 - Dec06 Feb03 - Dec06 LIBOR_1YR 2.42 2.42 2.42 2.42 2.42 2.42 CMT_1YR 2.22 2.22 2.22 2.22 2.22 2.22
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - PRICE/YIELD - A3 Balance $77,476,000.00 Delay 24 Coupon 5.942 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02
PRICE 15 CPR 20 CPR 25 CPR 30 CPR 50 CPR 70 CPR 99-28 5.933 5.92 5.906 5.889 5.802 5.667 Yield 99-28 142 167 192 219 300 325 Spread 100-00 5.895 5.876 5.855 5.831 5.704 5.507 Yield 100-00 138 163 187 213 290 309 Spread 100-04 5.857 5.832 5.804 5.772 5.606 5.347 Yield 100-04 134 159 182 207 280 293 Spread 100-08 5.819 5.788 5.754 5.714 5.508 5.188 Yield 100-08 131 154 176 201 271 277 Spread 100-12 5.781 5.745 5.703 5.656 5.41 5.029 Yield 100-12 127 150 171 195 261 261 Spread 100-16 5.744 5.701 5.653 5.598 5.313 4.871 Yield 100-16 123 146 166 190 251 245 Spread 100-20 5.706 5.658 5.603 5.541 5.216 4.713 Yield 100-20 119 141 161 184 241 229 Spread 100-24 5.668 5.614 5.552 5.483 5.12 4.556 Yield 100-24 116 137 156 178 232 214 Spread 100-28 5.631 5.571 5.503 5.426 5.023 4.399 Yield 100-28 112 132 151 172 222 198 Spread 101-00 5.593 5.527 5.453 5.368 4.927 4.243 Yield 101-00 108 128 146 167 213 182 Spread 101-04 5.556 5.484 5.403 5.311 4.831 4.087 Yield 101-04 104 124 141 161 203 167 Spread WAL 3.91 3.34 2.86 2.46 1.4 0.83 Mod Durn 3.286 2.843 2.467 2.146 1.277 0.784 Principal Window Mar02 - Nov08 Mar02 - Nov08 Mar02 - Nov08 Mar02 - Nov08 Mar02 - Nov08 Mar02 - Nov08 LIBOR_1YR 2.42 2.42 2.42 2.42 2.42 2.42 CMT_1YR 2.22 2.22 2.22 2.22 2.22 2.22
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - PRICE/YIELD - B1 Balance $5,991,000.00 Delay 24 Coupon 6.015 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02
PRICE 15 CPR,CALL(Y) 20 CPR,CALL(Y) 25 CPR,CALL(Y) 30 CPR,CALL(Y) 50 CPR,CALL(Y) 70 CPR,CALL(Y) 96-12 6.09 6.378 6.612 6.805 7.49 8.426 Yield 96-12 143 199 238 283 426 580 Spread 96-16 6.069 6.351 6.581 6.77 7.433 8.333 Yield 96-16 141 197 235 280 421 571 Spread 96-20 6.048 6.325 6.55 6.735 7.377 8.241 Yield 96-20 139 194 232 276 415 562 Spread 96-24 6.027 6.299 6.519 6.7 7.321 8.148 Yield 96-24 137 191 229 273 410 553 Spread 96-28 6.006 6.273 6.489 6.665 7.265 8.056 Yield 96-28 135 189 226 269 404 543 Spread 97-00 5.985 6.247 6.458 6.63 7.209 7.964 Yield 97-00 133 186 223 266 398 534 Spread 97-04 5.964 6.221 6.428 6.596 7.153 7.873 Yield 97-04 131 184 220 262 393 525 Spread 97-08 5.943 6.195 6.397 6.561 7.097 7.781 Yield 97-08 129 181 217 259 387 516 Spread 97-12 5.922 6.169 6.367 6.527 7.041 7.689 Yield 97-12 127 178 214 255 382 507 Spread 97-16 5.901 6.143 6.337 6.492 6.986 7.598 Yield 97-16 125 176 211 252 376 498 Spread 97-20 5.88 6.118 6.306 6.458 6.93 7.507 Yield 97-20 122 173 208 248 371 488 Spread WAL 8.22 6.27 5.15 4.42 2.59 1.53 Mod Durn 6.123 4.94 4.206 3.703 2.296 1.398 Principal Window Mar02 - Aug14 Mar02 - Sep11 Mar02 - Sep09 Mar02 - May08 Mar02 - Jun05 Mar02 - Jan04 LIBOR_1YR 2.42 2.42 2.42 2.42 2.42 2.42 CMT_1YR 2.22 2.22 2.22 2.22 2.22 2.22
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - PRICE/YIELD - B2 Balance $3,993,000.00 Delay 24 Coupon 6.015 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02
PRICE 15 CPR,CALL(Y) 20 CPR,CALL(Y) 25 CPR,CALL(Y) 30 CPR,CALL(Y) 50 CPR,CALL(Y) 70 CPR,CALL(Y) 94-28 6.347 6.696 6.985 7.229 8.174 9.551 Yield 94-28 169 231 276 326 495 693 Spread 95-00 6.325 6.669 6.954 7.193 8.116 9.457 Yield 95-00 167 228 272 322 489 683 Spread 95-04 6.303 6.642 6.922 7.157 8.059 9.362 Yield 95-04 165 226 269 318 483 674 Spread 95-08 6.282 6.616 6.891 7.122 8.001 9.267 Yield 95-08 163 223 266 315 478 664 Spread 95-12 6.26 6.589 6.86 7.086 7.944 9.173 Yield 95-12 161 220 263 311 472 655 Spread 95-16 6.239 6.562 6.829 7.051 7.887 9.079 Yield 95-16 158 218 260 308 466 646 Spread 95-20 6.218 6.536 6.797 7.015 7.83 8.985 Yield 95-20 156 215 257 304 461 636 Spread 95-24 6.196 6.509 6.766 6.98 7.773 8.892 Yield 95-24 154 212 254 301 455 627 Spread 95-28 6.175 6.483 6.735 6.945 7.716 8.798 Yield 95-28 152 210 251 297 449 618 Spread 96-00 6.154 6.456 6.704 6.91 7.659 8.705 Yield 96-00 150 207 247 294 443 608 Spread 96-04 6.132 6.43 6.673 6.875 7.603 8.612 Yield 96-04 148 204 244 290 438 599 Spread WAL 8.22 6.27 5.15 4.42 2.59 1.53 Mod Durn 6.086 4.912 4.183 3.684 2.283 1.388 Principal Window Mar02 - Aug14 Mar02 - Sep11 Mar02 - Sep09 Mar02 - May08 Mar02 - Jun05 Mar02 - Jan04 LIBOR_1YR 2.42 2.42 2.42 2.42 2.42 2.42 CMT_1YR 2.22 2.22 2.22 2.22 2.22 2.22
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - PRICE/YIELD - B3 Balance $1,777,000.00 Delay 24 Coupon 6.015 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02
PRICE 15 CPR,CALL(Y) 20 CPR,CALL(Y) 25 CPR,CALL(Y) 30 CPR,CALL(Y) 50 CPR,CALL(Y) 70 CPR,CALL(Y) 92-28 6.698 7.131 7.496 7.808 9.109 11.093 Yield 92-28 204 275 327 383 588 847 Spread 93-00 6.676 7.103 7.463 7.772 9.05 10.995 Yield 93-00 202 272 323 380 583 837 Spread 93-04 6.653 7.076 7.431 7.735 8.991 10.898 Yield 93-04 200 269 320 376 577 828 Spread 93-08 6.631 7.048 7.399 7.698 8.932 10.8 Yield 93-08 198 266 317 372 571 818 Spread 93-12 6.609 7.021 7.367 7.662 8.873 10.703 Yield 93-12 195 264 314 369 565 808 Spread 93-16 6.587 6.993 7.335 7.625 8.814 10.606 Yield 93-16 193 261 310 365 559 798 Spread 93-20 6.565 6.966 7.303 7.589 8.755 10.509 Yield 93-20 191 258 307 362 553 789 Spread 93-24 6.543 6.939 7.271 7.553 8.697 10.413 Yield 93-24 189 255 304 358 547 779 Spread 93-28 6.521 6.912 7.239 7.516 8.638 10.316 Yield 93-28 187 253 301 354 541 769 Spread 94-00 6.499 6.884 7.207 7.48 8.58 10.22 Yield 94-00 184 250 298 351 536 760 Spread 94-04 6.477 6.857 7.175 7.444 8.521 10.124 Yield 94-04 182 247 295 347 530 750 Spread WAL 8.22 6.27 5.15 4.42 2.59 1.53 Mod Durn 6.035 4.873 4.152 3.658 2.266 1.374 Principal Window Mar02 - Aug14 Mar02 - Sep11 Mar02 - Sep09 Mar02 - May08 Mar02 - Jun05 Mar02 - Jan04 LIBOR_1YR 2.42 2.42 2.42 2.42 2.42 2.42 CMT_1YR 2.22 2.22 2.22 2.22 2.22 2.22
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - CF - A2C - 5 - 50 CPR 50 CPR LIBOR_1YR=2.4200 CMT_1YR=2.2200
PERIOD DATE PRINCIPAL INTEREST CASH FLOW BALANCE Total 80,545,000.00 13,710,429.22 94,255,429.22 0 21-Feb-02 0 0 0 80,545,000.00 1 25-Mar-02 0 388,898.11 388,898.11 80,545,000.00 2 25-Apr-02 0 388,898.11 388,898.11 80,545,000.00 3 25-May-02 0 388,898.11 388,898.11 80,545,000.00 4 25-Jun-02 0 388,898.11 388,898.11 80,545,000.00 5 25-Jul-02 0 388,898.11 388,898.11 80,545,000.00 6 25-Aug-02 0 388,898.11 388,898.11 80,545,000.00 7 25-Sep-02 0 388,898.11 388,898.11 80,545,000.00 8 25-Oct-02 0 388,898.11 388,898.11 80,545,000.00 9 25-Nov-02 0 388,898.11 388,898.11 80,545,000.00 10 25-Dec-02 0 388,898.11 388,898.11 80,545,000.00 11 25-Jan-03 0 388,898.11 388,898.11 80,545,000.00 12 25-Feb-03 0 388,898.11 388,898.11 80,545,000.00 13 25-Mar-03 0 388,898.11 388,898.11 80,545,000.00 14 25-Apr-03 0 388,898.11 388,898.11 80,545,000.00 15 25-May-03 0 388,898.11 388,898.11 80,545,000.00 16 25-Jun-03 0 388,898.11 388,898.11 80,545,000.00 17 25-Jul-03 0 388,898.11 388,898.11 80,545,000.00 18 25-Aug-03 0 388,898.11 388,898.11 80,545,000.00 19 25-Sep-03 0 388,898.11 388,898.11 80,545,000.00 20 25-Oct-03 0 388,898.11 388,898.11 80,545,000.00 21 25-Nov-03 4,034,832.36 388,898.11 4,423,730.47 76,510,167.63 22 25-Dec-03 4,588,212.74 369,416.59 4,957,629.33 71,921,954.89 23 25-Jan-04 4,320,168.23 347,263.17 4,667,431.39 67,601,786.67 24 25-Feb-04 4,067,572.12 326,403.96 4,393,976.09 63,534,214.54 25 25-Mar-04 3,829,540.66 306,764.37 4,136,305.02 59,704,673.88 26 25-Apr-04 3,605,240.39 288,274.07 3,893,514.46 56,099,433.50 27 25-May-04 3,393,885.35 270,866.77 3,664,752.11 52,705,548.15 28 25-Jun-04 3,194,734.37 254,479.95 3,449,214.32 49,510,813.78 29 25-Jul-04 3,007,088.53 239,054.71 3,246,143.24 46,503,725.25 30 25-Aug-04 2,830,288.73 224,535.49 3,054,824.21 43,673,436.53 31 25-Sep-04 2,663,713.45 210,869.91 2,874,583.36 41,009,723.09 32 25-Oct-04 2,506,776.62 198,008.61 2,704,785.23 38,502,946.46 33 25-Nov-04 2,358,925.61 185,905.06 2,544,830.67 36,144,020.85 34 25-Dec-04 2,219,639.27 174,515.38 2,394,154.65 33,924,381.58 35 25-Jan-05 2,088,426.23 163,798.22 2,252,224.44 31,835,955.36 36 25-Feb-05 1,964,823.11 153,714.61 2,118,537.72 29,871,132.23 37 25-Mar-05 1,710,496.58 144,227.78 1,854,724.37 28,160,635.65 38 25-Apr-05 1,612,757.14 135,968.94 1,748,726.08 26,547,878.51 39 25-May-05 1,520,592.20 128,182.01 1,648,774.20 25,027,286.31
40 25-Jun-05 1,433,684.35 120,840.08 1,554,524.44 23,593,601.96 41 25-Jul-05 1,351,734.23 113,917.78 1,465,652.00 22,241,867.74 42 25-Aug-05 1,274,459.48 107,391.15 1,381,850.63 20,967,408.26 43 25-Sep-05 1,201,593.82 101,237.63 1,302,831.45 19,765,814.44 44 25-Oct-05 1,132,886.11 95,435.94 1,228,322.05 18,632,928.33 45 25-Nov-05 1,068,099.49 89,965.99 1,158,065.47 17,564,828.84 46 25-Dec-05 1,007,010.55 84,808.85 1,091,819.40 16,557,818.29 47 25-Jan-06 949,408.63 79,946.66 1,029,355.30 15,608,409.66 48 25-Feb-06 895,095.04 75,362.60 970,457.64 14,713,314.62 49 25-Mar-06 843,882.37 71,040.79 914,923.15 13,869,432.25 50 25-Apr-06 795,593.90 66,966.25 862,560.14 13,073,838.34 51 25-May-06 750,062.95 63,124.85 813,187.81 12,323,775.39 52 25-Jun-06 707,132.36 59,503.29 766,635.65 11,616,643.03 53 25-Jul-06 666,742.12 56,089.02 722,831.15 10,949,900.91 54 25-Aug-06 628,565.95 52,869.77 681,435.72 10,321,334.96 55 25-Sep-06 592,571.06 49,834.84 642,405.91 9,728,763.90 56 25-Oct-06 558,633.07 46,973.72 605,606.78 9,170,130.83 57 25-Nov-06 526,634.64 44,276.45 570,911.08 8,643,496.19 58 25-Dec-06 8,643,496.19 41,733.69 8,685,229.87 0
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - CF - A2C - 6 - 70 CPR 70 CPR LIBOR_1YR=2.4200 CMT_1YR=2.2200
PERIOD DATE PRINCIPAL INTEREST CASH FLOW BALANCE Total 80,545,000.00 8,272,192.14 88,817,192.14 0 21-Feb-02 0 0 0 80,545,000.00 1 25-Mar-02 0 388,898.11 388,898.11 80,545,000.00 2 25-Apr-02 0 388,898.11 388,898.11 80,545,000.00 3 25-May-02 0 388,898.11 388,898.11 80,545,000.00 4 25-Jun-02 0 388,898.11 388,898.11 80,545,000.00 5 25-Jul-02 0 388,898.11 388,898.11 80,545,000.00 6 25-Aug-02 0 388,898.11 388,898.11 80,545,000.00 7 25-Sep-02 0 388,898.11 388,898.11 80,545,000.00 8 25-Oct-02 0 388,898.11 388,898.11 80,545,000.00 9 25-Nov-02 0 388,898.11 388,898.11 80,545,000.00 10 25-Dec-02 0 388,898.11 388,898.11 80,545,000.00 11 25-Jan-03 0 388,898.11 388,898.11 80,545,000.00 12 25-Feb-03 2,620,376.77 388,898.11 3,009,274.88 77,924,623.23 13 25-Mar-03 7,885,268.04 376,246.06 8,261,514.09 70,039,355.19 14 25-Apr-03 7,107,365.63 338,173.35 7,445,538.98 62,931,989.56 15 25-May-03 6,405,253.87 303,856.62 6,709,110.50 56,526,735.68 16 25-Jun-03 5,771,595.52 272,929.92 6,044,525.44 50,755,140.16 17 25-Jul-03 5,199,761.22 245,062.74 5,444,823.96 45,555,378.94 18 25-Aug-03 4,683,761.38 219,956.56 4,903,717.94 40,871,617.56 19 25-Sep-03 4,218,184.51 197,341.79 4,415,526.31 36,653,433.05 20 25-Oct-03 3,798,141.56 176,974.99 3,975,116.55 32,855,291.49 21 25-Nov-03 3,419,215.58 158,636.29 3,577,851.89 29,436,075.90 22 25-Dec-03 3,077,416.27 142,127.19 3,219,543.45 26,358,659.64 23 25-Jan-04 2,769,138.80 127,268.39 2,896,407.20 23,589,520.84 24 25-Feb-04 2,491,126.74 113,898.07 2,605,024.81 21,098,394.10 25 25-Mar-04 2,240,438.42 101,870.08 2,342,308.49 18,857,955.68 26 25-Apr-04 2,014,416.59 91,052.49 2,105,469.09 16,843,539.09 27 25-May-04 1,810,661.05 81,326.22 1,891,987.28 15,032,878.04 28 25-Jun-04 1,627,003.79 72,583.75 1,699,587.54 13,405,874.25 29 25-Jul-04 1,461,486.65 64,728.03 1,526,214.69 11,944,387.58 30 25-Aug-04 1,312,341.03 57,671.49 1,370,012.52 10,632,046.55 31 25-Sep-04 1,177,969.64 51,335.06 1,229,304.71 9,454,076.91 32 25-Oct-04 1,056,929.93 45,647.44 1,102,577.36 8,397,146.98 33 25-Nov-04 947,919.18 40,544.23 988,463.40 7,449,227.80 34 25-Dec-04 849,760.98 35,967.35 885,728.35 6,599,466.81 35 25-Jan-05 761,393.08 31,864.42 793,257.50 5,838,073.74 36 25-Feb-05 681,856.27 28,188.16 710,044.44 5,156,217.46 37 25-Mar-05 497,840.83 24,895.94 522,736.77 4,658,376.64 38 25-Apr-05 449,806.48 22,492.20 472,298.68 4,208,570.15 39 25-May-05 406,403.78 20,320.38 426,724.17 3,802,166.37 40 25-Jun-05 367,186.42 18,358.12 385,544.54 3,434,979.95 41 25-Jul-05 331,751.02 16,585.23 348,336.24 3,103,228.93 42 25-Aug-05 299,733.08 14,983.42 314,716.51 2,803,495.85 43 25-Sep-05 270,803.23 13,536.21 284,339.45 2,532,692.61 44 25-Oct-05 244,663.81 12,228.69 256,892.49 2,288,028.81 45 25-Nov-05 221,045.82 11,047.36 232,093.19 2,066,982.99 46 25-Dec-05 199,706.20 9,980.08 209,686.29 1,867,276.77 47 25-Jan-06 180,425.31 9,015.84 189,441.15 1,686,851.46 48 25-Feb-06 163,004.64 8,144.68 171,149.33 1,523,846.82 49 25-Mar-06 147,264.84 7,357.64 154,622.48 1,376,581.97 50 25-Apr-06 133,043.84 6,646.60 139,690.43 1,243,538.15 51 25-May-06 120,195.16 6,004.22 126,199.37 1,123,342.99 52 25-Jun-06 108,586.46 5,423.88 114,010.34 1,014,756.53 53 25-Jul-06 98,105.55 4,899.58 103,005.14 916,650.97 54 25-Aug-06 88,628.18 4,425.90 93,054.08 828,022.79 55 25-Sep-06 80,065.70 3,997.97 84,063.67 747,957.09 56 25-Oct-06 72,329.84 3,611.38 75,941.23 675,627.24 57 25-Nov-06 65,340.88 3,262.15 68,603.03 610,286.38 58 25-Dec-06 610,286.38 2,946.67 613,233.04 0
