EX-99 3 collateral.txt EXHIBIT 99 - COLLATERAL TERM SHEETS EXHIBIT 99 COLLATERAL TERM SHEETS October 24, 2003 The Mortgage Loans (All Collateral) Scheduled Principal Balance: $943,142,309 Number of Mortgage Loans: 1,791 Average Scheduled Principal Balance: $526,600 Weighted Average Gross Coupon: 5.10% Weighted Average Net Coupon: 4.72% Weighted Average Stated Remaining Term: 356 Weighted Average Seasoning: 4 Weighted Average Months to Roll: 116 Weighted Average Amortized Current LTV Ratio: 62.8% Weighted Average Gross Margin: 2.75% Weighted Average Net Margin: 2.37% Weighted Average Initial Rate Cap: 5.00% Weighted Average Periodic Rate Cap: 2.00% Weighted Average Life Cap: 5.00% Weighted Average Gross Maximum Lifetime Rate: 10.10% Weighted Average FICO Score: 740 Servicer: Wells Fargo Distribution by Scheduled Principal Balance
Number Of Total Dollar Scheduled Principal Scheduled Principal Balance Mortgage Loans (#) Amount ($) Balance (%) ---------------------------------------------------------------------------------------------- Below $350,000 173 $ 52,463,849 5.6% $350,001 - $450,000 589 235,454,227 25.0 $450,001 - $550,000 412 204,151,859 21.6 $550,001 - $650,000 314 189,600,867 20.1 $650,001 - $750,000 77 54,930,126 5.8 $750,001 - $1,000,000 223 202,363,937 21.5 $1,000,001-$1,250,000 1 1,191,717 0.1 $1,250,001-$1,500,000 2 2,985,727 0.3 ---------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ============================================================================================== Column totals may not add to 100.0% due to rounding
Distribution by Gross Coupon Number Of Total Dollar Scheduled Principal Gross Coupon Mortgage Loans (#) Amount ($) Balance (%) ---------------------------------------------------------------------------------------------- Below 4.00% 5 $ 2,473,852 0.3% 4.00- 4.49% 48 25,653,568 2.7 4.50- 4.99% 451 245,043,368 26.0 5.00- 5.49% 1,022 536,699,155 56.9 5.50- 5.74% 207 104,064,617 11.0 5.75- 5.99% 56 27,697,920 2.9 6.00- 6.49% 2 1,509,829 0.2 ---------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ============================================================================================== Column totals may not add to 100.0% due to rounding
This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind. October 24, 2003
Distribution by Amortized Current Loan-to-Value Ratios Amortized Current Number Of Total Dollar Scheduled Principal Loan-To-Value Ratio Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------- Below 40.00% 142 $ 80,835,626 8.6% 40.00 - 49.99% 185 98,924,109 10.5 50.00 - 59.99% 290 162,632,303 17.2 60.00 - 69.99% 535 290,187,261 30.8 70.00 - 79.99% 633 307,702,484 32.6 80.00 - 84.99% 2 1,142,233 0.1 85.00 - 89.99% 4 1,718,293 0.2 ------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% =========================================================================================== Column totals may not add to 100.0% due to rounding
Distribution by Primary Mortgage Insurance Primary Mortgage Number Of Total Dollar Scheduled Principal Insurance ("PMI") Mortgage Loans (#) Amount ($) Balance (%) ---------------------------------------------------------------------------------------------- Amortized CLTV <= 80% 1,785 $940,281,782 99.7% Amortized CLTV > 80% With PMI 6 2,860,526 0.3 ---------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ============================================================================================== Column totals may not add to 100.0% due to rounding
Distribution by Stated Remaining Months to Maturity Stated Remaining Number Of Total Dollar Scheduled Principal Term (Months) Mortgage Loans (#) Amount ($) Balance (%) --------------------------------------------------------------------------------------------- Under 301 9 $ 4,512,236 0.5% 337 - 348 1 518,757 0.1 349 - 360 1,781 938,111,316 99.5 --------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ============================================================================================= Column totals may not add to 100.0% due to rounding
Distribution by Index Number Of Total Dollar Scheduled Principal Index Mortgage Loans (#) Amount ($) Balance (%) --------------------------------------------------------------------------------------------- 1 Year CMT 1,791 $943,142,309 100.0% --------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ============================================================================================= Column totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003
Distribution by Months to Roll Number Of Total Dollar Scheduled Principal Months To Roll Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------ 103 to 108 1 $ 518,757 0.1% 109 to 114 33 17,541,669 1.9 115 to 120 1,757 925,081,882 98.1 ------------------------------------------------------------------------------------ Total 1,791 $943,142,309 100.0% ==================================================================================== Column totals may not add to 100.0% due to rounding
Distribution by Gross Margin Number Of Total Dollar Scheduled Principal Gross Margin Mortgage Loans (#) Amount ($) Balance (%) -------------------------------------------------------------------------------------- 2.75% 1,791 $943,142,309 100.0% -------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ====================================================================================== Column totals may not add to 100.0% due to rounding
Distribution by Initial Rate Cap Number Of Total Dollar Scheduled Principal Initial Rate Cap Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------- 5.00% 1,791 $943,142,309 100.0% ------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% =========================================================================================== Column totals may not add to 100.0% due to rounding
Distribution by FICO Score Number Of Total Dollar Scheduled Principal FICO Score Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 761 and above 692 $359,825,187 38.2% 741 - 760 317 165,290,614 17.5 721 - 740 230 121,343,445 12.9 701 - 720 211 116,422,026 12.3 681 - 700 165 86,885,213 9.2 661 - 680 112 60,499,992 6.4 641 - 660 40 20,089,201 2.1 621 - 640 19 9,744,633 1.0 581 - 620 3 1,195,482 0.1 561 - 580 1 654,799 0.1 Unavailable 1 1,191,717 0.1 ------------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ================================================================================================= Column totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by Property State
Number Of Total Dollar Scheduled Principal Property State Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- California 816 $441,267,942 46.8% Illinois 106 55,320,174 5.9 Massachusetts 79 42,114,915 4.5 New Jersey 81 39,527,713 4.2 Virginia 83 38,758,617 4.1 New York 58 34,023,042 3.6 Maryland 62 29,902,226 3.2 Connecticut 46 29,347,606 3.1 Washington 58 28,200,831 3.0 All Other(1) 402 204,679,241 21.7 ------------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ================================================================================================= Column totals may not add to 100.0% due to rounding (1) Each of the other states is less than 3.0% of the aggregate principal balance
Distribution by Property Type
Number Of Total Dollar Scheduled Principal Property Type Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- Single Family 1,633 $867,674,884 92.0% Condominium 90 40,159,157 4.3 Hi-Rise Condominium 29 17,309,641 1.8 PUD 19 8,260,792 0.9 2-4 Family 12 5,868,823 0.6 Co-Op 8 3,869,012 0.4 ------------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ================================================================================================= Column totals may not add to 100.0% due to rounding
Distribution by Loan Purpose
Number Of Total Dollar Scheduled Principal Loan Purpose Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- Rate/Term Refi 990 $529,216,969 56.1% Purchase 537 282,018,711 29.9 Cashout Refi 264 131,906,630 14.0 ------------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ================================================================================================= Column totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by Occupancy
Number Of Total Dollar Scheduled Principal Occupancy Mortgage Loans (#) Amount ($) Balance (%) -------------------------------------------------------------------------------------------- Owner Occupied 1,708 $901,105,461 95.5% Second Home 83 42,036,848 4.5 -------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ============================================================================================ Column totals may not add to 100.0% due to rounding
Distribution by Seasoning
Number Of Total Dollar Scheduled Principal Seasoning (Months) Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------- 0 - 3 706 $374,593,689 39.7% 4 - 6 1,071 560,377,778 59.4 7 - 12 14 8,170,842 0.9 ------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% =========================================================================================== Column totals may not add to 100.0% due to rounding
Distribution by Document Status Number Of Total Dollar Scheduled Principal Document Status Mortgage Loans (#) Amount ($) Balance (%) -------------------------------------------------------------------------------------------- Full Doc 972 $538,817,305 57.1% Asset Only 641 311,530,437 33.0 No Doc 128 66,721,746 7.1 Income Only 50 26,072,820 2.8 -------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ============================================================================================ Column totals may not add to 100.0% due to rounding
Distribution by Property Zip Codes
Number Of Total Dollar Scheduled Principal Property Zip Codes Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------ 92130 17 $ 8,953,835 0.9% 60521 13 8,628,569 0.9 94010 11 6,795,405 0.7 92037 8 6,559,353 0.7 92679 11 6,555,042 0.7 94583 12 6,303,423 0.7 90049 9 6,261,985 0.7 92660 12 6,045,727 0.6 20878 11 5,594,319 0.6 20817 10 5,533,755 0.6 All Others 1,677 875,910,894 92.9 ------------------------------------------------------------------------------------------ Total 1,791 $943,142,309 100.0% ========================================================================================== Column totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by Delinquency
Number Of Total Dollar Scheduled Principal Delinquency Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------- Current 1,781 $938,049,586 99.5% 30 Days 10 5,092,723 0.5 ------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% =========================================================================================== Column totals may not add to 100.0% due to rounding
Distribution by Final Maturity Year
Number Of Total Dollar Scheduled Principal Final Maturity Year Mortgage Loans (#) Amount ($) Balance (%) -------------------------------------------------------------------------------------------- 2022 1 $ 425,091 0.0% 2023 7 3,555,628 0.4 2028 1 531,516 0.1 2032 5 2,925,800 0.3 2033 1,777 935,704,273 99.2 -------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ============================================================================================ Column totals may not add to 100.0% due to rounding
Distribution by First Payment Year Number Of Total Dollar Scheduled Principal First Payment Year Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 2002 2 $ 831,939 0.1% 2003 1,789 942,310,369 99.9 ------------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ================================================================================================= Column totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003
Distribution by First Rate Change Date Number Of Total Dollar Scheduled Principal First Rate Change Date Mortgage Loans (#) Amount ($) Balance (%) ----------------------------------------------------------------------------------------------- 10/1/2012 1 $ 518,757 0.1% 11/1/2012 1 313,183 0.0 12/1/2012 4 2,518,952 0.3 1/1/2013 5 3,399,858 0.4 2/1/2013 1 426,174 0.0 3/1/2013 2 993,919 0.1 4/1/2013 20 9,889,584 1.0 5/1/2013 159 81,935,610 8.7 6/1/2013 892 468,552,584 49.7 7/1/2013 604 323,930,851 34.3 8/1/2013 70 36,103,318 3.8 9/1/2013 32 14,559,520 1.5 ----------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% =============================================================================================== Column totals may not add to 100.0% due to rounding
Distribution by Original Term Number Of Total Dollar Scheduled Principal Original Term (Months) Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- Under 313 9 $ 4,512,236 0.5% 349 - 360 1,782 938,630,073 99.5 ------------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ================================================================================================= Column totals may not add to 100.0% due to rounding
