Exhibit 99.2

EX-99 3 exhibit992.htm EXHIBIT 99.2 Exhibit 99.2

CMO GS PACPR4 PAC5

Scenario Report (Intex)

Goldman Sachs

Generated: 05/11/2005 09:46:43

Page 1 of 2

CUSIP

Monthly

As Of

5/05

Pricing

5/10/05

Original

45,077,000.00

Description:

Senior,Pac

Settle

5/26/05

Balance

45,077,000.00

Coupon:

5.000%

Next Proj

6/25/05

Factor

1.00000000

Collateral:

Cpn 5.50

WAC 5.96

WAM 346

WALA 11

Stated Final

0/0/00

Delay

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
PREPAY		250	100	300	400	500	600	700
Cleanup		NO	NO	NO	NO	NO	NO	NO
	Av Life	13.101	13.101	11.179	8.424	6.600	5.328	4.395
Price	Window	8/13-3/34	8/13-3/34	5/12-3/34	8/10-3/34	8/09-3/34	11/08-3/34	5/08-2/34
97-00	Yield	5.348	5.348	5.384	5.465	5.555	5.653	5.761
97-00+	Yield	5.346	5.346	5.382	5.463	5.552	5.650	5.756
97-01	Yield	5.345	5.345	5.381	5.460	5.549	5.646	5.752
97-01+	Yield	5.343	5.343	5.379	5.458	5.546	5.642	5.748
97-02	Yield	5.341	5.341	5.377	5.455	5.543	5.639	5.744
97-02+	Yield	5.339	5.339	5.375	5.453	5.540	5.635	5.739
97-03	Yield	5.337	5.337	5.373	5.450	5.537	5.632	5.735
97-03+	Yield	5.336	5.336	5.371	5.448	5.534	5.628	5.731
97-04	Yield	5.334	5.334	5.369	5.445	5.531	5.625	5.727
97-04+	Yield	5.332	5.332	5.367	5.443	5.528	5.621	5.723
97-05	Yield	5.330	5.330	5.365	5.441	5.525	5.617	5.718
97-05+	Yield	5.329	5.329	5.363	5.438	5.522	5.614	5.714
97-06	Yield	5.327	5.327	5.361	5.436	5.519	5.610	5.710
97-06+	Yield	5.325	5.325	5.359	5.433	5.516	5.607	5.706
97-07	Yield	5.323	5.323	5.357	5.431	5.513	5.603	5.701
97-07+	Yield	5.322	5.322	5.355	5.428	5.510	5.600	5.697
97-08	Yield	5.320	5.320	5.353	5.426	5.507	5.596	5.693
97-08+	Yield	5.318	5.318	5.351	5.423	5.504	5.592	5.689
97-09	Yield	5.316	5.316	5.349	5.421	5.501	5.589	5.685
97-09+	Yield	5.315	5.315	5.347	5.418	5.498	5.585	5.680
97-10	Yield	5.313	5.313	5.345	5.416	5.495	5.582	5.676
97-10+	Yield	5.311	5.311	5.343	5.414	5.492	5.578	5.672
97-11	Yield	5.309	5.309	5.341	5.411	5.489	5.575	5.668
97-11+	Yield	5.308	5.308	5.339	5.409	5.486	5.571	5.664
97-12	Yield	5.306	5.306	5.337	5.406	5.483	5.567	5.659
97-12+	Yield	5.304	5.304	5.335	5.404	5.480	5.564	5.655
97-13	Yield	5.302	5.302	5.333	5.401	5.477	5.560	5.651
97-13+	Yield	5.301	5.301	5.331	5.399	5.474	5.557	5.647
97-14	Yield	5.299	5.299	5.329	5.396	5.471	5.553	5.643
97-14+	Yield	5.297	5.297	5.327	5.394	5.468	5.550	5.638
97-15	Yield	5.295	5.295	5.325	5.392	5.465	5.546	5.634

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 PACPR4 PAC5

Scenario Report (Intex)