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - PRICE/YIELD - A1 Coupon 6.001 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02
----------------------------------------------------------------------------- PRICE 5 CPR 10 CPR 15 CPR 20 CPR 25 CPR ----------------------------------------------------------------------------- 101-16 5.227 5.171 5.109 5.04 4.963 Yield 142 150 156 161 158 Spread ----------------------------------------------------------------------------- 101-20 5.175 5.115 5.049 4.976 4.893 Yield 137 144 150 155 151 Spread ----------------------------------------------------------------------------- 101-24 5.123 5.059 4.989 4.911 4.824 Yield 132 138 144 148 145 Spread ----------------------------------------------------------------------------- 101-28 5.071 5.004 4.929 4.846 4.754 Yield 127 133 138 142 138 Spread ----------------------------------------------------------------------------- 102-00 5.019 4.948 4.869 4.782 4.684 Yield 121 127 132 135 131 Spread ----------------------------------------------------------------------------- 102-04 4.967 4.892 4.81 4.718 4.615 Yield 116 122 126 129 124 Spread ----------------------------------------------------------------------------- 102-08 4.915 4.837 4.75 4.653 4.546 Yield 111 116 120 122 117 Spread ----------------------------------------------------------------------------- 102-12 4.864 4.782 4.691 4.589 4.477 Yield 106 111 114 116 110 Spread ----------------------------------------------------------------------------- 102-16 4.812 4.726 4.631 4.525 4.408 Yield 101 105 108 110 103 Spread ----------------------------------------------------------------------------- 102-20 4.761 4.671 4.572 4.462 4.339 Yield 95 100 102 103 96 Spread ----------------------------------------------------------------------------- 102-24 4.709 4.616 4.513 4.398 4.27 Yield 90 94 96 97 89 Spread ----------------------------------------------------------------------------- WAL 2.603 2.418 2.242 2.073 1.913 Mod Durn 2.356 2.197 2.045 1.899 1.76 Principal Window Mar02 - Dec04 Mar02 - Dec04 Mar02 - Dec04 Mar02 - Dec04 Mar02 - Dec04 LIBOR_1YR 2.42 2.42 2.42 2.42 2.42 CMT_1YR 2.22 2.22 2.22 2.22 2.22 ------------------------------------------------------------- 30 CPR 45 CPR 50 CPR 70 CPR ------------------------------------------------------------- 101-16 4.878 4.553 4.416 3.618 Yield 150 117 104 24 Spread ------------------------------------------------------------- 101-20 4.802 4.456 4.31 3.461 Yield 142 108 93 8 Spread ------------------------------------------------------------- 101-24 4.726 4.359 4.204 3.304 Yield 135 98 83 -7 Spread ------------------------------------------------------------- 101-28 4.651 4.263 4.099 3.147 Yield 127 88 72 -23 Spread ------------------------------------------------------------- 102-00 4.576 4.167 3.993 2.991 Yield 120 79 61 -39 Spread ------------------------------------------------------------- 102-04 4.501 4.07 3.888 2.835 Yield 112 69 51 -54 Spread ------------------------------------------------------------- 102-08 4.426 3.975 3.784 2.68 Yield 105 60 41 -70 Spread ------------------------------------------------------------- 102-12 4.351 3.879 3.679 2.525 Yield 97 50 30 -85 Spread ------------------------------------------------------------- 102-16 4.277 3.783 3.575 2.371 Yield 90 40 20 -101 Spread ------------------------------------------------------------- 102-20 4.202 3.688 3.471 2.217 Yield 82 31 9 -116 Spread ------------------------------------------------------------- 102-24 4.128 3.593 3.367 2.064 Yield 75 21 -1 -131 Spread ------------------------------------------------------------- WAL 1.761 1.354 1.233 0.812 Mod Durn 1.627 1.271 1.164 0.785 Principal Window Mar02 - Dec04 Mar02 - Dec04 Mar02 - Dec04 Mar02 - Dec04 LIBOR_1YR 2.42 2.42 2.42 2.42 CMT_1YR 2.22 2.22 2.22 2.22
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - PRICE/YIELD - X2 (NOTIONAL WITH GROUP 2) Coupon 1.459 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02
PRICE 15 CPR, CALL (Y) 20 CPR, CALL (Y) 25 CPR, CALL (Y) 30 CPR, CALL (Y) 50 CPR, CALL (Y) 70 CPR, CALL (Y) --------------------------------------------------------------------------------------------------------------- 1.34375 93.027 74.165 54.658 35.252 -37.536 -108.002 Yield 8954 7083 5146 3217 -3997 -11005 Spread --------------------------------------------------------------------------------------------------------------- 1.37500 89.534 70.796 51.441 32.233 -39.657 -109.418 Yield 8604 6746 4824 2915 -4210 -11147 Spread --------------------------------------------------------------------------------------------------------------- 1.40625 86.209 67.59 48.38 29.364 -41.67 -110.765 Yield 8272 6425 4518 2628 -4411 -11281 Spread --------------------------------------------------------------------------------------------------------------- 1.43750 83.04 64.534 45.465 26.635 -43.583 -112.048 Yield 7955 6120 4226 2355 -4602 -11410 Spread --------------------------------------------------------------------------------------------------------------- 1.46875 80.015 61.619 42.686 24.034 -45.404 -113.273 Yield 7652 5828 3948 2095 -4784 -11532 Spread --------------------------------------------------------------------------------------------------------------- 1.50000 77.125 58.834 40.032 21.554 -47.139 -114.443 Yield 7363 5550 3683 1847 -4958 -11649 Spread --------------------------------------------------------------------------------------------------------------- 1.53125 74.36 56.171 37.496 19.187 -48.795 -115.562 Yield 7087 5283 3429 1611 -5123 -11761 Spread --------------------------------------------------------------------------------------------------------------- 1.56250 71.713 53.623 35.069 16.923 -50.377 -116.633 Yield 6822 5028 3187 1384 -5282 -11868 Spread --------------------------------------------------------------------------------------------------------------- 1.59375 69.175 51.18 32.745 14.758 -51.89 -117.661 Yield 6568 4784 2954 1168 -5433 -11971 Spread --------------------------------------------------------------------------------------------------------------- 1.62500 66.74 48.838 30.516 12.684 -53.338 -118.646 Yield 6325 4550 2731 960 -5578 -12070 Spread --------------------------------------------------------------------------------------------------------------- 1.65625 64.402 46.589 28.378 10.696 -54.727 -119.593 Yield 6091 4325 2518 762 -5717 -12164 Spread --------------------------------------------------------------------------------------------------------------- WAL 3.244 2.867 2.534 2.238 1.286 0.765 Mod Durn 0.699 0.726 0.762 0.816 1.166 1.728 LIBOR_1YR 2.42 2.42 2.42 2.42 2.42 2.42 CMT_1YR 2.22 2.22 2.22 2.22 2.22 2.22
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - PRICE/YIELD - X3 (NOTIONAL WITH GROUP 3) Coupon 0.075 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02
PRICE 15 CPR, CALL (Y) 20 CPR, CALL (Y) 25 CPR, CALL (Y) 30 CPR, CALL (Y) 50 CPR, CALL (Y) 70 CPR, CALL (Y) --------------------------------------------------------------------------------------------------------------- 0.04688 166.012 155.968 145.566 134.75 85.244 16.972 Yield 16225 15244 14223 13160 8281 1492 Spread --------------------------------------------------------------------------------------------------------------- 0.06250 113.677 104.827 95.672 86.103 40.829 -22.557 Yield 10991 10130 9234 8295 3839 -2461 Spread --------------------------------------------------------------------------------------------------------------- 0.07813 84.15 76.004 67.581 58.687 15.097 -45.827 Yield 8038 7247 6425 5553 1266 -4788 Spread --------------------------------------------------------------------------------------------------------------- 0.09375 65.131 57.456 49.521 41.025 -1.953 -61.399 Yield 6137 5392 4619 3787 -439 -6345 Spread --------------------------------------------------------------------------------------------------------------- 0.10938 51.776 44.442 36.857 28.61 -14.244 -72.686 Yield 4801 4091 3352 2546 -1668 -7474 Spread --------------------------------------------------------------------------------------------------------------- 0.12500 41.812 34.739 27.422 19.336 -23.625 -81.325 Yield 3805 3121 2409 1618 -2606 -8337 Spread --------------------------------------------------------------------------------------------------------------- 0.14063 34.04 27.174 20.07 12.093 -31.087 -88.201 Yield 3027 2364 1673 894 -3353 -9025 Spread --------------------------------------------------------------------------------------------------------------- 0.15625 27.769 21.073 14.143 6.24 -37.206 -93.838 Yield 2400 1754 1081 309 -3964 -9589 Spread --------------------------------------------------------------------------------------------------------------- 0.17188 22.573 16.021 9.236 1.386 -42.346 -98.566 Yield 1881 1249 590 -177 -4478 -10062 Spread ---------------------------------------------------------------------------------------------------------------- 0.18750 18.177 11.747 5.087 -2.726 -46.746 -102.605 Yield 1441 822 175 -588 -4918 -10465 Spread --------------------------------------------------------------------------------------------------------------- 0.20313 14.393 8.069 1.517 -6.27 -50.571 -106.108 Yield 1063 454 -182 -942 -5301 -10816 Spread --------------------------------------------------------------------------------------------------------------- WAL 3.913 3.342 2.861 2.415 1.286 0.765 Mod Durn 1.387 1.425 1.465 1.489 1.457 1.582 LIBOR_1YR 2.42 2.42 2.42 2.42 2.42 2.42 CMT_1YR 2.22 2.22 2.22 2.22 2.22 2.22
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - PRICE/YIELD - B1 -- TO MATURITY Coupon 6.015 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02
