securitizations issued underwritten by goldman sachs › cdn_media › fcic... ·...

Securitizations Issued & Underwritten by Goldman Sachs Non-agency residential mortgage-backed securltizations, commercial mortgage-backed securitizations and collateralized debt obligations ~a~~!j:i~:~~~~~h·r?~9~,:P.~~~~:~'······················'" ..................... ,', ...................... ,', ...................... ,', ...................... " ...................... ,', ................. .

Bloomberg Deal Name ~Intex Deal

GSAMP 2006-SD1 GSA06SD1 I GSAMPiooii:SD1 GSA06S01 I GSAMPiooii:SD1 GSA06S01 IqSAMP.2006:S.D1 GSA06S01 LGSAMP 2006,8D1 GSA06SD1 I GSAMP 2006-SD1 GSA06SD1 LGSAMP.2006:SD1 GSA06S01 I GSAMP 2006-801 GSA06S01 I GSAMP 2006-S01 GSA06S01 [GSAMP 2006-8D1 GSA06SD1 IGSAMP 2006:Soi GSA06SD1 [GSAMP 2006-8D1 GSA06S01 [G8AMN2005:',NMC3 NOTE.GSN05WM3 I GSAMN 2005-WMC3 NOTE GSN05WM3 IGSAMN 2005-HE5 N1 GSN05HE5 IGSAMN 2005-HE5 N1 GSN05HE5 IGSAMN 2005-HES N1 GSN05HE5 I FFMLT200S:FF11-N FFN05F11 I FFMLT200S:FF11-N FFN05F11 LFFM.LT2005,FF.1.1:N FFN05F11 LGSAA2006-NI.M.1. GSAN06N1 IGSM 2006-NIM1 GSAN06N1 I GSM 2006-1 GSAA0601 I GSM 2006-1 GSAA0601 IGSAAi006-i GSAA0601 IGSAAi006-i GSAA0601 IGSAAi006-i GSAA0601 [GSAA2006: 1 GSAA0601 [GSAA2006: 1 GSAA0601 I GSM 2006-1 GSAA0601 I GSM 2006-1 GSAA0601 I GSM 2006-1 GSAA0601 I GSM 2006-1 GSAA0601 [GSM 2006-1 GSAA0601 IGSAA2006:1 GSAA0601 [GSM 2006-1 GSAA0601 [GSM 2006-1 GSAA0601 I GSAMP 2006-S1 GSA06S01 I GSAMP 2006-S1 GSA06S01 I GSAMP 2006-S1 GSA06S01 I GSAMP 2006-S1 GSA06S01 IGSAMP 2006:S1 GSA06S01 IGSAMP 2006:S1 GSA06S01 [GSAMP2D06-S1 GSA06S01 [GSAM.P2D06-S1 GSA06S01 [GSAMP2D06-S1 GSA06S01 I GSAMP 2006-81 GSA06S01 I GSAMP 2006-S1 G8A06801 I GSAMP 2006-81 G8A06S01 I GSAMPiooii:si GSA06S01 I GSAMPiooii:si GSA06S01 [G8MPS 2006:RP.1 GSM06RP1 [GSMPS 2006:RP.1 GSM06RP1 I GSMPS 2006-RP1 GSM06RP1 I GSMPS 2006-RP1 GSM06RP1 I GSMPS 2006-RP1 GSM06RP1 I G8MPS 2006-RP1 GSM06RP1 IGSMPS 2006:RP1 GSM06RP1 I GSMPS 2006-RP1 GSM06RP1

x C 81 82 83 84 NOTE8 OTC N1 N2 OS N2 N1 OS NOTES CERT R1 R2 A1

M4 83 X M5

M6

1A4

362341Y52 362341Y60 362341X61 362341X79 362341Y78 3623412H1 362341X87 362341X95 362341Y29 362341Y37 3623412Y4 G05WM30TC 362432AA4 362432AB2 GSOSHE50S 302441AB6 302441AA8 FF05F110S 3623413VV7 3623413X5 3623412C2 362341200 362341Z28 362341Z36 362341Z44 3623412)(6 3623412A6 362341284 362341Z51 362341Z69 362341Z77 362341Z85 3.62341E+14 3623412F5 362341Z93 3623413B3 3623413A5 3623412J7 3623412U2 3623412K4 3623412L2 3623412MO 3623412R9 3623412S7 3623412N8 362341201 3623412VV8 3623412T5 3623412P3 362341309 3623413HO 3623413J6 3623413C1 3623413V9 3.62341E+13 3623413F4 3623413G2

SEN_PO SEN_PO MEZJLT MEZ FLT JUN_OC_NO JUN_NPR_NPR_NO JUNJLT JUNJIX_CAP JUNJIX_CAP JUNJIX_CAP 8ENJIX_NIM]P JUN_RES_NO SENJIX_NIM_PP SEN FIX NIM PP JUN_RES_NO SEN_PO_NIM_PP SENJIX_NIM_PP NPR_NPR_NO SEN FIX NPR_NPR_NO 8EN_PO SEN_PO SENJLT SEN FLT SENJLT SENJLT MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJIX_CAP JUN_OC_NO JUNJLT SEN_SUPJLT SEN_SPRJLT SENJLT NPR NPR NO MEZJLT MEZJLT MEZJLT MEZJIX MEZJIX MEZJIX MEZJIX JUN_RES JUN_OC_NO JUNJIX 8EN_WACJO SEN_WACJO SEN_WAC SENJLT SENJLT SENJIX SENJIX SENJIX

Confidential Treatment Requested by Goldman Sachs

9~.iginal .~.~~!~9

Original Balance Fitch MOOdy SP

22,298,000 NA 73,276,000 NA

100 NA 100 NA

20,796,000 NA 9,911,000 NA

10,210,648 NA 150,155,848 NA

5,555,000 NA 3,003,000 NA 3,229,000 NA 1,877,000 NA

27,040,000 NA 735,312,672 NA 26,526,000 NA

6,063,000 NA 1,000 NA

3,1 33,000 NA 16,635,000 NA

1,000 NA 16,280POO NA

796,444,027 NA 100 NA 100 NA

498,836,000 NA 165,814,000 NA 176,445,000 NA 19,606,000 NA

4,555,000 NA 4,556,000 NA

13,658,000 NA 4,554,000 NA 4,554,000 NA 4,554,000 NA 4,555,000 NA 4,554,606 NA 4,554,000 NA

13,500,000 AAA 53,999,000 AAA

273,339,000 AAA NA

47,546,000 AA+ 41,087,000 A+ 12,662,000 A

9,819,000 BBB-~J~t?!OOO BB+

13,695,000 A-9,561,000 BBB

516,812,865 NA 20,672,865 NA 12,146,000 BBB+

442,038,000 NA 498,138 NA

38,781,000 NA 224,000,000 NA 218,038,000 NA 14,770,000 NA 16,447,000 NA

9,784,000 NA

Aaa Aaa NA NR Aa2 A2 NR NR Baa1 Baa2 Baa3 Ba1 NA NA NA NA NA NA NA NA NA NA NR NR AaaJ*AaaJ*Aaa A1 Baa1 Baa2 Aa1/'Aa2J*Aa3/""A1 Ba2 NR A2

A3!'Ba1/'-8a2/*Baa1J*Baa3

NR NR Baa2

AaaJ*-

AAA AAA AAA AAA AA A NR NR 888+ BBB BBBBBB-

NA A NA AAA AM AM AAA AAA

AABBBNR A+ NA NA NA NA NA NA NA NA NA NA NA

AAA AAA AM AAA AAA AAA AAA AM

Fitch

NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA o C C NA o o o D C o o NA NA D NA NA NA NA NA NA NA NA

.ql:l.~~~.~t Ra~!~9

MOOdy SP Deal Closing :te

Aaa WR NA NR B2 C NR NR C C C C NA NA NA NA NA NA NA NA NA NA NR NR Ba1/'Caa2/*Caa2/*Caf"-

C C C C C C C NR C Ca B1 Caa3 NR C WR WR WR WR WR WR NR NR WR Ba3 Ba3 Ba3 Ba3 Ba3 Ba3 Ba3 Ba3

AAA NR NR NR B cee NR NR CC D D o CC NA CC ce NA CC CC NA NR NA NR NR cee cee CCC CCC o D ce o o o D NR o NA NA NA NA NA NA NA NA NA NA NA NA NA NA AAA AAA AAA AAA AAA AAA AAA AAA

13-Jan-06 13-Jan-06 13-Jan-06 13-Jan-06 13-Jan-06 13-Jan-06 13-Jan-06 13-Jan-06 13-Jan-06 13-Jan-06 13-Jan-06 13-Jan-06 19-Jan-06 19-Jan-06 20-Jan-06 20-Jan-06 20-Jan-06 23-Jan-06 23-Jan-06 23-Jan-06 23-Jan-06 23-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06 27-Jan-06

Registration Statement

144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A

Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A


Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A

Resi Resi Resi Resl

Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl

Resl Resi Resi Resi Resl Resi Resi Resi Resi Resl


Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl

Resi

Type

GS FCIC 000000080


Bloomberg Deal Name

I GSMPS 2006-RP1 I GSMPS 2006-RP1 I GSMPS 2006-RP1 I GSMPS 2006-RP1 I GSMPS 2006-RP1 IGSMPS 2006-RP1 I GSMPS 2006-RP1 I GSMPS 2006-RP1 I GSMPS 2006-RP1 I GSMPS 2006-RP1 I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F

~Intex Deal

GSM06RP1 GSM06RP1 GSM06RP1 GSM06RP1 GSM06RP1 GSM06RP1 GSM06RP1 GSM06RP1 GSM06RP1 GSM06RP1 GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSROB01F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSROB01F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F

B1 B2 B3 B4 B5 B6 e X 1A14 2A15 2A4 6A3 1A8 1AF 2AF AX 1A17 1A1o 1A16 2A10 2A11 2A17 2A6 4A2 5A2 4A6 5A6 SA9 1A2 1A15 1A9 2A16 2A5 2A9 4A7 5A7 2A7 4A1 4A3 4A4 5A1 5A3

3A2 7A2 3A1 7A1 1A1 1A11 1A12 1A4 2A1

3623413K3 3623413L 1 3623413M9 3623413N7 3623413P2 362341300 3623413U1 3623413T4 3623416VV4 3623417P8 3623417e7 3623418H5 3623416Q7 3623418L6 3623418M4 3623418N2 3623418VV2 3623416S3 3623416YO 3623417J2 3623417K9 362334AP9 3623417000 3623417TO 3623418AO 3623417X1 362341800 362334AR5 3623416J3 3623416X2 3623416R5 362334AN4 362341705 3623417H6 3623417Y9 3623418XO 3623417FO 3623417S2 3623417U7 362341N5 3623417Z6 3623418B8 3623418C6 362334AQ7 3623417VV3 362341804 3623416KO 3623417G8 3623417R4 3623418K8 3623417Q6 3623418J1 3623416H7 3623416T1 3623416U8 3623416L8 3623416Z7

JUN_WAe JUN_WAe JUN_WAe JUN_WAe JUN_WAe JUN_WAe JUN RES JUN_RES SEN_Z_FIX SEN_LFIX SEN_LFIX SEN_ZJIX SEN_Z_eMP _FIX SEN_XRS_PO SEN_XRS_PO SEN_WAe_IO SEN_SUP_PAeJIX SEN_SUP_NASJIX SEN_SUP _NASJIX SEN_SUP _NASJIX SEN_SUP _NASJIX SEN_SUP_NASJIX SEN_SUP_NASJIX SEN_SUPJIX SEN_SUPJIX SEN SPR Z FIX SEN_SPR_Z_FIX SEN_SPR_SUPJIX SEN_SPR_PAeJIX SEN_SPR_NASJIX SEN_SPR_NASJIX SEN_SPR_NASJIX SEN_SPR_NASJIX SEN_SPR_NASJIX SEN_SPR_NASJIX SEN SPR NAS FIX SEN_SPRJLT SEN_SPRJIX SEN_SPRJIX SEN_SPRJIX SEN SPR FIX SEN_SPRJIX SEN_SPRJIX SEN_SPRJIX SEN_SPR_AOJIX SEN SPR AD FIX SEN_PAeJIX SEN_INV_IO SEN_INV_IO SEN_INV_IO SEN FLT SENJLT SENJIX SENJIX SENJIX SENJIX SENJIX


Original Balance Fitch

100 NA 100 NA

2,677,000 NA 2,408,000 NA 2,140,000 NA 1,873,000 NA 1,070,000 NA 3,213,802 NA

535,202,002 NA 535,202,002 NA

5,542,000 AAA 12,142,000 AAA 38,011,000 AAA

6DO,DOO AAA 4,000 AAA

2,124,269 AAA 238,096 AAA 224,309 AAA

3,643,000 AAA 1,368,000 AAA 1,352,000 AAA

770,000 AAA 765,000 AAA

2,970,000 AAA 1,004,000 AAA 8,610,000 AAA

19,920,000 AAA 10X53POO AAA 16,203,000 AAA

3,152,000 AAA 91,070,000 AAA 19,304,000 AAA 19,542,000 AAA 42,417,000 AAA 14,331,000 AAA 10,965,000 AAA 26,953,000 AAA 41,722,000 AAA 50,000,000 AAA

134,763,000 AAA 84,557,000 AAA 23,253,000 AAA

100,000,000 AAA 129,587,000 AAA 37,299,000 AAA

208,608,000 AAA 12,500,000 AAA 21,096,000 AAA 10,383,000 AAA 50,000,000 AAA 39,964,000 AAA 18,311,000 AAA 39,964,000 AAA 18,311,000 AAA

103,279,000 AAA 71,654,000 AAA 10,969,000 AAA 82,623,000 AAA

226,937,000 AAA

9~.iginal .~.~~!~9

MOOdy

NR NR NR Aa2l'- AA A2r- A 8aa2J*- BBB 8a2l"-821'NR NR NR NR NR AM NR AM NR AM NR AM NR AM NR AM NR AM NR AM NR NR NR NR NR NR NR AM NR AM NR AM NR AM NR AM NR AM NR AM NR AM NR AM NR AM NR NR NR Aaa NR NR AM NR AM NR AM NR AM

AM AM AM AM AM AM

NR AM NR AM NR AM NR AM NR AM NR AM NR AM NR AM NR BBB

NA NA NA NA NA NA NA NA NA eee eee eee ee eee eee eee eee eee eee eee eee eee eee eee ee ee B B ee BBB BBB BBB BBB BBB BBB B B BBB eee BB eee eee BB eee eee BB BB eee BBB eee eee eee eee PIF eee eee eee eee

.ql:l.~~~.~t Ra~!~9


NR NR 27-Jan-06 NR NR 27-Jan-06 B2 AA 27-Jan-06 Ca A 27-Jan-06 Ca B~ 27-Jan-06 Ca eee 27-Jan-06 e ee 27-Jan-06 NR NR 27-Jan-06 NR NA 27-Jan-06 NR NR 27-Jan-06 NR BJ"- 3D-Jan-06 NR Br- 30-Jan-06 NR Br- 30-Jan-06 NR eee 30-Jan-06 NR Br- 3D-Jan-06 NR 81"- 3D-Jan-06 NR Br- 30-Jan-06 NR eee 30-Jan-06 NR Br- 30-Jan-06 NR Br- 30-Jan-06 NR BJ"- 3D-Jan-06 NR Br- 30-Jan-06 NR Br- 30-Jan-06 NR Br- 30-Jan-06 NR Br- 3D-Jan-06 NR eee 3D-Jan-06 NR eee 30-Jan-06 NR BBr- 30-Jan-06 NR BBr- 30-Jan-06 NR 81*- 3D-Jan-06 NR Al"- 3D-Jan-06 NR AAAr- 30-Jan-06 NR AAAr- 30-Jan-06 NR Br- 30-Jan-06 NR Br- 30-Jan-06 NR Br- 30-Jan-06 NR BBr- 30-Jan-06 NR BBr- 30-Jan-06 B3/'- Br- 30-Jan-06 NR BBJ*- 3D-Jan-06 NR BB/,,- 3D-Jan-06 NR BBr- 30-Jan-06 NR BBBr- 30-Jan-06 NR BBI'- 3D-Jan-06 NR BBr- 30-Jan-06 NR Br- 30-Jan-06 NR BBr- 30-Jan-06 NR BBr- 30-Jan-06 NR Br- 30-Jan-06 NR BJ"- 3D-Jan-06 NR eee 30-Jan-06 NR eee 30-Jan-06 NR eee 30-Jan-06 NR eee 3D-Jan-06 NR BJ"- 3D-Jan-06 NR Br- 30-Jan-06 NR Br- 30-Jan-06 NR Br- 30-Jan-06 NR eee 3D-Jan-06


144A 144A 144A 144A 144A 144A 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A

Resl Resi Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi

Type

GS FCIC 000000081


9~.iginal .~.~~!~9


I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2006-1 F I GSR 2oo6-AR1 I GSR 2oo6-AR1 I GSR 2oo6-AR1 I GSR 2oo6-AR1 I GSR 2oo6-AR1 I GSR 2oo6-AR1 I GSR 2oo6-AR1 I GSR 2oo6-AR1 I GSR 2oo6-AR1 I GSR 2oo6-AR1 I GSR 2oo6-AR1 I GSR 2oo6-AR1 I GSR 2oo6-AR1 I GSR 2oo6-AR1 I GSR 2oo6-AR1 I GSR 2oo6-AR1 I GSR 2oo6-AR1 I RALI 2006-001 I RALI 2006-001 I RALI 2006-001 I RALI 2006-001 I RALI 2006-001 I RALI 2006-001 I RALI 2006-001 I RALI 2006-001 I RALI 2006-001 I RALI 2006-001 I RALI 2006-001 I RALI 2006-001 I RALI 2006-001

GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR0601 F GSR06AR1 GSR06AR1 GSR06AR1 GSR06AR1 GSR06AR1 GSR06AR1 GSR06AR1 GSR06AR1 GSR06AR1 GSR06AR1 GSR06AR1 GSR06AR1 GSR06AR1 GSR06AR1 GSR06AR1 GSR06AR1 GSR06AR1 RFC06001 RFC06001 RFC06001 RFC06001 RFC06001 RFC06001 RFC06001 RFC06001 RFC06001 RFC06001 RFC06001 RFC06001 RFC06001

1A7 1A5 1A6

1B1 1B2 183 184 1B5 1B6 1M1 2B1 282 2B3 2B4 2B5 2B6 2M1 1RC 2RC R X R

B1

RI

3A2 3A3 1A1 2A1 3A1

3623416P9 3623416M6 3623416N4 362341789 3623417A1 3623418G7 3623418F9 3623416V6 3623417N3 362341805 3623418R3 362341881 362334AC8 362334AD6 362334AE4 3623418P7 3623418T9 3623418U6 3623418V4 362334AF1 362334AG9 362334AH7 3623418Y8 362334AL8 362334AM6 362334AKO 362334AJ3 3623414LO 3623414M8 3623413Z0 3,62341E+12 3623414G1 3623413Y3 3623414A4 362341482 3623414C0 362341408 3623414F3 3623415K1 3623415L9 3623415M7 3623414H9 3623414J5 3623414K2 761118SX7 761118SY5 761118RH3 761118RK6 761118RNO 761118RP5 761118RG5 761118RJ9 761118RM2 761118RL4 761118RWO 761118RX8 761118RY6

SEN_AO_Z_CMPJIX SEN_AO_TAC_CMPJNV SEN_AO_TAC_CMPJLT SEN_AD_PACJO SEN_AD_PAC_FIX SEN_AD_I NV_IO SEN AD FLT SEN_AOJIX SEN_ADJIX JUN_WAC JUN_WAC JUN_WAC JUN_WAC JUN_WAC JUN_WAC JUN_WAC JUN_WAC JUN_WAC JUN_WAC JUN_WAC JUN_WAC JUN_WAC JUN_WAC JUN_RES JUN_RES JUN RES JUN_RES SEN_WAC SEN_WAC SEN_SUP _WAC SEN_SUP _WAC SEN_SUP_WAC SEN_SPR_WAC SEN_SPR_WAC SEN_SPR_WAC SEN SPR WAC SEN_SPR_WAC SEN_SPR_WAC JUN_WAC_NO JUN_WAC_NO JUN WAC NO JUN_WAC JUN_WAC JUN_WAC SEN_WAC SEN WAC SEN_SUPJLT SEN_SUPJLT SEN_SUPJLT SEN_SUPJLT SEN SPR FLT SEN_SPRJLT SEN_SPRJLT SENJLT SEN_CPT_WAC_IO SEN_CPT_WAC_IO SENJPT_WAC_IO


Original Balance Fitch MOOdy

156,139,000 AAA 25,411,000 AAA

6,271,800 AAA 11,818,185 AAA 65,000,015 AAA 16,666,666 AAA

100,000,000 AAA 40,394,000 AAA 40,394,000 AAA

5,427,000 AAA 13,269,000 AAA

9,315,000 AA 5,081,000 A 2,117,DOO 888 1,693,000 BB 1,270,000 8 1,696,737 NA

10,164,000 AA+ 6,470,000 AA

~'~?~iDDD A 1,887,000 888 1,078,000 88

808,000 8 1,081,558 NA 8,628,000 AA+

1386,100,660 NA 1386,100,660 NA ,1,386JDO,6,60 NA 1386,1 00,660 NA

100 AAA 100 AAA

6,520,000 AAA 49,583,000 AAA

4,666,000 AAA 131,839,000 AAA 400,000,000 AAA 383,536,000 AAA 68,461 ,000 AAA

150,665,000 AAA 94,348,000 AAA

6,077,000 NR 4,051,000 NR 3,376,498 NR

31,059,000 NR 10,804,000 NR

5,401,000 NR 50 NA 50 NA

10,122,000 NA 20,525,000 NA

128,851,000 NA 77,311,000 NA 91,094,000 NA

164,198,000 NA :D9,242,000 NA 20,525,000 NA

NA NA NA

NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA

Aaa AaaJ*Aaa Aaa Aaa AaaJ*AaaJ*Aaa Aaa

SP

AAA BBB AAA AAA AAA

NR NR NR NR NR NR NR NR

NR NR NR NR AAA AAA AAA AAA AAA AAA

AA A BBB AAA AAA AAA AAA AAA AAA AAA AAA AAA

.ql:l.~~~.~t Ra~!~9

SP Deal Closing :te Fitch MOOdy

CCC CCC A CCC CCC 8 B CC CC CCC CCC C C D D D NA CC C D D D D NA CC NA NA NA NA PIF PIF CC CC CC CCC CCC A 8B CCC 8BB NR NR NR NR NR NR NA NA NA NA NA NA NA NA NA NA NA NA NA

NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA WR WR Ca/*Caf"Caf"Caf"Caa2f*Caa2f*Caa1f*Ca/*Ca/*Ca/*Ca/*-

BI*- 3D-Jan-D6 81'- 3D-Jan-06 81'- 30-Jan-06 BI*- 3D-Jan-D6 BI*- 3D-Jan-D6 BI*- 3D-Jan-D6 BI'- 30-Jan-06 CCC 30-Jan-06 cee 30-Jan-06 BI*- 3D-Jan-D6 BI*- 3D-Jan-D6 NR 3D-Jan-06 NR 30-Jan-06 NR 3D-Jan-D6 NR 3D-Jan-D6 NR 3D-Jan-D6 NR 3D-Jan-06 NR 30-Jan-06 NR 3D-Jan-D6 NR 3D-Jan-D6 NR 3D-Jan-D6 NR 3D-Jan-06 NR 30-Jan-06 NR 3D-Jan-D6 NR 3D-Jan-D6 NR 3D-Jan-D6 NR 3D-Jan-06 NR 30-Jan-06 NR 3D-Jan-D6 NR 3D-Jan-D6 NR 3D-Jan-D6 CCC 30-Jan-06 CCC 30-Jan-06 CCC 30-Jan-06 B-I*- 3D-Jan-D6 8BI'- 30-Jan-06 8BI'- 3D-Jan-06 8BI'- 30-Jan-06 8BI'- 30-Jan-06 BBBI*- 3D-Jan-D6 o 3D-Jan-D6 o 30-Jan-06 NR 30-Jan-06 CC 3D-Jan-D6 o 3D-Jan-D6 o 30-Jan-06 NR 30-Jan-06 NR 3D-Jan-D6 o 3D-Jan-D6 CCC 3D-Jan-D6 CCC 30-Jan-06 o 30-Jan-06 cee 30-Jan-06 CCC 30-Jan-06 CCC 3D-Jan-D6 o 3D-Jan-06 CCC 30-Jan-06 cee 30-Jan-06 CCC 30-Jan-06


Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A


Type

GS FCIC 000000082


Bloomberg Deal Name

I RALI 2006-Q01 I RALI 2006-Q01 IFiAU i006Q01 I RALI 2006-Q01 I RALI 2006-Q01 I RALI 2006-Q01 I RALI 2006-Q01 I RALI 2006-Q01 I RALI 2006-Q01 IGSAAiObii:i IGSAAibbii:i jGSAA.2006-2 jGSAA.2006-2 jGSAA2006-2 I GSM 2006-2 I GSM 2006-2 I GSM 2006-2 IGSAA2006-2 IGSAA2006-2 I GSAA20D6,2 I GSAA20D6,2 I GSM 2006-2 I GSM 2006-2 I GSM 2006-2 I GSM 2006-2 I GSM 2006-2 I GSM 2006-2 jGSAA2006-2 I GSM 2006-2 ILBMLT 2oo6-WL 1 ILBMLT 2oo6-WL 1 ILBM L T 2006WL1 I LBMLT 2006-WL 1 ILBM L T 2006:WL1 ILBM L T 2oo6:WL1 ILBMLP006-VVL1 ILBMLP006VVL1 I LBMLT 2006-WL 1 I LBML p006-VVL 1 ILBMLT 2oo6-WL 1 ILBMLT 2oo6-WL 1 ILBMLT20biiwL1 ILBMLT20biiwL1 ILBMLT 2oo6-WL 1

I.LBM.L I2oo6,VVL1 ILBMLT 2oo6-WL 1 I LBMLT 2006-WL 1 I LBMLT 2006-WL 1 I LBMLT 2006-WL 1 ILBM L T 2OO6:WL1 ILBMLT 2oo6-WL 1 IGSAMN2005,HE6 N1 IGSAMN2005,HE6 N1 IGSAMN 2DD5-HE6 N1 IGSAMP 2oo6-HE1 IGSAMP 2006-HE1 IGSAMP 2006-HE1 IGsAMP20oii:HE1 [GSAMP20oii:HE1

~Intex Deal

RFC06Q01 RFC06Q01 RFC06Q01 RFC06Q01 RFCD6Q01 RFC06Q01 RFC06Q01 RFC06Q01 RFC06Q01 GSAAD6D2 GSAA0602 GSAA0602 GSAA0602 GSAA0602 GSAAD6D2 GSAA0602 GSAA0602 GSAA0602 GSAA0602 GSAAD6D2 GSAA0602 GSAA0602 GSAA0602 GSAA0602 GSAAD6D2 GSAA0602 GSAA0602 GSAA0602 GSAA0602 LBMLD6W1 LBML06W1 LBML06W1 LBML06W1 LBML06W1 LBMLD6W1 LBML06W1 LBML06W1 LBML06W1 LBML06W1 LBML06W1 LBML06W1 LBML06W1 LBML06W1 LBMLD6W1 LBMLD6W1 LBML06W1 LBML06W1 LBML06W1 LBML06W1 LBML06W1 LBML06W1 GSN05HE6 GSN05HE6 GSN05HE6 GSA06HE1 GSA06HE1 GSA06HE1 GSA06HE1 GSAD6HE1

B3 M1 M2

2A1 2A2 2A3 2A4 2A5 R RC B1

M5 M6 X B4 IA1

M4

C

M11 N1 N2 OS R

761118SW9 761118RQ3 761118RR1 761118RS9 761118RTl 761118RU4 761118RV2 3623415N5 3623415PO 362341508 3623415R6 362341584 362334M2 362334ABO 3623416C8 362341606 3623415Z8 3623416A2 3623416BO 3623415T2 3623415U9 3623415V7 3623415W5 3623415X3 3623415Y1 3623416F1 36234160000 542514QP2 542514QQO 542514QR8 542514QS6 542514QT4 542514QU1 542514QV9 542514TM6 542514TN4 542514TP9 542514QW7 542514RF3 542514QX5 542514QY3 542514QZO 542514RA4 542514RB2 542514RCO 542514R08 542514RE6 542514TKO 542514RG1 36294KM2 36294KABO 36294L 102 3623415B1 3623415C9 362341507 3623414N6 3623414P1

JUNJLT_NO JUNJLT JUNJLT JUNJLT JUNJLT JUNJLT JUN FLT SENJLT SENJLT SENJLT SENJLT SENJLT SENJLT SENJLT SENJIX_CAP SENJIX_eAP MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT JUN oe JUNJLT SENJLT SENJLT SENJLT SENJLT SENJLT SENJLT SENJLT NPR_NPR_NO NPR NPR NO NPR_NPR_NO MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT JUN_OC_NO JUNJLT SENJIX_NIM]P SEN FIX NIM PP JUN_RES_NO SEN_PO SEN_PO SEN_PO SENJLT SENJLT



5,858,000 NA 8,561,000 NA 5,407,496 NA

13,518,000 NA 11,716,000 NA

8,110,000 NA 11,715,000 NA

9,012,000 NA 5,407,000 NA

148,331,000 NA 16,482,000 NA

444,704,000 NA 85,046,000 NA

9,450,DOO NA 48,946,000 NA

5,439,000 NA 100 NA 100 NA

16,820,000 NA 14,271,000 NA 10,704,000 NA 41,283,000 NA 38,225,000 NA 23,445,000 NA 20,387,000 NA 19,367,000 NA 17,839,000 NA 38,22M.39 NA 20,386,000 NA

284,678,000 NA 256,209,000 NA 28,468,000 NA

535,356,000 NA 147,397,000 NA 158,783,000 NA 52,441,000 NA

NA NA NA

69,683,000 NA 20,046,000 NA 63,001,000 NA 39,136,000 NA 34,364,000 NA 31,5D1,000 NA 28,636,000 NA 26,728,000 NA 23,864,000 NA 19,091,000 NA 70,637,118 NA 19,091,000 NA 21,108,000 NA

4,140,000 NA 1,000 NA

50 NA 100 NA

50 NA 210,928,000 NA 300,225,000 NA

9~.iginal .~.~~!~9

MOOdy

Ba2 NR B NR NR Aa1 AA+ Aa2 AA Aa3 AA-

A2 A Baa1 BBB+ Baa3 BBB-AaaJ'- AM Aaa AAA Aaa AAA AaaJ'- AM AaaJ'- AM AaaJ'- AM Aaa AAA NR AM NR AM Baa1 A Baa2 Baa3 Aa1 Aa2 Aa3 A1 A2 AA-

A3 A+ NR NR Ba2 BB+ Aaa AAA Aaa/""- AAA Aaa AAA Aaa AAA Aaa AAA Aaa AAA A.a NR NR NR Aa1 B.1 Aa2 Aa3 A1 A+

A ABBB+ BBB BBB NR

B.2 BBB-NA BBB NA BB NA NA NR AAA

NR NR AaaJ*-Aaa

NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA

.ql:l.~~~.~t Ra~!~9


C NR NR e e C

C e e A3/'Ba2f'Aaa Baa2/'Baa2/*Ba1/,Ba2f'NR NR e e C B3/'Car-e e C

C NR e A3/'A1/,Baa1/'WR Aaa Baa2/*Baa3/'NR NR NR B1/,-C Ca/*-e e e C C e e NR WR NA NA NA NR NR NR A1/,WR

o 30-Jan-oB o 30-Jan-06 NR 30-Jan-06 o 30-Jan-06 o 30-Jan-06 o 30-Jan-oB o 30-Jan-06 o 30-Jan-06 o 30-Jan-06 8+/*- 6-Feb-06 8-/"- 6-Feb-06 NR 6-Feb-06 AAAr- 6-Feb-06 AMr- 6-Feb-06 B-r- 6-Feb-06 8-/"- 6-Feb-06 NR 6-Feb-06 NR 6-Feb-06 o 6-Feb-06 o 6-Feb-06 o 6-Feb-06 CCC 6-Feb-06 eee 6-Feb-06 eee 6-Feb-06 o 6-Feb-06 o 6-Feb-06 o 6-Feb-06 NR 6-Feb-06 o 6-Feb-06 BBr- 8-Feb-06 BBI"- 8-Feb-06 BBr- 8-Feb-06 NR 8-Feb-06 NR 8-Feb-06 BBr- 8-Feb-06 BBr- 8-Feb-06 NR 8-Feb-06 NR 8-Feb-06 NA 8-Feb-06 eee S-Feb-06 o 8-Feb-06 CCC 8-Feb-06 ee 8-Feb-06 o 8-Feb-06 o 8-Feb-06 o 8-Feb-06 o 8-Feb-06 o 8-Feb-06 o 8-Feb-06 NR S-Feb-06 o 8-Feb-06 CC 10-Feb-06 ee 10-Feb-06 NA 10-Feb-06 NR 17-Feb-06 NR 17-Feb-06 NR 17-Feb-06 AMr- 17-Feb-06 NR 17-Feb-06


Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A


Type

GS FCIC 000000083


9~.iginal .~.~~!~9

Bloomberg Deal Name

IGSAMP 2oo6-HE1 IGSAMP 2006-HE1 lc;siiMP 2006HEi IGSAMP 2006-HE1 IGSAMP 2006-HE1 IGSAMP 2oo6-HE1 IGSAMP 2006-HE1 IGSAMP 2006-HE1 IGSAMP 2006-HE1 IGsAMPiooii:HE1 IGSAMPiooii:HE1 LGSAMP 2006:H.E.1 LGSAMP 2006:HE1 LGSAMP.2006:H.E.1 IGSAMP 2006-HE1 I GSAMN 2oo5-AHL2 NI M I GSAMN 2005-AHL2 NI M IFFMLT2006F'F'3 IFFM L T 2006:F'F'3 I FFM.L T 2006.-FF3 I FFM.L T 2006.-FF3 IFFMLT 2006-FF3 IFFMLT 2006-FF3 IFFMLT 2006-FF3 IFFMLT 2oo6-FF3 IFFMLT 2oo6-FF3 IFFMLT 2006-FF3 LFFM. L p006,FF3 IFFMLT 2006-FF3 IFFMLT 2oo6-FF3 IFFMLT 2oo6-FF3 IFFMLT2006F'F'3 IFFMLT 2006-FF3 IFFM L T 2006:F'F'3 IFFM L T 2oo6:F'F'3 I FFM .LT .2006.-FF3 I FFM .LT .2006.FF3 IGSM 2006-NIM2 IGSAA2006:NIM2 IVVFMBS 2006-AR1 IVVFMBS 2006-AR1 IVVFMBSio06:iiR1 IVVFMBSio06:iiR1 IVVFMBS 2006-AR1 I.VVFMBS 20os.-.AR1 IVVFMBS 2006-AR1 IVVFMBS 2006-AR1 IVVFMBS 2006-AR1 IVVFMBS 2006-AR1 IWFMBS 200ii:ARi IVVFMBS 2006-AR1 IVVFMBS2006:AR1 IVVFMBS2006:AR1 IGSM 20os.-3 IGSM 2006-3 I GSM 2006-3 I GSM 2006-3 I GSAA 2006:3 I GSAA 2006:3

~Intex Deal

GSA06HE1 GSA06HE1 GSA06HE1 GSA06HE1 GSA06HE1 GSA06HE1 GSA06HE1 GSA06HE1 GSA06HE1 GSA06HE1 GSA06HE1 GSA06HE1 GSA06HE1 GSA06HE1 GSA06HE1 GSN05AH2 GSN05AH2 FFML06F3 FFML06F3 FFMLos.F3 FFML06F3 FFML06F3 FFML06F3 FFML06F3 FFML06F3 FFML06F3 FFML06F3 FFML06F3 FFML06F3 FFML06F3 FFML06F3 FFML06F3 FFML06F3 FFML06F3 FFMLos.F3 FFML06F3 FFML06F3 GSAN06N2 GSAN06N2 WFM06AR1 WFM06AR1 WFM06AR1 WFM06AR1 WFM06AR1 WFM06AR1 WFM06AR1 WFM06AR1 WFM06AR1 WFM06AR1 WFM06AR1 WFM06AR1 WFM06AR1 WFM06AR1 GSAA0603 GSAA0603 GSAA0603 GSAA0603 GSAA0603 GSAA0603

A2D M1 M2

X B1

NOTES OTC A1 A2A

M2 M3 M4 M5 M6

X R RC RX B2 NOTES CERT IA1 IAR IIA6 IIA1 IIA2

B1

B4 B5 B6 R RC

3623414S5 3623414T3 3623414UO 3623414V8 3623414W6 3623414X4 3623414Y2 3623414Z9 3623415A3 3623415H8 3.62342E+11 3623415F2 3623415G0 362334CH5 362334EX8 362334AS3 362334AT1 362334AU8 362334AV6 362334CL6 362334BJ2 362334BH6 362334AW4 362334AX2 362334AYO 362334AZ7 362334BA1 362334BB9 362334BC7 362334BD5 362334BL7 362334BE3 362334BFO 362334BG8 362334BK9 362334CJ1 362334CK8 94983JAAO 94983JAB8 94983JAH5 94983JAC6 94983JAD4 94983JAE2 94983JAF9 94983JAG7 94983JAJ1 94983JAK8 94983JAL6 94983JAM4 94983JAN2 94983JAP7 362334CC6 362334CD4 362334BQ6 362334BR4 362334BS2 362334BTO

SENJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT JUN~OC~NO

JUNJLT~NO

JUNJLT~NO

JUNJLT~NO

SENJIX~NIM~PP

JUN~RES~NO

SENJLT SENJLT SENJLT SENJLT NPR~NPR~NO

MEZJLT~NO

MEZJLT~NO

MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT JUN~OC~NO

JUN_NPR_NPR_NO JUN_NPR_NPR_NO JUN_NPR_NPR_NO JUNJLT_NO SEN FIX NPR~NPR~NO

SEN_WAC SEN_SUP _WAC SEN SPR WAC SEN_SPR_WAC SEN_SPR_WAC SEN_SPR_WAC SEN_SPR_WAC JUN WAC JUN_WAC JUN_WAC JUN_WAC JUN_WAC JUN WAC SEN_RES SEN_RES SENJLT SENJLT SENJLT SENJLT



85,326,000 NA 95,696,000 NA 30,1 02,000 NA 38,167,000 NA 35,268,000 NA 21,258,000 NA 18,842,000 NA 17,876,000 NA 15,943,000 NA 15,460,000 NA 13,528,000 NA 34,785,229 NA 10,629,000 NA 11,595,DOO NA 10,629,000 NA 17,880,000 NA

574,070,519 NA 241,651,000 NA 280,279,000 NA .:?~?,.1)4iOOO NA 31,616,000 NA

NA 6,941,000 NA 7,932,000 NA

33,712,000 NA 30,737,000 NA 17,847,000 NA 16,361POO NA 14,872,000 NA 14,377,000 NA 12,890,000 NA 10,411,000 NA 16,856,356 NA

50 NA 100 NA 50 NA

9,915,000 NA 19,910,000 NA

1 019,353,739 NA 137,420,000 NA

100 NA 31,780,000 NA 96,469,000 NA

317,343,000 NA 22,484,000 NA 72,453,000 NA

137,426,000 NA 14,879,000 NA

7,227,000 NA 4,250,000 NA 3,826,000 NA 2,550,000 NA 2,126,463 NA

100 NA 100 NA

548,029,000 NA 186,047,000 NA 190,366,000 NA 21,152,000 NA

MOOdy SP

Aaa AAA AaaJ'- AM AaaJ'- AM Aa1J*- AA+ Aa2J'- AA Aa3 A1 A2 A3 Baa1 Baa2 NR NR Baa3 BBB+ Ba1 BBB Ba2 BBB-NA BBB-NA NA AaaJ'- AM Aaa AAA AaaJ"Aaa NR Ba1 Baa3 Aa1 Aa2 AA+ Aa3 M A1 AA A2 AA A3 A+ Baa1 A Baa2 A NR NR NR AM NR AAA NR Ba2 NA NA Aaa/"-

NR AAA AaaJ'- AM AaaJ'- AM AaaJ'- AM

AAA AM AM AA A BBB

Ba2J'- BB NR NR NR NR AAA Aaa Aaa Aaa Aaa

Fitch

NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA

.ql:l.~~~.~t Ra~!~9


Aaa Aa3/"A2/,

Ba3/"B2/'Caa2f*

C C C C C NR C C C NA NA Ba1/"WR Ba3/"B1/,NR C C Caa2/"C

C C C C C C NR NR NR NR C NA NA Caa1f"NR Ca 83/'B2/'-83/'-83/'-83/'-C C C

C NR NR NR NR B2/,Caa1/*-83/'Ca/*-

NR 17-Feb-06 AAA/,,- 17-Feb-06 AAA/,,- 17-Feb-06 AA+r- 17-Feb-06 BBBr- 17-Feb-06 8+/"- 17-Feb-06 B-/"- 17-Feb-06 CCC 17-Feb-06 CCC 17-Feb-06 o 17-Feb-06 o 17-Feb-06 NR 17-Feb-06 o 17-Feb-06 o 17-Feb-06 o 17-Feb-06 CC 22-Feb-06 NA 22-Feb-06 CCC 23-Feb-06 NR 23-Feb-06 CCC 23-Feb-06 eee 23-Feb-06 NR 23-Feb-06 o 23-Feb-06 o 23-Feb-06 CCC 23-Feb-06 CC 23-Feb-06 CC 23-Feb-06 CC 23-Feb-06 o 23-Feb-06 o 23-Feb-06 o 23-Feb-06 D 23-Feb-06 NR 23-Feb-06 NR 23-Feb-06 NR 23-Feb-06 NR 23-Feb-06 D 23-Feb-06 CC 23-Feb-06 NA 23-Feb-06 BBBJ"- 23-Feb-06 NR 23-Feb-06 BBB/,,- 23-Feb-06 AAA/,,- 23-Feb-06 AAA/,,- 23-Feb-06 AAAJ*- 23-Feb-06 AAA/,,- 23-Feb-06 AAA/,,- 23-Feb-06 CCC 23-Feb-06 CCC 23-Feb-06 CC 23-Feb-06 o 23-Feb-06 o 23-Feb-06 NR 23-Feb-06 NR 24-Feb-06 NR 24-Feb-06 CCC 24-Feb-06 CCC 24-Feb-06 CCC 24-Feb-06 CCC 24-Feb-06


Public I 144A Public /144A Public /144A Public I 144A Public I 144A Public I 144A Public I 144A Public /144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A


Type

GS FCIC 000000084


9~.iginal .~.~~!~9

Bloomberg Deal Name

IGSM 2006-3 I GSM 2006-3 I GSM 2006-3 I GSM 2006-3 I GSM 2006-3 IGSM 2006-3 IGSM 2006-3 I GSM 2006-3 I GSM 2006-3 IGSM 2006-3 I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I GSR 2006-2F I RFMSII 2006-HSA2 I RFMSII 2006-HSA2 I RFMSII 2006-HSA2 I RFMSII 2006-HSA2 I RFMSII 2006-HSA2 I RFMSII 2006-HSA2 I RFMSII 2006-HSA2

~Intex Deal

GSAA0603 GSAA0603 GSAA0603 GSAA0603 GSAA0603 GSAA0603 GSAA0603 GSAA0603 GSAA0603 GSAA0603 GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F GSR0602F RFG06HA2 RFG06HA2 RFG06HA2 RFG06HA2 RFG06HA2 RFG06HA2 RFG06HA2