Goldman Sachs

Generated: 05/11/2005 09:46:43

Page 2 of 2

CUSIP

Monthly

As Of

5/05

Pricing

5/10/05

Original

45,077,000.00

Description:

Senior,Pac

Settle

5/26/05

Balance

45,077,000.00

Coupon:

5.000%

Next Proj

6/25/05

Factor

1.00000000

Collateral:

Cpn 5.50

WAC 5.96

WAM 346

WALA 11

Stated Final

0/0/00

Delay

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
97-15+	Yield	5.294	5.294	5.323	5.389	5.462	5.542	5.630
97-16	Yield	5.292	5.292	5.321	5.387	5.459	5.539	5.626
97-16+	Yield	5.290	5.290	5.319	5.384	5.456	5.535	5.622
97-17	Yield	5.288	5.288	5.317	5.382	5.453	5.532	5.617
97-17+	Yield	5.287	5.287	5.315	5.379	5.450	5.528	5.613
97-18	Yield	5.285	5.285	5.313	5.377	5.447	5.525	5.609
97-18+	Yield	5.283	5.283	5.311	5.374	5.444	5.521	5.605
97-19	Yield	5.281	5.281	5.309	5.372	5.441	5.518	5.601
97-19+	Yield	5.280	5.280	5.308	5.370	5.438	5.514	5.597
97-20	Yield	5.278	5.278	5.306	5.367	5.436	5.510	5.592

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.

GSR 2005-5F

Class	Balance	Description	Delay	Coup	Cap	Floor
2A1	129,000,000.00	Floater	0	1*1MLibor+0.5	9	0.5
2A2	25,000,000.00	Floater, Super Senior, w/ 10% CS	0	1*1MLibor+0.5	9	0.5
2A3	154,000,000.00	Notl, Inv IO	0	-1*1MLibor+5	5	0
2A4	2,005,000.00	NAS, Senior support	24	5.500
2A5	37,995,000.00	NAS	24	5.500

*This bond has a cap/corridor that provides up to 9% Cap

* Contract: 5% strike and 8.5% cap

schedule with floater @ 100PPC (6CPR to 18CPR in 12 mos)

