EX-99 3 ex99py.txt EXHIBIT 99 EXHIBIT 99 PRICE AND YIELD TABLES
GSR0209 P/Y -- Class: A1A Balance $ 283,346,000.00 Delay 0 Coupon if current month le 49 Coupon 2.845 Dated 9/27/02 then 4.487 else LIBOR_1YR + 1.25 Settle 9/27/02 First Payment 10/25/02 ------------------------------------------------------------------------------------------------------------------------- Price 15 CPR, 20 CPR, 25 CPR, 30 CPR, 35 CPR, 40 CPR, 45 CPR, 50 CPR, 55 CPR, 60 CPR, 70 CPR, 80 CPR, Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) ------------------------------------------------------------------------------------------------------------------------- 99-12 3.149 3.217 3.309 3.407 3.511 3.622 3.741 3.87 4.01 4.164 4.527 5.011 Yield 99-12 48 80 112 132 150 167 183 200 217 234 268 316 Spread ---------------------------------------------------------------------------------------------------------------------- 99-16 3.091 3.146 3.219 3.297 3.381 3.469 3.564 3.667 3.779 3.902 4.192 4.578 Yield 99-16 42 73 103 121 137 152 166 179 194 208 234 273 Spread ---------------------------------------------------------------------------------------------------------------------- 99-20 3.034 3.075 3.129 3.188 3.25 3.317 3.388 3.465 3.549 3.641 3.858 4.146 Yield 99-20 37 66 94 110 124 136 148 159 171 182 201 230 Spread ---------------------------------------------------------------------------------------------------------------------- 99-24 2.976 3.004 3.04 3.079 3.121 3.165 3.212 3.263 3.319 3.381 3.525 3.717 Yield 99-24 31 59 85 99 111 121 130 139 148 156 167 187 Spread ---------------------------------------------------------------------------------------------------------------------- 99-28 2.919 2.933 2.951 2.97 2.991 3.013 3.037 3.062 3.09 3.121 3.193 3.288 Yield 99-28 25 52 76 88 98 106 113 119 125 130 134 144 Spread ---------------------------------------------------------------------------------------------------------------------- 100-00 2.862 2.862 2.862 2.862 2.862 2.862 2.862 2.862 2.862 2.862 2.862 2.862 Yield 100-00 19 45 67 78 85 91 95 99 102 104 101 101 Spread ---------------------------------------------------------------------------------------------------------------------- 100-04 2.805 2.791 2.773 2.754 2.733 2.711 2.687 2.662 2.634 2.604 2.532 2.437 Yield 100-04 14 38 58 67 72 76 78 79 79 78 68 59 Spread ---------------------------------------------------------------------------------------------------------------------- 100-08 2.748 2.721 2.685 2.646 2.604 2.561 2.513 2.463 2.407 2.347 2.204 2.014 Yield 100-08 8 31 49 56 59 61 60 59 57 53 35 16 Spread ---------------------------------------------------------------------------------------------------------------------- 100-12 2.691 2.65 2.596 2.538 2.476 2.41 2.34 2.264 2.181 2.09 1.876 1.592 Yield 100-12 2 23 41 45 47 46 43 39 34 27 3 -26 Spread ---------------------------------------------------------------------------------------------------------------------- 100-16 2.634 2.58 2.508 2.431 2.348 2.261 2.167 2.066 1.955 1.834 1.55 1.172 Yield 100-16 -3 16 32 34 34 31 26 19 11 1 -30 -68 Spread ---------------------------------------------------------------------------------------------------------------------- 100-20 2.578 2.51 2.42 2.323 2.221 2.111 1.994 1.868 1.73 1.579 1.224 0.754 Yield 100-20 -9 9 23 24 21 16 9 0 -11 -24 -63 -110 Spread ---------------------------------------------------------------------------------------------------------------------- WAL 2.318 1.859 1.469 1.198 1.001 0.853 0.736 0.641 0.562 0.495 0.386 0.299 Principal Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Window Oct06 Oct06 Mar06 Jul05 Jan05 Sep04 Jun04 Mar04 Jan04 Nov03 Aug03 May03 LIBOR_1YR 1.89938 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). This material may be filed within the Securities and Exchange Commission (the "SEC") and incorporated by reference into an effective registration statement previously filed with the SEC under Rule 415 of the Securities Act of 1933, including in cases where the material does not pertain to securities that are ultimately offered for sale pursuant to such registration statement. 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.
GSR0209 P/Y -- Class: A1B Balance $ 150,571,000.00 Delay 24 Coupon if curmonth le 49 then 4.487 else LIBOR_1YR + 1.25 Coupon 4.487 Dated 9/1/02 Settle 9/27/02 First Payment 10/25/02 ------------------------------------------------------------------------------------------------------------------------ Price 15 CPR, 20 CPR, 25 CPR, 30 CPR, 35 CPR, 40 CPR, 45 CPR, 50 CPR, 55 CPR, 60 CPR, 70 CPR, 80 CPR, Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) ------------------------------------------------------------------------------------------------------------------------ 99-28 4.482 4.482 4.481 4.479 4.475 4.47 4.463 4.454 4.444 4.431 4.403 4.365 Yield 99-28 110 110 112 119 129 140 155 173 188 203 231 252 Spread --------------------------------------------------------------------------------------------------------------------- 100-00 4.447 4.447 4.447 4.443 4.436 4.428 4.416 4.4 4.382 4.361 4.313 4.248 Yield 100-00 107 107 108 115 125 136 150 168 182 196 222 241 Spread --------------------------------------------------------------------------------------------------------------------- 100-04 4.413 4.413 4.412 4.406 4.398 4.386 4.369 4.346 4.321 4.291 4.223 4.131 Yield 100-04 103 103 105 112 121 132 146 162 175 189 213 229 Spread --------------------------------------------------------------------------------------------------------------------- 100-08 4.379 4.379 4.378 4.37 4.359 4.344 4.322 4.293 4.26 4.221 4.133 4.014 Yield 100-08 100 100 101 108 118 128 141 157 169 182 204 217 Spread --------------------------------------------------------------------------------------------------------------------- 100-12 4.345 4.345 4.343 4.334 4.32 4.302 4.276 4.239 4.199 4.152 4.043 3.897 Yield 100-12 96 96 98 104 114 124 136 152 163 175 195 206 Spread --------------------------------------------------------------------------------------------------------------------- 100-16 4.311 4.311 4.309 4.298 4.282 4.261 4.229 4.186 4.138 4.082 3.953 3.781 Yield 100-16 93 93 94 101 110 120 132 146 157 168 186 194 Spread --------------------------------------------------------------------------------------------------------------------- 100-20 4.277 4.277 4.275 4.263 4.244 4.219 4.182 4.132 4.077 4.012 3.864 3.664 Yield 100-20 90 90 91 97 106 115 127 141 151 161 178 182 Spread --------------------------------------------------------------------------------------------------------------------- 100-24 4.244 4.244 4.241 4.227 4.205 4.177 4.136 4.079 4.017 3.943 3.774 3.548 Yield 100-24 86 86 87 94 102 111 122 136 145 154 169 171 Spread --------------------------------------------------------------------------------------------------------------------- 100-28 4.21 4.21 4.206 4.191 4.167 4.135 4.089 4.026 3.956 3.874 3.685 3.433 Yield 100-28 83 83 84 90 98 107 118 130 139 147 160 159 Spread --------------------------------------------------------------------------------------------------------------------- 101-00 4.176 4.176 4.172 4.155 4.129 4.094 4.043 3.973 3.896 3.805 3.596 3.317 Yield 101-00 80 80 81 86 95 103 113 125 133 140 151 148 Spread --------------------------------------------------------------------------------------------------------------------- 101-04 4.142 4.142 4.138 4.12 4.09 4.052 3.996 3.92 3.835 3.736 3.507 3.202 Yield 101-04 76 76 77 83 91 99 108 120 127 133 142 136 Spread --------------------------------------------------------------------------------------------------------------------- WAL 4.078 4.078 4.032 3.833 3.56 3.259 2.893 2.507 2.186 1.898 1.458 1.112 Principal Oct06- Oct06- Mar06- Jul05- Jan05- Sep04- Jun04- Mar04- Jan04- Nov03- Aug03- May03- Window Oct06 Oct06 Oct06 Oct06 Oct06 Oct06 Jul06 Jan06 Aug05 Mar05 Aug04 Mar04 LIBOR_1YR 1.89938 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). This material may be filed within the Securities and Exchange Commission (the "SEC") and incorporated by reference into an effective registration statement previously filed with the SEC under Rule 415 of the Securities Act of 1933, including in cases where the material does not pertain to securities that are ultimately offered for sale pursuant to such registration statement. 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.