B3 M1 M2

3A3 AX 2A14 3A5 2A13 3A4 2A11 2A15

2A18 2A2 2A5 3A6 5A1 6A1 7A1 2A10 2A9 2A20 2A19 2A12 2A6 2A7 2A8

B1

R RG AI5 AII_VFN AI1

362334GB8 362334BU7 362334BV5 362334BW3 362334BX1 362334BY9 362334GF9 362334GE2 362334GQ5 362334DK7 362334DT8 362334DA9 362334DM3 362334GZ5 362334DL5 362334GXO 362334DB7 362334DC5 362334D03 362334DP6 362334DN1 362334GM4 362334BN3 362334DE1 362334GN2 362334GR3 362334BP8 362334DQ4 362334DR2 362334DSO 362334GW2 362334GV4 362334DG6 362334DF8 362334GY8 362334GS1 362334GT9 362334GU6 362334DJO 362334DH4 362334GP7 362334DU5 362334DV3 362334DW1 362334DX9 362334DY7 362334DZ4 362334EU4 362334EV2 362334EWO 76110VTR9 R6HA2AIIV 76110VTMO 76110VTS7 76110VTN8 76110VTP3 76110VTQ1

MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT JUN OG NO JUNJLT_NO SEN_Z_FIX SEN_LFIX SEN_WAGJO SEN_SUP _NASJIX SEN_SUP_NASJIX SEN_SPR_NASJIX SEN_SPR_NASJIX SEN_PAG2JIX SEN_PAGJIX SEN_PAGJIX SEN_PAGJIX SEN_INV_IO SENJLT SENJIX SENJIX SENJIX SENJIX SEN FIX SENJIX SENJIX SENJIX SENJIX SEN_GMP_PO SEN_GMP_PO SENJMP_INV SEN_GMPJLT SEN_GMPJIX SEN GMP FIX SEN_GMPJIX SEN_GMPJIX SEN_AD_PAGJD SEN_AD_PAGJIX SEN AD FIX JUN_WAG JUN_WAG JUN_WAG JUN_WAG JUN WAG JUN_WAG JUN_WAG JUN_RES JUN_RES SEN NAS FIX GAP SENJLT_NO SENJLT SENJLT SENJIX_GAP SENJIX_GAP SENJIXJAP



5,038,000 NA 5,038,000 NA 5,038,000 NA

16,624,000 NA 5,038,000 NA 5,038,000 NA 5,038,000 NA 5,038,000 NA 5,041,493 NA 5,038,000 NA 8,284,000 AAA

60,499,834 AM 783,564 AAA

1,995,DOO AAA 1,603,426 AAA

29,923,000 AAA 24,028,926 AM

2,842,274 AAA 39,776,000 AAA

7,949,000 AAA 32,865,000 AAA 49,148,000 AM 49,148,000 AAA 38,766,000 AAA

110,830,000 AAA 47,725,000 AAA 20,000,000 AM 16,844POO AAA

247,036,000 AAA 11,422,000 AAA 20,514,000 AAA 46,652,000 AM

917,000 AAA 109,000 AAA

4,000,000 AAA 4,000,000 AAA

10,240,726 AAA 9,703,000 AAA

690,000 AAA 2,498,000 AAA

20,112,976 AAA 160,903,814 AM

8,560,000 AAA 9,228,000 AA 4,429,000 A 2,583,000 BBB 1,845,000 BB 1,107,000 B 1,848,498 NR 8,493,000 AA+

738,253,498 NA 738,253,498 NA 29,715,000 NA

NA 165,375,000 NA 150,750,000 NA 33,249,000 NA 47,862,000 NA 20,949,000 NA

MOOdy SP

A3 BBB+ Baa1 BBB Baa3 BBB-Aa1 AA+ Aa2 AA Aa3t"

A1 A2 NR Ba2 NA NA AAA NA AAA NA AM NA AM NA AM NA AAA NA AAA NA AM NA NA NA NA NA NA NA AM NA AAA NA AAA NA AM NA AM NA AM NA AAA NA AAA NA AM NA AM NA NA NA NA NA NA AM NA AAA NA AAA NA NR

NR NR NR NR NR NR

NA NA NA NA AaaJ'- AAA NA NA Aaal"- AAA AaaJ*-AaaJ*-AaaJ*-AaaJ*-

Fitch

NA NA NA NA NA NA NA NA NA NA GGG GGG BBB GGG GGG B88 B88 GGG 8B GGG GGG GGG GGG GGG GGG GGG GGG GGG GGG GGG GGG GGG GGG GGG GGG GGG GGG GGG GGG GGG B 8 GGG G G G D D NR GG NA NA NA NA NA NA NA NA NA

.ql:l.~~~.~t Ra~!~9

MOOdy SP Deal Glosing :te

G G G G G G

G G NR G NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA Ga NA WR Ga 83 Ga Ga

D D D GG D D D D NR D B-rB-rA+/*-8-1'B-rA+/*A+/*-8-1'-81'B-rB-r-8-1'-8-1'-8-1'B-rB-rB-r-8-1'-8-1'-8-1'B-r-8-1'-8-1'-81'B-rB-r-8-1'-8-1'-8-1'B-rB-r-8-1'-8-1'NR NR NR NR NR NR NR NA NA D NA NR D D D D

24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06


Public I 144A Public /144A Public /144A Public I 144A Public I 144A Public I 144A

Public I 144A Public /144A Public I 144A Public I 144A Public I 144A Public /144A Public /144A Public I 144A Public I 144A Public I 144A

Public /144A Public /144A Public I 144A Public I 144A Public I 144A Public /144A Public /144A Public I 144A Public I 144A Public I 144A

Public /144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A


Type

GS FCIC 000000085


Bloomberg Deal Name

I RFMSII 2006-HSA2 I RFMSII 2006-HSA2 IFiFMSi i 2006 Hsii2 I RFMSII 2006-HSA2 I GMACM 2006-AR1 I GMACM 2006-AR1

I GMACM 2006-AR1 I GMACM 2006-AR1 I GMACM 2006-AR1 I GMACM2oo6~iiR1 I GMACM2oo6~iiR1 jGM.AC.M 2006,AR1 jGM.AC.M 2006,AR1 jGM.AC.M 2006,AR1 I GMACM 2006-AR1 I GMACM 2006-AR1

I GMACM 2006-AR1 INCHET2006Si INCHET2006-si I NCHET 2006,S1 I NCHEr 2006,S1 I NCHET 2006-S1 I NCHET 2006-S1 I NCHET 2006-S1 I NCHET 2006-S1 I NCHET 2OO6-S1

I NCHET 2006-S1 jNCHET 2006.-8.1 I NCHET 2006-S1 I RAST 2006-A1 I RAST 2006-A1 IFiAST2006A 1 I RAST 2006-A 1 IFiAST2006-A1 IFiAST2006-A1 IRAST2006,A1 IRAST2006,A1 I RAST 2006-A 1 IRAST2006,A1 I RAST 2006-A1 I RAST 2006-A1 IRAST2006Ai IRASTio06Ai IRAST 2006-A1

I.RAST 2006-A.1. I RAST 2006-A 1 I RAST 2006-A 1 I RAST 2006-A 1 I RAST 2006-A1 IFiAST2006-A1

IRAST 2006-A1 IRAST2006,A1 IRAST2006,A1 I RAST 2006-A1 I RAST 2006-A1 I RAST 2006-A 1 I RAST 2006-A 1 IRASTio06~Ai IRAST2006~Ai

~Intex Deal

RFC06HA2 RFC06HA2 RFC06HA2 RFC06HA2 GMM06AR1 GMM06AR1

GMM06AR1 GMM06AR1 GMM06AR1 GMM06AR1 GMM06AR1 GMM06AR1 GMM06AR1 GMM06AR1 GMM06AR1 GMM06AR1

GMM06AR1 NCC06S01 NCC06S01 NCC06S01 NCC06S01 NCC06S01 NCC06S01 NCC06S01 NCC06S01 NCC06S01

NCC06S01 NCC06S01 NCCOBS01 RAS060A1 RAS060A1 RAS060A1 RAS060A1 RAS060A1 RAS060A1 RAS060A1 RAS060A1 RAS060A1 RAS060A1 RAS060A1 RAS060A1 RAS060A1 RAS060A1 RAS060A1 RAS060A1 RAS060A1 RAS060A1 RAS060A1 RAS060A1 RAS060A1

RAS060A1 RAS060A1 RAS060A1 RAS060A1 RAS060A1 RAS060A1 RAS060A1 RAS060A1 RAS060A1

SBI SBII R 1A2

2A2 3A2 1A1 2A1 3A1 B1

M2

M3 A1 A2A

M6

M7 TRUST M8 3A5

1A4 1A6 1A3 1A8 AR WRAP_1A8

PO AX IIB4 IIB5

IIB6 IIB1 IIB2 1183 IB4 IB5 IB6 IB1 IB2

R06HA2SBI R6HA2SBII 36185MEA6 36185MDP4

36185MDRO 36185MDT6 36185MDN9 36185MDQ2 36185MDS8 36185MDX7 36185MDY5 36185MDZ2 36185MDU3 36185MDV1

36185MDW9 64352VQC8 64352VQM6 64352VQN4 64352VQD6 64352VQE4 64352VQF1 64352VQG9 64352VQH7 64352VQJ3

64352VQKO N06SHRUS B4352VQL8 45660L6X2 45660L6J3 45660L6S3 45660L6H7 45660L6R5 45660L6T1 45660L6U8 45660L6V6 45660L6W4 45660L6M6 45660L6P9 45660L6L8 45660L6N4 45660L6KO 45660L6Q7 45660L7A1 45661EGB4 45660L6YO 45660L6Z7 45660L7M5 45660L7N3

45660L7P8 45660L7E3 45660L7FO 45660L7G8 45660L7J2 45660L7K9 45660L7L7 45660L7B9 45660L7C7

NPR_NPR_NO NPR_NPR_NO JUN_OC_NO JUN_OC_NO SEN_WAC SEN_SUP _WAC SEN_SUP _WAC SEN_SUP _WAC

SEN SPR WAC SEN_SPR_WAC SEN_SPR_WAC JUN_WAC_NO JUN_WAC_NO JUN_WAC_NO JUN_WAC JUN_WAC JUN_WAC SENJLT SENJLT SENJLT SENJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJIX_CAP JUN RES NO JUNJIX_CAP SEN_SUP_NASJIX SEN_SUPJIX SEN_SUPJIX SEN_SPRJIX SEN_SPRJIX SEN_SPRJIX SEN_SPRJIX SEN_SPRJIX SEN NAS FIX SENJNV_IO SEN_INV_IO SENJLT SENJLT SEN FIX SENJIX

SENJIX SENJIX SEN_CPT]RS_PO SEN CPT NTL 10 WAC 10 JUN_WAC_NO JUN_WAC_NO

JUN_WAC_NO JUN_WAC JUN WAC JUN_WAC JUNJIX_NO JUNJIX_NO JUNJIX_NO JUNJIX JUNJIX



NA NA

2,850,000 NA o NA

100 NA 13,605,000 NA

7,238,000 NA 6,883,000 NA

222,406,000 NA 118,307,000 NA 112,502,000 NA

3,306,000 NA 2,034,000 NA 1,274,354 NA

10,428,000 NA 6,358,000 NA

4,323,000 NA 90,000,000 AAA 77,281,000 AAA 33,121,000 AAA 37,048,000 AA 22,510,000 A+

5,784,000 A 6,253,000 A-5,628,000 BBB+ 4,220,000 BBB

5,628,000 BBB 312,640,889 NA

4,OB4,000 BBB-8,049,000 NA 7,125,000 NA 2,782,000 NA

100,000,000 NA 55,784,000 NA 75,000,000 NA 67,496,000 NA 10,850,000 NA 11,770,000 NA 12,000,000 NA

208,050,000 NA 12,000,000 NA

208,050,000 NA 165,608,000 NA 38,000,000 NA

100 NA 38,000,000 NA

4,483,939 NA 619,201,815 NA

1,102,000 NA 856,000 NA

734,698 NA 5,262,000 NA 2,202,000 NA 1,468,000 NA 3,146,000 NA 2,574,000 NA 1,716,115 NA

13,154,000 NA 14,013,000 NA

9~.iginal .~.~~!~9

MOOdy

NA NA NA NA NA NA NA NR AM NR Aa11'Aa11'AaaJ*AaaJ*Aaa/"-

NR BB NR B NR NR Aa2l'- M

A2"- A Baa21'- BBB AaaJ'- AM Aaa AAA AaaJ'- AM Aa2l"- AA A21'- A A31'- A-Baa1J*- BBB+ Baa2J*- BBB 8aa3/"- 888-8a11*- BB+ NA NA 8a2/*- BB+ Aa1 AM Aa1 AAA Aa1 AM Aaa AAA Aaa AAA Aaa AAA Aaa Aaa Aaa Aaa Aaa Aaa AAA Aaa AAA Aaa AAA Aaa AAA

AM NA AM AM BB B

NR NR NR AA NR A NR BBB NR BB NR NR Aa2 NR

NA NA NA NA NA

NA NA NA NA NA NA NA NA NA NA

NA C C D o D D D D D D NA D NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA

NA NA NA NA NA NA NA NA NA

.ql:l.~~~.~t Ra~!~9


NA NA NA NA NR

NA NA NA NA NR

24-Feb-06 24-Feb-06 24-Feb-06 24-Feb-06 27-Feb-06

NR 8-/"- 27-Feb-06 Ca B-I'- 27-Feb-06 Ca B-I'- 27-Feb-06

B31'- BB-I'- 27-Feb-06 B31'- BBB+"- 27-Feb-06 B31'NR NR NR C C C C C

WR

WR NA WR C Caf"-C Caa1/*Caa2/*B31'Caa1f*Caa1/"Caa2f*Caa2/*Caa2f*Caa2f*Caa2/*Caa1/*Caa2/*WR NA Caa2/*B31'NR NR

NR NR NR NR NR NR NR C NR

AI'D D NR CGG D D D o o

27-Feb-06 27-Feb-06 27-Feb-06 27-Feb-OB 27-Feb-06 27-Feb-06

27-Feb-06 27-Feb-06

27-Feb-06 27-Feb-06

NR 27-Feb-06 NR 27-Feb-06 NR 27-Feb-06 NR 27-Feb-06 NR 27-Feb-06 NR

NR NA NR CGG CCC CCC cee cee cee CCC CCC cee cee CCC CCC CCC cee cee NR NA CCC cee o o NR CC D o o NR NR ce o

27-Feb-06

27-Feb-06 27-Feb-06

27-Feb-OB 27-Feb-06 27-Feb-06 27-Feb-06 27-Feb-06 27-Feb-06 27-Feb-06 27-Feb-06 27-Feb-06 27-Feb-06 27-Feb-06 27-Feb-06 27-Feb-06 27-Feb-06 27-Feb-06 27-Feb-06 27-Feb-06 27-Feb-06 27-Feb-06 27-Feb-06 27-Feb-06 27-Feb-06

27-Feb-06 27-Feb-06

27-Feb-06 27-Feb-06 27-Feb-06 27-Feb-06 27-Feb-06 27-Feb-06 27-Feb-06


Public I 144A Public /144A Public /144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A


Type

GS FCIC 000000086


9~.iginal .~.~~!~9

Bloomberg Deal Name

I RAST 2oo6-A1 I GSAMP 2006-NC1 IGSAMP 2006NCi I GSAMP 2006-NC1 I GSAMP 2006-NC1 I GSAMP 2006-NC1 I GSAMP 2006-NC1 I GSAMP 2006-NC1 I GSAMP 2006-NC1 I GSAMPiooiiJjC1 I GSAMPiooii:Nc1 LGSAMP 2006:NC.1 LGSAMP 2006:NC.1 LGSAMP.2006:NC.1 I GSAMP 2006-NC1 I GSAMP 2006-NC1 I GSAMP 2006-NC1 IGSAMP 2006NCi IRAL12006-002 I RAU 2006-Q02 I RAU 2oo6-Q02 I RAU 2006-002 I RAU 2006-002 I RAU 2006-002 I RAU 2006-002 I RAU 2006-002 I RAU 2006-002 LRAL12006-002 I RAU 2006-002 I RAU 2006-002 I RAU 2006-002 IRALI 2006 002 I GSAA 2006-4 IGSAAio06-4 IGSAAio06-4 I GSAA2006:4 I GSAA2006,4 I GSAA 2006-4 I GSAA 2006:4 I GSAA 2006-4 I GSAA 2006-4 I GSAA 2006:4 I GSAA 2006:4 I GSAA 2006-4 I.GSAA.2006-4 I GSAA 2006-4 I GSAA 2006-4 I GSAA 2006-4 ILNR 2006-1A ILNR2000-1A ILNR 2006-1A ILNR2D061A ILNR2D06-1A ILNR 2006-1A ILNR 2006-1A ILNR 2006-1A I LNR 2006-1A ILNR2000:ii\ [LNR2000:ii\

~Intex Deal

RAS06oA1 GSA06NC1 GSA06NC1 GSA06NC1 GSA06NC1 GSA06NC1 GSA06NC1 GSA06NC1 GSA06NC1 GSA06NC1 GSA06NC1 GSA06NC1 GSA06NC1 GSA06NC1 GSA06NC1 GSA06NC1 GSA06NC1 GSA06NC1 RFC06002 RFC0600L RFC06Q02 RFC06002 RFC06002 RFC06002 RFC06002 RFC06Q02 RFC06002 RFC06002 RFC06002 RFC06002 RFC06Q02 RFC06002 GSAA0604 GSAA0604 GSAA0604 GSAA0604 GSAA0604 GSAA0604 GSAA0604 GSAA0604 GSAA0604 GSAA0604 GSAA0604 GSAA0604 GSAA0604 GSAA0604 GSAA0604 GSAA0604 Inr40601 Inr40601

Inr406o1 Inr40601 Inr40601 Inr40601 Inr40601 Inr40601 Inr40601 Inr40601 Inr40601

A2 A3 RX

M6 B2 B3 B4 R

A1 A2 A3 M1 M2 M3 M4 M5 M6 M7 M8 RI

R 4AI0 2A1

4A1 4A2 B1 B2

A R

BFL CFL DFL E FFL BFX CFX DFX G

362334EB6 362334EC4 362334EL4 362334EK6 362334ED2 362334EEO 362334EF7 362334EG5 362334EH3 362334EJ9 362334E03 362334ER1 362334ES9 362334EM2 362334ENO 362334ET7 761118VY1 761118VZ8 761118WA2 761118WBO 761118WC8 761118WD6 76111BWE4 761118WF1 761118WG9 761118WH7 761118WJ3 761118WLB 761118WM6 761118WKO 362334F02 362334FB5 362334FF6 362334FG4 362334FK5 362334FP4 362334FE9 362334FD1 362334FH2 362334FJ8 362334FL3 362334FM1 362334FN9 362334EY6 362334EZ3 362334FA7 53944MAA7 53944MAV1 53944MAB5 53944MAD1 53944MAF6 53944MAH2 53944MAJ8 53944MAC3 53944MAE9 53944MAG4 53944MAK5

SENJLT SENJLT

MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJIX_CAP _NO MEZJIX_CAP _NO MEZJIX_CAP _NO JUN_RES_NO JUN_OC_NO JUNJIX_CAP _NO SENJLT SENJLT SENJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT JUN_RES JUN_RES JUN_OC SEN_WAC_RES SEN_WACJO SEN_WAC SEN_WAC SEN_WAC SEN WAC SEN_SUP_WAC SEN_SPR_WAC SENJLT SENJLT JUN WAC JUN_WAC JUN_WAC JUN_WAC JUN_WAC JUN WAC SENJLT NPR_NPR MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJIX MEZJIX MEZJIX MEZJIX



3,431,000 NA 310,299,000 NA 224,955,000 NA 42,565,000 NA

NA 9,285,000 NA

23,213,000 NA 21,784,000 NA 12,857,000 NA 11,070,000 NA 10,714,000 NA

9,642,000 NA 10,000,000 NA

6,428,DOO NA 5,357,000 NA

714,239,486 NA 8,928,486 NA 7,142,000 NA

370,542,000 NA .~?~'~~:?iOOO NA 92,636,000 NA 18,765,000 NA

8,042,000 NA 4,356,000 NA 3,351,000 NA 3,350,000 NA 3,351,000 NA 3,350POO NA 3,351,000 NA

670,179,329 NA 670,179,329 NA

4,693,329 NA 100 NA

285,340,000 NA 81,053,000 NA

101,396,000 NA 116,263,000 NA

100 NA 24,787,000 NA

223,080,000 NA 201,218,000 NA 84,122,000 NA 22,304,000 NA 13,828,000 NA

8,921,000 NA 6,691,000 NA 4,906,000 NA 3,570,172 NA

474,385,000 AAA NA

204,174,000 AA 73,154,000 A 10,000,000 A-72,058,000 BBB+ 25,000,000 BBB 10,000,000 AA 54,950,000 A 54,052,000 A-78,063,000 BBB-

MOOdy SP

NR BBB Aaa AAA AaaJ'- AAA AaaJ'- AAA NR NA Baa1 Aa1/'Aa2 Aa3 A1 A2 A3 A+ Baa2 A-Baa3 BBB+ Ba1 BBB NR NA NR NR Ba2 BBB-Aaa AAA Aaa Aaa Aa1 Aa2 Aa3 A1 A2 A A3 A-Baa2 BBB Baa3 BBB-NR AAA NR AM NR NR NR AAA Aaa AAA Aaa AAA Aaa Aaa NR Aaa Aaa Aaa Aaa Aa2 A2 A

BBB BB B NR AAA NA

NA AA NA A NA A-NA BBB+ NA BBB NA NA NA NA

Fitch

NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA BBNA B CCC CCC CCC CC B CCC CCC CC

.ql:l.~~~.~t Ra~!~9


NR WR Ba1/'Ba2/'NR C 83/'Caf*-C C C C C C C NR NR C Baa1/"Caa2/*Caf"-C C C C C

C C C NR NR NR NR Caa1/"Caa3/*Caa3f"Caa3/"NR Ca/*Caa2f"Caa1f"Caa3/k

-

C C C NR NR NR NA NA NA NA NA NA NA NA NA NA NA

o 27-Feb-06 NR 28-Feb-06 AA+/,- 28-Feb-06 AN'- 28-Feb-06 NA 28-Feb-06 o 28-Feb-06 B88-/'- 28-Feb-06 B-/'- 28-Feb-06 CCC 28-Feb-06 CCC 28-Feb-06 CC 28-Feb-06 D 28-Feb-06 o 28-Feb-06 D 28-Feb-06 D 28-Feb-06 NA 28-Feb-06 NR 28-Feb-06 D 28-Feb-06 CCC 28-Feb-06 CCC 28-Feb-06 eee 28-Feb-06 D 28-Feb-06 D 28-Feb-06 D 28-Feb-06 D 28-Feb-06 o 28-Feb-06 D 28-Feb-06 D 28-Feb-06 D 28-Feb-06 NR 28-Feb-06 NR 28-Feb-06 NR 28-Feb-06 NR 2-Mar-06 eee 2-Mar-06 eee 2-Mar-06 CCC 2-Mar-06 CCC 2-Mar-06 NR 2-Mar-06 eee 2-Mar-06 eee 2-Mar-06 eee 2-Mar-06 CCC 2-Mar-06 o 2-Mar-06 o 2-Mar-06 o 2-Mar-06 o 2-Mar-06 o 2-Mar-06 NR 2-Mar-06 BBB+ 2-Mar-06 NA 2-Mar-06 BB+ 2-Mar-06 B+ 2-Mar-06 B- 2-Mar-06 CCC 2-Mar-06 ccc- 2-Mar-06 BB+ 2-Mar-06 B+ 2-Mar-06 B- 2-Mar-06 CCC- 2-Mar-06


Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A

Resl Resi Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resi Resl Resi Resi COO CDO CDO COO COO COO CDO COO COO COO COO

Type

GS FCIC 000000087


9~.iginal .~.~~!~9


ILNR 20Cl3-1A ILNR 20Cl3-1A ILNR20001A ILNR 20Cl3-1A ILNR 20Cl3-1A ILNR 20Cl3-1A I WBCMT 2006-C23 I WBCMT 2006-C23 I WBCMT 2006-C23 I WBCMT2006~C23 I WBCMT2006~C23 LVVB.CMT 2006,G23 LVVB.CMT 2006,G23 LVVB.CMT 2006,G23 I WBCMT 2006-C23 I WBCMT 2006-C23 I WBCMT 2006-C23 I\iiiBCMT 2006~C2:i I\iiiBCMT 2006~C2:i I WBCMT2006,C23 I WBCMT .2006,C23 I WBCMT 2006-C23 I WBCMT 2006-C23 I WBCMT 2006-C23 I WBCMT 2006-C23 I WBCMT 2006-C23 I WBCMT 2006-C23 LVVB.CMT 2006,G23 I WBCMT 2006-C23 I WBCMT 2006-C23 I WBCMT 2006-C23 I\iiiBCMT 2006~C2:i I WBCMT 2006-C23 I\iiiBCMT 2006~C2:i I\iiiBCMT 2006~C2:i IWBCMT .2006,G23 IFORTS2006,1A I FORTS 2006-1 A I FORTS)006,1 A I FORTS 2006-1 A I FORTS 2006-1 A IFORTSio061A IFORTSio061A I FORTS 2006-1 A IAB.A.C 2006-SA I ABAC 2006-SA I ABAC 2006-SA I ABAC 2006-SA I ABAC 2006-SA IAEiAC2006-SA IABAC 2006-SA IABAC2006,SA I BACM 2006.-.1 I BACM 2006-1 I BACM 2006-1 I BACM 2006-1 I BACM 2006-1 I BACM2iio6~i I BACM2iio6~i

Inr40601 Inr40601 Inr40601 Inr40601 Inr40601 Inr40601

WBC06C23 WBC06C23 WBC06C23 WBC06C23 WBC06C23 WBC06C23 WBC06C23 WBC06C23 WBC06C23 WBC06C23 WBC06C23 WBC06C23 WBC06C23 WBC06C23 WBC06C23 WBC06C23 WBC06C23 WBC06C23 WBC06C23 WBC06C23 WBC06C23 WBC06C23 WBC06C23 WBC06C23 WBC06C23 WBC06C23 WBC06C23 WBC06C23 WBC06C23 WBC06C23 FORTIU1 FORTIU1 FORTIU1 FORTIU1 FORTIU1 FORTIU1 FORTIU1 FORTIU1 ABAC0608 ABAC0608 ABAC0608 ABAC0608 ABAC0608 ABAC0608 ABAC0608 ABAC0608 BACM0601 BACM0601 BACM0601 BACM0601 BACM0601 BACM0601 BACM0601

PREF PO H J

XC APB XP A1A A4

A1 A2 A3 RI RII Z G H J K

C

o E

M N o P Q

S S A1 A2

PREF A1

C o E FIR5T~L055

XC XP GRP03~A1

GRP04~A1

GRP04~A3

A1A ASBFL

53944N206 53944NA09 53944NAA5 53944NAB3 92976BEC2 92976B058 92976BEE8 92976BOU3 92976BDT6 92976BFE7 92976BOX7 92976BOV1 92976BOP4 92976BOQ2 92976BORO 92976BFG2 92976BFHO 92976BFJ6 92976BEG3 92976BEJ7 92976BEL2 92976BEN8 92976BDY5 92976B0Z2 92976BEA6 92976BEB4 92976BOW9 92976BEQ1 92976BES7 92976BEU2 92976BEW8 92976BEY4 92976BFA5 92976BFC1 34958CAF1 34958CAA2 34958CABO 34958CAC8 34958CA06 34958CAE4 34958AAA6 34958A207 00255BAAS 00255BAB3 00255BAC1 00255BAD9 00255DAA1 00255DAB9 ABAC0608E AC068FIR5 05947U7E2 05947U7P7 BM061GRPO BMJ61GRPO BML61GRPO 05947U7V4 05947U7T9

JUN_5UB JUN_5UB JUNJIX JUNJIX SEN~WAC~IO~SPT~NO

SEN~TACJIX

SEN PAC 10 NO SEN~MFJIXJAP

SENJIX_CAP SENJIX_CAP SENJIX_CAP SENJIX_CAP SENJIX SENJIX SENJIX NPR_NPR NPR~NPR

NPR~NPR

MEZ~WAC_NO

MEZ~WAC~NO

MEZ~WAC~NO

MEZ~WAC~NO

MEZ~WAC

MEZ_WAC MEZ_WAC MEZ WAC MEZ_WAC JUNJIX~CAP~NO

JUNJIX~CAP ~NO

JUNJIX~CAP ~NO

JUNJIX~CAP ~NO

JUNJIX_CAP_NO JUNJIX_CAP_NO JUNJIX_CAP _NO SENJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT JUN_5UB SENJIX MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJIX JUN_5UB SEN WAC 10 SPT NO SEN~PAC~IO

SEN~

SEN~

SEN~

SEN~MF JIX~CAP

SENJLT~NO



31,046,000 BBB 38,031,000 NR

322,262,783 NA 322,262,783 NA 90,073,000 NR 64,052,000 NR

4229,859,030 NA 252,071,000 NA

4069,646,000 NA 622,245,000 NA

1 280,716,000 NA 500,000,000 NA 274,941,000 NA 422,986,DOO NA 105,862,000 NA 137,307,000 NA 62,700,000 NA

NA NA NA

52,873,000 NA 52,873,000 NA 5S,161,000 NA 52,873,000 NA 37,011,000 NA 52,873,000 NA 37,011,000 NA 3V.24POO NA 42,299,000 NA 10,575,000 NA 21,149,000 NA 15,862,000 NA 10,575,000 NA 15,862,000 NA 15,862,000 NA 63,448,030 NA 11,500,000 NA

390,000,000 NA 84,000,000 NA 57,000,000 NA 15,000,000 NA 30,000,000 NA

5,000,000 NA 19,000,000 NA 50,000,000 NA 35,000,000 NA 27,500,000 NA 20,000,000 NA 32,500,000 NA

5,000,000 NA 12,500,000 NA 17,500,000 NA

2037,667,324 NA 1 989,427,000 NA

55,000,000 NA 149,625,000 NA 149,625,000 NA 355,399,000 NA 133,468,000 NA

NA NA NA NA NA NA Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa NA NA NA A3 Baa1 Baa2 Baa3 Aa1 Aa2 Aa3 A1 A2 Ba1 Ba2 Ba3 B1 B2 B3 NR AaaJ*-Aaa Aaa Aa2 A2 Baa2 Ba1 Ba3

NA NA NA Aaa NA NA NA Aaa NA

BB- NR NR NA NA NA BB+ NR

NR NA NA NA NA NA

AAA NA AAA NA AAA NA AAA NA AAA NA AAA NA NA NA NA NA NA NA A- NA BBB+ NA BBB NA BBB- NA AA+ NA AA NA AA- NA A NA A+ NA BB+ NA BB NA BB- NA B+ NA B NA B- NA

NA NA NA NA NA

A NA BBB NA BB+ NA NR NA AAA NA AAA NA NA NA NA NA NA NA BBB NA NA NA NA NA AAA NA AAA NA NA NA

NA NA NA NA

.ql:l.~~~.~t Ra~!~9


NA NA NA NA NA NA Aaa Aaa Aaa Aaa Aaa Aaa Aa3 Aaa Aaa Aaa Aaa NA NA NA Baa3 Ba2 B1 B3 A1 A2

A3 Baa1 Baa2 Caa1 Caa1 Caa2 Caa2 Caa3 Caa3 NR A1 Ca C C C C C C C C C C C C

NA NA NA Aaa NA NA NA Aaa NA

ccc- 2-Mar-06 CCC- 2-Mar-06 NR 2-Mar-06 NA 2-Mar-06 CCC- 2-Mar-06 ccc- 2-Mar-06 AAA 7-Mar-06 AAA 7-Mar-06 AAA 7-Mar-06 AA- 7-Mar-06 AA- 7-Mar-06 AA- 7-Mar-06 BBB- 7-Mar-06 A- 7-Mar-06 AAA 7-Mar-06 AAA 7-Mar-06 AAA 7-Mar-06 NA 7-Mar-06 NA 7-Mar-06 NA 7-Mar-06 B+ 7-Mar-06 B 7-Mar-06 B 7-Mar-06 B- 7-Mar-06 BB+ 7-Mar-06 B~ 7-Mar-06 BB- 7-Mar-06 B+ 7-Mar-06 B+ 7-Mar-06 8- 7-Mar-06 B- 7-Mar-06 CCC+ 7-Mar-06 CCC 7-Mar-06 CCC- 7-Mar-06 CCC- 7-Mar-06 NR 7-Mar-06 AAA 8-Mar-06 CC 8-Mar-06 CC 8-Mar-06 CC 8-Mar-06 CC 8-Mar-06 CC 8-Mar-06 CC 8-Mar-06 NR 8-Mar-06 o 14-Mar-06 o 14-Mar-06 NA 14-Mar-06 NA 14-Mar-06 NA 14-Mar-06 o 14-Mar-06 NA 14-Mar-06 NA 14-Mar-06 AAA 14-Mar-06 AAA 14-Mar-06 NA 14-Mar-06 NA 14-Mar-06 NA 14-Mar-06 AAA 14-Mar-06 AAA 14-Mar-06


144A 144A 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A .144M RegS 144A I Reg S 144A I Re9 5 144A I Reg 5 144A I Reg S 144A I Reg S 144A I Reg S 144A/Re.9.5 Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A

COO COO COO COO COO COO Resl Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl COO COO COO COO COO COO COO COO COO COO COO COO COO COO COO COO CRE CRE CRE CRE CRE CRE CRE

Type

GS FCIC 000000088


9~.iginal .~.~~!~9

Bloomberg Deal Name

I BACM 2006-1 I BACM 2006-1 Ii3AcM20061 I BACM 2006-1 IBACM 2006-1 I BACM 2006-1 I BACM 2006-1 I BACM 2006-1 I BACM 2006-1 I BACM2006~i I BACM2006~i IBhCM.2006-1 IBA.CM.2006-1 IB.ACM.2006-1 I BACM 2006-1 I BACM 2006-1 I BACM 2006-1 Ii3AcM20061 Ii3AcM 2006-1 I BACM 2006.-.1 I BACM 2006.-.1 I BACM 2006-1 I BACM 2006-1 I BACM 2006-1 I BACM 2006-1 I BACM 2006-1 I BACM 2006-1 IBA.CM.2006-1 I BACM 2006-1 I CTCDO 2006-4A I CTCDO 2006-4A Ici-cbO 20064A I CTCDO 2006-4A Ici-cbO 2006~4A Ici-cbO 2006~4A I CTCDO .200B-4A I CTCDO .200B4A I CTCDO 2006-4A I CTCDO 2006.-4A I CTCDO 2006-4A I CTCDO 2006-4A I CTcb620064A I CTcb620064A I CTCDO 2006-4A I.CTCDO.2006,4A I CTCDO 2006-4A I CTCDO 2006-4A I GSAMP 2006-LB1-N I GSAMP 2006-LB1-N IGSAMP 2006~LBi~N IABAC 2006-10A IABAC2006,10A IABAC2006,10A I ABAC 2006-1 OA IABAC 2006-10A I ABAC 2006-1 OA I ABAC 2006-1 OA IABAC201i6~11iii IABAC201i6~11iii

~Intex Deal

BACM0601 BACM0601 BACM0601 BACM0601 BACM0601 BACM0601 BACM0601 BACM0601 BACM0601 BACM0601 BACM0601 BACM0601 BACM0601 BACM0601 BACM0601 BACM0601 BACM0601 BACM0601 BACM0601 BACM0601 BACM0601 BACM0601 BACM0601 BACM0601 BACM0601 BACM0601 BACM0601 BACM0601 BACM0601 ct4

ct4 ct4 ct4 ct4 ct4 ct4 ct4 GSN06LB1 GSN06LB1 GSN06LB1 ABAC0610 ABAC0610 ABAC0610 ABAC0610 ABAC0610 ABAC0610 ABAC0610 ABAC0610 ABAC0610

A1 A2 A3A A3B RESIDUAL RI RII RTM V

G H J D B C GRP03~SUB

GRP04_SUB K L M N

o P Q

A1 A2 B C DFL FFL

FFX PREF X N

A

05947U7HS o5947U7J1 o5947U7K8 BM061RESI BACM061RI BAM061RII BAM061RTM 05947U7C6 05947U6C7 05947U6E3 05947U6GB o5947U6J2 o5947U6L7 05947U7S1 05947U7Q5 05947U7R3 BMI61GRPO BMM61GRPO 05947U6N3 05947U6Q6 05947U6S2 05947U6U7 05947U6W3 05947U6Y9 05947U7AO 12642VAA8 12642VAB6 12642VAC4 12642VAD2 12642VAF7 12642VAJ9 12642TAA3 12642TAB1 12642TAC9 12642TAD7 12642TAE5 12642TAF2 12642VAEO 12642VAG5 12642VAH3 12642T204 12642TAH8 12642TAGo 362452ABO 362452AA2 G8J6LB10S o0257AAA5 o0257AAB3 00257AAC1 00257AAD9 00257AAE7 o0257AAF4 o0257AAG2 00257AAHO 00257AAJ6

SENJIX_CAP SENJIX SENJIX SENJIX SENJIX NPR_NPR_ NPR NPR NPR_NPR NPR_NPR NPR~NPR

MEZ~WAC~NO

MEZ~WAC~NO

MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC MEZJIX_CAP MEZJIX~CAP

JUN_ JUN_ JUNJIX_CAP _NO JUNJIX_CAP_NO JUNJIX_CAP_NO JUNJIX_CAP _NO JUNJIX_CAP _NO JUN FIX CAP NO JUNJIX_CAP_NO SENJLT SENJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJIX MEZJIX MEZ FIX MEZJIX MEZJIX MEZJIX MEZJIX MEZ FIX MEZJIX JUN_SUB_NO JUN_IO_NO JUNJIX_NO SEN PO NIM PP SENJIX_NIM_PP JUN_RES_NO SENJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT



616,500,000 NA 142,637,000 NA 203,766,000 NA 81,500,000 NA 84,400,000 NA

130,100,000 NA 25,000,000 NA

NA NA NA NA NA

35,659,000 NA 20,377,DOO NA 25,471,000 NA 22,924,000 NA 28,018,000 NA 20,376,000 NA 20,377,000 NA 22,924,000 NA 20,000,000 NA

199,500,000 NA 7,641,000 NA

10,188,000 NA 7,641,000 NA 2,547,000 NA 5,095,000 NA 7,641POO NA

28,018,324 NA 335,945,000 AAA 24,432,000 AAA 24,432,000 AA 17,103,000 A

7,827,000 BBB+ 3,000,000 BBB-9,773,000 BB+ 4,887,000 BB 3,054,000 BB

?J~.~!OOO 8+ 6,108,000 B 4,275,000 B-5,000,000 BBB+ 6,719,000 BBB 4,940,000 BBB-4,886,472 NA

19,546,700 NR 19,546,700 NA

6,719,000 NA 51,659,000 NA

1,000 NA 450,000,000 NA 56,250,000 NA 37,500,000 NA 28,125,000 NA 18,750,000 NA 18,750,000 NA 14,062,500 NA 14,062,500 NA 18,750,000 NA

MOOdy SP

Aaa AAA Aaa AAA Aaa AAA Aaa AAA Aaa AAA Aaa Aaa NA NA NA NA NA NA NA A NA A-NA BBB+ NA BBB NA BBB-Aa3 AA-Aa1 AA+ Aa2 NA NA NA NA NA NA 8+ NA B NA B-

NA NR NA AAA NA AM NA AA NA A NA BBB+ NA BBB-NA NA NA NA NA NA B-NA BBB+ NA BBB NA BBB-

NR NR NR BB BBB NA

AaaJ'- AM Aa11*- AA+ Aa2J'- AA Aa3J'- AA-A11"- A+ A2/,- A A3/'- A-8aa11*- 88B+ Baa21*- BBB

Fitch

NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA BBB BBBBB+ BB B+ BCCC CCC CCC CC CC CC B+ B BNA NR NA NA NA NA NA NA NA NA NA NA NA NA NA

.ql:l.~~~.~t Ra~!~9


Aaa AAA 14-Mar-06 Aa3 BB+ 14-Mar-06 Aaa A- 14-Mar-06 Aaa AAA 14-Mar-06 Aaa AAA 14-Mar-06 Aaa AAA 14-Mar-06 Aaa AAA 14-Mar-06 NA NA 14-Mar-06 NA NA 14-Mar-06 NA NA 14-Mar-06 NA NA 14-Mar-06 NA NA 14-Mar-06 NA B 14-Mar-06 NA B- 14-Mar-06 NA CCC+ 14-Mar-06 NA CCC 14-Mar-06 NA CCC- 14-Mar-06 A3 B+ 14-Mar-06 A1 BB 14-Mar-06 A2 BB- 14-Mar-06 NA NA 14-Mar-06 NA NA 14-Mar-06 NA D 14-Mar-06 NA 0 14-Mar-06 NA 0 14-Mar-06 NA 0 14-Mar-06 NA D 14-Mar-06 NA D 14-Mar-06 NA NR 14-Mar-06 NA AAA 15-Mar-06 NA AAA 15-Mar-06 NA AA 15-Mar-06 NA A 15-Mar-06 NA BBB+ 15-Mar-06 NA BBB- 15-Mar-06 NA BB+ 15-Mar-06 NA BB 15-Mar-06 NA BB- 15-Mar-06 NA B+ 15-Mar-06 NA B- 15-Mar-06 NA CCC+ 15-Mar-06 NA BBB+ 15-Mar-06 NA BBB 15-Mar-06 NA BBB- 1S-Mar-06 NA NR 15-Mar-06 NA NR 15-Mar-06 NA NR 15-Mar-06 NA CC 17-Mar-06 NA CC 17-Mar-06 NA Baa3 Ba1 Ba2 Ba2

NA 17-Mar-06 A/'- 21-Mar-06 BBB+/"- 21-Mar-06 BBB+/"- 21-Mar-06 BBB+/"- 21-Mar-06

Ba2 BBBI*- 21-Mar-06 Ba2 BB+/'- 21-Mar-06 Ba2 BB+I"- 21-Mar-06 WR NR 21-Mar-06 Ba3 BB+/"- 21-Mar-06


Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A

CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE COO COO CDO COO COO COO COO COO COO COO COO COO CDO COO COO COO COO CDO Resi

Resi Resl

COO CDO COO COO COO COO CDO COO COO

Type

GS FCIC 000000089


9~.iginal .~.~~!~9

Bloomberg Deal Name

IABAC 2006-10A IABAC 2006-10A liiBAC2006 i OA IG8AMP 2006-HE1-N IG8AMP 2006-HE1-N IG8AMP 2006-HE1-N I G8MS 2006-GG6 I G8MS 2006-GG6 I G8MS 2006-GG6 I G8MSioo6:88ii I G8MSioo6:88ii jG8M.S.2006-G.86 jG8MS.2006G.86 jG8M.S 2006-G.86. I G8MS 2006-GG6 I G8MS 2006-GG6 I G8MS 2006-GG6 18sMs 2006886 18sMs 2006-886 I G8MS 2006.-.8G.6 I G8MS 2006.-.GG.6 I GSMS 2006-GG6 I G8MS 2006-GG6 I G8MS 2006-GG6 I G8MS 2006-GG6 I G8MS 2006-GG6 I GSMS 2006-GG6 jG8MS.2006G.86. I G8MS 2006-GG6 I G8MS 2006-GG6 I G8MS 2006-GG6 18sMs 2006886 I G8MS 2006-GG6 18sMs 2006-886 IVVFMBs 2006:AR5 I VVFM.B.S .. 2006,AR5 IVVFMBS2006,AR5 IVVFMBS 2006-AR5 IVVFMBS2006,AR5 IVVFMBS 2006-AR5 IVVFMBS 2006-AR5 IVVFMBs2obii:AR5 IVVFMBs2obii:AR5 IVVFMBS 2006-AR5 I.VVFMBS 20OB.-.AR5 IG8M 2006-NIM3 IG8M 2006-NIM3 IG8M 2006-NIM3 IACCR 2006-1 liicCR2006-i IACCR 2006-1 I ACCR2006, 1 I ACCR 2006,1 IACCR 2006-1 IACCR 2006-1 IACCR 2006-1 IACCR 2006-1 IACCR20bli:i [ACCR20bli:i