Date <=	$
20050625	154,000,000
20050725	153,803,373
20050825	153,605,768
20050925	153,407,181
20051025	153,207,608
20051125	153,007,042
20051225	152,805,480
20060125	152,602,916
20060225	152,399,345
20060325	152,194,763
20060425	151,989,163
20060525	151,782,542
20060625	151,574,894
20060725	151,366,215
20060825	151,156,497
20060925	150,945,738
20061025	150,733,931
20061125	150,521,072
20061225	150,307,154
20070125	150,092,174
20070225	149,876,125
20070325	149,659,002
20070425	149,440,800
20070525	149,221,514
20070625	149,001,137
20070725	148,779,666
20070825	148,557,094
20070925	148,333,415
20071025	148,108,625
20071125	147,882,718
20071225	147,655,687
20080125	147,427,529
20080225	147,198,236
20080325	146,967,804
20080425	146,736,227
20080525	146,503,498
20080625	146,269,613
20080725	146,034,565
20080825	145,798,350
20080925	145,560,960
20081025	145,322,390
20081125	145,082,634
20081225	144,841,687
20090125	144,599,543
20090225	144,356,194
20090325	144,111,637
20090425	143,865,863
20090525	143,618,869
20090625	143,370,646
20090725	143,121,190
20090825	142,870,494
20090925	142,618,552
20091025	142,365,357
20091125	142,110,905
20091225	141,855,187
20100125	141,598,198
20100225	141,339,933
20100325	141,080,383
20100425	140,819,543
20100525	140,557,407
20100625	140,293,968
20100725	140,087,957
20100825	139,880,921
20100925	139,672,857
20101025	139,463,758
20101125	139,253,620
20101225	139,042,438
20110125	138,830,206
20110225	138,616,919
20110325	138,402,572
20110425	138,187,159
20110525	137,970,676
20110625	137,753,117
20110725	137,534,476
20110825	137,314,749
20110925	137,093,929
20111025	136,872,012
20111125	136,648,991
20111225	136,424,863
20120125	136,199,620
20120225	135,973,257
20120325	135,745,770
20120425	135,517,151
20120525	135,287,396
20120625	135,056,499
20120725	134,824,455
20120825	134,591,257
20120925	134,356,900
20121025	134,121,378
20121125	133,884,685
20121225	133,646,816
20130125	133,407,764
20130225	133,167,524
20130325	132,926,090
20130425	132,683,456
20130525	132,439,615
20130625	132,194,563
20130725	131,948,293
20130825	131,700,798
20130925	131,452,073
20131025	131,202,112
20131125	130,950,908
20131225	130,698,455
20140125	130,444,748
20140225	130,189,780
20140325	129,933,544
20140425	129,676,034
20140525	129,417,244
20140625	129,157,168
20140725	128,895,799
20140825	128,633,131
20140925	128,369,157
20141025	128,103,871
20141125	127,837,266
20141225	127,569,336
20150125	127,300,074
20150225	127,029,474
20150325	126,757,528
20150425	126,484,231
20150525	126,209,574
20150625	125,933,553
20150725	125,656,160
20150825	125,377,387
20150925	125,097,229
20151025	124,815,678
20151125	124,532,728
20151225	124,248,371
20160125	123,962,600
20160225	123,675,409
20160325	123,386,790
20160425	123,096,736
20160525	122,805,241
20160625	122,512,296
20160725	122,217,895
20160825	121,922,031
20160925	121,624,696
20161025	121,325,882
20161125	121,025,584
20161225	120,723,792
20170125	120,420,500
20170225	120,115,701
20170325	119,809,386
20170425	119,501,548
20170525	119,192,180
20170625	118,881,275
20170725	118,568,823
20170825	118,254,818
20170925	117,939,253
20171025	117,622,118
20171125	117,303,407
20171225	116,983,112
20180125	116,661,224
20180225	116,337,736
20180325	116,012,640
20180425	115,685,927
20180525	115,357,591
20180625	115,027,622
20180725	114,696,013
20180825	114,362,755
20180925	114,027,840
20181025	113,691,261
20181125	113,353,008
20181225	113,013,073
20190125	112,671,449
20190225	112,328,126
20190325	111,983,097
20190425	111,636,352
20190525	111,287,883
20190625	110,937,682
20190725	110,585,740
20190825	110,232,048
20190925	109,874,050
