EX-99 5 exhibit994.htm EXHIBIT 99.4 EXHIBIT 99.4


CMO GS 5F60V2 P1

Goldman Sachs

Scenario Report (Intex)

 


CUSIP

Monthly

As Of

5/05

Pricing

5/2/05

Original

148,083,000.00

Description:

Accretion Directed,Senior,Pac

Settle

5/26/05

Balance

148,083,000.00

Coupon:

4.500%

Next Proj

6/25/05

Factor

1.00000000

Collateral:

Cpn 6.00  WAC 6.15  WAM 346  WALA 11

Stated Final

0/0/00

Delay

24

Historical CPR’s:

5/05=  4/05=  3/05=  3mo=  6mo=  12mo=  SI=

 

Curve: 3m= 6m= 1yr= 2yr= 3yr= 4yr= 5yr= 7yr= 10yr= 30yr=


Input

Output

PSA

PSA

PSA

PSA

PSA

PSA

PSA

PSA

PREPAY

 

500

100

200

300

400

600

800

1000

 

Av Life

2.294

4.399

2.790

2.655

2.655

1.987

1.570

1.303

Price

Window

6/05-11/09

6/05-10/14

6/05-5/11

6/05-5/11

6/05-5/11

6/05-2/09

6/05-3/08

6/05-8/07

99-08

Yield

4.756

4.662

4.721

4.730

4.730

4.787

4.848

4.908

99-08+

Yield

4.749

4.657

4.715

4.723

4.723

4.779

4.837

4.895

99-09

Yield

4.742

4.653

4.709

4.717

4.717

4.770

4.827

4.883

99-09+

Yield

4.734

4.649

4.703

4.710

4.710

4.762

4.816

4.870

99-10

Yield

4.727

4.645

4.697

4.704

4.704

4.753

4.806

4.857

99-10+

Yield

4.719

4.641

4.690

4.697

4.697

4.744

4.795

4.844

99-11

Yield

4.712

4.637

4.684

4.691

4.691

4.736

4.784

4.832

99-11+

Yield

4.704

4.632

4.678

4.684

4.684

4.727

4.774

4.819

99-12

Yield

4.697

4.628

4.672

4.678

4.678

4.719

4.763

4.806

99-12+

Yield

4.689

4.624

4.665

4.671

4.671

4.710

4.752

4.794

99-13

Yield

4.682

4.620

4.659

4.665

4.665

4.702

4.742

4.781

99-13+

Yield

4.675

4.616

4.653

4.658

4.658

4.693

4.731

4.768

99-14

Yield

4.667

4.612

4.647

4.652

4.652

4.685

4.720

4.755

99-14+

Yield

4.660

4.608

4.640

4.645

4.645

4.676

4.710

4.743

99-15

Yield

4.652

4.604

4.634

4.639

4.639

4.668

4.699

4.730

99-15+

Yield

4.645

4.599

4.628

4.632

4.632

4.659

4.689

4.717

99-16

Yield

4.637

4.595

4.622

4.626

4.626

4.651

4.678

4.705

99-16+

Yield

4.630

4.591

4.616

4.619

4.619

4.642

4.667

4.692

99-17

Yield

4.623

4.587

4.609

4.613

4.613

4.634

4.657

4.679

99-17+

Yield

4.615

4.583

4.603

4.606

4.606

4.625

4.646

4.667

99-18

Yield

4.608

4.579

4.597

4.600

4.600

4.617

4.636

4.654

99-18+

Yield

4.600

4.575

4.591

4.593

4.593

4.608

4.625

4.641

99-19

Yield

4.593

4.570

4.585

4.587

4.587

4.600

4.614

4.629

99-19+

Yield

4.585

4.566

4.578

4.580

4.580

4.592

4.604

4.616

99-20

Yield

4.578

4.562

4.572

4.574

4.574

4.583

4.593

4.603

99-20+

Yield

4.571

4.558

4.566

4.567

4.567

4.575

4.583

4.590

99-21

Yield

4.563

4.554

4.560

4.561

4.561

4.566

4.572

4.578

99-21+

Yield

4.556

4.550

4.554

4.554

4.554

4.558

4.561

4.565

99-22

Yield

4.548

4.546

4.547

4.548

4.548

4.549

4.551

4.553

99-22+

Yield

4.541

4.542

4.541

4.541

4.541

4.541

4.540

4.540

99-23

Yield

4.533

4.537

4.535

4.535

4.535

4.532

4.530

4.527

99-23+

Yield

4.526

4.533

4.529

4.528

4.528

4.524

4.519

4.515

99-24

Yield

4.519

4.529

4.523

4.522

4.522

4.515

4.509

4.502