---------------------------------------------------------------------------------------------------------------- PRICE 5 CPR 10 CPR 15 CPR 25 CPR 30 CPR 45 CPR ---------------------------------------------------------------------------------------------------------------- 97-16 5.441 5.602 5.832 6.205 6.334 6.669 39 64 105 189 213 309 ---------------------------------------------------------------------------------------------------------------- 97-20 5.428 5.587 5.812 6.177 6.303 6.626 38 62 103 186 210 305 ---------------------------------------------------------------------------------------------------------------- 97-24 5.415 5.571 5.792 6.149 6.272 6.583 36 61 101 183 206 301 ---------------------------------------------------------------------------------------------------------------- 97-28 5.402 5.555 5.773 6.121 6.24 6.54 35 59 99 180 203 296 ---------------------------------------------------------------------------------------------------------------- 98-00 5.389 5.539 5.753 6.094 6.209 6.497 34 58 97 178 200 292 ---------------------------------------------------------------------------------------------------------------- 98-04 5.376 5.524 5.734 6.066 6.178 6.454 33 56 95 175 197 288 ---------------------------------------------------------------------------------------------------------------- 98-08 5.363 5.508 5.714 6.038 6.146 6.412 31 55 93 172 194 284 ---------------------------------------------------------------------------------------------------------------- 98-12 5.35 5.493 5.694 6.01 6.115 6.369 30 53 91 169 191 279 ---------------------------------------------------------------------------------------------------------------- 98-16 5.337 5.477 5.675 5.982 6.084 6.327 29 51 89 166 188 275 ---------------------------------------------------------------------------------------------------------------- 98-20 5.324 5.462 5.655 5.955 6.053 6.284 27 50 87 164 185 271 ---------------------------------------------------------------------------------------------------------------- 98-24 5.311 5.446 5.636 5.927 6.022 6.242 26 48 85 161 181 267 ---------------------------------------------------------------------------------------------------------------- WAL 16.208 12.328 9.111 5.83 5.052 3.501 Mod Durn 9.781 8.127 6.481 4.563 4.066 2.974 Principal Window Mar02 - Dec31 Mar02 -Dec31 Mar02 - Dec 31 Mar02 -Dec31 Mar02 - Nov31 Mar02 - Jan31 LIBOR_1YR 2.41625 2.41625 2.41625 2.41625 2.41625 2.41625 CMT_1YR 2.22 2.22 2.22 2.22 2.22 2.22 ------------------------------------ PRICE 50 CPR 70 CPR ------------------------------------ 97-16 6.77 7.194 Yield 334 420 Spread ------------------------------------ 97-20 6.722 7.125 Yield 329 414 Spread ------------------------------------ 97-24 6.675 7.056 Yield 325 407 Spread ------------------------------------ 97-28 6.628 6.987 Yield 320 400 Spread ------------------------------------ 98-00 6.581 6.919 Yield 315 393 Spread ------------------------------------ 98-04 6.534 6.85 Yield 311 386 Spread ------------------------------------ 98-08 6.487 6.782 Yield 306 379 Spread ------------------------------------ 98-12 6.44 6.714 Yield 301 373 Spread ------------------------------------ 98-16 6.393 6.646 Yield 297 366 Spread ------------------------------------ 98-20 6.347 6.579 Yield 292 359 Spread ------------------------------------ 98-24 6.3 6.511 Yield 287 352 Spread ------------------------------------ WAL 3.146 2.093 Mod Durn 2.704 1.86 Principal Window Mar02 - Jun28 Mar02 - Jan19 LIBOR_1YR 2.41625 2.41625 CMT_1YR 2.22 2.22
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - PRICE/YIELD - B2 -- TO MATURITY Coupon 6.015 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02
---------------------------------------------------------------------------------------------------------------- PRICE 5 CPR 10 CPR 15 CPR 25 CPR 30 CPR 45 CPR ---------------------------------------------------------------------------------------------------------------- 95-28 5.614 5.81 6.092 6.575 6.749 7.236 56 85 131 226 254 366 ---------------------------------------------------------------------------------------------------------------- 96-00 5.6 5.794 6.072 6.546 6.717 7.192 55 83 129 223 251 362 ---------------------------------------------------------------------------------------------------------------- 96-04 5.587 5.778 6.052 6.518 6.685 7.148 54 82 127 220 248 357 ---------------------------------------------------------------------------------------------------------------- 96-08 5.573 5.762 6.032 6.489 6.653 7.104 52 80 125 217 245 353 ---------------------------------------------------------------------------------------------------------------- 96-12 5.56 5.746 6.012 6.46 6.621 7.06 51 78 123 214 241 348 ---------------------------------------------------------------------------------------------------------------- 96-16 5.547 5.729 5.991 6.432 6.589 7.016 50 77 121 211 238 344 ---------------------------------------------------------------------------------------------------------------- 96-20 5.533 5.713 5.971 6.403 6.557 6.973 48 75 119 209 235 340 ---------------------------------------------------------------------------------------------------------------- 96-24 5.52 5.698 5.951 6.375 6.525 6.929 47 74 117 206 232 335 ---------------------------------------------------------------------------------------------------------------- 96-28 5.507 5.682 5.931 6.347 6.493 6.885 46 72 115 203 229 331 ---------------------------------------------------------------------------------------------------------------- 97-00 5.494 5.666 5.911 6.318 6.461 6.842 44 70 113 200 225 327 ---------------------------------------------------------------------------------------------------------------- 97-04 5.48 5.65 5.891 6.29 6.429 6.798 43 69 111 197 222 322 ---------------------------------------------------------------------------------------------------------------- WAL 16.208 12.328 9.111 5.83 5.052 3.501 Mod Durn 9.69 8.058 6.427 4.526 4.034 2.95 Principal Window Mar02 - Dec31 Mar02 - Dec31 Mar02 - Dec31 Mar02 - Dec31 Mar02 - Nov31 Mar02 - Aug30 LIBOR_1YR 2.41625 2.41625 2.41625 2.41625 2.41625 2.41625 CMT_1YR 2.22 2.22 2.22 2.22 2.22 2.22 ------------------------------------ PRICE 50 CPR 70 CPR ------------------------------------ 95-28 7.394 8.102 Yield 397 511 Spread ------------------------------------ 96-00 7.345 8.032 Yield 392 504 Spread ------------------------------------ 96-04 7.297 7.961 Yield 387 497 Spread ------------------------------------ 96-08 7.248 7.891 Yield 382 490 Spread ------------------------------------ 96-12 7.2 7.82 Yield 377 483 Spread ------------------------------------ 96-16 7.152 7.75 Yield 372 476 Spread ------------------------------------ 96-20 7.104 7.68 Yield 368 469 Spread ------------------------------------ 96-24 7.056 7.61 Yield 363 462 Spread ------------------------------------ 96-28 7.008 7.54 Yield 358 455 Spread ------------------------------------ 97-00 6.96 7.471 Yield 353 448 Spread ------------------------------------ 97-04 6.912 7.401 Yield 348 441 Spread ------------------------------------ WAL 3.146 2.093 Mod Durn 2.681 1.841 Principal Window Mar02 - Dec27 Mar02 - Oct18 LIBOR_1YR 2.41625 2.41625 CMT_1YR 2.22 2.22
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - PRICE/YIELD - B1 Coupon 6.015 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02
--------------------------------------------------------------------------------------------------------------------- PRICE 5 CPR, CALL (Y) 10 CPR, CALL (Y) 15 CPR, CALL (Y) 20 CPR, CALL (Y) 25 CPR, CALL (Y) --------------------------------------------------------------------------------------------------------------------- 100-04 7.384 7.164 6.835 6.545 6.334 Yield 233 222 215 215 210 Spread ---------------------------------------------------------------------------------------------------------------- 100-08 7.371 7.148 6.815 6.52 6.305 Yield 231 220 213 212 207 Spread ---------------------------------------------------------------------------------------------------------------- 100-12 7.357 7.132 6.795 6.495 6.276 Yield 230 219 211 210 204 Spread ---------------------------------------------------------------------------------------------------------------- 100-16 7.344 7.116 6.775 6.471 6.247 Yield 229 217 209 208 201 Spread ---------------------------------------------------------------------------------------------------------------- 100-20 7.331 7.1 6.755 6.446 6.218 Yield 227 215 207 205 198 Spread ---------------------------------------------------------------------------------------------------------------- 100-24 7.318 7.084 6.735 6.421 6.189 Yield 226 214 205 203 195 Spread ---------------------------------------------------------------------------------------------------------------- 100-28 7.304 7.068 6.715 6.397 6.16 Yield 225 212 203 200 193 Spread ---------------------------------------------------------------------------------------------------------------- 101-00 7.291 7.052 6.695 6.372 6.131 Yield 223 211 201 198 190 Spread ---------------------------------------------------------------------------------------------------------------- 101-04 7.278 7.036 6.675 6.348 6.102 Yield 222 209 199 195 187 Spread ---------------------------------------------------------------------------------------------------------------- 101-08 7.265 7.021 6.655 6.323 6.073 Yield 221 207 197 193 184 Spread ---------------------------------------------------------------------------------------------------------------- 101-12 7.252 7.005 6.635 6.299 6.045 Yield 219 206 195 190 181 Spread ---------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------ PRICE 30 CPR, CALL (Y) 45 CPR, CALL (Y) 50 CPR, CALL (Y) 70 CPR, CALL (Y) ------------------------------------------------------------------------------------------------ 100-04 6.175 5.93 5.887 5.72 Yield 220 256 266 310 Spread ----------------------------------------------------------------------------------------------- 100-08 6.142 5.882 5.833 5.633 Yield 217 251 261 301 Spread ----------------------------------------------------------------------------------------------- 100-12 6.109 5.835 5.78 5.545 Yield 213 247 255 292 Spread ----------------------------------------------------------------------------------------------- 100-16 6.076 5.787 5.726 5.458 Yield 210 242 250 284 Spread ----------------------------------------------------------------------------------------------- 100-20 6.043 5.74 5.673 5.371 Yield 207 237 245 275 Spread ----------------------------------------------------------------------------------------------- 100-24 6.01 5.693 5.62 5.284 Yield 203 232 240 266 Spread ----------------------------------------------------------------------------------------------- 100-28 5.977 5.645 5.567 5.197 Yield 200 228 234 257 Spread ----------------------------------------------------------------------------------------------- 101-00 5.944 5.598 5.514 5.11 Yield 197 223 229 249 Spread ----------------------------------------------------------------------------------------------- 101-04 5.911 5.551 5.461 5.024 Yield 194 218 224 240 Spread ----------------------------------------------------------------------------------------------- 101-08 5.878 5.504 5.408 4.938 Yield 190 214 218 231 Spread ----------------------------------------------------------------------------------------------- 101-12 5.845 5.457 5.356 4.851 Yield 187 209 213 223 Spread -----------------------------------------------------------------------------------------------
WAL 16.861 11.937 8.409 6.342 5.18 Mod Durn 9.353 7.794 6.2 5.021 4.272 Principal Window Mar02 - Dec26 Mar02 - Mar20 Mar02 - Jan15 Mar02 - Nov11 Mar02 - Oct09 WAL 4.428 2.944 2.591 1.528 Mod Durn 3.749 2.616 2.328 1.423 Principal Window Mar02 - May08 Mar02 - Dec05 Mar02 - Jun05 Mar02 - Jan04
FORWARD CURVES FOR 1YR LIBOR & 1 YR CMT LIBOR_1YR 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 CMT_1YR 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 LIBOR_1YR 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 CMT_1YR 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 LIBOR_1YR 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 CMT_1YR 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 LIBOR_1YR 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 CMT_1YR 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 LIBOR_1YR 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 CMT_1YR 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - PRICE/YIELD - B2 Coupon 6.015 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02