20191025	109,514,272
20191125	109,120,684
20191225	108,725,141
20200125	108,327,633
20200225	107,928,150
20200325	107,526,682
20200425	107,123,220
20200525	106,717,754
20200625	106,310,273
20200725	105,900,768
20200825	105,489,228
20200925	105,075,644
20201025	104,660,006
20201125	104,242,302
20201225	103,822,523
20210125	103,400,659
20210225	102,976,699
20210325	102,550,633
20210425	102,122,450
20210525	101,692,139
20210625	101,259,691
20210725	100,825,095
20210825	100,388,339
20210925	99,949,414
20211025	99,508,308
20211125	99,065,010
20211225	98,619,510
20220125	98,171,797
20220225	97,721,860
20220325	97,269,687
20220425	96,815,268
20220525	96,358,591
20220625	95,899,645
20220725	95,438,419
20220825	94,974,902
20220925	94,509,081
20221025	94,040,947
20221125	93,570,487
20221225	93,097,689
20230125	92,622,542
20230225	92,145,035
20230325	91,665,155
20230425	91,182,892
20230525	90,698,232
20230625	90,211,164
20230725	89,721,676
20230825	89,229,757
20230925	88,735,393
20231025	88,238,573
20231125	87,739,285
20231225	87,237,517
20240125	86,733,255
20240225	86,226,488
20240325	85,717,203
20240425	85,205,388
20240525	84,691,030
20240625	84,174,116
20240725	83,654,634
20240825	83,132,571
20240925	82,607,915
20241025	82,080,651
20241125	81,550,768
20241225	81,018,253
20250125	80,483,091
20250225	79,945,270
20250325	79,404,778
20250425	78,861,600
20250525	78,315,723
20250625	77,767,134
20250725	77,215,819
20250825	76,661,765
20250925	76,104,958
20251025	75,545,385
20251125	74,983,031
20251225	74,417,884
20260125	73,849,928
20260225	73,279,151
20260325	72,705,537
20260425	72,129,073
20260525	71,549,746
20260625	70,967,539
20260725	70,382,440
20260825	69,794,434
20260925	69,203,506
20261025	68,609,642
20261125	68,012,828
20261225	67,413,048
20270125	66,810,288
20270225	66,204,533
20270325	65,595,768
20270425	64,983,978
20270525	64,369,149
20270625	63,751,264
20270725	63,130,310
20270825	62,506,270
20270925	61,879,130
20271025	61,248,873
20271125	60,615,485
20271225	59,978,949
20280125	59,339,251
20280225	58,696,374
20280325	58,050,303
20280425	57,401,022
20280525	56,748,514
20280625	56,092,765
20280725	55,433,756
20280825	54,771,474
20280925	54,105,901
20281025	53,437,020
20281125	52,764,816
20281225	52,089,272
20290125	51,410,371
20290225	50,728,097
20290325	50,042,432
20290425	49,353,361
20290525	48,660,865
20290625	47,964,929
20290725	47,265,534
20290825	46,562,664
20290925	45,856,302
20291025	45,146,430
20291125	44,433,030
20291225	43,716,086
20300125	42,995,579
20300225	42,271,492
20300325	41,543,806
20300425	40,812,505
20300525	40,077,570
20300625	39,338,983
20300725	38,596,726
20300825	37,850,781
20300925	37,101,129
20301025	36,347,752
20301125	35,590,631
20301225	34,829,748
20310125	34,065,084
20310225	33,296,621
20310325	32,524,338
20310425	31,748,219
20310525	30,968,242
20310625	30,184,390
20310725	29,396,642
20310825	28,604,981
20310925	27,809,385
20311025	27,009,835
20311125	26,206,313
20311225	25,398,798
20320125	24,587,270
20320225	23,771,709
20320325	22,952,096
20320425	22,128,409
20320525	21,300,630
20320625	20,468,737
20320725	19,632,710
20320825	18,792,529
20320925	17,948,172
20321025	17,099,620
20321125	16,246,851
20321225	15,389,844
20330125	14,528,579
20330225	13,663,034
20330325	12,793,187
20330425	11,919,018
20330525	11,040,505
20330625	10,157,626
20330725	9,270,359
20330825	8,378,684
20330925	7,482,577
20331025	6,582,017
20331125	5,676,982
20331225	4,767,450
20340125	3,853,397
20340225	2,934,802
20340325	2,094,489
20340425	1,249,976
20340525	401,242
20340625	319,433
20340725	237,222
20340825	154,605
20340925	77,493
20341025	-