GSR0209 P/Y -- Class: A2A Balance $ 157,180,000.00 Delay 0 Coupon if curmonth le 55 then 4.755 else LIBOR_1YR + 1.25 Coupon 2.488 Dated 9/27/02 Settle 9/27/02 First Payment 10/25/02 -------------------------------------------------------------------------------------------------------------------------- Price 15 CPR, 20 CPR, 25 CPR, 30 CPR, 35 CPR, 40 CPR, 45 CPR, 50 CPR, 55 CPR, 60 CPR, 70 CPR, 80 CPR, Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) -------------------------------------------------------------------------------------------------------------------------- 99-12 3.474 3.784 4.104 4.427 4.766 5.11 5.456 5.841 6.204 6.651 7.48 8.411 Yield 99-12 159 197 225 258 292 326 361 399 436 481 565 658 Spread ---------------------------------------------------------------------------------------------------------------------- 99-16 3.278 3.526 3.782 4.039 4.31 4.584 4.86 5.166 5.456 5.812 6.471 7.212 Yield 99-16 140 171 193 219 246 273 301 332 361 397 464 539 Spread ---------------------------------------------------------------------------------------------------------------------- 99-20 3.083 3.269 3.46 3.652 3.855 4.06 4.266 4.495 4.711 4.977 5.469 6.022 Yield 99-20 120 145 161 180 201 221 242 265 287 314 364 420 Spread ---------------------------------------------------------------------------------------------------------------------- 99-24 2.889 3.012 3.139 3.267 3.402 3.538 3.675 3.827 3.971 4.147 4.474 4.84 Yield 99-24 101 119 129 142 155 169 183 198 213 231 264 301 Spread ---------------------------------------------------------------------------------------------------------------------- 99-28 2.695 2.756 2.82 2.883 2.951 3.018 3.087 3.163 3.234 3.322 3.484 3.666 Yield 99-28 81 94 97 103 110 117 124 132 139 148 165 184 Spread ---------------------------------------------------------------------------------------------------------------------- 100-00 2.501 2.501 2.501 2.501 2.501 2.501 2.501 2.501 2.501 2.501 2.501 2.501 Yield 100-00 62 68 65 65 65 65 65 65 66 66 67 67 Spread ---------------------------------------------------------------------------------------------------------------------- 100-04 2.308 2.247 2.183 2.12 2.053 1.986 1.918 1.843 1.772 1.685 1.524 1.344 Yield 100-04 43 43 33 27 20 14 7 0 -7 -15 -31 -48 Spread ---------------------------------------------------------------------------------------------------------------------- 100-08 2.115 1.993 1.867 1.74 1.607 1.472 1.337 1.187 1.046 0.873 0.553 0.196 Yield 100-08 24 17 2 -11 -24 -38 -51 -66 -80 -96 -128 -163 Spread ---------------------------------------------------------------------------------------------------------------------- 100-12 1.923 1.74 1.551 1.362 1.162 0.961 0.759 0.535 0.324 0.065 -0.412 -0.945 Yield 100-12 4 -8 -30 -49 -69 -89 -109 -131 -152 -177 -224 -277 Spread ---------------------------------------------------------------------------------------------------------------------- 100-16 1.732 1.488 1.237 0.984 0.719 0.452 0.184 -0.114 -0.394 -0.738 -1.37 -2.077 Yield 100-16 -15 -33 -61 -87 -113 -140 -167 -196 -224 -258 -320 -390 Spread ---------------------------------------------------------------------------------------------------------------------- 100-20 1.541 1.236 0.923 0.608 0.278 -0.055 -0.389 -0.76 -1.108 -1.536 -2.323 -3.201 Yield 100-20 -34 -58 -93 -124 -157 -190 -224 -261 -295 -337 -415 -503 Spread ---------------------------------------------------------------------------------------------------------------------- WAL 0.661 0.5 0.4 0.333 0.283 0.246 0.217 0.192 0.173 0.155 0.129 0.109 Principal Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Window Jan04 Sep03 Jul03 May03 Apr03 Mar03 Feb03 Jan03 Jan03 Dec02 Dec02 Nov02 LIBOR_1YR 1.89938 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). This material may be filed within the Securities and Exchange Commission (the "SEC") and incorporated by reference into an effective registration statement previously filed with the SEC under Rule 415 of the Securities Act of 1933, including in cases where the material does not pertain to securities that are ultimately offered for sale pursuant to such registration statement. 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.
GSR0209 P/Y -- Class: A2B Balance $ 228,344,000.00 Delay 0 Coupon if curmonth le 55 then 4.755 else LIBOR_1YR + 1.25 Coupon 3.282 Dated 9/27/02 Settle 9/27/02 First Payment 10/25/02 ----------------------------------------------------------------------------------------------------------------------- Price 15 CPR, 20 CPR, 25 CPR, 30 CPR, 35 CPR, 40 CPR, 45 CPR, 50 CPR, 55 CPR, 60 CPR, 70 CPR, 80 CPR, Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) ----------------------------------------------------------------------------------------------------------------------- 99-12 3.567 3.652 3.741 3.836 3.937 4.045 4.161 4.285 4.423 4.57 4.927 5.415 Yield 99-12 78 121 154 174 192 208 224 241 258 275 308 357 Spread ---------------------------------------------------------------------------------------------------------------------- 99-16 3.514 3.582 3.653 3.729 3.81 3.896 3.989 4.088 4.198 4.316 4.6 4.99 Yield 99-16 73 114 145 163 179 193 207 221 235 249 275 314 Spread ---------------------------------------------------------------------------------------------------------------------- 99-20 3.462 3.512 3.566 3.623 3.683 3.748 3.817 3.891 3.974 4.062 4.275 4.567 Yield 99-20 68 107 136 153 166 179 190 201 213 224 242 272 Spread ---------------------------------------------------------------------------------------------------------------------- 99-24 3.409 3.443 3.479 3.517 3.557 3.6 3.646 3.695 3.75 3.809 3.951 4.145 Yield 99-24 62 100 128 142 154 164 173 182 190 199 210 229 Spread ---------------------------------------------------------------------------------------------------------------------- 99-28 3.357 3.374 3.392 3.41 3.43 3.452 3.475 3.5 3.527 3.556 3.627 3.724 Yield 99-28 57 93 119 131 141 149 156 162 168 173 178 187 Spread ---------------------------------------------------------------------------------------------------------------------- 100-00 3.305 3.305 3.305 3.305 3.305 3.305 3.305 3.305 3.305 3.305 3.305 3.305 Yield 100-00 52 87 110 121 128 134 139 143 146 148 145 145 Spread ---------------------------------------------------------------------------------------------------------------------- 100-04 3.252 3.235 3.218 3.199 3.179 3.157 3.134 3.11 3.083 3.053 2.983 2.887 Yield 100-04 47 80 101 110 116 119 122 123 124 123 113 104 Spread ---------------------------------------------------------------------------------------------------------------------- 100-08 3.2 3.167 3.131 3.093 3.053 3.011 2.965 2.916 2.861 2.803 2.662 2.47 Yield 100-08 41 73 93 100 103 105 105 104 101 98 81 62 Spread ---------------------------------------------------------------------------------------------------------------------- 100-12 3.148 3.098 3.045 2.988 2.928 2.864 2.795 2.722 2.64 2.553 2.343 2.055 Yield 100-12 36 66 84 89 91 90 88 84 79 73 49 21 Spread ---------------------------------------------------------------------------------------------------------------------- 100-16 3.096 3.029 2.958 2.883 2.803 2.718 2.626 2.529 2.42 2.304 2.024 1.642 Yield 100-16 31 59 76 79 78 76 71 65 57 48 17 -21 Spread ---------------------------------------------------------------------------------------------------------------------- 100-20 3.045 2.961 2.872 2.778 2.679 2.572 2.458 2.336 2.2 2.055 1.706 1.229 Yield 100-20 26 52 67 68 66 61 54 46 35 23 -15 -62 Spread ---------------------------------------------------------------------------------------------------------------------- WAL 2.542 1.899 1.5 1.226 1.027 0.875 0.755 0.659 0.577 0.509 0.397 0.305 Principal Jan04- Sep03- Jul03- May03- Apr03- Mar03- Feb03- Jan03- Jan03- Dec02- Dec02- Nov02- Window Aug06 Aug05 Jan05 Aug04 Apr04 Jan04 Nov03 Sep03 Aug03 Jun03 Apr03 Mar03 LIBOR_1YR 1.89938 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). This material may be filed within the Securities and Exchange Commission (the "SEC") and incorporated by reference into an effective registration statement previously filed with the SEC under Rule 415 of the Securities Act of 1933, including in cases where the material does not pertain to securities that are ultimately offered for sale pursuant to such registration statement. 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.