All information contained herein, whether regarding assets backing any securities discussed herein or otherwise, is preliminary and will be superseded by the applicable prospectus supplement and by any other information subsequently filed with the Securities and Exchange Commission ("SEC").  This material is for your private information, and we are not soliciting any action based upon it. Certain transactions give rise to substantial risk and are not suitable for all investors.  We, or 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, securities, futures or options identical with or related to those mentioned herein. We make no representation that any transaction can or could be effected at the indicated prices.  This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC.  Information contained in this material is current as of the date appearing on this material only. The information herein has been pro vided solely by Goldman, Sachs & Co., acting as underwriter and not as agent of the issuer or any of the issuer’s affiliates, in reliance on information regarding the collateral furnished by the issuer.  Neither the issuer of the certificates nor Gold man, Sachs & Co. nor any of their affiliates makes any representation as to the accuracy or completeness of the information herein.  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.  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 for your private information, and we are not soliciting any action based upon it. Certain transactions, including those involving futures, options and high yield securities, give rise to substantial risk and are not suitable for all investors. Opinions expressed are our present opinions only.  This material is based upon information that we consider reliable, but we do not represent it as accurate or complete. We or persons involved in the preparation or issuance of this material, may from time to time have positions or conduct transactions in the securities mentioned herein. This material has been issued by Goldman Sachs & Co. and has been approved by Goldman Sachs International, a member of The Securities and Futures Authority, in connection with distribution in the United Kingdom, and by Goldman Sachs Canada in connection with distribution in Canada. Additional information on any of the securities, futures or options mentioned in this material may be obtained upon request. For this purpose, persons in Italy should contact Goldman Sachs S.I.M. S.P.A. in Milan, or at its London branch office at 133 Fleet Street. Goldman Sachs International may have acted upon or used this research prior to, or immediately following its publication.






CMO GS 5F60V3 P1

Goldman Sachs

Scenario Report (Intex)

 


CUSIP

Monthly

As Of

5/05

Pricing

5/2/05

Original

142,000,000.00

Description:

Accretion Directed,Senior,Pac

  

Settle

5/26/05

Balance

142,000,000.00

Coupon:

4.500%

  

Next Proj

6/25/05

Factor

1.00000000

Collateral:

Cpn 6.00

WAC 6.15

WAM 346

WALA 11

Stated Final

0/0/00

Delay

24

Historical CPR’s:

5/05=

4/05=

3/05=

3mo=

6mo=

12mo=

SI=

 

Curve: 3m= 6m= 1yr= 2yr= 3yr= 4yr= 5yr= 7yr= 10yr= 30yr=

 


Input

Output

PSA

PSA

PSA

PSA

PSA

PSA

PSA

PSA

PREPAY

 

500

100

200

300

400

600

800

1000

 