[exhibit992001.jpg]

PAYRULES

To 2A4, 2A5 pro rata to NAS schedule

To 2A1, 2A2 pro rata to zero

To 2A4, 2A5 pro rata to zero.

NAS schedule is defined as follows:

For months 0-60 the NAS is locked out of all payments.

Starting in month 61 the NAS receives Priority Payment Fraction*(Scheduled Principal Payments)

+ Priority Payment Fraction*Shift schedule *(Unscheduled Principal Payments)

Priority Payment Fraction is defined as the balance of the NAS divided by the balance of the seniors.

NAS Shift Schedule is defined as follows:

Month <=	NAS Shift %
60	0
72	30
84	40
96	60
108	80
120	100

CMO GS BBG15V4 15C

Scenario Report (Intex)

Goldman Sachs

Generated: 05/12/2005 16:12:38

Page 1 of 2

CUSIP

Monthly

As Of

5/05

Pricing

5/10/05

Original

31,526,000.00

Description:

Senior,Pac

Settle

5/26/05

Balance

31,526,000.00

Coupon:

5.250%

Next Proj

6/25/05

Factor

1.00000000

Collateral:

Cpn 5.25

WAC 5.53

WAM 344

WALA 13

Stated Final

0/0/00

Delay

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		250	100	300	400	500	600	700	800
	Av Life	10.879	20.558	8.823	5.950	4.361	3.574	3.037	2.632
Price	Window	7/11-7/34	12/19-7/34	7/10-7/34	4/09-7/34	7/08-12/11	1/08-4/10	8/07-7/09	5/07-12/08
97-30	Yield	5.529	5.450	5.567	5.661	5.764	5.853	5.941	6.030
97-30+	Yield	5.527	5.449	5.565	5.658	5.760	5.848	5.935	6.024
97-31	Yield	5.525	5.448	5.562	5.654	5.756	5.843	5.929	6.017
97-31+	Yield	5.523	5.446	5.560	5.651	5.752	5.838	5.923	6.010
98-00	Yield	5.521	5.445	5.558	5.648	5.748	5.833	5.917	6.004
98-00+	Yield	5.519	5.444	5.555	5.645	5.743	5.828	5.912	5.997
98-01	Yield	5.517	5.443	5.553	5.641	5.739	5.823	5.906	5.990
98-01+	Yield	5.515	5.441	5.550	5.638	5.735	5.818	5.900	5.984
98-02	Yield	5.513	5.440	5.548	5.635	5.731	5.813	5.894	5.977
98-02+	Yield	5.511	5.439	5.546	5.632	5.727	5.808	5.888	5.971
98-03	Yield	5.509	5.437	5.543	5.628	5.722	5.803	5.882	5.964
98-03+	Yield	5.507	5.436	5.541	5.625	5.718	5.798	5.877	5.957
98-04	Yield	5.505	5.435	5.538	5.622	5.714	5.793	5.871	5.951
98-04+	Yield	5.502	5.433	5.536	5.619	5.710	5.788	5.865	5.944
98-05	Yield	5.500	5.432	5.534	5.615	5.706	5.783	5.859	5.937
98-05+	Yield	5.498	5.431	5.531	5.612	5.701	5.778	5.853	5.931
98-06	Yield	5.496	5.429	5.529	5.609	5.697	5.773	5.847	5.924
98-06+	Yield	5.494	5.428	5.526	5.606	5.693	5.768	5.842	5.917
98-07	Yield	5.492	5.427	5.524	5.602	5.689	5.763	5.836	5.911
98-07+	Yield	5.490	5.425	5.522	5.599	5.685	5.758	5.830	5.904
98-08	Yield	5.488	5.424	5.519	5.596	5.680	5.753	5.824	5.897
98-08+	Yield	5.486	5.423	5.517	5.593	5.676	5.748	5.818	5.891
98-09	Yield	5.484	5.422	5.515	5.589	5.672	5.743	5.813	5.884
98-09+	Yield	5.482	5.420	5.512	5.586	5.668	5.738	5.807	5.877
98-10	Yield	5.480	5.419	5.510	5.583	5.664	5.733	5.801	5.871
98-10+	Yield	5.478	5.418	5.507	5.580	5.659	5.728	5.795	5.864
98-11	Yield	5.476	5.416	5.505	5.576	5.655	5.723	5.789	5.858
98-11+	Yield	5.474	5.415	5.503	5.573	5.651	5.718	5.783	5.851
98-12	Yield	5.472	5.414	5.500	5.570	5.647	5.713	5.778	5.844
98-12+	Yield	5.470	5.412	5.498	5.567	5.643	5.708	5.772	5.838
98-13	Yield	5.468	5.411	5.495	5.563	5.638	5.703	5.766	5.831
98-13+	Yield	5.466	5.410	5.493	5.560	5.634	5.698	5.760	5.824