GSR0209 P/Y -- Class: A2C Balance $ 38,165,000.00 Delay 24 Coupon if curmonth le 55 then 4.755 else LIBOR_1YR + 1.25 Coupon 3.901 Dated 9/1/02 Settle 9/27/02 First Payment 10/25/02 ------------------------------------------------------------------------------------------------------------------------- Price 15 CPR, 20 CPR, 25 CPR, 30 CPR, 35 CPR, 40 CPR, 45 CPR, 50 CPR, 55 CPR, 60 CPR, 70 CPR, 80 CPR, Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) ------------------------------------------------------------------------------------------------------------------------- 99-12 4.028 4.058 4.09 4.123 4.159 4.198 4.239 4.284 4.333 4.388 4.521 4.694 Yield 99-12 60 103 137 163 190 212 230 246 257 263 276 293 Spread ---------------------------------------------------------------------------------------------------------------------- 99-16 3.996 4.015 4.036 4.058 4.082 4.107 4.134 4.164 4.196 4.232 4.319 4.433 Yield 99-16 57 99 132 156 182 203 220 234 243 247 256 267 Spread ---------------------------------------------------------------------------------------------------------------------- 99-20 3.963 3.972 3.982 3.993 4.004 4.016 4.029 4.043 4.059 4.076 4.118 4.172 Yield 99-20 53 94 127 150 174 194 209 222 230 231 236 241 Spread ---------------------------------------------------------------------------------------------------------------------- 99-24 3.93 3.929 3.929 3.928 3.927 3.926 3.924 3.923 3.922 3.92 3.917 3.912 Yield 99-24 50 90 121 143 166 185 199 210 216 216 216 215 Spread ---------------------------------------------------------------------------------------------------------------------- 99-28 3.898 3.887 3.875 3.863 3.849 3.835 3.82 3.803 3.785 3.765 3.716 3.652 Yield 99-28 47 86 116 137 159 176 188 198 202 200 195 189 Spread ---------------------------------------------------------------------------------------------------------------------- 100-00 3.865 3.844 3.822 3.798 3.772 3.745 3.715 3.683 3.649 3.61 3.516 3.394 Yield 100-00 44 82 110 130 151 167 178 186 189 185 175 163 Spread ---------------------------------------------------------------------------------------------------------------------- 100-04 3.833 3.801 3.768 3.733 3.695 3.654 3.611 3.564 3.513 3.455 3.316 3.135 Yield 100-04 40 77 105 124 143 158 167 174 175 169 155 137 Spread ---------------------------------------------------------------------------------------------------------------------- 100-08 3.8 3.759 3.715 3.668 3.618 3.564 3.507 3.445 3.377 3.3 3.117 2.878 Yield 100-08 37 73 100 117 136 149 157 162 162 154 136 112 Spread ---------------------------------------------------------------------------------------------------------------------- 100-12 3.768 3.716 3.662 3.604 3.541 3.474 3.403 3.326 3.241 3.146 2.918 2.621 Yield 100-12 34 69 94 111 128 140 147 151 148 139 116 86 Spread ---------------------------------------------------------------------------------------------------------------------- 100-16 3.735 3.674 3.609 3.539 3.465 3.385 3.299 3.207 3.106 2.992 2.72 2.365 Yield 100-16 31 65 89 105 120 131 136 139 134 123 96 60 Spread ---------------------------------------------------------------------------------------------------------------------- 100-20 3.703 3.632 3.556 3.475 3.388 3.295 3.196 3.088 2.971 2.839 2.522 2.109 Yield 100-20 27 60 84 98 113 122 126 127 121 108 76 35 Spread ---------------------------------------------------------------------------------------------------------------------- WAL 4.232 3.164 2.493 2.034 1.7 1.444 1.245 1.082 0.947 0.831 0.642 0.494 Principal Aug06- Aug05- Jan05- Aug04- Apr04- Jan04- Nov03- Sep03- Aug03- Jun03- Apr03- Mar03- Window Mar07 Feb06 May05 Nov04 Jul04 Apr04 Jan04 Nov03 Sep03 Aug03 May03 Mar03 LIBOR_1YR 1.89938 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). This material may be filed within the Securities and Exchange Commission (the "SEC") and incorporated by reference into an effective registration statement previously filed with the SEC under Rule 415 of the Securities Act of 1933, including in cases where the material does not pertain to securities that are ultimately offered for sale pursuant to such registration statement. 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.
GSR0209 P/Y -- Class: A2D Balance $ 333,705,000.00 Delay 24 Coupon if curmonth le 55 then 4.755 else LIBOR_1YR + 1.25 Coupon 4.755 Dated 9/1/02 Settle 9/27/02 First Payment 10/25/02 Price 15 CPR, 20 CPR, 25 CPR, 30 CPR, 35 CPR, 40 CPR, 45 CPR, 50 CPR, 55 CPR, 60 CPR, 70 CPR, 80 CPR, Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) ----------------------------------------------------------------------------------------------------------------------- 100-12 4.631 4.626 4.614 4.597 4.576 4.549 4.512 4.47 4.424 4.371 4.247 4.081 Yield 100-12 109 114 122 134 146 158 175 187 198 211 226 232 Spread ---------------------------------------------------------------------------------------------------------------------- 100-16 4.6 4.594 4.58 4.56 4.535 4.504 4.459 4.41 4.356 4.293 4.147 3.951 Yield 100-16 106 111 119 130 142 154 170 181 191 203 216 219 Spread ---------------------------------------------------------------------------------------------------------------------- 100-20 4.57 4.562 4.546 4.523 4.495 4.458 4.407 4.351 4.289 4.216 4.048 3.822 Yield 100-20 103 107 115 126 138 149 164 175 184 195 206 206 Spread ---------------------------------------------------------------------------------------------------------------------- 100-24 4.539 4.531 4.512 4.486 4.454 4.413 4.355 4.291 4.221 4.138 3.948 3.693 Yield 100-24 100 104 112 123 134 145 159 169 177 187 196 193 Spread ---------------------------------------------------------------------------------------------------------------------- 100-28 4.508 4.499 4.478 4.449 4.414 4.368 4.303 4.232 4.153 4.061 3.849 3.564 Yield 100-28 97 101 109 119 130 140 154 164 171 180 187 180 Spread ---------------------------------------------------------------------------------------------------------------------- 101-00 4.478 4.468 4.444 4.413 4.374 4.323 4.251 4.173 4.086 3.984 3.75 3.436 Yield 101-00 94 98 105 115 126 136 149 158 164 172 177 167 Spread ---------------------------------------------------------------------------------------------------------------------- 101-04 4.447 4.436 4.411 4.376 4.333 4.277 4.2 4.113 4.019 3.907 3.651 3.308 Yield 101-04 91 95 102 112 122 131 144 152 157 164 167 155 Spread ---------------------------------------------------------------------------------------------------------------------- 101-08 4.417 4.405 4.377 4.339 4.293 4.232 4.148 4.054 3.951 3.831 3.553 3.18 Yield 101-08 88 92 98 108 118 127 138 146 150 157 157 142 Spread ---------------------------------------------------------------------------------------------------------------------- 101-12 4.386 4.373 4.344 4.303 4.253 4.188 4.096 3.995 3.884 3.754 3.454 3.052 Yield 101-12 85 88 95 104 114 122 133 140 144 149 147 129 Spread ---------------------------------------------------------------------------------------------------------------------- 101-16 4.356 4.342 4.31 4.266 4.213 4.143 4.045 3.937 3.817 3.678 3.356 2.925 Yield 101-16 82 85 92 101 110 118 128 134 137 141 137 116 Spread ---------------------------------------------------------------------------------------------------------------------- 101-20 4.325 4.311 4.277 4.23 4.173 4.098 3.993 3.878 3.751 3.601 3.258 2.798 Yield 101-20 79 82 88 97 106 113 123 128 130 134 127 104 Spread ---------------------------------------------------------------------------------------------------------------------- WAL 4.578 4.425 4.116 3.756 3.391 3.007 2.59 2.246 1.959 1.704 1.311 1.001 Principal Mar07- Feb06- May05- Nov04- Jul04- Apr04- Jan04- Nov03- Sep03- Aug03- May03- Mar03- Window Apr07 Apr07 Apr07 Apr07 Apr07 Feb07 Jul06 Jan06 Aug05 Mar05 Aug04 Mar04 LIBOR_1YR 1.89938 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). This material may be filed within the Securities and Exchange Commission (the "SEC") and incorporated by reference into an effective registration statement previously filed with the SEC under Rule 415 of the Securities Act of 1933, including in cases where the material does not pertain to securities that are ultimately offered for sale pursuant to such registration statement. 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.