Distribution by Maximum Rate Number Of Total Dollar Scheduled Principal Maximum Rate Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 8.50- 8.99% 5 $ 2,473,852 0.3% 9.00- 9.49% 48 25,653,568 2.7 9.50- 9.99% 451 245,043,368 26.0 10.00-10.49% 1,022 536,699,155 56.9 10.50-10.99% 263 131,762,537 14.0 11.00-11.49% 2 1,509,829 0.2 ------------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ================================================================================================= Column totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 The Mortgage Loans (Group 1) Scheduled Principal Balance: $709,021,247 Number of Mortgage Loans: 1,350 Average Scheduled Principal Balance: $525,200 Weighted Average Gross Coupon: 5.15% Weighted Average Net Coupon: 4.77% Weighted Average Stated Remaining Term: 356 Weighted Average Seasoning: 4 Weighted Average Months to Roll: 116 Weighted Average Amortized Current LTV Ratio: 62.9% Weighted Average Gross Margin: 2.75% Weighted Average Net Margin: 2.37% Weighted Average Initial Rate Cap: 5.00% Weighted Average Periodic Rate Cap: 2.00% Weighted Average Life Cap: 5.00% Weighted Average Gross Maximum Lifetime Rate: 10.15% Weighted Average FICO Score: 740 Servicer: Wells Fargo Distribution by Scheduled Principal Balance
Number Of Total Dollar Scheduled Principal Scheduled Principal Balance Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- Below $350,000 129 $ 39,184,140 5.5% $350,001 - $450,000 451 180,555,485 25.5 $450,001 - $550,000 310 153,847,347 21.7 $550,001 - $650,000 235 141,072,988 19.9 $650,001 - $750,000 60 42,928,240 6.1 $750,001 - $1,000,000 162 147,255,604 20.8 $1,000,001-$1,250,000 1 1,191,717 0.2 $1,250,001-$1,500,000 2 2,985,727 0.4 ------------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% ================================================================================================= Column totals may not add to 100.0% due to rounding
Distribution by Gross Coupon
Number Of Total Dollar Scheduled Principal Gross Coupon Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- Below 4.00% 2 $ 796,453 0.1% 4.00- 4.49% 21 12,377,283 1.7 4.50- 4.99% 263 143,482,096 20.2 5.00- 5.49% 828 433,079,107 61.1 5.50- 5.74% 183 92,047,318 13.0 5.75- 5.99% 51 25,729,161 3.6 6.00- 6.49% 2 1,509,829 0.2 ------------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% ================================================================================================= Column totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by Amortized Current Loan-to-Value Ratios
Amortized Current Number Of Total Dollar Scheduled Principal Loan-To-Value Ratio Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- Below 40.00% 110 $ 60,981,932 8.6% 40.00 - 49.99% 140 74,901,367 10.6 50.00 - 59.99% 213 119,222,866 16.8 60.00 - 69.99% 396 217,565,248 30.7 70.00 - 79.99% 486 233,925,265 33.0 80.00 - 84.99% 2 1,142,233 0.2 85.00 - 89.99% 3 1,282,336 0.2 ------------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% ================================================================================================= Column totals may not add to 100.0% due to rounding
Distribution by Primary Mortgage Insurance
Primary Mortgage Number Of Total Dollar Scheduled Principal Insurance ("PMI") Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- Amortized CLTV <= 80% 1,345 $706,596,678 99.7% Amortized CLTV > 80% With PMI 5 2,424,569 0.3 ------------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% ================================================================================================= Column totals may not add to 100.0% due to rounding
Distribution by Stated Remaining Months to Maturity
Stated Remaining Number Of Total Dollar Scheduled Principal Term (Months) Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- Under 301 4 $ 1,727,935 0.2% 337 - 348 1 518,757 0.1 349 - 360 1,345 706,774,555 99.7 ------------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% ================================================================================================= Column totals may not add to 100.0% due to rounding
Distribution by Index
Number Of Total Dollar Scheduled Principal Index Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------- 1 Year CMT 1,350 $709,021,247 100.0% ------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% =========================================================================================== Column totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003
Distribution by Months to Roll Number Of Total Dollar Scheduled Principal Months To Roll Mortgage Loans (#) Amount ($) Balance (%) ---------------------------------------------------------------------------------------------- 103 to 108 1 $ 518,757 0.1% 109 to 114 31 16,572,052 2.3 115 to 120 1,318 691,930,438 97.6 ---------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% ============================================================================================== Column totals may not add to 100.0% due to rounding
Distribution by Gross Margin Number Of Total Dollar Scheduled Principal Gross Margin Mortgage Loans (#) Amount ($) Balance (%) ---------------------------------------------------------------------------------------------- 2.75% 1,350 $709,021,247 100.0% ---------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% ============================================================================================== Column totals may not add to 100.0% due to rounding
Distribution by Initial Rate Cap Number Of Total Dollar Scheduled Principal Initial Rate Cap Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 5.00% 1,350 $709,021,247 100.0% ------------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% ================================================================================================= Column totals may not add to 100.0% due to rounding
Distribution by FICO Score Number Of Total Dollar Scheduled Principal FICO Score Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 761 and above 528 $276,706,769 39.0% 741 - 760 223 115,541,947 16.3 721 - 740 177 93,459,872 13.2 701 - 720 166 91,199,585 12.9 681 - 700 124 63,186,517 8.9 661 - 680 85 45,599,450 6.4 641 - 660 28 13,462,060 1.9 621 - 640 15 7,477,848 1.1 581 - 620 3 1,195,482 0.2 Unavailable 1 1,191,717 0.2 ------------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% ================================================================================================= Column totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003
Distribution by Property State Number Of Total Dollar Scheduled Principal Property State Mortgage Loans (#) Amount ($) Balance (%) -------------------------------------------------------------------------------------------- California 595 $318,288,451 44.9% Illinois 80 41,825,156 5.9 Massachusetts 65 34,929,322 4.9 New Jersey 62 30,738,518 4.3 Virginia 65 29,800,368 4.2 New York 49 29,132,929 4.1 Maryland 51 24,762,326 3.5 Washington 46 22,786,355 3.2 Connecticut 35 21,639,570 3.1 All Other(1) 302 155,118,251 21.9 -------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% ============================================================================================ Column totals may not add to 100.0% due to rounding (1) Each of the other states is less than 3.0% of the aggregate principal balance
Distribution by Property Type Number Of Total Dollar Scheduled Principal Property Type Mortgage Loans (#) Amount ($) Balance (%) ---------------------------------------------------------------------------------------------- Single Family 1,227 $650,651,949 91.8% Condominium 68 29,286,071 4.1 Hi-Rise Condominium 24 14,878,011 2.1 PUD 15 6,206,241 0.9 2-4 Family 10 5,046,672 0.7 Co-Op 6 2,952,303 0.4 ---------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% ============================================================================================== Column totals may not add to 100.0% due to rounding
Distribution by Loan Purpose Number Of Total Dollar Scheduled Principal Loan Purpose Mortgage Loans (#) Amount ($) Balance (%) ---------------------------------------------------------------------------------------------- Rate/Term Refi 752 $399,656,326 56.4% Purchase 403 212,590,368 30.0 Cashout Refi 195 96,774,553 13.7 ---------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% ============================================================================================== Column totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003
Distribution by Occupancy Number Of Total Dollar Scheduled Principal Occupancy Mortgage Loans (#) Amount ($) Balance (%) -------------------------------------------------------------------------------------------- Owner Occupied 1,288 $676,557,932 95.4% Second Home 62 32,463,315 4.6 -------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% ============================================================================================ Column totals may not add to 100.0% due to rounding
Distribution by Seasoning Number Of Total Dollar Scheduled Principal Seasoning (Months) Mortgage Loans (#) Amount ($) Balance (%) -------------------------------------------------------------------------------------------- 0 - 3 298 $158,442,196 22.3% 4 - 6 1,039 542,833,300 76.6 7 - 12 13 7,745,751 1.1 -------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% ============================================================================================ Column totals may not add to 100.0% due to rounding
Distribution by Document Status Number Of Total Dollar Scheduled Principal Document Status Mortgage Loans (#) Amount ($) Balance (%) ---------------------------------------------------------------------------------------------- Full Doc 742 $407,795,012 57.5% Asset Only 463 224,798,537 31.7 No Doc 107 57,331,267 8.1 Income Only 38 19,096,432 2.7 ---------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% ============================================================================================== Column totals may not add to 100.0% due to rounding
Distribution by Property Zip Codes Number Of Total Dollar Scheduled Principal Property Zip Codes Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 60521 10 $ 6,872,034 1.0% 92130 12 6,298,181 0.9 92679 9 5,517,178 0.8 92660 10 4,918,511 0.7 20878 9 4,684,009 0.7 92037 6 4,641,162 0.7 90210 6 4,313,765 0.6 94549 7 4,165,062 0.6 94010 7 4,112,121 0.6 08226 7 3,849,748 0.5 All Others 1,267 659,649,476 93.0 ------------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% ================================================================================================= Column totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003
Distribution by Delinquency Number Of Total Dollar Scheduled Principal Delinquency Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- Current 1,343 $705,377,143 99.5% 30 Days 7 3,644,104 0.5 ------------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% ================================================================================================= Column totals may not add to 100.0% due to rounding
Distribution by Final Maturity Year Number Of Total Dollar Scheduled Principal Final Maturity Year Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------ 2023 3 $ 1,196,419 0.2% 2028 1 531,516 0.1 2032 5 2,925,800 0.4 2033 1,341 704,367,513 99.3 ------------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% ================================================================================================= Column totals may not add to 100.0% due to rounding
Distribution by First Payment Year Number Of Total Dollar Scheduled Principal First Payment Year Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 2002 2 $ 831,939 0.1% 2003 1,348 708,189,308 99.9 ------------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% ================================================================================================= Column totals may not add to 100.0% due to rounding
Distribution by First Rate Change Date Number Of Total Dollar Scheduled Principal First Rate Change Date Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 10/1/2012 1 $ 518,757 0.1% 11/1/2012 1 313,183 0.0 12/1/2012 3 2,093,860 0.3 1/1/2013 5 3,399,858 0.5 2/1/2013 1 426,174 0.1 3/1/2013 2 993,919 0.1 4/1/2013 19 9,345,058 1.3 5/1/2013 157 81,089,534 11.4 6/1/2013 863 452,398,708 63.8 7/1/2013 298 158,442,196 22.3 ------------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% ================================================================================================= Column totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003
Distribution by Original Term Number Of Total Dollar Scheduled Principal Original Term (Months) Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- Under 313 4 $ 1,727,935 0.2% 349 - 360 1,346 707,293,312 99.8 ------------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% ================================================================================================= Column totals may not add to 100.0% due to rounding
Distribution by Maximum Rate Number Of Total Dollar Scheduled Principal Maximum Rate Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 8.50- 8.99% 2 $ 796,453 0.1% 9.00- 9.49% 21 12,377,283 1.7 9.50- 9.99% 263 143,482,096 20.2 10.00-10.49% 828 433,079,107 61.1 10.50-10.99% 234 117,776,479 16.6 11.00-11.49% 2 1,509,829 0.2 ------------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% ================================================================================================= Column totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 The Mortgage Loans (Group 2) Scheduled Principal Balance: $208,478,852 Number of Mortgage Loans: 391 Average Scheduled Principal Balance: $533,200 Weighted Average Gross Coupon: 4.88% Weighted Average Net Coupon: 4.51% Weighted Average Stated Remaining Term: 356 Weighted Average Seasoning: 3 Weighted Average Months to Roll: 117 Weighted Average Amortized Current LTV Ratio: 62.4% Weighted Average Gross Margin: 2.75% Weighted Average Net Margin: 2.37% Weighted Average Initial Rate Cap: 5.00% Weighted Average Periodic Rate Cap: 2.00% Weighted Average Life Cap: 5.00% Weighted Average Gross Maximum Lifetime Rate: 9.88% Weighted Average FICO Score: 742 Servicer: Wells Fargo