--------------------------------------------------------------------------------------------------------------------- PRICE 5 CPR, CALL (Y) 10 CPR, CALL (Y) 15 CPR, CALL (Y) 20 CPR, CALL (Y) 25 CPR, CALL (Y) --------------------------------------------------------------------------------------------------------------------- 98-12 7.573 7.391 7.12 6.897 6.748 252 244 244 250 251 --------------------------------------------------------------------------------------------------------------------- 98-16 7.56 7.374 7.099 6.871 6.718 250 243 242 248 248 --------------------------------------------------------------------------------------------------------------------- 98-20 7.546 7.358 7.079 6.846 6.688 249 241 240 245 245 --------------------------------------------------------------------------------------------------------------------- 98-24 7.532 7.341 7.058 6.821 6.658 248 240 238 243 242 --------------------------------------------------------------------------------------------------------------------- 98-28 7.519 7.325 7.038 6.795 6.628 246 238 236 240 239 --------------------------------------------------------------------------------------------------------------------- 99-00 7.505 7.309 7.017 6.77 6.599 245 236 234 238 236 --------------------------------------------------------------------------------------------------------------------- 99-04 7.492 7.293 6.997 6.745 6.569 243 235 231 235 234 --------------------------------------------------------------------------------------------------------------------- 99-08 7.478 7.276 6.976 6.72 6.54 242 233 229 232 231 --------------------------------------------------------------------------------------------------------------------- 99-12 7.465 7.26 6.956 6.695 6.51 241 231 227 230 228 --------------------------------------------------------------------------------------------------------------------- 99-16 7.451 7.244 6.936 6.67 6.481 239 230 225 227 225 --------------------------------------------------------------------------------------------------------------------- 99-20 7.438 7.228 6.915 6.645 6.451 238 228 223 225 222 --------------------------------------------------------------------------------------------------------------------- --------------------------------------------------------------------------------------------------------------------- PRICE 30 CPR, CALL (Y) 45 CPR, CALL (Y) 50 CPR, CALL (Y) 70 CPR, CALL (Y) --------------------------------------------------------------------------------------------------------------------- 98-12 6.646 6.605 6.646 6.964 267 324 342 434 --------------------------------------------------------------------------------------------------------------------- 98-16 6.612 6.557 6.591 6.874 264 319 337 425 --------------------------------------------------------------------------------------------------------------------- 98-20 6.578 6.508 6.536 6.785 260 314 331 416 --------------------------------------------------------------------------------------------------------------------- 98-24 6.544 6.459 6.482 6.695 257 309 326 407 --------------------------------------------------------------------------------------------------------------------- 98-28 6.51 6.411 6.427 6.606 253 304 320 398 --------------------------------------------------------------------------------------------------------------------- 99-00 6.477 6.362 6.373 6.516 250 299 315 389 --------------------------------------------------------------------------------------------------------------------- 99-04 6.443 6.314 6.318 6.427 247 294 309 380 --------------------------------------------------------------------------------------------------------------------- 99-08 6.409 6.266 6.264 6.338 243 290 304 372 --------------------------------------------------------------------------------------------------------------------- 99-12 6.376 6.217 6.21 6.25 240 285 298 363 --------------------------------------------------------------------------------------------------------------------- 99-16 6.342 6.169 6.156 6.161 237 280 293 354 --------------------------------------------------------------------------------------------------------------------- 99-20 6.309 6.121 6.102 6.073 233 275 288 345 ---------------------------------------------------------------------------------------------------------------------
FORWARD CURVES FOR 1YR LIBOR & 1 YR CMT LIBOR_1YR 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 CMT_1YR 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 LIBOR_1YR 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 CMT_1YR 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 LIBOR_1YR 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 CMT_1YR 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 LIBOR_1YR 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 CMT_1YR 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 LIBOR_1YR 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 CMT_1YR 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - PRICE/YIELD - B3 Coupon 6.015 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02
PRICE 5 CPR, CALL (Y) 10 CPR, CALL (Y) 15 CPR, CALL (Y) 20 CPR, CALL (Y) 25 CPR, CALL (Y) ---------------------------------------------------------------------------------------------------------------- 96-20 7.768 7.623 7.412 7.257 7.171 Yield 271 268 273 286 294 Spread ---------------------------------------------------------------------------------------------------------------- 96-24 7.754 7.607 7.391 7.231 7.14 Yield 270 266 271 284 291 Spread ---------------------------------------------------------------------------------------------------------------- 96-28 7.74 7.59 7.37 7.205 7.11 Yield 268 264 269 281 288 Spread ---------------------------------------------------------------------------------------------------------------- 97-00 7.726 7.573 7.349 7.179 7.079 Yield 267 263 267 278 285 Spread ---------------------------------------------------------------------------------------------------------------- 97-04 7.712 7.556 7.328 7.154 7.049 Yield 265 261 265 276 281 Spread ---------------------------------------------------------------------------------------------------------------- 97-08 7.698 7.54 7.307 7.128 7.019 Yield 264 259 263 273 278 Spread ---------------------------------------------------------------------------------------------------------------- 97-12 7.684 7.523 7.286 7.102 6.988 Yield 263 258 260 271 275 Spread ---------------------------------------------------------------------------------------------------------------- 97-16 7.67 7.506 7.265 7.076 6.958 Yield 261 256 258 268 272 Spread ---------------------------------------------------------------------------------------------------------------- 97-20 7.656 7.49 7.244 7.05 6.928 Yield 260 254 256 266 269 Spread ---------------------------------------------------------------------------------------------------------------- 97-24 7.642 7.473 7.223 7.025 6.898 Yield 259 253 254 263 266 Spread ---------------------------------------------------------------------------------------------------------------- 97-28 7.628 7.456 7.203 6.999 6.868 Yield 257 251 252 260 263 Spread ---------------------------------------------------------------------------------------------------------------- WAL 16.861 11.937 8.409 6.342 5.18 Mod Durn 9.179 7.673 6.116 4.956 4.221 Principal Window Mar02 - Dec26 Mar02 - Mar20 Mar02 - Jan15 Mar02 - Nov11 Mar02 - Oct09 PRICE 30 CPR, CALL (Y) 45 CPR, CALL (Y) 50 CPR, CALL (Y) 70 CPR, CALL (Y) ------------------------------------------------------------------------------------------- 96-20 7.128 7.297 7.423 8.241 Yield 315 393 420 562 Spread ------------------------------------------------------------------------------------------- 96-24 7.094 7.247 7.367 8.148 Yield 312 388 414 553 Spread ------------------------------------------------------------------------------------------- 96-28 7.059 7.197 7.311 8.056 Yield 308 383 409 543 Spread ------------------------------------------------------------------------------------------- 97-00 7.024 7.147 7.255 7.964 Yield 305 378 403 534 Spread ------------------------------------------------------------------------------------------- 97-04 6.989 7.098 7.199 7.873 Yield 301 373 397 525 Spread ------------------------------------------------------------------------------------------- 97-08 6.955 7.048 7.143 7.781 Yield 298 368 392 516 Spread ------------------------------------------------------------------------------------------- 97-12 6.92 6.999 7.088 7.689 Yield 294 363 386 507 Spread ------------------------------------------------------------------------------------------- 97-16 6.886 6.949 7.032 7.598 Yield 291 358 381 498 Spread ------------------------------------------------------------------------------------------- 97-20 6.851 6.9 6.977 7.507 Yield 288 353 375 488 Spread ------------------------------------------------------------------------------------------- 97-24 6.817 6.85 6.921 7.416 Yield 284 348 370 479 Spread ------------------------------------------------------------------------------------------- 97-28 6.783 6.801 6.866 7.325 Yield 281 343 364 470 Spread ------------------------------------------------------------------------------------------- WAL 4.428 2.944 2.591 1.528 Mod Durn 3.706 2.584 2.298 1.4 Principal Window Mar02 - May08 Mar02 - Dec05 Mar02 - Jun05 Mar02 - Jan04
FORWARD CURVES FOR 1YR LIBOR & 1 YR CMT LIBOR_1YR 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 CMT_1YR 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 LIBOR_1YR 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 CMT_1YR 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 LIBOR_1YR 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 CMT_1YR 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 LIBOR_1YR 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 CMT_1YR 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 LIBOR_1YR 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 CMT_1YR 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00
GSR0201 - PRICE/YIELD - B1 -- TO MATURITY Coupon 6.015 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02
----------------------------------------------------------------------------------------- PRICE 5 CPR 10 CPR 15 CPR 25 CPR 30 CPR 45 CPR 50 CPR 70 CPR ----------------------------------------------------------------------------------------- 100-16 7.348 7.145 6.856 6.422 6.282 5.978 5.903 5.656 Yield 227 217 204 210 207 240 247 267 Spread ----------------------------------------------------------------------------------------- 100-20 7.335 7.13 6.837 6.395 6.252 5.937 5.858 5.59 Yield 226 216 202 207 204 236 243 260 Spread ----------------------------------------------------------------------------------------- 100-24 7.322 7.114 6.818 6.368 6.222 5.896 5.813 5.525 Yield 225 214 200 204 201 232 238 254 Spread ----------------------------------------------------------------------------------------- 100-28 7.309 7.099 6.799 6.342 6.193 5.855 5.768 5.46 Yield 224 212 198 202 198 228 234 247 Spread ----------------------------------------------------------------------------------------- 101-00 7.296 7.083 6.78 6.315 6.163 5.814 5.723 5.395 Yield 222 211 196 199 195 224 229 241 Spread ----------------------------------------------------------------------------------------- 101-04 7.283 7.068 6.761 6.289 6.133 5.774 5.678 5.329 Yield 221 209 195 196 192 220 225 234 Spread ----------------------------------------------------------------------------------------- 101-08 7.27 7.053 6.743 6.262 6.103 5.733 5.634 5.265 Yield 220 208 193 194 189 216 220 228 Spread ----------------------------------------------------------------------------------------- 101-12 7.257 7.037 6.724 6.236 6.074 5.692 5.589 5.2 Yield 218 206 191 191 186 211 216 221 Spread ----------------------------------------------------------------------------------------- 101-16 7.244 7.022 6.705 6.21 6.044 5.652 5.545 5.135 Yield 217 205 189 188 183 207 212 215 Spread ----------------------------------------------------------------------------------------- 101-20 7.231 7.007 6.686 6.184 6.015 5.611 5.5 5.071 Yield 216 203 187 186 180 203 207 208 Spread ----------------------------------------------------------------------------------------- 101-24 7.218 6.992 6.668 6.157 5.985 5.571 5.456 5.006 Yield 214 202 185 183 177 199 203 202 Spread ----------------------------------------------------------------------------------------- WAL 17.28 12.847 9.339 5.884 5.081 3.507 3.149 2.093 Mod Durn 9.436 8.027 6.543 4.664 4.153 3.03 2.754 1.897 Principal Window Mar02 - Mar02 - Mar02 - Mar02 - Mar02 - Mar02 - Mar02 - Mar02 - Dec31 Dec31 Dec31 Dec31 Dec31 May31 Sep28 Mar19