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 provided 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 BBG15V4 15C

Scenario Report (Intex)

Goldman Sachs

Generated: 05/12/2005 16:12:38

Page 2 of 2

CUSIP

Monthly

As Of

5/05

Pricing

5/11/05

Original

31,526,000.00

Description:

Senior

Settle

5/26/05

Balance

31,526,000.00

Coupon:

5.250%

Next Proj

6/25/05

Factor

1.00000000

Collateral:

Cpn 5.25

WAC 5.53

WAM 344

WALA 13

Stated Final

0/0/00

Delay

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
98-14	Yield	5.464	5.408	5.491	5.557	5.630	5.693	5.754	5.818
98-14+	Yield	5.462	5.407	5.488	5.554	5.626	5.688	5.749	5.811
98-15	Yield	5.460	5.406	5.486	5.550	5.622	5.683	5.743	5.805
98-15+	Yield	5.458	5.404	5.484	5.547	5.617	5.678	5.737	5.798
98-16	Yield	5.456	5.403	5.481	5.544	5.613	5.673	5.731	5.791

* Contract: 5% strike and 8.5% cap

schedule with floater @ 100PPC (6CPR to 18CPR in 12 mos)

Date <=	$
20050625	100,000,000.00
20050725	99,872,319.86
20050825	99,744,005.17
20050925	99,615,052.77
20051025	99,485,459.51
20051125	99,355,222.18
20051225	99,224,337.58
20060125	99,092,802.51
20060225	98,960,613.71
20060325	98,827,767.95
20060425	98,694,261.97
20060525	98,560,092.46
20060625	98,425,256.14
20060725	98,289,749.69
20060825	98,153,569.78
20060925	98,016,713.06
20061025	97,879,176.17
20061125	97,740,955.71
20061225	97,602,048.31
20070125	97,462,450.53
20070225	97,322,158.95
20070325	97,181,170.11
20070425	97,039,480.56
20070525	96,897,086.80
20070625	96,753,985.33
20070725	96,610,172.64
20070825	96,465,645.19
20070925	96,320,399.43
20071025	96,174,431.78
20071125	96,027,738.65
20071225	95,880,316.44
20080125	95,732,161.53
20080225	95,583,270.26
20080325	95,433,638.98
20080425	95,283,264.01
20080525	95,132,141.65
20080625	94,980,268.18
20080725	94,827,639.88
20080825	94,674,252.98
20080925	94,520,103.71
20081025	94,365,188.30
20081125	94,209,502.91
20081225	94,053,043.73
20090125	93,895,806.91
20090225	93,737,788.58
20090325	93,578,984.86
20090425	93,419,391.83
20090525	93,259,005.58
20090625	93,097,822.17
20090725	92,935,837.62
20090825	92,773,047.96
20090925	92,609,449.18
20091025	92,445,037.25
20091125	92,279,808.15
20091225	92,113,757.79
20100125	91,946,882.10
20100225	91,779,176.97
20100325	91,610,638.29
20100425	91,441,261.90
20100525	91,271,043.64
20100625	91,099,979.32
20100725	90,966,205.68
20100825	90,831,767.14
20100925	90,696,660.37
20101025	90,560,882.06
20101125	90,424,428.87
20101225	90,287,297.44
20110125	90,149,484.40
20110225	90,010,986.36
20110325	89,871,799.91
20110425	89,731,921.63
20110525	89,591,348.08
20110625	89,450,075.81
20110725	89,308,101.33
20110825	89,165,421.16
20110925	89,022,031.79
20111025	88,877,929.69
20111125	88,733,111.32
20111225	88,587,573.11
20120125	88,441,311.49
20120225	88,294,322.85
20120325	88,146,603.59
20120425	87,998,150.07
20120525	87,848,958.64
20120625	87,699,025.63
20120725	87,548,347.35
20120825	87,396,920.10
20120925	87,244,740.14
20121025	87,091,803.75