Distribution by Scheduled Principal Balance Number Of Total Dollar Scheduled Principal Scheduled Principal Balance Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- Below $350,000 38 $ 11,649,125 5.6% $350,001 - $450,000 122 48,622,159 23.3 $450,001 - $550,000 90 44,389,258 21.3 $550,001 - $650,000 71 43,635,040 20.9 $650,001 - $750,000 17 12,001,887 5.8 $750,001 - $1,000,000 53 48,181,384 23.1 ------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by Gross Coupon Number Of Total Dollar Scheduled Principal Gross Coupon Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- Below 4.00% 3 $ 1,677,400 0.8% 4.00- 4.49% 27 13,276,285 6.4 4.50- 4.99% 188 101,561,273 48.7 5.00- 5.49% 159 85,009,678 40.8 5.50- 5.74% 10 5,203,473 2.5 5.75- 5.99% 4 1,750,744 0.8 ------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003
Distribution by Amortized Current Loan-to-Value Ratios Amortized Current Number Of Total Dollar Scheduled Principal Loan-To-Value Ratio Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- Below 40.00% 29 $ 18,018,092 8.6% 40.00 - 49.99% 39 20,815,148 10.0 50.00 - 59.99% 70 40,145,957 19.3 60.00 - 69.99% 124 64,873,123 31.1 70.00 - 79.99% 129 64,626,532 31.0 ------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by Primary Mortgage Insurance Primary Mortgage Number Of Total Dollar Scheduled Principal Insurance ("PMI") Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- Amortized CLTV <= 80% 391 $208,478,852 100.0% ------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by Stated Remaining Months to Maturity
Stated Remaining Number Of Total Dollar Scheduled Principal Term (Months) Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- Under 301 5 $ 2,784,301 1.3% 349 - 360 386 205,694,551 98.7 ------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by Index
Number Of Total Dollar Scheduled Principal Index Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 1 YR CMT 391 $208,478,852 100.0% ------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by Months to Roll
Number Of Total Dollar Scheduled Principal Months To Roll Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 109 to 114 2 $ 969,617 0.5% 115 to 120 389 207,509,235 99.5 ------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by Gross Margin
Number Of Total Dollar Scheduled Principal Gross Margin Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 2.75% 391 $208,478,852 100.0% ------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by Initial Rate Cap
Number Of Total Dollar Scheduled Principal Initial Rate Cap Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 5.00% 391 $208,478,852 100.0% ------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by FICO Score
Number Of Total Dollar Scheduled Principal FICO Score Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 761 and above 153 $ 78,333,192 37.6% 741 - 760 86 45,483,426 21.8 721 - 740 48 24,915,684 12.0 701 - 720 39 22,463,123 10.8 681 - 700 32 18,530,305 8.9 661 - 680 22 12,421,610 6.0 641 - 660 7 3,903,126 1.9 621 - 640 3 1,773,586 0.9 561 - 580 1 654,799 0.3 ------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by Property State
Number Of Total Dollar Scheduled Principal Property State Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- California 198 $110,443,919 53.0% Illinois 23 12,041,360 5.8 New Jersey 17 8,000,895 3.8 Florida 15 7,980,970 3.8 Virginia 16 7,864,006 3.8 Connecticut 9 6,521,551 3.1 Massachusetts 12 6,184,450 3.0 All Other(1) 101 49,441,701 23.7 ------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding (1) Each of the other states is less than 3.0% of the aggregate principal balance This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by Property Type
Number Of Total Dollar Scheduled Principal Property Type Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- Single Family 362 $194,281,803 93.2% Condominium 17 8,344,191 4.0 Hi-Rise Condominium 5 2,431,630 1.2 PUD 4 2,054,551 1.0 2-4 Family 2 822,151 0.4 Co-Op 1 544,526 0.3 ------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by Loan Purpose
Number Of Total Dollar Scheduled Principal Loan Purpose Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- Rate/Term Refi 209 $114,044,318 54.7% Purchase 119 62,753,356 30.1 Cashout Refi 63 31,681,178 15.2 ------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by Occupancy
Number Of Total Dollar Scheduled Principal Occupancy Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- Owner Occupied 376 $201,131,816 96.5% Second Home 15 7,347,036 3.5 ------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by Seasoning
Number Of Total Dollar Scheduled Principal Seasoning (Months) Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 0 - 3 373 $198,489,445 95.2% 4 - 6 17 9,564,315 4.6 7 - 12 1 425,091 0.2 ------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by Document Status
Number Of Total Dollar Scheduled Principal Document Status Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- Full Doc 205 $117,392,070 56.3% Asset Only 161 78,829,928 37.8 Income Only 12 6,976,389 3.3 No Doc 13 5,280,464 2.5 ------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by Property Zip Codes
Number Of Total Dollar Scheduled Principal Property Zip Codes Mortgage Loans (#) Amount ($) Balance (%) -------------------------------------------------------------------------------------------------- 94901 5 $ 2,999,500 1.4% 94010 4 2,683,285 1.3 94583 4 2,373,613 1.1 92648 3 2,328,878 1.1 93108 3 2,267,257 1.1 94022 3 2,176,068 1.0 92130 4 2,162,457 1.0 94550 3 2,147,802 1.0 94507 3 2,066,076 1.0 06840 2 1,994,880 1.0 All Other 357 185,279,035 88.9 ------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by Delinquency
Number Of Total Dollar Scheduled Principal Delinquency Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- Current 388 $207,030,232 99.3% 30 days 3 1,448,619 0.7 ------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by Final Maturity Year
Number Of Total Dollar Scheduled Principal Final Maturity Year Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 2022 1 $ 425,091 0.2% 2023 4 2,359,210 1.1 2033 386 205,694,551 98.7 ------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by First Payment Year
Number Of Total Dollar Scheduled Principal First Payment Year Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 2003 391 $208,478,852 100.0% ------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by First Rate Change Date
Number Of Total Dollar Scheduled Principal First Rate Change Date Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 12/1/2012 1 $ 425,091 0.2% 4/1/2013 1 544,526 0.3 6/1/2013 16 9,019,790 4.3 7/1/2013 271 147,826,607 70.9 8/1/2013 70 36,103,318 17.3 9/1/2013 32 14,559,520 7.0 ------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by Original Term
Number Of Total Dollar Scheduled Principal Original Term (Months) Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- Under 313 5 $ 2,784,301 1.3% 349 - 360 386 205,694,551 98.7 ------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by Maximum Rate
Number Of Total Dollar Scheduled Principal Maximum Rate Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 8.50- 8.99% 3 $ 1,677,400 0.8% 9.00- 9.49% 27 13,276,285 6.4 9.50- 9.99% 188 101,561,273 48.7 10.00-10.49% 159 85,009,678 40.8 10.50-10.99% 14 6,954,217 3.3 ------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 The Mortgage Loans (Group 3) Scheduled Principal Balance: $25,642,210 Number of Mortgage Loans: 50 Average Scheduled Principal Balance: $512,800 Weighted Average Gross Coupon: 5.35% Weighted Average Net Coupon: 4.98% Weighted Average Stated Remaining Term: 357 Weighted Average Seasoning: 3 Weighted Average Months to Roll: 117 Weighted Average Amortized Current LTV Ratio: 64.0% Weighted Average Gross Margin: 2.75% Weighted Average Net Margin: 2.37% Weighted Average Initial Rate Cap: 5.00% Weighted Average Periodic Rate Cap: 2.00% Weighted Average Life Cap: 5.00% Weighted Average Gross Maximum Lifetime Rate: 10.35% Weighted Average FICO Score: 715 Servicer: Wells Fargo Distribution by Scheduled Principal Balance
Number Of Total Dollar Scheduled Principal Scheduled Principal Balance Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- Below $350,000 6 $ 1,630,585 6.4% $350,001 - $450,000 16 6,276,583 24.5 $450,001 - $550,000 12 5,915,254 23.1 $550,001 - $650,000 8 4,892,840 19.1 $750,001 - $1,000,000 8 6,926,949 27.0 ------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by Gross Coupon
Number Of Total Dollar Scheduled Principal Gross Coupon Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 5.00- 5.49% 35 $18,610,370 72.6% 5.50- 5.74% 14 6,813,826 26.6 5.75- 5.99% 1 218,014 0.9 ------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by Amortized Current Loan-to-Value Ratios
Amortized Current Number Of Total Dollar Scheduled Principal Loan-To-Value Ratio Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- Below 40.00% 3 $ 1,835,603 7.2% 40.00 - 49.99% 6 3,207,593 12.5 50.00 - 59.99% 7 3,263,480 12.7 60.00 - 69.99% 15 7,748,890 30.2 70.00 - 79.99% 18 9,150,687 35.7 80.00 - 89.99% 1 435,957 1.7 ------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by Primary Mortgage Insurance
Primary Mortgage Number Of Total Dollar Scheduled Principal Insurance ("PMI") Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- Amortized CLTV <= 80% 49 $25,206,253 98.3% Amortized CLTV > 80% With PMI 1 435,957 1.7 ------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by Stated Remaining Months to Maturity
Stated Remaining Number Of Total Dollar Scheduled Principal Term (Months) Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 349 - 360 50 $25,642,210 100.0% ------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by Index
Number Of Total Dollar Scheduled Principal Index Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 1 YR CMT 50 $25,642,210 100.0% ------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by Months to Roll
Number Of Total Dollar Scheduled Principal Months To Roll Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 115 to 120 50 $25,642,210 100.0% ------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by Gross Margin
Number Of Total Dollar Scheduled Principal Gross Margin Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 2.75% 50 $25,642,210 100.0% ------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by Initial Rate Cap
Number Of Total Dollar Scheduled Principal Initial Rate Cap Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 5.00% 50 $25,642,210 100.0% ------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by FICO Score
Number Of Total Dollar Scheduled Principal FICO Score Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 761 and above 11 $ 4,785,226 18.7% 741 - 760 8 4,265,241 16.6 721 - 740 5 2,967,889 11.6 701 - 720 6 2,759,318 10.8 681 - 700 9 5,168,392 20.2 661 - 680 5 2,478,931 9.7 641 - 660 5 2,724,015 10.6 621 - 640 1 493,198 1.9 ------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by Property State
Number Of Total Dollar Scheduled Principal Property State Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- California 23 $12,535,573 48.9% New York 3 1,466,520 5.7 Illinois 3 1,453,658 5.7 Connecticut 2 1,186,485 4.6 Virginia 2 1,094,243 4.3 Massachusetts 2 1,001,143 3.9 Florida 2 919,810 3.6 Nevada 1 812,183 3.2 New Jersey 2 788,299 3.1 All Other(1) 10 4,384,295 17.1 ------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding (1) Each of the other states is less than 3.0% of the aggregate principal balance This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by Property Type
Number Of Total Dollar Scheduled Principal Property Type Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- Single Family 44 $22,741,132 88.7% Condominium 5 2,528,895 9.9 Co-Op 1 372,183 1.5 ------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by Loan Purpose
Number Of Total Dollar Scheduled Principal Loan Purpose Mortgage Loans (#) Amount ($) Balance (%) -------------------------------------------------------------------------------------------------- Rate/Term Refi 29 $15,516,325 60.5% Purchase 15 6,674,987 26.0 Cashout Refi 6 3,450,898 13.5 -------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================== Column Totals may not add to 100.0% due to rounding
Distribution by Occupancy
Number Of Total Dollar Scheduled Principal Occupancy Mortgage Loans (#) Amount ($) Balance (%) -------------------------------------------------------------------------------------------------- Owner Occupied 44 $23,415,713 91.3% Second Home 6 2,226,497 8.7 -------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================== Column Totals may not add to 100.0% due to rounding
Distribution by Seasoning
Number Of Total Dollar Scheduled Principal Seasoning (Months) Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 0 - 3 35 $17,662,048 68.9% 4 - 6 15 7,980,162 31.1 ------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by Document Status
Number Of Total Dollar Scheduled Principal Document Status Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- Full Doc 25 $13,630,223 53.2% Asset Only 17 7,901,972 30.8 No Doc 8 4,110,015 16.0 ------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by Property Zip Codes