FORWARD CURVES: 1YR CMT/1YR LIBOR LIBOR_1YR 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 CMT_1YR 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 LIBOR_1YR 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 CMT_1YR 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 LIBOR_1YR 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 CMT_1YR 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 LIBOR_1YR 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 CMT_1YR 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 LIBOR_1YR 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 CMT_1YR 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - PRICE/YIELD - B2 -- TO MATURITY Coupon 6.015 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02
----------------------------------------------------------------------------------------- PRICE 5 CPR 10 CPR 15 CPR 25 CPR 30 CPR 45 CPR 50 CPR 70 CPR ----------------------------------------------------------------------------------------- 98-28 7.522 7.349 7.106 6.772 6.676 6.518 6.497 6.52 Yield 245 237 229 245 246 294 307 353 Spread ----------------------------------------------------------------------------------------- 99-00 7.508 7.333 7.087 6.745 6.645 6.476 6.451 6.453 Yield 243 236 227 242 243 290 302 346 Spread ----------------------------------------------------------------------------------------- 99-04 7.495 7.317 7.067 6.718 6.615 6.434 6.405 6.386 Yield 242 234 225 239 240 286 298 340 Spread ----------------------------------------------------------------------------------------- 99-08 7.481 7.302 7.048 6.691 6.584 6.392 6.359 6.319 Yield 241 233 223 237 237 281 293 333 Spread ----------------------------------------------------------------------------------------- 99-12 7.468 7.286 7.028 6.663 6.554 6.35 6.313 6.252 Yield 239 231 221 234 234 277 288 326 Spread ----------------------------------------------------------------------------------------- 99-16 7.455 7.27 7.009 6.636 6.523 6.309 6.267 6.185 Yield 238 230 219 231 231 273 284 320 Spread ----------------------------------------------------------------------------------------- 99-20 7.441 7.254 6.99 6.609 6.493 6.267 6.221 6.118 Yield 237 228 217 228 228 269 279 313 Spread ----------------------------------------------------------------------------------------- 99-24 7.428 7.239 6.971 6.582 6.463 6.225 6.176 6.052 Yield 235 226 215 226 225 265 275 306 Spread ----------------------------------------------------------------------------------------- 99-28 7.414 7.223 6.951 6.555 6.432 6.184 6.13 5.986 Yield 234 225 214 223 222 261 270 300 Spread ----------------------------------------------------------------------------------------- 100-00 7.401 7.207 6.932 6.529 6.402 6.143 6.084 5.919 Yield 233 223 212 220 219 256 266 293 Spread ----------------------------------------------------------------------------------------- 100-04 7.388 7.192 6.913 6.502 6.372 6.101 6.039 5.853 Yield 231 222 210 218 216 252 261 286 Spread ----------------------------------------------------------------------------------------- WAL 17.28 12.847 9.339 5.884 5.081 3.507 3.149 2.093 Mod Durn 9.354 7.963 6.491 4.627 4.122 3.006 2.731 1.878 Principal Window Mar02 - Mar02 - Mar02 - Mar02 - Mar02 - Mar02 - Mar02 - Mar02 - Dec31 Dec31 Dec31 Dec31 Dec31 Dec30 Mar28 Nov18
FORWARD CURVES: 1YR CMT/1YR LIBOR LIBOR_1YR 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 CMT_1YR 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 LIBOR_1YR 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 CMT_1YR 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 LIBOR_1YR 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 CMT_1YR 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 LIBOR_1YR 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 CMT_1YR 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 LIBOR_1YR 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 CMT_1YR 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - PRICE/YIELD - B3 -- TO MATURITY Coupon 6.015 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02
----------------------------------------------------------------------------------------- PRICE 5 CPR 10 CPR 15 CPR 25 CPR 30 CPR 45 CPR 50 CPR 70 CPR ----------------------------------------------------------------------------------------- 96-28 7.741 7.607 7.422 7.216 7.174 7.201 7.249 7.616 Yield 267 263 261 289 296 362 382 463 Spread ----------------------------------------------------------------------------------------- 97-00 7.728 7.591 7.402 7.188 7.142 7.157 7.202 7.546 Yield 265 262 259 286 293 358 377 456 Spread ----------------------------------------------------------------------------------------- 97-04 7.714 7.574 7.382 7.16 7.111 7.114 7.154 7.477 Yield 264 260 257 283 290 354 373 449 Spread ----------------------------------------------------------------------------------------- 97-08 7.7 7.558 7.362 7.132 7.079 7.071 7.107 7.408 Yield 263 258 255 281 287 349 368 442 Spread ----------------------------------------------------------------------------------------- 97-12 7.686 7.542 7.342 7.104 7.048 7.028 7.059 7.339 Yield 261 257 253 278 284 345 363 435 Spread ----------------------------------------------------------------------------------------- 97-16 7.672 7.525 7.322 7.076 7.017 6.985 7.012 7.27 Yield 260 255 251 275 281 341 358 428 Spread ----------------------------------------------------------------------------------------- 97-20 7.658 7.509 7.303 7.048 6.985 6.942 6.965 7.201 Yield 258 254 249 272 277 336 354 421 Spread ----------------------------------------------------------------------------------------- 97-24 7.645 7.493 7.283 7.02 6.954 6.899 6.917 7.132 Yield 257 252 247 269 274 332 349 414 Spread ----------------------------------------------------------------------------------------- 97-28 7.631 7.477 7.263 6.992 6.923 6.857 6.87 7.063 Yield 256 250 245 267 271 328 344 407 Spread ----------------------------------------------------------------------------------------- 98-00 7.617 7.461 7.243 6.965 6.892 6.814 6.824 6.995 Yield 254 249 243 264 268 324 339 401 Spread ----------------------------------------------------------------------------------------- 98-04 7.603 7.445 7.224 6.937 6.861 6.771 6.777 6.927 Yield 253 247 241 261 265 319 335 394 Spread ----------------------------------------------------------------------------------------- WAL 17.28 12.847 9.339 5.884 5.081 3.507 3.149 2.093 Mod Durn 9.25 7.882 6.426 4.582 4.082 2.976 2.703 1.854 Principal Window Mar02 - Mar02 - Mar02 - Mar02 - Mar02 - Mar02 - Mar02 - Mar02 - Dec31 Dec31 Dec31 Dec31 Dec31 Jan30 Apr27 Mar18
FORWARD CURVES: 1YR CMT/1YR LIBOR LIBOR_1YR 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 CMT_1YR 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 LIBOR_1YR 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 CMT_1YR 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 LIBOR_1YR 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 CMT_1YR 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 LIBOR_1YR 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 CMT_1YR 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 LIBOR_1YR 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 CMT_1YR 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - PRICE/YIELD - B4 -- TO MATURITY Coupon 6.015 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02
----------------------------------------------------------------------------------------- PRICE 5 CPR 10 CPR 15 CPR 25 CPR 30 CPR 45 CPR 50 CPR 70 CPR ----------------------------------------------------------------------------------------- 84-16 9.277 9.402 9.622 10.298 10.63 11.948 12.483 15.318 Yield 420 443 481 597 642 837 905 1233 Spread ----------------------------------------------------------------------------------------- 84-20 9.26 9.382 9.597 10.264 10.591 11.895 12.425 15.231 Yield 419 441 478 594 638 832 900 1224 Spread ----------------------------------------------------------------------------------------- 84-24 9.243 9.362 9.573 10.23 10.553 11.842 12.366 15.144 Yield 417 439 476 590 634 826 894 1216 Spread ----------------------------------------------------------------------------------------- 84-28 9.226 9.342 9.548 10.195 10.515 11.789 12.308 15.058 Yield 415 437 473 587 630 821 888 1207 Spread ----------------------------------------------------------------------------------------- 85-00 9.208 9.322 9.524 10.161 10.476 11.736 12.25 14.972 Yield 413 435 471 584 626 816 882 1198 Spread ------------------------------------------------------------------------------------ ---- 85-04 9.191 9.302 9.499 10.127 10.438 11.684 12.192 14.886 Yield 412 433 468 580 623 811 876 1190 Spread ----------------------------------------------------------------------------------------- 85-08 9.174 9.282 9.475 10.093 10.4 11.631 12.134 14.8 Yield 410 431 466 577 619 805 870 1181 Spread ----------------------------------------------------------------------------------------- 85-12 9.157 9.262 9.451 10.059 10.362 11.579 12.076 14.714 Yield 408 429 463 573 615 800 865 1173 Spread ----------------------------------------------------------------------------------------- 85-16 9.14 9.242 9.426 10.025 10.324 11.527 12.018 14.628 Yield 407 427 461 570 611 795 859 1164 Spread ----------------------------------------------------------------------------------------- 85-20 9.123 9.223 9.402 9.991 10.286 11.474 11.961 14.543 Yield 405 425 459 567 607 790 853 1155 Spread ----------------------------------------------------------------------------------------- 85-24 9.106 9.203 9.378 9.957 10.248 11.422 11.903 14.458 Yield 403 423 456 563 604 784 847 1147 Spread ----------------------------------------------------------------------------------------- WAL 17.28 12.847 9.339 5.884 5.081 3.507 3.149 2.093 Mod Durn 8.562 7.351 6.007 4.29 3.829 2.784 2.522 1.701 Principal Window Mar02 - Mar02 - Mar02 - Mar02 - Mar02 - Mar02 - Mar02 - Mar02 - Dec31 Dec31 Dec31 Dec31 Dec31 Sep29 Dec26 Dec17
FORWARD CURVES: 1YR CMT/1YR LIBOR LIBOR_1YR 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 CMT_1YR 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 LIBOR_1YR 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 CMT_1YR 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 LIBOR_1YR 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 CMT_1YR 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 LIBOR_1YR 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 CMT_1YR 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 LIBOR_1YR 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 CMT_1YR 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - PRICE/YIELD - B5 -- TO MATURITY Coupon 6.015 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02