20121125	86,938,107.16
20121225	86,783,646.58
20130125	86,628,418.21
20130225	86,472,418.25
20130325	86,315,642.85
20130425	86,158,088.16
20130525	85,999,750.29
20130625	85,840,625.37
20130725	85,680,709.47
20130825	85,519,998.66
20130925	85,358,488.98
20131025	85,196,176.47
20131125	85,033,057.12
20131225	84,869,126.94
20140125	84,704,381.89
20140225	84,538,817.91
20140325	84,372,430.94
20140425	84,205,216.87
20140525	84,037,171.60
20140625	83,868,290.99
20140725	83,698,570.90
20140825	83,528,007.13
20140925	83,356,595.51
20141025	83,184,331.81
20141125	83,011,211.79
20141225	82,837,231.20
20150125	82,662,385.76
20150225	82,486,671.17
20150325	82,310,083.10
20150425	82,132,617.21
20150525	81,954,269.13
20150625	81,775,034.48
20150725	81,594,908.86
20150825	81,413,887.81
20150925	81,231,966.91
20151025	81,049,141.66
20151125	80,865,407.58
20151225	80,680,760.14
20160125	80,495,194.81
20160225	80,308,707.00
20160325	80,121,292.15
20160425	79,932,945.63
20160525	79,743,662.82
20160625	79,553,439.06
20160725	79,362,269.66
20160825	79,170,149.94
20160925	78,977,075.15
20161025	78,783,040.56
20161125	78,588,041.38
20161225	78,392,072.82
20170125	78,195,130.06
20170225	77,997,208.25
20170325	77,798,302.54
20170425	77,598,408.01
20170525	77,397,519.76
20170625	77,195,632.84
20170725	76,992,742.29
20170825	76,788,843.10
20170925	76,583,930.29
20171025	76,377,998.78
20171125	76,171,043.53
20171225	75,963,059.44
20180125	75,754,041.39
20180225	75,543,984.24
20180325	75,332,882.82
20180425	75,120,731.95
20180525	74,907,526.40
20180625	74,693,260.92
20180725	74,477,930.24
20180825	74,261,529.06
20180925	74,044,052.08
20181025	73,825,493.92
20181125	73,605,849.22
20181225	73,385,112.56
20190125	73,163,278.53
20190225	72,940,341.66
20190325	72,716,296.47
20190425	72,491,137.44
20190525	72,264,859.05
20190625	72,037,455.70
20190725	71,808,921.82
20190825	71,579,251.78
20190925	71,346,785.42
20191025	71,113,163.82
20191125	70,857,587.27
20191225	70,600,741.03
20200125	70,342,618.82
20200225	70,083,214.27
20200325	69,822,521.02
20200425	69,560,532.67
20200525	69,297,242.77
20200625	69,032,644.87
20200725	68,766,732.46
20200825	68,499,499.00
20200925	68,230,937.94
20201025	67,961,042.66
20201125	67,689,806.55
20201225	67,417,222.94
20210125	67,143,285.12
20210225	66,867,986.38
20210325	66,591,319.95
20210425	66,313,279.03
20210525	66,033,856.79
20210625	65,753,046.36
20210725	65,470,840.84
20210825	65,187,233.31
20210925	64,902,216.79
20211025	64,615,784.27
20211125	64,327,928.73
20211225	64,038,643.10
20220125	63,747,920.25
20220225	63,455,753.06
20220325	63,162,134.34
20220425	62,867,056.87
20220525	62,570,513.41
20220625	62,272,496.68
20220725	61,972,999.34
20220825	61,672,014.04
20220925	61,369,533.38
20221025	61,065,549.94
20221125	60,760,056.25
20221225	60,453,044.79
20230125	60,144,508.02
20230225	59,834,438.37
20230325	59,522,828.21
20230425	59,209,669.90
20230525	58,894,955.72
20230625	58,578,677.95
20230725	58,260,828.83
20230825	57,941,400.53
20230925	57,620,385.21