Av Life

2.448

4.912

2.923

2.457

2.457

2.187

1.748

1.455

Price

Window

6/05-6/10

6/05-3/16

6/05-8/11

6/05-6/10

6/05-6/10

6/05-8/09

6/05-7/08

6/05-11/07

99-08

Yield

4.744

4.651

4.714

4.744

4.744

4.766

4.818

4.871

99-08+

Yield

4.737

4.647

4.708

4.737

4.737

4.758

4.809

4.860

99-09

Yield

4.730

4.643

4.702

4.730

4.730

4.751

4.799

4.848

99-09+

Yield

4.723

4.639

4.696

4.723

4.723

4.743

4.790

4.837

99-10

Yield

4.716

4.636

4.690

4.716

4.716

4.735

4.780

4.825

99-10+

Yield

4.709

4.632

4.684

4.709

4.709

4.727

4.770

4.814

99-11

Yield

4.702

4.628

4.678

4.702

4.702

4.719

4.761

4.803

99-11+

Yield

4.695

4.624

4.672

4.695

4.695

4.712

4.751

4.791

99-12

Yield

4.688

4.621

4.666

4.688

4.688

4.704

4.742

4.780

99-12+

Yield

4.681

4.617

4.660

4.681

4.681

4.696

4.732

4.768

99-13

Yield

4.674

4.613

4.654

4.674

4.674

4.688

4.722

4.757

99-13+

Yield

4.667

4.609

4.648

4.667

4.667

4.681

4.713

4.745

99-14

Yield

4.660

4.606

4.642

4.660

4.660

4.673

4.703

4.734

99-14+

Yield

4.653

4.602

4.636

4.653

4.653

4.665

4.694

4.723

99-15

Yield

4.646

4.598

4.630

4.646

4.646

4.657

4.684

4.711

99-15+

Yield

4.639

4.594

4.624

4.639

4.639

4.649

4.674

4.700

99-16

Yield

4.632

4.590

4.619

4.632

4.632

4.642

4.665

4.688

99-16+

Yield

4.625

4.587

4.613

4.625

4.625

4.634

4.655

4.677

99-17

Yield

4.618

4.583

4.607

4.618

4.618

4.626

4.646

4.665

99-17+

Yield

4.611

4.579

4.601

4.611

4.611

4.618

4.636

4.654

99-18

Yield

4.604

4.575

4.595

4.604

4.604

4.611

4.627

4.643

99-18+

Yield

4.597

4.572

4.589

4.597

4.597

4.603

4.617

4.631

99-19

Yield

4.590

4.568

4.583

4.590

4.590

4.595

4.607

4.620

99-19+

Yield

4.583

4.564

4.577

4.583

4.583

4.587

4.598

4.608

99-20

Yield

4.576

4.560

4.571

4.576

4.576

4.580

4.588

4.597

99-20+

Yield

4.569

4.557

4.565

4.569

4.569

4.572

4.579

4.586

99-21

Yield

4.562

4.553

4.559

4.562

4.562

4.564

4.569

4.574

99-21+

Yield

4.555

4.549

4.553

4.555

4.555

4.556

4.560

4.563

99-22

Yield

4.548

4.545

4.547

4.548

4.548

4.549

4.550

4.551

99-22+

Yield

4.541

4.542

4.541

4.541

4.541

4.541

4.540

4.540

99-23

Yield

4.534

4.538

4.535

4.534

4.534

4.533

4.531

4.529

99-23+

Yield

4.527

4.534

4.529

4.527

4.527

4.525

4.521

4.517

99-24

Yield

4.519

4.529

4.523

4.522

4.522

4.515

4.509

4.502


All information contained herein, whether regarding assets backing any securities discussed herein or otherwise, is preliminary and will be superseded by the applicable prospectus supplement and by any other information subsequently filed with the Securities and Exchange Commission ("SEC").  This material is for your private information, and we are not soliciting any action based upon it. Certain transactions give rise to substantial risk and are not suitable for all investors.  We, or 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, securities, futures or options identical with or related to those mentioned herein. We make no representation that any transaction can or could be effected at the indicated prices.  This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC.  Information contained in this material is current as of the date appearing on this material only. The information herein has been pro vided solely by Goldman, Sachs & Co., acting as underwriter and not as agent of the issuer or any of the issuer’s affiliates, in reliance on information regarding the collateral furnished by the issuer.  Neither the issuer of the certificates nor Gold man, Sachs & Co. nor any of their affiliates makes any representation as to the accuracy or completeness of the information herein.  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.  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 for your private information, and we are not soliciting any action based upon it. Certain transactions, including those involving futures, options and high yield securities, give rise to substantial risk and are not suitable for all investors. Opinions expressed are our present opinions only.  This material is based upon information that we consider reliable, but we do not represent it as accurate or complete. We or persons involved in the preparation or issuance of this material, may from time to time have positions or conduct transactions in the securities mentioned herein. This material has been issued by Goldman Sachs & Co. and has been approved by Goldman Sachs International, a member of The Securities and Futures Authority, in connection with distribution in the United Kingdom, and by Goldman Sachs Canada in connection with distribution in Canada. Additional information on any of the securities, futures or options mentioned in this material may be obtained upon request. For this purpose, persons in Italy should contact Goldman Sachs S.I.M. S.P.A. in Milan, or at its London branch office at 133 Fleet Street. Goldman Sachs International may have acted upon or used this research prior to, or immediately following its publication.









CMO GS 5F60V5 P1

Goldman Sachs

Scenario Report (Intex)

 


CUSIP

Monthly

As Of

5/05

Pricing

5/2/05

Original

148,083,000.00

Description:

Accretion Directed,Senior,Pac

  

Settle

5/26/05

Balance

148,083,000.00

Coupon:

4.500%

  

Next Proj

6/25/05

Factor

1.00000000

Collateral:

Cpn 6.00

WAC 6.32

WAM 346

WALA 11

Stated Final

0/0/00

Delay

24

Historical CPR’s:

5/05=

4/05=

3/05=

3mo=

6mo=

12mo=

SI=

 

Curve: 3m= 6m= 1yr= 2yr= 3yr= 4yr= 5yr= 7yr= 10yr= 30yr=

 


Input

Output

PSA

PSA

PSA

PSA

PSA

PSA

PSA

PSA

PREPAY

 