----------------------------------------------------------------------------------------- PRICE 5 CPR 10 CPR 15 CPR 25 CPR 30 CPR 45 CPR 50 CPR 70 CPR ----------------------------------------------------------------------------------------- 68-04 11.967 12.508 13.41 15.589 16.549 20.111 21.518 28.922 Yield 689 753 859 1126 1234 1653 1809 2593 Spread ----------------------------------------------------------------------------------------- 68-08 11.943 12.48 13.376 15.541 16.496 20.038 21.436 28.798 Yield 687 751 856 1122 1228 1646 1801 2581 Spread ----------------------------------------------------------------------------------------- 68-12 11.918 12.452 13.342 15.494 16.443 19.965 21.355 28.674 Yield 684 748 853 1117 1223 1639 1793 2569 Spread ----------------------------------------------------------------------------------------- 68-16 11.894 12.424 13.308 15.447 16.39 19.892 21.275 28.551 Yield 682 745 849 1112 1218 1631 1785 2556 Spread ----------------------------------------------------------------------------------------- 68-20 11.87 12.397 13.274 15.4 16.338 19.82 21.194 28.428 Yield 680 742 846 1107 1213 1624 1777 2544 Spread ----------------------------------------------------------------------------------------- 68-24 11.845 12.369 13.241 15.353 16.285 19.747 21.114 28.305 Yield 677 739 842 1103 1207 1617 1768 2532 Spread ----------------------------------------------------------------------------------------- 68-28 11.821 12.341 13.207 15.306 16.233 19.675 21.033 28.183 Yield 675 737 839 1098 1202 1610 1760 2519 Spread ----------------------------------------------------------------------------------------- 69-00 11.797 12.314 13.174 15.26 16.181 19.603 20.954 28.061 Yield 672 734 836 1093 1197 1603 1752 2507 Spread ----------------------------------------------------------------------------------------- 69-04 11.773 12.286 13.14 15.213 16.129 19.531 20.874 27.94 Yield 670 731 832 1089 1192 1595 1745 2495 Spread ----------------------------------------------------------------------------------------- 69-08 11.749 12.259 13.107 15.167 16.077 19.459 20.794 27.819 Yield 668 728 829 1084 1187 1588 1737 2483 Spread ----------------------------------------------------------------------------------------- 69-12 11.726 12.232 13.074 15.121 16.026 19.388 20.715 27.698 Yield 665 726 826 1080 1181 1581 1729 2471 Spread ----------------------------------------------------------------------------------------- WAL 17.28 12.847 9.339 5.884 5.081 3.507 3.149 2.093 Mod Durn 7.494 6.541 5.382 3.865 3.459 2.501 2.255 1.478 Principal Window Mar02 - Mar02 - Mar02 - Mar02 - Mar02 - Mar02 - Mar02 - Mar02 - Dec31 Dec31 Dec31 Dec31 Dec31 Oct28 Jan26 May17
FORWARD CURVES: 1YR CMT/1YR LIBOR LIBOR_1YR 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 CMT_1YR 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 LIBOR_1YR 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 CMT_1YR 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 LIBOR_1YR 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 CMT_1YR 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 LIBOR_1YR 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 CMT_1YR 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 LIBOR_1YR 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 CMT_1YR 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - PRICE/YIELD - B6 -- TO MATURITY Coupon 6.015 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02
----------------------------------------------------------------------------------------- PRICE 5 CPR 10 CPR 15 CPR 25 CPR 30 CPR 45 CPR 50 CPR 70 CPR ----------------------------------------------------------------------------------------- 24-12 33.058 35.005 39.464 50.563 55.338 74.823 83.11 130.868 Yield 2798 3003 3465 4624 5113 7125 7968 12788 Spread ----------------------------------------------------------------------------------------- 24-16 32.897 34.843 39.286 50.336 55.088 74.465 82.701 130.149 Yield 2782 2987 3447 4601 5088 7089 7927 12716 Spread ----------------------------------------------------------------------------------------- 24-20 32.738 34.683 39.11 50.11 54.839 74.109 82.296 129.436 Yield 2766 2971 3429 4578 5063 7053 7887 12645 Spread ----------------------------------------------------------------------------------------- 24-24 32.58 34.524 38.936 49.886 54.593 73.756 81.894 128.729 Yield 2751 2955 3412 4556 5038 7018 7846 12574 Spread ----------------------------------------------------------------------------------------- 24-28 32.424 34.367 38.763 49.664 54.348 73.405 81.495 128.029 Yield 2735 2939 3395 4534 5014 6983 7807 12504 Spread ----------------------------------------------------------------------------------------- 25-00 32.27 34.211 38.592 49.443 54.105 73.058 81.099 127.335 Yield 2720 2924 3378 4512 4989 6948 7767 12435 Spread ----------------------------------------------------------------------------------------- 25-04 32.117 34.057 38.422 49.225 53.865 72.714 80.707 126.647 Yield 2704 2908 3361 4490 4965 6914 7728 12366 Spread ----------------------------------------------------------------------------------------- 25-08 31.965 33.904 38.254 49.008 53.626 72.372 80.318 125.965 Yield 2689 2893 3344 4468 4941 6879 7689 12298 Spread ----------------------------------------------------------------------------------------- 25-12 31.816 33.753 38.087 48.793 53.389 72.033 79.932 125.288 Yield 2674 2878 3327 4447 4918 6845 7650 12230 Spread ----------------------------------------------------------------------------------------- 25-16 31.667 33.603 37.921 48.58 53.153 71.696 79.549 124.618 Yield 2659 2863 3311 4425 4894 6812 7612 12163 Spread ----------------------------------------------------------------------------------------- 25-20 31.52 33.454 37.757 48.368 52.92 71.362 79.169 123.953 Yield 2645 2848 3294 4404 4871 6778 7574 12096 Spread ----------------------------------------------------------------------------------------- WAL 17.28 12.847 9.339 5.884 5.081 3.507 3.149 2.093 Mod Durn 3.211 3.184 2.893 2.249 2.041 1.426 1.252 0.714 Principal Window Mar02- Mar02- Mar02- Mar02- Mar02- Mar02- Mar02- Mar02- Dec31 Dec31 Dec31 Dec31 Dec31 Jan30 Apr27 Mar18
FORWARD CURVES: 1YR CMT/1YR LIBOR LIBOR_1YR 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 CMT_1YR 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 LIBOR_1YR 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 CMT_1YR 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 LIBOR_1YR 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 CMT_1YR 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 LIBOR_1YR 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 2.4300 CMT_1YR 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00 2.2300 LIBOR_1YR 2.1400 2.4278 2.5471 2.6874 2.8434 3.0243 3.1823 3.36 CMT_1YR 2.0000 2.1844 2.2867 2.4110 2.5464 2.7040 2.8423 3.00
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - PRICE/YIELD - A2B Coupon 5.058 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02
PRICE 5 CPR 10 CPR 15 CPR 20 CPR 25 CPR 30 CPR -------------------------------------------------------------------------------------------------------------- 99-12 5.18 5.18 5.184 5.197 5.218 5.24 35 35 44 74 113 155 -------------------------------------------------------------------------------------------------------------- 99-16 5.15 5.15 5.153 5.16 5.172 5.184 32 32 41 70 108 149 -------------------------------------------------------------------------------------------------------------- 99-20 5.121 5.121 5.121 5.123 5.126 5.129 29 29 38 66 104 144 -------------------------------------------------------------------------------------------------------------- 99-24 5.091 5.091 5.09 5.086 5.08 5.073 26 26 35 63 99 138 -------------------------------------------------------------------------------------------------------------- 99-28 5.061 5.061 5.058 5.049 5.034 5.017 23 23 32 59 95 132 -------------------------------------------------------------------------------------------------------------- 100-00 5.031 5.031 5.027 5.012 4.988 4.962 20 20 29 55 90 127 -------------------------------------------------------------------------------------------------------------- 100-04 5.002 5.002 4.996 4.975 4.942 4.906 17 17 25 51 85 121 -------------------------------------------------------------------------------------------------------------- 100-08 4.972 4.972 4.965 4.938 4.896 4.851 14 14 22 48 81 116 -------------------------------------------------------------------------------------------------------------- 100-12 4.943 4.943 4.934 4.901 4.85 4.795 11 11 19 44 76 110 -------------------------------------------------------------------------------------------------------------- 100-16 4.913 4.913 4.903 4.865 4.805 4.74 8 8 16 40 72 105 -------------------------------------------------------------------------------------------------------------- 100-20 4.884 4.884 4.872 4.828 4.759 4.685 5 5 13 37 67 99 -------------------------------------------------------------------------------------------------------------- WAL 4.844 4.844 4.57 3.801 3 2.443 Mod Durn 4.204 4.204 3.99 3.375 2.718 2.245 Principal Window Dec06 - Dec06 Dec06 - Dec06 Oct05 - Dec06 Nov04 - Dec06 Apr04 - Feb06 Nov03 - May05 LIBOR_1YR 2.42 2.42 2.42 2.42 2.42 2.42 CMT_1YR 2.22 2.22 2.22 2.22 2.22 2.22 PRICE 45 CPR 50 CPR 70 CPR --------------------------------------------------- 99-12 5.316 5.346 5.499 Yield 194 197 212 Spread --------------------------------------------------- 99-16 5.227 5.244 5.331 Yield 185 187 195 Spread --------------------------------------------------- 99-20 5.139 5.142 5.163 Yield 176 176 178 Spread --------------------------------------------------- 99-24 5.05 5.041 4.995 Yield 167 166 162 Spread --------------------------------------------------- 99-28 4.961 4.94 4.827 Yield 158 156 145 Spread --------------------------------------------------- 100-00 4.873 4.839 4.661 Yield 149 146 128 Spread --------------------------------------------------- 100-04 4.785 4.738 4.494 Yield 141 136 112 Spread --------------------------------------------------- 100-08 4.697 4.637 4.328 Yield 132 126 95 Spread --------------------------------------------------- 100-12 4.609 4.537 4.162 Yield 123 116 78 Spread --------------------------------------------------- 100-16 4.521 4.436 3.996 Yield 114 106 62 Spread --------------------------------------------------- 100-20 4.433 4.336 3.831 Yield 105 96 45 Spread --------------------------------------------------- WAL 1.499 1.304 0.778 Mod Durn 1.412 1.234 0.747 Principal Window Mar03 - Feb04 Jan03 - Nov03 Sep02 - Feb03 LIBOR_1YR 2.42 2.42 2.42 CMT_1YR 2.22 2.22 2.22
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - PRICE/YIELD - A2A Balance $294,447,000.00 Delay 24 Coupon 6.018 Dated 2/1/02 Settle 2/21/02 First Payment 3/25/02
Price 15 CPR 20 CPR 25 CPR 30 CPR 50 CPR 70 CPR 100-28 5.64 5.585 5.523 5.453 5.077 4.466 Yield 100-28 144 159 177 191 231 205 Spread 101-00 5.596 5.536 5.467 5.391 4.979 4.31 Yield 101-00 140 154 171 184 221 189 Spread 101-04 5.552 5.486 5.412 5.329 4.881 4.153 Yield 101-04 135 149 166 178 211 173 Spread 101-08 5.509 5.438 5.358 5.267 4.784 3.998 Yield 101-08 131 144 160 172 201 158 Spread 101-12 5.465 5.389 5.303 5.206 4.687 3.842 Yield 101-12 126 140 155 166 192 142 Spread 101-16 5.422 5.34 5.248 5.144 4.59 3.688 Yield 101-16 122 135 149 160 182 127 Spread 101-20 5.378 5.291 5.193 5.083 4.493 3.533 Yield 101-20 118 130 144 154 172 111 Spread 101-24 5.335 5.243 5.139 5.022 4.396 3.379 Yield 101-24 113 125 138 147 163 96 Spread 101-28 5.292 5.194 5.085 4.961 4.3 3.226 Yield 101-28 109 120 133 141 153 81 Spread 102-00 5.249 5.146 5.031 4.9 4.204 3.073 Yield 102-00 105 115 127 135 143 65 Spread 102-04 5.206 5.098 4.976 4.84 4.108 2.92 Yield 102-04 101 110 122 129 134 50 Spread WAL 3.244 2.867 2.534 2.238 1.367 0.83 Mod Durn 2.827 2.52 2.247 2.003 1.267 0.794 Principal Window Mar02 - Dec06 Mar02 - Dec06 Mar02 - Dec06 Mar02 - Dec06 Mar02 - Dec06 Mar02 - Dec06 LIBOR_1YR 2.42 2.42 2.42 2.42 2.42 2.42 CMT_1YR 2.22 2.22 2.22 2.22 2.22 2.22
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - CF - A2A - 1 - 15 CPR 15 CPR LIBOR_1YR=2.4200 CMT_1YR=2.2200