GSR0209 P/Y -- Class: B1 Balance $ 15,273,000.00 Delay 24 Coupon 5.9779 Coupon 4.9735 Dated 9/1/02 Settle 9/27/02 First Payment 10/25/02 ---------------------------------------------------------------------------------------------------------------------- Price 15 CPR, 20 CPR, 25 CPR, 30 CPR, 35 CPR, 40 CPR, 45 CPR, 50 CPR, 55 CPR, 60 CPR, 70 CPR, 80 CPR, Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) ---------------------------------------------------------------------------------------------------------------------- 99-12 4.377 4.614 4.787 4.926 5.047 5.119 5.138 5.152 5.167 5.185 5.234 5.284 Yield 99-12 67 128 166 202 233 256 272 285 296 307 330 346 Spread --------------------------------------------------------------------------------------------------------------------- 99-16 4.358 4.59 4.759 4.893 5.01 5.077 5.091 5.099 5.107 5.118 5.145 5.174 Yield 99-16 65 125 163 198 229 252 267 279 290 300 321 335 Spread --------------------------------------------------------------------------------------------------------------------- 99-20 4.339 4.565 4.73 4.86 4.973 5.035 5.044 5.046 5.048 5.05 5.057 5.064 Yield 99-20 63 123 160 195 225 248 262 274 284 293 312 324 Spread --------------------------------------------------------------------------------------------------------------------- 99-24 4.319 4.541 4.702 4.828 4.936 4.993 4.997 4.993 4.988 4.983 4.969 4.955 Yield 99-24 61 120 157 192 222 243 257 269 278 287 303 313 Spread --------------------------------------------------------------------------------------------------------------------- 99-28 4.3 4.517 4.673 4.795 4.899 4.952 4.95 4.94 4.929 4.915 4.881 4.845 Yield 99-28 60 118 155 189 218 239 253 263 272 280 294 302 Spread --------------------------------------------------------------------------------------------------------------------- 100-00 4.281 4.493 4.645 4.763 4.863 4.91 4.903 4.887 4.87 4.848 4.793 4.736 Yield 100-00 58 116 152 185 214 235 248 258 266 273 286 291 Spread --------------------------------------------------------------------------------------------------------------------- 100-04 4.262 4.469 4.616 4.73 4.826 4.868 4.856 4.834 4.811 4.781 4.706 4.627 Yield 100-04 56 113 149 182 211 231 243 253 260 266 277 280 Spread --------------------------------------------------------------------------------------------------------------------- 100-08 4.243 4.445 4.588 4.698 4.789 4.827 4.809 4.781 4.752 4.714 4.618 4.518 Yield 100-08 54 111 146 179 207 227 239 247 254 260 268 269 Spread --------------------------------------------------------------------------------------------------------------------- 100-12 4.224 4.421 4.56 4.666 4.753 4.786 4.762 4.728 4.693 4.647 4.531 4.41 Yield 100-12 52 108 143 176 203 223 234 242 248 253 259 258 Spread --------------------------------------------------------------------------------------------------------------------- 100-16 4.205 4.397 4.531 4.633 4.716 4.744 4.716 4.676 4.634 4.581 4.444 4.301 Yield 100-16 50 106 140 172 200 219 229 237 242 246 251 248 Spread --------------------------------------------------------------------------------------------------------------------- 100-20 4.186 4.373 4.503 4.601 4.68 4.703 4.669 4.623 4.575 4.514 4.357 4.193 Yield 100-20 48 104 138 169 196 214 225 232 236 240 242 237 Spread --------------------------------------------------------------------------------------------------------------------- WAL 8.203 6.261 5.151 4.423 3.842 3.352 2.934 2.579 2.289 2 1.513 1.204 Principal Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Window Feb15 Mar12 Apr10 Dec08 Dec07 Feb07 Jul06 Jan06 Aug05 Mar05 Aug04 Mar04 LIBOR_1YR 1.89938 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). This material may be filed within the Securities and Exchange Commission (the "SEC") and incorporated by reference into an effective registration statement previously filed with the SEC under Rule 415 of the Securities Act of 1933, including in cases where the material does not pertain to securities that are ultimately offered for sale pursuant to such registration statement. 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.
