FWP 1 fwp.htm FWP FWP

IMPORTANT NOTICE REGARDING THE CONDITIONS FOR THIS OFFERING OF ASSET-BACKED SECURITIES

The asset-backed securities referred to in these materials are being offered when, as and if issued. In particular, you are advised that asset-backed securities, and the asset pools backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus. As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the securities may not be issued that have the characteristics described in these materials. Our obligation to sell securities to you is conditioned on the securities having the characteristics described in these materials. If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor the underwriter will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.


The depositor has filed a registration statement (including prospectus) with the SEC for the offering to which this term sheet supplement relates.  Before you invest, you should read the prospectus in that registration statement and other documents the depositor has filed with the SEC for more complete information about the depositor and this offering.  These documents may be obtained free of charge by visiting EDGAR on the SEC’s Internet website at www.sec.gov.  Alternatively, the depositor, any underwriter or any dealer participating in the offering will arrange to send you the prospectus if you request it by calling toll-free 1-800-323-5678.

Sequentials  

------------------------------------------------------------

71+mm   GSR 06-1F 1A11   5.5/5.83  3.1yr -> 7.95yr Seq  126/c/300

106+mm  GSR 06-1F 2A12   6.0/6.17  3.1yr -> 7.95yr Seq  126/c/300


[fwp002.jpg]

CMO GSR 061F 2A12

Scenario Report (Intex)


Generated: 01/31/2006 13:05:11

Page 1 of 1


CUSIP

Monthly

 As Of

1/06

Pricing

1/30/06

Original

156,139,000.00

Description:

Senior

 

Settle

2/3/06

Balance

156,139,000.00

Coupon:

6.000%

 

Next Proj

3/25/06

Factor

1.00000000

Collateral:

Cpn 6.00

WAC 6.17

WAM 357

WALA 2

Stated Final

0/0/00

Delay

24

Historical CPR’s:

1/06=

12/05=

11/05=

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

 

300

100

200

400

500

600

700

800

01MLIB

4.570

+0

+0

+0

+0

+0

+0

+0

+0

 

Av Life

3.121

7.958

4.415

2.532

2.179

1.935

1.756

1.617

Price

Window

3/06-9/12

3/06-5/26

3/06-8/17 3/06-12/10

3/06-2/10

3/06-7/09

3/06-2/09 3/06-11/08

100-15

Yield

5.757

5.923

5.838

5.692

5.636

5.586

5.539

5.496

100-15+

Yield

5.752

5.921

5.833

5.686

5.628

5.577

5.529

5.486

100-16

Yield

5.746

5.918

5.829

5.679

5.621

5.568

5.520

5.475

100-16+

Yield

5.740

5.915

5.825

5.672

5.613

5.559

5.510

5.465

100-17

Yield

5.735

5.912

5.820

5.665

5.605

5.551

5.501

5.454

100-17+

Yield

5.729

5.910

5.816

5.658

5.597

5.542

5.491

5.444

100-18

Yield

5.723

5.907

5.812

5.651

5.589

5.533

5.482

5.434

100-18+

Yield

5.718

5.904

5.808

5.645

5.581

5.524

5.472

5.423

100-19

Yield

5.712

5.902

5.803

5.638

5.574

5.516

5.462

5.413

100-19+

Yield

5.706

5.899

5.799

5.631

5.566

5.507

5.453

5.403

100-20

Yield

5.701

5.896

5.795

5.624

5.558

5.498

5.443

5.392

100-20+

Yield

5.695

5.893

5.791

5.617

5.550

5.489

5.434

5.382

100-21

Yield

5.689

5.891

5.786

5.610

5.542

5.481

5.424

5.372

100-21+

Yield

5.684

5.888

5.782

5.603

5.534

5.472

5.414

5.361

100-22

Yield

5.678

5.885

5.778

5.597

5.526

5.463

5.405

5.351

100-22+

Yield

5.672

5.883

5.774

5.590

5.519

5.454

5.395

5.341

100-23

Yield

5.666

5.880

5.769

5.583

5.511

5.446

5.386

5.330

100-23+

Yield

5.661

5.877

5.765

5.576

5.503

5.437

5.376

5.320

100-24

Yield

5.655

5.874

5.761

5.569

5.495

5.428

5.367

5.310



This material is for your information. 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. 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 in this material. 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 in this material or derivatives of those securities (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding the securities and assets referred to in this material. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, ,s us ub bj ej ce tc t ot o a appplilci ac ab bl el el al aw w, ,y oy ou u m ma ay yd di sics lcol os es ea an ny ya an nd d a alllla as ps pe ce tcst s 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.


[fwp004.jpg]

CMO GSR 061F 1A11

Scenario Report (Intex)

Generated: 01/31/2006 13:04:29

Page 1 of 1


CUSIP

Monthly

As Of

1/06     Pricing

1/30/06     Original      71,654,000.00

Description:   Senior

   

Settle

2/3/06     Balance       71,654,000.00

Coupon:         5.500%

   

Next Proj

3/25/06     Factor

1.00000000

Collateral:      Cpn 5.46    WAC 5.83

WAM 356

WALA 3

Stated Final

0/0/00     Delay

24

Historical CPR’s:     1/06=

12/05=

11/05=     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

 

300

100

200

400

500

600

700

800

01MLIB

4.570

+0

+0

+0

+0

+0

+0

+0

+0

 

Av Life

3.109

7.959

4.418

2.515

2.159

1.914

1.733

1.593

Price

Window

3/06-9/12

3/06-8/26 3/06-10/17 3/06-12/10

3/06-2/10

3/06-7/09

3/06-2/09 3/06-11/08

99-04

Yield

5.751

5.652

5.703

5.790

5.824

5.855

5.884

5.910

99-04+

Yield

5.745

5.649

5.698

5.783

5.816

5.846

5.874

5.899

99-05

Yield

5.739

5.646

5.694

5.776

5.808

5.837

5.864

5.889

99-05+

Yield

5.734

5.644

5.690

5.769

5.800

5.828

5.854

5.878

99-06

Yield

5.728

5.641

5.686

5.762

5.792

5.819

5.844

5.867

99-06+

Yield

5.722

5.638

5.681

5.755

5.784

5.810

5.834

5.857

99-07

Yield

5.716

5.635

5.677

5.748

5.776

5.801

5.824

5.846

99-07+

Yield

5.711

5.633

5.673

5.741

5.768

5.792

5.815

5.835

99-08

Yield

5.705

5.630

5.668

5.734

5.760

5.783

5.805

5.825

99-08+

Yield

5.699

5.627

5.664

5.727

5.752

5.774

5.795

5.814

99-09

Yield

5.693

5.625

5.660

5.720

5.744

5.765

5.785

5.804

99-09+

Yield

5.688

5.622

5.656

5.714

5.736

5.756

5.775

5.793

99-10

Yield

5.682

5.619

5.651

5.707

5.728

5.748

5.765

5.782

99-10+

Yield

5.676

5.616

5.647

5.700

5.720

5.739

5.756

5.772

99-11

Yield

5.670

5.614

5.643

5.693

5.712

5.730

5.746

5.761

99-11+

Yield

5.665

5.611

5.638

5.686

5.704

5.721

5.736

5.750

99-12

Yield

5.659

5.608

5.634

5.679

5.696

5.712

5.726

5.740



This material is for your information. 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. 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 in this material. 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 in this material or derivatives of those securities (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding the securities and assets referred to in this material. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, ,s us ub bj ej ce tc t ot o a appplilci ac ab bl el el al aw w, ,y oy ou u m ma ay yd di sics lcol os es ea an ny ya an nd d a alllla as ps pe ce tcst s 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.