20231025	57,297,774.99
20231125	56,973,561.94
20231225	56,647,738.08
20240125	56,320,295.42
20240225	55,991,225.90
20240325	55,660,521.44
20240425	55,328,173.92
20240525	54,994,175.17
20240625	54,658,516.98
20240725	54,321,191.10
20240825	53,982,189.25
20240925	53,641,503.10
20241025	53,299,124.26
20241125	52,955,044.34
20241225	52,609,254.88
20250125	52,261,747.36
20250225	51,912,513.28
20250325	51,561,544.03
20250425	51,208,830.99
20250525	50,854,365.49
20250625	50,498,138.84
20250725	50,140,142.26
20250825	49,780,366.97
20250925	49,418,804.12
20251025	49,055,444.83
20251125	48,690,280.18
20251225	48,323,301.17
20260125	47,954,498.81
20260225	47,583,864.01
20260325	47,211,387.69
20260425	46,837,060.68
20260525	46,460,873.79
20260625	46,082,817.77
20260725	45,702,883.32
20260825	45,321,061.12
20260925	44,937,341.78
20261025	44,551,715.87
20261125	44,164,173.92
20261225	43,774,706.39
20270125	43,383,303.72
20270225	42,989,956.30
20270325	42,594,654.44
20270425	42,197,388.45
20270525	41,798,148.55
20270625	41,396,924.94
20270725	40,993,707.75
20270825	40,588,487.07
20270925	40,181,252.95
20271025	39,771,995.38
20271125	39,360,704.31
20271225	38,947,369.61
20280125	38,531,981.14
20280225	38,114,528.68
20280325	37,695,001.98
20280425	37,273,390.73
20280525	36,849,684.56
20280625	36,423,873.06
20280725	35,995,945.77
20280825	35,565,892.17
20280925	35,133,701.69
20281025	34,699,363.70
20281125	34,262,867.54
20281225	33,824,202.47
20290125	33,383,357.73
20290225	32,940,322.45
20290325	32,495,085.78
20290425	32,047,636.75
20290525	31,597,964.37
20290625	31,146,057.59
20290725	30,691,905.31
20290825	30,235,496.35
20290925	29,776,819.51
20291025	29,315,863.51
20291125	28,852,617.02
20291225	28,387,068.65
20300125	27,919,206.97
20300225	27,449,020.47
20300325	26,976,497.60
20300425	26,501,626.74
20300525	26,024,396.22
20300625	25,544,794.32
20300725	25,062,809.23
20300825	24,578,429.13
20300925	24,091,642.10
20301025	23,602,436.18
20301125	23,110,799.33
20301225	22,616,719.49
20310125	22,120,184.51
20310225	21,621,182.17
20310325	21,119,700.21
20310425	20,615,726.32
20310525	20,109,248.10
20310625	19,600,253.11
20310725	19,088,728.82
20310825	18,574,662.68
20310925	18,058,042.03
20311025	17,538,854.19
20311125	17,017,086.40
20311225	16,492,725.82
20320125	15,965,759.57
20320225	15,436,174.69
20320325	14,903,958.18
20320425	14,369,096.94
20320525	13,831,577.83
20320625	13,291,387.64
20320725	12,748,513.08
20320825	12,202,940.82
20320925	11,654,657.44
20321025	11,103,649.47
20321125	10,549,903.36
20321225	9,993,405.49
20330125	9,434,142.20
20330225	8,872,099.73
20330325	8,307,264.27
20330425	7,739,621.94
20330525	7,169,158.77
20330625	6,595,860.74
20330725	6,019,713.77
20330825	5,440,703.69
20330925	4,858,816.27
20331025	4,274,037.19
20331125	3,686,352.10
20331225	3,095,746.54
20340125	2,502,205.99
20340225	1,905,715.87
20340325	1,360,057.83
20340425	811,672.58
20340525	260,546.48
20340625	207,424.32
20340725	154,040.24
20340825	100,392.94
20340925	50,320.38
20341025	-