~Intex Deal

ABAC0610 ABAC0610 ABAC0610 GSN06HE1 GSN06HE1 GSN06HE1 GSM206G6 GSM206G6 GSM206G6 GSM206G6 GSM206G6 GSM206G6 GSM206G6 GSM206G6 GSM206G6 GSM206G6 GSM206G6 GSM206G6 GSM206G6 GSM206G6 GSM206G6 GSM206G6 GSM206G6 GSM206G6 GSM206G6 GSM206G6 GSM206G6 GSM206G6 GSM206G6 GSM206G6 GSM206G6 GSM206G6 GSM206G6 GSM206G6 WFM06AR5 WFM06AR5 WFM06AR5 WFM06AR5 WFM06AR5 WFM06AR5 WFM06AR5 WFM06AR5 WFM06AR5 WFM06AR5 WFM06AR5 GSAN06N3 GSAN06N3 GSAN06N3 ACCT0601 ACCTo601 ACCTo601 ACCTo601 ACCT0601 ACCT0601 ACCTo601 ACCTo601 ACCTo601 ACCT0601 ACCT0601

L N1 N2 OS XC A3 AJ MB XP

A1 LR R G H J K B C o

M N o P Q

S IAR IA2 IIA2 IA1 1IA1 B4 B5 B6 B1 B2

A1 A2 A3

M3 M4 M5 M6 M7

o0257CM1 36297RM4 36297RAB2 36297P100 36228CXH1 36228CIW1 36228CXA6 36228CWW9 36228CXG3 36228CWY5 36228CVVU3 36228CWX1 36228CWZ2 36228CWT6 36228C)()(6 36228CXllV8 36228CXK4 36228CXL2 36228CXMO 36228CXN8 36228CXB4 36228CXC2 36228CXDO 36228CXES 36228CXF5 36228CXP3 36228CXQ1 36228CXR9 36228CX87 36228CXT5 36228CXU2 36228CXVO 94983RAC8 94983RABO 94983RAE4 94983RAA2 94983RAD6 94983RAJ3 94983RAKO 94983RAL8 94983RAF1 94983RAG9 94983RAH7 36297QAA6 36297QAB4 GSAOBDSJO 004375EU1 004375EV9 o04375EVV7 o04375FG1 004375EX5 004375EY3 004375EZO o04375FA4 o04375FB2 004375FCO 004375FD8

JUNJLT SENJIX_NIM_PP SENJIX_NIM]P JUN_RES_No SEN_WAC_lo_SPT_No SEN_WAC SEN WAC SEN_TACJIX_CAP SEN_PAC_lo SEN_.MFJIX_CAP SENJIX_CAP SENJIX_CAP SENJIX_CAP SENJIX NPR_NPR_NO NPR_NPR_NO MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC_No MEZ_WAC_NO MEZ_WAC MEZ_WAC MEZ_WAC MEZ_WAC MEZ_WAC JUN FIX CAP NO JUNJIX_CAP_No JUNJIX_CAP_No JUNJIX_CAP _NO JUNJIX_CAP _NO JUNJIX_CAP _NO JUNJIX_CAP_No

SEN_SUP _WAC SEN_SUP _WAC SEN SPR WAC SEN_SPR_WAC JUN_WAC_No JUN_WAC_No JUN_WAC_No JUN WAC JUN_WAC JUN_WAe SENJIX SENJIX JUN RES NO SENJLT SENJLT SENJLT SENJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT



18,750,000 NA 22,500,000 NA 52,500,000 NA 31,308,000 NA

6,886,000 NA 1,000 NA

3000,954,521 AM 75,600,000 AAA

292,572,000 AAA 187,800,000 AAA

3810,055,000 AAA 311,801,000 AM

1 052,000,000 AAA 1OO1,467,DOO AAA

390,095,000 AAA 102,000,000 AAA

NA NA

39,009,000 A-39,01D,000 BBB+ 43,886,000 BBB 43,885,000 BBB-19,504,000 AA+ 48,762,000 AA 39,010,000 AA-29,257,000 A+ 43,886,000 A 24,381POO BB+ 14,629,000 BB 19,505,000 BB-

4,876,000 B+ 9,752,000 B

14,629,000 B-53,638,521 NA

100 AAA 19,351,000 AAA 30,651,000 AAA

422,021,000 AAA 668,462,000 AAA

4,762,000 BB 2,976,000 B 2,976,638 NR

19,643,000 AA+ 11,905,000 A+

7,738,000 BBB 18,929,000 NA

6,493,000 NA 1,000 NA

405,360,000 NA 112,530,000 NA 228,160,000 NA 99,609,000 NA 30,614,000 NA 28,607,000 NA 17,566,000 NA 16,562,000 NA 15,056,000 NA 12,045,000 NA 11,041,000 NA

MOOdy SP

Baa3/"- BBB-NR NA Ba2l'- BB NA BBB NA BB NA NA NA NA NA NA NA AM NA AM NA AM NA AM NA AM NA NA NA NA NA A-NA BBB+ NA BBB NA BBB-NA AA+ NA AA NA AA-NA A+ NA A NA BB+ NA BB NA BB-NA 8+ NA B NA B-NA NR NR NA Aa1rAa1rAaaJ*AaaJ*NR NR NR Aa2J*-A2/'- NA

NA A BB NA AM AM

AaaJ'- AM Aaa AAA Aa1 AA+ Aa2 AA Aa3 AA-A1 A2 A3 Baa1

Fitch

NA NA NA NA NA NA MA MA BBBAAA MA MA MA MA AAA MA NA NA B-B-B-BBBBBB BB B B-Bcce eee CCC CCC CCC NA PIF C C CCC cce D D NR D D D NA NA NA NA NA NA NA NA NA NA NA NA NA NA

.ql:l.~~~.~t Ra~!~9


Ba3 NR B1 NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NR Ca Ca Caa1f*Caa1/*NR NR NR C e e NA NA NA WR Aaa B1rB2rCaa3f*e C C C C e

BS/"- 21-Mar-06 NA 21-Mar-06 BBr- 21-Mar-06 CC 23-Mar-06 CC 23-Mar-06 NA 23-Mar-06 AM 23-Mar-06 AM 23-Mar-06 BB+ 23-Mar-06 AAA 23-Mar-06 AAA 23-Mar-06 AA- 23-Mar-06 AM 23-Mar-06 AA- 23-Mar-06 BBB+ 23-Mar-06 AAA 23-Mar-06 NA 23-Mar-06 NA 23-Mar-06 B 23-Mar-06 B 23-Mar-06 B- 23-Mar-06 CCC 23-Mar-06 BS 23-Mar-06 BB- 23-Mar-06 8+ 23-Mar-06 B+ 23-Mar-06 8+ 23-Mar-06 CCC- 23-Mar-06 ecc- 23-Mar-06 ecc- 23-Mar-06 ccc- 23-Mar-06 CCC- 23-Mar-06 CCC- 23-Mar-06 NR 23-Mar-06 NA 23-Mar-06 NA 23-Mar-06 NA 23-Mar-06 NA 23-Mar-06 NA 23-Mar-06 NA 23-Mar-06 NA 23-Mar-06 NA 23-Mar-06 NA 23-Mar-06 NA 23-Mar-06 NA 23-Mar-06 NR 24-Mar-06 NR 24-Mar-06 NA 24-Mar-06 NR 28-Mar-06 NR 28-Mar-06 Br- 28-Mar-06 Br- 28-Mar-06 CCC 28-Mar-06 ecc 28-Mar-06 eee 28-Mar-06 CCC 28-Mar-06 D 28-Mar-06 o 28-Mar-06 o 28-Mar-06


144A 144A 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A

CDo CDO CDO Resi Resi Resl CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE eRE CRE CRE CRE CRE CRE CRE CRE CRE CRE eRE CRE CRE CRE CRE Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi

Type

GS FCIC 000000090


9~.iginal .~.~~!~9

Bloomberg Deal Name

IACCR 2006-1 IACCR 2006-1 liicCR2006-i IAHMAT 2006-1 IAHMAT 2006-1 IAHMAT 2006-1 IAHMAT 2006-1 IAHMAT 2006-1 IAHMAT 2006-1 I AHMAT2006~ 1 I AHMAT2006~ 1 jAH,MAP006,1 jAHMAP006,1 jAHMAT2006,1 IAHMAT 2006-1 IAHMAT 2006-1 IAHMAT 2006-1 liiHMAT2006~i liiHMAT2006~i IAHMAPOD6,1 IAHMAT2006,1 IAHMAT 2006-1 IAHMAT 2006-1 IAHMAT 2006-1 IAHMAT 2006-1 IAHMAT 2006-1 IAHMAT 2006-1 jDVSq)006-6,A, I DVSQ 2006-6A I DVSQ 2DD6-6A I DVSQ 2006-6A IbvsQ 20066A I DVSQ 2006-6A IbvsQ 2006-6A IbvsQ 2DD6-6A I DVSq ,2006,6A I DVSq2006,6A IFFMLT 2006-FF4 I FFML T2006-FF4 IFFMLT 2oo6-FF4 IFFMLT 2oo6-FF4 IFFMif2006FF4 IFFMif200SFF4 IFFMLT 2oo6-FF4 I,FFM, L I2oo6,FF4 IFFMLT 2006-FF4 IFFMLT 2006-FF4 IFFMLT 2006-FF4 IFFMLT 2006-FF4 IFFMLT 2006~FF4 IFFMLT 2006-FF4 IFFMLT2006FF4 IFFMLT2006-FF4 IFFMLT 2oo6-FF4 IFFMLT 2006-FF4 I GSM 2006-5 I GSM 2006-5 I GSilA 2ob6~5 I GSilA 2ob6~5

~Intex Deal

ACCT0601 ACCT0601 ACCT0601 AHM06001 AHM06001 AHM06001 AHM06001 AHM06001 AHM06001 AHM06001 AHM06001 AHM06001 AHM06001 AHM06001 AHM06001 AHM06001 AHM06001 AHM06001 AHM06001 AHM06D01 AHM06001 AHM06001 AHM06001 AHM06001 AHM06001 AHM06001 AHM06001 DAVISQ6 DAVISQ6 DAVISQ6 OAVISQ6 DAVISQ6 DAVISQ6 DAVISQ6 DAVISQ6 OAVISQ6 DAVISQ6 FFML06F4 FFML06F4 FFML06F4 FFML06F4 FFML06F4 FFML06F4 FFML06F4 FFMLD6F4 FFML06F4 FFML06F4 FFML06F4 FFML06F4 FFML06F4 FFML06F4 FFML06F4 FFML06F4 FFML06F4 FFML06F4 GSAA0605 GSAA0605 GSAA0605 GSAA0605

M9 IA3 IIA2

UNCAPFL TFEE1 OC RESID~2

OT IM1 1M2 1M3 IM4

IIM1 IM6 CP A1LTA A1LTB A2 B C D E1

C B1

M6

B2

004375FF3 02660T JD6 D2660T JF1 02660T JH7 02660THZ9 02660THY2 02660T JBO D2660T JE4 02660T JG9 AH061UNCA AHM06010C AHAB1RESI AHMGOSZ10 02660T JJ3 02660T JKO 02660T JL8 02660T JN4 D2660T JP9 02660T JV6 02660T JR5 02660T JS3 02660T JT1 D266DT JU8 02660T JM6 02660T JQ7 23910VAJ1 23910VABS 2391 DVAC6 23910VAF9 23910VAG7 23910VAH5 23910WAA8 2391 DWAB6 2391OWAC4 23910WAF7 362334GDO 362334GE8 362334GF5 362334FRO 362334FS8 362334FT6 362334GL2 362334GJ7 362334FV1 362334FW9 362334FX7 362334FY5 362334FZ2 362334GA6 362334GB4 362334GC2 362334GG3 362334GK4 362334HB3 362334HC1 362334JA3 362334GQ1

JUNJLT SEN_SUPJLT SEN_SUPJLT SEN_SUPJLT SEN_SPR_SUPJLT SEN_SPRJLT SEN SPR FLT SEN_SPRJLT SEN_SPRJLT SEN~CPTJO

OC~RES

NPR~NPR~NO

NPR_NPR MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT JUNJLT~NO

JUNJLT_NO JUNJLT_NO JUNJLT_NO JUNJLT_NO JUNJLT JUNJLT SEN FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT JUN~SUB

JUN~SUB

JUN~SUB

SEN PO SEN_PO SEN_PO SENJLT SENJLT SEN FLT NPR~NPR~NO

MEZJLT_NO MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT JUN_Oe_NO JUNJLT_NO SEN_PO SEN_PO SEN_PO SENJLT


Fitch

10,539,000 NA 003,750,611 NA 10,038,000 NA

159,523,000 NA 10,063,000 AM

7,177,000 AM 478,568,000 NA 600,000,000 NA 357,134,000 NA 140,885,000 AAA 100,485,000 AM

1,303,776,000 NA 8,530,733 NA

275,852,340 NA NA

18,767,000 NA 28,151,000 NA 18,767,000 NA 23,033,000 NA

9,384,DDD NA 1,107,340 NR 3,310,000 A 1,930,000 BBB 1,793,000 BB 1,241,000 B 7,861,000 AA 4,265,000 NA

1166pOOPOO NA 274,000,000 NA 300,DDD,DDD NA 85,000,000 NA

105,000,000 NA 35,000,000 NA 25,000,000 NA

7,2DD,DDD NA 2,800,000 NA

21)J0,000,000 NA 50 NA

100 NA 50 NA

631,866,000 NA 517,371,000 NA 67,566,000 NA

NA 12,961,DDD NA 54,894,000 NA 49,556,000 NA 29,734,000 NA 25,922,000 NA 24,397,000 NA 22,872,000 NA 21,348,000 NA 18,298,000 NA 32,783,544 NA 15,248,000 NA

100 NA 100 NA 100 NA

186,376,000 NA

MOOdy SP

Baa2 BBB NA NA Baa3 BBB-Aaa AAA NR AM NR Aaa Aaa Aaa NR NR NA NA NA NA NA NA NA NA Aa1 AA+ Aa2 AA NR AA-NR A NR NR NR NR NR NR NR AA NR BBB-NA A-1+ Aaa AAA Aaa AAA Aaa/""- AAA Aa2 AA A2/,- A 8aa2J*- BBB NA NR NR NA NR NR NR Aaa AAA AaaJ'- AM Aaa AAA NR NA

888+ AM AA+ AA AA AA-

A3 A+ Baa1 Baa2 NR Ba1f"- BBB-NR NR NR Aaa

Fitch

NA NA NA NA e C NA NA NA ee CC NA NA NA NA NA NA NA NA NA NR D D D D C

NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA

.ql:l.~~~.~t Ra~!~9


e NA e Cal*NR NR Caa3f"Ba1/'Ba1/,NR NR NA NA NA NA e e NR NR NR NR NR NR NR NR NR NR NA e e e e e e NA NR NA NR NR NR Aaa B11'B2/,NR e Caa3f"e e e e e e e NR e NR NR NR Caa2/"-

o 2a-Mar-OB NA 28-Mar-06 D 2S-Mar-06 eee 29-Mar-06 eee 29-Mar-06 eee 29-Mar-06 BB-/'- 29-Mar-06 AM/,- 29-Mar-06 AAA/,- 29-Mar-06 eee 29-Mar-06 eee 29-Mar-06 NA 29-Mar-06 NA 29-Mar-06 NA 29-Mar-06 NA 29-Mar-06 eee 29-Mar-06 ec 29-Mar-06 ec 29-Mar-06 o 29-Mar-06 o 29-Mar-06 NR 29-Mar-06 D 29-Mar-06 D 29-Mar-06 o 29-Mar-06 o 29-Mar-06 o 29-Mar-06 D 29-Mar-06 NR 3D-Mar-06 BB-/'- 3D-Mar-OB BB-/'- 3D-Mar-D6 8-/"- 30-Mar-OB ec 3D-Mar-06 ec 3D-Mar-06 CC 30-Mar-06 NR 30-Mar-OS NR 30-Mar-06 NA 30-Mar-06 NR 3D-Mar-06 NR 30-Mar-06 NR 30-Mar-OB NR 30-Mar-OB AI'- 3D-Mar-06 A/'- 3D-Mar-06 NA 30-Mar-06 o 30-Mar-OS B-I'- 30-Mar-06 ecc 3D-Mar-06 eee 3D-Mar-06 o 30-Mar-06 o 30-Mar-OB o 30-Mar-06 D 3D-Mar-06 D 3D-Mar-06 NR 30-Mar-OS o 30-Mar-OB NR 30-Mar-06 NR 3D-Mar-06 NR 30-Mar-OS eee 30-Mar-06


Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A

Resl Resi Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi CDO eDO eDO COO CDO CDO eDO eDO COO CDO Resi Resi Resl Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi

Type

GS FCIC 000000091


9~.iginal .~.~~!~9

Bloomberg Deal Name

I G8M 2006-5 I G8M 2006-5 I G8M 2006-5 I G8M 2006-5 I G8M 2006-5 I G8M 2006-5 I G8M 2006-5 I G8M 2006-5 I G8M 2006-5 I G8M 2006-5 I G8M 2006-5 I G8M 2006-5 I G8M 2006-5 I G8AMP 2006-82 I GSAMP 2006-82 I GSAMP 2006-82 I GSAMP 2006-82 I G8AMP 2006-82 I G8AMP 2006-82 I GSAMP 2006-82 I GSAMP 2006-82 I GSAMP 2006-82 I G8AMP 2006-82 I G8AMP 2006-82 I GSAMP 2006-82 I GSAMP 2006-82 I GSAMP 2006-82 I G8AMP 2006-82 I G8AMP 2006-82 IGSMSe 2006-0A1R IGSMSe 2006-0A1R I G8R 2006-3F I G8R 2006-3F I G8R 2006-3F I GSR 2006-3F I GSR 2006-3F I GSR 2006-3F I G8R 2006-3F I G8R 2006-3F I G8R 2006-3F I GSR 2006-3F I G8R 2006-3F I G8R 2006-3F I G8R 2006-3F I GSR 2006-3F I GSR 2006-3F I G8R 2006-3F I G8R 2006-3F I G8R 2006-3F I G8R 2006-3F I GSR 2006-3F I G8R 2006-3F I G8R 2006-3F I GSR 2006-3F I G8R 2006-3F I GSR 2006-3F I G8R 2006-3F I G8R 2006-3F I G8R 2006-3F

~Intex Deal

GSAA0605 GSAA0605 GSAA0605 GSAA0605 GSAA0605 GSAA0605 GSAA0605 GSAA0605 GSAA0605 GSAA0605 GSAA0605 GSAA0605 GSAA0605 GSA06S02 GSA06S02 GSA06S02 GSA06S02 GSA06S02 GSA06S02 GSA06S02 GSA06S02 GSA06S02 GSA06S02 GSA06S02 GSA06S02 GSA06S02 GSA06S02 GSA06S02 GSA06S02 GSMR0601 GSMR0601 GSR0603F GSR0603F GSR0603F GSR0603F GSR0603F GSR0603F GSR0603F GSR0603F GSR0603F GSR0603F GSR0603F GSR0603F GSR0603F GSR0603F GSR0603F GSR0603F GSR0603F GSR0603F GSR0603F GSR0603F GSR0603F GSR0603F GSR0603F GSR0603F GSR0603F GSR0603F GSR0603F GSR0603F

2A3 2A4 B1

x

A2 A3 R X1

M5 M6 X M7 A R

3A5

AX 5A2 5A1 3A10 1A1

362334GT5 362334JB1 362334GZ1 362334HA5 362334GU2 362334GVO 362334GW8 362334GX6 362334GY4 362334HE7 362334HD9 362334JE5 362334HK3 362334HL 1 362334JF2 362334HZO 362334HX5 362334HM9 362334HN7 362334HP2 362334HQO 362334HU1 362334HV9 362334HR8 362334HS6 362334HWl 362334HT4 362334LZ5 362334MA9 362334JK1 362334KL7 362334KU7 362334JN5 362334JW5 362334KP8 362334JM7 362334JV7 362334KN3 362334LE2 362334LD4 362334JZ8 362334KB9 362334JY1 362334KA1 362334Ke7 362334KD5 362334KE3 362334KFO 362334KV5 362334KTO 362334HJ6 362334KG8 362334JGO 362334JH8 362334JL9 362334JPO 362334GMO

SENJLT SENJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT JUN~Oe~NO

JUNJLT~NO

SEN~SUP JLT SEN~SPRJLT

SENJLT SENJIX NPR_NPR_NO NPR_NPR_NO MEZJLT MEZJLT MEZJLT MEZJLT MEZJIX_eAP _NO MEZJIX_eAP _NO MEZJIX_CAP MEZJIX_CAP JUN oe NO JUNJIX~eAP SEN_WAe_IO RES_NO SEN_ZJIX SEN_Z_CMP _FIX SEN]RS_PO SEN_SUP_NASJIX SEN~SUP _NASJIX SEN~SUP _NASJIX SEN SPR NAS FIX SEN~SPR_NASJIX SEN_SPR_NASJIX SEN_RES SEN~RE8

SEN PAe 10 SEN~PAe--,O

SEN~PAeJIX

SEN_PACJIX SEN_PAeJIX SEN PAe FIX SEN_PAeJIX SEN_PACJIX SEN_IO SEN~INV_IO

SEN FLT SENJIX_IO SENJIX SENJIX SENJIX SENJIX SENJIX



569,877,000 NA 178,462,000 NA 193,964,000 NA 21,552,000 NA

6,168,000 NA 6,168,000 NA

22,819,000 NA 9,866,000 NA 6,168,000 NA 6,168,000 NA 6,168,000 NA 7,402,284 NA

12,334,000 NA 32,5DO,DOO AAA

130,000,000 AAA 243,151,000 AM 100,000,000 AM

NA NA

79,333,000 AA 16,682,000 AA-35,217,000 A 12,975,000 A-12,604,000 BB+ 12,604,000 BB 15,570,000 BBB+

11,863,000 BBB 17X94J03 NA 21,131,000 BBB-

338,317,B32 NA 100 NA

3,896,000 AM 10,000 AAA 66,872 AAA

320,000 AAA 2,221,000 AAA 3,046,000 AAA 4,691,000 AAA

32,757,000 AAA 44,930,000 AM

667,881,107 NA 667,881,107 NA

3,779,916 AAA 5,036,416 AAA

45,359,000 AAA 60,437,000 AM 45,359,000 AM 60,437,000 AAA

105,796,000 AAA 105,796,000 AM

36,881 AM 49,835,000 AAA 49,835,000 AAA

8,816,332 AAA 50,105,000 AM 37,383,000 AM

7,711,000 AM 174,888,000 AAA 122,054,000 AAA

MOOdy SP

Aaa AAA Aaa AAA Aaa AAA Aaa AAA Baa1 BBB Baa2 Aa1 Aa2 Aa3J*A1 A3 NR NA Ba2 BB Aaa AAA Aaa AAA Aaa AAA

Aaa AAA NR NA NR NA Aa2J*Aa3t"A2/,A3/'Ba1J*Ba2 Baa1 888+

Baa2 BBB NR NA Baa3/"'- NR NA AM NA AM NA AM NA AM NA AM NA AM NA NA NA NA NA NA NA NA NA AM

AM AM AM AM AM AM

NA AM NA AM NA AM NA AM NA AM NA NA NA NA

Fitch

NA NA NA NA NA NA NA NA NA NA NA NA NA o PIF C C NA NA o D D D o PIF D

D NA o NA NA CC ee ee ee CC CC BB BBB BBB NA NA BBB eee ee CC CC ee ee CC BBB CC ee eee CC CC CC ee ee

.ql:l.~~~.~t Ra~!~9


83/'Caa1/"Caa2/k

-

Cal"-e e e e e e e NR e ea Aaa ea ea NR NR e WR WR WR WR WR WR WR NR WR NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA

eee 30-Mar-OB eee 3D-Mar-06 eee 30-Mar-06 eee 30-Mar-06 o 30-Mar-OS o 30-Mar-OB

CC 30-Mar-OB D 30-Mar-06 o 30-Mar-OS o 30-Mar-OB o 30-Mar-OB NA 3D-Mar-06 D 30-Mar-06 o 30-Mar-OS NR 30-Mar-OB eee 30-Mar-OB

eee 3D-Mar-06 NA 30-Mar-06 NA 30-Mar-OS o 30-Mar-OB o 30-Mar-OB D 3D-Mar-06 D 30-Mar-06 NR 30-Mar-OS NR 30-Mar-OB NR 30-Mar-OB NR 3D-Mar-06 NA 30-Mar-06 NR 30-Mar-OS B+ 30-Mar-OB NR 30-Mar-OB eee 30-Mar-06 eee 30-Mar-06 eee 30-Mar-06 eee 30-Mar-OB CCC 30-Mar-OB eee 3D-Mar-06 A+/*- 30-Mar-OS A+/*- 30-Mar-OS At"- 30-Mar-OB NA 30-Mar-OB NA 30-Mar-06 BBB/,- 30-Mar-06 eee 3D-Mar-OB BBBJ*- 30-Mar-OB CCC 30-Mar-OB BBB/,- 30-Mar-06 eee 30-Mar-06 eee 30-Mar-06 eee 30-Mar-OB

A+f*- 30-Mar-OB eee 30-Mar-06 eee 30-Mar-06 eee 3D-Mar-OB eee 30-Mar-OB eee 3D-Mar-06 eee 30-Mar-06 eee 30-Mar-06 eee 3D-Mar-OB


Public I 144A

Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A


Type

GS FCIC 000000092


9~.iginal .~.~~!~9


I GSR 2006-3F I GSR 2006-3F I GSR 2006-3F I GSR 2006-3F I GSR 2006-3F I GSR 2006-3F I GSR 2006-3F I GSR 2006-3F I GSR 2006-3F I GSR 2006-3F I GSR 2006-3F I GSR 2006-3F I GSR 2006-3F I GSR 2006-3F I GSR 2006-3F I GSR 2006-3F I GSR 2006-3F I GSR 2006-3F I GSR 2006-3F IMLCFC 2006-1 IMLCFC 2006-1 I MLCFC 2006-1 I MLCFC 2006-1 I MLCFC 2006-1 I MLCFC 2006-1 I MLCFC 2006-1 I MLCFC 2006-1 IMLCFC 2006-1 IMLCFC 2006-1 I MLCFC 2006-1 I MLCFC 2006-1 I MLCFC 2006-1 I MLCFC 2006-1 IMLCFC 2006-1 IMLCFC 2006-1 IMLCFC 2006-1 IMLCFC 2006-1 I MLCFC 2006-1 IMLCFC 2006-1 I MLCFC 2006-1 I MLCFC 2006-1 IMLCFC 2006-1 IMLCFC 2006-1 IMLCFC 2006-1 IMLCFC 2006-1 I MLCFC 2006-1 I RALI 2006-003 I RALI 2006-003 I RALI 2006-003 I RALI 2006-003 I RALI 2006-003 I RALI 2006-003 I RALI 2006-003 I RALI 2006-003 I RALI 2006-003 I RALI 2006-003 I RALI 2006-003 I RALI 2006-003 I RALI 2006-003

GSR0600F GSR0600F GSR0600F GSR0600F GSR0600F GSR0600F GSR0600F GSR0600F GSR0600F GSR0600F GSR0600F GSR0600F GSR0600F GSR0600F GSR0600F GSR0600F GSR0600F GSR0600F GSR0600F MLCF0601 MLCF0601 MLCF0601 MLCF0601 MLCF0601 MLCF0601 MLCF0601 MLCF0601 MLCF0601 MLCF0601 MLCF0601 MLCF0601 MLCF0601 MLCF0601 MLCF0601 MLCF0601 MLCF0601 MLCF0601 MLCF0601 MLCF0601 MLCF0601 MLCF0601 MLCF0601 MLCF0601 MLCF0601 MLCF0601 MLCF0601 RFC06003 RFC06003 RFC06003 RFC06Q03 RFC06Q03 RFC06Q03 RFC06Q03 RFC06Q03 RFC06Q03 RFC06Q03 RFC06Q03 RFC06Q03 RFC06Q03

2A5 2A6 3A1

3A13 B1

84

A3FL A2 A1 R E F

G H

N

Q

A1

RI RII M1 M2 M3 M4 M5 M6 M7 M8

362334JT2 362334JU9 362334HG2 362334KH6 362334KM5 362334K06 362334HHO 362334KJ2 362334JJ4 362334KK9 362334KX1 362334KY9 362334KZ6 362334LAO 362334LB8 362334LC6 362334KVV3 606935BA1 606935AD6 606935BC7 606935AH7 606935AF1 606935AG9 606935AE4 606935ABO 606935AA2 MLCF0601R 606935AP9 606935AQ7 606935AR5 606935AS3 606935AKO 606935AJ3 606935AL8 606935AM6 606935AN4 606935BB9 606935AT1 606935AU8 606935AV6 606935AW4 606935AX2 606935AYO 606935AZ7 761118WP9 761118W07 761118WR5 761118)(89

761118XC7 761118WS3 761118WT1 761118WU8 761118WV6 761118WW4 761118WX2 761118WYO 761118VVZ7

SENJIX SENJIX SENJIX SENJIX SENJIX SENJIX SEN FIX SEN_AD_TACJMPJIX SEN_ADJIX SEN_AD_CMP _FIX JUN_WAC JUN_WAC JUN_WAC JUN_WAC JUN_WAC JUN_WAC JUN_WAC SEN_WACJO_NO SEN_WAC SEN_WAC SEN_WAC SEN_TAC_WAC SEN_MF_WAC SENJLT SENJIX_CAP SEN FIX NPR_NPR_ MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC MEZ_WAC MEZ_WAC MEZ_WAC MEZ WAC MEZJLT_NO JUNJIX_CAP_NO JUNJIX_CAP _NO JUNJIX_CAP _NO JUN FIX CAP NO JUNJIXJAP_NO JUNJIX_CAP_NO JUNJIX_CAP _NO SENJLT SEN FLT SENJLT NPR_NPR_NO NPR_NPR_NO MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT JUNJLT



133,060,000 AAA NA 11,006,000 AAA NA 17,856,000 AAA NA


9,480,000 AAA NA 76,626,000 AAA NA

127,059,000 AAA NA 67,047,000 AAA NA

3,815,000 AAA NA 9,569,000 AAA NA 9,016,000 AA NA 4,OD7,000 A NA 2,671,000 BBB NA 1,669,000 BB NA 1,001,000 B NA 1,673,235 NA NA 6,012,000 AA+ NA


489,483,000 AAA NA 121,000,000 AAA NA 240,000,000 AAA NA 105,150,000 AAA NA 337,500,000 AAA NA 65pOOPOO AAA NA

NA NA 1B,064,000 A- NA 24,095,000 BBB+ NA 16,064,000 BBB NA 26,773,000 BBB- NA 82,056,000 AAA NA

214,183,000 AAA NA 50,868,000 AA NA 21,419,000 AA- NA 29,450,000 A NA

100,000,000 AAA NA 5,354,000 BB+ NA 5,355,000 BB NA 8,032,000 BB- NA 2,677,000 B+ NA 8,032,000 B NA 5,355,000 B-

26,773,152 NR 359,391,000 NA 149,747,000 NA 89,848,000 NA

NA NA NR

16,576,000 NA Aa1 8,450,000 NA Aa2 3,250,000 NA Aa3 3,250,000 NA A1 3,250,000 NA A2 3,250,000 NA A3 4,550,000 NA Baa2 3,250,000 NA Baa3

AAA CC AAA CC AAA CC AAA CC

CC CC CC CC CC CC

AAA PIF NR C NR C NR D NR 0 NR D NR NA NR CC

AAA AAA AAA AAA AAA AAA

AAA AAA AAA AAA AAA AAA NA NA A- BB 888+ 88 BBB B BBB- B-AAA AA AAA AAA

A BBB BBBAA B-BCCC CCC

B CCC B- CCC NR NR AAA NA AAA NA AAA NA NR NA NR NA

NA NA NA

A+ NA A+ NA A NA BBB+ NA BBB+ NA

.ql:l.~~~.~t Ra~!~9


NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA Baa2/'Caa3/"Ca/*NR NR C C C C C C C C

eee 30-Mar-06 CCC 30-Mar-06 CCC 30-Mar-06 CCC 30-Mar-06 CCC 30-Mar-OB eee 30-Mar-06 CCC 3D-Mar-06 CCC 30-Mar-06 CCC 30-Mar-06 CCC 30-Mar-OB eee 30-Mar-06 NR 30-Mar-06 NR 30-Mar-06 NR 30-Mar-06 NR 30-Mar-06 NR 30-Mar-06 NR 30-Mar-06 NR 30-Mar-06 NR 30-Mar-06 AAA 30-Mar-OB AAA 30-Mar-06 AAA 30-Mar-06 AAA 30-Mar-06 AAA 30-Mar-06 AAA 30-Mar-OB AAA 30-Mar-06 AAA 30-Mar-06 AAA 30-Mar-06 NA 30-Mar-06 BB- 30-Mar-06 B+ 30-Mar-06 B 30-Mar-06 CCC 30-Mar-06 BBB+ 30-Mar-06 AA- 30-Mar-06 BBB 3D-Mar-06 BB+ 30-Mar-06 BS 30-Mar-06 BBB+ 30-Mar-06 eee 30-Mar-06 ccc- 30-Mar-06 CCC- 30-Mar-06 CCC- 30-Mar-06 o 30-Mar-06 o 30-Mar-06 NR 3D-Mar-06 CCC 30-Mar-06 CCC 30-Mar-06 CCC 30-Mar-06 NR 30-Mar-06 NR 3D-Mar-06 o 30-Mar-06 o 30-Mar-06 o 30-Mar-06 o 30-Mar-06 o 30-Mar-06 o 30-Mar-06 o 30-Mar-06 o 30-Mar-06


Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A

Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A

Resl Resi Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi

Type

GS FCIC 000000093


9~.iginal .~.~~!~9

Bloomberg Deal Name

I RAST 2oo6-A3CB I RAST 2006-A3CB IFiA5T2006A3CB I RAST 2006-A3CB I RAST 2006-A3CB I RAST 2oo6-A3CB I RAST 2oo6-A3CB I RAST 2006-A3CB I RAST 2006-A3CB IRAST2Iiii6~A3CB I RAST2Iiii6~A3CB jINAB.S2006-.H1 jINAB.S2006-H.1 jINAB.S2006-.H1 IINABS 2006-H1 IINABS 2006-H1 IINABS 2006-H1 IG5M32006CC1 IGSM32006-CC1 I G8M8 200B.-.CC1 I GSMS 2006.-.CC1 I GSMS 2006-CC1 IG8MS 2006-CC1 I G8MS 2006-CC1 I G8MS 2006-CC1 I GSMS 2006-CC1 I GSMS 2006-CC1 jG8MS.2006CC.1 I G8MS 2006-CC1 I GSMS 2006-CC1 IGSAMP 2006-HE2 IGSAMP 2006HE2 IG8AMP 2006-HE2 IGSAMP 2oo6~HEi IGSAMP 2006~HEi IGSAMP2D06-HE2 IGSAMP2D06HE2 IG8AMP 2006-HE2 IG8AMP2D06-HE2 IGSAMP 2oo6-HE2 IGSAMP 2oo6-HE2 IG8AMP2006HE2 IG8AMP2006HE2 IG8AMP 2006-HE2 IGSAMP 2006,H.E2 IGSAMP 2006-HE2 IG8AMP 2006-HE2 I LBM L T 2006-3 I LBM L T 2006-3 ILBM L T 2oo6~3 I LBM L T 2006-3 I LBM .LT 2006 .. 3 I LBM .LT 2006.-3 I LBM L T 2006-3 I LBM L T 2006-3 I LBM L T 2006-3 I LBM L T 2006-3 I LBM LT2iib6~3 I LBM LT2iib6~3

~Intex Deal

RAS06A3C RAS06A3C RA806A3C RA806A3C RA806A3C RAS06A3C RAS06A3C RA806A3C RA806A3C RA806A3C RAS06A3C INMC06H1 INMC06H1 INMC06H1 INMC06H1 INMC06H1 INMC06H1 gsm206c1 gsm206c1 g.~!i.1.:?Q~c1 g.~rfl.:?Q~c1 gsm206c1 gsm206c1 gsm206c1 gsm206c1 gsm206c1 gsm206c1 Rsrn?Q.q~.1 gsm206c1 gsm206c1 GSA06HE2 GSA06HE2 GSA06HE2 GSA06HE2 GSA06HE2 GSA06HE2 GSA06HE2 GSA06HE2 GSA06HE2 GSA06HE2 GSA06HE2 GSA06HE2 GSA06HE2 GSA06HE2 GSA06HE2 GSA06HE2 GSA06HE2 LBML0603 LBML0603 LBML0603 LBML0603 LBML0603 LBML0603 LBML0603 LBML0603 LBML0603 LBML0603 LBML0603 LBML0603

A1 AR

A R

L

B A RESIDUAL

H J K L M A1

R RX M1 M2 M3 M4 M5 M6 B1 B2 B3

IA

IIA3 11A4 R RCX RPX

45661 EFJ8 45661EFRO 45661EFX7 45661 EFU3 45661EFV1 45661EFW9 45661EFS8 45661EFT6 45661 EFY5 456606MZ2 INMC06H1R INC06H1M1 INC06H1M2 INMC06H1L INMC06H1B 36228CYQO 36228CZQ9 36228CYV3 36228CZA4 36228CZCO 36228CY86 36228CYU1 36228CYWI 36228CZE6 36228CZG1 36228CZJ5 36228CZLO 36228CZN6 362334LF9 362334LG7 362334LH5 362334LR3 362334LQ5 362334LJ1 362334LK8 362334LL6 362334LM4 362334LN2 362334LP7 362334LU6 362334LV4 362334LW2 362334LXO 362334LS1 362334LY8 542514UG7 542514UH5 542514UJ1 542514UK8 542514UL6 LBMLOO03R LBL063RCX LBL063RPX 542514UM4 542514UW2 542514UN2 542514UP7

SEN_XRS_PO SEN_WAC_IO SENJIX SENJIX JUN_PEN_NO JUNJIX_NO JUNJIX_NO JUNJIX_NO JUN FIX JUNJIX JUNJIX SENJLT NPR_NPR_NO MEZJLT_NO MEZJLT_NO JUN_PO_NO JUN_OC_NO SEN_WAC NPR_NPR_ MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC MEZ_WAC MEZ_WAC JUN_WAC_NO JUN_WAC_NO JUN WAC NO JUN_WAC_NO JUN_WAC_NO SENJLT SENJLT SENJLT NPR_NPR_NO NPR_NPR_NO MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJIX_CAP _NO MEZ FIX CAP NO MEZJIX_CAP _NO MEZJIX_CAP _NO

JUNJIX_CAP _NO SEN FLT SENJLT SENJLT SENJLT SENJLT NPR NPR NO NPR_NPR_NO NPR_NPR_NO MEZJLT MEZJLT MEZJLT MEZJLT



1,344,239 NA 41,180,101 NA

373,284,000 NA 100 NA 100 NA

3,021,000 NA 2,417,000 NA 1,813,007 NA

12,487,000 NA 5,237,000 NA 3,223,000 NA

490,253,000 NA NA

6,530,000 NA 5,523,000 NA

o NA 581 NA

344,274,000 AAA NR

0/!?4,OOO BBB+ 4,062,000 BBB 3,046,000 BBB-

18,280,000 AA 10,155,000 A

3,554,000 A-7,616,000 NR 3,554,000 NR 3g46poO NR 3,046,000 NR 2,036,049 NR

282,460,000 NA 181,748,000 NA 21,005,000 NA

NA NA

24,214,000 NA 22,327,000 NA 13,207,000 NA 12,264,000 NA 11,321,000 NA 10,377,000 NA 11,635,000 NA 10,377,000 NA

7,547,000 NA 7,233,000 NA 6,918,615 NA 6,289,000 NA

513,901,000 NA 363,099,000 NA 169,267,000 NA 292,164,000 NA 48,759,000 NA

NA NA NA

58,417,000 NA 14,822,000 NA 54,058,000 NA 33,132,000 NA

MOOdy SP

Aaa AAA Aaa AAA Aaa AAA Aaa AAA NR NR NR NR NR NR NR NR AaaJ'- AM NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA Aaa AAA AaaJ'- AM AaaJ'- AM NA NR NA NR Aa1/'Aa2 Aa3 A1 A2 A3 Baa1 Baa2 Baa3 BBB+

BBB+ NR BBB AM AM AM

Aaa AAA Aaa NA NA NA NA Aa11*- AA+ Ba1 BBB Aa2J*- AA+ Aa3J'- AA

Fitch

NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA B NR CCC CC CC CCC CCC CCC NR NR NR NR NR NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA

.ql:l.~~~.~t Ra~!~9


Caa2 Caa2 Caa2 WR NR NR NR NR NR NR NR Ca NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA WR Baa2/'Baa3/'NA NA Ba2/'Caa2/*C C C C C C C C NA WR Caa1/*WR Aa2 Caf"Caf"NA NA NA C WR C C

CC CC CC NR NR o NR NR o o o CC NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NR AA+ AA+ NR NR BBBBCCC CCC CCC o o o o o NR o CCC NR NR CCC CCC NA NA NA o NR o o

30-Mar-OB 30-Mar-OB 30-Mar-OB 30-Mar-OB 30-Mar-06 30-Mar-OB 30-Mar-OB 30-Mar-06 30-Mar-06 30-Mar-06 30-Mar-OB 31-Mar-06 31-Mar-06 31-Mar-06 31-Mar-06 31-Mar-OB 31-Mar-06 4-Apr-06 4-Apr-06 4-Apr,06

4-Ap~~Q.q 4-Apr-06 4-Apr-06 4-Apr-06 4-Apr-06 4-Apr-OB 4-Apr-06 4-Apr,06 4-Apr-06 4-Apr-06 B-Apr-06 6-Apr-06 6-Apr-06 6-Apr-06 B-Apr-06 6-Apr,06 6-Apr,06 6-Apr-06 6-Apr,06 B-Apr-06 B-Apr-06 6-Apr-06 6-Apr-06 6-Apr-06 6-Apr,06 6-Apr-06 6-Apr-06 6-Apr-06 6-Apr-06 B-Apr-06 6-Apr-06 6-Apr,06 6-Apr,06 6-Apr-06 B-Apr-06 6-Apr-06 6-Apr-06 6-Apr-06 6-Apr-06