Number Of Total Dollar Scheduled Principal Property Zip Codes Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 90049 2 $ 1,436,437 5.6% 94040 2 1,005,165 3.9 94027 1 996,701 3.9 90067 1 859,106 3.4 90024 2 854,089 3.3 90265 1 835,552 3.3 06883 1 830,121 3.2 89511 1 812,183 3.2 91108 1 802,317 3.1 91207 1 795,480 3.1 All Other 37 16,415,058 64.0 ------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by Delinquency
Number Of Total Dollar Scheduled Principal Delinquency Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- Current 50 $25,642,210 100.0% ------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by Final Maturity Year
Number Of Total Dollar Scheduled Principal Final Maturity Year Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 2033 50 $25,642,210 100.0% ------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by First Payment Year
Number Of Total Dollar Scheduled Principal First Payment Year Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 2003 50 $25,642,210 100.0% ------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by First Rate Change Date
Number Of Total Dollar Scheduled Principal First Rate Change Date Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 5/1/2013 2 $ 846,076 3.3% 6/1/2013 13 7,134,086 27.8 7/1/2013 35 17,662,048 68.9 ------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by Original Term
Number Of Total Dollar Scheduled Principal Original Term (Months) Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 349 - 360 50 $25,642,210 100.0% ------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by Maximum Rate
Number Of Total Dollar Scheduled Principal Maximum Rate Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 10.00-10.49% 35 $18,610,370 72.6% 10.50-10.99% 15 7,031,840 27.4 ------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
All information in this Term Sheet, whether regarding assets backing any securities discussed herein or otherwise, will be superseded by the information contained in the final prospectus supplement. October 24, 2003 ------------------------------------------------------------------------------ | Final Collateral Term Sheet | ------------------------------------------------------------------------------ $920,034,000 (Approximate) GSR Mortgage Loan Trust 2003-10 GS Mortgage Securities Corp., Depositor Mortgage Pass-Through Certificates, Series 2003-10 ---------------------------------------------------------------------------- | | | Features of the Transaction | | | ---------------------------------------------------------------------------- o Offering consists of three groups senior securities totaling $920,034,000 expected to be rated either Aa1 or AAA by Moody's and AAA by S&P. o Credit support for the certificates is provided through a senior/subordinated, shifting interest structure and five-year prepayment lockout. The expected amount of credit support for the senior certificates is 2.45% in the form of subordination. o Collateral consists of 10/1 hybrid adjustable rate, first lien, 1-4 family, residential mortgage loan originated or purchased by Wells Fargo Home Mortgage, Inc. o Five-year subordinate certificate prepayment lock-out. If, within the first 36 months, the credit support to the senior certificates is twice the original credit support percentage, then the subordinate certificates would be entitled to 50% of their pro rata share of principal prepayment proceeds, subject to certain loss and delinquency criteria. If, after the first 36 months, the credit support is twice the original credit support percentage, then the subordinate certificates would be entitled to 100% of their pro rata share of principal prepayment proceeds. o The subordinate certificates will be cross-collateralized. ----------------------------------------------------------------------------- | | | Time Table | | | ------------------------------------------------------------------------------ Expected Settlement: October 30, 2003 Cut-off Date: October 1, 2003 First Distribution Date: November 25, 2003 ------------------------------------------------------------------------------ | | | Key Terms | ------------------------------------------------------------------------------ Issuer: GSR Mortgage Loan Trust 2003-10 Depositor: GS Mortgage Securities Corp. Servicer: Wells Fargo Home Mortgage, Inc. Trustee/Custodian: JPMorgan Chase Bank Servicing/Trustee Fee: 37.5/0.25 bps Distribution Date: 25th day of the month or the following Business Day Record Date: Last business day of the interest accrual period for such certificates Delay Days: 0 day delay for Class 1A2, 1A3 and 1A10 certificates. 24 day delay for all others Prepayment Assumption: 25% CPR for Group 1 and Group 3. 22% CPR for Group 2 Interest Accrual: 30/360 basis for all classes of certificates Servicer Advancing: Yes, subject to recoverability Compensating Interest: To the extent of the aggregate monthly servicing fee Optional Call: 10% optional termination provision Rating Agencies: Senior certificates - Moody's and S&P Minimum Denomination: Senior certificates - $25,000 Interest only certificates - $5,000,000 Legal Investment: All certificates offered by this term sheet are expected to be SMMEA eligible at settlement ERISA Eligible: Underwriter's exemption is expected to apply to all offered certificates, however, prospective purchasers should consult their own counsel Tax Treatment: All offered certificates represent REMIC regular interests
--------------------------------------------------- ---------------- --------------- --------------- ---------------- Collateral Description(1) Group I Group II Group III Total --------------------------------------------------- ---------------- --------------- --------------- ---------------- Scheduled Principal Balance: $709,021,247 $208,478,852 $25,642,210 $943,142,309 --------------------------------------------------- ---------------- --------------- --------------- ---------------- Number of Mortgage Loans: 1,350 391 50 1,791 --------------------------------------------------- ---------------- --------------- --------------- ---------------- Average Scheduled Principal Balance: $525,200 $533,200 $512,800 $526,600 --------------------------------------------------- ---------------- --------------- --------------- ---------------- Weighted Average Gross Coupon: 5.15% 4.88% 5.35% 5.10% --------------------------------------------------- ---------------- --------------- --------------- ---------------- Weighted Average Net Coupon: 4.77% 4.51% 4.98% 4.72% --------------------------------------------------- ---------------- --------------- --------------- ---------------- Weighted Average Stated Remaining Term (months): 356 356 357 356 --------------------------------------------------- ---------------- --------------- --------------- ---------------- Weighted Average Seasoning (months): 4 3 3 4 --------------------------------------------------- ---------------- --------------- --------------- ---------------- Weighted Average Months to Roll: 116 117 117 116 --------------------------------------------------- ---------------- --------------- --------------- ---------------- Weighted Average Amortized Current LTV: 62.9% 62.4% 64.0% 62.8% --------------------------------------------------- ---------------- --------------- --------------- ---------------- Weighted Average Gross Margin: 2.75% 2.75% 2.75% 2.75% --------------------------------------------------- ---------------- --------------- --------------- ---------------- Weighted Average Net Margin: 2.37% 2.37% 2.37% 2.37% --------------------------------------------------- ---------------- --------------- --------------- ---------------- Weighted Average Initial Rate Cap: 5.00% 5.00% 5.00% 5.00% --------------------------------------------------- ---------------- --------------- --------------- ---------------- Weighted Average Periodic Rate Cap: 2.00% 2.00% 2.00% 2.00% --------------------------------------------------- ---------------- --------------- --------------- ---------------- Weighted Average Life Cap: 5.00% 5.00% 5.00% 5.00% --------------------------------------------------- ---------------- --------------- --------------- ---------------- Weighted Average Gross Maximum Lifetime Rate: 10.15% 9.88% 10.35% 10.10% --------------------------------------------------- ---------------- --------------- --------------- ---------------- Weighted Average FICO Score: 740 742 715 740 --------------------------------------------------- ---------------- --------------- --------------- ---------------- California: 44.9% 53.0% 48.9% 46.8% --------------------------------------------------- ---------------- --------------- --------------- ---------------- Owner Occupied: 95.4% 96.5% 91.3% 95.5% --------------------------------------------------- ---------------- --------------- --------------- ---------------- Cash-out refis: 13.7% 15.2% 13.5% 14.0% --------------------------------------------------- ---------------- --------------- --------------- ---------------- Single Family: 91.8% 93.2% 88.7% 92.0% --------------------------------------------------- ---------------- --------------- --------------- ---------------- (1) October 1, 2003 scheduled balances 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. Neither the issuer of the certificates nor Goldman, Sachs & Co., nor any of their affiliates makes any representation as to the accuracy or completeness of the information herein. 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 with 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 securities and the assets backing any securities discussed herein supersedes all prior information regarding such securities and assets. Any information in this material, whether regarding the assets backing any securities discussed herein or otherwise, is preliminary and will be superseded by the applicable prospectus supplement and any other information subsequently filed with the SEC. The information contained herein will be superseded by the description of the mortgage pool contained in the prospectus supplement relating to the certificates and supersedes all information contained in any collateral term sheets relating to the mortgage pool previously provided by Goldman, Sachs & Co. In addition, we mutually agree that, 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. Further information regarding this material may be obtained upon request. This material is furnished to you solely by Goldman, Sachs & Co., acting as underwriter and not as agent of the issuer.
All information in this Term Sheet, whether regarding assets backing any securities discussed herein or otherwise, will be superseded by the information contained in the final prospectus supplement. October 24, 2003 ------------------------------------------------------------------------------ | Final Structural Term Sheet | ------------------------------------------------------------------------------ $920,034,000 (Approximate) GSR Mortgage Loan Trust 2003-10 GS Mortgage Securities Corp., Depositor Mortgage Pass-Through Certificates, Series 2003-10 Overview of the Offered Certificates ------------------------------------
------------- -------------- ---------- ------------- ----------- ------------------------ ----------- ------------ ------------ Approximate Expected Initial Estimated Principal Moody's/ Principal Credit Pass-Through Collateral Avg. Life Payment S&P Certificates Balance Support Rate (2) Group Type (yrs) (3) Window (4) Ratings (5) ------------- -------------- ---------- ------------- ----------- ------------------------ ----------- ------------ ------------ 1A1 $319,978,000 2.45% 4.77% I PT 2.95 11/03-08/11 Aaa/AAA 1A2 $35,995,000 2.45% 1.79% I SEQ FIX 0.50 11/03-10/04 Aaa/AAA 1A3 $13,570,000 2.45% 3.82% I SEQ FIX 1.25 10/04-04/05 Aaa/AAA 1A4 $50,000,000 2.45% 4.51% I SEQ FIX 2.00 04/05-05/06 Aaa/AAA 1A5 $29,735,000 2.45% 4.77% I SEQ PT 3.00 05/06-04/07 Aaa/AAA 1A6 $26,615,000 2.45% 4.77% I SEQ PT 4.00 04/07-05/08 Aaa/AAA 1A7 $42,821,000 2.45% 4.77% I SEQ PT 6.00 05/08-08/11 Aaa/AAA 1A8 $22,789,000 2.45% 4.77% I SEQ PT 7.82 08/11-08/11 Aaa/AAA 1A9 $99,565,000(1) 2.45% 1.34% I IO NA NA Aaa/AAA 1A10 $49,565,000 2.45% 4.77% I SEQ PT 0.71 11/03-04/05 Aaa/AAA 1A11 $100,000,000 3.00% 4.77% I PT/Super Senior 2.95 11/03-08/11 Aaa/AAA 1A12 $582,000 2.45% 4.77% I PT/Super Senior Support 2.95 11/03-08/11 Aa1/AAA 2A1 $198,263,000 4.90% 4.51% II PT/Super Senior 3.26 11/03-08/11 Aaa/AAA 2A2 $5,108,000 2.45% 4.51% II PT/Super Senior Support 3.26 11/03-08/11 Aa1/AAA 3A1 $25,013,000 2.45% 4.98% III PT 2.96 11/03-08/11 Aaa/AAA ------------- -------------- ---------- ------------- ----------- ------------------------ ----------- ------------ ------------ Total $920,034,000 ------------- -------------- ---------- ------------- ----------- ------------------------ ----------- ------------ ------------ (1) Notional Amount. The initial Class 1A9 Notional Amount for any distribution date will equal the aggregate certificate balance of the Class 1A2, Class 1A3, and Class 1A4 Certificates immediately preceding that Distribution Date. (2) See the Coupons of the Certificates section of this Structural Term Sheet for more information on the Pass-Through Rates of the Certificates. (3) Assuming payment based on a pricing speed of 25% CPR for Group 1 and Group 3 and 22% CPR for Group 2 to the earlier of the Bond Reset Date or the 10% Optional Call for the Senior Certificates. (4) The Stated Final Maturity for the Certificates is the Distribution Date occurring in October 2033. (5) The Senior Certificates are expected to be rated by Moody's and S&P.