GSR0209 P/Y -- Class: B2 Balance $ 5,498,000.00 Delay 24 Coupon 5.9779 Coupon 5.2214 Dated 9/1/02 Settle 9/27/02 First Payment 10/25/02 ---------------------------------------------------------------------------------------------------------------------- Price 15 CPR, 20 CPR, 25 CPR, 30 CPR, 35 CPR, 40 CPR, 45 CPR, 50 CPR, 55 CPR, 60 CPR, 70 CPR, 80 CPR, Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) ---------------------------------------------------------------------------------------------------------------------- 99-12 4.633 4.868 5.039 5.176 5.296 5.367 5.386 5.399 5.413 5.43 5.476 5.523 Yield 99-12 93 153 191 227 258 281 296 309 320 331 354 370 Spread --------------------------------------------------------------------------------------------------------------------- 99-16 4.614 4.843 5.01 5.143 5.259 5.325 5.338 5.345 5.353 5.362 5.387 5.413 Yield 99-16 91 151 188 223 254 277 292 304 314 325 345 359 Spread --------------------------------------------------------------------------------------------------------------------- 99-20 4.594 4.819 4.982 5.11 5.222 5.283 5.291 5.292 5.293 5.295 5.299 5.303 Yield 99-20 89 148 185 220 250 272 287 299 308 318 336 348 Spread --------------------------------------------------------------------------------------------------------------------- 99-24 4.575 4.794 4.953 5.078 5.185 5.241 5.244 5.239 5.233 5.227 5.21 5.193 Yield 99-24 87 146 183 217 247 268 282 293 302 311 327 337 Spread --------------------------------------------------------------------------------------------------------------------- 99-28 4.555 4.77 4.924 5.045 5.148 5.199 5.196 5.185 5.174 5.159 5.122 5.083 Yield 99-28 85 143 180 214 243 264 277 288 296 304 318 326 Spread --------------------------------------------------------------------------------------------------------------------- 100-00 4.536 4.746 4.896 5.012 5.111 5.157 5.149 5.132 5.114 5.092 5.034 4.974 Yield 100-00 83 141 177 210 239 260 273 283 290 298 310 315 Spread --------------------------------------------------------------------------------------------------------------------- 100-04 4.517 4.722 4.867 4.98 5.074 5.115 5.102 5.079 5.055 5.025 4.946 4.865 Yield 100-04 81 138 174 207 235 256 268 277 284 291 301 304 Spread --------------------------------------------------------------------------------------------------------------------- 100-08 4.497 4.697 4.838 4.947 5.037 5.074 5.055 5.026 4.996 4.957 4.859 4.756 Yield 100-08 79 136 171 204 232 251 263 272 278 284 292 293 Spread --------------------------------------------------------------------------------------------------------------------- 100-12 4.478 4.673 4.81 4.914 5 5.032 5.008 4.973 4.937 4.89 4.771 4.647 Yield 100-12 77 134 168 200 228 247 259 267 273 277 283 282 Spread --------------------------------------------------------------------------------------------------------------------- 100-16 4.459 4.649 4.781 4.882 4.963 4.991 4.961 4.92 4.878 4.823 4.684 4.538 Yield 100-16 75 131 165 197 224 243 254 261 267 271 275 271 Spread --------------------------------------------------------------------------------------------------------------------- 100-20 4.44 4.625 4.753 4.85 4.927 4.949 4.914 4.868 4.819 4.757 4.597 4.43 Yield 100-20 73 129 163 194 221 239 249 256 261 264 266 260 Spread --------------------------------------------------------------------------------------------------------------------- WAL 8.203 6.261 5.151 4.423 3.842 3.352 2.934 2.579 2.289 2 1.513 1.204 Principal Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Window Feb15 Mar12 Apr10 Dec08 Dec07 Feb07 Jul06 Jan06 Aug05 Mar05 Aug04 Mar04 LIBOR_1YR 1.89938 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). This material may be filed within the Securities and Exchange Commission (the "SEC") and incorporated by reference into an effective registration statement previously filed with the SEC under Rule 415 of the Securities Act of 1933, including in cases where the material does not pertain to securities that are ultimately offered for sale pursuant to such registration statement. 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.
GSR0209 P/Y -- Class: B3 Balance $ 4,277,000.00 Delay 24 Coupon 5.9779 Coupon 5.6172 Dated 9/1/02 Settle 9/27/02 First Payment 10/25/02 ------------------------------------------------------------------------------------------------------------------------- Price 15 CPR, 20 CPR, 25 CPR, 30 CPR, 35 CPR, 40 CPR, 45 CPR, 50 CPR, 55 CPR, 60 CPR, 70 CPR, 80 CPR, Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) ------------------------------------------------------------------------------------------------------------------------ 98-12 5.203 5.473 5.677 5.844 5.997 6.105 6.167 6.228 6.291 6.372 6.581 6.799 Yield 98-12 150 214 255 293 328 355 375 392 408 426 464 497 Spread --------------------------------------------------------------------------------------------------------------------- 98-16 5.183 5.448 5.648 5.811 5.959 6.062 6.119 6.173 6.23 6.303 6.49 6.687 Yield 98-16 148 211 252 290 324 350 370 387 402 419 455 486 Spread --------------------------------------------------------------------------------------------------------------------- 98-20 5.163 5.423 5.618 5.777 5.921 6.02 6.07 6.119 6.169 6.234 6.4 6.575 Yield 98-20 146 209 249 287 320 346 365 381 396 412 446 475 Spread --------------------------------------------------------------------------------------------------------------------- 98-24 5.142 5.398 5.589 5.743 5.883 5.977 6.022 6.064 6.108 6.165 6.31 6.463 Yield 98-24 144 206 246 283 316 342 360 376 390 405 437 464 Spread --------------------------------------------------------------------------------------------------------------------- 98-28 5.122 5.373 5.559 5.71 5.846 5.934 5.974 6.01 6.047 6.096 6.22 6.351 Yield 98-28 142 204 243 280 313 337 355 370 384 398 428 453 Spread --------------------------------------------------------------------------------------------------------------------- 99-00 5.102 5.348 5.53 5.677 5.808 5.891 5.926 5.956 5.987 6.027 6.131 6.239 Yield 99-00 140 201 240 277 309 333 350 365 378 391 419 441 Spread --------------------------------------------------------------------------------------------------------------------- 99-04 5.082 5.323 5.501 5.643 5.77 5.849 5.877 5.901 5.926 5.958 6.041 6.128 Yield 99-04 138 199 237 273 305 329 346 360 372 384 410 430 Spread --------------------------------------------------------------------------------------------------------------------- 99-08 5.062 5.298 5.471 5.61 5.732 5.806 5.829 5.847 5.866 5.89 5.952 6.017 Yield 99-08 136 196 234 270 301 325 341 354 365 377 401 419 Spread --------------------------------------------------------------------------------------------------------------------- 99-12 5.043 5.273 5.442 5.576 5.695 5.763 5.781 5.793 5.806 5.821 5.863 5.906 Yield 99-12 134 194 232 267 298 320 336 349 359 370 392 408 Spread --------------------------------------------------------------------------------------------------------------------- 99-16 5.023 5.249 5.413 5.543 5.657 5.721 5.734 5.739 5.745 5.753 5.774 5.795 Yield 99-16 132 191 229 263 294 316 331 343 353 364 384 397 Spread --------------------------------------------------------------------------------------------------------------------- 99-20 5.003 5.224 5.384 5.51 5.62 5.679 5.686 5.685 5.685 5.685 5.685 5.685 Yield 99-20 130 189 226 260 290 312 326 338 347 357 375 386 Spread --------------------------------------------------------------------------------------------------------------------- WAL 8.203 6.261 5.151 4.423 3.842 3.352 2.934 2.579 2.289 2 1.513 1.204 Principal Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Window Feb15 Mar12 Apr10 Dec08 Dec07 Feb07 Jul06 Jan06 Aug05 Mar05 Aug04 Mar04 LIBOR_1YR 1.89938 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). This material may be filed within the Securities and Exchange Commission (the "SEC") and incorporated by reference into an effective registration statement previously filed with the SEC under Rule 415 of the Securities Act of 1933, including in cases where the material does not pertain to securities that are ultimately offered for sale pursuant to such registration statement. 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.