Resl Resi Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi

Type

GS FCIC 000000094


Bloomberg Deal Name

I LBM L T 2006-3 I LBM L T 2006-3 ILBM L T 20063 I LBM L T 2006-3 I LBM L T 2006-3 I LBM L T 2006-3 I LBM L T 2006-3 I LBM L T 2006-3 I FFNT 2006-FF3N N1 I FFNT2006~FF3N N1 I FFNT20b6~FF3N N1 jGSRPM.2006,1 jGSRPM.2006,1 jGSRPM.2006,.1. I GSRPM 2006-1 IGSRPM 2006-1 I GSRPM 2006-1 IGSRPM 20061 IGSRPM 2006~ 1 IGSRPM2006,1 IGSRPM2006,1 I GSRPM 2006-1 I GSRPM 2006-1 I FFNT 2006-FF4N N1 I FFNT 2006-FF4N N1 I FFNT 2006-FF4N N1 I FFNT 2006-FF4N N1 jAB.A.C.200612A I ABAC 2006-12A IABAC 2006-12A IABAC 2006-12A liiBiic2006 i iii I ABAC 2006-12A IGSAMP 2006~FMi IGSAMP 2006~FMi I GSAMP 2D06-FM 1 I GSAMP 2D06FM 1 IGSAMP 2006-FM1 IGSAMP2006-FM1 IGSAMP 2006-FM1 IGSAMP 2006-FM1 IGsAMP2006FM1 IGsAMP2006FM1 IGSAMP 2006-FM1 IGSAMP 2006,FM1 IGSAMP 2006-FM1 IGSAMP 2006-FM1 IGSAMP 2006-FM1 IGSAMP 2006-FM1 IGSAMP 2006~FMi IGSAMP 2006-FM1 I GSAMP 2006FM 1 I GSAMP 2006-FM 1 IGSAMP 2006-FM1 I GSAMP 2006-S3 I GSAMP 2006-S3 I GSAMP 2006-S3 I GSAMP2006:S3 I GSAMP2006:S3

~Intex Deal

LBML0603 LBML0603 LBML0603 LBML0603 LBML0603 LBML0603 LBML0603 LBML0603 FFNT06F3 FFNT06F3 FFNT06F3 GSRP0601 GSRP0601 GSRP0601 GSRP0601 GSRP0601 GSRP0601 GSRP0601 GSRP0601 GSRP0601 GSRP0601 GSRP0601 GSRP0601 FFNT06F4 FFNT06F4 FFNT06F4 FFNT06F4 ABAC0612 ABAC0612 ABAC0612 ABAC0612 ABAC0612 ABAC0612 GSA06FM1 GSA06FM1 GSA06FM1 GSA06FM1 GSA06FM1 GSA06FM1 GSA06FM1 GSA06FM1 GSA06FM1 GSA06FM1 GSA06FM1 GSA06FM1 GSA06FM1 GSA06FM1 GSA06FM1 GSA06FM1 GSA06FM1 GSA06FM1 GSA06FM1 GSA06FM1 GSA06FM1 GSA06S03 GSA06S03 GSA06S03 GSA06S03 GSA06S03

M6 M7 M8

A1

R RC B1

N2 N3 A1 A2 B C o FIRST_LOSS R RC

B1

M7

A3

542514US1 542514UT9 542514UU6 542514UV4 LBMLOO03C 542514UXO 31561AAA1 FFT06F30S 31561AAB9 362334NU4 362334QF4 362334QG2 362334PDO 362334PE8 362334NX8 362334NV2 362334NWO 362334NY6 362334NZ3 362334PB4 362334PA6 302448AA3 FFT06F40S 302448AB1 302448AC9 00257BAA3 00257BAB1 00257BAC9 00257DAA9 00257DAB7 ABAMH6VQO 362334PX6 362334PY4 362334PZ1 362334PF5 362334PG3 362334PH1 362334PJ7 362334PK4 362334QA5 362334PVO 362334PT5 362334PL2 362334PMO 362334PN8 362334PP3 362334PQ1 362334PR9 362334PS7 362334QZO 362334PW8 362334PU2 36297NAC9 36297NAA3 36297NAB1 36297NAR6 36297NAPO

MEZJLT MEZJLT MEZJLT MEZJLT JUN_OC_NO JUNJLT_NO SEN FIX NIM PP NPR_NPR_NO JUNJIX_NIM_PP SENJLT SENJLT SENJLT NPR_NPR_NO NPR_NPR_NO MEZJLT MEZJLT MEZJLT MEZJIX~CAP

MEZJIX~CAP

JUN_Oe_NO JUNJIX_eAP SENJIX_NIM_PP NPR_NPR_NO MEZJIX_NIM_PP MEZJIX_NIM_PP SEN FLT MEZJLT MEZJLT MEZJLT MEZJLT JUN_SUB SEN_RES_PO SEN_RES_PO SEN_RES_PO SENJLT SEN FLT SENJLT SENJLT SENJLT NPR_NPR_NO MEZ FLT NO MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT JUN~Oe~NO

JUN FLT NO JUNJLT SENJLT SENJIX SENJIX NPR_NPR_NO NPR_NPR_NO



29,645,000 NA 28,773,000 NA 27,029,000 NA 25,285,000 NA 16,566,000 NA 14,822,000 NA 36,619,551 NA 17,438,000 NA 24,524,000 NA

1,000 NA 6,938,000 NA

67,674,000 NA 31,500,000 NA 1 0,5DO,000 NA

NA NA

5,469,000 NA 10,427,000 NA

9,042,000 NA

~'~~~iOOO NA 2,843,000 NA 2,921,149 NA 2,843,000 NA

34,573,000 NA 1,000 NA

10,429,000 NA 8,849,000 NA

95pOOPOO NA 44,900,000 NA 20,100,000 NA 37,500,000 NA

8,750,000 NA 13,750,000 NA

50 NA 100 NA 50 NA

241,822,000 NA 251,717,000 NA 110,996,000 NA 102,592,000 NA 43,211,000 NA

NA 8,543,000 NA


9,492,000 NA 9,492,000 NA

19,989,000 NA 240,613,000 NA 74,961,000 NA

NA NA

9~.iginal .~.~~!~9

MOOdy

A1 A2 AA-A3/*- A+ Baa1 A Baa2 A-Baa3 888+

NA NA Ba2 BBB-NA BBB NA NA NA BB Aaa AAA Aaa AAA Aaa AAA NR NA NA NA Baa1 A Aa2 AA+ A2 AA-Baa2 Baa3 NA Ba1 NA NA NA BBB-NA BB Aaa AAA Aa2J'- AAA Aa3J*- AAA A3/'- A-Baa3/'- BBB NA NA NR AAA NR AM NR Aaa Aaa Aaa Aaa Aaa NR Ba1/'-Baa2 BBB+

AA+ AA AA AAA+ A

Baa1 A-NR NR Ba2J'- NR Baa3J*- BBB-Aaa/"- AAA AaaJ*-AaaJ*-NR NR


.ql:l.~~~.~t Ra~!~9


C e e WR WR WR NA WR NA NA NA Aa2 Aa2 Baa1 NR NA ea Caa1 Caa2 e C NA e NA NA NA NA e e e C e NA NR NR NR Ba2/'WR Aaa B3/'Caa2f*NR WR e e C e e e C

C NR WR WR Ca ea ea NR NR

o o o o NR NR NA NR ec NA CC AAA AAA AAA NA NA eee AA+ BB ecc o NR o ec NA CC ee o o o o o NA NR NR NR eee NR NR CCC CCC NA NR o ecc CCC ee o o o o NR NR o o o o NR NR

6-Apr-06 6-Apr-06 6-Apr-06 6-Apr-06 6-Apr-OS 6-Apr-06 6-Apr-06 6-Apr-06 18-Apr-06 18-Apr-06 18-Apr-06 18,Apr,06 18,Apr,06 18,Apr,06 18-Apr-06 18-Apr-06 18-Apr-06 18-Apr-06 18-Apr-06 18-Apr-06 18-~p.r.-.Q~ 18-Apr-06 18-Apr-06 21-Apr-06 21-Apr-06 21-Apr-06 21-Apr-06 27,Apr,06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27,Apr,06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06


Public I 144A

Public /144A Public /144A Public I 144A Public I 144A Public I 144A

Public I 144A Public /144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public /144A Public /144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A

Resl Resi Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi COO COO COO COO COO COO Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi

Type

GS FCIC 000000095


Bloomberg Deal Name

I GSAMP 2006-S3 I GSAMP 2006-S3 I GSAMP 2006-S3 I GSAMP 2006-S3 I GSAMP 2006-S3 I GSAMP 2006-S3 I GSAMP 2006-S3 I GSAMP 2006-S3 I GSAMP 2006-S3 I GSAMP 2006-S3 IINDS 2006-1 IINDS 2006-1 IINDS 2006-1 IINDS 2006-1 IINDS 2006-1 IINDS 2006-1 IINDS 2006-1 IINDS 2006-1 IINDS 2006-1 IINDS 2006-1 I LBAHC 2006-3 I LBAHC 2006-3 I LBAHC 2006-3 I RAST 2006-ASCB I RAST 2006-ASCB I RAST 2006-ASCB I RAST 2006-A5CB I RAST 2006-A5CB I RAST 2006-ASCB I RAST 2006-ASCB I RAST 2006-ASCB I RAST 2006-A5CB I RAST 2006-A5CB I RAST 2006-ASCB I RAST 2006-ASCB I RAST 2006-ASCB I RAST 2006-A5CB I RAST 2006-A5CB I RAST 2006-ASCB I GSM 2006-6 I GSM 2006-6 I GSM 2006-6 I GSM 2006-6 I G8M 2006-6 I G8M 2006-6 I G8M 2006-6 I G8M 2006-6 I G8M 2006-6 I G8M 2006-6 I GSM 2006-6 I G8M 2006-6 I G8M 2006-6 I G8M 2006-6 I G8M 2006-6 I GSM 2006-6 I GSM 2006-6 I G8M 2006-6 I G8M 2006-6 I G8M 2006-6

~Intex Deal

GSA06S03 GSA06S03 GSA06S03 GSA06S03 GSA06S03 GSA06S03 GSA06S03 GSA06S03 GSA06S03 GSA06S03 INDS0601 INDS0601 IND80601 IND80601 IND80601 INDS0601 INDS0601 IND80601 IND80601 IND80601 LBAH0603 LBAH0603 LBAH0603 RA806A5C RAS06A5C RAS06A5C RAS06A5C RA806A5C RA806A5C RA806A5C RA806A5C RA806A5C RA806A5C RA806A5C RAS06A5C RA806A5C RAS06A5C RA806A5C RA806A5C GSAA0606 GSAA0606 G8AA0606 G8AA0606 GSAA0606 G8AA0606 GSAA0606 G8AA0606 G8AA0606 G8AA0606 GSAA0606 GSAA0606 G8AA0606 G8AA0606 GSAA0606 GSAA0606 GSAA0606 G8AA0606 G8AA0606 GSAA0606

M3 M4 B1

A1

R B2 B1 C

AS A7 A2 A3 A1

RC RX AF6 AF7

B1 B2

M3

36297NAF2 36297NAGO 36297NAL9 36297NAH8 36297NAJ4 36297NAK1 36297NAN5 36297NAM7 437089AE5 437089AA3 437089AB1 437089AC9 437089AD7 437089AK1 437089AGO 437089AF2 437089AJ4 437089AM7 S4240DAA6 54240DAB4 54240BMO 76112FAH4 76112FAJO 76112FAE1 76112FAG6 76112FAB7 76112FACS 76112FAA9 76112FAD3 76112FAF8 76112FAK7 76112FAP6 76112FAQ4 76112FAR2 76112FAL5 76112FAM3 76112FAN1 362334MT8 362334MU5 362334MV3 362334MH4 362334MZ4 362334MB7 362334MD3 362334ME1 362334MFB 362334MG6 362334MQ4 362334MR2 362334M80 362334MJO 362334MK7 362334ML5 362334MM3 362334MN1 362334MP6 362334MX9

MEZJLT MEZJLT MEZJIXJAP _NO MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP JUN OC NO JUNJIXJAP_NO SEN_NASJIX_CAP SENJLT SENJIX_CAP SENJIX_CAP SENJIX_CAP NPR_NPR_NO MEZJIX_CAP _NO MEZJIX_CAP JUN_OC_NO JUNJIX_CAP_NO SENJIX_NIM]P MEZJIX_NIM_PP JUNJIX_NIM_PP SEN_XRS_PO SEN_WAC_IO SEN_SUPJIX SEN_SPR_NASJIX SEN SPR FLT SEN_INV SENJIX SENJIX SENJIX SENJIX JUNJIX_NO JUNJIX_NO JUNJIX_NO JUNJIX JUN FIX JUNJIX SEN_PO_REE SEN_PO_RES SEN_PO_RES SEN NAS FIX CAP SEN_NASJIXJAP SENJLT SENJIX_CAP SENJIX_CAP SEN FIX CAP SENJIX_CAP MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP MEZ FIX CAP MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP JUN_OC_NO



47,196,000 NA 12,603,000 NA 23,721,000 NA 11,367,000 NA 12,849,000 NA 10,625,000 NA

7,907,000 NA 9,885,000 NA

14,085,519 NA 8,401,000 NA

29,701,000 NA 176,040,000 NA 26,467,000 NA 39,672,DOO NA 25,131,000 NA

100 NA 4,096,000 NA 4,727,000 NA 4,885,264 NA 4,412,000 NA

48,570,000 A-7,950,000 BBB-8,860,000 BB 5,145,893 NA

26,886,209 NA 3,500,000 NA 5,555,556 NA

39P65,155 NA 9,766,289 NA

208,342,000 NA 100,4S5,000 NA 50,000,000 NA

100 NA 3,643,000 NA 2,959,000 NA 2,049,343 NA

14,115,000 NA 6,146,000 NA 4,553,000 NA

100 NA 100 NA 100 NA

38,886,000 NA 4,321,000 NA

198,417,000 NA 28,298,000 NA 69,317,000 NA 58,335,000 NA 34,500,000 NA

2,371,000 NA 2,371,000 NA 2,371,000 NA 6,399,000 NA 6,162,000 NA 3,792,000 NA 3,317,000 NA 3,317,000 NA 2,371,000 NA 6,399,428 NA

9~.iginal .~.~~!~9

MOOdy

Aa2f"-Aa3/'- AA-A2/,- A A3 A-Ba1f*- BB+ 8aa11"- 888+ Baa2/'- BBB Baa3/'- BBB-NR NR Ba2l'- BB Aaa/"- AAA Aaa/'- AAA AaaJ'- AAA AaaJ'- AAA AaaJ'- AAA NR NR 8a11*- BB+ Baa31*- NR NA NR 8a2/*NA NA NA AaaJ*-Aaa Aa1t"- AAA

Aaa AAA Aaa AAA AaaJ'- AAA AaaJ*- AAA Aaa/""- AAA

AaaJ'- AAA Aaa AAA NR BB NR B NR Aa3/'A3 Baa3 NR NR AM NR AAA Aaa AAA Aaa AAA

AAA AM AAA AAA AAA A-

Baa2 BBB+ Baa3 BBB Aa1 AA+ Aa2 AA+ Aa3 AA A1 A2 A3 NR

NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA C C C NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA

.ql:l.~~~.~t Ra~!~9


WR WR WR WR WR WR WR WR NR WR C B3 Ca C C NR WR WR NA WR NA NA NA Caa2/*Caa2/*Caf"Caa2/"Caa2/*Caa2/*Caa2/*Caa2f*Caa2/*WR NR NR NR e C C NR NR NR Caa1/*C WR Ba3/'Caa1/*Caa1/*Caa1/*C

e C C C C e C C NR

o NR NR NR NR NR NR NR NR NR CC NR CC CC CC NR o NR NR NR CC ec CC CCC CCC ecc ecc CCC CCC CCC CCC CCC NR o o NR o o o NR NR NR CCC CCC NR B-/'CCC CCC CCC o o o CC o o o o o NR

27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27,Apr,06 27,Apr,06 27,Apr,06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06

27-~p.r.-.Q~ 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27,Apr,06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 27-Apr-06 28-Apr-06 28-Apr-06 2B-Apr-06 2B-Apr-06 28-Apr-06 28,Apr,06 28-Apr-06 2B-Apr-06 2B-Apr-06 28-Apr-06 28-Apr-06 28-Apr-06 2B-Apr-06 2B-Apr-06 28-Apr-06 28-Apr-06 28-Apr-06 2B-Apr-06 2B-Apr-06 28-Apr-06




Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A

Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A

Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A

Resl Resi Resi Resi Resi Resl




Resl Resi Resi Resi Resl Resi Resi Resi Resi

Type

GS FCIC 000000096


9~.iginal .~.~~!~9

Bloomberg Deal Name

I G8M 2006-6 IG8M 2006-7 IG8M 2006-7 IG8M 2006-7 IG8M 2006-7 IG8M 2006-7 IG8M 2006-7 IG8M 2006-7 IG8M 2006-7 IG8M 2006-7 IG8M 2006-7 IG8M 2006-7 IG8M 2006-7 IG8M 2006-7 IG8M 2006-7 IG8M 2006-7 IG8M 2006-7 IG8M 2006-7 IG8M 2006-7 IG8M 2006-7 IG8M 2006-8 I G8M 2006-8 I G8M 2006-8 I G8M 2006-8 IG8M 2006-8 IG8M 2006-8 I G8M 2006-8 I G8M 2006-8 I G8M 2006-8 IG8M 2006-8 IG8M 2006-8 I G8M 2006-8 I G8M 2006-8 I G8M 2006-8 IG8M 2006-8 IG8M 2006-8 I G8M 2006-8 I G8MSC 2006-2R I GSMSC 2006-2R I G8MSC 2oo6-2R I GSR 2006-4F I GSR 2006-4F I GSR 2006-4F I GSR 2006-4F I GSR 2006-4F I GSR 2006-4F I GSR 2006-4F I GSR 2006-4F I GSR 2006-4F I G8R 2006-4F I GSR 2006-4F I GSR 2006-4F I GSR 2006-4F I GSR 2006-4F I G8R 2006-4F I GSR 2006-4F I GSR 2006-4F I GSR 2006-4F I GSR 2006-4F

~Intex Deal

GSAA0606 GSAA0607 GSAA0607 GSAA0607 GSAA0607 GSAA0607 GSAA0607 GSAA0607 GSAA0607 GSAA0607 GSAA0607 GSAA0607 GSAA0607 GSAA0607 GSAA0607 GSAA0607 GSAA0607 GSAA0607 GSAA0607 GSAA0607 GSAA0608 GSAA0608 GSAA0608 GSAA0608 GSAA060B GSAA0608 GSAA0608 GSAA0608 GSAA0608 GSAA060B GSAA0608 GSAA0608 GSAA0608 GSAA0608 GSAA060B GSAA0608 GSAA0608 GSMR062R GSMR062R GSMR062R GSR0604F GSR0604F GSR0604F GSR0604F GSR0604F GSR0604F GSR0604F GSR0604F GSR0604F GSR0604F GSR0604F GSR0604F GSR0604F GSR0604F GSR0604F GSR0604F GSR0604F GSR0604F GSR0604F

RC RX AF5A AF5B AV1 AF2 AF3 AF4A AF4B B1

M4 M5 X B3 B2 1A1 2A1 2A2 2A3A 2A3B R RG RX B1 B2

X B3 A R

AP 2A11 3A2 5A11

3A1 6A2 5A5 SA7 AX 4A2 4A1 1A1 2A1

362334NP5 362334NQ3 362334QG1 362334QE7 362334NA8 362334NB6 362334NG4 362334ND2 362334NEO 362334NL4 362334NF7 362334NG5 362334NH3 362334NJ9 362334NK6 362334NS9 362334NR1 362334NM2 362348M2 362348ABO 362348AS3 362348AC8 36234BAT1 362348AL8 362348AM6 362348AN4 362348AJ3 36234BAKO 362348AD6 362348AE4 362348AF1 362348AG9 36234BAH7 362348A07 362348AP9 362542AAO GSMR062RR 362542AB8 362650BG6 362650AL7 362650BP7 362650BAo 362650BR3 362650AX1 362650AS2 362650ATO 362650AK9 362650AZ6 362650AM5 362650BQ5 362650AU7 362650AW3 362650BD4 362650AP8 362650AN3 362650AA1 362650AB9

SEN_PO_REE SEN_PO_RES SEN_PO_RES SEN_NASJIXJAP SEN_NA8JIX_GAP SENJLT SENJIX_CAP SEN FIX CAP SENJIXJAP SENJIX_GAP MEZJIX_GAP MEZJIX_GAP MEZJIX_GAP MEZJIX_CAP MEZJIX_GAP MEZJIX_GAP JUN_OC_NO JUNJIX_CAP_NO JUNJIX_CAP SENJLT SENJLT SENJLT SENJLT SENJLT SENJIX_GAP SENJIX_GAP SEN FIX CAP MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT JUN_OG JUNJLT SEN FLT JUN_RES JUNJLT SEN_XRS_PO SEN_SUP _NASJIX SEN SUP FIX SEN_SUP JIX SEN_SUP JIX SEN_SPR_Z_FIX SEN_SPR_PAGJIX SEN SPR PAG FIX SEN_SPR_NASJIX SEN_SPR_NASJIX SEN_SPRJIX SEN_SPRJIX SEN SPR CMP FIX SEN_SPR_ADJIX SEN_NTUO_WACJO SEN_INV_IO SENJLT SENJIX SENJIX



3,081,000 NA 100 NA 100 NA 100 NA

36,832,000 NA 14,409,000 NA

193,351,000 NA 133,519,000 NA 43,105,000 NA 82,067,000 NA

9,119,000 NA 2,744,000 NA 8,504,000 NA 5,484,DOO NA 2,744,000 NA 2,744,000 NA 2,744,000 NA 5,487,416 NA 3,072,000 NA 2,744,000 NA

199,053,000 NA 599,904,000 NA 189,774,000 NA 197,853,000 NA 24,265,000 NA

100 NA 100 NA 100 NA

7,828,000 NA 6,524,000 NA

16,309,000 NA 16,309,000 NA

9,133,000 NA 16,309,000 NA

6,524,000 NA 8,485,206 NA 6,524,000 NA

37,816,000 A 100 NA

21,601,000 BBB 113,975 AM 875,000 AM

3,638,000 AAA 5,208,000 AAA 7,068,000 AAA 6,179,000 AM

15,710,000 AM 20,953,000 AAA 13,686,000 AAA

8,151,000 AM 195,374,000 AM 72,547,000 AAA 24,474,000 AAA

6,044,000 AAA 406,723 AM

62,674,000 AM 62,674,000 AM 32,589,000 AAA

145,607,000 AAA

MOOdy SP

Ba2 BBB-NR AM NR AM NR AM Aaa AAA Aaa Aaal"Aaa Aaa Aaa Aaa Baa2 BBB Aa1 AA+ Aa2 AA Aa3 AA-A2 A A3 A-NR NR Ba2 BB Baa3 BBB-Aaa AAA Aaa AAA Aaa AAA Aaa AAA Aaa AAA NR AM NR AM NR AM Baa2 BBB+ Baa3 888 Aa1 AA+ Aa2 AA+ Aa3/'- AA A2 A+ A3 A NR Ba2 NA NA NA NA AM NA AM NA AM NA AM

AM AM AM AM AM AM


Fitch

NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA A NA BB GG GG GG GG GG A MA A BB A GGG B A A MA GG GG GG GG

.ql:l.~~~.~t Ra~!~9


C NR NR NR A2/'Caf"Aaal"Caa1/"Caa2/"-83/'Caf"G G C C G G NR C C Caa1f"Caa1/"Caa2/"-83/'Cal*NR NR NR C C G G C C C NR G NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA

D NR NR NR AAA/'GGG NR CCC CCC BrCGG D GGG CC CC GG D NR D D GGG 8+/"CCC CCC CCC NR NR NR D D GGG D D D D NR D NA NA NA BrBrBrBrBrAMrAMrAAArAAArAMrBBBrAMrAAArAAArAMrBrBrBrBr-

28-Apr-06 28-Apr-06 28-Apr-06 28-Apr-06 28-Apr-06 28-Apr-06

28-Apr-06 28-Apr-06 28-Apr-06 28-Apr-06 28-Apr-06

28,Apr,06 28,Apr,06 28,Apr,06 28-Apr-06 28-Apr-06

28-Apr-06 28-Apr-06 28-Apr-06 28-Apr-06

28-~p.r.-.Q~ 28-Apr-06 28-Apr-06 28-Apr-06 28-Apr-06 28-Apr-06

28-Apr-06 28,Apr,06 28-Apr-06 28-Apr-06 28-Apr-06 28-Apr-06 28-Apr-06 28-Apr-06 28-Apr-06 28-Apr-06 28-Apr-06 28-Apr-06 28-Apr-06 28-Apr-06 28-Apr-06 28-Apr-06 28-Apr-06 28-Apr-06 28,Apr,06 28-Apr-06 28-Apr-06 28-Apr-06 28-Apr-06 28-Apr-06

28-Apr-06 28-Apr-06 28-Apr-06 28-Apr-06 28-Apr-06 28-Apr-06 28-Apr-06 28-Apr-06 28-Apr-06


Public I 144A Public /144A Public /144A Public I 144A Public I 144A Public I 144A Public I 144A Public /144A Public I 144A Public I 144A Public I 144A Public /144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A


Type

GS FCIC 000000097


9~.iginal .~.~~!~9


I GSR 2oo6-4F I GSR 2oo6-4F I GSR 2oo6-4F I GSR 2oo6-4F I GSR 2oo6-4F I GSR 2oo6-4F I GSR 2oo6-4F I GSR 2oo6-4F I GSR 2oo6-4F I GSR 2oo6-4F I GSR 2oo6-4F I GSR 2oo6-4F I GSR 2oo6-4F I GSR 2oo6-4F I GSR 2oo6-4F I GSR 2oo6-4F I GSR 2oo6-4F I GSR 2oo6-4F I GSR 2oo6-4F I GSR 2oo6-4F I GSR 2oo6-4F I GSR 2oo6-AR2 I GSR 2oo6-AR2 I GSR 2oo6-AR2 I GSR 2oo6-AR2 I GSR 2oo6-AR2 I GSR 2oo6-AR2 I GSR 2oo6-AR2 I GSR 2oo6-AR2 I GSR 2oo6-AR2 I GSR 2oo6-AR2 I GSR 2oo6-AR2 I GSR 2oo6-AR2 I GSR 2oo6-AR2 I GSR 2oo6-AR2 I GSR 2oo6-AR2 I GSR 2oo6-AR2 I GSR 2oo6-AR2 I GSR 2oo6-AR2 I GSR 2oo6-AR2 I GSR 2oo6-AR2 I GSR 2oo6-AR2 I GSR 2oo6-AR2 I GSR 2oo6-AR2 I GSR 2oo6-AR2 I GSR 2oo6-AR2 I GSR 2oo6-AR2 I HOUT 2006-1 A I HOUT 2006-1 A I HOUT 2006-1 A I HOUT 2006-1 A I HOUT 2006-1 A I HOUT 2006-1 A I HOUT 2006-1 A I HOUT 2006-1 A I FH L T 2006-A I FH L T 2006-A I FH L T 2006-A I FH L T 2oo6-A

GSR0604F GSR0604F GSR0604F GSR0604F GSR0604F GSR0604F GSR0604F GSR0604F GSR0604F GSR0604F GSR0604F GSR0604F GSR0604F GSR0604F GSR0604F GSR0604F GSR0604F GSR0604F GSR0604F GSR0604F GSR0604F GSR06AR2 GSR06AR2 GSR06AR2 GSR06AR2 GSR06AR2 GSR06AR2 GSR06AR2 GSR06AR2 GSR06AR2 GSR06AR2 GSR06AR2 GSR06AR2 GSR06AR2 GSR06AR2 GSR06AR2 GSR06AR2 GSR06AR2 GSR06AR2 GSR06AR2 GSR06AR2 GSR06AR2 GSR06AR2 GSR06AR2 GSR06AR2 GSR06AR2 GSR06AR2 HOUTB061 HOUTB061 HOUTB061 HOUTB061 HOUTB061 HOUTB061 HOUTB061 HOUTB061 FRHE06A FRHE06A FRHE06A FRHE06A

2A4 2A5 2A6

R RC 81 82 B3 B4 B5 86 1X 1RC 2RC R 2A2 2A3 3A2 4A2 5A2

281 2B2 2B3 2B4 285 286 1B1 182 1B3 1B4 185 1B6 A1 A2 8 C

PREF

362650AD5 362650AE3 362650AFO 362650AG8 362650AH6 362650AJ2 362650AQ6 362650AR4 362650AV5 362650AY9 362650BB8 362650BN2 362650BM4 362650BF9 3626508G7 362650BH5 362650BJ1 362650BKB 362650BL6 3629TTAL6 3629TTAU6 3629TTBB7 3629TTAT9 3629TTAC6 3629TTAD4 3629TTAF9 3629TTAH5 3629TTAK8 3629TTA88 3629TTAE2 3629TTAG7 3629TTAJ1 3629TTAAO 3629TTAQ5 3629TTAR3 3629TTAS1 3629TTAY8 3629TTAZ5 3629TTBA9 3629TTAM4 3629TTAN2 3629TTAP7 3629TTAV4 3629TTAW2 3629TTAXO 442451AA8 442451AB6 442451AC4 442451AD2 442451AEO 442451AF7 442451AG5 442449AA2 35729RAB2 35729RAA4 35729RACO 35729RAD8

SENJIX SENJIX SENJIX SENJIX SENJIX SENJIX SEN FIX SENJIX SENJIX SENJIX SENJIX NPR~NPR

NPR_NPR JUN_WAC JUN_WAC JUN~WAC

JUN_WAC JUN~WAC

JUN~WAC

SEN_WAC_IO SEN_WAC SEN_WAC SEN_WAC SEN_SUP _WAC SEN_SUP _WAC SEN SUP WAC SEN_SUP_WAC SEN_SUP_WAC SEN_SPR_WAC SEN_SPR_WAC SEN_SPR_WAC SEN_SPR_WAC SENJLT JUN~WAC

JUN~WAC

JUN WAC JUN~WAC

JUN_WAC JUN_WAC JUNJLT JUN FLT JUNJLT JUNJLT JUNJLT JUNJLT SEN FLT SENJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT JUN_SUB SEN_SUPJLT SEN_SPRJLT SENJLT SENJLT



109,412,000 AAA 26,886,000 AAA 39,957,000 AAA 42,569,000 AAA 66,843,000 AAA 10,697,000 AAA 10,937,000 AAA 21,634,000 AAA 81,511,000 AAA 61,137,000 AAA 36,663,000 AAA 12,223,000 AAA 10,000,000 AAA

643,690,842 NA 643,690,842 NA

12,555,000 NA 5,149,000 NA 3,218,000 NA 2,574,000 NA

~'~?:?iOOO NA 1,612,866 NA

55,685,667 AAA 100 AAA 100 AAA 100 AAA

19,982,000 AAA 6,159,000 AAA

11.P1WOO AAA 9,435,000 AAA

14,204,DOO AAA 104,564,000 AAA 222,647,000 AAA 190,796,000 AAA 287,215,000 AAA 50,673,000 AAA 19,044,000 AA

7,254,000 A 4,534,000 BBB 4,081,000 BB 3,174,000 B 2,721,016 NA 2,284,000 AA 1,002,000 A

557,000 BBB 501,DOO BB 278,000 B 390,667 NA

275,000,000 NA 127,000,000 NA 50,000,000 NA 21,000,000 NA 17,000,000 NA

4,000,000 NA 4,000,000 NA 6,000,000 NA

58,847,000 AAA 235,410,000 AAA 169,871,000 AAA 115,101,000 AAA

NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA

A2/"Baa21*Ba1rAaa Ba3 AaaJ*AaaJ*Aaa Aaa

AM AM AAA AAA

AM AM NA NA AA A BBB BB

AM AM AM AAA AM AM AM AM AAA AM

BBB BB B NR AAA AAA AA A BBB BB+ AAA NR

MA CC CC CC CC CC CC BBB BBB B88 BBB CC NA NA NA NA NA NA NA NA MA PIF PIF PIF CC CC CC CC CC B CCC CCC BB AAA C C D D D NA M+ B CC D D NA NA NA NA NA NA NA NA NA CC CC PIF PIF

.ql:l.~~~.~t Ra~!~9


NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA Ca C C

C C C IB2 C A2rA1rWR IBa

BJ"- 28-Apr-06 NR 28-Apr-06 Br- 28-Apr-06 Br- 28-Apr-06 Br- 28-Apr-06 81"- 28-Apr-06 Br- 28-Apr-06 Br- 28-Apr-06 BBr- 28-Apr-06 BBI'- 28-Apr-06 BBI"- 28-Apr-06 BBr- 28,Apr,06 Br- 28,Apr,06 NA 28,Apr,06 NA 28-Apr-06 eee 28-Apr -06

CC 28-Apr-06 D 28-Apr-06 D 28-Apr-06 o 28-Apr-06

N R 28-~p.r.-.Q~ AAAr- 28-Apr-06 NR 28-Apr-06 NR 28-Apr-06 NR 28-Apr-06 8-/"- 28-Apr-06 CCC 28-Apr-06 CCC 28,Apr,06 CCC 28-Apr-06 CCC 28-Apr-06 Al"- 28-Apr-06 B-r- 28-Apr-06 B-r- 28-Apr-06 BBBr- 28-Apr-06 AAA/,- 28-Apr-06 CC 28-Apr-06 CC 28-Apr-06 D 28-Apr-06 o 28-Apr-06 o 28-Apr-06 N R 28-Apr -06 AN"- 28-Apr-06 Br- 28-Apr-06 CCC 28-Apr-06 o 28,Apr,06 o 28-Apr-06 NR 28-Apr-06 CC 2-May-06 CC 2-May-06 CC 2-May-06 CC 2-May-06 CC 2-May-D6 CC 2-May-D6 AAA 2-May-06 NR 2-May-06 Br- 10-May-06 Br- 10-May-06 NR 10-May-06 NR 10-May-06





Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A

Resl Resi Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resi Resl Resi CDO CDO CDO CDO CDO CDO CDO CDO Resi Resi Resi Resi

Type

GS FCIC 000000098


Bloomberg Deal Name

I FH L T 2006-A I FH L T 2006-A I FH L T 2006-A I FH L T 2006-A I FH L T 2006-A I FH L T 2006-A I FH L T 2006-A I FH L T 2006-A I FH L T 2006-A I FH L T 2006-A I FH L T 2006-A I FH L T 2006-A I FH L T 2006-A I FH L T 2006-A I FH L T 2006-A ILBMLT 2006-A ILBMLT 2006-A ILBMLT 2006-A ILBMLT 2006-A ILBMLT 2006-A ILBMLT 2006-A ILBMLT 2006-A ILBMLT 2006-A ILBMLT 2006-A ILBMLT 2006-A ILBMLT 2006-A ILBMLT 2006-A ILBMLT 2006-A ILBMLT 2006-A I BWIG 2006-1 A I BWIG 2006-1 A I BWIG 2006-1 A I BWIG 2006-1 A I BWIG 2006-1 A I BWIG 2006-1 A I BWIG 2006-1 A I BWIG 2006-1 A I BWIG 2006-1 A IFFMLT 2006-FF6 IFFMLT 2oo6-FFB IFFMLT 2ooB-FFB IFFMLT 2006-FF6 IFFMLT 2006-FF6 IFFMLT 2006-FF6 IFFMLT 2006-FF6 IFFMLT 2oo6-FF6 IFFMLT 2006-FF6 IFFMLT 2006-FF6 IFFMLT 2006-FF6 IFFMLT 2oo6-FFB IFFMLT 2oo6-FF6 IFFMLT 2006-FF6 IFFMLT 2006-FF6 IFFMLT 2006-FF6 IFFMLT 2oo6-FFB I JPMGG 2006-RR1A I JPMGG 2006-RR1A IJPMGG 2006-RR1A iJPMGG 2006-RR1A

~Intex Deal

FRHE06A FRHE06A FRHE06A FRHE06A FRHE06A FRHE06A FRHE06A FRHE06A FRHE06A FRHE06A FRHE06A FRHE06A FRHE06A FRHE06A FRHE06A LBML06A LBML06A LBML06A LBML06A LBML06A LBML06A LBML06A LBML06A LBML06A LBML06A LBML06A LBML06A LBML06A LBML06A BROWK BROWK BROWK BROWK BROWK BROWK BROWK BROWK BROWK FFML06F6 FFML06F6 FFML06F6 FFML06F6 FFML06F6 FFML06F6 FFML06F6 FFML06F6 FFML06F6 FFML06F6 FFML06F6 FFML06F6 FFML06F6 FFML06F6 FFML06F6 FFML06F6 FFML06F6 jpci06r1 jpci06r1 jpci06r1 jpci06r1

R RX M1

G M10 A1

R

M7 B1 G B2 A1A

S X

A3 A4 C B1

M2 M3 M4 M5 X

35729RAS5 35729RAT3 35729RAG1 35729RAH9 35729RAJ5 35729RAK2 35729RALO 35729RAM8 35729RAN6 35729RAP1 35729RAQ9 35729RAUO 35729RAR7 542515AA9 542515AC5 542515AB7 LBMWHVL30 542515AD3 542515AE1 542515AF8 542515AG6 542515AH4 542515AJO 542515AK7 542515AL5 LBMED6BXO 542515AM3 11161RABS 11161RAC6 11161RAD4 11161RAAO 11161NAC5 11161RAE2 11161RAF9 11161RAG7 11161NAA9 31561EAK1 31561 EAL9 31561EAM7 31561EAA3 31561EAB1 31561EAC9 31561EAD7 31561EAR6 31561EAQ8 31561EAN5 31561EAPO 31561EAE5 31561 EAF2 31561EAGO 31561EAH8 31561EAJ4 31561EAS4 48123HAB9 48123HAA1 48123HAN3 48123HAC7

NPR_NPR_NO NPR_NPR_NO MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT JUN_OG_NO JUNJLT SENJLT SENJLT SENJIX_GAP NPR_NPR_NO MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJIX_CAP _NO JUN OG NO JUNJIX_GAP_NO SENJLT SENJLT SENJLT SENJLT MEZJO MEZJLT MEZJLT MEZJLT JUN SUB SEN_PO SEN_PO SEN_PO SENJLT SEN FLT SENJLT SENJLT NPR_NPR_NO MEZJLT_NO MEZ FLT NO MEZJLT_NO MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT JUN_OC_NO SEN_SUP _WAC SEN_SPR_WAC NPR_NPR MEZ_WAG



134,034,000 AAA 42,303,000 AAA

NA NA

71,725,000 AA+ 19,651,000 AA 18,177,000 AA-17,686,000 A+ 16,212,000 A 15,721,000 A-13,264,000 BBB+ 10,808,000 BBB

8,352,000 BBB 25,545,507 NA

9,825,000 BBB-260,793,000 NA 19,999,000 NA 74,997,000 NA

NA ?~,q?t?iOOO NA 14,114,000 NA 25,832,000 NA 10,653,000 NA 12,516,000 NA

9,055,000 NA 9,853,000 NA

15,180,000 NA 12,5.17,681 NA

9,055,000 NA 97,500,000 NA

552,500,000 NA 110,000,000 NA 15,000,000 NA

950,000,000 NA 112,000,000 NA 40,000,000 NA 38,000,000 NA 50,000,000 NA

50 NA 100 NA 50 NA

144,738,000 NA 59,157,000 NA 64,915,000 NA 30,598,000 NA

NA 3,710,000 NA 3,154,000 NA 1,855,000 NA

23,930,000 NA 18,551,000 NA

5,008,000 NA 5,009,000 NA 3,710,000 NA 6,678,590 NA

90,374,000 NA 340,539,000 NA

NA 27,505,000 NA

9~.iginal .~.~~!~9

MOOdy

Aaa Aaa AAA NR NR NR NR Aa2 AA Aa3t"A1 A2 A3 Baa1 Baa2 Baa3 BBB-Ba1 BBB-NR NR Ba2 BB+ Aaat"- AAA AaaJ'- AAA AaaJ'- AAA NA NA Aa21'- AA Aa3t"- AA-A2/,- A A3/'- A-Baa1t"- BBB+ Baa2t"- BBB Baa3t"- BBB-Ba1t"- BB+ NA NA Ba21'- BB Aaa AAA Aaat"- AAA Aaa AAA Aaa AAA NA NA Aa2 AA A2 A Baa2 BBB NR NR NR AAA NR AAA NR AAA Aaa AAA AaaJ'- AAA AaaJ'- AAA

AAA NA BB+ BBB+ BBB AAA

A2 AA+ A3 Baa1 Baa2 NR NR (PlAaa AAA (PlAaa AAA NR NA (P)Aa2 AA

CC NA NA C C

D D D D o D D NA D NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA

.ql:l.~~~.~t Ra~!~9


Ba2l"- 8-t"- 1 O-May-OB Ba3/'- B-/'- 10-May-06 NR NR 10-May-06 NR NR 10-May-06 Ga/'- GGG 10-May-06

CC 10-May-OB D 10-May-06 D 10-May-06 D 10-May-06 D 10-May-06 o 10-May-OB

C 0 10,May,06 C D 10,May,06 NR NR 10,May,06 G 0 10-May-06 Ca 0 10-May-OB Ca 0 10-May-06 Ga D 10-May-06 NA NA 10-May-06 WR NR 10-May-06 WR NR 10-~~y.-q~ WR NR 10-May-06 WR NR 10-May-06 WR NR 10-May-06 WR NR 10-May-06 WR NR 10-May-OB WR NR 10-May-06 NA NA 10,May,06 WR NR 10-May-06 WR NR 11-May-06 Ca CC 11-May-OB C CC 11-May-06 WR NR 11-May-06 NA NA 11-May-06 G GG 11-May-06 C CC 11-May-06 C CC 11-May-06 NR NR 11-May-06 NR NR 16-May-06 NR NR 1B-May-OB NR NR 16-May-OB WR NR 16-May-06 A2/,- AAA/,- 16-May-06 B1/'- BBB+/'- 16-May-06 82/*- 888+1*- ~.~~r0.?y:96 NR NA 16-May-06 C D 16-May-06 G D 16-May-06 G 0 16-May-06 Caf"- CCC 16-May-OB C 0 16-May-06 C D 16-May-06 G D 16-May-06 G 0 16-May-06 NR NR 16-May-OB Ba1 BBB- 17-May-06 A1 AA 17-May-06 NR NA 17-May-06 B1 BB+ 17-May-06


Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A 144A 144A 144A 144A

Resl Resi Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi CDO COO CDO CDO CDO CDO CDO CDO CDO Resi Resl Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resl CRE CRE CRE CRE

Type

GS FCIC 000000099


9~.iginal .~.~~!~9

Bloomberg Deal Name

I JPMCC 2006-RR1A IJPMCC 2006-RR1A IjPMcc2006~RRiii IJPMCC 2006-RR1A IJPMCC 2006-RR1A I JPMCC 2006-RR1A I JPMCC 2006-RR1A I JPMCC 2006-RR1A I JPMCC 2006-RR1A IINDSiOoii:ii IINDSiOoii:ii IINos:J:)06-A II NOS .:J:)06-A. II NOS .:J:)06-A. liN DS 2006-A II N DS 2006-A II N DS 2006-A II NDSi006-A II NDSi006-A IINDS:J:)06,A IINDS:J:)06,A liN DS 2006-A II N DS 2006-A II N DS 2006-A II N DS 2006-A IINDS 2006-A IGSAMN 2006-FM1 N1 IGSAMN 2006,FM1 N1 IGSAMN 2006-FM1 N1 IGSAMN 2006-FM1 N1 IGSAA 2006-NIM4 IGsiiii2006-NIM4 IGSAA 2006-NIM4 IMLMT 2006-C1 IMLMT 2006-C1 I MLMT .2006,8.1 I MLMT2006,C1 I MLMT 2006-C1 I MLMT 2006,C.1 I MLMT 2006-C1 I MLMT 2006-C1 I MLMT200lici I MLMT200lici I MLMT 2006-C1 I.MLMT. 2006-C1 I MLMT 2006-C1 I MLMT 2006-C1 I MLMT 2006-C1 I MLMT 2006-C1 IMLMT 2006-C1 I MLMT 2006-C1 I MLMT 2006,C1 I MLMT 2006,C1 I MLMT 2006-C1 I MLMT 2006-C1 I MLMT 2006-C1 I MLMT 2006-C1 I MLMT20oli:ci I MLMT20oli:ci