Period Date Principal Interest Cash Flow Balance Total 294,447,000.00 57,255,311.09 351,702,311.09 0 21-Feb-02 0 0 0 294,447,000.00 1 25-Mar-02 4,382,575.08 1,476,602.67 5,859,177.75 290,064,424.92 2 25-Apr-02 4,321,347.03 1,454,624.82 5,775,971.84 285,743,077.89 3 25-May-02 4,260,665.23 1,432,954.01 5,693,619.24 281,482,412.65 4 25-Jun-02 4,200,818.15 1,411,587.51 5,612,405.66 277,281,594.51 5 25-Jul-02 4,141,794.37 1,390,521.14 5,532,315.51 273,139,800.14 6 25-Aug-02 4,083,582.67 1,369,750.75 5,453,333.42 269,056,217.46 7 25-Sep-02 4,026,171.96 1,349,272.28 5,375,444.25 265,030,045.50 8 25-Oct-02 3,969,551.30 1,329,081.72 5,298,633.02 261,060,494.20 9 25-Nov-02 3,913,709.90 1,309,175.10 5,222,885.00 257,146,784.30 10 25-Dec-02 3,858,637.13 1,289,548.51 5,148,185.64 253,288,147.17 11 25-Jan-03 3,804,322.47 1,270,198.10 5,074,520.57 249,483,824.69 12 25-Feb-03 3,750,755.59 1,251,120.06 5,001,875.65 245,733,069.10 13 25-Mar-03 3,697,926.26 1,232,310.65 4,930,236.91 242,035,142.84 14 25-Apr-03 3,645,824.41 1,213,766.17 4,859,590.58 238,389,318.44 15 25-May-03 3,594,440.09 1,195,482.97 4,789,923.06 234,794,878.34 16 25-Jun-03 3,543,763.51 1,177,457.45 4,721,220.97 231,251,114.83 17 25-Jul-03 3,493,785.00 1,159,686.07 4,653,471.06 227,757,329.83 18 25-Aug-03 3,444,495.01 1,142,165.31 4,586,660.32 224,312,834.82 19 25-Sep-03 3,395,884.13 1,124,891.74 4,520,775.86 220,916,950.70 20 25-Oct-03 3,347,943.08 1,107,861.94 4,455,805.01 217,569,007.62 21 25-Nov-03 3,300,662.70 1,091,072.55 4,391,735.25 214,268,344.92 22 25-Dec-03 3,254,033.97 1,074,520.26 4,328,554.23 211,014,310.95 23 25-Jan-04 3,208,047.96 1,058,201.81 4,266,249.78 207,806,262.98 24 25-Feb-04 3,162,695.90 1,042,113.97 4,204,809.88 204,643,567.08 25 25-Mar-04 3,117,969.12 1,026,253.56 4,144,222.68 201,525,597.97 26 25-Apr-04 3,073,859.05 1,010,617.45 4,084,476.50 198,451,738.92 27 25-May-04 3,030,357.27 995,202.54 4,025,559.81 195,421,381.65 28 25-Jun-04 2,987,455.45 980,005.78 3,967,461.23 192,433,926.20 29 25-Jul-04 2,945,145.39 965,024.17 3,910,169.56 189,488,780.81 30 25-Aug-04 2,903,418.99 950,254.73 3,853,673.72 186,585,361.82 31 25-Sep-04 2,862,268.26 935,694.55 3,797,962.80 183,723,093.57 32 25-Oct-04 2,821,685.32 921,340.72 3,743,026.05 180,901,408.24 33 25-Nov-04 2,781,662.41 907,190.41 3,688,852.83 178,119,745.83 34 25-Dec-04 2,742,191.86 893,240.81 3,635,432.67 175,377,553.97 35 25-Jan-05 2,703,266.10 879,489.15 3,582,755.25 172,674,287.87 36 25-Feb-05 2,664,877.68 865,932.69 3,530,810.37 170,009,410.19 37 25-Mar-05 2,627,019.24 852,568.74 3,479,587.98 167,382,390.95 38 25-Apr-05 2,589,683.52 839,394.65 3,429,078.17 164,792,707.43 39 25-May-05 2,552,863.36 826,407.78 3,379,271.14 162,239,844.07
Period Date Principal Interest Cash Flow Balance 40 25-Jun-05 2,516,551.71 813,605.57 3,330,157.27 159,723,292.37 41 25-Jul-05 2,480,741.59 800,985.44 3,281,727.03 157,242,550.78 42 25-Aug-05 2,445,426.13 788,544.90 3,233,971.03 154,797,124.65 43 25-Sep-05 2,410,598.56 776,281.46 3,186,880.02 152,386,526.09 44 25-Oct-05 2,376,252.19 764,192.68 3,140,444.87 150,010,273.90 45 25-Nov-05 2,342,380.43 752,276.13 3,094,656.56 147,667,893.47 46 25-Dec-05 2,308,976.77 740,529.45 3,049,506.22 145,358,916.70 47 25-Jan-06 2,276,034.79 728,950.27 3,004,985.07 143,082,881.90 48 25-Feb-06 2,243,548.17 717,536.30 2,961,084.47 140,839,333.73 49 25-Mar-06 2,211,510.66 706,285.24 2,917,795.90 138,627,823.08 50 25-Apr-06 2,179,916.10 695,194.84 2,875,110.94 136,447,906.98 51 25-May-06 2,148,758.42 684,262.89 2,833,021.31 134,299,148.56 52 25-Jun-06 2,118,031.62 673,487.18 2,791,518.80 132,181,116.94 53 25-Jul-06 1,953,516.30 658,988.40 2,612,504.70 130,227,600.64 54 25-Aug-06 1,925,785.88 649,250.21 2,575,036.09 128,301,814.76 55 25-Sep-06 1,898,440.50 639,650.25 2,538,090.75 126,403,374.26 56 25-Oct-06 1,871,474.89 630,186.59 2,501,661.48 124,531,899.38 57 25-Nov-06 1,844,883.84 620,857.34 2,465,741.18 122,687,015.54 58 25-Dec-06 122,687,015.54 611,660.64 123,298,676.17 0
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - CF - A2A - 2 - 20 CPR 20 CPR LIBOR_1YR=2.4200 CMT_1YR=2.2200
Period Date Principal Interest Cash Flow Balance Total 294,447,000.00 50,591,705.32 345,038,705.32 0 21-Feb-02 0 0 0 294,447,000.00 1 25-Mar-02 5,898,066.14 1,476,602.67 7,374,668.80 288,548,933.86 2 25-Apr-02 5,785,654.10 1,447,024.88 7,232,678.98 282,763,279.76 3 25-May-02 5,675,067.65 1,418,010.82 7,093,078.47 277,088,212.12 4 25-Jun-02 5,566,566.95 1,389,551.33 6,956,118.28 271,521,645.17 5 25-Jul-02 5,460,112.91 1,361,635.95 6,821,748.86 266,061,532.26 6 25-Aug-02 5,355,667.18 1,334,254.41 6,689,921.59 260,705,865.08 7 25-Sep-02 5,253,192.10 1,307,396.65 6,560,588.75 255,452,672.98 8 25-Oct-02 5,152,650.72 1,281,052.79 6,433,703.51 250,300,022.26 9 25-Nov-02 5,054,006.81 1,255,213.11 6,309,219.92 245,246,015.45 10 25-Dec-02 4,957,224.76 1,229,868.12 6,187,092.88 240,288,790.69 11 25-Jan-03 4,862,269.67 1,205,008.48 6,067,278.15 235,426,521.02 12 25-Feb-03 4,769,107.28 1,180,625.01 5,949,732.29 230,657,413.75 13 25-Mar-03 4,677,703.95 1,156,708.74 5,834,412.68 225,979,709.80 14 25-Apr-03 4,588,026.68 1,133,250.83 5,721,277.52 221,391,683.12 15 25-May-03 4,500,043.11 1,110,242.64 5,610,285.75 216,891,640.01 16 25-Jun-03 4,413,721.44 1,087,675.68 5,501,397.12 212,477,918.57 17 25-Jul-03 4,329,030.49 1,065,541.59 5,394,572.09 208,148,888.07 18 25-Aug-03 4,245,939.66 1,043,832.22 5,289,771.89 203,902,948.41 19 25-Sep-03 4,164,418.92 1,022,539.54 5,186,958.45 199,738,529.49 20 25-Oct-03 4,084,438.79 1,001,655.66 5,086,094.45 195,654,090.70 21 25-Nov-03 4,005,970.35 981,172.87 4,987,143.22 191,648,120.36 22 25-Dec-03 3,928,985.21 961,083.58 4,890,068.80 187,719,135.14 23 25-Jan-04 3,853,455.54 941,380.37 4,794,835.90 183,865,679.60 24 25-Feb-04 3,779,353.99 922,055.91 4,701,409.90 180,086,325.62 25 25-Mar-04 3,706,653.74 903,103.07 4,609,756.81 176,379,671.88 26 25-Apr-04 3,635,328.47 884,514.80 4,519,843.27 172,744,343.41 27 25-May-04 3,565,352.35 866,284.22 4,431,636.57 169,178,991.06 28 25-Jun-04 3,496,700.03 848,404.55 4,345,104.58 165,682,291.03 29 25-Jul-04 3,429,346.65 830,869.16 4,260,215.81 162,252,944.38 30 25-Aug-04 3,363,267.78 813,671.54 4,176,939.32 158,889,676.61 31 25-Sep-04 3,298,439.47 796,805.29 4,095,244.77 155,591,237.13 32 25-Oct-04 3,234,838.23 780,264.15 4,015,102.38 152,356,398.90 33 25-Nov-04 3,172,440.98 764,041.95 3,936,482.93 149,183,957.93 34 25-Dec-04 3,111,225.08 748,132.66 3,859,357.74 146,072,732.85 35 25-Jan-05 3,051,168.32 732,530.36 3,783,698.69 143,021,564.52 36 25-Feb-05 2,992,248.91 717,229.24 3,709,478.15 140,029,315.61 37 25-Mar-05 2,934,445.45 702,223.58 3,636,669.04 137,094,870.16 38 25-Apr-05 2,877,736.95 687,507.80 3,565,244.76 134,217,133.20 39 25-May-05 2,633,492.85 673,076.41 3,306,569.26 131,583,640.35
Period Date Principal Interest Cash Flow Balance 40 25-Jun-05 2,582,846.70 659,869.85 3,242,716.56 129,000,793.65 41 25-Jul-05 2,533,161.81 646,917.28 3,180,079.09 126,467,631.84 42 25-Aug-05 2,484,420.09 634,213.87 3,118,633.96 123,983,211.75 43 25-Sep-05 2,436,603.79 621,754.89 3,058,358.68 121,546,607.96 44 25-Oct-05 2,389,695.50 609,535.70 2,999,231.20 119,156,912.47 45 25-Nov-05 2,343,678.13 597,551.75 2,941,229.88 116,813,234.33 46 25-Dec-05 2,298,534.93 585,798.56 2,884,333.49 114,514,699.40 47 25-Jan-06 2,254,249.42 574,271.76 2,828,521.19 112,260,449.98 48 25-Feb-06 2,210,805.48 562,967.05 2,773,772.53 110,049,644.50 49 25-Mar-06 2,168,187.24 551,880.20 2,720,067.44 107,881,457.26 50 25-Apr-06 2,126,379.17 541,007.07 2,667,386.25 105,755,078.09 51 25-May-06 2,085,366.01 530,343.61 2,615,709.62 103,669,712.08 52 25-Jun-06 2,045,132.79 519,885.81 2,565,018.60 101,624,579.29 53 25-Jul-06 2,006,467.85 506,648.91 2,513,116.76 99,618,111.44 54 25-Aug-06 1,967,720.54 496,646.49 2,464,367.02 97,650,390.91 55 25-Sep-06 1,929,710.73 486,837.21 2,416,547.93 95,720,680.18 56 25-Oct-06 1,892,424.53 477,217.40 2,369,641.92 93,828,255.65 57 25-Nov-06 1,855,848.29 467,783.45 2,323,631.74 91,972,407.36 58 25-Dec-06 91,972,407.36 458,531.82 92,430,939.19 0
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - CF - A2A - 3 - 25 CPR 25 CPR LIBOR_1YR=2.4200 CMT_1YR=2.2200
Period Date Principal Interest Cash Flow Balance Total 294,447,000.00 44,692,648.67 339,139,648.67 0 21-Feb-02 0 0 0 294,447,000.00 1 25-Mar-02 7,503,005.04 1,476,602.67 8,979,607.70 286,943,994.96 2 25-Apr-02 7,319,974.94 1,438,976.38 8,758,951.32 279,624,020.02 3 25-May-02 7,141,084.15 1,402,267.95 8,543,352.10 272,482,935.87 4 25-Jun-02 6,966,525.68 1,366,456.63 8,332,982.31 265,516,410.19 5 25-Jul-02 6,796,195.11 1,331,520.69 8,127,715.80 258,720,215.08 6 25-Aug-02 6,629,990.54 1,297,438.93 7,927,429.46 252,090,224.55 7 25-Sep-02 6,467,812.48 1,264,190.65 7,732,003.13 245,622,412.06 8 25-Oct-02 6,309,563.88 1,231,755.66 7,541,319.54 239,312,848.18 9 25-Nov-02 6,155,149.99 1,200,114.26 7,355,264.24 233,157,698.19 10 25-Dec-02 6,004,478.32 1,169,247.22 7,173,725.54 227,153,219.87 11 25-Jan-03 5,857,458.64 1,139,135.76 6,996,594.40 221,295,761.24 12 25-Feb-03 5,714,002.85 1,109,761.59 6,823,764.44 215,581,758.39 13 25-Mar-03 5,574,024.99 1,081,106.82 6,655,131.81 210,007,733.40 14 25-Apr-03 5,437,441.16 1,053,154.01 6,490,595.18 204,570,292.23 15 25-May-03 5,304,169.48 1,025,886.15 6,330,055.63 199,266,122.76 16 25-Jun-03 5,174,130.01 999,286.62 6,173,416.63 194,091,992.75 17 25-Jul-03 5,047,244.76 973,339.22 6,020,583.98 189,044,747.99 18 25-Aug-03 4,923,437.60 948,028.12 5,871,465.72 184,121,310.39 19 25-Sep-03 4,802,634.24 923,337.89 5,725,972.14 179,318,676.14 20 25-Oct-03 4,684,762.17 899,253.48 5,584,015.65 174,633,913.97 21 25-Nov-03 4,569,750.61 875,760.16 5,445,510.78 170,064,163.36 22 25-Dec-03 4,457,530.50 852,843.61 5,310,374.12 165,606,632.86 23 25-Jan-04 4,348,034.43 830,489.83 5,178,524.26 161,258,598.43 24 25-Feb-04 4,241,196.61 808,685.15 5,049,881.76 157,017,401.82 25 25-Mar-04 4,136,952.84 787,416.24 4,924,369.08 152,880,448.98 26 25-Apr-04 4,035,240.45 766,670.10 4,801,910.55 148,845,208.53 27 25-May-04 3,935,998.29 746,434.02 4,682,432.31 144,909,210.23 28 25-Jun-04 3,839,166.67 726,695.63 4,565,862.30 141,070,043.56 29 25-Jul-04 3,744,687.35 707,442.83 4,452,130.18 137,325,356.22 30 25-Aug-04 3,529,943.05 688,663.83 4,218,606.88 133,795,413.16 31 25-Sep-04 3,441,733.11 670,961.74 4,112,694.85 130,353,680.05 32 25-Oct-04 3,355,689.01 653,702.00 4,009,391.01 126,997,991.04 33 25-Nov-04 3,271,758.15 636,873.76 3,908,631.91 123,726,232.88 34 25-Dec-04 3,189,889.20 620,466.42 3,810,355.62 120,536,343.68 35 25-Jan-05 3,110,032.06 604,469.64 3,714,501.70 117,426,311.62 36 25-Feb-05 3,032,137.86 588,873.32 3,621,011.19 114,394,173.76 37 25-Mar-05 2,844,335.06 573,667.64 3,418,002.70 111,549,838.70 38 25-Apr-05 2,774,464.46 559,403.75 3,333,868.21 108,775,374.24 39 25-May-05 2,706,295.17 545,490.25 3,251,785.43 106,069,079.07
Period Date Principal Interest Cash Flow Balance 40 25-Jun-05 2,639,786.05 531,918.61 3,171,704.66 103,429,293.02 41 25-Jul-05 2,574,896.92 518,680.51 3,093,577.43 100,854,396.10 42 25-Aug-05 2,511,588.59 505,767.81 3,017,356.40 98,342,807.50 43 25-Sep-05 2,449,822.80 493,172.59 2,942,995.39 95,892,984.70 44 25-Oct-05 2,389,562.22 480,887.11 2,870,449.33 93,503,422.48 45 25-Nov-05 2,330,770.40 468,903.84 2,799,674.24 91,172,652.07 46 25-Dec-05 2,273,411.80 457,215.39 2,730,627.19 88,899,240.27 47 25-Jan-06 2,217,451.71 445,814.59 2,663,266.30 86,681,788.57 48 25-Feb-06 2,162,856.26 434,694.42 2,597,550.67 84,518,932.31 49 25-Mar-06 2,109,592.40 423,848.03 2,533,440.44 82,409,339.91 50 25-Apr-06 2,057,627.89 413,268.76 2,470,896.65 80,351,712.02 51 25-May-06 2,006,931.24 402,950.08 2,409,881.32 78,344,780.78 52 25-Jun-06 1,957,471.74 392,885.63 2,350,357.37 76,387,309.04 53 25-Jul-06 1,909,819.79 380,828.61 2,290,648.39 74,477,489.25 54 25-Aug-06 1,862,716.50 371,307.81 2,234,024.32 72,614,772.75 55 25-Sep-06 1,816,763.60 362,021.83 2,178,785.43 70,798,009.15 56 25-Oct-06 1,771,933.20 352,964.91 2,124,898.11 69,026,075.95 57 25-Nov-06 1,728,198.07 344,131.47 2,072,329.54 67,297,877.88 58 25-Dec-06 67,297,877.88 335,516.05 67,633,393.93 0
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - CF - A2A - 4 - 30 CPR 30 CPR LIBOR_1YR=2.4200 CMT_1YR=2.2200