xxx
GSR0209 - Price/Yield - A1A Balance $ 283,346,000 Delay 0 Coupon if curmonth le 49 then 2.845 else LIBOR_1YR + 1.25 Coupon 2.845 Dated 9/27/02 Settle 9/27/02 First Payment 10/25/02 ----------------------------------------------------------------------------------------------------------------------- Price 15 CPR, 20 CPR, 25 CPR, 30 CPR, 35 CPR, 40 CPR, 45 CPR, 50 CPR, 55 CPR, 60 CPR, 70 CPR, 80 CPR, Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) ---------------------------------------------------------------------------------------------------------------------- 99-12 3.168 3.218 3.309 3.407 3.511 3.622 3.741 3.87 4.01 4.164 4.527 5.011 Yield 99-12 40 80 112 132 150 167 183 200 217 234 268 316 Spread -------------------------------------------------------------------------------------------------------------------- 99-16 3.114 3.147 3.219 3.297 3.381 3.469 3.564 3.667 3.779 3.902 4.192 4.578 Yield 99-16 35 73 103 121 137 152 166 179 194 208 234 273 Spread -------------------------------------------------------------------------------------------------------------------- 99-20 3.061 3.077 3.129 3.188 3.25 3.317 3.388 3.465 3.549 3.641 3.858 4.146 Yield 99-20 29 65 94 110 124 136 148 159 171 182 201 230 Spread -------------------------------------------------------------------------------------------------------------------- 99-24 3.007 3.006 3.04 3.079 3.121 3.165 3.212 3.263 3.319 3.381 3.525 3.717 Yield 99-24 24 58 85 99 111 121 130 139 148 156 167 187 Spread -------------------------------------------------------------------------------------------------------------------- 99-28 2.954 2.935 2.951 2.97 2.991 3.013 3.037 3.062 3.09 3.121 3.193 3.288 Yield 99-28 19 51 76 88 98 106 113 119 125 130 134 144 Spread -------------------------------------------------------------------------------------------------------------------- 100-00 2.901 2.865 2.862 2.862 2.862 2.862 2.862 2.862 2.862 2.862 2.862 2.862 Yield 100-00 13 44 67 78 85 91 95 99 102 104 101 101 Spread -------------------------------------------------------------------------------------------------------------------- 100-04 2.848 2.795 2.773 2.754 2.733 2.711 2.687 2.662 2.634 2.604 2.532 2.437 Yield 100-04 8 37 58 67 72 76 78 79 79 78 68 59 Spread -------------------------------------------------------------------------------------------------------------------- 100-08 2.795 2.724 2.685 2.646 2.604 2.561 2.513 2.463 2.407 2.347 2.204 2.014 Yield 100-08 3 30 49 56 59 61 60 59 57 53 35 16 Spread -------------------------------------------------------------------------------------------------------------------- 100-12 2.742 2.654 2.596 2.538 2.476 2.41 2.34 2.264 2.181 2.09 1.876 1.592 Yield 100-12 -3 23 41 45 47 46 43 39 34 27 3 -26 Spread -------------------------------------------------------------------------------------------------------------------- 100-16 2.69 2.585 2.508 2.431 2.348 2.261 2.167 2.066 1.955 1.834 1.55 1.172 Yield 100-16 -8 16 32 34 34 31 26 19 11 1 -30 -68 Spread -------------------------------------------------------------------------------------------------------------------- 100-20 2.637 2.515 2.42 2.323 2.221 2.111 1.994 1.868 1.73 1.579 1.224 0.754 Yield 100-20 -13 9 23 24 21 16 9 0 -11 -24 -63 -110 Spread --------------------------------------------------------------------------------------------------------------------- WAL 2.508 1.87 1.469 1.198 1.001 0.853 0.736 0.641 0.562 0.495 0.386 0.299 Principal Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Window Aug08 Mar07 Mar06 Jul05 Jan05 Sep04 Jun04 Mar04 Jan04 Nov03 Aug03 May03 LIBOR_1YR 1.89938 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). This material may be filed within the Securities and Exchange Commission (the "SEC") and incorporated by reference into an effective registration statement previously filed with the SEC under Rule 415 of the Securities Act of 1933, including in cases where the material does not pertain to securities that are ultimately offered for sale pursuant to such registration statement. 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.
GSR0209 P/Y -- Class: A1B Balance $ 150,571,000.00 Delay 24 Coupon if curmonth le 49 then 2.845 else LIBOR_1YR + 1.25 Coupon 4.487 Dated 9/1/02 Settle 9/27/02 First Payment 10/25/02 ----------------------------------------------------------------------------------------------------------------------- Price 15 CPR, 20 CPR, 25 CPR, 30 CPR, 35 CPR, 40 CPR, 45 CPR, 50 CPR, 55 CPR, 60 CPR, 70 CPR, 80 CPR, Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) ----------------------------------------------------------------------------------------------------------------------- 99-28 3.923 4.053 4.186 4.292 4.375 4.442 4.463 4.454 4.444 4.431 4.403 4.365 Yield 99-28 -64 -17 29 69 103 134 155 173 188 203 231 252 Spread -------------------------------------------------------------------------------------------------------------------- 100-00 3.907 4.033 4.161 4.262 4.34 4.401 4.416 4.4 4.382 4.361 4.313 4.248 Yield 100-00 -66 -19 27 67 99 130 150 168 182 196 222 241 Spread -------------------------------------------------------------------------------------------------------------------- 100-04 3.891 4.013 4.136 4.232 4.305 4.36 4.369 4.346 4.321 4.291 4.223 4.131 Yield 100-04 -68 -21 24 64 96 125 146 162 175 189 213 229 Spread -------------------------------------------------------------------------------------------------------------------- 100-08 3.875 3.992 4.111 4.203 4.27 4.319 4.322 4.293 4.26 4.221 4.133 4.014 Yield 100-08 -69 -23 22 61 92 121 141 157 169 182 204 217 Spread -------------------------------------------------------------------------------------------------------------------- 100-12 3.859 3.972 4.086 4.173 4.235 4.278 4.276 4.239 4.199 4.152 4.043 3.897 Yield 100-12 -71 -25 19 58 89 117 136 152 163 175 195 206 Spread -------------------------------------------------------------------------------------------------------------------- 100-16 3.843 3.952 4.062 4.143 4.2 4.238 4.229 4.186 4.138 4.082 3.953 3.781 Yield 100-16 -72 -27 17 55 85 113 132 146 157 168 186 194 Spread -------------------------------------------------------------------------------------------------------------------- 100-20 3.827 3.932 4.037 4.114 4.165 4.197 4.182 4.132 4.077 4.012 3.864 3.664 Yield 100-20 -74 -29 14 52 82 109 127 141 151 161 178 182 Spread -------------------------------------------------------------------------------------------------------------------- 100-24 3.811 3.911 4.012 4.084 4.13 4.156 4.136 4.079 4.017 3.943 3.774 3.548 Yield 100-24 -76 -31 12 49 78 105 122 136 145 154 169 171 Spread -------------------------------------------------------------------------------------------------------------------- 100-28 3.795 3.891 3.988 4.055 4.096 4.116 4.089 4.026 3.956 3.874 3.685 3.433 Yield 100-28 -77 -33 9 46 75 101 118 130 139 147 160 159 Spread -------------------------------------------------------------------------------------------------------------------- 101-00 3.779 3.871 3.963 4.026 4.061 4.075 4.043 3.973 3.896 3.805 3.596 3.317 Yield 101-00 -79 -35 7 43 71 97 113 125 133 140 151 148 Spread -------------------------------------------------------------------------------------------------------------------- 101-04 3.763 3.851 3.938 3.996 4.027 4.035 3.996 3.92 3.835 3.736 3.507 3.202 Yield 101-04 -80 -37 4 40 68 93 108 120 127 133 142 136 Spread -------------------------------------------------------------------------------------------------------------------- WAL 9.652 7.351 5.837 4.772 3.983 3.361 2.893 2.507 2.186 1.898 1.458 1.112 Principal Aug08- Mar07- Mar06- Jul05- Jan05- Sep04- Jun04- Mar04- Jan04- Nov03- Aug03- May03- Window Feb15 Mar12 Apr10 Dec08 Dec07 Feb07 Jul06 Jan06 Aug05 Mar05 Aug04 Mar04 LIBOR_1YR 1.89938 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). This material may be filed within the Securities and Exchange Commission (the "SEC") and incorporated by reference into an effective registration statement previously filed with the SEC under Rule 415 of the Securities Act of 1933, including in cases where the material does not pertain to securities that are ultimately offered for sale pursuant to such registration statement. 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.
