EX-99 3 exhibit992.htm EXHIBIT 99.1 Exhibit 99.2


GSA 05AR3 - Price/Yield - 5A1

  


       

Balance

$185,438,000.00

Delay

24

   

Coupon

5.07071

Dated

5/1/2005

   

Settle

5/27/2005

First Payment

6/25/2005

   
       

Price

15 CPB

20 CPB

25 CPB

30 CPB

35 CPB

 

100-21+

4.77409

4.72969

4.67983

4.62257

4.55855

Yield

100-21+

62

62

62

61

59

Spread

100-23+

4.75253

4.70542

4.65252

4.59178

4.52385

Yield

100-23+

60

60

59

58

55

Spread

100-25+

4.73099

4.68118

4.62524

4.56102

4.48920

Yield

100-25+

58

57

57

55

52

Spread

100-27+

4.70947

4.65696

4.59800

4.53029

4.45459

Yield

100-27+

56

55

54

51

48

Spread

100-29+

4.68797

4.63277

4.57078

4.49960

4.42002

Yield

100-29+

54

53

51

48

45

Spread

100-31+

4.66649

4.60860

4.54359

4.46894

4.38549

Yield

100-31+

52

50

48

45

41

Spread

101-01+

4.64503

4.58445

4.51642

4.43832

4.35100

Yield

101-01+

49

48

46

42

38

Spread

101-03+

4.62359

4.56032

4.48929

4.40773

4.31655

Yield

101-03+

47

45

43

39

35

Spread

101-05+

4.60217

4.53623

4.46219

4.37718

4.28214

Yield

101-05+

45

43

40

36

31

Spread

101-07+

4.58077

4.51215

4.43511

4.34666

4.24778

Yield

101-07+

43

41

38

33

28

Spread

101-09+

4.55939

4.48810

4.40806

4.31617

4.21345

Yield

101-09+

41

38

35

30

24

Spread

101-11+

4.53802

4.46407

4.38104

4.28572

4.17916

Yield

101-11+

39

36

32

27

21

Spread

101-13+

4.51668

4.44006

4.35405

4.25531

4.14492

Yield

101-13+

37

33

30

24

17

Spread

101-15+

4.49536

4.41608

4.32709

4.22492

4.11071

Yield

101-15+

34

31

27

21

14

Spread

101-17+

4.47405

4.39213

4.30015

4.19457

4.07654

Yield

101-17+

32

29

24

18

11

Spread

101-19+

4.45277

4.36819

4.27325

4.16425

4.04242

Yield

101-19+

30

26

21

15

7

Spread

101-21+

4.43151

4.34428

4.24637

4.13397

4.00833

Yield

101-21+

28

24

19

12

4

Spread

       

WAL

3.23

2.85

2.52

2.22

1.95

 

Mod Durn

2.87

2.56

2.27

2.02

1.79

 

Principal Window

Jun05 - Apr10

Jun05 - Apr10

Jun05 - Apr10

Jun05 - Apr10

Jun05 - Apr10

 
       

LIBOR_1MO

3.0888

3.0888

3.0888

3.0888

3.0888

 

LIBOR_6MO

3.4087

3.4087

3.4087

3.4087

3.4087

 

LIBOR_1YR

3.6862

3.6862

3.6862

3.6862

3.6862

 

CMT_1YR

3.3400

3.3400

3.3400

3.3400

3.3400

 

Optional Redemption

Call (N,N)

Call (N,N)

Call (N,N)

Call (N,N)

Call (N,N)

 


       

Swaps

Mat    3MO    6MO    1YR     2YR     3YR     4YR     5YR     6YR     7YR     8YR     9YR    10YR

 

Yld 3.2194 3.4312 3.7113 3.98433 4.12804 4.22492 4.30629 4.37825 4.44611 4.50794 4.56625 4.62085