EXHIBIT 99.2
Xxxxxxx, Xxxxx & Co.
GSAMP 2004 HE2
================================================================================
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Stats
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Count: 3748
Balance: $649,342,467.55
Curr WAC: 7.210
Orig WAM: 359.73
Am WAM: 358.61
WAM: 358.71
Age: 1
per Cap: 1.000
MaxRate: 13.631
LifeCap: 6.421
MTR: 27.30
Margin: 6.166
OLTV: 87.10
Combo OLTV: 87.10
FICO: 624.296
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Principal Balance Percent count
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0.01 - 50,000.00 0.14 20
50,000.01 - 100,000.00 10.12 826
100,000.01 - 150,000.00 21.27 1,108
150,000.01 - 200,000.00 18.14 682
200,000.01 - 250,000.00 14.80 429
250,000.01 - 275,000.00 5.95 147
275,000.01 - 350,000.00 13.87 291
350,000.01 - 400,000.00 7.50 129
400,000.01 - 450,000.00 3.79 58
450,000.01 - 500,000.00 3.88 52
500,000.01 - 550,000.00 0.17 2
550,000.01 - 600,000.00 0.09 1
600,000.01 - 750,000.00 0.30 3
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Total: 100.00 3,748
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min: $36,774.67
max: $662,200.73
avg: $173,250.39
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Current Rate Percent count
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4.751 - 5.250 0.79 19
5.251 - 5.750 4.89 136
5.751 - 6.250 11.21 325
6.251 - 6.750 17.75 596
6.751 - 7.250 20.06 718
7.251 - 7.750 19.80 767
7.751 - 8.250 12.57 542
8.251 - 8.750 7.74 363
8.751 - 9.250 3.07 153
9.251 - 9.750 1.29 72
9.751 - 10.250 0.66 43
10.251 - 10.750 0.13 9
10.751 - 11.250 0.04 4
11.751 - 12.250 0.02 1
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Total: 100.00 3,748
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min: 5.000
max: 12.000
wa: 7.210
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Original Term Percent count
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120.001 - 180.000 0.11 6
180.001 - 240.000 0.06 2
300.001 - 360.000 99.83 3,740
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Total: 100.00 3,748
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min: 180
max: 360
wa: 360
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Am WAM Percent count
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0 <= 9.51 240
121 - 180 0.11 6
181 - 240 0.06 2
301 - 360 90.32 3,500
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Total: 100.00 3,748
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non-zero min: 178
max: 360
wa: 359
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prepterm Percent count
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0.000 21.13 746
12.000 4.25 125
24.000 38.46 1,443
36.000 36.17 1,434
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Total: 100.00 3,748
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Interest Only Percent count
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N 90.54 3,510
Y 9.46 238
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Total: 100.00 3,748
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LIEN POSITION RAW Percent count
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1 100.00 3,748
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Total: 100.00 3,748
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PRODUCT Percent count
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2 YR ARM 59.40 2,181
3 YR ARM 40.60 1,567
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Total: 100.00 3,748
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PROPERTY TYPE Percent count
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2-4 Unit 6.65 202
Condo 5.54 240
Manufactured Housing 0.56 31
PUD 10.00 333
SFR 76.86 2,922
Townhouse 0.40 20
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Total: 100.00 3,748
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OCCUPANCY Percent count
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Investment 6.87 313
Owner Occupied 92.37 3,411
Second Home 0.76 24
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Total: 100.00 3,748
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PURPOSE Percent count
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Purchase New 45.12 1,682
Refi - Cash Out 50.57 1,892
Refi - No Cash Out 4.31 174
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Total: 100.00 3,748
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July 15, 2004 Page 1 of 3
Xxxxxxx, Xxxxx & Co.
GSAMP 2004 HE2
================================================================================
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DOCUMENTATION Percent count
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12 MONTH BANK STATEMENTS 0.02 1
FULL 49.24 2,121
LIMITED DO 3.02 96
NIV 19.65 649
STATED 28.07 881
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Total: 100.00 3,748
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OLTV Percent count
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1 - 50 0.35 18
51 - 55 0.10 6
56 - 60 0.33 17
61 - 65 0.64 25
66 - 70 1.06 41
71 - 75 2.76 105
76 - 80 26.71 1,004
81 - 85 9.21 383
86 - 90 27.86 1,041
91 - 95 29.37 1,041
96 - 100 1.61 67
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Total: 100.00 3,748
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Combo OLTV Percent count
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1 - 50 0.35 18
51 - 55 0.10 6
56 - 60 0.33 17
61 - 65 0.64 25
66 - 70 1.06 41
71 - 75 2.76 105
76 - 80 26.71 1,004
81 - 85 9.21 383
86 - 90 27.86 1,041
91 - 95 29.37 1,041
96 - 100 1.61 67
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Total: 100.00 3,748
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FICO Percent count
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1 - 500 0.13 6
501 - 520 2.86 123
521 - 540 3.33 159
541 - 560 6.14 260
561 - 580 7.37 305
581 - 600 10.44 426
601 - 620 17.24 644
621 - 640 16.47 588
641 - 660 13.39 468
661 - 680 8.33 285
681 - 700 6.02 203
701 - 720 3.71 128
721 - 740 2.02 63
741 - 760 1.47 52
761 - 780 0.80 28
781 - 800 0.18 7
801 >= 0.09 3
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Total: 100.00 3,748
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ARM Indicator Percent count
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Y 100.00 3,748
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Total: 100.00 3,748
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Per Rate Cap Percent count
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0.501 - 1.000 99.99 3,747
1.001 - 1.500 0.01 1
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Total: 100.00 3,748
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min: 1.000
max: 1.500
wa: 1.000
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Initial Periodic Cap Percent count
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1 0.02 1
2 58.36 2,058
3 41.62 1,689
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Total: 100.00 3,748
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min: 1.000
max: 3.000
wa: 2.416
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Months to Roll Percent count
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16 0.07 2
18 0.20 8
19 0.79 31
20 0.01 1
21 0.71 25
22 50.67 1,829
23 1.03 34
24 2.15 91
25 3.64 154
26 0.14 6
31 0.22 5
33 0.59 23
34 23.38 901
35 1.62 64
36 14.80 574
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Total: 100.00 3,748
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nonzero-min: 16
max: 36
wa: 27
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Margins Percent count
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<= 2.000 0.02 1
4.001 - 4.500 17.41 653
4.501 - 5.000 0.41 12
5.001 - 5.500 8.69 260
5.501 - 6.000 33.95 1,183
6.001 - 6.500 13.22 455
6.501 - 7.000 7.20 271
7.001 - 7.500 6.65 287
7.501 - 8.000 5.10 236
8.001 >= 7.36 390
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Total: 100.00 3,748
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min: 4.500
max: 11.750
wa: 6.166
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July 15, 2004 Page 2 of 3
Xxxxxxx, Xxxxx & Co.
GSAMP 2004 HE2
================================================================================
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Life Time Cap Percent count
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6 58.00 2,044
6 0.01 1
7 0.03 1
7 41.86 1,699
8 0.04 1
8 0.03 1
8 0.04 1
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Total: 100.00 3,748
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min: 6.000
max: 8.380
wa: 6.421
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MTR Percent count
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16 0.07 2
18 0.20 8
19 0.79 31
20 0.01 1
21 0.71 25
22 50.67 1,829
23 1.03 34
24 2.15 91
25 3.64 154
26 0.14 6
31 0.22 5
33 0.59 23
34 23.38 901
35 1.62 64
36 14.80 574
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Total: 100.00 3,748
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July 15, 2004 Page 3 of 3