~Intex Deal

JIXI06r1 jpciOBr1 jpciOBr1 jpciOBr1 JlxiOBr1 JIXI06r1 jpcIOBr1 jpciOBr1 jpciOBr1 INDS06A INDS06A INDS06A INDS06A INDS06A INDS06A INDS06A INDS06A INDS06A INDS06A INDS06A INDS06A INDS06A INDS06A INDS06A INDS06A INDS06A GSN06FM1 GSN06FM1 GSN06FM1 GSN06FM1 GSAN06N4 GSAN06N4 GSAN06N4 MLT06C01 MLT06C01 MLT06C01 MLT06C01 MLT06C01 MLT06C01 MLT06C01 MLT06C01 MLT06C01 MLT06C01 MLT06C01 MLT06C01 MLT06C01 MLT06C01 MLT06C01 MLT06C01 MLT06C01 MLT06C01 MLT06C01 MLT06C01 MLT06C01 MLT06C01 MLT06C01 MLT06C01 MLT06C01 MLT06C01

G

M3 M4 M5 M6

B3 N1

os

X A2

RII

G H

K

48123HAFO 48123HAG8 48123HAH6 48123HAJ2 48123HAK9 48123HAL7 48123HAM5 43709UAA5 INDK9K7T1 IND6R3DWO 43709UAB3 43709UAL 1 43709UAC1 43709UAD9 43709UAE7 43709UAF4 43709UAG2 43709UAHO 43709UAJ6 43709UAK3 43709UAM9 43709UAN7 INDPXSFI1 43709UAP2 36297SAA2 36297SABO 36297SAC8 GS06FM10S 362343AA3 362343AB1 GSN06N40S 59023BAYO 59023BABO 59023BACS 59023BAZ7 59023BAE4 59023BAD6 S9023BAF1 59023BAA2 MLT06C01R 59023BBA1 59023BBB9 59023BAM6 59023BAN4 59023BAP9 59023BAQ7 59023BAH7 S9023BAG9 59023BAJ3 59023BAKO 59023BAL8 59023BAR5 S9023BAS3 59023BAT1 59023BAU8 59023BAV6 59023BAW4

MEZ_WAC MEZ_WAC MEZ_WAC JUN_WAC JUN_WAC JUN_WAC JUN WAC SENJLT NPR_NPR_NO NPR_NPR_NO MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJIX_CAP _NO MEZJIX_CAP _NO

JUNJIX_CAP _NO SENJIX_NIM_PP SEN FIX NIM PP SENJIX_NIM_PP JUN_RES_NO SENJIX SENJIX JUN_RES_NO SEN_WACJO_NO SEN_WAC SEN_WAC SEN_WAC SEN WAC SEN_TAC_WAC SEN_MF_WAC SENJIX_CAP NPR_NPR_ NPR NPR NPR_NPR MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC_NO MEZ WAC NO MEZ_WAC MEZ_WAC MEZ_WAC MEZ_WAC MEZ WAC JUNJIX_CAP_NO JUNJIX_CAP_NO JUNJIX_CAP _NO JUNJIX_CAP _NO JUNJIX_CAP_NO JUNJIXJAP_NO




253,302,000 AAA NA NA

19,242,000 AA+ 8,141,DOO BBB-

21,093,000 AA 9,066,000 AA-8,141,000 A+ 8,696,000 A 7,216,000 A?,.1.Q~iOOO A~'!~!?iOOO BBB+ 6,846,000 BBB 4,995,000 BBB-1,851,000 BB+ 4,076,399 NA 5,550,000 BB

24,410,000 NA 5,240POO NA 5,746,000 NA

1,000 NA 25,130,000 NA 12,400,000 NA

1,000 NA 489,838,695 AAA 380,444,000 AAA 134,000,000 AAA 25,000,000 AAA

753,353,000 AAA 113,900,000 AAA 244,645,000 AAA 91,545,000 AAA

NA NA NA

18,674,000 A-28,011,000 BBB+ 21,786,000 BBB 24,898,000 BBB-

217,861,000 AAA 248,983,000 AAA 56,022,000 AA 28,01D,000 AA-31,123,000 A

6,225,000 BB+ 9,337,000 BB 6,224,000 BB-6,225,000 B+ 6,225,000 B 6,224,000 B-

MOOdy SP

(P)A2 A (P)A3 A-(P)Baa1 BBB+ (P)Baa2 BBB (P)Baa3 BBB-(P)Ba1 8B+ (P)Ba2 BB (P)Ba3 BB-(P)B1 B-Aaa AAA NA NA NA NA Aa1 AA+ Baa31"'- BB+ Aa2 AA Aa3 AA-

A1 A+ A2 A A3 A-A3 BBB+ Baa1/,,- BBB Baa3/'- BBB-NR NR Ba1 BB+ NA NA Ba2 88 NA A NA BBB-NA BB NA NA NA A NA BB NA NA NA AAA NA AA+ NA NA NA NA NA NA NA NA NA NA

ABBB+ BBB BBBAA+ AA+

NA AA NA NA NA NA BB NA NA NA NA

Fitch

NA NA NA NA NA NA NA NA C NA NA D D D o

D o D D D NA o NA NA NA NA NA NA NA AAA AAA AAA AAA AAA AAA AAA AAA NA NA NA BB B BB-A AAA BBB BBB BB BBBBBB-

.ql:l.~~~.~t Ra~!~9


B2 B2 B3 Caa1 Caa2 Caa3 Caa3 Ca Ca Ca NA NA C WR C WR WR WR WR WR WR WR NR WR NA WR NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA

BBB B-CCC+ CCCCCCD D D CCC NA NA D NR D D D D D D D NR NR NR NA NR CC CC CC NA NR CC NA AAA AAA AAA AAA AAA AAA AAA AAA NA NA NA B+ B+ B BBBB AABB+ BS BBBCCC+ CCC CCCCCCCCC-

17-May-06 17-May-06 17-May-06 17-May-06 17-May-06 17-May-06

17-May-06 17-May-06 17-May-06 22-May-06 22-May-06

22,May,06 22,May,06 22,May,06 22-May-06 22-May-06

22-May-06 22-May-06 22-May-06 22-May-06

22-~~y.-.Q~ 22-May-06 22-May-06 22-May-06 22-May-06 22-May-06

23-May-06 23,May,06 23-May-06 23-May-06 24-May-06 24-May-06 24-May-06 25-May-06 25-May-06 25-May-06 25-May-06 25-May-06 25-May-06 25-May-06 25-May-06 25-May-06 25-May-06 25-May-06 25,May,06 25-May-06 25-May-06 25-May-06 25-May-06 25-May-06

25-May-06 25-May-06 25-May-06 25-May-06 25-May-06 25-May-06 25-May-06 25-May-06 25-May-06


144A 144A 144A 144A 144A 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A

CRE CRE CRE CRE CRE CRE CRE CRE CRE Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE

Type

GS FCIC 000000100


Bloomberg Deal Name

I MLMT 2006-C1 I GSM 2006-9 IGSAA2006-9 I GSM 2006-9 I GSM 2006-9 I GSM 2006-9 I GSM 2006-9 I GSM 2006-9 I GSM 2006-9 I GSAA 2006:9 I GSAA 2006:9 jGSAA.2006-9 jGSAA.2006-9 jGSAA2006-9 I GSM 2006-9 I GSM 2006-9 I GSM 2006-9 IGSAA2006-9 IGSAMP 2ooii:HE3 IGSAMP2DOB-HE3 IGSAMP2D06-HE3 IGSAMP 2006-HE3 IGSAMP 2006-HE3 IGSAMP 2006-HE3 IGSAMP 2006-HE3 IGSAMP 2006-HE3 IGSAMP 2006-HE3 jGSAMP.2006,H.E.3 IGSAMP 2006-HE3 IGSAMP 2006-HE3 IGSAMP 2006-HE3 IGSAMP 200iiHE3 IGSAMP 2006-HE3 IGSAMP 2ooii:HE3 IGSAMP 2ooii:HE3 IGSAMP2D06-HE3 IGSAMP2D06HE3 IGSAMP 2006-HE3 IGSR2CXi6,5F I GSR 2006-SF I GSR 2006-SF I GSR 2ooli:5F I GSR 2ooli:5F I GSR 2006-5F I.GSR2.OJ6-5F I GSR 2006-5F I GSR 2006-5F I GSR 2006-5F I GSR 2006-5F IGSR2006-SF I GSR 2006-5F IGSR2CXi6,5F IGSR2CXi6,5F I GSR 2006-5F I GSR 2006-SF I GSR 2006-5F I GSR 2006-5F I GSR 2ooli:5F I GSR 2ooli:5F

~Intex Deal

MLT06C01 GSAA0609 GSAA0609 GSAA0609 GSAA0609 GSAA0609 GSAA0609 GSAA0609 GSAA0609 GSAA0609 GSAA0609 GSAA0609 GSAA0609 GSAA0609 GSAA0609 GSAA0609 GSAA0609 GSAA0609 GSA06HE3 GSA06HE3 GSA06HE3 GSA06HE3 GSA06HE3 GSA06HE3 GSA06HE3 GSA06HE3 GSA06HE3 GSA06HE3 GSA06HE3 GSA06HE3 GSA06HE3 GSA06HE3 GSA06HE3 GSA06HE3 GSA06HE3 GSA06HE3 GSA06HE3 GSA06HE3 GSR0605F GSR0605F GSR0605F GSR0605F GSR0605F GSR0605F GSR0605F GSR0605F GSR0605F GSR0605F GSR0605F GSR0605F GSR0605F GSR0605F GSR0605F GSR0605F GSR0605F GSR0605F GSR0605F GSR0605F GSR0605F

RC RX A1

M2 M3 M4 M5 X

R RC RX A1 A2A A2B A2C A2D B1

M3

M9 X B2 2A3 2A6

3A7

3A5 4A1 1A1 2A4 5A1

362382AS2 362382ATO 362382AD5 362382AE3 362382AFO 362382AG8 362382AH6 362382AP8 362382AJ2 362382AK9 362382AL7 362382AM5 362382AN3 362382AB9 362382M1 362382AQ6 36244KAQ8 36244KAR6 36244KAS4 36244KM3 36244KAB1 36244KAC9 36244KAD7 36244KAE5 36244KAV7 36244KAF2 36244KAGO 36244KAHS 36244KAJ4 36244KAK1 36244KAL9 36244KAM7 36244KAN5 36244KAPO 36244KAT2 36244KAW5 36297XAD5 36297XAW3 36297XAH6 36297XAFO 36297XAG8 36297XBB8 36297XAB9 36297XAM5 36297XAY9 36297XBAC 36297XBC6 36297XAX1 36297XAZ6 36297XAJ2 36297XAA1 36297XAE3 36297XAK9 36297XAL7 36297XAC7 36297XAN3 36297XAP8

SEN_PO SEN_PO SENJLT SENJLT SENJLT SENJLT SEN FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT JUN_OC_NO JUNJLT_NO JUNJLT SEN_RES SEN_RES SEN_RES SENJLT SENJLT SENJLT SENJLT SENJLT MEZJLT_NO MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT JUN~OC~NO JUN FLT NO SEN_Z~CMP JIX SEN_SUP_NASJIX SEN_SUPJIX SEN_SPR_NASJIX SEN SPR FIX SEN_PO SEN~PAeJIX

SEN_INV_IO SEN INV 10 SEN_INV_IO SENJLT SENJLT SENJLT SEN FIX SENJIX SENJIX SEN_CPT]RS_PO SEN_AD_eMP _FIX JUN_WAC JUN_WAC



31,123,69S NR 100 NA 100 NA 100 NA

724,918,000 NA 237,590,000 NA 255,442,000 NA 244,624,000 NA 27,181,000 NA

7,980,000 NA 28,726,000 NA 14,363,000 NA 10,373,000 NA 12,765,DOO NA

7,980,000 NA 7,979,637 NA 7,980,000 NA 7,980,000 NA

50 NA 100 NA

50 NA 304,472,000 NA 517,353,000 NA 176,107,000 NA 151,980,000 NA 49,697,000 NA 19,155,000 NA 63p53POO NA 59,063,000 NA 35,916,000 NA 31,926,000 NA 29,531,000 NA 27,137,000 NA 25,540,000 NA 22,348,000 NA 19,156,000 NA 46,293,071 NA 17,559,000 NA

25,000 AAA 2,307,000 AM 8,398,000 AM

33,212,000 AM 207,146,000 AAA 27,619,468 AM 67,675,000 AM

19,309 AM 207,146,000 AM 179,526,532 AM 22,407,000 AM

207,146,000 AM 179,526,532 AM 22,407,000 AAA 57,343,000 AAA 13,960,000 AM 24,368,000 AM

255,214 AM 60,417,000 AM

6,978,000 AA 3,101,000 A

9~.iginal .~.~~!~9

MOOdy

NA NR AM NR AM NR AM Aaa AAA Aaa/""

Aaa/"Aaa AaaJ*Baa2 Aa1 Aa2 AA+ Aa3r- AA A2 AA-A3 A+ NR NR Ba2 BBB-Baa3 BBB+ NR AM NR NR AaaJ*-Aaa AaaJ*-Aaa Aaa AAA

Ba1 BBB Aa1 AM Aa2 AA+ Aa3 AA+ A1 AA A2 AA-A3 A+ Baa1 A Baa2 A-Baa3 BBB+ NR NR Ba2 BBB-NA AM NA AM NA AM NA AM NA AM NA AM

AM AM AM AM AM AM


NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA cce eec eec BBB BB cce CCC PIF eee cce cce eec eec eee cce cce eec eec eee c c

.ql:l.~~~.~t Ra~!~9


NA NR NR NR !BY-831'Caa2f"Caa2/*Cal"-e C C e e e NR C e NR NR NR A2rWR !BYBaYBa3rC 831'Cal"-C C e e e C C NR WR NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA

NR NR NR NR NR cee cee ecc ecc D o D D D D NR D D NR NR NR A-I'NR AAAI'A-I'A-I'-D B-I'ecc CCC ce D D D D o NR NR B-I'B-I'B-I'B-I'BBB-I'BBB-I'B-I'NR BBB-I'BBB-I'B-I'BBB-I'BBB-I'B-I'B-I'B-I'B-I'B-I'B-I'NR NR

25-May-06 26-May-06 26-May-06 26-May-06 26-May-06 26-May-06 26-May-06 26-May-06 26-May-06 26-May-06 26-May-06 2.6,May,06 26,May,06 26,May,06 26-May-06 26-May-06 26-May-06 26-May-06 26-May-06 26-May-06

26-~~y.-.Q~ 26-May-06 26-May-06 26-May-06 26-May-06 26-May-06 26-May-06 26,May,06 26-May-06 26-May-06 26-May-06 26-May-06 26-May-06 26-May-06 26-May-06 26-May-06 26-May-06 26-May-06 26-May-06 26-May-06 26-May-06 26-May-06 26-May-06 26-May-06 26,May,06 26-May-06 26-May-06 26-May-06 26-May-06 26-May-06 26-May-06 26-May-06 26-May-06 26-May-06 26-May-06 26-May-06 26-May-06 26-May-06 26-May-06


Public I 144A

Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A


Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A

eRE Resi Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi

Type

GS FCIC 000000101


9~.iginal .~.~~!~9 .ql:l.~~~.~t Ra~!~9

SP Deal Closing :te Bloomberg Deal Name ~Intex Deal

I GSR 2006-5F I GSR 2006-5F IGSR2006-5F I GSR 2006-5F I GSR 2006-5F I GSR 2006-5F I GSR 2006-5F IVVFHET 2006-1 IVVFHET 2006-1 IVVFHET200B-i IVVFHET200B-i LVVFHET 2006,1 LVVFHET. 2006,1 LVVFH.ET. 2006,1 IVVFHET 2006-1 IVVFHET 2006-1 IVVFHET 2006-1 I\iiiFHET 2006: 1 I\iiiFHET 2006: 1 IVVFHET2006-1 IVVFHET200B-1 IVVFHET 2006-1 IVVFHET 2006-1 IVVFHET 2006-1 IVVFHET 2006-1 IVVFHET 2006-1 I RAST 2006-R1 LRAST 2006R1 I RAST 2006-R1 I GSAMP 2006-S4 I GSAMP 2006-S4 IGSAMP 200654 I GSAMP 2006-54 IGSAMP 2006:54 IGSAMP 2006:54 IGSAMP2006-54 IGSAMP200654 I GSAMP 2006-54 IGSAMP2006-54 I GSAMP 2006-54 I GSAMP 2006-54 I GSAMP2006S4 I GSAMP2006S4 I GSAMP 2006-54 IGSAMP 2006,54 I FFNT 2006-FF6N N1 I FFNT 2006-FF6N N1 I FFNT 2006-FF6N N1 I GSAMP 2006-5D2 IGSAMP 2006:502 I GSAMP 2006-5D2 IGSAMP20065D2 IGSAMP2006-5D2 I GSAMP 2006-5D2 I GSAMP 2006-502 I GSAMP 2006-5D2 I GSAMP 2006-502 I GSAMP2006:SD2 I GSAMP2006:SD2

GSROB05F GSR0605F GSR0605F GSR0605F GSR0605F GSR0605F GSR0605F WFHE0601 WFHE0601 WFHE0601 WFHE0601 WFHE0601 WFHE0601 WFHE0601 WFHE0601 WFHE0601 WFHE0601 WFHE0601 WFHE0601 WFHE0601 WFHE0601 WFHE0601 WFHE0601 WFHE0601 WFHE0601 WFHE0601 RAS06R01 RAS06R01 RAS06R01 GSA06S04 GSA06S04 GSA06S04 GSA06S04 GSA06S04 GSA06S04 GSA06S04 GSA06S04 GSA06S04 GSA06S04 GSA06S04 GSA06S04 GSA06S04 GSA06S04 GSA06S04 GSA06S04 FFNT06F6 FFNT06F6 FFNT06F6 GSA06SD2 GSA06SD2 GSA06SD2 GSA06SD2 GSA06SD2 GSA06SD2 GSA06SD2 GSA06SD2 GSA06SD2 GSA06SD2 GSA06SD2

B5 B6 M1

M9

M11 A1 A2 AR A1

B1

A1 A2 A3 C RC B1 M1 M2 B2 B3 R

36297XAS2 36297XATO 36297XBD4 36297XAV5 36297XAU7 9497EUAE7 9497EUAF4 9497EUAG2 9497EUAA5 9497EUAB3 9497EUAe1 9497EUAD9 9497EUAS6 9497EUAR8 9497EUAHO 9497EUAJ6 9497EUAK3 9497EUAL 1 9497EUAM9 9497EUAN7 9497EUAP2 9497EUAQO 9497EUAU1 9497EUAT4 76113MAA3 76113MAB1 76113MAe9 36244MAA9 36244MAe5 36244MAB7 36244MAD3 36244MAE1 36244MAF8 36244MAG6 36244MAJO 36244MAK7 36244MAH4 36244MAR2 36244MASO 36244MAP6 36244MAN1 36244MAL5 36244MAM3 302449AA1 FFNWHPKC 302449AB9 362405AAO 362405AB8 362405AP7 362405AM4 362405AK8 362405AE2 362405Ae6 362405AD4 362405AF9 362405AG7 362405AJ1

JUN_WAC JUN_WAC JUN_WAC JUN_RES JUN_RES SEN_PO SEN PO SEN_PO SENJLT SENJLT SENJLT SENJLT MEZJLT_NO MEZJLT_NO MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT JUN_OC_NO JUNJLT_ND SEN_INV SEN FLT SENJIX_RE5 SENJLT SENJLT SENJIX MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJIX_CAP JUN_RES_ND JUN_RES_ND JUN_RES_ND JUN oe NO JUNJIXJAP_ND JUNJIX_CAP_ND SENJIX_NIM_PP NPR_NPR_ND JUN FIX NIM PP SENJLT SENJLT SENJLT NPR_NPR_ND NPR NPR MEZJLT MEZJLT MEZJLT MEZJIX_CAP MEZJIX_CAP JUN_RES



2,OB7,000 BBB 1,292,000 BB

775,000 B 1,294,070 NA 3,881,000 AA+

516,901,284 NA 516,901,284 NA

50 NA 100 NA 50 NA

453,309,000 NA 175,886,000 NA 185,134,000 NA 94,997,DOO NA

5,481,000 NA 5,481,000 NA

35,628,000 NA 31,242,000 NA 18,088,000 NA }'?/!~QiOOO NA 15,895,000 NA 14,800,000 NA 14,251,000 NA

9,318,000 NA 8,222,330 NA

10,962,000 NA 74,147,209 NA

296,5.8M37 NA 100 NA

340,283,000 NA 20,295,000 NA


652,541,966 NA 652,541,966 NA 652,541,966 NA

12,724,966 NA 12,399,000 NA

8,809,000 NA 7,977,000 NA

1,000 NA 2,430,000 NA

149,127,000 NA 37,227,000 NA 31,123,000 NA

NA NA

11,364,000 NA 19,042,000 NA 17,046,000 NA

6,449,000 NA 7,372,000 NA

305,520,849 NA

NA NA NA NA NA NA NA NR NR NR Aaa Aaa AaaJ*AaaJ*Ba1 Baa3 Aa11'Aa2 Aa3 A1 A2 A3 Baa1 Baa2 NR Ba2 AaaJ*AaaJ*AaaJ*Aaa Aaa Aaa Aa2 Aa3 A2 A3 Baa2 Baa3 Baa1 NR NA NR NR Ba1f*-

Aaa NR NR Baa1 Aa2 A2 Baa2 Baa3 NR

Fitch MOOdy

NR 0 NR 0 NR NA NR CC

NA NA NA NA NA NA

AM NA AAA NA AAA NA BBB NA 888+ NA M+ NA AA+ NA AA NA

NA NA NA NA NA NA

88+ NA

AM NA AAA NA AAA NA AAA NA AM NA AM NA AA NA AA- NA A NA A- NA BBB NA BBB- NA BBB+ NA NR NA

NA NA NA

BB+ NA BB+ NA BBB NA NA NA BB NA AAA NA AM NA AM NA

NA NA NA

AA NA NA NA NA NA

NA NA NA NA NA NA NA NR NR NR WR WR A11'A31'C e Baa31'Ba31'B21'Cal*-e e e C NR e Caa2/"Caa2/*WR Ca ea ea e C WR WR WR WR WR NR NA NR NR WR WR NA NA NA Baa2 Caa1

Caa2 NR NR C e e e e NR

NR NR NR NR NR NA NA NR NR NR NR NR AAA AAA D o AA+ BBB+ BB B Beee eee CC NR o ee ee NR CCC eee eee o D o o NR NR D NR NA NR NR NR NR ee NA ee AA eee eee NA NR D ee o o D NR

26-May-OB 26-May-06 26-May-06 26-May-06 26-May-06 26-May-OB

26-May-06 30-May-06 30-May-06 30-May-06 30-May-OB

30,May,06 30,May,06 30,May,06 30-May-06 30-May-OB

30-May-06 30-May-06 30-May-06 30-May-06

30-~~y.-.Q~ 30-May-06 30-May-06 30-May-06 30-May-06 30-May-OB

31-May-06 31,May,06 31-May-06 9-Jun-06 9-Jun-06 9-Jun-06 9-Jun-06 9-Jun-06 9-Jun-06 9-Jun-06 9-Jun-06 9-Jun-06 9-Jun-06 9-Jun-06 9-Jun-06 9-Jun-06 9-Jun-06 9-Jun-06 9-Jun-06 15-Jun-06 15-Jun-06 15-Jun-06 16-Jun-06 16-Jun-06 16-Jun-06 16-Jun-06 16-Jun-06 16-Jun-06 16-Jun-06 16-Jun-06 16-Jun-06 16-Jun-06 16-Jun-06


Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A


Type

GS FCIC 000000102


Bloomberg Deal Name

I GSAMP 2006-S02 I GSAMP 2006-SD2 IG8AMP 20068EAi I GSAMP 2006-SEA 1 I GSAMP 2006-SEA 1 I GSAMP 2006-SEA 1 I GSAMP 2006-SEA 1 I GSAMP 2006-SEA 1 I GSAMP 2006-SEA 1 I GSAMP20oii:SEA 1 I GSAMP20oii:SEA 1 jB.A.CM.2006-2 jBA.CM.2006-2 jB.ACM.2006-2 I BACM 2006-2 I BACM 2006-2 I BACM 2006-2 Ii3ACM20062 Ii3ACM 2006-2 I BACM 2006.-2 I BACM 2006.-2 I BACM 2006-2 I BACM 2006-2 I BACM 2006-2 I BACM 2006-2 I BACM 2006-2 I BACM 2006-2 jBA.CM.2006-2 I BACM 2006-2 I BACM 2006-2 I BACM 2006-2 Ii3AcM20062 I BACM 2006-2 Ii3ACM 2006-2 Ii3ACM 2006-2 I BACM .2006.-2 I BACM .2006.2 I BACM 2006-2 I NCA.MT 20J6.-.ALT1 I NCAMT 2006-ALT1 I NCAMT 2006-ALT1 I NcArViT200iiALT1 I NcArViT200iiALT1 I NCAMT 2006.-ALT1 I NCAMT 2006,ALT1 I NCAMT 2006-ALT1 I NCAMT 2006-ALT1 I NCAMT 2006-ALT1 I NCAMT 2006.-ALT1 INCArViT 2ooEi:iiLTi I NCAMT 2006-ALT1 IGSAA2006,NIM5 IGSAA2006,NIM5 I GSAMP 2006-WF1-N I GSAMP 2006-WF1-N I GSAMP 2006-WF1-N I GSAMP 2006-WF1-N I MLCFC 2006:2 I MLCFC 2006:2

~Intex Deal

GSA06S02 GSA06SD2 GSA06SE1 GSA06SE1 GSA06.SE1 GSA06SE1 GSA06SE1 GSA06SE1 GSA06SE1 GSA06SE1 GSA06SE1 BACM0602 BACM0602 BACM0602 BACM0602 BACM0602 BACM0602 BACM0602 BACM0602 BACM0602 BACM0602 BACM0602 BACM0602 BACM0602 BACM0602 BACM0602 BACM0602 BACM0602 BACM0602 BACM0602 BACM0602 BACM0602 BACM0602 BACM0602 BACM0602 BACM0602 BACM0602 BACM0602 NCA06AL1 NCA06AL1 NCA06AL1 NCA06AL1 NCA06AL1 NCA06.AL1 NCA06AL1 NCA06AL1 NCA06AL1 NCA06AL1 NCA06AL1 NCA06AL1 NCA06AL1 GSAN06N5 GSAN06N5 GSN06WF1 GSN06WF1 GSN06WF1 GSN06WF1 MLCF0602 MLCF0602

A R RC

AM

A1 A2 RI RII V RESIDUAL o E

F G H B C J K L M

AF2 AF3 AF4 AF5

M6 NOTES CERT N1 N2 OS N3 X A3

36244LAA1 36244LAJ2 36244LAK9 36244LAD5 36244LAB9 36244LAC7 36244LAE3 36244LAG8 36244LAFO 05950EAL2 05950EAC2 05950EAE8 05950EAH1 05950EAG3 05950EADO 05950EAF5 05950EAA6 05950EAB4 BACPOYIXO BAC2EDXE1 05950EAZ1 BM062RESI 05950EAMO 05950EANS 05950EAP3 05950EAQ1 05950EAR9 05950EAJ7 05950EAK4 05950EAS7 05950EAT5 05950EAU2 05950EAVO 05950EAW8 05950EAX6 05950EAY4 643528AF9 643528AAO 643528AB8 643528AC6 643528AD4 643528AE2 643528AGl 643528AH5 643528AJ1 643528AK8 643528AL6 NCA4N7FUO 643528AM4 36298FAA9 GSASYHV30 36244PAA2 36244PABO 36244P104 36244PAC8 60687UAY3 60687UAC1

SENJLT NPR_NPR NPR_NPR MEZJLT MEZJLT MEZJLT MEZ FIX CAP JUN_OC JUNJIX_CAP SEN_WACJO_NO SEN_WAC SEN_WAC SEN_WAC SEN_WAC SEN_TAC_WAC SEN_MF_WAC SENJIX SENJIX NPR_NPR_ NPR_NPR_ NPR_NPR_NO NPR_NPR_ MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC_NO MEZ WAC NO MEZ_WAC_NO MEZ_WAC MEZ_WAC JUNJIX_CAP _NO JUNJIX_CAP _NO JUNJIX_CAP_NO JUNJIX_CAP_NO JUNJIX_CAP _NO JUNJIX_CAP _NO JUN FIX CAP NO SEN_NASJIX_CAP SENJLT SENJIX_CAP SENJIX_CAP SEN FIX CAP SENJIXJAP MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP MEZ FIX CAP MEZJIX_CAP JUN_RES_NO JUNJIX_CAP SENJIX NPR NPR NO SENJIX_NIM_PP MEZJIX_NIM_PP JUN_RES_NO JUNJIX_NIM_PP SEN_WAC_IO_NO SEN_WAC



19,553,849 NA 7,217,000 NA

125,623,000 AAA NA NA

2,900,000 BBB+

12,304,000 AA 7,994,000 A 1,097,000 BBB 4,364,055 NA 1,567,000 BBB-

2.699,084,457 AAA 145,000,000 AAA

1269,250,DOO AAA 215,927,000 AAA 269,908,000 AAA 118,565,000 AAA 183,944,000 AAA 104,000,000 AAA 68,600,000 AAA

NA NA NA NA

40,486,000 A 26,991,000 A-30,364,000 BBB+ 26g91poO BBB 33,739,000 BBB-50,608,000 AA 26,991,000 AA-10,121,000 BB+ 13,496,000 BB 10,121,000 BB-

3,374,000 B+ 6,748,000 B 6,748,000 B-

37,112,457 NR 49,1 02,000 NA

176,827,000 NA 49,143,000 NA 74,436,000 NA 77,025,000 NA 64,489,000 NA

7,301,000 NA 2,610,000 NA 2,610,000 NA 2,610,000 NA 2,610,000 NA

521,809,575 NA 2,610,000 NA

1D,402,286 NA 1022,695,544 NA

28,599,000 NA 4,789,000 NA

1,000 NA 5,239,000 NA

1841,447,787 NA 54,481,000 NA

9~.iginal .~.~~!~9

MOOdy

NR NR BBB-NA AAA NA NR NA NR NA NA NA NA NA NA NA AAA NA AAA NA AAA NA AAA NA AAA NA AAA NA AAA NA AAA NA NA NA NA NA NA NA A-NA BBB+ NA BBB NA BBB-NA AA NA AA-NA BB+ NA BB NA BB-NA B+ NA NA NA Aaa Aaal"-Aaa AAA Aaa AAA Aaa AAA Aaa AAA

AA+ AA AA AAA+ NA

A3 A NA NA NA NA BBB-NA NA NA BB (P)Aaa AAA (P)Aaa AAA

NA AA NA NA CC B CC C NA o AAA AAA AAA AA AAA AAA AAA AAA AAA NA NA NA NA BBB BB BB B B-A A B-B-B-B-BCCC NR NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA

.ql:l.~~~.~t Ra~!~9


NR NR NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA Caa2/*AaaJ'-83/'Caa2lk

-

Caa2/"Caa2/*C C C C C NA C NA NA NA NA NA NA Aaa Aaa

NR 16-Jun-06 D 16-Jun-06 A 16-Jun-06 NR 16-Jun-06 NR 16-Jun-06 CC 16-Jun-06 CCC 16-Jun-06 CC 16-Jun-06 CC 16-Jun-06 NR 16-Jun-06 o 16-Jun-06 AAA 22-Jun-06 AAA 22-Jun-06 AAA 22-Jun-06 BBB 22-Jun-06 A 22-Jun-06 AAA 22-Jun-06 AAA 22-Jun-06 AAA 22-Jun-06 AAA 22-Jun-06 NA 22-Jun-06 NA 22-Jun-06 NA 22-Jun-06 NA 22-Jun-06 B~ 22-Jun-06 BB- 22-Jun-06 8+ 22-Jun-06 8+ 22-Jun-06 B 22-Jun-06 BBB- 22-Jun-06 BB+ 22-Jun-06 B 22-Jun-06 B- 22-Jun-06 8- 22-Jun-06 B- 22-Jun-06 CCC+ 22-Jun-06 CCC 22-Jun-06 NR 22-Jun-06 CCC 22-Jun-06 NR 22-Jun-06 eee 22-Jun-06 CCC 22-Jun-06 CCC 22-Jun-06 CCC 22-Jun-06 CC 22-Jun-06 o 22-Jun-06 D 22-Jun-06 o 22-Jun-06 o 22-Jun-06 NA 22-Jun-06 o 22-Jun-06 CC 23-Jun-06 NA 23-Jun-06 NR 23-Jun-06 NR 23-Jun-06 NA 23-Jun-06 CC 23-Jun-06 AAA 28-Jun-06 AAA 28-Jun-06


144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A

Resl Resi Resi Resi Resi Resl Resl Resi Resi Resi Resl CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE Resi Resl Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi CRE CRE

Type

GS FCIC 000000103


9~.iginal .~.~~!~9

Bloomberg Deal Name

I MLCFC 2006-2 I MLCFC 2006-2 I MLCFC 2006-2 I MLCFC 2006-2 I MLCFC 2006-2 I MLCFC 2006-2 I MLCFC 2006-2 I MLCFC 2006-2 I MLCFC 2006-2 I MLCFC 2006-2 I MLCFC 2006-2 I MLCFC 2006-2 I MLCFC 2006-2 I MLCFC 2006-2 I MLCFC 2006-2 I MLCFC 2006-2 I MLCFC 2006-2 I MLCFC 2006-2 I MLCFC 2006-2 I MLCFC 2006-2 I MLCFC 2006-2 I MLCFC 2006-2 I MLCFC 2006-2 I MLCFC 2006-2 I ACCR 2006-2 I ACCR 2006-2 I ACCR 2006-2 I ACCR 2006-2 I ACCR 2006-2 I ACCR 2006-2 I ACCR 2006-2 I ACCR 2006-2 I ACCR 2006-2 I ACCR 2006-2 I ACCR 2006-2 IACCR 2006-2 IACCR 2006-2 I ACCR 2006-2 I CWHEQ 2006-S3 I CWHEQ 2006-S3 I CWHEQ 2006-S3 I CWHEQ 2006-S3 I CWHEQ 2006-S3 I CWHEQ 2006-S3 I CWHEQ 2006-S3 IGSM 2006-10 IGSM 2006-10 IGSM 2006-10 IGSM 2006-10 IGSM 2006-10 IGSM 2006-10 IGSM 2006-10 IGSM 2006-10 IGSM 2006-10 IGSM 2006-10 IGSM 2006-10 IGSM 2006-10 IGSM 2006-10 IGSM 2006-10

~Intex Deal

MLCFOOO2 MLCF0602 MLCFo602 MLCFo602 MLCF0602 MLCF0602

MLCF0602 MLCFo602 MLCFo602 MLCF0602 MLCFOOO2 MLCF0602 MLCFo602 MLCF0602 MLCF0602 MLCF0602

MLCF0602 MLCFo602 MLCFo602 MLCF0602 MLCFOOO2 MLCF0602 MLCFo602 MLCF0602 ACCT0602 ACCT0602 ACCT0602 ACCTo602 ACCT0602 ACCT0602 ACCT0602 ACCTo602 ACCTo602 ACCT0602 ACCT0602 ACCT0602 ACCT0602 ACCTo602 CWH06S03 CWH06S03 CWH06S03 CWH06S03 CWH06S03 CWH06S03 CWH06S03 GSAA0610 GSAA0610 GSAA0610 GSAA061° GSAA0610 GSAA0610 GSAA0610 GSAA0610 GSAA0610 GSAA0610 GSAA0610 GSAA0610 GSAA0610 GSAA0610

A1A A1 A2 RESIDUAL RI RII B C D

E F G H AJ AM J K

A2 A3

M2

M8 M9 TRUST AS A1 A2 A3 A4 C AR R

AF2 AF3 AF4 AF5 B1

60687UAF4 60687UM5 60687UAB3 MLCHXTS90 60687UAZO 60687UBA4 60687UAJ6 60687UAK3 60687UAL 1 60687UAM9 60687UAN7 60687UAP2 60687UAQO 60687UAHO 60687UAG2 60687UAR8 60687UAS6 60687UAT4 60687UAU1 60687UAV9 60687UAWI 60687UAX5 00437NMO oo437NABS 00437NAC6 o0437NAD4 00437NAE2 00437NAF9 oo437NAG7 o0437NAH5 o0437NAJ1 00437NAK8 00437NAL6 00437NAM4 00437NAN2 ACCOF1NWO 23242MAE1 23242MAA9 23242MAB7 23242MAC5 23242MAD3 23242MAF8 23242MAH4 362375AR8 362375AS6 362375AT4 362375AF4 362375AA5 362375AB3 362375AC1 362375AD9 362375AE7 362375AN7 362375AP2 362375AQO 362375AG2 362375AHO

SEN_WAC SEN_TAC_WAC SEN_MF_WAC SENJIX_CAP SENJIXJAP NPR_NPR_ NPR_NPR_NO NPR_NPR_NO MEZ WAC NO MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC MEZ_WAC JUNJIX_CAP _NO JUNJIX_CAP_NO JUNJIX_CAP_NO JUNJIX_CAP _NO JUNJIX_CAP _NO JUNJIX_CAP _NO JUNJIX_CAP_NO SENJLT SENJLT SENJLT SEN FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT JUN RES NO SEN_NASJIX_CAP SENJLT SENJIX_CAP SENJIX_CAP SEN FIX CAP JUN_RES_NO JUN~RES

SEN_RES SEN_RES SEN RES SEN_NASJIX_CAP SENJLT SENJIX_CAP SENJIX_CAP SEN FIX CAP SENJIX_CAP MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP



734,750,000 NA 91,905,000 NA

265,873,000 NA 53,845,000 NA 88,159,000 NA

NA NA NA

36,829,000 NA 16,113,000 NA 32,225,000 NA 18,415,000 NA 29,923,000 NA 18,415,DOO NA 20,716,000 NA

138,1 08,000 NA 184,145,000 NA

9,207,000 NA 4,604,000 NA ?)~~Q~iOOO NA 2,302,000 NA 4,604,000 NA 4,603,000 NA

25,320,787 NA 559,514,000 NA 158,862,000 NA 289,467,000 NA 181A57POO NA 41,300,000 NA 37,100,000 NA 23,800,000 NA 20,300,000 NA 20,300,000 NA 17,500,000 NA 15,400,000 NA 10,500,000 NA 21,700,000 NA

1 400,000,000 NA 100,000,000 NA 539,257,000 NA 182,278,000 NA 73,715,000 NA

104,750,000 NA 1000,000,000 NA

100 NA 100 NA 100 NA 100 NA

64,679,000 NA 296,280,000 NA 40,496,000 NA

117,039,000 NA 67,727,000 NA 60,523,000 NA

3,523,000 NA 3,523,000 NA 3,523,000 NA 9,158,000 NA 8,454,000 NA

MOOdy SP

(P)Aaa AAA (P)Aaa AM (P)Aaa AM (P)Aaa AM (P)Aaa AM NA NA NR NA NR NA (P)Aa2 AA (P)Aa3 AA-(P)A2 A (P)A3 A-(P)Baa1 BBB+ (P)Baa2 BBB (P)Baa3 BBB-(P)Aaa AAA (P)Aaa AM (P)Ba1 BB+ (P)Ba2 BB (P)Ba3 BB-(P)B1 B+ (P)B2 B (P)B3 B-NR NR Aaa AAA Aaa/""- AAA

Aaa AAA Aaa AAA Aa1 AA+ Aa2 AA+ Aa3 AA A1 M A2 AA-A3 A+ Baa1 BBB+ Baa2 BBB Baa3 BBB-NA NA AaaJ'- AM Aaa/"- AAA Aaa/""- AAA

AaaJ'- AM AaaJ'- AM NR NR

NA AM AM AM AM AAA

Aaa AAA Aaa AAA Aaa AAA Aaa AAA Baa1 BBB+ Baa2 BBB Baa3 BBB-Aa1 AA+ Aa2 AA

Fitch


.ql:l.~~~.~t Ra~!~9


Aaa Aaa Aaa Aaa Aaa NA NR NR A2 A3 Baa2 Baa3 Ba2 B2 B3 Aa3 Aaa Caa1 Caa1 Caa2 Caa2 Caa3 Caa3 NR Aaa A2rB2rB3rCal"-C C C C C C C C NA Caa3 Caa1 Caa3 Caa3 Caa3 NR Aaa NR NR NR Caa1/*Baa11*

Caa1f*Caa1/*

Caa1f"Caa1/*C C C C C

AAA 28-Jun-06 AAA 28-Jun-06 AAA 28-Jun-06 AAA 28-Jun-06 AAA 28-Jun-06 NA 28-Jun-06 NA 28-Jun-06 NA 28-Jun-06 BBB 28-Jun-06 BBB- 28-Jun-06 BB+ 28-Jun-06 BB 28-Jun-06 8+ 28-Jun-06 B 28-Jun-06 CCC+ 28-Jun-06 BBB+ 28-Jun-06 A+ 28-Jun-06 CCC 28-Jun-06 CCC- 28-Jun-06 CCC- 28-Jun-06 ccc- 28-Jun-06 CCC- 28-Jun-06 CCC- 28-Jun-06 NR 28-Jun-06 NR 29-Jun-06 AAA/*- 29-Jun-06 BI'- 29-Jun-06 BI'- 29-Jun-06 CCC 29-Jun-06 CCC 29-Jun-06 CC 29-Jun-06 CC 29-Jun-06 CC 29-Jun-06 o 29-Jun-06 o 29-Jun-06 o 29-Jun-06 o 29-Jun-06 NA 29-Jun-06 o 29-Jun-06 o 29-Jun-06 o 29-Jun-06 o 29-Jun-06 o 29-Jun-06 NR 29-Jun-06 NA 29-Jun-06 NR 29-Jun-06 NR 29-Jun-06 NR 29-Jun-06 CCC 29-Jun-06 8-/*- 29-Jun-06 CCC 29-Jun-06 CCC 29-Jun-06 CCC 29-Jun-06 CCC 29-Jun-06 o 29-Jun-06 o 29-Jun-06 o 29-Jun-06 CC 29-Jun-06 o 29-Jun-06


144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A Public I 144A Public I 144A



CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE Resi Resl



Type

GS FCIC 000000104


Bloomberg Deal Name

IGSM 2006-10 IGSM 2006-10 IGSAAio06-io IGSM 2006-10 IGSM 2006-10 IGSM 2006-10 IGSAMP 2006-HE4 IGSAMP 2006-HE4 IGSAMP 2006-HE4 IGsAMPiooii:HE4 IGSAMPiooi3:HE4 LGSAMP 2006,H,E4 LGSAMP 2006,H,E4 LGSAMP,2006,H,E4 IGSAMP 2006-HE4 IGSAMP 2006-HE4 IGSAMP 2006-HE4 IGSAMP 2006HE4 IGSAMP 2006:HE4 IGSAMP2D06-HE4 IGSAMP2D06-HE4 IGSAMP 2006-HE4 IGSAMP 2006-HE4 IGSAMP 2006-HE4 IGSAMP 2006-HE4 IGSAMP 2006-HE4 I GSAMP 2006-NC2 LGSAMP,2006,NC.2 I GSAMP 2006-NC2 I GSAMP 2006-NC2 I GSAMP 2006-NC2 IGSAMP 2006NC2 I GSAMP 2006-NC2 IGSAMP 2006:NC2 IGSAMP 200Ei:NC2 I GSAMP 2D06-NC2 IGSAMP2D06NC2 I GSAMP 2006-NC2 I GSAMP 2D06-NC2 I GSAMP 2006-NC2 I GSAMP 2006-NC2 I GSAMPi006NC2 I GSAMPi006NC2 I GSAMP 2006-NC2 IGSAMP 2006,NC.2 I GSAMP 2006-NC2 I GSAMP 2006-NC2 IINDB 2006-1 IINDB 2006-1 II NDBi006-1 IINDB 2006-1 IINDB20D6,1 IINDB20D6,1 IINDB 2006-1 IINDB 2006-1 IINDB 2006-1 IINDB 2006-1 IINDBiOo6:i [INDBiOo6:i