GSR0209 P/Y -- Class: A2A Balance $ 157,180,000.00 Delay 0 Coupon if curmonth le 55 then 2.488 else LIBOR_1YR + 1.25 Coupon 2.488 Dated 9/27/02 Settle 9/27/02 First Payment 10/25/02 --------------------------------------------------------------------------------------------------------------------- Price 15 CPR, 20 CPR, 25 CPR, 30 CPR, 35 CPR, 40 CPR, 45 CPR, 50 CPR, 55 CPR, 60 CPR, 70 CPR, 80 CPR, Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) ---------------------------------------------------------------------------------------------------------------------- 99-12 3.474 3.784 4.104 4.427 4.766 5.11 5.456 5.841 6.204 6.651 7.48 8.411 Yield 99-12 159 197 225 258 292 326 361 399 436 481 565 658 Spread --------------------------------------------------------------------------------------------------------------------- 99-16 3.278 3.526 3.782 4.039 4.31 4.584 4.86 5.166 5.456 5.812 6.471 7.212 Yield 99-16 140 171 193 219 246 273 301 332 361 397 464 539 Spread --------------------------------------------------------------------------------------------------------------------- 99-20 3.083 3.269 3.46 3.652 3.855 4.06 4.266 4.495 4.711 4.977 5.469 6.022 Yield 99-20 120 145 161 180 201 221 242 265 287 314 364 420 Spread --------------------------------------------------------------------------------------------------------------------- 99-24 2.889 3.012 3.139 3.267 3.402 3.538 3.675 3.827 3.971 4.147 4.474 4.84 Yield 99-24 101 119 129 142 155 169 183 198 213 231 264 301 Spread --------------------------------------------------------------------------------------------------------------------- 99-28 2.695 2.756 2.82 2.883 2.951 3.018 3.087 3.163 3.234 3.322 3.484 3.666 Yield 99-28 81 94 97 103 110 117 124 132 139 148 165 184 Spread --------------------------------------------------------------------------------------------------------------------- 100-00 2.501 2.501 2.501 2.501 2.501 2.501 2.501 2.501 2.501 2.501 2.501 2.501 Yield 100-00 62 68 65 65 65 65 65 65 66 66 67 67 Spread --------------------------------------------------------------------------------------------------------------------- 100-04 2.308 2.247 2.183 2.12 2.053 1.986 1.918 1.843 1.772 1.685 1.524 1.344 Yield 100-04 43 43 33 27 20 14 7 0 -7 -15 -31 -48 Spread --------------------------------------------------------------------------------------------------------------------- 100-08 2.115 1.993 1.867 1.74 1.607 1.472 1.337 1.187 1.046 0.873 0.553 0.196 Yield 100-08 24 17 2 -11 -24 -38 -51 -66 -80 -96 -128 -163 Spread --------------------------------------------------------------------------------------------------------------------- 100-12 1.923 1.74 1.551 1.362 1.162 0.961 0.759 0.535 0.324 0.065 -0.412 -0.945 Yield 100-12 4 -8 -30 -49 -69 -89 -109 -131 -152 -177 -224 -277 Spread --------------------------------------------------------------------------------------------------------------------- 100-16 1.732 1.488 1.237 0.984 0.719 0.452 0.184 -0.114 -0.394 -0.738 -1.37 -2.077 Yield 100-16 -15 -33 -61 -87 -113 -140 -167 -196 -224 -258 -320 -390 Spread --------------------------------------------------------------------------------------------------------------------- 100-20 1.541 1.236 0.923 0.608 0.278 -0.055 -0.389 -0.76 -1.108 -1.536 -2.323 -3.201 Yield 100-20 -34 -58 -93 -124 -157 -190 -224 -261 -295 -337 -415 -503 Spread --------------------------------------------------------------------------------------------------------------------- WAL 0.661 0.5 0.4 0.333 0.283 0.246 0.217 0.192 0.173 0.155 0.129 0.109 Principal Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Oct02- Window Jan04 Sep03 Jul03 May03 Apr03 Mar03 Feb03 Jan03 Jan03 Dec02 Dec02 Nov02 LIBOR_1YR 1.89938 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). This material may be filed within the Securities and Exchange Commission (the "SEC") and incorporated by reference into an effective registration statement previously filed with the SEC under Rule 415 of the Securities Act of 1933, including in cases where the material does not pertain to securities that are ultimately offered for sale pursuant to such registration statement. 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.
GSR0209 P/Y -- Class: A2B Balance $ 228,344,000.00 Delay 0 Coupon if curmonth le 55 then 2.488 else LIBOR_1YR + 1.25 Coupon 3.282 Dated 9/27/02 Settle 9/27/02 First Payment 10/25/02 ---------------------------------------------------------------------------------------------------------------------- Price 15 CPR, 20 CPR, 25 CPR, 30 CPR, 35 CPR, 40 CPR, 45 CPR, 50 CPR, 55 CPR, 60 CPR, 70 CPR, 80 CPR, Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) ---------------------------------------------------------------------------------------------------------------------- 99-12 3.567 3.652 3.741 3.836 3.937 4.045 4.161 4.285 4.423 4.57 4.927 5.415 Yield 99-12 78 121 154 174 192 208 224 241 258 275 308 357 Spread --------------------------------------------------------------------------------------------------------------------- 99-16 3.514 3.582 3.653 3.729 3.81 3.896 3.989 4.088 4.198 4.316 4.6 4.99 Yield 99-16 73 114 145 163 179 193 207 221 235 249 275 314 Spread --------------------------------------------------------------------------------------------------------------------- 99-20 3.462 3.512 3.566 3.623 3.683 3.748 3.817 3.891 3.974 4.062 4.275 4.567 Yield 99-20 68 107 136 153 166 179 190 201 213 224 242 272 Spread --------------------------------------------------------------------------------------------------------------------- 99-24 3.409 3.443 3.479 3.517 3.557 3.6 3.646 3.695 3.75 3.809 3.951 4.145 Yield 99-24 62 100 128 142 154 164 173 182 190 199 210 229 Spread ------------------------------------------------------------------------------------------------------------ 99-28 3.357 3.374 3.392 3.41 3.43 3.452 3.475 3.5 3.527 3.556 3.627 3.724 Yield 99-28 57 93 119 131 141 149 156 162 168 173 178 187 Spread --------------------------------------------------------------------------------------------------------------------- 100-00 3.305 3.305 3.305 3.305 3.305 3.305 3.305 3.305 3.305 3.305 3.305 3.305 Yield 100-00 52 87 110 121 128 134 139 143 146 148 145 145 Spread --------------------------------------------------------------------------------------------------------------------- 100-04 3.252 3.235 3.218 3.199 3.179 3.157 3.134 3.11 3.083 3.053 2.983 2.887 Yield 100-04 47 80 101 110 116 119 122 123 124 123 113 104 Spread --------------------------------------------------------------------------------------------------------------------- 100-08 3.2 3.167 3.131 3.093 3.053 3.011 2.965 2.916 2.861 2.803 2.662 2.47 Yield 100-08 41 73 93 100 103 105 105 104 101 98 81 62 Spread --------------------------------------------------------------------------------------------------------------------- 100-12 3.148 3.098 3.045 2.988 2.928 2.864 2.795 2.722 2.64 2.553 2.343 2.055 Yield 100-12 36 66 84 89 91 90 88 84 79 73 49 21 Spread --------------------------------------------------------------------------------------------------------------------- 100-16 3.096 3.029 2.958 2.883 2.803 2.718 2.626 2.529 2.42 2.304 2.024 1.642 Yield 100-16 31 59 76 79 78 76 71 65 57 48 17 -21 Spread --------------------------------------------------------------------------------------------------------------------- 100-20 3.045 2.961 2.872 2.778 2.679 2.572 2.458 2.336 2.2 2.055 1.706 1.229 Yield 100-20 26 52 67 68 66 61 54 46 35 23 -15 -62 Spread --------------------------------------------------------------------------------------------------------------------- WAL 2.542 1.899 1.5 1.226 1.027 0.875 0.755 0.659 0.577 0.509 0.397 0.305 Principal Jan04- Sep03- Jul03- May03- Apr03- Mar03- Feb03- Jan03- Jan03- Dec02- Dec02- Nov02- Window Aug06 Aug05 Jan05 Aug04 Apr04 Jan04 Nov03 Sep03 Aug03 Jun03 Apr03 Mar03 LIBOR_1YR 1.89938 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). This material may be filed within the Securities and Exchange Commission (the "SEC") and incorporated by reference into an effective registration statement previously filed with the SEC under Rule 415 of the Securities Act of 1933, including in cases where the material does not pertain to securities that are ultimately offered for sale pursuant to such registration statement. 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.