500

100

200

300

400

600

800

1000

 

Av Life

2.295

4.417

2.796

2.655

2.655

1.988

1.571

1.304

Price

Window

6/05-11/09

6/05-11/14

6/05-5/11

6/05-5/11

6/05-5/11

6/05-2/09

6/05-3/08

6/05-8/07

99-08

Yield

4.756

4.661

4.721

4.730

4.730

4.787

4.848

4.908

99-08+

Yield

4.749

4.657

4.715

4.723

4.723

4.778

4.837

4.895

99-09

Yield

4.741

4.653

4.709

4.717

4.717

4.770

4.827

4.883

99-09+

Yield

4.734

4.649

4.702

4.710

4.710

4.761

4.816

4.870

99-10

Yield

4.727

4.645

4.696

4.704

4.704

4.753

4.805

4.857

99-10+

Yield

4.719

4.640

4.690

4.697

4.697

4.744

4.795

4.844

99-11

Yield

4.712

4.636

4.684

4.691

4.691

4.736

4.784

4.832

99-11+

Yield

4.704

4.632

4.678

4.684

4.684

4.727

4.774

4.819

99-12

Yield

4.697

4.628

4.671

4.678

4.678

4.719

4.763

4.806

99-12+

Yield

4.689

4.624

4.665

4.671

4.671

4.710

4.752

4.793

99-13

Yield

4.682

4.620

4.659

4.665

4.665

4.702

4.742

4.781

99-13+

Yield

4.674

4.616

4.653

4.658

4.658

4.693

4.731

4.768

99-14

Yield

4.667

4.612

4.646

4.652

4.652

4.685

4.720

4.755

99-14+

Yield

4.660

4.607

4.640

4.645

4.645

4.676

4.710

4.743

99-15

Yield

4.652

4.603

4.634

4.639

4.639

4.668

4.699

4.730

99-15+

Yield

4.645

4.599

4.628

4.632

4.632

4.659

4.689

4.717

99-16

Yield

4.637

4.595

4.622

4.626

4.626

4.651

4.678

4.705

99-16+

Yield

4.630

4.591

4.615

4.619

4.619

4.642

4.667

4.692

99-17

Yield

4.622

4.587

4.609

4.613

4.613

4.634

4.657

4.679

99-17+

Yield

4.615

4.583

4.603

4.606

4.606

4.625

4.646

4.667

99-18

Yield

4.608

4.579

4.597

4.600

4.600

4.617

4.636

4.654

99-18+

Yield

4.600

4.574

4.591

4.593

4.593

4.608

4.625

4.641

99-19

Yield

4.593

4.570

4.584

4.587

4.587

4.600

4.614

4.628

99-19+

Yield

4.585

4.566

4.578

4.580

4.580

4.591

4.604

4.616

99-20

Yield

4.578

4.562

4.572

4.574

4.574

4.583

4.593

4.603

99-20+

Yield

4.571

4.558

4.566

4.567

4.567

4.575

4.583

4.590

99-21

Yield

4.563

4.554

4.560

4.561

4.561

4.566

4.572

4.578

99-21+

Yield

4.556

4.550

4.554

4.554

4.554

4.558

4.561

4.565

99-22

Yield

4.548

4.546

4.547

4.548

4.548

4.549

4.551

4.553

99-22+

Yield

4.541

4.542

4.541

4.541

4.541

4.541

4.540

4.540

99-23

Yield

4.534

4.537

4.535

4.535

4.535

4.532

4.530

4.527

99-23+

Yield

4.526

4.533

4.529

4.528

4.528

4.524

4.519

4.515


All information contained herein, whether regarding assets backing any securities discussed herein or otherwise, is preliminary and will be superseded by the applicable prospectus supplement and by any other information subsequently filed with the Securities and Exchange Commission ("SEC").  This material is for your private information, and we are not soliciting any action based upon it. Certain transactions give rise to substantial risk and are not suitable for all investors.  We, or 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, securities, futures or options identical with or related to those mentioned herein. We make no representation that any transaction can or could be effected at the indicated prices.  This material may be filed with the SEC and incorporated by reference into an effective registration statement previously filed with the SEC.  Information contained in this material is current as of the date appearing on this material only. The information herein has been pro vided solely by Goldman, Sachs & Co., acting as underwriter and not as agent of the issuer or any of the issuer’s affiliates, in reliance on information regarding the collateral furnished by the issuer.  Neither the issuer of the certificates nor Gold man, Sachs & Co. nor any of their affiliates makes any representation as to the accuracy or completeness of the information herein.  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.  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.