Coupons of the Certificates --------------------------- ----------- ------------------- --------------- ---------------------------------------------------------------------- Class Bond Reset Initial Coupon Coupon After Bond Reset Date Date(1) ----------- ------------------- --------------- ---------------------------------------------------------------------- 1A1 June 2013 4.77% Net WAC (approximately 1 Year CMT plus 237 bps) ----------- ------------------- --------------- ---------------------------------------------------------------------- The Minimum of the (1) Group I Net WAC and (2) 1 Year CMT plus 175 1A2 June 2013 1.79% bps ----------- ------------------- --------------- ---------------------------------------------------------------------- The Minimum of the (1) Group I Net WAC and (2) 1 Year CMT plus 175 1A3 June 2013 3.82% bps ----------- ------------------- --------------- ---------------------------------------------------------------------- The Minimum of the (1) Group I Net WAC and (2) 1 Year CMT plus 175 1A4 June 2013 4.51% bps ----------- ------------------- --------------- ---------------------------------------------------------------------- 1A5 June 2013 4.77% Net WAC (approximately 1 Year CMT plus 237 bps) ----------- ------------------- --------------- ---------------------------------------------------------------------- 1A6 June 2013 4.77% Net WAC (approximately 1 Year CMT plus 237 bps) ----------- ------------------- --------------- ---------------------------------------------------------------------- 1A7 June 2013 4.77% Net WAC (approximately 1 Year CMT plus 237 bps) ----------- ------------------- --------------- ---------------------------------------------------------------------- 1A8 June 2013 4.77% Net WAC (approximately 1 Year CMT plus 237 bps) ----------- ------------------- --------------- ---------------------------------------------------------------------- 1A9 June 2013 1.34% Excess Interest from 1A2, 1A3 and 1A4 ----------- ------------------- --------------- ---------------------------------------------------------------------- 1A10 June 2013 4.77% Net WAC (approximately 1 Year CMT plus 237 bps) ----------- ------------------- --------------- ---------------------------------------------------------------------- 1A11 June 2013 4.77% Net WAC (approximately 1 Year CMT plus 237 bps) ----------- ------------------- --------------- ---------------------------------------------------------------------- 1A12 June 2013 4.77% Net WAC (approximately 1 Year CMT plus 237 bps) ----------- ------------------- --------------- ---------------------------------------------------------------------- 2A1 August 2013 4.51% Net WAC (approximately 1 Year CMT plus 237 bps) ----------- ------------------- --------------- ---------------------------------------------------------------------- 2A2 August 2013 4.51% Net WAC (approximately 1 Year CMT plus 237 bps) ----------- ------------------- --------------- ---------------------------------------------------------------------- 3A1 July 2013 4.98% Net WAC (approximately 1 Year CMT plus 237 bps) ----------- ------------------- --------------- ---------------------------------------------------------------------- (1) The certificates are priced to the earlier of the Bond Reset Date or the 10% Optional Call for the Senior Certificates. 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. Neither the issuer of the certificates nor Goldman, Sachs & Co., nor any of their affiliates makes any representation as to the accuracy or completeness of the information herein. 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 with 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 securities and the assets backing any securities discussed herein supersedes all prior information regarding such securities and assets. Any information in this material, whether regarding the assets backing any securities discussed herein or otherwise, is preliminary and will be superseded by the applicable prospectus supplement and any other information subsequently filed with the SEC. The information contained herein will be superseded by the description of the mortgage pool contained in the prospectus supplement relating to the certificates and supersedes all information contained in any collateral term sheets relating to the mortgage pool previously provided by Goldman, Sachs & Co. In addition, we mutually agree that, 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. Further information regarding this material may be obtained upon request. This material is furnished to you solely by Goldman, Sachs & Co., acting as underwriter and not as agent of the issuer.
October 24, 2003 The Mortgage Loans (All Collateral) Scheduled Principal Balance: $943,142,309 Number of Mortgage Loans: 1,791 Average Scheduled Principal Balance: $526,600 Weighted Average Gross Coupon: 5.10% Weighted Average Net Coupon: 4.72% Weighted Average Stated Remaining Term: 356 Weighted Average Seasoning: 4 Weighted Average Months to Roll: 116 Weighted Average Amortized Current LTV Ratio: 62.8% Weighted Average Gross Margin: 2.75% Weighted Average Net Margin: 2.37% Weighted Average Initial Rate Cap: 5.00% Weighted Average Periodic Rate Cap: 2.00% Weighted Average Life Cap: 5.00% Weighted Average Gross Maximum Lifetime Rate: 10.10% Weighted Average FICO Score: 740 Servicer: Wells Fargo
Distribution by Scheduled Principal Balance Number Of Total Dollar Scheduled Principal Scheduled Principal Balance Mortgage Loans (#) Amount ($) Balance (%) ----------------------------------------------------------------------------------------------------- Below $350,000 173 $52,463,849 5.6% $350,001 - $450,000 589 235,454,227 25.0 $450,001 - $550,000 412 204,151,859 21.6 $550,001 - $650,000 314 189,600,867 20.1 $650,001 - $750,000 77 54,930,126 5.8 $750,001 - $1,000,000 223 202,363,937 21.5 $1,000,001-$1,250,000 1 1,191,717 0.1 $1,250,001-$1,500,000 2 2,985,727 0.3 ----------------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ===================================================================================================== Column totals may not add to 100.0% due to rounding
Distribution by Gross Coupon Number Of Total Dollar Scheduled Principal Gross Coupon Mortgage Loans (#) Amount ($) Balance (%) ---------------------------------------------------------------------------------------------------- Below 4.00% 5 $2,473,852 0.3% 4.00- 4.49% 48 25,653,568 2.7 4.50- 4.99% 451 245,043,368 26.0 5.00- 5.49% 1,022 536,699,155 56.9 5.50- 5.74% 207 104,064,617 11.0 5.75- 5.99% 56 27,697,920 2.9 6.00- 6.49% 2 1,509,829 0.2 ---------------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ===================================================================================================== Column totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003
Distribution by Amortized Current Loan-to-Value Ratios Amortized Current Number Of Total Dollar Scheduled Principal Loan-To-Value Ratio Mortgage Loans (#) Amount ($) Balance (%) -------------------------------------------------------------------------------------------------- Below 40.00% 142 $80,835,626 8.6% 40.00 - 49.99% 185 98,924,109 10.5 50.00 - 59.99% 290 162,632,303 17.2 60.00 - 69.99% 535 290,187,261 30.8 70.00 - 79.99% 633 307,702,484 32.6 80.00 - 84.99% 2 1,142,233 0.1 85.00 - 89.99% 4 1,718,293 0.2 -------------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ================================================================================================== Column totals may not add to 100.0% due to rounding
Distribution byPrimary Mortgage Insurance Primary Mortgaget Number Of Total Dollar Scheduled Principal Insurance ("PMI") Mortgage Loans (#) Amount ($) Balance (%) ----------------------------------------------------------------------------------------------------- Amortized CLTV <= 80% 1,785 $940,281,782 99.7% Amortized CLTV > 80% With PMI 6 2,860,526 0.3 ----------------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ===================================================================================================== Column totals may not add to 100.0% due to rounding
Distribution by Stated Remaining Months to Maturity Stated Remaining Number Of Total Dollar Scheduled Principal Term (Months) Mortgage Loans (#) Amount ($) Balance (%) ----------------------------------------------------------------------------------------------------- Under 301 9 $4,512,236 0.5% 337 - 348 1 518,757 0.1 349 - 360 1,781 938,111,316 99.5 ----------------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ===================================================================================================== Column totals may not add to 100.0% due to rounding
Distribution by Index Number Of Total Dollar Scheduled Principal Index Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------------ 1 Year CMT 1,791 $943,142,309 100.0% ------------------------------------------------------------------------------------------------------ Total 1,791 $943,142,309 100.0% ======================================================================================================= Column totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by Months to Roll Number Of Total Dollar Scheduled Principal Months To Roll Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------------ 103 to 108 1 $518,757 0.1% 109 to 114 33 17,541,669 1.9 115 to 120 1,757 925,081,882 98.1 ------------------------------------------------------------------------------------------------------ Total 1,791 $943,142,309 100.0% ======================================================================================================= Column totals may not add to 100.0% due to rounding
Distribution by Gross Margin Number Of Total Dollar Scheduled Principal Gross Margin Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------------- 2.75% 1,791 $943,142,309 100.0% ------------------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ======================================================================================================= Column totals may not add to 100.0% due to rounding
Distribution by Initial Rate Cap Number Of Total Dollar Scheduled Principal Initial Rate Cap Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------------- 5.00% 1,791 $943,142,309 100.0% ------------------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ======================================================================================================= Column totals may not add to 100.0% due to rounding
Distribution by FICO Score Number Of Total Dollar Scheduled Principal FICO Score Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------------ 761 and above 692 $359,825,187 38.2% 741 - 760 317 165,290,614 17.5 721 - 740 230 121,343,445 12.9 701 - 720 211 116,422,026 12.3 681 - 700 165 86,885,213 9.2 661 - 680 112 60,499,992 6.4 641 - 660 40 20,089,201 2.1 621 - 640 19 9,744,633 1.0 581 - 620 3 1,195,482 0.1 561 - 580 1 654,799 0.1 Unavailable 1 1,191,717 0.1 ------------------------------------------------------------------------------------------------------ Total 1,791 $943,142,309 100.0% ====================================================================================================== Column totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by Property State Number Of Total Dollar Scheduled Principal Property State Mortgage Loans (#) Amount ($) Balance (%) ----------------------------------------------------------------------------------------------------- California 816 $441,267,942 46.8% Illinois 106 55,320,174 5.9 Massachusetts 79 42,114,915 4.5 New Jersey 81 39,527,713 4.2 Virginia 83 38,758,617 4.1 New York 58 34,023,042 3.6 Maryland 62 29,902,226 3.2 Connecticut 46 29,347,606 3.1 Washington 58 28,200,831 3.0 All Other(1) 402 204,679,241 21.7 ----------------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ===================================================================================================== Column totals may not add to 100.0% due to rounding (1) Each of the other states is less than 3.0% of the aggregate principal balance
Distribution by Property Type Number Of Total Dollar Scheduled Principal Property Type Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------------- Single Family 1,633 $867,674,884 92.0% Condominium 90 40,159,157 4.3 Hi-Rise Condominium 29 17,309,641 1.8 PUD 19 8,260,792 0.9 2-4 Family 12 5,868,823 0.6 Co-Op 8 3,869,012 0.4 ------------------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ======================================================================================================= Column totals may not add to 100.0% due to rounding
Distribution by Loan Purpose Number Of Total Dollar Scheduled Principal Loan Purpose Mortgage Loans (#) Amount ($) Balance (%) ---------------------------------------------------------------------------------------------------- Rate/Term Refi 990 $529,216,969 56.1% Purchase 537 282,018,711 29.9 Cashout Refi 264 131,906,630 14.0 ---------------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ==================================================================================================== Column totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by Occupancy Number Of Total Dollar Scheduled Principal Occupancy Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------------- Owner Occupied 1,708 $901,105,461 95.5% Second Home 83 42,036,848 4.5 ------------------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ======================================================================================================= Column totals may not add to 100.0% due to rounding
Distribution by Seasoning Number Of Total Dollar Scheduled Principal Seasoning (Months) Mortgage Loans (#) Amount ($) Balance (%) ----------------------------------------------------------------------------------------------------- 0 - 3 706 $374,593,689 39.7% 4 - 6 1,071 560,377,778 59.4 7 - 12 14 8,170,842 0.9 ----------------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ===================================================================================================== Column totals may not add to 100.0% due to rounding
Distribution by Document Status Number Of Total Dollar Scheduled Principal Document Status Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------------- Full Doc 972 $538,817,305 57.1% Asset Only 641 311,530,437 33.0 No Doc 128 66,721,746 7.1 Income Only 50 26,072,820 2.8 ------------------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ======================================================================================================= Column totals may not add to 100.0% due to rounding