GSR0209 P/Y -- Class: A2C Balance $ 38,165,000.00 Delay 24 Coupon if curmonth le 55 then 2.488 else LIBOR_1YR + 1.25 Coupon 3.901 Dated 9/1/02 Settle 9/27/02 First Payment 10/25/02 ---------------------------------------------------------------------------------------------------------------------- Price 15 CPR, 20 CPR, 25 CPR, 30 CPR, 35 CPR, 40 CPR, 45 CPR, 50 CPR, 55 CPR, 60 CPR, 70 CPR, 80 CPR, Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) ---------------------------------------------------------------------------------------------------------------------- 99-12 4.028 4.058 4.09 4.123 4.159 4.198 4.239 4.284 4.333 4.388 4.521 4.694 Yield 99-12 60 103 137 163 190 212 230 246 257 263 276 293 Spread --------------------------------------------------------------------------------------------------------------------- 99-16 3.996 4.015 4.036 4.058 4.082 4.107 4.134 4.164 4.196 4.232 4.319 4.433 Yield 99-16 57 99 132 156 182 203 220 234 243 247 256 267 Spread --------------------------------------------------------------------------------------------------------------------- 99-20 3.963 3.972 3.982 3.993 4.004 4.016 4.029 4.043 4.059 4.076 4.118 4.172 Yield 99-20 53 94 127 150 174 194 209 222 230 231 236 241 Spread --------------------------------------------------------------------------------------------------------------------- 99-24 3.93 3.929 3.929 3.928 3.927 3.926 3.924 3.923 3.922 3.92 3.917 3.912 Yield 99-24 50 90 121 143 166 185 199 210 216 216 216 215 Spread --------------------------------------------------------------------------------------------------------------------- 99-28 3.898 3.887 3.875 3.863 3.849 3.835 3.82 3.803 3.785 3.765 3.716 3.652 Yield 99-28 47 86 116 137 159 176 188 198 202 200 195 189 Spread --------------------------------------------------------------------------------------------------------------------- 100-00 3.865 3.844 3.822 3.798 3.772 3.745 3.715 3.683 3.649 3.61 3.516 3.394 Yield 100-00 44 82 110 130 151 167 178 186 189 185 175 163 Spread --------------------------------------------------------------------------------------------------------------------- 100-04 3.833 3.801 3.768 3.733 3.695 3.654 3.611 3.564 3.513 3.455 3.316 3.135 Yield 100-04 40 77 105 124 143 158 167 174 175 169 155 137 Spread --------------------------------------------------------------------------------------------------------------------- 100-08 3.8 3.759 3.715 3.668 3.618 3.564 3.507 3.445 3.377 3.3 3.117 2.878 Yield 100-08 37 73 100 117 136 149 157 162 162 154 136 112 Spread --------------------------------------------------------------------------------------------------------------------- 100-12 3.768 3.716 3.662 3.604 3.541 3.474 3.403 3.326 3.241 3.146 2.918 2.621 Yield 100-12 34 69 94 111 128 140 147 151 148 139 116 86 Spread ---------------------------------------------------------------------------------------------------------------------- 100-16 3.735 3.674 3.609 3.539 3.465 3.385 3.299 3.207 3.106 2.992 2.72 2.365 Yield 100-16 31 65 89 105 120 131 136 139 134 123 96 60 Spread --------------------------------------------------------------------------------------------------------------------- 100-20 3.703 3.632 3.556 3.475 3.388 3.295 3.196 3.088 2.971 2.839 2.522 2.109 Yield 100-20 27 60 84 98 113 122 126 127 121 108 76 35 Spread --------------------------------------------------------------------------------------------------------------------- WAL 4.232 3.164 2.493 2.034 1.7 1.444 1.245 1.082 0.947 0.831 0.642 0.494 Principal Aug06- Aug05- Jan05- Aug04- Apr04- Jan04- Nov03- Sep03- Aug03- Jun03- Apr03- Mar03- Window Mar07 Feb06 May05 Nov04 Jul04 Apr04 Jan04 Nov03 Sep03 Aug03 May03 Mar03 LIBOR_1YR 1.89938 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). This material may be filed within the Securities and Exchange Commission (the "SEC") and incorporated by reference into an effective registration statement previously filed with the SEC under Rule 415 of the Securities Act of 1933, including in cases where the material does not pertain to securities that are ultimately offered for sale pursuant to such registration statement. 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.
GSR0209 P/Y -- Class: A2D Balance $ 333,705,000.00 Delay 24 Coupon if curmonth le 55 then 2.488 else LIBOR_1YR + 1.25 Coupon 4.755 Dated 9/1/02 Settle 9/27/02 First Payment 10/25/02 --------------------------------------------------------------------------------------------------------------------- Price 15 CPR, 20 CPR, 25 CPR, 30 CPR, 35 CPR, 40 CPR, 45 CPR, 50 CPR, 55 CPR, 60 CPR, 70 CPR, 80 CPR, Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) Call (Y) --------------------------------------------------------------------------------------------------------------------- 100-12 4.127 4.281 4.395 4.476 4.529 4.549 4.512 4.47 4.424 4.371 4.247 4.081 Yield 100-12 -30 21 67 104 135 158 175 187 198 211 226 232 Spread -------------------------------------------------------------------------------------------------------------------- 100-16 4.109 4.258 4.367 4.443 4.49 4.504 4.459 4.41 4.356 4.293 4.147 3.951 Yield 100-16 -32 19 64 101 131 154 170 181 191 203 216 219 Spread -------------------------------------------------------------------------------------------------------------------- 100-20 4.091 4.235 4.34 4.41 4.451 4.458 4.407 4.351 4.289 4.216 4.048 3.822 Yield 100-20 -34 17 61 97 127 149 164 175 184 195 206 206 Spread -------------------------------------------------------------------------------------------------------------------- 100-24 4.073 4.213 4.312 4.376 4.412 4.413 4.355 4.291 4.221 4.138 3.948 3.693 Yield 100-24 -36 15 59 94 123 145 159 169 177 187 196 193 Spread -------------------------------------------------------------------------------------------------------------------- 100-28 4.055 4.19 4.284 4.343 4.373 4.368 4.303 4.232 4.153 4.061 3.849 3.564 Yield 100-28 -38 12 56 91 119 140 154 164 171 180 187 180 Spread -------------------------------------------------------------------------------------------------------------------- 101-00 4.037 4.168 4.257 4.31 4.335 4.323 4.251 4.173 4.086 3.984 3.75 3.436 Yield 101-00 -39 10 53 87 115 136 149 158 164 172 177 167 Spread -------------------------------------------------------------------------------------------------------------------- 101-04 4.02 4.145 4.229 4.278 4.296 4.277 4.2 4.113 4.019 3.907 3.651 3.308 Yield 101-04 -41 8 50 84 111 131 144 152 157 164 167 155 Spread -------------------------------------------------------------------------------------------------------------------- 101-08 4.002 4.123 4.202 4.245 4.257 4.232 4.148 4.054 3.951 3.831 3.553 3.18 Yield 101-08 -43 6 48 81 108 127 138 146 150 157 157 142 Spread -------------------------------------------------------------------------------------------------------------------- 101-12 3.984 4.1 4.174 4.212 4.219 4.188 4.096 3.995 3.884 3.754 3.454 3.052 Yield 101-12 -45 3 45 78 104 122 133 140 144 149 147 129 Spread -------------------------------------------------------------------------------------------------------------------- 101-16 3.966 4.078 4.147 4.179 4.18 4.143 4.045 3.937 3.817 3.678 3.356 2.925 Yield 101-16 -46 1 42 74 100 118 128 134 137 141 137 116 Spread -------------------------------------------------------------------------------------------------------------------- 101-20 3.949 4.055 4.12 4.147 4.142 4.098 3.993 3.878 3.751 3.601 3.258 2.798 Yield 101-20 -48 -1 39 71 96 113 123 128 130 134 127 104 Spread -------------------------------------------------------------------------------------------------------------------- WAL 8.641 6.568 5.208 4.258 3.557 3.007 2.59 2.246 1.959 1.704 1.311 1.001 Principal Mar07- Feb06- May05- Nov04- Jul04- Apr04- Jan04- Nov03- Sep03- Aug03- May03- Mar03- Window Feb15 Mar12 Apr10 Dec08 Dec07 Feb07 Jul06 Jan06 Aug05 Mar05 Aug04 Mar04 LIBOR_1YR 1.89938 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). This material may be filed within the Securities and Exchange Commission (the "SEC") and incorporated by reference into an effective registration statement previously filed with the SEC under Rule 415 of the Securities Act of 1933, including in cases where the material does not pertain to securities that are ultimately offered for sale pursuant to such registration statement. 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.