EX-99 5 exhibit992.htm EXHIBIT 99.2 Exhibit 99.2

GSR05AR1 - Price/Yield - 1A1

LIBOR_1YR

3.11

CMT_1YR

2.82

Balance

$206,045,000.00

Delay

24

Coupon

4.457

Dated

1/1/2005

SWAPS

Settle

1/31/2005

First Payment

2/25/2005

1YR

3.11

2YR

3.5471

3YR

3.7681

4YR

3.9493

5YR

4.1105


Price

0 CPB

15 CPB

25 CPB

35 CPB

45 CPB

 
       

100.40234

4.235

4.161

4.099

4.024

3.930

Yield

       

100.40234

56

60

64

68

70

Spread

       

100.43359

4.221

4.145

4.080

4.002

3.904

Yield

       

100.43359

55

58

63

66

67

Spread

       

100.46484

4.208

4.129

4.062

3.980

3.879

Yield

       

100.46484

54

56

61

64

64

Spread

       

100.49609

4.195

4.113

4.043

3.959

3.853

Yield

       

100.49609

52

55

59

62

62

Spread

       

100.52734

4.182

4.097

4.025

3.937

3.828

Yield

       

100.52734

51

53

57

60

59

Spread

100.55859

4.169

4.081

4.006

3.916

3.802

Yield

100.55859

50

52

55

58

57

Spread

100.58984

4.156

4.065

3.988

3.894

3.777

Yield

100.58984

48

50

53

55

54

Spread

100.62109

4.143

4.049

3.969

3.873

3.751

Yield

100.62109

47

48

51

53

52

Spread

100.65234

4.130

4.033

3.951

3.851

3.726

Yield

100.65234

46

47

50

51

49

Spread

100.68359

4.117

4.017

3.933

3.830

3.701

Yield

100.68359

44

45

48

49

47

Spread

100.71484

4.104

4.002

3.914

3.808

3.675

Yield

100.71484

43

44

46

47

44

Spread

100.74609

4.091

3.986

3.896

3.787

3.650

Yield

100.74609

42

42

44

45

42

Spread

100.77734

4.078

3.970

3.877

3.765

3.625

Yield

100.77734

41

40

42

43

39

Spread

100.80859

4.065

3.954

3.859

3.744

3.599

Yield

100.80859

39

39

40

40

36

Spread

100.83984

4.052

3.938

3.840

3.722

3.574

Yield

100.83984

38

37

39

38

34

Spread

100.87109

4.039

3.922

3.822

3.701

3.549

Yield

100.87109

37

36

37

36

31

Spread

100.90234

4.026

3.906

3.804

3.679

3.523

Yield

100.90234

35

34

35

34

29

Spread

100.93359

4.013

3.890

3.785

3.658

3.498

Yield

100.93359

34

33

33

32

26

Spread

100.96484

4.000

3.874

3.767

3.636

3.473

Yield

100.96484

33

31

31

30

24

Spread

100.99609

3.988

3.858

3.749

3.615

3.447

Yield

100.99609

32

29

29

28

21

Spread

101.02734

3.975

3.843

3.730

3.594

3.422

Yield

101.02734

30

28

28

25

19

Spread

       

WAL

2.57

2.08

1.79

1.53

1.29

 

Mod Durn

2.38

1.94

1.68

1.44

1.22

 

Principal Window

Feb05 - Oct07

Feb05 - Oct07

Feb05 - Oct07

Feb05 - Oct07

Feb05 - Oct07

 


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