Distribution by Property Zip Codes Number Of Total Dollar Scheduled Principal Property Zip Codes Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------------ 92130 17 $8,953,835 0.9% 60521 13 8,628,569 0.9 94010 11 6,795,405 0.7 92037 8 6,559,353 0.7 92679 11 6,555,042 0.7 94583 12 6,303,423 0.7 90049 9 6,261,985 0.7 92660 12 6,045,727 0.6 20878 11 5,594,319 0.6 20817 10 5,533,755 0.6 All Others 1,677 875,910,894 92.9 ------------------------------------------------------------------------------------------------------ Total 1,791 $943,142,309 100.0% ====================================================================================================== Column totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by Delinquency Number Of Total Dollar Scheduled Principal Delinquency Mortgage Loans (#) Amount ($) Balance (%) -------------------------------------------------------------------------------------------------- Current 1,781 $938,049,586 99.5% 30 Days 10 5,092,723 0.5 -------------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ================================================================================================== Column totals may not add to 100.0% due to rounding
Distribution by Final Maturity Year Number Of Total Dollar Scheduled Principal Final Maturity Year Mortgage Loans (#) Amount ($) Balance (%) ----------------------------------------------------------------------------------------------------- 2022 1 $425,091 0.0% 2023 7 3,555,628 0.4 2028 1 531,516 0.1 2032 5 2,925,800 0.3 2033 1,777 935,704,273 99.2 ----------------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ===================================================================================================== Column totals may not add to 100.0% due to rounding
Distribution by First Payment Year Number Of Total Dollar Scheduled Principal First Payment Year Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------------- 2002 2 $831,939 0.1% 2003 1,789 942,310,369 99.9 ------------------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ======================================================================================================= Column totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by First Rate Change Date Number Of Total Dollar Scheduled Principal First Rate Change Date Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 10/1/2012 1 $518,757 0.1% 11/1/2012 1 313,183 0.0 12/1/2012 4 2,518,952 0.3 1/1/2013 5 3,399,858 0.4 2/1/2013 1 426,174 0.0 3/1/2013 2 993,919 0.1 4/1/2013 20 9,889,584 1.0 5/1/2013 159 81,935,610 8.7 6/1/2013 892 468,552,584 49.7 7/1/2013 604 323,930,851 34.3 8/1/2013 70 36,103,318 3.8 9/1/2013 32 14,559,520 1.5 ------------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ================================================================================================= Column totals may not add to 100.0% due to rounding
Distribution by Original Term Number Of Total Dollar Scheduled Principal Original Term (Months) Mortgage Loans (#) Amount ($) Balance (%) --------------------------------------------------------------------------------------------------- Under 313 9 $4,512,236 0.5% 349 - 360 1,782 938,630,073 99.5 --------------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% =================================================================================================== Column totals may not add to 100.0% due to rounding
Distribution by Maximum Rate Number Of Total Dollar Scheduled Principal Maximum Rate Mortgage Loans (#) Amount ($) Balance (%) --------------------------------------------------------------------------------------------------- 8.50- 8.99% 5 $2,473,852 0.3% 9.00- 9.49% 48 25,653,568 2.7 9.50- 9.99% 451 245,043,368 26.0 10.00-10.49% 1,022 536,699,155 56.9 10.50-10.99% 263 131,762,537 14.0 11.00-11.49% 2 1,509,829 0.2 ---------------------------------------------------------------------------------------------------- Total 1,791 $943,142,309 100.0% ==================================================================================================== Column totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 The Mortgage Loans (Group 1) Scheduled Principal Balance: $709,021,247 Number of Mortgage Loans: 1,350 Average Scheduled Principal Balance: $525,200 Weighted Average Gross Coupon: 5.15% Weighted Average Net Coupon: 4.77% Weighted Average Stated Remaining Term: 356 Weighted Average Seasoning: 4 Weighted Average Months to Roll: 116 Weighted Average Amortized Current LTV Ratio: 62.9% Weighted Average Gross Margin: 2.75% Weighted Average Net Margin: 2.37% Weighted Average Initial Rate Cap: 5.00% Weighted Average Periodic Rate Cap: 2.00% Weighted Average Life Cap: 5.00% Weighted Average Gross Maximum Lifetime Rate: 10.15% Weighted Average FICO Score: 740 Servicer: Wells Fargo Distribution by Scheduled Principal Balance
Number Of Total Dollar Scheduled Principal Scheduled Principal Balance Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------------ Below $350,000 129 $ 39,184,140 5.5% $350,001 - $450,000 451 180,555,485 25.5 $450,001 - $550,000 310 153,847,347 21.7 $550,001 - $650,000 235 141,072,988 19.9 $650,001 - $750,000 60 42,928,240 6.1 $750,001 - $1,000,000 162 147,255,604 20.8 $1,000,001-$1,250,000 1 1,191,717 0.2 $1,250,001-$1,500,000 2 2,985,727 0.4 ------------------------------------------------------------------------------------------------------ Total 1,350 $709,021,247 100.0% ====================================================================================================== Column totals may not add to 100.0% due to rounding
Distribution by Gross Coupon
Number Of Total Dollar Scheduled Principal Gross Coupon Mortgage Loans (#) Amount ($) Balance (%) --------------------------------------------------------------------------------------------------- Below 4.00% 2 $ 796,453 0.1% 4.00- 4.49% 21 12,377,283 1.7 4.50- 4.99% 263 143,482,096 20.2 5.00- 5.49% 828 433,079,107 61.1 5.50- 5.74% 183 92,047,318 13.0 5.75- 5.99% 51 25,729,161 3.6 6.00- 6.49% 2 1,509,829 0.2 -------------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% ================================================================================================== Column totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by Amortized Current Loan-to-Value Ratios Amortized Current Number Of Total Dollar Scheduled Principal Loan-To-Value Mortgage Loans (#) Amount ($) Balance (%) --------------------------------------------------------------------------------------------------- Below 40.00% 110 $ 60,981,932 8.6% 40.00 - 49.99% 140 74,901,367 10.6 50.00 - 59.99% 213 119,222,866 16.8 60.00 - 69.99% 396 217,565,248 30.7 70.00 - 79.99% 486 233,925,265 33.0 80.00 - 84.99% 2 1,142,233 0.2 85.00 - 89.99% 3 1,282,336 0.2 --------------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% ==================================================================================================== Column totals may not add to 100.0% due to rounding
Distribution by Primary Mortgage Insurance Primary Mortgage Number Of Total Dollar Scheduled Principal Insurance ("PMI") Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------------ Amortized CLTV <= 80% 1,345 $706,596,678 99.7% Amortized CLTV > 80% With PMI 5 2,424,569 0.3 ------------------------------------------------------------------------------------------------------ Total 1,350 $709,021,247 100.0% ====================================================================================================== Column totals may not add to 100.0% due to rounding
Distribution by Stated Remaining Months to Maturity Stated Remaining Number Of Total Dollar Scheduled Principal Term (Months) Mortgage Loans (#) Amount ($) Balance (%) -------------------------------------------------------------------------------------------------- Under 301 4 $ 1,727,935 0.2% 337 - 348 1 518,757 0.1 349 - 360 1,345 706,774,555 99.7 -------------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% ================================================================================================== Column totals may not add to 100.0% due to rounding
Distribution by Index Number Of Total Dollar Scheduled Principal Index Mortgage Loans (#) Amount ($) Balance (%) ----------------------------------------------------------------------------------------------- 1 Year CMT 1,350 $709,021,247 100.0% ----------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% =============================================================================================== Column totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by Months to Roll
Number Of Total Dollar Scheduled Principal Months To Roll Mortgage Loans (#) Amount ($) Balance (%) ---------------------------------------------------------------------------------------------- 103 to 108 1 $ 518,757 0.1% 109 to 114 31 16,572,052 2.3 115 to 120 1,318 691,930,438 97.6 ---------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% ============================================================================================== Column totals may not add to 100.0% due to rounding
Distribution by Gross Margin Number Of Total Dollar Scheduled Principal Gross Margin Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------ 2.75% 1,350 $709,021,247 100.0% ------------------------------------------------------------------------------------------------ Total 1,350 $709,021,247 100.0% ================================================================================================ Column totals may not add to 100.0% due to rounding
Distribution by Initial Rate Cap Number Of Total Dollar Scheduled Principal Initial Rate Cap Mortgage Loans (#) Amount ($) Balance (%) --------------------------------------------------------------------------------------------------- 5.00% 1,350 $709,021,247 100.0% Total 1,350 $709,021,247 100.0% --------------------------------------------------------------------------------------------------- Column totals may not add to 100.0% due to rounding
Distribution by FICO Score Number Of Total Dollar Scheduled Principal FICO Score Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------ 761 and above 528 $276,706,769 39.0% 741 - 760 223 115,541,947 16.3 721 - 740 177 93,459,872 13.2 701 - 720 166 91,199,585 12.9 681 - 700 124 63,186,517 8.9 661 - 680 85 45,599,450 6.4 641 - 660 28 13,462,060 1.9 621 - 640 15 7,477,848 1.1 581 - 620 3 1,195,482 0.2 Unavailable 1 1,191,717 0.2 ------------------------------------------------------------------------------------------------ Total 1,350 $709,021,247 100.0% ================================================================================================ Column totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by Property State
Number Of Total Dollar Scheduled Principal Property State Mortgage Loans (#) Amount ($) Balance (%) ---------------------------------------------------------------------------------------------------- California 595 $318,288,451 44.9% Illinois 80 41,825,156 5.9 Massachusetts 65 34,929,322 4.9 New Jersey 62 30,738,518 4.3 Virginia 65 29,800,368 4.2 New York 49 29,132,929 4.1 Maryland 51 24,762,326 3.5 Washington 46 22,786,355 3.2 Connecticut 35 21,639,570 3.1 All Other(1) 302 155,118,251 21.9 ---------------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% ==================================================================================================== Column totals may not add to 100.0% due to rounding (1) Each of the other states is less than 3.0% of the aggregate principal balance
Distribution by Property Type Number Of Total Dollar Scheduled Principal Property Type Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------------ Single Family 1,227 $650,651,949 91.8% Condominium 68 29,286,071 4.1 Hi-Rise Condominium 24 14,878,011 2.1 PUD 15 6,206,241 0.9 2-4 Family 10 5,046,672 0.7 Co-Op 6 2,952,303 0.4 ------------------------------------------------------------------------------------------------------ Total 1,350 $709,021,247 100.0% ====================================================================================================== Column totals may not add to 100.0% due to rounding
Distribution by Loan Purpose Number Of Total Dollar Scheduled Principal Loan Purpose Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------ Rate/Term Refi 752 $399,656,326 56.4% Purchase 403 212,590,368 30.0 Cashout Refi 195 96,774,553 13.7 ------------------------------------------------------------------------------------------------ Total 1,350 $709,021,247 100.0% ================================================================================================ Column totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by Occupancy
Number Of Total Dollar Scheduled Principal Occupancy Mortgage Loans (#) Amount ($) Balance (%) --------------------------------------------------------------------------------------------------- Owner Occupied 1,288 $676,557,932 95.4% Second Home 62 32,463,315 4.6 --------------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% =================================================================================================== Column totals may not add to 100.0% due to rounding
Distribution by Seasoning Number Of Total Dollar Scheduled Principal Seasoning (Months) Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------------ 0 - 3 298 $158,442,196 22.3% 4 - 6 1,039 542,833,300 76.6 7 - 12 13 7,745,751 1.1 ------------------------------------------------------------------------------------------------------ Total 1,350 $709,021,247 100.0% ====================================================================================================== Column totals may not add to 100.0% due to rounding
Distribution by Document Status Number Of Total Dollar Scheduled Principal Document Status Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------ Full Doc 742 $407,795,012 57.5% Asset Only 463 224,798,537 31.7 No Doc 107 57,331,267 8.1 Income Only 38 19,096,432 2.7 ------------------------------------------------------------------------------------------------ Total 1,350 $709,021,247 100.0% ================================================================================================ Column totals may not add to 100.0% due to rounding