Period Date Principal Interest Cash Flow Balance Total 294,447,000.00 39,454,920.61 333,901,920.61 0 21-Feb-02 0 0 0 294,447,000.00 1 25-Mar-02 9,209,195.30 1,476,602.67 10,685,797.96 285,237,804.70 2 25-Apr-02 8,932,577.17 1,430,420.12 10,362,997.29 276,305,227.53 3 25-May-02 8,663,932.58 1,385,624.76 10,049,557.34 267,641,294.96 4 25-Jun-02 8,403,315.21 1,342,176.61 9,745,491.82 259,237,979.74 5 25-Jul-02 8,150,486.08 1,300,035.41 9,450,521.49 251,087,493.66 6 25-Aug-02 7,905,213.27 1,259,162.10 9,164,375.37 243,182,280.39 7 25-Sep-02 7,667,271.76 1,219,518.78 8,886,790.55 235,515,008.63 8 25-Oct-02 7,436,443.22 1,181,068.71 8,617,511.93 228,078,565.41 9 25-Nov-02 7,212,515.78 1,143,776.19 8,356,291.97 220,866,049.63 10 25-Dec-02 6,995,283.87 1,107,606.64 8,102,890.50 213,870,765.76 11 25-Jan-03 6,784,548.03 1,072,526.46 7,857,074.48 207,086,217.74 12 25-Feb-03 6,580,114.71 1,038,503.08 7,618,617.79 200,506,103.03 13 25-Mar-03 6,381,796.11 1,005,504.91 7,387,301.02 194,124,306.92 14 25-Apr-03 6,189,410.03 973,501.26 7,162,911.29 187,934,896.88 15 25-May-03 6,002,779.66 942,462.40 6,945,242.05 181,932,117.23 16 25-Jun-03 5,821,733.43 912,359.45 6,734,092.88 176,110,383.80 17 25-Jul-03 5,646,104.89 883,164.43 6,529,269.31 170,464,278.91 18 25-Aug-03 5,475,732.53 854,850.14 6,330,582.67 164,988,546.39 19 25-Sep-03 5,310,459.63 827,390.25 6,137,849.88 159,678,086.76 20 25-Oct-03 5,150,134.13 800,759.17 5,950,893.30 154,527,952.63 21 25-Nov-03 4,994,608.50 774,932.10 5,769,540.60 149,533,344.13 22 25-Dec-03 4,843,739.58 749,884.96 5,593,624.54 144,689,604.55 23 25-Jan-04 4,697,388.47 725,594.40 5,422,982.87 139,992,216.08 24 25-Feb-04 4,555,420.39 702,037.76 5,257,458.16 135,436,795.68 25 25-Mar-04 4,265,321.46 679,193.08 4,944,514.54 131,171,474.23 26 25-Apr-04 4,134,301.87 657,803.19 4,792,105.05 127,037,172.36 27 25-May-04 4,007,247.12 637,070.34 4,644,317.46 123,029,925.24 28 25-Jun-04 3,884,038.33 616,974.65 4,501,012.98 119,145,886.91 29 25-Jul-04 3,764,560.17 597,496.83 4,362,057.00 115,381,326.74 30 25-Aug-04 3,648,700.73 578,618.17 4,227,318.90 111,732,626.01 31 25-Sep-04 3,536,351.45 560,320.53 4,096,671.98 108,196,274.56 32 25-Oct-04 3,427,407.01 542,586.30 3,969,993.31 104,768,867.55 33 25-Nov-04 3,321,765.21 525,398.41 3,847,163.62 101,447,102.34 34 25-Dec-04 3,219,326.92 508,740.30 3,728,067.21 98,227,775.42 35 25-Jan-05 3,119,995.96 492,595.89 3,612,591.85 95,107,779.47 36 25-Feb-05 3,023,679.01 476,949.62 3,500,628.63 92,084,100.46 37 25-Mar-05 2,804,393.63 461,786.35 3,266,179.99 89,279,706.82 38 25-Apr-05 2,719,664.58 447,722.77 3,167,387.35 86,560,042.24 39 25-May-05 2,637,479.69 434,084.09 3,071,563.78 83,922,562.55
Period Date Principal Interest Cash Flow Balance 40 25-Jun-05 2,557,762.95 420,857.55 2,978,620.51 81,364,799.60 41 25-Jul-05 2,480,440.59 408,030.78 2,888,471.37 78,884,359.01 42 25-Aug-05 2,405,441.04 395,591.77 2,801,032.82 76,478,917.96 43 25-Sep-05 2,332,694.88 383,528.87 2,716,223.75 74,146,223.09 44 25-Oct-05 2,262,134.72 371,830.78 2,633,965.50 71,884,088.36 45 25-Nov-05 2,193,695.22 360,486.54 2,554,181.75 69,690,393.15 46 25-Dec-05 2,127,312.95 349,485.50 2,476,798.45 67,563,080.20 47 25-Jan-06 2,062,926.38 338,817.37 2,401,743.75 65,500,153.82 48 25-Feb-06 2,000,475.84 328,472.12 2,328,947.96 63,499,677.98 49 25-Mar-06 1,939,903.39 318,440.06 2,258,343.44 61,559,774.59 50 25-Apr-06 1,881,152.85 308,711.75 2,189,864.60 59,678,621.74 51 25-May-06 1,824,169.71 299,278.07 2,123,447.77 57,854,452.03 52 25-Jun-06 1,768,901.06 290,130.15 2,059,031.21 56,085,550.97 53 25-Jul-06 1,715,733.90 279,614.28 1,995,348.18 54,369,817.07 54 25-Aug-06 1,663,715.87 271,060.94 1,934,776.80 52,706,101.20 55 25-Sep-06 1,613,264.08 262,766.91 1,876,030.99 51,092,837.12 56 25-Oct-06 1,564,331.63 254,724.38 1,819,056.01 49,528,505.49 57 25-Nov-06 1,516,873.02 246,925.78 1,763,798.80 48,011,632.47 58 25-Dec-06 48,011,632.47 239,363.76 48,250,996.23 0
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - CF - A2A - 5 - 50 CPR 50 CPR LIBOR_1YR=2.4200 CMT_1YR=2.2200
Period Date Principal Interest Cash Flow Balance Total 294,447,000.00 24,014,923.88 318,461,923.88 0 21-Feb-02 0 0 0 294,447,000.00 1 25-Mar-02 17,390,997.29 1,476,602.67 18,867,599.96 277,056,002.71 2 25-Apr-02 16,400,451.31 1,389,389.74 17,789,841.05 260,655,551.40 3 25-May-02 15,465,935.96 1,307,144.24 16,773,080.20 245,189,615.44 4 25-Jun-02 14,584,552.70 1,229,585.17 15,814,137.87 230,605,062.74 5 25-Jul-02 13,753,284.41 1,156,446.08 14,909,730.49 216,851,778.33 6 25-Aug-02 12,969,285.07 1,087,475.67 14,056,760.74 203,882,493.26 7 25-Sep-02 12,229,870.14 1,022,436.87 13,252,307.01 191,652,623.12 8 25-Oct-02 11,532,507.33 961,106.12 12,493,613.44 180,120,115.79 9 25-Nov-02 10,874,808.00 903,272.52 11,778,080.52 169,245,307.79 10 25-Dec-02 10,254,519.07 848,737.17 11,103,256.24 158,990,788.72 11 25-Jan-03 9,669,515.25 797,312.47 10,466,827.72 149,321,273.47 12 25-Feb-03 9,117,791.87 748,821.46 9,866,613.32 140,203,481.60 13 25-Mar-03 8,301,614.82 703,097.24 9,004,712.06 131,901,866.78 14 25-Apr-03 7,819,795.70 661,466.02 8,481,261.73 124,082,071.08 15 25-May-03 7,365,646.41 622,251.05 7,987,897.46 116,716,424.67 16 25-Jun-03 6,937,587.30 585,313.55 7,522,900.85 109,778,837.37 17 25-Jul-03 6,534,128.56 550,522.70 7,084,651.26 103,244,708.81 18 25-Aug-03 6,153,865.19 517,755.13 6,671,620.32 97,090,843.62 19 25-Sep-03 5,795,472.10 486,894.51 6,282,366.61 91,295,371.52 20 25-Oct-03 5,457,699.64 457,831.17 5,915,530.82 85,837,671.87 21 25-Nov-03 5,139,369.29 430,461.71 5,569,831.00 80,698,302.58 22 25-Dec-03 4,839,369.61 404,688.62 5,244,058.23 75,858,932.97 23 25-Jan-04 4,556,652.45 380,419.98 4,937,072.43 71,302,280.53 24 25-Feb-04 4,290,229.34 357,569.12 4,647,798.46 67,012,051.18 25 25-Mar-04 4,039,168.13 336,054.33 4,375,222.46 62,972,883.05 26 25-Apr-04 3,802,589.76 315,798.56 4,118,388.32 59,170,293.30 27 25-May-04 3,579,665.23 296,729.20 3,876,394.43 55,590,628.07 28 25-Jun-04 3,369,612.81 278,777.77 3,648,390.58 52,221,015.26 29 25-Jul-04 3,171,695.31 261,879.72 3,433,575.02 49,049,319.95 30 25-Aug-04 2,985,217.56 245,974.19 3,231,191.74 46,064,102.39 31 25-Sep-04 2,809,524.02 231,003.81 3,040,527.83 43,254,578.38 32 25-Oct-04 2,643,996.54 216,914.51 2,860,911.05 40,610,581.83 33 25-Nov-04 2,488,052.22 203,655.30 2,691,707.52 38,122,529.61 34 25-Dec-04 2,341,141.41 191,178.13 2,532,319.54 35,781,388.20 35 25-Jan-05 2,202,745.82 179,437.69 2,382,183.50 33,578,642.39 36 25-Feb-05 2,072,376.72 168,391.28 2,240,768.00 31,506,265.66 37 25-Mar-05 1,804,128.46 157,998.65 1,962,127.11 29,702,137.20 38 25-Apr-05 1,701,038.80 148,951.24 1,849,990.04 28,001,098.40 39 25-May-05 1,603,828.79 140,420.81 1,744,249.60 26,397,269.62
Period Date Principal Interest Cash Flow Balance 40 25-Jun-05 1,512,163.64 132,377.87 1,644,541.51 24,885,105.98 41 25-Jul-05 1,425,727.60 124,794.62 1,550,522.22 23,459,378.38 42 25-Aug-05 1,344,222.86 117,644.83 1,461,867.69 22,115,155.52 43 25-Sep-05 1,267,368.57 110,903.77 1,378,272.34 20,847,786.95 44 25-Oct-05 1,194,899.83 104,548.13 1,299,447.96 19,652,887.12 45 25-Nov-05 1,126,566.81 98,555.90 1,225,122.71 18,526,320.31 46 25-Dec-05 1,062,133.89 92,906.35 1,155,040.25 17,464,186.42 47 25-Jan-06 1,001,378.87 87,579.93 1,088,958.80 16,462,807.55 48 25-Feb-06 944,092.17 82,558.18 1,026,650.35 15,518,715.38 49 25-Mar-06 890,076.14 77,823.71 967,899.85 14,628,639.24 50 25-Apr-06 839,144.38 73,360.13 912,504.51 13,789,494.85 51 25-May-06 791,121.09 69,151.96 860,273.05 12,998,373.76 52 25-Jun-06 745,840.49 65,184.61 811,025.10 12,252,533.27 53 25-Jul-06 703,239.31 61,084.95 764,324.27 11,549,293.96 54 25-Aug-06 662,973.39 57,579.05 720,552.44 10,886,320.57 55 25-Sep-06 625,008.16 54,273.88 679,282.04 10,261,312.41 56 25-Oct-06 589,212.41 51,157.98 640,370.39 9,672,100.00 57 25-Nov-06 555,462.40 48,220.53 603,682.93 9,116,637.60 58 25-Dec-06 9,116,637.60 45,451.33 9,162,088.93 0
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933. GSR0201 - CF - A2A - 6 - 70 CPR 70 CPR LIBOR_1YR=2.4200 CMT_1YR=2.2200
Period Date Principal Interest Cash Flow Balance Total 294,447,000.00 14,507,375.00 308,954,375.00 0 21-Feb-02 0 0 0 294,447,000.00 1 25-Mar-02 29,382,085.62 1,476,602.67 30,858,688.28 265,064,914.38 2 25-Apr-02 26,552,457.40 1,329,256.43 27,881,713.83 238,512,456.98 3 25-May-02 23,994,850.38 1,196,100.30 25,190,950.69 214,517,606.60 4 25-Jun-02 21,683,370.87 1,075,770.14 22,759,141.02 192,834,235.73 5 25-Jul-02 19,594,343.58 967,031.66 20,561,375.24 173,239,892.14 6 25-Aug-02 17,706,369.58 868,769.30 18,575,138.88 155,533,522.57 7 25-Sep-02 16,000,107.51 779,974.81 16,780,082.32 139,533,415.05 8 25-Oct-02 13,952,311.75 699,736.93 14,652,048.69 125,581,103.30 9 25-Nov-02 12,583,845.72 629,768.41 13,213,614.13 112,997,257.58 10 25-Dec-02 11,348,313.40 566,662.52 11,914,975.92 101,648,944.18 11 25-Jan-03 10,232,866.00 509,752.61 10,742,618.62 91,416,078.18 12 25-Feb-03 9,225,893.29 458,436.49 9,684,329.78 82,190,184.89 13 25-Mar-03 8,316,904.35 412,170.17 8,729,074.52 73,873,280.54 14 25-Apr-03 7,496,419.89 370,462.27 7,866,882.16 66,376,860.65 15 25-May-03 6,755,874.82 332,868.97 7,088,743.79 59,620,985.82 16 25-Jun-03 6,087,530.27 298,989.38 6,386,519.65 53,533,455.55 17 25-Jul-03 5,484,394.00 268,461.42 5,752,855.42 48,049,061.55 18 25-Aug-03 4,940,148.54 240,958.09 5,181,106.63 43,108,913.01 19 25-Sep-03 4,449,086.19 216,184.06 4,665,270.25 38,659,826.82 20 25-Oct-03 4,006,050.26 193,872.63 4,199,922.89 34,653,776.56 21 25-Nov-03 3,606,382.03 173,782.95 3,780,164.98 31,047,394.53 22 25-Dec-03 3,245,872.76 155,697.54 3,401,570.30 27,801,521.77 23 25-Jan-04 2,920,720.31 139,420.03 3,060,140.34 24,880,801.46 24 25-Feb-04 2,627,489.99 124,773.10 2,752,263.08 22,253,311.47 25 25-Mar-04 2,363,079.09 111,596.67 2,474,675.75 19,890,232.38 26 25-Apr-04 2,124,684.92 99,746.22 2,224,431.14 17,765,547.46 27 25-May-04 1,909,775.89 89,091.27 1,998,867.16 15,855,771.57 28 25-Jun-04 1,716,065.31 79,514.06 1,795,579.38 14,139,706.26 29 25-Jul-04 1,541,487.83 70,908.28 1,612,396.11 12,598,218.42 30 25-Aug-04 1,384,178.04 63,177.97 1,447,356.01 11,214,040.38 31 25-Sep-04 1,242,451.21 56,236.55 1,298,687.76 9,971,589.17 32 25-Oct-04 1,114,785.84 50,005.86 1,164,791.69 8,856,803.33 33 25-Nov-04 999,807.88 44,415.39 1,044,223.27 7,856,995.45 34 25-Dec-04 896,276.55 39,401.52 935,678.07 6,960,718.90 35 25-Jan-05 803,071.42 34,906.84 837,978.27 6,157,647.48 36 25-Feb-05 719,180.80 30,879.57 750,060.37 5,438,466.67 37 25-Mar-05 525,092.43 27,273.00 552,365.43 4,913,374.25 38 25-Apr-05 474,428.70 24,639.75 499,068.45 4,438,945.54 39 25-May-05 428,650.16 22,260.57 450,910.73 4,010,295.38
Period Date Principal Interest Cash Flow Balance 40 25-Jun-05 387,286.05 20,110.96 407,397.01 3,623,009.33 41 25-Jul-05 349,910.93 18,168.78 368,079.71 3,273,098.40 42 25-Aug-05 316,140.35 16,414.04 332,554.39 2,956,958.05 43 25-Sep-05 285,626.89 14,828.65 300,455.54 2,671,331.16 44 25-Oct-05 258,056.61 13,396.27 271,452.88 2,413,274.56 45 25-Nov-05 233,145.78 12,102.16 245,247.94 2,180,128.78 46 25-Dec-05 210,638.04 10,932.98 221,571.02 1,969,490.73 47 25-Jan-06 190,301.72 9,876.66 200,178.38 1,779,189.01 48 25-Feb-06 171,927.45 8,922.33 180,849.78 1,607,261.56 49 25-Mar-06 155,326.06 8,060.14 163,386.20 1,451,935.50 50 25-Apr-06 140,326.60 7,281.21 147,607.81 1,311,608.91 51 25-May-06 126,774.59 6,577.49 133,352.08 1,184,834.32 52 25-Jun-06 114,530.44 5,941.74 120,472.18 1,070,303.88 53 25-Jul-06 103,475.81 5,336.00 108,811.81 966,828.06 54 25-Aug-06 93,479.65 4,820.13 98,299.78 873,348.41 55 25-Sep-06 84,448.46 4,354.09 88,802.55 788,899.95 56 25-Oct-06 76,289.15 3,933.08 80,222.23 712,610.80 57 25-Nov-06 68,917.61 3,552.74 72,470.35 643,693.20 58 25-Dec-06 643,693.20 3,209.16 646,902.35 0
No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The securities will not be registered under the Securities Act of 1933 and will be offered and sold only to qualified institutional buyers in reliance on Rule 144A under the Securities Act of 1933, Institutional Accredited Investors and non-U.S. Persons under Regulation S of the Securities Act of 1933.