CMO GS 5F60V4 P1

Goldman Sachs

Scenario Report (Intex)

 


CUSIP

Monthly

As Of

5/05

Pricing

5/2/05

Original

142,000,000.00

Description:

Accretion Directed,Senior,Pac

  

Settle

5/26/05

Balance

142,000,000.00

Coupon:

4.500%

  

Next Proj

6/25/05

Factor

1.00000000

Collateral:

Cpn 6.00

WAC 6.32

WAM 346

WALA 11

Stated Final

0/0/00

Delay

24

Historical CPR’s:

5/05=

4/05=

3/05=

3mo=

6mo=

12mo=

SI=

 

Curve: 3m= 6m= 1yr= 2yr= 3yr= 4yr= 5yr= 7yr= 10yr= 30yr=

 


Input

Output

PSA

PSA

PSA

PSA

PSA

PSA

PSA

PSA

PREPAY

 

500

100

200

300

400

600

800

1000

 

Av Life

2.449

4.937

2.931

2.457

2.457

2.188

1.749

1.455

Price

Window

6/05-6/10

6/05-4/16

6/05-8/11

6/05-6/10

6/05-6/10

6/05-8/09

6/05-7/08

6/05-11/07

99-08

Yield

4.744

4.650

4.714

4.744

4.744

4.766

4.818

4.871

99-08+

Yield

4.737

4.647

4.708

4.737

4.737

4.758

4.809

4.860

99-09

Yield

4.730

4.643

4.702

4.730

4.730

4.750

4.799

4.848

99-09+

Yield

4.723

4.639

4.696

4.723

4.723

4.743

4.789

4.837

99-10

Yield

4.716

4.635

4.690

4.716

4.716

4.735

4.780

4.825

99-10+

Yield

4.709

4.632

4.684

4.709

4.709

4.727

4.770

4.814

99-11

Yield

4.702

4.628

4.678

4.702

4.702

4.719

4.761

4.802

99-11+

Yield

4.695

4.624

4.672

4.695

4.695

4.712

4.751

4.791

99-12

Yield

4.688

4.620

4.666

4.688

4.688

4.704

4.741

4.780

99-12+

Yield

4.681

4.617

4.660

4.681

4.681

4.696

4.732

4.768

99-13

Yield

4.674

4.613

4.654

4.674

4.674

4.688

4.722

4.757

99-13+

Yield

4.667

4.609

4.648

4.667

4.667

4.680

4.713

4.745

99-14

Yield

4.660

4.605

4.642

4.660

4.660

4.673

4.703

4.734

99-14+

Yield

4.653

4.602

4.636

4.653

4.653

4.665

4.694

4.722

99-15

Yield

4.646

4.598

4.630

4.646

4.646

4.657

4.684

4.711

99-15+

Yield

4.639

4.594

4.624

4.639

4.639

4.649

4.674

4.700

99-16

Yield

4.632

4.590

4.618

4.632

4.632

4.642

4.665

4.688

99-16+

Yield

4.625

4.587

4.612

4.625

4.625

4.634

4.655

4.677

99-17

Yield

4.618

4.583

4.606

4.618

4.618

4.626

4.646

4.665

99-17+

Yield

4.611

4.579

4.601

4.611

4.611

4.618

4.636

4.654

99-18

Yield

4.604

4.575

4.595

4.604

4.604

4.611

4.626

4.643

99-18+

Yield

4.597

4.572

4.589

4.597

4.597

4.603

4.617

4.631

99-19

Yield

4.590

4.568

4.583

4.590

4.590

4.595

4.607

4.620

99-19+

Yield

4.583

4.564

4.577

4.583

4.583

4.587

4.598

4.608

99-20

Yield

4.576

4.560

4.571

4.576

4.576

4.580

4.588

4.597

99-20+

Yield

4.569

4.557

4.565

4.569

4.569

4.572

4.579

4.586

99-21

Yield

4.562

4.553

4.559

4.562

4.562

4.564

4.569

4.574

99-21+

Yield

4.555

4.549

4.553

4.555

4.555

4.556

4.560

4.563

99-22

Yield

4.548

4.545

4.547

4.548

4.548

4.549

4.550

4.551

99-22+

Yield

4.541

4.542

4.541

4.541

4.541

4.541

4.540

4.540

99-23

Yield

4.534

4.538

4.535

4.534

4.534

4.533

4.531

4.529

99-23+

Yield

4.527

4.534

4.529

4.527

4.527

4.525

4.521

4.517

99-24

Yield

4.527

4.534

4.529

4.527

4.527

4.525

4.521

4.517


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