Distribution by Property Zip Codes Number Of Total Dollar Scheduled Principal Property Zip Codes Mortgage Loans (#) Amount ($) Balance (%) --------------------------------------------------------------------------------------------------- 60521 10 $ 6,872,034 1.0% 92130 12 6,298,181 0.9 92679 9 5,517,178 0.8 92660 10 4,918,511 0.7 20878 9 4,684,009 0.7 92037 6 4,641,162 0.7 90210 6 4,313,765 0.6 94549 7 4,165,062 0.6 94010 7 4,112,121 0.6 08226 7 3,849,748 0.5 All Others 1,267 659,649,476 93.0 --------------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% =================================================================================================== Column totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by Delinquency
Number Of Total Dollar Scheduled Principal Delinquency Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- Current 1,343 $705,377,143 99.5% 30 Days 7 3,644,104 0.5 ------------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% ================================================================================================== Column totals may not add to 100.0% due to rounding
Distribution by Final Maturity Year Number Of Total Dollar Scheduled Principal Final Maturity Year Mortgage Loans (#) Amount ($) Balance (%) ----------------------------------------------------------------------------------------------------- 2023 3 $1,196,419 0.2% 2028 1 531,516 0.1 2032 5 2,925,800 0.4 2033 1,341 704,367,513 99.3 ----------------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% ===================================================================================================== Column totals may not add to 100.0% due to rounding
Distribution by First Payment Year Number Of Total Dollar Scheduled Principal First Payment Year Mortgage Loans (#) Amount ($) Balance (%) ---------------------------------------------------------------------------------------------------- 2002 2 $831,939 0.1% 2003 1,348 708,189,308 99.9 ---------------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% ==================================================================================================== Column totals may not add to 100.0% due to rounding
Distribution by First Rate Change Date Number Of Total Dollar Scheduled Principal First Rate Change Date Mortgage Loans (#) Amount ($) Balance (%) ---------------------------------------------------------------------------------------------------- 10/1/2012 1 $ 518,757 0.1% 11/1/2012 1 313,183 0.0 12/1/2012 3 2,093,860 0.3 1/1/2013 5 3,399,858 0.5 2/1/2013 1 426,174 0.1 3/1/2013 2 993,919 0.1 4/1/2013 19 9,345,058 1.3 5/1/2013 157 81,089,534 11.4 6/1/2013 863 452,398,708 63.8 7/1/2013 298 158,442,196 22.3 ---------------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% ==================================================================================================== Column totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by Original Term
Number Of Total Dollar Scheduled Principal Original Term (Months) Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------------ Under 313 4 $ 1,727,935 0.2% 349 - 360 1,346 707,293,312 99.8 ------------------------------------------------------------------------------------------------------ Total 1,350 $709,021,247 100.0% ====================================================================================================== Column totals may not add to 100.0% due to rounding
Distribution by Maximum Rate Number Of Total Dollar Scheduled Principal Maximum Rate Mortgage Loans (#) Amount ($) Balance (%) ---------------------------------------------------------------------------------------------------- 8.50- 8.99% 2 $ 796,453 0.1% 9.00- 9.49% 21 12,377,283 1.7 9.50- 9.99% 263 143,482,096 20.2 10.00-10.49% 828 433,079,107 61.1 10.50-10.99% 234 117,776,479 16.6 11.00-11.49% 2 1,509,829 0.2 ---------------------------------------------------------------------------------------------------- Total 1,350 $709,021,247 100.0% ==================================================================================================== Column totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 The Mortgage Loans (Group 2) Scheduled Principal Balance: $208,478,852 Number of Mortgage Loans: 391 Average Scheduled Principal Balance: $533,200 Weighted Average Gross Coupon: 4.88% Weighted Average Net Coupon: 4.51% Weighted Average Stated Remaining Term: 356 Weighted Average Seasoning: 3 Weighted Average Months to Roll: 117 Weighted Average Amortized Current LTV Ratio: 62.4% Weighted Average Gross Margin: 2.75% Weighted Average Net Margin: 2.37% Weighted Average Initial Rate Cap: 5.00% Weighted Average Periodic Rate Cap: 2.00% Weighted Average Life Cap: 5.00% Weighted Average Gross Maximum Lifetime Rate: 9.88% Weighted Average FICO Score: 742 Servicer: Wells Fargo
Distribution by Scheduled Principal Balance Number Of Total Dollar Scheduled Principal Scheduled Principal Balance Mortgage Loans (#) Amount ($) Balance (%) ----------------------------------------------------------------------------------------------------- Below $350,000 38 $ 11,649,125 5.6% $350,001 - $450,000 122 48,622,159 23.3 $450,001 - $550,000 90 44,389,258 21.3 $550,001 - $650,000 71 43,635,040 20.9 $650,001 - $750,000 17 12,001,887 5.8 $750,001 - $1,000,000 53 48,181,384 23.1 ----------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ===================================================================================================== Column Totals may not add to 100.0% due to rounding
Distribution by Gross Coupon Number Of Total Dollar Scheduled Principal Gross Coupon Mortgage Loans (#) Amount ($) Balance (%) ---------------------------------------------------------------------------------------------------- Below 4.00% 3 $ 1,677,400 0.8% 4.00- 4.49% 27 13,276,285 6.4 4.50- 4.99% 188 101,561,273 48.7 5.00- 5.49% 159 85,009,678 40.8 5.50- 5.74% 10 5,203,473 2.5 5.75- 5.99% 4 1,750,744 0.8 ---------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ==================================================================================================== Column Totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by Amortized Current Loan-to-Value Ratios
Amortized Current Number Of Total Dollar Scheduled Principal Loan-To-Value Ratio Mortgage Loans (#) Amount ($) Balance (%) --------------------------------------------------------------------------------------------------- Below 40.00% 29 $ 18,018,092 8.6% 40.00 - 49.99% 39 20,815,148 10.0 50.00 - 59.99% 70 40,145,957 19.3 60.00 - 69.99% 124 64,873,123 31.1 70.00 - 79.99% 129 64,626,532 31.0 --------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% =================================================================================================== Column Totals may not add to 100.0% due to rounding
Distribution by Primary Mortgage Insurance Primary Mortgage Number Of Total Dollar Scheduled Principal Insurance ("PMI") Mortgage Loans (#) Amount ($) Balance (%) --------------------------------------------------------------------------------------------------- Amortized CLTV <= 80% 391 $208,478,852 100.0% --------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% =================================================================================================== Column Totals may not add to 100.0% due to rounding
Distribution by Stated Remaining Months to Maturity Stated Remaining Number Of Total Dollar Scheduled Principal Term (Months) Mortgage Loans (#) Amount ($) Balance (%) ---------------------------------------------------------------------------------------------------- Under 301 5 $ 2,784,301 1.3% 349 - 360 386 205,694,551 98.7 ---------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ==================================================================================================== Column Totals may not add to 100.0% due to rounding
Distribution by Index Number Of Total Dollar Scheduled Principal Index Mortgage Loans (#) Amount ($) Balance (%) -------------------------------------------------------------------------------------------------- 1 YR CMT 391 $208,478,852 100.0% -------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ================================================================================================== Column Totals may not add to 100.0% due to rounding
Distribution by Months to Roll Number Of Total Dollar Scheduled Principal Months To Roll Mortgage Loans (#) Amount ($) Balance (%) ---------------------------------------------------------------------------------------------------- 109 to 114 2 $ 969,617 0.5% 115 to 120 389 207,509,235 99.5 ---------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ==================================================================================================== Column Totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by Gross Margin
Number Of Total Dollar Scheduled Principal Gross Margin Mortgage Loans (#) Amount ($) Balance (%) ---------------------------------------------------------------------------------------------- 2.75% 391 $208,478,852 100.0% ---------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% =============================================================================================== Column Totals may not add to 100.0% due to rounding
Distribution by Initial Rate Cap Number Of Total Dollar Scheduled Principal Initial Rate Cap Mortgage Loans (#) Amount ($) Balance (%) ----------------------------------------------------------------------------------------------- 5.00% 391 $208,478,852 100.0% ----------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% =============================================================================================== Column Totals may not add to 100.0% due to rounding
Distribution by FICO Score Number Of Total Dollar Scheduled Principal FICO Score Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------ 761 and above 153 $ 78,333,192 37.6% 741 - 760 86 45,483,426 21.8 721 - 740 48 24,915,684 12.0 701 - 720 39 22,463,123 10.8 681 - 700 32 18,530,305 8.9 661 - 680 22 12,421,610 6.0 641 - 660 7 3,903,126 1.9 621 - 640 3 1,773,586 0.9 561 - 580 1 654,799 0.3 ------------------------------------------------------------------------------------------------ Total 391 $208,478,852 100.0% ================================================================================================ Column Totals may not add to 100.0% due to rounding
Distribution by Property State Number Of Total Dollar Scheduled Principal Property State Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------ California 198 $110,443,919 53.0% Illinois 23 12,041,360 5.8 New Jersey 17 8,000,895 3.8 Florida 15 7,980,970 3.8 Virginia 16 7,864,006 3.8 Connecticut 9 6,521,551 3.1 Massachusetts 12 6,184,450 3.0 All Other(1) 101 49,441,701 23.7 ------------------------------------------------------------------------------------------------ Total 391 $208,478,852 100.0% ================================================================================================ Column Totals may not add to 100.0% due to rounding (1) Each of the other states is less than 3.0% of the aggregate principal balance This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by Property Type Number Of Total Dollar Scheduled Principal Property Type Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- Single Family 362 $194,281,803 93.2% Condominium 17 8,344,191 4.0 Hi-Rise Condominium 5 2,431,630 1.2 PUD 4 2,054,551 1.0 2-4 Family 2 822,151 0.4 Co-Op 1 544,526 0.3 ------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ================================================================================================== Column Totals may not add to 100.0% due to rounding
Distribution by Loan Purpose Number Of Total Dollar Scheduled Principal Loan Purpose Mortgage Loans (#) Amount ($) Balance (%) -------------------------------------------------------------------------------------------------- Rate/Term Refi 209 $114,044,318 54.7% Purchase 119 62,753,356 30.1 Cashout Refi 63 31,681,178 15.2 -------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ================================================================================================== Column Totals may not add to 100.0% due to rounding
Distribution by Occupancy Number Of Total Dollar Scheduled Principal Occupancy Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- Owner Occupied 376 $201,131,816 96.5% Second Home 15 7,347,036 3.5 ------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by Seasoning Number Of Total Dollar Scheduled Principal Seasoning (Months) Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------ 0 - 3 373 $198,489,445 95.2% 4 - 6 17 9,564,315 4.6 7 - 12 1 425,091 0.2 ------------------------------------------------------------------------------------------------ Total 391 $208,478,852 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by Document Status Number Of Total Dollar Scheduled Principal Document Status Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- Full Doc 205 $117,392,070 56.3% Asset Only 161 78,829,928 37.8 Income Only 12 6,976,389 3.3 No Doc 13 5,280,464 2.5 ------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by Property Zip Codes Number Of Total Dollar Scheduled Principal Property Zip Codes Mortgage Loans (#) Amount ($) Balance (%) ---------------------------------------------------------------------------------------------- 94901 5 $ 2,999,500 1.4% 94010 4 2,683,285 1.3 94583 4 2,373,613 1.1 92648 3 2,328,878 1.1 93108 3 2,267,257 1.1 94022 3 2,176,068 1.0 92130 4 2,162,457 1.0 94550 3 2,147,802 1.0 94507 3 2,066,076 1.0 06840 2 1,994,880 1.0 All Other 357 185,279,035 88.9 ---------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ============================================================================================== Column Totals may not add to 100.0% due to rounding
Distribution by Delinquency Number Of Total Dollar Scheduled Principal Delinquency Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------ Current 388 $207,030,232 99.3% 30 days 3 1,448,619 0.7 ------------------------------------------------------------------------------------------------ Total 391 $208,478,852 100.0% ================================================================================================ Column Totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by Final Maturity Year
Number Of Total Dollar Scheduled Principal Final Maturity Year Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------------ 2022 1 $ 425,091 0.2% 2023 4 2,359,210 1.1 2033 386 205,694,551 98.7 ------------------------------------------------------------------------------------------------------ Total 391 $208,478,852 100.0% ====================================================================================================== Column Totals may not add to 100.0% due to rounding
Distribution by First Payment Year Number Of Total Dollar Scheduled Principal First Payment Year Mortgage Loans (#) Amount ($) Balance (%) ----------------------------------------------------------------------------------------------------- 2003 391 $208,478,852 100.0% ----------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ===================================================================================================== Column Totals may not add to 100.0% due to rounding
Distribution by First Rate Change Date Number Of Total Dollar Scheduled Principal First Rate Change Date Mortgage Loans (#) Amount ($) Balance (%) ----------------------------------------------------------------------------------------------------- 12/1/2012 1 $ 425,091 0.2% 4/1/2013 1 544,526 0.3 6/1/2013 16 9,019,790 4.3 7/1/2013 271 147,826,607 70.9 8/1/2013 70 36,103,318 17.3 9/1/2013 32 14,559,520 7.0 ----------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ===================================================================================================== Column Totals may not add to 100.0% due to rounding
Distribution by Original Term Number Of Total Dollar Scheduled Principal Original Term (Months) Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------------ Under 313 5 $ 2,784,301 1.3% 349 - 360 386 205,694,551 98.7 ------------------------------------------------------------------------------------------------------ Total 391 $208,478,852 100.0% ====================================================================================================== Column Totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by Maximum Rate
Number Of Total Dollar Scheduled Principal Maximum Rate Mortgage Loans (#) Amount ($) Balance (%) -------------------------------------------------------------------------------------------------- 8.50- 8.99% 3 $ 1,677,400 0.8% 9.00- 9.49% 27 13,276,285 6.4 9.50- 9.99% 188 101,561,273 48.7 10.00-10.49% 159 85,009,678 40.8 10.50-10.99% 14 6,954,217 3.3 -------------------------------------------------------------------------------------------------- Total 391 $208,478,852 100.0% ================================================================================================== Column Totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 The Mortgage Loans (Group 3) Scheduled Principal Balance: $25,642,210 Number of Mortgage Loans: 50 Average Scheduled Principal Balance: $512,800 Weighted Average Gross Coupon: 5.35% Weighted Average Net Coupon: 4.98% Weighted Average Stated Remaining Term: 357 Weighted Average Seasoning: 3 Weighted Average Months to Roll: 117 Weighted Average Amortized Current LTV Ratio: 64.0% Weighted Average Gross Margin: 2.75% Weighted Average Net Margin: 2.37% Weighted Average Initial Rate Cap: 5.00% Weighted Average Periodic Rate Cap: 2.00% Weighted Average Life Cap: 5.00% Weighted Average Gross Maximum Lifetime Rate: 10.35% Weighted Average FICO Score: 715 Servicer: Wells Fargo
Distribution by Scheduled Principal Balance Number Of Total Dollar Scheduled Principal Scheduled Principal Balance Mortgage Loans (#) Amount ($) Balance (%) -------------------------------------------------------------------------------------------------- Below $350,000 6 $ 1,630,585 6.4% $350,001 - $450,000 16 6,276,583 24.5 $450,001 - $550,000 12 5,915,254 23.1 $550,001 - $650,000 8 4,892,840 19.1 $750,001 - $1,000,000 8 6,926,949 27.0 -------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================== Column Totals may not add to 100.0% due to rounding
Distribution by Gross Coupon Number Of Total Dollar Scheduled Principal Gross Coupon Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 5.00- 5.49% 35 $18,610,370 72.6% 5.50- 5.74% 14 6,813,826 26.6 5.75- 5.99% 1 218,014 0.9 ------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003
Distribution by Amortized Current Loan-to-Value Ratios Amortized Current Number Of Total Dollar Scheduled Principal Loan-To-Value Ratio Mortgage Loans (#) Amount ($) Balance (%) -------------------------------------------------------------------------------------------------- Below 40.00% 3 $ 1,835,603 7.2% 40.00 - 49.99% 6 3,207,593 12.5 50.00 - 59.99% 7 3,263,480 12.7 60.00 - 69.99% 15 7,748,890 30.2 70.00 - 79.99% 18 9,150,687 35.7 80.00 - 89.99% 1 435,957 1.7 -------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================== Column Totals may not add to 100.0% due to rounding
Distribution by Primary Mortgage Insurance Primary Mortgage Number Of Total Dollar Scheduled Principal Insurance ("PMI") Mortgage Loans (#) Amount ($) Balance (%) --------------------------------------------------------------------------------------------------- Amortized CLTV <= 80% 49 $25,206,253 98.3% Amortized CLTV > 80% With PMI 1 435,957 1.7 --------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% =================================================================================================== Column Totals may not add to 100.0% due to rounding
Distribution by Stated Remaining Months to Maturity Stated Remaining Number Of Total Dollar Scheduled Principal Term (Months) Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 349 - 360 50 $25,642,210 100.0% ------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================== Column Totals may not add to 100.0% due to rounding
Distribution by Index Number Of Total Dollar Scheduled Principal Index Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 1 YR CMT 50 $25,642,210 100.0% ------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================== Column Totals may not add to 100.0% due to rounding
Distribution by Months to Roll Number Of Total Dollar Scheduled Principal Months To Roll Mortgage Loans (#) Amount ($) Balance (%) --------------------------------------------------------------------------------------------------- 115 to 120 50 $25,642,210 100.0% --------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% =================================================================================================== Column Totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by Gross Margin
Number Of Total Dollar Scheduled Principal Gross Margin Mortgage Loans (#) Amount ($) Balance (%) -------------------------------------------------------------------------------------------------- 2.75% 50 $25,642,210 100.0% -------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================== Column Totals may not add to 100.0% due to rounding
Distribution by Initial Rate Cap Number Of Total Dollar Scheduled Principal Initial Rate Cap Mortgage Loans (#) Amount ($) Balance (%) -------------------------------------------------------------------------------------------------- 5.00% 50 $25,642,210 100.0% -------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================== Column Totals may not add to 100.0% due to rounding
Distribution by FICO Score Number Of Total Dollar Scheduled Principal FICO Score Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 761 and above 11 $ 4,785,226 18.7% 741 - 760 8 4,265,241 16.6 721 - 740 5 2,967,889 11.6 701 - 720 6 2,759,318 10.8 681 - 700 9 5,168,392 20.2 661 - 680 5 2,478,931 9.7 641 - 660 5 2,724,015 10.6 621 - 640 1 493,198 1.9 ------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================== Column Totals may not add to 100.0% due to rounding
Distribution by Property State Number Of Total Dollar Scheduled Principal Property State Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- California 23 $12,535,573 48.9% New York 3 1,466,520 5.7 Illinois 3 1,453,658 5.7 Connecticut 2 1,186,485 4.6 Virginia 2 1,094,243 4.3 Massachusetts 2 1,001,143 3.9 Florida 2 919,810 3.6 Nevada 1 812,183 3.2 New Jersey 2 788,299 3.1 All Other(1) 10 4,384,295 17.1 ------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding (1) Each of the other states is less than 3.0% of the aggregate principal balance This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by Property Type
Number Of Total Dollar Scheduled Principal Property Type Mortgage Loans (#) Amount ($) Balance (%) -------------------------------------------------------------------------------------------------- Single Family 44 $22,741,132 88.7% Condominium 5 2,528,895 9.9 Co-Op 1 372,183 1.5 -------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================== Column Totals may not add to 100.0% due to rounding
Distribution by Loan Purpose Number Of Total Dollar Scheduled Principal Loan Purpose Mortgage Loans (#) Amount ($) Balance (%) --------------------------------------------------------------------------------------------------- Rate/Term Refi 29 $15,516,325 60.5% Purchase 15 6,674,987 26.0 Cashout Refi 6 3,450,898 13.5 --------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% =================================================================================================== Column Totals may not add to 100.0% due to rounding
Distribution by Occupancy Number Of Total Dollar Scheduled Principal Occupancy Mortgage Loans (#) Amount ($) Balance (%) ---------------------------------------------------------------------------------------------------- Owner Occupied 44 $23,415,713 91.3% Second Home 6 2,226,497 8.7 ---------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ==================================================================================================== Column Totals may not add to 100.0% due to rounding
Distribution by Seasoning Number Of Total Dollar Scheduled Principal Seasoning (Months) Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------------ 0 - 3 35 $17,662,048 68.9% 4 - 6 15 7,980,162 31.1 ------------------------------------------------------------------------------------------------------ Total 50 $25,642,210 100.0% ====================================================================================================== Column Totals may not add to 100.0% due to rounding
Distribution by Document Status Number Of Total Dollar Scheduled Principal Document Status Mortgage Loans (#) Amount ($) Balance (%) ---------------------------------------------------------------------------------------------------- Full Doc 25 $13,630,223 53.2% Asset Only 17 7,901,972 30.8 No Doc 8 4,110,015 16.0 ---------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ==================================================================================================== Column Totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by Property Zip Codes
Number Of Total Dollar Scheduled Principal Property Zip Codes Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------ 90049 2 $ 1,436,437 5.6% 94040 2 1,005,165 3.9 94027 1 996,701 3.9 90067 1 859,106 3.4 90024 2 854,089 3.3 90265 1 835,552 3.3 06883 1 830,121 3.2 89511 1 812,183 3.2 91108 1 802,317 3.1 91207 1 795,480 3.1 All Other 37 16,415,058 64.0 ------------------------------------------------------------------------------------------------ Total 50 $25,642,210 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by Delinquency Number Of Total Dollar Scheduled Principal Delinquency Mortgage Loans (#) Amount ($) Balance (%) ----------------------------------------------------------------------------------------------- Current 50 $25,642,210 100.0% ----------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% =============================================================================================== Column Totals may not add to 100.0% due to rounding
Distribution by Final Maturity Year Number Of Total Dollar Scheduled Principal Final Maturity Year Mortgage Loans (#) Amount ($) Balance (%) -------------------------------------------------------------------------------------------------- 2033 50 $25,642,210 100.0% -------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================== Column Totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.
October 24, 2003 Distribution by First Payment Year Number Of Total Dollar Scheduled Principal First Payment Year Mortgage Loans (#) Amount ($) Balance (%) --------------------------------------------------------------------------------------------- 2003 50 $25,642,210 100.0% --------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ============================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by First Rate Change Date Number Of Total Dollar Scheduled Principal First Rate Change Date Mortgage Loans (#) Amount ($) Balance (%) ------------------------------------------------------------------------------------------------- 5/1/2013 2 $ 846,076 3.3% 6/1/2013 13 7,134,086 27.8 7/1/2013 35 17,662,048 68.9 ------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================= Column Totals may not add to 100.0% due to rounding
Distribution by Original Term Number Of Total Dollar Scheduled Principal Original Term (Months) Mortgage Loans (#) Amount ($) Balance (%) -------------------------------------------------------------------------------------------------- 349 - 360 50 $25,642,210 100.0% -------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================== Column Totals may not add to 100.0% due to rounding
Distribution by Maximum Rate Number Of Total Dollar Scheduled Principal Maximum Rate Mortgage Loans (#) Amount ($) Balance (%) -------------------------------------------------------------------------------------------------- 10.00-10.49% 35 $18,610,370 72.6% 10.50-10.99% 15 7,031,840 27.4 -------------------------------------------------------------------------------------------------- Total 50 $25,642,210 100.0% ================================================================================================== Column Totals may not add to 100.0% due to rounding This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding such securities and 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 and by any other information subsequently filed with the Securities and Exchange Commission ("SEC"). This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, we mutually agree that, 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 & Co. imposing any limitation of any kind.