~Intex Deal

GSAA0610 GSAA0610 GSAA0610 GSAA0610 GSAA0610 GSAA0610 GSA06HE4 GSA06HE4 GSA06HE4 GSA06HE4 GSA06HE4 GSA06HE4 GSA06HE4 GSA06HE4 GSA06HE4 GSA06HE4 GSA06HE4 GSA06HE4 GSA06HE4 GSA06HE4 GSA06HE4 GSA06HE4 GSA06HE4 GSA06HE4 GSA06HE4 GSA06HE4 GSA06NC2 GSA06NC2 GSA06NC2 GSA06NC2 GSA06NC2 GSA06NC2 GSA06NC2 GSA06NC2 GSA06NC2 GSA06NC2 GSA06NC2 GSA06NC2 GSA06NC2 GSA06NC2 GSA06NC2 GSA06NC2 GSA06NC2 GSA06NC2 GSA06NC2 GSA06NC2 GSA06NC2 INDBo601 INDB0601 INDB0601 INDB0601 INDBo601 INDBo601 INDB0601 INDB0601 INDB0601 INDBo601 INDBo601 INDB0601

M5 M6 X B4 R RC RX A1 A2A A2E A2C A2D B1 M1 M2 M3 M4 M5 M6 M7 M8 M9 X B2 R RC RX A1

C B1 M1 M2 M3 M4 M5 M6 M7 M8 M9 X B2 R

A1 A2 A3A A3E M1

362375AL 1 362375AM9 362375AV9 362375AU1 362439AQ4 362439AR2 362439ASO 362439M9 362439AB7 362439AC5 362439AD3 362439AE1 362439AT8 362439AF8 362439AG6 362439AH4 362439AJO 362439AK7 362439AL5 362439AM3 362439AN1 362439AP6 362439AV3 362439AU5 362463ASO 362463AT8 362463AU5 362463M9 362463AB7 362463AC5 362463AD3 362463AE1 362463AW1 362463AQ4 362463AF8 362463AG6 362463AH4 362463AJO 362463AK7 362463AL5 362463AM3 362463AN1 362463AP6 362463AX9 362463AR2 45661JAP8 45661JAQ6 45661JAR4 45661JAA1 45661JAB9 45661JAC7 45661JAD5 45661JAE3 45661JAFO 45661JAG8 45661JAH6 45661JAJ2

MEZJIX_CAP MEZJIX_CAP JUN_OC_NO JUNJLT_ND SEN_RES SEN_RES SEN RES SENJLT SENJLT SENJLT SENJLT SENJLT

MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT JUN_OC_NO JUNJLT_ND SEN_PO SEN PO SEN_PO SENJLT SENJLT SENJLT SENJLT SENJLT NPR_NPR_NO MEZJLT_ND MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT JUN_DC_ND JUNJLT_ND SEN WAC SEN_WAC SEN_WAC SENJLT SENJLT SEN FLT SENJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT



4,931,000 NA 4,579,000 NA 3,874,000 NA 3,523,000 NA 9,160,209 NA 3,523,000 NA

50 NA 100 NA 50 NA

352,415,000 NA 208,415,000 NA 94,519,000 NA 87,368,000 NA 34,923,DOO NA 10,152,000 NA 40,100,000 NA 37,055,000 NA 21,319,000 NA 19,289,000 NA 18,781,000 NA 16,751,000 NA 16,243,000 NA 14,720,000 NA 11,167,000 NA 21,827,450 NA 10,152,000 NA

50 NA 100 NA 50 NA

239,618,000 NA 214,090,000 NA 102,864,000 NA 99,900,000 NA 42,998,000 NA

NA 6,1}0,000 NA


7,052,000 NA 12,341,501 NA

8,815,000 NA 100 NA 100 NA 100 NA

219,370,000 NA 56,160,000 NA 44,722,000 NA

4,970,000 NA 12,149,000 NA 10,555,000 NA

6,572,000 NA 5,776,000 NA 5,377,000 NA

9~.iginal .~.~~!~9

MOOdy

Aa3 A1 A+ A2 A A3 A-NR NR Ba2 NR NR NR AaaJ"Aaa AaaJ'- AM Aaa AAA Aaa AAA Ba1 BBB Aa1 AA+ Aa2 AA+ Aa3 AA A1 AA A2 A3 Baa1 Baa2 Baa3 NR Ba2 888-

NR AM NR AM NR AM Aaa AAA Aaa AAA AaaJ'- AM Aaa AAA Aaa AAA NR NA Ba1 Aa1 Aa2J*Aa3f*A1 A2 A A3 A-Baa1 BBB+ Baa2 BBB

BBBNR BB+ AM AM AM

Aaa AAA Aaa AAA AaaJ'- AM AaaJ'- AAA Aa1t"- AA+ Aa2J*-Aa3/'-A1 A2


.ql:l.~~~.~t Ra~!~9


e e e e NR e NR NR NR A3/'Aaa Aa2rBa2rBa3/'e B1/,Caf*-e e e e e e e NR e NR NR NR B2/'WR Baa2/'Caa2/*Caf*NR e e e e e e e e e e NR WR NR NR NR Caa2f"-Caf*-Caa3f*e e e e e e

o 29-Jun-06 o 29-Jun-06 o 29-Jun-06 o 29-Jun-06 NR 29-Jun-06 o 29-Jun-06

NR 29-Jun-06 NR 29-Jun-06 NR 29-Jun-06 BBBr- 29-Jun-06 NR 29-Jun-06 AAAr- 29-Jun-06 BBB-r- 29-Jun-06 BBB-r- 29-Jun-06 o 29-Jun-06 eee 29-Jun-06

ecc 29-Jun-06 ecc 29-Jun-06 CC 29-Jun-06 o 29-Jun-06 o 29-Jun-06 o 29-Jun-06 o 29-Jun-06 o 29-Jun-06 NR 29-Jun-06 NR 29-Jun-06 NR 29-Jun-06 NR 29-Jun-06 NR 29-Jun-06 ecc 29-Jun-06 NR 29-Jun-06 B-r- 29-Jun-06 ecc 29-Jun-06 ecc 29-Jun-06 NA 29-Jun-06 NR 29-Jun-06 ec 29-Jun-06 D 29-Jun-06 o 29-Jun-06 o 29-Jun-06 o 29-Jun-06 o 29-Jun-06 o 29-Jun-06 o 29-Jun-06 o 29-Jun-06 NR 29-Jun-06 NR 29-Jun-06 NR 29-Jun-06 NR 29-Jun-06 NR 29-Jun-06 eee 29-Jun-06 ecc 29-Jun-06 ecc 29-Jun-06 ecc 29-Jun-06 CC 29-Jun-06 o 29-Jun-06 o 29-Jun-06 o 29-Jun-06 o 29-Jun-06




Type

GS FCIC 000000105


9~.iginal .~.~~!~9 .ql:l.~~~.~t Ra~!~9

Bloomberg Deal Name ~Intex Deal Original Balance Fitch MOOdy SP Fitch MOOdy SP Deal Closing :te

IINDB 2006-1 IINDB 2006-1 II NDB2006-1 IINDB 2006-1 IINDB 2006-1 IINDB 2006-1 I RALI 2006-Q06 I RALI 2006-Q06 I RALI 2006-Q06 I RALI2006~QOii I RALI2006~QOii LRAL12006-Q06 LRAL12006-Q06 LRALI2006-QQ6 I RALI 2006-Q06 I RALI 2006-Q06 I RALI 2006-Q06 IRALli006Qoi> IRAL; i006-QOi> I RALl2006-Q06 I RALl2006-Q06 I VVBCMT 2006-C26 I VVBCMT 2006-C26 I VVBCMT 2006-C26 I VVBCMT 2006-C26 I VVBCMT 2006-C26 I VVBCMT 2006-C26 LVVS.CMT 2006g6 I VVBCMT 2006-C26 I VVBCMT 2006-C26 I VVBCMT 2006-C26 IWIibii 2006~C26 I VVBCMT 2006-C26 IWIibii 2006~C26 IWIicMT 2006~C26 I VVBCMT2006g6 I VVBCMT2006g6 I VVBCMT 2006-C26 I VVBCMT 2006,C26 I VVBCMT 2006-C26 I VVBCMT 2006-C26 I VVBCMT200i>~C26 I VVBCMT200i>~C26 I VVBCMT 2006-C26 I.VVS.CMT 2006g6 I VVBCMT 2006-C26 I VVBCMT 2006-C26 I VVBCMT 2006-C26 I VVBCMT 2006-C26 IWIicMT 2006~C26 IWMALT 2000-5 I WM.ALT. 20(16,5. I WM.ALT. 2DCi6,5 IWMALT 2000-5 IWMALT 2000-5 IWMALT 2000-5 IWMALT 2000-5 I WMAL T· 21iOO~5 I WMAL T· 21iOO~5

INDB0601 INDB0601 INDBo601 INDBo601 INDB0601 INDB0601 RFC06Q06 RFC06Q06 RFC06Q06 RFC06Q06 RFC06Q06 RFC06Q06 RFC06Q06 RFC06Q06 RFC06Q06 RFC06Q06 RFC06Q06 RFC06Q06 RFC06Q06 RFC06Q06 RFC06Q06 WBC06C26 WBC06C26 WBC06C26 WBC06C26 WBC06C26 WBC06C26 WBC06C26 WBC06C26 WBC06C26 WBC06C26 WBC06C26 WBC06C26 WBC06C26 WBC06C26 WBC06C26 WBC06C26 WBC06C26 WBC06C26 WBC06C26 WBC06C26 WBC06C26 WBC06C26 WBC06C26 WBC06C26 WBC06C26 WBC06C26 WBC06C26 WBC06C26 WBC06C26 WAL06oo5 WAL06005 WAL06005 WAL06005 WAL06oo5 WAL06005 WAL06005 WAL06005 WAL06oo5

B4 B1 B2 B3 SB A1 A2 A3 RI

M4 M5 M6 M7 M8 M9 XC APB XP A1A A3FL A3 A1 A2 RESIDUAL RI RII Z E

G H AJ AM

C o WM J K

M N o P 1A14 2CB8 1A13 4A2 1A10 1A12 1A8 2CB6 2CB7

45661JAS2 45661JAL7 45661JAM5 45661JAN3 75114NAN4 75114NAA2 75114NABO 75114NAC8 75114NAP9 75114NAQ7 75114NAD6 75114NAE4 75114NAF1 75114NAG9 75114NAH7 75114NAJ3 75114NAKO 75114NAL8 75114NAM6 92976UBA7 92977RACO 92977RALO 92977RAE6 92976UBC3 92977RAD8 92977RAA4 92977RAB2 W6C26RESI 92977RAM8 92977RAN6 92977RAP1 92976UAA8 92976UAC4 92976UAEO 92976UAG5 92977RAG1 92977RAF3 92977RAH9 92977RAJ5 92977RAK2 92976UAY6 92976UAJ9 92976UAL4 92976UANO 92976UAQ3 92976UAS9 92976UAU4 92976UAWO 93934NAPO 93934NAX3 93934NAN5 93934NBA2 93934NAK1 93934NAM7 93934NAH8 93934NAV7 93934NAW5

JUNJLT_NO JUNJLT JUNJLT JUNJLT SEN_OC SENJLT SEN FLT SENJLT NPR_NPR NPR_NPR MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT JUNJLT SEN_WAC_IO_SPT_NO SEN_TACJIX SEN_PAC_IO SEN_MFJIXJAP SENJLT_NO SENJIX_CAP SEN FIX SENJIX NPR_NPR_ NPR_NPR_NO NPR_NPR_NO NPR_NPR_NO MEZ_WAC_NQ MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC_NO MEZ WAC MEZ_WAC MEZ_WAC MEZ_WAC MEZ_WAC JUN FLT NO JUNJIXJAP_NO JUNJIX_CAP_NO JUNJIX_CAP _NO JUNJIX_CAP _NO JUN FIX CAP NO JUNJIX_CAP_NO JUNJIX_CAP_NO SEN_SUP _NASJIX SEN_SUP _NASJIX SEN SUP FIX SEN_SUPJIX SEN_SPR_NASJIX SEN_SPR_NASJIX SEN_SPR_NASJIX SEN_SPR_NASJIX SEN_SPR_NASJIX


5,178,000 NA 10,356,242 NA

5,378,000 NA 4,780,000 NA 3,983,000 NA 2,987,000 NA

11,718,741 NA 725,353,000 NA 302,230,000 NA 181,338,000 NA

NA NA

26,040,000 NA 9,766,DOO NA 6,510,000 NA 6,510,000 NA 6,510,000 NA 6,510,000 NA 6,510,000 NA

?/!~.QiOOO NA 6,51D,000 NA

1731,843,767 NA 83,806,000 NA

1 675,849,000 NA 229,955,000 NA 140,000,000 NA 509,221,000 NA 34,567POO NA

214,741,000 NA NA NA NA NA

19,484,000 NA 19,483,000 NA 21,648,000 NA 19,483,000 NA

136,382,000 NA 173,185,000 NA 30,307,000 NA 17,319,000 NA 28,142,000 NA 10,000,000 NA

4,330,000 NA 6,494,000 NA 4,330,000 NA 4,329,000 NA 6,495,000 NA 4,329,000 NA

23,813,767 NA 2,370,200 NA 4,383,000 NA 1,000,000 NA 2,032,685 NA

22,932,600 NA 14,940,000 NA

7,500,000 NA 45,860,700 NA 49,255,300 NA

A3 A+ NR NR NA Ba2 BBB NA Baa1 A NA Baa2 A- NA Baa3 NA NA NA Aaa NA A2 NA Ba3 NA NA NA NA NR NA Aa1 AA+ NA Aa2 AA+ NA Aa3 AA NA A1 AA NA A2 A+ NA A3 A NA Baa1 A NA Baa2 BBB+ NA Baa3 BBB NA Aaa AM NA Aaa AM NA Aaa AAA NA Aaa AAA NA Aaa AAA NA

Aaa AM NA Aaa AM NA Aaa AAA NA NA NA NA NR NA NA NR NA NA NR NA NA A3 A- NA Baa1 BBB+ NA Baa2 BBB NA Baa3 BBB- NA Aaa AM NA Aaa AAA NA Aa2 AA NA Aa3 AA- NA A2 A NA (P)Baa3 BBB- NA Ba1 BB+ NA

BB NA BB- NA B+ NA B NA B- NA NR NA

Aa1/'- AM NA Aa1/'- AM NA Aa1/'- AM NA Aa1/,- AM NA Aaa AAA NA Aaa NA Aaa NA Aaa NA Aaa NA

C NR C C C C

NA Caa1/"-Cal"Cal"NA

C C Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa NA NR NR NR Ba2 B1 B3 Caa1 A1 Aaa A3 Baa1 Baa3 Baa3/'Caa2 Caa2 Caa2 Caa3 Caa3 Caa3 NR Caf"Caf"Cal"Cal"Caa2f"Caa2/"Caa2/"Caa2/"Caa2/"-

o 29-Jun-06 NR 29-Jun-06 o 29-Jun-06 o 29-Jun-06 o 29-Jun-06 o 29-Jun-06 NR 29-Jun-06 CCC 29-Jun-06 CCC 29-Jun-06 CCC 29-Jun-06 NR 29-Jun-06

29-Jun-06 29-Jun-06 29-Jun-06 29-Jun-06 29-Jun-06 29-Jun-06 29-Jun-06 29-Jun-06

o 29-Jun-06 o 29-Jun-06 AM 29-Jun-06 AM 29-Jun-06 AAA 29-Jun-06 AAA 29-Jun-06 AAA 29-Jun-06 AM 29-Jun-06 AM 29-Jun-06 AAA 29-Jun-06 NA 29-Jun-06 NA 29-Jun-06 NA 29-Jun-06 NA 29-Jun-06 B+ 29-Jun-06 B 29-Jun-06 B- 29-Jun-06 CCC+ 29-Jun-06 BBB+ 29-Jun-06 AA- 29-Jun-06 BBB- 29-Jun-06 BB+ 29-Jun-06 BB- 29-Jun-06 BBB- 29-Jun-06 CCC- 29-Jun-06 CCC- 29-Jun-06 CCC- 29-Jun-06 CCC- 29-Jun-06 o 29-Jun-06 o 29-Jun-06 NR 29-Jun-06 CCC 29-Jun-06 CCC 29-Jun-06 CCC 29-Jun-06 CCC 29-Jun-06 CCC 29-Jun-06 CCC 29-Jun-06 CCC 29-Jun-06 CCC 29-Jun-06 CCC 29-Jun-06


Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A


Type

GS FCIC 000000106


9~.iginal .~.~~!~9 .ql:l.~~~.~t Ra~!~9


IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IWMALT 20Cl3-5 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 [AHMAT 2006-2

WAL06oo5 WAL06005 WAL06005 WAL06005 WAL06oo5 WAL06oo5 WAL06oo5 WAL06005 WAL06005 WAL06005 WAL06oo5 WAL06005 WAL06005 WAL06005 WAL06005 WAL06oo5 WAL06005 WAL06005 WAL06005 WAL06005 WAL06oo5 WAL06005 WAL06005 WAL06005 WAL06005 WAL06oo5 WAL06005 WAL06005 WAL06005 WAL06oo5 WAL06oo5 WAL06005 WAL06005 WAL06005 WAL06005 WAL06oo5 WAL06005 WAL06005 WAL06005 WAL06oo5 WAL06oo5 WAL06005 WAL06005 WAL06oo5 WAL06oo5 WAL06oo5 WAL06005 AHM06002 AHM06002 AHM06002 AHM06002 AHM06002 AHM06002 AHM06002 AHM06002 AHM06002 AHM06002 AHM06002 AHM06002

2GBP 3A6 3A7 1A11 1A7 1A9 1A4 2GB4 1A1 2GB2 3A1B 3A1A 3A2 3A3 3A4A 3A4B 3A5 1A3 1A5 1A6 2GB1 2GB3 2CB5 2GB9 R GP GX 384 3B1 3B2 3B3 3M1 3M2

LB4 LB5 LB6 385

IA3 IIIA5 IIA1A IIA1B IIA1e

93934NBD6 93935BAH3 93935BAJ9 93934NAL9 93934NAGO 93934NAJ4 93934NAD7 93934NAT2 93934NAA3 93934NAR6 93935BAB6 93935BM8 93935BAC4 93935BAD2 93935BAEO 93935BAF7 93935BAG5 93934NAG9 93934NAE5 93934NAF2 93934NAQ8 93934NAS4 93934NAU9 93934NAY1 93934NBM6 93934NBG8 93934NBBo 93935BAV2 93935BAR1 93935BAS9 93935BATl 93935BAK6 93935BAL4 93935BAM2 93935BANo 93935BAP5 93935BAQ3 93935BAX8 93934NBP9 93934NBQ7 93934NBR5 93935BAWO 93934NBE4 93934NBF1 93934NBG9 o2660YAN2 02660YAK8 02660YAL6 02660YAM4 o2660YAXo o2660YAP7 02660YAQ5 02660YAR3 02660YAS1 o2660YAT9 o2660YAB8 02660YMO

SEN_SPRJIX SEN_SPRJIX SEN_PO SEN_NASJIX_eAP SEN_NASJIXJAP SEN_NASJIX SEN_NASJIX SEN_NASJIX SEN INV 10 SEN_INVJO SENJLT SENJLT SENJLT SENJIX_GAP SENJIX_GAP SENJlx_eAP SENJIX_GAP SENJIX_GAP SENJIX_GAP SENJIX SENJIX SENJIX SENJIX SENJIX SENJIX SENJIX SENJIX SEN GPT XRS PO SEN_GPT_NTUO_WAG_IO MEZJIX_GAP _NO MEZJlx_eAP MEZJIX_CAP MEZJIX_CAP MEZJIX_GAP MEZJIX_GAP MEZJIX_eAP MEZJIX_GAP MEZ FIX CAP MEZJIX_GAP JUN_Oe_NO JUNJIX_NO JUNJIX_NO JUN FIX NO JUNJIXJAP_NO JUNJIX JUNJIX JUNJIX SEN SUP FLT SEN_SPRJLT SEN_SPRJLT SEN_SPRJLT SEN_NASJIX_eAP SEN FLT SENJLT SENJLT SENJLT SENJLT SENJLT SENJLT



22,700,000 NA 44,164,709 NA

1,140,000 NA 59,693,842 NA

1,492,347 NA 14,500,000 NA 12,500,000 NA

7,500,000 NA 110,000,000 NA 66,846,000 NA

110,000,000 NA 66,846,000 NA 79,561,211 NA

180,4DO,DOO NA 55,886,044 NA 94,709,638 NA 48,960,136 NA 30,000,000 NA 52,624,040 NA

?~A?~i600 NA 17,960,000 NA 11,740,000 NA

144,190,000 NA 44,564,000 NA

7,536,000 NA 6,144,000 NA

100 NA 2,5,57A65 NA

30,256,748 NA 2,295,267 NA 3,278,952 NA 3,278,952 NA 3,278,952 NA 8,525,276 NA 7,541,591 NA 3,278,952 NA 3,278,952 NA 3,278,952 NA 3,278,952 NA 7,869,490 NA 4,682,000 NA 3,512,000 NA 2,734,976 NA 3,278,952 NA

19,514,000 NA 8,585,000 NA 4,682,000 NA


181,085,000 NA 57,910,000 NA

Aaa Aaa AaaJ"AaaJ*AaaJ*Aaa/""

Aaa/"AaaJ*Aaa AaaJ*Aaa/"AaaJ*-Aaa Aaa AaaJ*Aaa/""

AaaJ*AaaJ*AaaJ*AaaJ*Aaa/""

AaaJ*AaaJ*AaaJ*AaaJ*Aaa/""

Aaa AaaJ*Aaa Ba1 A3 Baa1 Baa2 Aa1f*Aa2J*Aa3/'A1 A2 A2 NR NR NR NR Ba2

Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa AaaJ*-

SP Fitch MOOdy

AAA NA AAA NA AAA NA AM NA AM NA

NA NA NA NA NA NA

AAA NA AAA NA AM NA AAA NA AAA NA AAA NA AAA NA AM NA

NA NA NA NA NA NA

AAA NA AAA NA AAA NA AM NA BB+ NA 888+ NA BBB NA BBB- NA AA+ NA AA NA

NA NA NA NA NA NA NA NA

BB NA AA NA A NA BBB NA AM NA AM NA AAA NA AAA NA AAA NA AAA NA AAA NA AAA NA

NA NA NA NA

Caa2f"Caa2/"Caa2/*Caa2/*Caa2/*Caa2f"

Caa2f"Caa2/*Caa2/*Caa2/*Caa2f"Caa2/"Ba2 Ba2 Caa2/*Caa3f"

Caa3/"Caa3/*Caa3/*Caa2/*Caa2f"Caa2/"Caa2/*Caa2/*Caa2/*Caa2f"

WR Caa2/*Caa2/*e e e e e e e e e e NR NR NR NR e NR NR NR Cal*-83/'Caa2f"

Caa3f"Caa3/*WR Baa3/*Ba2f'Caa3/"Caa1/*ea ea

eee 29-Jun-06 eGG 29-Jun-06 eGG 29-Jun-06 eGG 29-Jun-06 eGG 29-Jun-06 eee 29-Jun-06 eee 29-Jun-06 eGG 29-Jun-06 eGG 29-Jun-06 eGG 29-Jun-06 eee 29-Jun-06 eGG 29-Jun-06 NR 29-Jun-06 NR 29-Jun-06 eGG 29-Jun-06 eee 29-Jun-06 eGG 29-Jun-06 eGG 29-Jun-06 eGG 29-Jun-06 eGG 29-Jun-06 eee 29-Jun-06 eGG 29-Jun-06 eGG 29-Jun-06 eGG 29-Jun-06 eGG 29-Jun-06 eee 29-Jun-06 NR 29-Jun-06 eGG 29-Jun-06 eGG 29-Jun-06 o 29-Jun-06 o 29-Jun-06 o 29-Jun-06 o 29-Jun-06 o 29-Jun-06 o 29-Jun-06 o 29-Jun-06 o 29-Jun-06 o 29-Jun-06 o 29-Jun-06 NR 29-Jun-06 o 29-Jun-06 o 29-Jun-06 NR 29-Jun-06 o 29-Jun-06 o 29-Jun-06 o 29-Jun-06 o 29-Jun-06 AM/,- 30-Jun-06 AMr- 30-Jun-06 AAAJ*- 30-Jun-06 AAA/'- 30-Jun-06 AAA/'- 30-Jun-06 NR 30-Jun-06 AMr- 30-Jun-06 AAAJ*- 30-Jun-06 AAA/'- 30-Jun-06 AAA/'- 30-Jun-06 B 30-Jun-06 CC 30-Jun-06




Type

GS FCIC 000000107


9~.iginal .~.~~!~9

Bloomberg Deal Name

IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 IAHMAT 2006-2 I GSM 2006-11 I GSM 2006-11 I GSM 2006-11 I GSM 2006-11 I GSM 2006-11 I GSM 2006-11 I GSM 2006-11 I GSM 2006-11 I GSM 2006-11 I GSM 2006-11 I GSM 2006-11 I GSM 2006-11 I GSM 2006-11 I GSM 2006-11 I GSM 2006-11 I GSM 2006-11 I GSM 2006-11 I GSR 2006-6F I GSR 2006-6F I GSR 2006-6F I GSR 2006-6F I GSR 2006-6F I GSR 2006-6F I GSR 2006-6F I GSR 2006-6F I GSR 2006-6F I GSR 2006-6F I GSR 2006-6F I GSR 2006-6F I GSR 2006-6F

~Intex Deal

AHM06002 AHM06002 AHM06002 AHM06002 AHM06002 AHM06002 AHM06002 AHM06002 AHM06002 AHM06002 AHM06002 AHM06002 AHM06002 AHM06002 AHM06002 AHM06002 AHM06002 AHM06002 AHM06002 AHM06002 AHM06002 AHM06002 AHM06002 AHM06002 AHM06002 AHM06002 AHM06002 AHM06002 AHM06002 GSAA0611 GSAA0611 GSAA0611 GSAA0611 GSAA0611 GSAA0611 GSAA0611 GSAA0611 GSAA0611 GSAA0611 GSAA0611 GSAA0611 GSAA0611 GSAA0611 GSAA0611 GSAA0611 GSAA0611 GSR0606F GSR0606F GSR0606F GSR0606F GSR0606F GSR0606F GSR0606F GSR0606F GSR0606F GSR0606F GSR0606F GSR0606F GSR0606F

11IA4 IIM4 IIM1

IM5 IVM1 IVM2 IVM3 IVM4 IVM5 IVM6 111M3 IIIM4 IIiMS IIIM1 111M2 IVM7 TRANSFEROR TRUST_CERT IIM5 IM6 IIIM6 R

2A3A 2A3B B1 B2 M1

M5 X

2A4 3A4 3A3 4A2 3A5

02660YAW2 02660YBK7 o2660YBE1 02660YBF8 02660YBG6 02660YAY8 02660YAZ5 o2660YBA9 02660YBB7 02660YBC5 02660YAC6 02660YAD4 o2660YAE2 02660YAF9 02660YAG7 02660YAH5 02660YBM3 o2660YBN1 02660YBP6 02660YBH4 02660YBJO 02660YAJ1 AHMQKJ5GO AHM95T JLO 02660YBL5 02660YBD3 02660YBQ4 362367AN4 362367AP9 362367AQ7 362367AA2 362367ABO 362367AC8 362367AD6 362367AE4 362367AL8 362367AM6 362367AF1 362367AG9 362367AH7 362367AJ3 362367AKO 36298HAB3 36298HAA5 36298BAF7 36298BAP5 36298BAQ3 3629SBAH3 36298BAG5 36298BAL4 36298BAK6 36298BANO 3629SBAM2 36298BAJ9 36298BAB6 36298BAC4 36298BM8

SENJIX_CAP SENJIX_CAP SENJIX_CAP MEZJLT_NO MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJIX_GAP _NO MEZJIX_GAP _NO MEZJIX_GAP _NO MEZJIX_GAP MEZJIX_GAP JUN_PO_NO JUN_PO_NO JUN_OC_NO JUNJLT_NO JUN FLT JUNJIX_GAP_NO SEN_PO SEN_PO SEN_PO SENJLT SENJLT SENJLT SENJLT SENJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT JUN_OG_NO JUNJLT_NO SEN_ZJIX SEN XRS PO SEN_WAG_IO SEN_SUP_NASJIX SEN_SPR_NASJIX SEN_PO SEN INV 10 SEN_INV_IO SEN_INV SENJLT SENJLT SENJIX SENJIX



43,354,000 NA 12,745,000 NA 20,324,000 NA

674,000 NA 3,235,000 NA 2,292,000 NA

741,000 NA 7,098,000 NA 5,194,000 NA 2,251,000 NA 1,904,000 NA 2,077,000 NA

19,030,000 NA 14,3D3,DOO NA

8,121,000 NA 3,394,000 NA 2,667,000 NA 4,970,000 NA

919,000 NA 1,378,000 NA 1,287,000 NA 4,595,000 NA 2,206,000 NA 8,846,000 NA

NA 276,822 NA

1,753,000 NA V31POO NA 1,562,000 NA

100 NA 100 NA 100 NA

242,367,000 NA 707,406,000 NA 221,428,000 NA 240,727,000 NA

26,748,000 NA 7,719,000 NA 7,719,000 NA

27,013,000 NA 13,118,000 NA

7,719,000 NA 7,719,000 NA 7,719,000 NA

10,034,469 NA 16,208,000 NA 44,722,000 AAA

18,851 AAA 29,560 AAA

2,470,000 AAA 34,461,000 AAA 14,797,500 AAA

192,367,500 AAA 23,322,000 AAA 14,797,500 AAA

192,367,500 AAA 23,322,000 AAA 11,875,000 AAA

207,165,000 AAA

MOOdy SP

Aaa AAA Aaa AAA Aaa AAA NR A+ Aa2 AA+ A2 Baa1 Aa2 NR NR NR NR A Aa2 AA A2 A Baa1 BBB+ Baa2 BBB Baa3/'- BBB NR BBB-A2 A+ Baa1 Baa3 Aa2J*A2 NR NA NA NA NR BBB NR BBB NR BBB-NR AAA NR AM NR AAA Aaa AAA Aaa AAA Aaa AAA Aaa AAA Aaa AAA A3 BBB Baa1 BBB-Aa1 AA+ Aa2 Aa31'-A1 A2 A-

NR BB NA NA NA NA

AaaJ'- NA AaaJ'- NA AaaJ'- NA AaaJ'- NA AaaJ*- NA AaaJ*-AaaJ*-AaaJ*-AaaJ*-

Fitch

NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA GG GG GG CC CCC GG GG GG CC GG GG GG GG

.ql:l.~~~.~t Ra~!~9


Caa31*Caa31*Caa31*NR G C C G NR NR NR NR G G WR WR WR NR G C C C G NR NA NA NR NR NR NR NR NR Caa21*B1/'Caa21*Caa21*C G G C C G G G NR C B31'B31'Ba2/"Caa31*Ba2/"B31'B31'B31'B31'B31'B31'B31'B3/'-

AAAf*- 30-Jun-06 AAA/'- 30-Jun-06 AAA/'- 3D-Jun-06 BB+I*- 30-Jun-06 AA+I*- 30-Jun-06 AAf*- 30-Jun-06 BBB/,- 3D-Jun-06 AA+I*- 30-Jun-06 AAf*- 30-Jun-06 AA-/,- 30-Jun-06 A+I*- 30-Jun-06 A/'- 30-Jun-06 o 3D-Jun-06 o 30-Jun-06 o 30-Jun-06 o 30-Jun-06 o 30-Jun-06 NR 3D-Jun-06 A+I*- 30-Jun-06 A-f*- 30-Jun-06 o 30-Jun-06 AN"- 30-Jun-06 A+I*- 30-Jun-06 NR 30-Jun-06 NA 30-Jun-06 NA 30-Jun-06 o 30-Jun-06 BBB/,- 3D-Jun-06 o 30-Jun-06 NR 30-Jun-06 NR 30-Jun-06 NR 3D-Jun-06 GGG 3D-Jun-06 GGG 3D-Jun-06 GGG 30-Jun-06 CGG 3D-Jun-06 CGG 30-Jun-06 D 3D-Jun-06 o 30-Jun-06 CC 30-Jun-06 o 30-Jun-06 o 3D-Jun-06 D 3D-Jun-06 o 30-Jun-06 NR 30-Jun-06 o 3D-Jun-06 NA 3D-Jun-06 NA 30-Jun-06 NA 30-Jun-06 NA 30-Jun-06 NA 3D-Jun-06 NA 3D-Jun-06 NA 3D-Jun-06 NA 30-Jun-06 NA 30-Jun-06 NA 30-Jun-06 NA 3D-Jun-06 NA 30-Jun-06 NA 30-Jun-06


Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A


Type

GS FCIC 000000108


9~.iginal .~.~~!~9


I GSR 2006-6F I GSR 2006-6F IGSR2006-6F I GSR 2006-6F I GSR 2006-6F I GSR 2006-6F I GSR 2006-6F I GSR 2006-6F I GSR 2006-6F IGSR200Ii:iiF' IGSR200Ii:iiF' jGCCFC.2006,GG7 jGCCFC.2006,GG7 jGCCFC.2006,GG7 I GCCFC 2006-GGl I GCCFC 2006-GGl I GCCFC 2006-GG7 IGCCFC 200613137 IGCCFC 2006:13137 I GCCFC 2006.-.G.Gl I GCCFC 2006.-.G.Gl I GCCFC 2006-GG7 I GCCFC 2006-GG7 I GCCFC 2006-GG7 I GCCFC 2006-GGl I GCCFC 2006-GGl I GCCFC 2006-GG7 jGCCFC.2006,GG7 I GCCFC 2006-GG7 I GCCFC 2006-GGl I GCCFC 2006-GGl IGCCFC 200613137 I GCCFC 2006-GG7 IGCCFC 2006:13137 IGCCFC 2006:13137 I GCCFC .2006-.G.87 I GCCFC .2006.8.G7 I GCCFC 2006-GG7 I GCCFC 2006.-.8.G7 I GCCFC 2006-GGl I GSAMP 2006-S03 I GSAMP2006SD3 I GSAMP2006SD3 I GSAMP 2006-SD3 IGSAMP 2006,S03 I GSAMP 2006-SD3 I GSAMP 2006-SD3 I GSAMP 2006-SD3 I GSAMP 2006-SD3 IGSAMP 2006:803 I GSAMP 2006-SD3 IGSAMN2006,NC2 N1 IGSAMN2006,NC2 N1 I GSAMN 2006-NC2 N1 I GSAMN 2006-NC2 N1 IGSAMP 2006-HE3-N IGSAMP 2006-HE3-N IGsAMP2006:HE3-N [GSAMP2006:HE3-N

GSR0606F GSR0606F GSR0606F GSR0606F GSR0606F GSR0606F GSR0606F GSR0606F GSR0606F GSR0606F GSR0606F GCC06GG7 GCC06GG7 GCC06GG7 GCC06GG7 GCC06GG7 GCC06GG7 GCC06GG7 GCC06GG7 GCC06GGl GCC06GGl GCC06GG7 GCC06GG7 GCC06GG7 GCC06GG7 GCC06GG7 GCC06GG7 GCC06GG7 GCC06GG7 GCC06GGl GCC06GG7 GCC06GG7 GCC06GG7 GCC06GG7 GCC06GGl GCC06GG7 GCC06GG7 GCC06GG7 GCC06GG7 GCC06GGl GSA06S03 GSA06SD3 GSA06SD3 GSA06SD3 GSA06SD3 GSA06SD3 GSA06SD3 GSA06SD3 GSA06SD3 GSA06SD3 GSA06SD3 GSN06NC2 GSN06NC2 GSN06NC2 GSN06NC2 GSN06HE3 GSN06HE3 GSN06HE3 GSN06HE3

B1 B2 B3

x

AM

A1 A2 RI RII V RESIDUAL G H

J K B C D

E

M N o P Q

S A C R RC B1

X

B4 N1 N2 OS N3 N1 N2 N3 OS

36298BAS9 36298BATl 36298BAU4 36298BAV2 36298BAWO 36298BAX8 36298BAR1 36298BAZ3 36298BAY6 20173MBA7 20173MAC4 20173MAEO 20173MAH3 20173MAG5 20173MAD2 20173MAF7 20173MAA8 20173MAB6 20173MBD1 20173MBE9 20173MBC3 GCC118530 20173MAP5 20173MAQ3 20173MAR1 20173MAS9 20173MAJ9 20173MAK6 20173MAL4 20173MAM2 20173MANO 20173MATl 20173MAU4 20173MAV2 20173MAWO 20173MAX8 20173MAY6 20173MAZ3 36244RAAS 36244RAM2 36244RAK6 36244RAL4 36244RAD2 36244RAB6 36244RAC4 36244RAEO 36244RAF7 36244RAH3 36244RAG5 36298KM8 36298KAB6 36298L 108 36298KAC4 36298TAA9 36298TAB7 36298TAC5 36298T101

SEN_AD_PACJO SEN_AD_PACJIX JUN_WAC JUN_WAC JUN_WAC JUN_WAC JUN_WAC JUN_WAC JUN WAC JUN_RES JUN_RES SEN_WACJO_NO SEN_WAC SEN_WAC SEN_WAC SEN_WAC SEN_TAC_WAC SEN_MF_WAC SENJIX_CAP SENJIXJAP NPR_NPR_NO NPR_NPR_NO NPR_NPR_NO NPR_NPR_ MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC_NO MEZ WAC NO MEZ_WAC MEZ_WAC MEZ_WAC MEZ_WAC MEZ_WAC JUNJIX_CAP_NO JUNJIX_CAP_NO JUNJIX_CAP _NO JUNJIX_CAP _NO JUN FIX CAP NO JUNJIX_CAP_NO JUNJIX_CAP_NO SENJLT NPR_NPR_NO NPR NPR NPR_NPR MEZJLT MEZJLT MEZJLT MEZ FIX CAP MEZJIX_CAP JUN_OC JUNJIX_CAP SENJIX_NIM]P MEZ FIX NIM PP JUN_RES_NO JUNJIX_NIM_PP SENJIX_NIM_PP SENJIX_NIM_PP SENJIX_NIM_PP JUN_RES_NO



7,725,000 AM 103,000,000 AM

5,755,000 AA 2,656,000 A 1,549,000 BBB

885,000 BB 664,000 B 888,331 NR

3,321,000 AA+ 442,752,182 NA 442,752,182 NA

3.611,656,138 NA 101,915,000 NA

1845,339,DOO NA 261,845,000 NA 361,165,000 NA 125,000,000 NA 95,123,000 NA

100,000,000 NA 260,782,000 NA

NA NA NA NA

31,602,000 NA 45,145,000 NA 40,632,000 NA 36J16PQO NA 27,088,000 NA 54,175,000 NA 27,087,000 NA 22,573,000 NA 45,146,000 NA 13,544,000 NA 18,058,000 NA 18,058,000 NA

4,515,000 NA 13,544,000 NA

9,029,000 NA 54,175,138 NA

121,424,000 NA NA NA NA

6,905,000 NA 18,564,000 NA 11,120,000 NA

3,139,000 NA 3,677,000 NA

11,569,099 NA 2,959,000 NA

20,850,000 NA 4,250,000 NA

1,000 NA 4,791,000 NA

41,383,000 NA 12,297,000 NA

9,339,000 NA 1,000 NA

Aaa/"AaaJ*NR NR NR NR NR NR NR NR NR (P)Aaa (P)Aaa (P)Aaa (P)Aaa (P)Aaa (P)Aaa Aaa (P)Aaa (P)Aaa NR NR NR NA (P)A3 (P)Baa1 (P)Baa2 (P)Baa3 (P)Aa1 (P)Aa2 (P)Aa3 (P)A1 (P)A2 (P)Ba1 (P)Ba2 (P)Ba3 (P)B1 (P)B2 (P)B3 NR Aaa NR NR NR Baa1 Aa2 A2 Baa2 Baa3 NR Ba1 NA NA NA NA NA NA NA NA

NA CC NA C NA C NA C

D D NR CC NA NA

AM NA AM NA AM NA AM NA AAA NA AM NA AM NA AM NA AM NA NA NA NA NA NA NA NA NA A- NA 888+ NA BBB NA BBB- NA AA+ NA AA NA AA- NA A+ NA A NA BB+ NA BB NA BB- NA B+ NA B NA B- NA NR NA

NA NA NA

NR NA A- NA AA NA A NA BBB+ NA BBB- NA NR NA BBB- NA A NA BBB- NA NA NA BB NA A NA BBB- NA BB NA NA NA

.ql:l.~~~.~t Ra~!~9


B1/,B1/,NR NR NR NR NR NR NR NR NR Aaa Aaa Aaa A2/,Aaaf"

Aaa Aaa Aaa Aaa NR NR NR NA Ba2f'Ba3/'B2/,-83/'A3/'Baa1/*Ba82/"Baa3/'Ba1/'Caa2/*Caa2/*C C C C NR Caa2 NR NR NR C C C C C NR WR NA NA NA NA NA NA NA NA

NA NA NA NA NA NA NA NA NA NA NA AM AM A+ B~

BBB AM A+ AAA AAA NA NA NA NA B B-BCCC+ BB BBB+ B+ B CCC CCCD D D D NR B NA NR NR o CC D D D NR D CC CC NA CC CC CC CC NA

30-Jun-06 30-Jun-06 30-Jun-06 30-Jun-06 30-Jun-06 30-Jun-06

30-Jun-06 30-Jun-06 30-Jun-06 30-Jun-06 30-Jun-06 12-Jul-06 12-Jul-06 12-Jul-06 12-Jul-06 12-Jul-06

12-Jul-06 12-Jul-06 12-Jul-06 12-Jul-06 12-Jul-06 12-Jul-06 12-Jul-06 12-Jul-06 12-Jul-06 12-Jul-06

12-Jul-06 12-Jul-06 12-Jul-06 12-Jul-06 12-Jul-06 12-Jul-06 12-Jul-06 12-Jul-06 12-Jul-06 12-Jul-06 12-Jul-06 12-Jul-06 12-Jul-06 12-Jul-06 18-Jul-06 18-Jul-06 18-Jul-06 18-Jul-06 18-Jul-06 18-Jul-06 18-Jul-06 18-Jul-06 18-Jul-06 18-Jul-06

18-Jul-06 20-Jul-06 20-Jul-06 20-Jul-06 20-Jul-06 24-Jul-06 24-Jul-06 24-Jul-06 24-Jul-06


Public I 144A Public /144A Public /144A Public I 144A Public I 144A Public I 144A Public I 144A Public /144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A

Resl Resi Resi Resi Resi Resl Resl Resi Resi Resi Resl CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi

Type

GS FCIC 000000109


Bloomberg Deal Name

I GSAMP 2oo6-RESI 01 I GSMS 2006-RR2 IGSMS 2006RR2 I GSMS 2006-RR2 I GSMS 2006-RR2 I GSMS 2006-RR2 I GSMS 2006-RR2 I GSMS 2006-RR2 I GSMS 2006-RR2 I GSMSioOS:RR2 I GSMSioOS:RR2 jGSM.S.2006-R.R.2 jGSMS.2006RR2 jGSM.S 2006-RR2 I GSMS 2006-RR2 I GSMS 2006-RR2 I GSMS 2006-RR2 IGSMS 2006RR2 IGSMS 2006-RR2 I GSMS 2006.-.RR2 I GSMS 2006.-.RR2 IVVESTC 20oo-1A IVVESTC 20oo-1A I VVESTC 2000-1 A I VVESTC 2000-1 A IVVESTC 20oo-1A IVVESTC 20oo-1A jvvESTC 2000JA I VVESTC 2000-1 A IVVESTC 20oo-1A IRAST 2006-A10 IFiAST2oo6A10 I RAST 2006-A 10 IFiAST2oo6-A10 IFiAST2006-A10 IRAST2006,A10 IRAST2006,A10 I RAST 2006-A 10 IRAST2006,A10 IRAST 2006-A10 IRAST 2006-A10 IRAS'iiooSAio IRAS'iiooSAili IRAST 2006-A10 I.RAST 2006-A.1.0 I RAST 2006-A 10 IGSM 2006-12 IGSM 2006-12 IGSM 2006-12 IGSAAi006-ii IGSM 2006-12 I GSA.A.2006, 1.2. I GSA.A. 2006,1} IGSM 2006-12 IGSM 2006-12 IGSM 2006-12 IGSM 2006-12 I GSliA 2006:12 I GSliA 2006:12

~Intex Deal

GSN06RS1 gsm206r2 gsm206r2 gsm206r2 gsm206r2 gsm206r2 gsm206r2 gsm206r2 qsm206r2 gsm206r2 gsm206r2

gsrn?Q.qq gsrn?Q.qq gsrn?Q.qq gsm206r2 gsm206r2 gsm206r2 gsm206r2 gsm206r2

g.~!i.1.:?Q~r2 g.~!i.1.:?Q~r2 WCOAST1 WGOAST1 WGOAST1 WGOAST1 WCOAST1 WCOAST1 WGOAST1 WGOAST1 WGOAST1 RAS06A10 RAS06A10 RAS06A10 RAS06A10 RAS06A10 RAS06A10 RAS06A10 RAS06A10 RAS06A10 RAS06A10 RAS06A10 RAS06A10 RAS06A10 RAS06A10 RAS06A10 RAS06A10 GSAA0612 GSAA0612 GSAA0612 GSAA0612 GSAA0612 GSAA0612 GSAA0612 GSAA0612 GSAA0612 GSAA0612 GSAA0612 GSAA0612 GSAA0612

A2 R RESIDUAL

G H J

M N o

A3 B G o E

B1

R

A1 A2A A2B A3A A3E B1

36298JAC7 36298JBN2 GSMOZ5FSO 36298JAW3 36298JAE3 36298JAG8 36298JAJ2 36298JAL7 36298JAN3 36298JAQ6 36298JAS2 36298JAU7 36298JAY9 36298JBAO 36298JBC6 36298JBE2 36298JBG7 36298JBJ1 36298JBL6 952186M2 952186ABO 952186AH7 952186AC8 952186A06 952186AE4 952186AF1 952184AA7 952184AB5 76113LAHO 76113LAJ6 76113LM5 76113LAG2 76113LAB3 76113LAC1 76113LA09 76113LAE7 76113LAF4 76113LAK3 76113LAQO 76113LAR8 76113LAS6 76113LAL 1 76113LAM9 76113LAN7 362381AM7 362381AN5 362381APO 362381AA3 362381AS4 362381AT2 362381AG9 362381A07 362381AJ4 362381AE5 362381AF2 362381 AGO 362381AH8

SEN_WAC NPR_NPR_NO NPR_NPR_ MEl_WAC_NO MEl_WAC MEl_WAC MEl WAC MEl_WAC MEl_WAC MEl_WAC MEl_WAC MEl_WAC JUN_WAG_NO JUN_WAC_NO JUN_WAC_NO JUN_WAG_NO JUN_WAG_NO JUN_WAG_NO JUN_WAC_NO SENJLT SENJLT SENJLT SENJLT SENJLT MElJLT MEl FLT MElJLT JUN_SUB SEN_XRS_PO SEN_WAC_IO SEN_SPRJLT SEN_NASJIX SEN_INV_IO SENJIX SENJIX SEN FIX SENJIX SENJIX JUNJIX_NO JUNJIX_NO JUN FIX NO JUNJIX JUNJIX JUNJIX SEN_PO SEN PO SEN_PO SENJLT SENJLT SENJLT SEN FLT SENJLT MElJLT MElJLT MElJLT MElJLT MElJLT



95,435,625 NA 501,130,000 NA 107,935,000 NA

NA NA

7,709,000 NA 31,802,000 NA 14,455,000 NA 11,564,000 NA 11,564,000 NA

8,673,000 NA 8,673,000 NA

13,491 ,000 NA 9,637,DOO NA 7,709,000 NA 7,709,000 NA 7,709,000 NA 7,709,000 NA 4,818,000 NA

963,000 NA 7,720,610 NA

1 187,950,000 NA 1 187,950,000 NA

100,000 NA 81,000,000 NA 81,000,000 NA 54,000,000 NA 60X50POO NA 33,750,000 NA 13,500,000 NA

1,737,551 AM 14,932,452 AM 50,000,000 AAA 23,690,000 AM 50,000,000 AAA

5,557,000 AAA 23,81D,000 AAA

122,333,000 AAA 11,527,000 AAA

100 AM 1,768,000 BB 1,389,000 NA

884,074 NA 5,303,000 AA 2,904,000 A 1,642,000 BBB

100 NA 100 NA 100 NA

567,989,000 NA 165,021,000 NA 18,336,000 NA

195,407,000 NA 21,712,000 NA 10,352,000 NA 13,975,000 NA

9,317,000 NA 10,352,000 NA

6,211,000 NA

9~.iginal .~.~~!~9

MOOdy

NA (P)Aaa AM (P)Aaa AM NA NA NA NA (P)Baa3 BBB-(P)Aa1 AA+ (P)Aa2 AA (P)Aa3 AA-(P)A1 A+ (P)A2 A (P)A3 A-Baa1 BBB+ (P)Baa2 BBB (P)Ba1 BB+ (P)Ba2 BB (P)Ba3 BB-(P)B1 B+ (P)B2 B (P)B3 B-NR NR Aaa AAA Aaa AAA Aaa AAA Aaa AAA Aaa AAA Aa2 M A2 A Baa2 BBB NA NA NR AM NR AM NA AM NR AM NA AM NR NR NR NR NR NR NR NR NR AA

A BBB AM AM AM AM

Aaa AAA Aaa AAA Aaa AAA Aaa AAA Baa1 A Aa1 Aa2 A1 A2

NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA C PIF GG G PIF C C G G PIF o NA NA o o o NA NA NA NA NA NA NA NA NA NA NA NA NA

.ql:l.~~~.~t Ra~!~9


NA Aa2 A3 NA NA Caa1 Baa3 Ba1 Ba2 Ba3 Ba3 B1 B2 83 Caa2 Caa2 Caa3 Ca Ca Ca NR Ca Ca Ca C C

C C C NA NR NR NA NR NA NR NR NR NR NR NR NR NR NR NR NR NR NR NR 83/'Caa2f"-Caf"-Caa2f"-Cal*C C C C C

NA 24-Jul-06 A+ 24-Jul-06 BBB- 24-Jul-06 NA 24-Jul-06 NA 24-Jul-06 CCC- 24-Jul-06 BB+ 24-Jul-06 BB 24-Jul-06 8+ 24-Jul-06 B 24-Jul-06 8 24-Jul-06 CCC+ 24-Jul-06 CCC 24-Jul-06 CGG- 24-Jul-06 CGG- 24-Jul-06 CCC- 24-Jul-06 CCC- 24-Jul-06 CGG- 24-Jul-06 CGG- 24-Jul-06 CGG- 24-Jul-06 NR 24-Jul-06 BB+/'- 26-Jul-06 CG 26-Jul-06 CG 26-Jul-06 CG 26-Jul-06 CC 26-Jul-06 CC 26-Jul-06 CG 26-Jul-06 CG 26-Jul-06 NA 26-Jul-06 CCC 27-Jul-06 CCC 27-Jul-06 CGG 27-Jul-06 CGG 27-Jul-06 CGG 27-Jul-06 CCC 27-Jul-06 CCC 27-Jul-06 CGG 27-Jul-06 CGG 27-Jul-06 NR 27-Jul-06 o 27-Jul-06 NR 27-Jul-06 NR 27-Jul-06 o 27-Jul-06 o 27-Jul-06 o 27-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 CCC 28-Jul-06 CCC 28-Jul-06 CCC 28-Jul-06 CGG 28-Jul-06 CGG 28-Jul-06 o 28-Jul-06 CC 28-Jul-06 o 28-Jul-06 o 28-Jul-06 o 28-Jul-06


Public f 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A

Resl CRE CRE GRE GRE CRE CRE GRE GRE GRE CRE CRE CRE GRE GRE CRE CRE GRE GRE GRE CRE COO GOO GOO GOO COO COO GOO GOO GOO Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi

Type

GS FCIC 000000110


Bloomberg Deal Name

IGSM 2006-12 IGSM 2006-12 IGSM 2006-12 IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F IGSR 2006-7F I CBASS 2006-CB6 I CBASS 2006-CB6 I CBASS 2006-CB6 I CBASS 2006-CB6 I CBASS 2006-CB6 I CBASS 2006-CB6 I CBASS 2006-CB6

~Intex Deal

GSAA0612 GSAA0612 GSAA0612 GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F GSR0607F CBS06CB6 CBS06CB6 CBS06CB6 CBS06CB6 CBS06CB6 CBS06CB6 CBS06CB6

B3 AX 4A4

4A3 2A12 3A6 4A7 3A1 4A1 2A7 2A3 3A5 4A12 4A13 4A2 4A14 4A8 2A6 3A2 5A2 2A8 2A2

4A1o 4A11 R RC

B1

M1

AI12

362381AL9 36298NBY9 36298NBB9 36298NAR5 3629SNAX2 36298NCK8 36298NBG8 36298NBD5 3629SNAT1 36298NBA1 36298NAQ7 36298NAW4 36298NBE3 3629SNM2 36298NAYo 36298NAKO 36298NAF1 36298NAV6 3629SNBK9 36298NBL7 36298NAZ7 36298NBM5 36298NBFO 3629SNAJ3 36298NAS3 36298NBX1 36298NAL8 36298NAE4 3629SNAH7 36298NBC7 36298NABO 36298NAN4 36298NAC8 3629SNAD6 36298NAP9 36298NAG9 36298NAM6 3629SNAUS 3629SNBH6 36298NBJ2 36298NCJ1 36298NCH5 36298NCD4 3629SNCE2 36298NCF9 36298NCAO 36298NCB8 3629SNCC6 3629SNBZ6 36298NCG7 14986PM1 14986PAB9 149S6PAC7 14986PAD5 14986PAE3 14986PAU7 CBSW49RXO

JUNJLT SEN_WACJO SEN_SUP _NAS_PACJIX SEN_SUP _NASJIX SEN_SUP _NASJIX SEN_SUP _NASJIX SEN SUP NAS FIX SEN_SUPJIX_PAC SEN_SUPJIX SEN_SPRYACJIX SEN_SPR_NASJIX SEN_SPR_NASJIX SEN_SPR_NASJIX SEN_SPRJLT SEN_SPRJLT SEN_PO SEN_PACJIX SEN_PAeJIX SEN_NASJLT SEN_NASJLT SEN_NASJLT SEN_IO

SEN_INV_IO SEN_INV_IO SEN INV 10 SEN_INV SENJLT SENJLT SENJLT SENJLT SENJIX_Z SENJIX SENJIX SENJIX SEN FIX SENJIX SENJIX SENJIX SENJIX NPR NPR NPR_NPR JUN_WAe_NO JUN_WAC_NO JUN_WAC_NO JUN WAC JUN_WAe JUN_WAC JUN_WAC JUN_RES SEN FLT SENJLT SENJLT SENJLT SENJLT NPR_NPR_NO NPR_NPR_NO



6,212,069 NA 5,177,000 NA 5,177,000 NA

72,268 AAA 498,000 AAA 660,000 AAA

2,990,000 AAA 622,000 AAA 911,000 AAA

2,526,000 AAA 3,117,000 AAA

63,214,000 AAA 9,400,000 AAA

42,711,DOO AAA 13,014,000 AAA 77,984,000 AAA 50,000,000 AAA

7,031,800 AAA 38,660,000 AAA 78,342,000 AAA 13,014,000 AAA 13,014,000 AAA 69,625,000 AAA

2,917,569 AAA 1,001,077 AAA

28,127,200 AAA 77,984,000 AAA 62,686POO AAA

7,031,800 AAA 73,819,000 AAA 28,127,200 AAA 66,238,000 AAA 62,686,000 AAA

8,726,000 AAA 6,620,000 AAA

100,59S,000 AAA 7,993,000 AAA

35,159,000 AAA 16,719,000 AAA 25,S51,000 AAA 46,270,000 AAA

9,430,000 AAA NA NA

1,219,000 BB 914,000 B 919,388 NR

7,319,000 AA 3,659,000 A 1,S29,000 BBB 6,712,000 AM

NA 50,000,000 AAA

311,240,000 AAA 70,S05,000 AAA

138,684,000 AAA 42,131,000 AAA

NA NA

9~.iginal .~.~~!~9

MOOdy

NR Baa3 A-Ba2 BBB-AaaJ'- NR Aa1/'- NR Aa1t"Aa1rAa1rAa1J*Aa1J*Aa1t"-AaaJ'- NR AaaJ'- NR AaaJ'- AM AaaJ'- NR Aaat"- AAA

AaaJ'- AM AaaJ'- NR AaaJ'- NR AaaJ"-Aaat"-AaaJ*-AaaJ*-AaaJ*-AaaJ"-Aaat"- NR

AaaJ'- NR AaaJ'- NR AaaJ'- NR AaaJ*- NR Aaat"- NR AaaJ'- NR AaaJ'- NR AaaJ'- NR AaaJ'- NR Aaal"AaaJ*AaaJ*AaaJ*Aaal"Aaat"AaaJ*NR NR NA

NR NR NR NR NR NR

NR NR NR NA Aaa AAA Aaa AAA Aaal"- AAA Aaa Aaa NR NA

NA NA PIF ee CC CC CC CC ee CC CCC CCC B eec B

CCC CC CC ee cc CC CC eec eec cc B CC ee ee cc CC CC ee ee cc CC CC ee cc cc CC NA NA D D NR C e D

C NA CC PIF CCC CC CC NA NA

.ql:l.~~~.~t Ra~!~9


NR C C B2rCa Ca Ca Ca Ca Ca Ca B1rB2rBa3rB1rBa2/'B2rB3rB3rB3rB1rB1rB3rB1/'B1rB3rBa2/'B3rB3rB3/'B3rB2rB3rB3/'B3rB3rB3rB3rB3/'B3rB3rB3rNR NR NR NR NR NR NR NR NR NR B1r-Aaa Baa21"Ba3rB1rNR NA

NR 28-Jul-06 o 28-Jul-06 o 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 AM 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 B-r- 28-Jul-06 NR 28-Jul-06 8-/"- 28-Jul-06 cee 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NA 28-Jul-06 NA 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NR 28-Jul-06 NA 28-Jul-06 BBB-r- 31-Jul-06 NR 31-Jul-06 AAAJ*- 31-Jul-06 BBB-r- 31-Jul-06 BBB-r- 31-Jul-06 NR 31-Jul-06 NA 31-Jul-06


Public I 144A


Public I 144A Public /144A Public I 144A Public I 144A Public I 144A


Public /144A Public /144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A


Type

GS FCIC 000000111


Bloomberg Deal Name

I CBASS 2006-CB6 I CBASS 2006-CB6 I CBASS 2006-CB6 I CBASS 2006-CB6 I CBASS 2006-CB6 I CBASS 2006-CB6 I CBASS 2006-CB6 I CBASS 2006-CB6 I CBASS 2006-CB6 I CBASS 2006-CB6 I CBASS 2006-CB6 I CBASS 2006-CB6 IWNDM VI II-A IWNDM VI II-A IWNDM VI II-A IWNDM VI II-A IWNDM VI II-A IWNDM VI II-A IWNDM VI II-A IWNDM VI II-A I BACM 2006-3 I BACM 2006-3 I BACM 2006-3 I BACM 2006-3 I BACM 2006-3 I BACM 2006-3 I BACM 2006-3 I BACM 2006-3 I BACM 2006-3 I BACM 2006-3 I BACM 2006-3 I BACM 2006-3 I BACM 2006-3 I BACM 2006-3 I BACM 2006-3 I BACM 2006-3 I BACM 2006-3 I BACM 2006-3 I BACM 2006-3 I BACM 2006-3 I BACM 2006-3 I BACM 2006-3 I BACM 2006-3 I BACM 2006-3 I BACM 2006-3 I ABAC 2006-9A I ABAC 2006-9A I ABAC 2006-9A I ABAC 2006-9A I ABAC 2oo6-9A IABAC 2006-9A I FH L T 2006-B I FH L T 2006-B I FH L T 2006-B I FH L T 2oo6-B I FH L T 2006-B I FH L T 2006-B I FH L T 2006-B I FH L T 2006-B

~Intex Deal

CBS06CB6 CBS06CB6 CBS06CB6 CBS06CB6 CBS06CB6 CBS06CB6 CBS06CB6 CBS06CB6 CBS06CB6 CBS06CB6 Vvindmr8 vvindmr8 Illlindmr8 vllmdmr8

Vvindmr8 Vvindmr8 vvindmr8 IlllindmrB BACM0603 BACM0603 BACM0603 BACM0603 BACM0603 BACM0603 BACM0603 BACM0603 BACM0603 BACM0603 BACM0603 BACM0603 BACM0603 BACM0603 BACM0603 BACM0603 BACM0603 BACM0603 BACM0603 BACM0603 BACM0603 BACM0603 BACM0603 BACM0603 BACM0603 ABAC0609 ABAC0609 ABAC0609 ABAC0609 ABAC0609 ABAC0609 FRHE06B FRHE06B FRHE06B FRHE06B FRHE06B FRHE06B FRHE06B FRHE06B

M3 M4

A1 A2 RESIDUAL B C D

A2 RESIDUAL V D E F

G H

o

A1 A2 B C o FIRST_LOSS

2A3

14986PAG8 14986PAH6 14986PAJ2 14986PAK9 14986PAL7 14986PAM5 14986PAN3 14986PAQ6 149S6PAS2 14986PAR4 973208AC5 973208AA9 97320BAB7 WI NPI6TGO 973208AD3 973208AE1 973208AF8 97320BAG6 0595OOBK3 059500AE8 059500AC2 059500ADO 059500AA6 0595OOAB4 BACGC1UHO 059500BM9 059500AK4 059500AMO 0595OOAP3 059500AR9 059500AT5 059500AG3 059500AF5 059500AH1 059500AJ7 BAC7KP430 059500AVO 0595OOAX6 0595OOAZ1 059500BB3 059500BD9 059500BF4 059500BHO 00257FAA4 00257FAB2 00257FACO 00257GAA2 00257GABO ABAOJFWOO 35729QAA6 35729QAB4 35729QAC2 35729QADO 35729QAE8 35729QAS7 35729QBG2 35729QBHO

MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJIX_CAP _NO JUN_OC_NO JUNJIX_CAP _NO SENJLT_CAP SENJLT SENJLT NPR_NPR_ MEZJLT_CAP MEZJLT_CAP MEZJLT_CAP JUNJLT_CAP SEN_WAC_I.D_NO SEN_MF JIX_CAP SENJIX_CAP SENJIX_CAP SENJIX SENJIX NPR_NPR_ NPR NPR NO MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC MEZ_WAC MEZ_WAC MEZ_WAC JUN NO JUNJIX_CAP_NO JUNJIX_CAP_NO JUNJIX_CAP _NO JUNJIX_CAP _NO JUN FIX CAP NO JUNJIXJAP_NO JUNJIX_CAP_NO MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT JUN_SUB SENJLT SEN FLT SENJLT SENJLT SENJLT SENJLT NPR_NPR_NO NPR_NPR_NO



10,540,000 BBB-25,764,000 AM 30,838,000 AA 12,101,000 AA-12,882,000 A+ 12,101,000 A 10,540,000 A-10,149,000 BBB+

6,636,000 BBB 14,053,000 NR 16,003,364 NA

6,246,000 NR 57,500,000 NA

219,8D8,DOO NA 558,500,000 NA

NA 61,500,000 NA 62,000,000 NA 54,000,000 NA 24,290,000 NA

1~4,746,S08 AAA 219,139,000 AAA 60,000,000 AAA

1 010,683,000 AAA 42,000,000 AAA 43,500,000 AAA

NA NA

31,927,000 A 17,192,000 A-22,1 03,000 BBB+ 17,192,000 BBB 22,1 03,000 BBB-

152,268,000 AAA 196,475,000 AAA 41,751,000 AA 19,647,000 AA-33,960,365 NA

})!~~t;\OOO BB+ 7,368,000 BB 7,367,000 BB-2,456,000 B+ 7,368,000 NR 4,912,000 NR

27,015,808 NR 81,250,000 NA 40,625,000 NA 35,937,500 NA 23,437,500 NA 21,875,000 NA 21,875,000 NA

168,81D,000 AAA 216,724,000 AAA 149,095,000 AAA 184,275,000 AAA 67,939,000 AAA

189,504,000 AAA NA NA

9~.iginal .~.~~!~9

MOOdy

Baa3 Aa1 AA+ Aa2 AA Aa3 AA-A1 A+ A2 A A3 A-Baa1 BBB+ Baa2 BBB Ba1 BB+ NR NR Ba2 BB NA AM Aaa AAA Aaa AAA NA NA NA AA NA A NA BBB NA NA NA NA NA NA NA AM NA NA NA NA NA A NA A-NA 888+ NA BBB NA BBB-NA AAA NA AM NA NA NA NA NA NA NA NA NA B-

NR AAA AM AA+ A+ NA

NA NA Aaa AAA Aaa AAA Aaa AAA Aaa AAA Aaa AaaJ"-NA NA

Fitch

CC C C C

NR NA NA NA NA NA NA NA NA AAA AAA AAA AAA AAA AAA NA NA B B-B-BCCC BBBAAA BB B NA CC C C C NR NR NR NA NA NA NA NA NA C PIF CC C C C NA NA

.ql:l.~~~.~t Ra~!~9


C Caa2/"C C C

WR NA WR Aaa NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA C C C C NA NA

Aaa Baa2/*Caa3f"Caf*-C NA NA

o 31-Jul-06 B-/'- 31-Jul-06 CCC 31-Jul-06 CCC 31-Jul-06 CCC 31-Jul-06

D 31-Jul-06

A 1,-Au9,06 N R 1,-Aug,06 AA 1-Aug-06 NA 1-Aug-06 BBB 1-Aug-06 BB 1-Au9-06 B- 1-Aug-06 CCC 1-Aug-06 AAA 2-Au.g.-.Q~

A+ 2-Aug-06 AAA 2-Au9-06 A+ 2-Aug-06 AAA 2-Aug-06 AAA 2-Aug-06 NA 2-Aug-06 NA 2-Au9,06 CCC+ 2-Aug-06 CCC 2-Aug-06 ccc- 2-Aug-06 D 2-Aug-06 D 2-Au9-06 8+ 2-Aug-06 BBB 2-Aug-06 B 2-Aug-06 B- 2-Aug-06 NA 2-Aug-06 D 2-Aug,-06 o 2-Aug-06 o 2-Aug-06 D 2-Au9-06 D 2-Aug-06 D 2-Aug-06 NR 2-Aug,06 o 3-Aug-06 D 3-Aug-06 D 3-Auo-06 D 3-Aug-06 NA 3-Aug-06 NA 3-Aug-06 CCC 3-Au9-06 NR 3-Aug-06 CCC 3-Aug-06 eee 3-Aug-06 CCC 3-Aug-06 D 3-Aug-06 NR 3-Aug-06 NR 3-Aug-06


Public I 144A


Public I 144A Public /144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A

Resl Resi Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE COO CDO CDO CDO COO COO Resi Resi Resi Resl Resi Resi Resi Resi

Type

GS FCIC 000000112

Securitizations Issued & Underwritten by Goldman Sachs Non-agency residential mortgage-backed securltizations, commercial mortgage-backed securitizations and collateralized debt obligations ~a~~!j:i~:~~~~~h·r?~9~,:P.~~~~:~'······················' " ..................... ,', ...................... ,', ...................... ,', ...................... " ...................... ,', ................. .

Bloomberg Deal Name

I FH L T 2006-B I FH L T 2006-B IFHL T 2006-8 I FH L T 2006-B I FH L T 2006-B I FH L T 2006-B I FH L T 2006-B I FH L T 2006-B I FH L T 2006-B IFHLT2001i:8 I FH LT 2001i:8 jFHL T.2006-B jFHL T.2006-B jFHLT2006-B I FH L T 2006-B I FH L T 2006-B I FH L T 2006-B IFHL T 2006-8 IFHL T 2006-8 IFHLT20D6,B IFHLT20D6,B I FH L T 2006-B I FH L T 2006-B I GSMS 2006-FLSA I GSMS 2006-FLBA I GSMS 2006-FLSA I GSMS 2006-FLSA jGSMS.2006FL8A I GSMS 2006-FLSA I GSMS 2006-FLSA I GSMS 2006-FLSA IGSMS 2006FL811 I GSMS 2006-FLSA IGSMS 2006-FL811 IGSMS 2006-FL811 I GSMS 2006.-FLSA I GSMS 2006.FLSA I GSMS 2006-FLSA I GSMS 2006.-FLSA I GSMS 2006-FLSA I GSMS 2006-FLSA I GSMS2006FL8A IABACiooEiNS1A I ABAC 2006-NS1 A IAB.A.C 2006-NS1 A. I ABAC 2006-NS1 A I ABAC 2006-NS1 A I ABAC 2006-NS1 A I ABAC 2006-NS1 A IABAC2(J06-NSi II IABAC 2006-NS1A IABAC2006,NS1A IABAC2006,NS1A I ABAC 2006-NS1 A I ABAC 2006-NS1 A I ABAC 2006-NS1 A I ABAC 2006-NS1 A IABACiooEi:fjS1A [ABACiooEi:fjS1A

~Intex Deal

FRHE06B FRHE06B FRHE06B FRHE06B FRHE06B FRHE06B FRHE06B FRHE06B FRHE06B FRHE06B FRHE06B FRHE06B FRHE06B FRHE06B FRHE06B FRHE06B FRHE06B FRHE06B FRHE06B FRHE06B FRHE06B FRHE06B FRHE06B GSM206F8 GSM206F8 GSM206FS GSM206FS GSM206F8 GSM206F8 GSM206F8 GSM206FS GSM206F8 GSM206F8 GSM206F8 GSM206F8 GSM206FS GSM206F8 GSM206F8 GSM206F8 GSM206F8 GSM206FS GSM206F8 ABAC06N1 ABAC06N1 ABAC06N1 ABAC06N1 ABAC06N1 ABAC06N1 ABAC06N1 ABAC06N1 ABAC06N1 ABAC06N1 ABAC06N1 ABAC06N1 ABAC06N1 ABAC06N1 ABAC06N1 ABAC06N1 ABAC06N1

M2 M3

SLM1 SLM2 SLM3 SLM4 SLM5 SLM6 SLM7 SLM8

A1 Q

RESIDUAL LR R B C D E

G H LN01 SUB LN02~SUB

LNOO~SUB

C o

H

35729QAR9 35729QAG3 35729QAH1 35729QAJ7 35729QAK4 35729QAL2 35729QAMO 35729QAN8 35729QAP3 35729QAT5 35729QAU2 35729QAVO 35729QAW8 35729QAX6 35729QAY4 35729QAZ1 35729QBA5 35729QB83 35729QB09 35729QBEl 35729QBC1 36298UBE7 36298UAC2 3629SUAA6 36298UAY4 GSM25PCMO 36298UBA5 36298UBC1 3629SUAES 36298UAG3 36298UAJ7 36298UAL2 36298UAN8 3629SUAQ1 36298UAS7 GSM7PE630 GSMQ57050 GSMPY9GCO 3629SUAU2 36298UAW8 002573AA1 002573AB9 002573AC7 002573AD5 002573AE3 002573AFO 002563AA2 002563ABO ABALT3H61 ABA83JRY1 ABA1WKBNO ABAWRECA1 ABA7450AO ABA05STFO ABAOXXA10 002573AG8 002563AC8

MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT JUN~OC~NO

JUN~OC~NO

JUNJIX~CAP

SEN~WAC~IO~NO

SEN~SUPJLT

SEN_SPRJLT SEN_la_NO NPR NPR NPR_NPR~NO

NPR~NPR~NO

MEZJLT~CAP

MEZJLT~CAP

MEZJLT~CAP

MEZJLT_CAP MEZJLT_CAP MEZJLT_CAP MEZJLT_CAP JUN JUN~

JUN~

JUNJLT~CAP

JUNJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT JUN~SUB

JUNJLT JUNJLT



45,163,000 AA+ 6,523,000 BBB-

10,043,000 BB+ 31,614,000 AA 18,567,000 AA-17,061,000 A+ 16,05S,000 A 15,054,000 A-14,552,000 BBB+ 12,544,000 BBB+

9,534,000 BBB 13,606,000 AM 12,189,000 AA+

8,362,DOO AA 7,370,000 AA-7,653,000 A+ 7,086,000 A 6,945,000 A-6,519,000 BBB+

?/~~.1iOOO BBB+ 20,072,976 NA 12,196,242 NA

6,236,000 BBB 656,334,738 NA 126,360,000 NA 379,080,000 NA 656,334,738 NA

NA NA NA

30,366,000 NA 22,075,000 NA 30,765,000 NA 14,983,000 NA 14,983,000 NA 13,S84,000 NA

7,391,000 NA 26,765,208 NA 28,000,000 NA 65,000,000 NA 16,447,73S NA


9,625,000 NA 9,625,000 NA 7,875,000 NA 7,000,000 NA 6,125,000 NA 5,250,000 NA 4,375,000 NA

14,000,000 NA 10,500,000 NA

7,000,000 NA

9~.iginal .~.~~!~9

MOOdy

Aa1t"-Ba1/'- BBB-8a2/*- BB+ Aa2J'- AA Aa3J'- AA-A1 A+

A2 A A3 A-Baa1 BBB+ Baa2 BBB Baa3/"- BBB Aa11*- AA+ Aa2J'- AA Aa3/'- AA-A1/'- A+ A2/'- A A3/'- A-8aa11*- BBB+ Baa2/",- BBB 8aa3/*- BBB-NA NR NA NR 8a11*- BB+ Aaa AAA (P)Aaa AAA (PJAaa AM NR NA NA NA NR NA NR NA (P)Aa2 AM (P)Aa3 AA+ (P)A2 AA (P)A3 AA-(P)Baa1 A (PJBaa2 A-(P)Baa3 BBB+ NA NA NA NA NA NA (PJBa1 BBB-(P)Baa3 NR AaaJ'- AAA Aa11*- AA+

AA AAA+ A BBB+ BBB

NA NA NA NA NA NA NA NA NA NA NA A3/'- A-Baa3J*- BBB-

D D D D D D D D D D D D D D D D

Fitch

D WD WD NA NA WD NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA

.ql:l.~~~.~t Ra~!~9


C C C C C

C C C WR WR WR WR WR WR NA NA WR Aaa Aaa WR NR NA NR NR Aaa Aaa A3 Baa3 B1 Caa1 Caa2 NA NA NA NR C B1 Caa1 Caa1 Caa2 Caa2 Caa3 Caa3 Caa3 NA NA NA NA NA NA NA Caa3 Caa3

CC D NR D D D D D D D D D D NR NR NR NR NR NR NR NR NR NR AM AM NR NA NA NA NA AAA AM AA-BB B-CCC CCCNA NA NA CCCNR 88+/"-88+1*BB/,BB-/'-8+/*_

8+1"CCC+J*CCC+/"

NA NA NA NA NA NA NA B/,CCC+/'-

3-Aug-06

3-Aug-06 3-Aug-06 3-Aug-06 3-Aug-06 3-Aug-06

3-Aug-06 3-Aug-06 3-Aus:]-06 3-Aug-06 3-Aug-06

3-Aug,06 3-Aug,06 3-Aug,06 3-Aug-06 3-Aug-06

3-Aug-06 3-Aug-06 3-Aug-06 3-Aug-06

3-Au.g.-.Q~ 3-Aug-06 3-Aug-06 10-Aug-06 10-Aug-06 10-Aug-06

10-Aug-06 10,Aug-06 10-Aug-06 10-Aug-06 10-Aug-06

10-Aug-06 10-Aug-06 10-Aug-06 10-Aug-06 10-Au9,06 10-Au9,06 10-Auq-06

10-Au9,06 10-Aug-06

10-Aug-06

10-Aug-06 17-Auq-06 17-Aug-06 1?,Aug-06 17-Aug-06 17-Aug-06 17-Aug-06 17-Aug-06 17-Aug-06

17-Aug-06 17-Au9,06 17-Au9,06. 17-Aug-06 17-Aug-06 17-Aug-06 17-Aug-06 17-Aug-06 17-Aug-06


Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A

Resl

Resi Resi Resi Resi Resl

Resl Resi Resi Resi Resl



Resi Resi CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CDO CDO CDO CDO CDO CDO CDO CDO CDO CDO CDO CDO CDO CDO CDO CDO CDO

Type

GS FCIC 000000113


Bloomberg Deal Name

I GUGH 2006-3A I GUGH 2006-3A IGUGH 20063A I GUGH 2006-3A I GUGH 2006-3A I GUGH 2006-3A I GUGH 2006-3A I GUGH 2006-3A I GUGH 2006-3A I GUGH2006:3A I MLMT20b6~(;2 jMLMP006-C2. jMLMp006-C2. jMLMT. 2006-C2. I MLMT 2006-C2 I MLMT 2006-C2 I MLMT 2006-C2 IMLMT 2006(;2 IMLMT 2006-(;2 I MLMT 2006,C2 I MLMT2006g I MLMT 2006-C2 I MLMT 2006-C2 I MLMT 2006-C2 I MLMT 2006-C2 I MLMT 2006-C2 I MLMT 2006-C2 jMLMp006-C2. I MLMT 2006-C2 I MLMT 2006-C2 I MLMT 2006-C2 IMLMT 2006(;2 I MLMT 2006-C2 IMLMT 2006-(;2 IMLMT 2006-(;2 IMLMT2006g I MLMT2006,C2 I GSAMP 2006-S5 IGSAMP2D06-S5 I GSAMP 2006-S5 I GSAMP 2006-S5 I GSAMP2006S5 I GSAMP2006S5 I GSAMP 2006-S5 IGSAMP 2006,85 I GSAMP 2006-85 I GSAMP 2006-85 I GSAMP 2006-85 I GSAMP 2006-85 IGsiiMP 2006~S5 I GSAMP 2006-85 IGSMSC2006,3NIM IGSMSC2006,3NIM IGSMSC 2006-3 NIM IGSMSC 2006-3 NIM IGE-WMC 2006-1 I GE-WMC 2006-1 IGE-WM(;2Ii06~i IGE-WM(;2Ii06~i

~Intex Deal

gugg063 gugg063 gugg063 gugg063 gugg063 gugg063 gugg063 gugg063 quqq063 gugg063 MLT06CXJ2 MLT06C02 MLT06C02 MLT06C02 MLT06C02 MLT06C02 MLT06C02 MLT06C02 MLT06C02 MLT06C02 MLT06CXJ2 MLT06C02 MLT06C02 MLT06C02 MLT06C02 MLT06C02 MLT06C02 MLT06C02 MLT06C02 MLT06C02 MLT06CXJ2 MLT06C02 MLT06C02 MLT06C02 MLT06C02 MLT06C02 MLT06C02 GSA06S05 GSA06S05 GSA06S0S GSA06S05 GSA06S05 GSA06S05 GSA06S05 G8A06805 GSA06S05 GSA06S05 GSA06S05 GSA06S05 GSA06S0S GSA06S05 GSMN06N3 GSMN06N3 GSMN06N3 GSMN06N3 GEVVM0601 GEVVM0601 GEVVM0601 GEVVM0601

A2 B C

A4

A1 Z RI RII RESIDUAL F G H

E B C o J

K L M N

M4 M7 B1

R X

B2 N1 N2 08 N3 A1A A1B A2A A2B

40166XAE3 40166XAG8 40166XAJ2 40166XAL7 40166XAN3 40166XAQ6 40166XAS2 GUGW7GQTO S9022KAX3 59022KAE5 59022KAY1 59022KAB1 59022KAC9 59022KA07 59022KAGO 59022KAF2 59022KM3 MLTVIVZOO 59022KAZS 59022KBA2 MLT531R20 59022KAM7 59022KAN5 59022KAPO 59022KAL9 59022KAH8 59022KAJ4 59022KAK1 59022KAQ8 59022KAR6 59022KAS4 59022KAT2 59022KAU9 59022KAV7 59022KAW5 36244WAA7 36244WAB5 36244WAN9 36244WAC3 36244WAD1 36244WAE9 36244WAF6 36244WAJ8 36244WAK5 36244WAG4 36244WAH2 36244WAQ2 36244WAM1 36244WAL3 36298PM7 36298PAB5 36298W104 3629SPAC3 36829JASO 36829JAT8 36829JM9 36829JAB7

MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT JUN_SUB SEN_WAC_IO_NO SEN_,MFJIX_CAP SENJLT_IO_NO SENJIX_CAP SENJIX_CAP SENJIX_CAP SENJIX_CAP SENJIX_CAP SENJIX NPR_NPR_ NPR_NPR_NO NPR_NPR_NO NPR_NPR_ MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC_NO MEZJIX_CAP _NO MEZ FIX CAP MEZJIX_CAP MEZJIX_CAP JUNJIX_CAP _NO JUNJIX_CAP _NO JUNJIX_CAP _NO JUNJIX_CAP_NO JUNJIX_CAP_NO JUNJIX_CAP _NO JUNJIX_CAP _NO SEN FLT SENJIX

MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJIX_CAP _NO MEZJIX_CAP MEZ FIX CAP JUN_RES_NO JUN_OC_NO JUNJIX_CAP _NO SENJIX_NIM]P MEZ FIX NIM PP JUN_RES_NO JUNJIX_NIM_PP SENJLT_NO SENJLT_NO SENJLT SENJLT



20,000,000 AM 181,455,000 AM 22,800,000 AM 42,052,000 AA 42,053,000 A 24,029,000 BBB+ 28,036,000 BBB-18,022,500 BB 20,000,000 B 22,052,500 NA

1 542,696,552 NA 393,198,000 NA 95,367,640 NA 95,ODO,000 NA

110,000,000 NA 435,122,000 NA 109,917,000 NA 154,270,000 NA 46,567,000 NA

NA NA NA NA

25,069,000 NA 15,427,000 NA 15,427,000 NA 17,355,000 NA 30,854POO NA 15,427,000 NA 26,997,000 NA

9,642,000 NA 3,857,000 NA 5,785,000 NA 3,856,000 NA 3,857,000 NA 3,857,000 NA

21,212,552 NA 164,416,000 NA 67,155,000 NA

NA 27,789,000 NA

8,601,000 NA 15,879,000 NA

7,609,000 NA 4,962,000 NA 6,451,000 NA 8,436,000 NA 7,278,000 NA

330,816,622 NA 6,616,622 NA 5,624,000 NA

75,646,000 NA 10,191,000 NA

1,000 NA 9,5S7,000 NA

150,596,000 AM 37,648,000 AM

261,225,000 AM 246,644,000 AM

9~.iginal .~.~~!~9

MOOdy

Aaa Aaa Aaa Aa2 NA A2 NA 8aa1 8aa3 Ba2 B2 NA (P)Aaa (P)Aaa AM NR NA (P)Aaa AM (P)Aaa AM (P)Aaa AM (P)Aaa AM (P)Aaa AM (P)Aaa AM NA NA NR NA NR NA NA NA (P)Baa1 BBB+ (P)Baa2 BBB (P)Baa3 8B8-(P)A3 A-(P)Aa2 AA (P)Aa3 M-(P)A2 A (P)Ba1 8B+ (P)Ba2 BB (P)Ba3 BB-(P)B1 B+ (P)B2 B (P)B3 8-NR NR Aaa AAA AaaJ'- AM NR NR Aa2f"-Aa3/'-A2/,-A3/'- A-8aa31*- 888-8a11*- 88+ 8aa11*- 888+ 8aa21*- 888 NR NR NR NR 8a2l"- 88+ A2 8aa2 NA 8a2 NA Aaa Aaa Aaa Aaa

M A B88+ BBBB B-NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA CC D B C

.ql:l.~~~.~t Ra~!~9


Aa2 Aa2 Aa2 Baa1 Ba2 B2 Caa1 Caa3 Ca NA Aaa Aaa NR Aaa Aaa Aaa Aa3 Aaa Aaa NA NR NR NA Ba2 B2 B3 Ba1 A2 A3 Baa2 Caa1 Caa1 Caa2 Caa2 Caa3 Caa3 NR Ca Ca NR WR WR WR WR WR C WR WR NR NR C WR WR NA WR Caa3/"Caa3/"B3/'Ca/*-

NA 17-Aug-06 NA 17-Aug-06 NA 17-Aug-06 NA 17-Aug-06 NA 17-Aug-06 NA 17-Aug-06 NA 17-Aug-06 NA 17-Aug-06 NA 17-Aug-06 NA 17-Aug-06 AAA 17-Aug-06 AAA 17:Aug-06 NA 17:Aug-06 AM 1?,Aug-06 AM 17-Aug-06 AAA 17-Aug-06 BBB+ 17-Aug-06 A 17-Aug-06 AM 17-Aug-06 NA 17-Aug,06 NA 17-~~g~q~. NA 17-Aug-06 NA 17-Aug-06 8+ 17-Aug-06 B 17-Aug-06 8- 17-Aug-06 BB- 17-Aug-06 BBB 17:Aug-06 BBB- 17-Aug-06 BB 17-Aug-06 B- 17-Aug-06 CCC+ 17-Aug-06 CCC+ 17-Aug-06 CCC 17-Aug-06 o 17-Aug-06 o 17-Au9,06 NR 17-Au9,06 D 1S-Auq-06 o 18-Aug,06 NR 18-Aug-06 NR 18-Aug-06 NR 1S-Aug-06 NR 1S-Auq-06 NR 18-Aug-06 NR 18,Aug-06 NR 1S-Aug-06 NR 1S-Aug-06 NR 1S-Aug-06 NR 18-Aug-06 NR 18-Aug-06 NR 1S-Aug-06 NA 1S-Au9,06 NA 1S-Au9,06, NA 18-Aug-06 NA 18-Aug-06 B-/'- 21-Aug-06 D 21-Aug-06 CCC 21-Aug-06 CCC 21-Aug-06


144A 144A 144A 144A 144A 144A 144A 144A 144A 144A Public /144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A

COO CDO CDO CDO COO COO COO CDO CDO COO CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE Resi Resi Resl Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi

Type

GS FCIC 000000114


Bloomberg Deal Name

IGE-WMC 2006-1 IGE-WMC 2006-1 IGEWMC 20061 I GE-WMC 2006-1 IGE-WMC 2006-1 IGE-WMC 2006-1 IGE-WMC 2006-1 I GE-WMC 2006-1 I GE-WMC 2006-1 IGE-WMC2Ii06~i IGE-WMC2Ii06~i jGE:\NMC 2006,1 jGE:\NMC 2006,1 jGE,\NMC 2006,.1. IGE-WMC 2006-1 I WBCMT 2006-C27 I WBCMT 2006-C27 I\iiiBCMT 2006~C2jI\iiiBCMT 2006~C2jI WBCMT2006,C27 I WBCMT .2006,C27 I WBCMT 2006-C27 I WBCMT 2006-C27 I WBCMT 2006-C27 I WBCMT 2006-C27 I WBCMT 2006-C27 I WBCMT 2006-C27 j\NBCMT 2006,G27 I WBCMT 2006-C27 I WBCMT 2006-C27 I WBCMT 2006-C27 I\iiiBCMT 2006~C2jI WBCMT 2006-C27 I\iiiBCMT 2006~C2jI\iiiBCMT 2006~C2jIWBCMT .2006,G27 I WBCMT2006,C27 I WBCMT 2006-C27 I WBCMT 2006,C27 I WBCMT 2006-C27 I WBCMT 2006-C27 I WBCMT2006~C27 I WBCMT2006~C27 ICAPMK 2006-7A I.CAPM.K2006,7A ICAPMK 2006-7A ICAPMK 2006-7A ICAPMK 2006-7A ICAPMK 2006-7A ICAPMK 2006~iA ICAPMK 2006-7A ICAPMK20067A ICAPMK2006-7A ICAPMK 2006-7A ICAPMK 2006-7A ICAPMK 2006-7A ICAPMK 2006-7A I GKKRE2006~ 1 A I GKKRE2006~ 1 A

~Intex Deal

GEWM0601 GEWM0601 GEWM0601 GEWM0601 GEWM0601 GEWM0601 GEWM0601 GEWM0601 GEWM0601 GEWM0601 GEWM0601 GEWM0601 GEWM0601 GEWM0601 GEWM0601 W8C06C27 W8C06C27 WBC06C27 WBC06C27 WBC06C27 W8C06C27 WBC06C27 WBC06C27 WBC06C27 WBC06C27 W8C06C27 W8C06C27 WBC06C27 WBC06C27 WBC06C27 W8C06C27 WBC06C27 WBC06C27 WBC06C27 WBC06C27 W8C06C27 WBC06C27 WBC06C27 WBC06C27 W8C06C27 W8C06C27 WBC06C27 WBC06C27 capm7cr

caprn?q~ capm7cr capmlcr capm7cr

capm7cr capm7cr

capm7cr ,?~p.r:D79r ~~p.r:D79r capm7cr capm7cr capm7cr capmlcr gramr061 gramrOO1

B4 B1 B2 83 M1 M2 M3 M4 M5 M6 R C B5 XC AP8 XP A1A A3 A1 A2 R RI RII Z G H

B C o

K L M N

o P Q

A1 A2

C o

F

G H INCOME J K

36829JAU5 36829JAK7 36829JAL5 36829JAM3 36829JA03 36829JAE1 36829JAF8 36829JAG6 36829JAH4 36829JAJO 36829JAQ4 36829JAN1 36829JAW1 92977QAN8 92977QAC2 92977QAF5 92977QAE8 92977QADO 92977QAA6 92977QAB4 WBC7F98AO 92977QBA5 92977QB83 92977QBC1 92977QAQ1 92977QAR9 92977QAS7 92977QAP3 92977QAH1 92977QAG3 92977QAJ7 92977QAK4 92977QAL2 92977QAMO 92977QAT5 92977QAU2 92977QAVO 92977QAW8 92977QAX6 92977QAY4 92977QAZ1 14068XAA5 14068XAB3 14068XAC1 14068XAD9 14068XAE7 14068XAF4 14068XAG2 14068XAHO 14068XAJ6 CAPZ671UO 14068SAC2 14068SAOO 14068SAF5 14068SAH1 38500VAA4 38500VACO

MEZJLT_No MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT JUN_RES_No JUN_oC_No JUNJLT_No SEN_WAC_lo_SPT_NO SEN_TACJIX SEN_PAC_lo SEN_MF JIX_CAP SENJIXJAP SENJIX SENJIX NPR_NPR_ NPR_NPR_No NPR_NPR_NO NPR_NPR_No MEZ_WAG_No MEZ WAC NO MEZ_WAC_No MEZJIX_CAP _NO MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP JUNJIX_CAP _NO JUN FIX CAP NO JUNJIX_CAP_No JUNJIX_CAP_No JUNJIX_CAP _NO JUNJIX_CAP _NO JUN FIX CAP NO SENJLT SENJLT MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT JUN SUB NO JUNJLT_No JUNJLT_No JUNJLT_No JUNJLT_No SENJLT MEZJLT



29,948,000 AAA NA

5,402,000 BBB 12,154,000 A-

9,453,000 BBB+ 6,752,000 888

28,808,000 AM 25,657,000 AA+ 15,755,000 AA 13,954,000 AA-13,954,000 A+ 13,054,000 A

900,262,736 NA 20,7D6,636 NA

8,552,000 BB+ 3079,909,568 NA

111,316,000 NA 965,781,000 NA 643,432,000 NA

1()87,613,000 NA 47,618,000 NA

265,958,000 NA NA NA NA NA

38,499,000 NA 34,649POO NA 34,649,000 NA 26,949,000 NA

223,293,000 NA 307,991,000 NA 69,298,000 NA 30,799,000 NA

7,700,000 NA 38,499,000 NA 19,249,000 NA

7,700,000 NA 15,400,000 NA

3,850,000 NA 11,550,000 NA

7,700,000 NA 46,197,568 NA

550,000,000 AAA 170,000,000 AAA 80,000,000 AA 30,000,000 A+

7,500,000 A 7,500,000 A-

32,500,000 BBB+

12,500,000 888 10,000,000 BBB-

4,000,000 NA 21,500,000 NA 46,000,000 NA 14,250,000 NA 14,250,000 NA

500,000,000 NA 171,250,000 NA

9~.iginal .~.~~!~9

MOOdy

Aaa NR NR Ba1 BBB-Baa1 A-Baa2 BBB+ Baa3 Aa1/'Aa2J*Aa3J*A1 A2 A3 A NR NR NR NR Ba2 BBB-Aaa AAA

Aaa AAA Aaa AAA Aaa AAA Aaa Aaa Aaa NA NR NR NR NA Baa1 BBB+ Baa2 BBB Baa3 BBB-A3 A-Aaa AAA Aaa AAA Aa2 AA Aa3 AA-A1 A+ A2 Ba1 Ba2 Ba3 B1 B2 B3 NR NA AAA

AM AA A+ A ABBB+

NA 888 NA BBB-NA NA Ba2 NA 82 NA NR NA NR NA (P)Aaa AM Aaa AAA

Fitch

NA o o o o o o o o o o NA NA o NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA AAA A 8 B B B CCC CCC CCC NA NA NA NA NA NA NA

.ql:l.~~~.~t Ra~!~9


Caf"NR WR WR WR

C NR NR WR Aaa Aaa Aaa Aaa Aaa Aaa Aaa NA NR NR NR Ba2 B2 83 Ba1 A1 Aaa A3 Baa1 Baa2 Baa3 Caa1 Caa1 Caa2 Caa2 Caa3 Caa3 NR NA NA NA NA NA NA NA NA NA NA Ca Ca NR NR Aaa Baa2

CCC NR NR o o NR o o o o o o NR NR NR AAA AAA AAA AA AA AAA AAA NA NA NA NA 8 B B-B+ 888 A BS+ BS BB-8+ CCC+ CCC CCCCCCCCCCGGNR AAA AAA AA A+ A ABBB+

888 BSBNA NA NA NA NA AAA AAA

21-Aug-06 21-Aug-06 21-Aug-06 21-Aug-06 21-Aug-06 21-Aug-06 21-Aug-06 21-Aug-06 21-Aug-06 21-Aug-06 21-Aug-06 21,Aug-06 21,Aug-06 21,Aug-06 21-Aug-06 23-Aug-06 23-Aug-06 23-Aug-06 23-Aug-06 23-Aug,06

23-~~g~q~. 23-Aug-06 23-Aug-06 23-Aug-06 23-Aug-06 23-Aug-06 23-Aug-06 23,Aug-06 23-Aug-06 23-Aug-06 23-Aug-06 23-Aug-06 23-Aug-06 23-Aug-06 23-Aug-06 23-Au9,06 23-Au9,06 23-Auq-06 23-Aug,06 23-Aug-06 23-Aug-06 23-Aug-06 23-Auq-06 24-Aug-06 24,Aug-06 24-Aug-06 24-Aug-06 24-Aug-06 24-Aug-06 24-Aug-06 24-Aug-06 24-Au9,06 24-AuR,06. 24-Aug-06 24-Aug-06 24-Aug-06 24-Aug-06 24-Aug-06 24-Aug-06


Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A

Resl Resi Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi COO COO COO COO COO COO COO COO COO COO COO COO COO COO COO COO

Type

GS FCIC 000000115


Bloomberg Deal Name

I GKKRE 2006-1 A I GKKRE 2006-1 A IGKKRE 2006~i A I GKKRE 2006-1 A I GKKRE 2006-1 A I GKKRE 2006-1 A I GKKRE 2006-1 A I GKKRE 2006-1 A I GKKRE 2006-1 A I GKKRE2006~ 1 A IGSAA2bb6~NiM6 jGSAA.2006-NI.M6 jGSAA.2006-NI.M6 jGSAMP.2006,H.E4:N IGSAMP 2006-HE4-N IGSAMP 2oo6-HE4-N IGSAMP 2006-HE4-N IGSMPS 2006RP2 IGSMPS 2006~RP2 IGSMPS2DOB-RP2 IGSMPS2D06-RP2 I GSMPS 2006-RP2 I GSMPS 2006-RP2 I GSMPS 2006-RP2 I GSMPS 2006-RP2 IGSMPS 2oo6-RP2 I GSMPS 2006-RP2 jGSMPS 2006,RP2 I GSMPS 2006-RP2 I GSMPS 2006-RP2 IGSMPS 2oo6-RP2 IGSR2006-0Ai IGSR 2006-0A1 IGSR2006-0Ai IGSR2006-0Ai IGSR2(Xj6:OA1 I GSR.2(Xj6:OA 1 IGSR 2006-0A1 IGSR2(Xj6,OA1 IGSR 2006-0A1 IGSR 2006-0A1 I GSR 2006~Oiii I GSR 2006~Oiii IGSR 2006-0A1 IGSR2OQ6-0A1 IGSR 2006-0A1 IGSR 2006-0A1 IGSR 2006-0A1 IGSR 2006-0A1 IGSR2006-0Ai I RFMSI 2006-SA2 I RFMS.I.2006,SA2 I RFMS.I. 2006,SA2 I RFMSI 2006-SA2 I RFMSI 2006-SA2 I RFMSI 2006-SA2 I RFMSI 2006-SA2 I RFMSI2bb6~SA2 I RFMSI2bb6~Sii2

~Intex Deal

gramrOO1 gramrOO1 gramrOO1 gramr061 gramrOO1 gramrOO1 gramrC61 gramrC61 qramr061 gramrC61 GSAN06N6 GSAN06N6 GSAN06N6 GSN06HE4 GSN06HE4 GSN06HE4 GSN06HE4 GSM06RP2 GSM06RP2 GSM06RP2 GSM06RP2 GSM06RP2 GSM06RP2 GSM06RP2 GSM06RP2 GSM06RP2 GSM06RP2 GSM06RP2 GSM06RP2 GSM06RP2 GSM06RP2 GSR060A1 GSR060A1 GSR060A1 GSR060A1 GSR060A1 GSR060A1 GSR060A1 GSR060A1 GSR060A1 GSR060A1 GSR060A1 GSR060A1 GSR060A1 GSR060A1 GSR060A1 GSR060A1 GSR060A1 GSR060A1 GSR060A1 RFC06SA2 RFC06SA2 RFC06SA2 RFC06SA2 RFC06SA2 RFC06SA2 RFC06SA2 RFC06SA2 RFC06SA2

o E

G

H J K PREF N1

N3 OS 2A1 R1 R2 1AS1 1AS2 1AF1 1AF2 B1 B2 B3 B4 B5 B6 X

M4

X M9 IX

IIA2

38500VAF3 38500VAG1 38500VAH9 38500VAJ5 38500VAK2 38500VALO 38500VAM8 38500W203 362391AA2 362391 ABO GSALM4101 36244UAA1 36244UAB9 36244UAC7 362404204 36298XAE2 36298XAM4 36298XAN2 36298XAC6 36298XAD4 36298XAAC 36298XAB8 36298XAF9 36298XAG7 36298XAH5 36298XAJ1 36298XAK8 36298XAL6 36298XAP7 362631AD5 362631AFO 362631AC7 362631AB9 362631AE3 362631AR4 362631AS2 362631ATO 362631AA1 362631AG8 362631AH6 362631AJ2 362631AK9 362631AL7 362631AM5 362631AN3 362631AP8 362631AU7 362631AQ6 749574AB5 749574AJ8 749574AK5 749574AL3 749574AD1 749574AF6 749574AH2 749574AC3 749574AE9

MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT JUN_SUB SENJIX SENJIX JUN_RES_NO SENJIX_NIM_PP SENJIX_NIM_PP SENJIX_NIM_PP JUN_RES_NO SEN_WAC SEN_WAC SEN_WAC SEN_INV_IO SEN_INV_IO SENJLT SENJLT JUN_WAC JUN_WAC JUN_WAC JUN WAC JUN_WAC JUN_WAC JUN_RES SEN_SUPJLT SEN_SUPJLT SEN_SPR_SUPJLT SEN_SPRJLT SEN_SPRJLT SEN_PO SEN PO SEN_PO SENJLT MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT JUN_OC_NO JUNJLT SEN_WAC_IO SEN_WAC SEN WAC SEN_WAC SEN_SUP_WAC SEN_SUP _WAC SEN_SUP _WAC SEN_SPR_WAC SEN_SPR_WAC




8,371,000 NA 1,000 NA

29,957,DOO NA 7,179,000 NA 6,224,000 NA

1,000 NA 16,810,000 NA

100 NA 100 NA

260,770,000 NA 50,000,000 NA

260,770,000 NA 50,000,000 NA

1,681,000 NA 1,512,000 NA 1,344,000 NA t17MOO NA

840,000 NA 2,019,350 NA

310,770,000 NA 212,117,000 NA 36,722,000 NA

353,527,000 NA 848,465,000 NA 146,888,000 NA

100 NA 100 NA 100 NA

744,970,000 NA 62,195,000 NA 44,055,000 NA 18,140,000 NA 31,098,000 NA 12,957,000 NA 12,958,000 NA 12,957,000 NA 12,957,000 NA 28,506,312 NA 12,958,000 NA 78,979,000 AAA

50 AAA 50 AAA 50 AAA

20,299,000 AAA 3,916,000 AAA 3,599,000 AAA

437,023,000 AAA 111,449,000 AAA

9~.iginal .~.~~!~9

MOOdy

(P)Aa2 (P)A1 A+ (P)A2 A (P)A3 A-(P)Baa1 BBB+ (P)Baa2 BBB (P)Baa3 BBB-(P)Ba2 BB (P)B2 B NR NR NA A NA BB NA NA NA A-NA BBB-NA BB NA NA AaaJ'- AAA AaaJ'- NR AaaJ*Aaa/""AaaJ*AaaJ*AaaJ*Aa2J*-A2/'- A Baa2/'- BBB Ba2f'- BB B2r- B NR NR NR NA AaaJ'- AM AaaJ'- AAA Aaa AAA Aaa AAA Aaa NR NR NR Aaa/"Aa1 Aa2 Aa2 A1 A+ A2 A Baa1 A-Baa2 BBB+ Baa3 BBB NR NR NR BBB-NA AM NA AAA NA AAA NA AAA NA AAA NA NA NA NA

NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA C MA AAA AAA C C C CC CCC

.ql:l.~~~.~t Ra~!~9


B2 Caa2 Caa3 Caa3 Caa3 Caa3

Caa3 Caa3 Caa3 NR NA NA NA NA NA NA NA B3 WR WR B3 B3 B3 B3 Ca Ca Ca Ca C NR NR Ca/*Caf*Caa1/*Baa1/*Caa1f*NR NR NR Caa2f*C C C C C C C C NR NR NA NA NA NA NA NA NA NA NA

AA A+ A ABBB+ BBB BBBBS B NR NR CC NA CC CC CC NA AM NR NR AAA AM AM AAA AA A

BBB CCC CCC NR NA CCC CCC CCC A-/'CCC NR NR NR ecc CC o o o o o o o NR o CCC NR NR NR ecc CCC CCC CCC CCC

24-Aug-06 24-Aug-06 24-Aug-06 24-Aug-06 24-Aug-06 24-Aug-06 24-Aug-06 24-Aug-06 24-Auq-06 24-Aug-06 24-Aug-06 24:Aug-06 24:Aug-06 24,Aug-06 24-Aug-06 24-Aug-06 24-Aug-06 24-Aug-06 24-Aug-06 24-Aug,06

24-~~g~q~. 24-Aug-06 24-Aug-06 24-Aug-06 24-Aug-06 24-Aug-06 24-Aug-06 24:Aug-06 24-Aug-06 24-Aug-06 24-Aug-06 24-Aug-06 24-Aug-06 24-Aug-06 24-Aug-06 24-Au9,06 24-Au9,06 24-Auq-06 24-Aug,06 24-Aug-06 24-Aug-06 24-Aug-06 24-Auq-06 24-Aug-06 24,Aug-06 24-Aug-06 24-Aug-06 24-Auq-06 24-Aug-06 24-Aug-06 24-Aug-06 24-Au9,06 24-Au9,06. 24-Aug-06 24-Aug-06 24-Aug-06 24-Aug-06 24-Aug-06 24-Aug-06


144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A

COO COO COO COO COO COO COO COO COO COO Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi

Type

GS FCIC 000000116


9~.iginal .~.~~!~9

Bloomberg Deal Name

I RFMSI 2006-SA2 I RFMSI 2006-SA2 IRFMSi 2006~SA2 I RFMSI 2006-SA2 I RFMSI 2006-SA2 I RFMSI 2006-SA2 I RFMSI 2006-SA2 I RFMSI 2006-SA2 IGSM 2006-13 I GSAA iobii~ 13 I GSAA iobii: 13 jGSAA,2006-13 jGSAA,2006-13 jGSAA2006-13 IGSM 2006-13 IGSM 2006-13 IGSM 2006-13 IGSAAio06-1'i IGSAAio06-1'i I GSAA, 2006,1} I GSAA, ,2006,1} IGSM 2006-13 IGSM 2006-13 IGSM 2006-13 IGSM 2006-13 IGSM 2006-13 IGSM 2006-14 jGSAA2006-14 IGSM 2006-14 IGSM 2006-14 IGSM 2006-14 IGSAAio06-1'i IGSM 2006-14 IGSAAio06-1'i IGSAAio06-1'i I GSA,A, ,2006,14 I GSA,A,2006, 14 IGSM 2006-14 I GSA,A, 2006,14 IGSM 2006-14 IGSAMP 2006-HES IGSAMP2006HES IGSAMP2006HES IGSAMP 2006-HES IGSAMP 2006,H,ES IGSAMP 2006-HES IGSAMP 2006-HES IGSAMP 2006-HES IGSAMP 2006-HES IGSAMP 200S:HE5 IGSAMP 2006-HES IGSAMP2006HES I GSAMP2006-HES IGSAMP 2006-HE5 IGSAMP 2006-HES IGSAMP 2006-HES IGSAMP 2006-HES IGsAMP2006~HES IGsAMP2006~HES

~Intex Deal

RFC06SA2 RFC06SA2 RFC06SA2 RFC06SA2 RFC06SA2 RFC06SA2 RFC06SA2 RFC06SA2 GSAA0613 GSAA0613 GSAA0613 GSAA0613 GSAA0613 GSAA0613 GSAA0613 GSAA0613 GSAA0613 GSAA0613 GSAA0613 GSAA0613 GSAA0613 GSAA0613 GSAA0613 GSAA0613 GSAA0613 GSAA0613 GSAA0614 GSAA0614 GSAA0614 GSAA0614 GSAA0614 GSAA0614 GSAA0614 GSAA0614 GSAA0614 GSAA0614 GSAA0614 GSAA0614 GSAA0614 GSAA0614 GSA06HES GSA06HES GSA06HES GSA06HES GSA06HE5 GSA06HES GSA06HES GSA06HES GSA06HES GSA06HES GSA06HES GSA06HES GSA06HES GSA06HE5 GSA06HES GSA06HES GSA06HES GSA06HES GSA06HES

B1 B2 B3

AF6 AV1 AF2 AF3 AF4 AFS B1 B2

83 R RC RX A1

B1 M1

R RC RX A1

M3 M4 MS M6 M7 M8 M9 X B1

749S74AQ2 749S74ARo 749S74AS8 749S74AM1 749S74AN9 749S74AP4 36244SAP3 36244SAQ1 36244SAR9 36244SAFS 36244SM6 36244SAB4 36244SAC2 36244SADO 36244SAE8 36244SAMO 36244SAN8 36244SAG3 36244SAH1 36244SAJ7 36244SAK4 36244SAL2 36244SAT5 36244SAS7 36298YAK6 36298YAL4 36298YAM2 3629SYAA8 36298YA86 36298YAC4 36298YAD2 36298YAJ9 3629SYAEO 36298YAF7 36298YAGS 36298YAH3 36298YAP5 3629SYANo 362437AQ8 362437AR6 362437AS4 362437M3 362437AB1 362437AC9 362437AD7 362437AES 362437AF2 362437AGO 362437AH8 362437AJ4 362437AK1 362437AL9 362437AM7 362437ANS 362437APo 362437AV7 362437AT2

SEN_SPR_WAC SENJIX_CAP JUN_WAC_NO JUN_WAC_NO JUN_WAC_NO JUN_WAC JUN_WAC JUN_WAC SEN PO SEN_PO SEN_PO SEN_NASJIX_CAP SENJLT SENJIX_CAP SENJIX_CAP SENJIX_CAP SENJIX_CAP MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP JUN_OC_NO JUNJLT_NO SEN_WAC SEN WAC SEN_WAC SENJLT SENJLT SENJLT SENJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT JUN_OC_NO JUNJLT_NO SEN_RES SEN_RES SEN RES SENJLT SENJLT SENJLT SENJLT SEN FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT JUN_OC_NO JUNJLT_NO



102,41S,000 AM 78,979,000 AM

2,374,000 BB 1,979,000 B 1,978,444 NR

17,80S,000 AA 5,93S,000 A 3,560,000 BBB

100 NA 100 NA 100 NA

46,272,000 NA 181,651,000 NA 34,050,000 NA 78,527,000 NA 61,SOO,000 NA 60,721,000 NA

2,480,000 NA 2,976,000 NA 7,439, DOD NA 3,720,000 NA 2,976,000 NA 2,480,000 NA 3,223,000 NA 5,455,699 NA 2,480,000 NA

100 NA 100 NA 100 NA

726,454,000 NA 221,318,000 NA 277,524,000 NA 30,837,000 NA 12,661,000 NA 19,325,000 NA

9,99S,000 NA 12,661,000 NA

6,664,000 NA 8,664,890 NA 6,664,000 NA

SO NA 100 NA

50 NA 241,582,000 NA 266,689,000 NA 121,873,000 NA 115,439,000 NA 48,975,000 NA 41,491,000 NA 38,379,000 NA 22,820,000 NA 19,190,000 NA 19,190,000 NA 17,634,000 NA 17,11S,000 NA 14,003,000 NA 11,410,000 NA 20,745,878 NA 10,373,000 NA

MOOdy SP

NA AM NA AM NA NR NA NR NA NR NA NA NA NR NR NR Aaa AAA Aaa AAA Aaa AAA Aaa AAA Aaa AAA

Aaa AAA Baa1 A-Baa3 BBB Aa1 Aa2 Aa3 A1 A3 NR Ba2 88+

NR AM NR AM NR AM AaaJ*- AAA Aaa/""- AAA

Aaa AAA AaaJ'- AM Baa2 BBB Aa1J*- AA+ Aa2I"A1 A2 NR Ba2 NR AM NR AM NR AM AaaJ'- AM

AM AM AM AM AA+ AA

Aa3r- AA A1 A2 A3 Baa1 A-Baa2 BBB+ Baa3 BBB NR NR Ba1 BB+

Fitch

CCC C D D NR D

D D NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA

.ql:l.~~~.~t Ra~!~9


NA NA NA NA NA NA NA NA NR NR NR Caa1/"A3rCaa1/*Caa1/*Caa1f*Caa1/"C C C C C C C NR C

NR NR NR 83/'Caa2f*Caa1/*Car-C C C C C NR C NR NR NR A3/'Aaa Baa2rBa3rB1rCaa2/k_

C

C C C C C C C NR C

eee 24-Aug-06 CCC 24-Aug-06 NR 24-Aug-06 NR 24-Aug-06 NR 24-Aug-06 NR 24-Aug-06 NR 24-Aug-06 NR 24-Aug-06 NR 25-Auq-06 NR 25-Aug-06 NR 25-Aug-06 CCC 25,Aug-06 AAAr- 25,Aug-06 B-r- 25,Aug-06 eee 25-Aug-06 eee 25-Aug-06 CCC 25-Aug-06 D 25-Aug-06 D 25-Aug-06 eee 25-Al:lg~q~. cc 25-Al:lg~q~. D 25-Aug-06 D 25-Aug-06 o 25-Aug-06 NR 25-Aug-06 o 25-Aug-06 NR 25-Aug-06 NR 25,Aug-06 NR 25-Aug-06 CCC 25-Aug-06 eee 25-Aug-06 CCC 25-Aug-06 CCC 25-Aug-06 o 25-Aug-06 o 25-Aug-06 D 25-Au9,06 D 25-Au9,06 D 25-Auq-06 NR 25-Aug,06 o 25-Aug-06 NR 25-Aug-06 NR 25-Aug-06 NR 25-Auq-06 BBB+"- 25-Aug-06 NR 25,Aug-06 AN"- 25-Aug-06 BBB+r- 25-Aug-06 888+/*- 25-Auq-06 B-r- 25-Aug-06 eee 25-Aug-06 CCC 25-Aug-06 CC 25-Au9,06 D 25-AuR,06, o 25-Aug-06 o 25-Aug-06 D 25-Aug-06 D 25-Aug-06 NR 25-Aug-06 o 25-Aug-06


Public I 144A

Public /144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A


Type

GS FCIC 000000117


Bloomberg Deal Name

IGSAMP 2006-HE5 I GSR 2006-BF I GSR 2006-BF I GSR 2006-BF I GSR 2006-8F I GSR 2006-BF

I GSR 2006-BF I GSR 2006-BF I GSR 2006-BF I GSR 2006-8F I GSR 2006-SF I GSR 2006-BF I GSR 2006-BF I GSR 2006-BF I GSR 2006-8F I GSR 2006-BF

I GSR 2006-BF I GSR 2006-BF I GSR 2006-BF I GSR 2006-8F I GSR 2006-SF I GSR 2006-BF I GSR 2006-BF I GSR 2006-8F I GSR 2006-8F I GSR 2006-BF

I GSR 2006-BF I GSR 2006-BF I GSR 2006-BF I GSR 2006-8F I GSR 2006-BF I GSR 2006-BF I GSR 2006-BF I GSR 2006-8F I GSR 2006-8F I GSR 2006-BF I GSR 2006-BF I GSR 2006-BF I GSR 2006-8F I GSR 2006-SF I GSR 2006-BF I GSR 2006-BF I GSR 2006-BF I GSR 2006-8F I GSR 2006-8F I GSR 2006-BF I GSR 2006-BF I GSR 2006-BF I LBMLT 2006-7 ILBMLT 2006-7

ILBMLT 2006-7 ILBMLT 2006-7 ILBMLT 2006-7 I LBMLT 2006-7 I LBMLT 2006-7 I LBMLT 2006-7 I LBMLT 2006-7 ILBMLT 2006-7 [LBMLT 2006-7

~Intex Deal

GSA06HE5 GSR0608F GSR0608F GSR0608F GSR0608F GSR0608F

GSR0608F GSR0608F GSR0608F GSR0608F GSR0608F GSR0608F GSR0608F GSR0608F GSR0608F GSR0608F


GSR0608F GSR0608F GSR0608F GSR0608F GSR0608F GSR0608F GSR0608F GSR0608F GSR0608F GSR0608F GSR0608F GSR0608F GSR0608F GSR0608F GSR0608F GSR0608F GSR0608F GSR0608F GSR0608F GSR0608F GSR0608F GSR0608F LBML0607 LBML0607

LBML0607 LBML0607 LBML0607 LBML0607 LBML0607 LBML0607 LBML0607 LBML0607 LBML0607

3A7 3AB 4A3

4A10 4A21 4A6 4A8 3A2

5A2 5A1 3A5 4A4 4A5 4A7 4A9 1A1 2A1 3A3

3A4 4A1 4A11 4A12 4A13 4A14 4A15 4A16 4A17 4A18 4A19 4A20 R RC

B3

IA IIA1

IIA2 IIA3 11A4 RCX RPX

362611AK1 362611AL9 362611AN5 362611AJ4

362611AD7 362611AM7 362611BC8 362611BD6 362611 BBO 362611 BJ3 362611BYO 362611 BE4 362611BG9 362611AE5

362611AS4 362611AR6 362611AH8 362611APO 362611AQ8 362611 BF1 362611 BH7 362611AB1 362611AC9 362611AF2

362611AGO 362611AA3 362611BKO 362611 BL8 362611BM6 362611 BN4 362611BP9 362611BQ7 362611BR5 362611BS3 362611BT1 362611 BU8 362611BW4 362611BV6 362611BX2 362611AV7 362611AW5 362611AX3 362611AY1 362611AZB 362611BA2 362611AU9 54251TAA7 54251TAB5

54251TAC3 54251TAD1 54251TAE9 LBM1DEWD1 LBMD4PH50 54251TAF6 54251TAQ2 54251TAG4 54251TAH2

SEN_SUP _NASJIX SEN_SUP_NASJIX SEN_SUP_NASJIX SEN_SPR_NASJIX

SEN_SPRJLT SEN_SPRJLT SEN NAS FIX SEN_NASJIX SEN_IO SEN_IO SEN_IO SENJO SEN_IO SEN_INV_IO SEN_INV_IO SENJLT SENJIX_PAC SENJIX_PAC SENJIX_PAC SENJIX_PAC SENJIX_PAC SENJIX SENJIX SENJIX

SENJIX SEN FIX SENJIX SENJIX SENJIX SENJIX SENJIX SENJIX SENJIX SENJIX SENJIX SEN FIX NPR_NPR NPR_NPR NPR_NPR JUN_WAC JUN WAC JUN_WAC JUN_WAC JUN_WAC JUN_WAC JUN WAC SENJLT SENJLT

SENJLT SENJLT SEN FLT NPR_NPR_NO NPR_NPR_NO MEZJLT MEZJLT MEZJLT

MEZJLT



10,373,000 NA 35,064 AAA

3,509,000 AAA 3,073,000 AAA

830,000 AAA 47,130,000 AAA

B6,973,000 AAA 50,000,000 AAA 47,130,000 AAA 47,130,000 AAA

3,770,400 AAA 166,462 AAA

4,940,076 AAA 279,615 AAA

4,494,000 AAA B6,973,000 AAA

B1,799,000 AAA B1,799,000 AAA

102,B76,000 AAA 2,409,000 AAA 3,635,000 AAA

58,422,000 AAA 2,164,000 AAA 3,388,000 AAA

76,066,000 AAA 5,000,000 AAA

20,000,000 AAA 54A20POO AAA

3,635,000 AAA 8,000 AAA

58,422,000 AAA 58,422,000 AAA

2,164,000 AAA 2,164,000 AAA

64,221,000 AAA 64,221,000 AAA 64,221,000 AAA 66,630,000 AAA

NA NA NA

8,711,000 AA 3,733,000 A 2,488,000 BBB 1,244,000 BB 1,244,000 B 1,247,465 NR 1,B70,000 AA+

360,139,000 AAA 409,1 6S,000 AAA

142,27B,000 AAA 2B6,209,000 AAA

93,069,000 AAA NA NA

51,092,000 AM 11,176,000 BBB-47,B9B,000 AA+ 29,537,000 AA

9~.iginal .~.~~!~9

MOOdy

Ba2 Aaal'- NR Aa11'- NR Aa11'- NR Aa1/'- NR Aaa/""

Aaa/"AaaJ*AaaJ*AaaJ"Aaa/"-Aaal'- NR Aaal'- NR Aaal'- NR Aaal'- NR Aaa/""- NR

Aaal'- NR Aaal'- NR Aaal'- NR AaaJ"-Aaa/""-

AaaJ*-AaaJ*-AaaJ*-AaaJ"-Aaa/""- NR

Aaal'- NR Aaal'- NR Aaal'- NR AaaJ*- NR Aaa/""- NR

Aaal'- NR Aaal'- NR Aaal'- NR Aaal'- NR Aaa/"AaaJ*AaaJ*NR NR NR NR NR NR NR

NR NR NR NR AAA AM

Aaa AAA Aaa AAA Aaa AAA NA NA NA NA Aa11*- AA+

Ba1 BBB Aa2J*- AA+

Aa3J*- AA+

A CC CC CC CCC

A B CC CC CCC CC CC PIF CC A CC CC CC CC PIF CC CC CC CC CC

CC CC PIF CC CC CC CC CC CC CC CC CC NA NA NA C C D D D NR CC C MAI'CC C C NA NA C D D D

.ql:l.~~~.~t Ra~!~9


WR B31'

Ca Ca Ca Ba2/'Baa31'Ba31'

Ba2/'Ba2/'Ba2/'B31'B31'WR B21'Baa3/"B31'B31'

B21'B31'WR B21'B31'B3/'B31'B31'B31'B21'

WR B3/'B21'B21'B31'B3/'B31'B31'B31'B31'NR NR NR NR NR NR NR NR NR NR Caa3/"Aa2 Caa2f"Ca/*

Caf*NA NA

NR NR NR NR NR NR BBI'B-I'

NR NR NR NR NR NR NR NR

NR NR NR NR NR NR NR NR NR NR

NR NR NR NR NR NR NR NR NR NR NR NR NA NA NA NR NR NR NR NR NR NR CCC NR

CCC CCC CCC NA NA CC NR D D

25-Aug-06 25-Aug-06 25-Aug-06 25-Aug-06 25-Aug-06 25-Aug-06 25-Aug-06 25-Aug-06 25-Auq-06 25-Aug-06 25-Aug-06 25,Aug-06 25,Aug-06 25,Aug-06 25-Aug-06 25-Aug-06 25-Aug-06 25-Aug-06

25-Aug-06

25-Al:lg~q~. 25-Al:lg~q~. 25-Aug-06 25-Aug-06 25-Aug-06 25-Aug-06 25-Aug-06 25-Aug-06 25,Aug-06 25-Aug-06 25-Aug-06 25-Aug-06 25-Aug-06 25-Aug-06 25-Aug-06 25-Aug-06 25-Au9,06 25-Au9,06 25-Auq-06

25-Aug,06 25-Aug-06 25-Aug-06 25-Aug-06 25-Auq-06 25-Aug-06 25,Aug-06 25-Aug-06 25-Aug-06 25-Auq-06

30-Aug-06 30-Aug-06 30-Aug-06 30-Au9,06

30-AuR,06. 30-Aug-06 30-Aug-06 30-Aug-06 30-Aug-06 30-Aug-06 30-Aug-06


Public I 144A



Public /144A Public /144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A


Type

GS FCIC 000000118


Bloomberg Deal Name

I LBMLT 2006-7 ILBMLT 2006-7 ILBMLT 2006-7 ILBMLT 2006-7 ILBMLT 2006-7 I LBMLT 2006-7 I LBMLT 2006-7 I LBMLT 2006-7 I LBMLT 2006-7 I ABAC 2006-13A IABAC 2006-13A I ABAC 2006-13A I ABAC 2006-13A I ABAC 2006-13A I ABAC 2006-13A IABAC 2006-13A I ABAC 2006-13A IABAC 2006-13A I ABAC 2006-13A IABAC 2006-13A IABAC 2006-13A I ABAC 2006-13A I ABAC 2006-13A I ABAC 2006-13A I ABAC 2006-13A IABAC 2006-13A I FH L T 2006-C IFHLT 2006-C IFHLT 2006-C I FH L T 2006-C I FH L T 2006-C I FH L T 2006-C I FH L T 2006-C IFHLT 2006-C IFHLT 2006-C IFHLT 2006-C IFHLT 2006-C I FH L T 2006-C IFHLT 2006-C I FH L T 2006-C I FH L T 2006-C IFHLT 2006-C IFHLT 2006-C IFHLT 2006-C I CBASS 2006-SL 1 I CBASS 2006-SL 1 I CBASS 2006-SL 1 I CBASS 2006-SL 1 I CBASS 2006-SL 1 I CBASS 2006-SL 1 I CBASS 2006-SL 1 I CBASS 2006-SL 1 I CBASS 2006-SL 1 I CBASS 2006-SL 1 I CBASS 2006-SL 1 I CBASS 2006-SL 1 I CBASS 2006-SL 1 I CBASS 2006-SL 1 I CBASS 2006-SL 1

~Intex Deal

LBML0607 LBML0607 LBML0607 LBML0607 LBML0607 LBML0607 LBML0607 LBML0607 LBML0607 ABAC0613 ABAC0613 ABAC0613 ABAC0613 ABAC0613 ABAC0613 ABAC0613 ABAC0613 ABAC0613 ABAC0613 ABAC0613 ABAC0613 ABAC0613 ABAC0613 ABAC0613 ABAC0613 ABAC0613 FRHE06C FRHE06C FRHE06C FRHE06C FRHE06C FRHE06C FRHE06C FRHE06C FRHE06C FRHE06C FRHE06C FRHE06C FRHE06C FRHE06C FRHE06C FRHE06C FRHE06C FRHE06C CBS06SL1 CBS06SL1 CBS06SL1 CBS06SL1 CBS06SL1 CBS06SL1 CBS06SL1 CBS06SL1 CBS06SL1 CBS06SL1 CBS06SL1 CBS06SL1 CBS06SL1 CBS06SL1 CBS06SL1

M6 M7 M8

C o E

G

H J K

FIRST_LOSS 1A2 1A1 2A1 2A2 2A3 R

M7 M8 M9 C A1

R

M2 M3 M4 M5 M6

54251TAL3 54251TAM1 54251TAN9 54251TAP4 LBMUTGKHO LBMA568Z0 54251TARO 00257HAAO 00257HABS 00257HAC6 00257HAD4 00257HAE2 00257HAF9 00257HAG7 00257HAH5 00257HAJ1 ABARS6LR1 00257JAA6 00257JAB4 00257JAC2 00257JADO 00257JAE8 00257JAF5 00257JAG3 35729TAB8 35729TAAO 35729TAC6 35729TAD4 35729TAE2 35729TAU6 35729TAR3 35729TAF9 35729TAQ5 35729TAG7 35729TAH5 35729TAJ1 35729TAK8 35729TAL6 35729TAM4 35729TAN2 35729TAP7 35729TAS1 14983AM7 14983AAC3 14983AAB5 14983AAS8 14983AAT6 149S3AAD1 14983AAE9 14983AAF6 14983AAG4 14983AAH2 149S3AAJ8 14983AAQ2 14983AAK5 14983AAL3 14983AAM1

MEZJLT MEZJLT MEZJLT MEZJLT JUN_RES_NO JUN_OC_NO JUN FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT JUN_SUB SEN_SUPJLT SEN SPR FLT SENJLT SENJLT SENJLT NPR_NPR_NO MEZJLT_NO MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT JUN_OC_NO SENJLT SENJLT SENJIX NPR NPR NPR_NPR MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT JUN_OC JUNJIX_CAP JUNJIX_CAP JUNJIXJAP



26,344,000 AA-25,546,000 M 20,756,000 A 15,966,000 A-15,966,000 BBB+ 11,176,000 BBB

1596,611,010 NA 34,324,910 NA 15,966,000 BB+

159,000,000 AAA 44,718,750 AA+ 10,931,250 AA 11,925,000 AA-11,925,DOO A+ 11,925,000 A

7,950,000 A-11,925,000 BBB+

9,937,500 BBB 8,943,750 NA

~'~~?'i500 BB+ 7,950,000 BB 5,962,500 BB-4,968,750 PIF 5,962,500 PIF 1,987,500 PIF

15,900,000 NA 114,936,000 AAA 459X46POO AAA 400,924,000 AAA 379,769,000 AAA 30,425,000 AAA

NA 17,986,000 BB+ 81,835,000 AA+ 14,388,000 BBB-77,339,000 AA 32,374,000 AA-31,475,000 A+ 28,777,000 A 26,979,000 A-25,180,000 BBB+ 15,288,000 BBB+ 21,583,000 BBB 39,568,976 NA

319,784,000 AAA 21,319,000 AAA 85,276,000 AAA

NA NA

31,509,000 AA+

30,168,000 AM 19,442,000 AA 17,095,000 AA-18,101,000 A+ 17,766,000 A 33,185,243 NA 19,777,000 A-16,090,000 BBB+ 13,743,000 BBB

9~.iginal .~.~~!~9

MOOdy

A1 A2 AA-A3 A+ Baa1 A Baa2J*- A-Baa3

NA NA Ba2 AaaJ"Aa1t"-Aa2l'- AA Aa3/'- AA-A1/"- A+ A2/'- A A3/'- A-

Baa1J*- BBB+ Baa2/'- BBB NA NA Ba1J*-8a2l"-Ba3/'-NR NR NR NR NA Aaa AAA AaaJ'- AM Aaa AAA Aaa AAA Aaa AAA NR NR Ba2 BB Aa1J*- AA+ Ba1 BB+ Aa2I"Aa3/'A1 A2 A3 Baa1 888+ Baa2 BBB Baa3 BBB-NR NR

AM AM AM NR NA AA+

Aa2 AA+ Aa3 A1 A2 A3 A NR NR Baa1 BBB+ Baa2 BBB+ Baa3 BBB

Fitch

D D D D D

NA NA D CCC CCC CCC CCC CCC CCC CCC CCC PIF NA CCC CCC PIF PIF PIF PIF NA C CC CCC C C NA D C D D D D D D D D D NA C C C NA NA D

D D D D D NA D D D

.ql:l.~~~.~t Ra~!~9


C C C C WR WR NA NA WR Ba1 B1 B2 B2 B3 B3 B3 Caa1 WR NA Caa2 Caa3 WR WR WR WR NR B3/'Ba3/'Aa1/,Caa2/*Caf"NR WR C C C C C C C C C C NR B3 Caa1 Caa1 NR NR C

C C C WR WR NR WR WR WR

o 30-Aug-06 D 30-Aug-06 D 30-Aug-06 o 30-Au9-06 D 30-Aug-06 NR 30-Aug-06 NA 30-Aug-06 NA 30-Aug-06 NR 30-Auq-06 BBB+/'- 7-Sep-06 BBB-J*- 7 -Sep-06 BB+/'- 7-Sep,06 BB+/'- 7-Sep,06 BB/,- 7-Sep,06 BB-/'- 7-Sep-06 B+f"- 7 -Sep-06

8+/"- 7 -Sep-06 NR 7-Sep-06 NA 7-Sep-06 CCC+/'- 7-Sep-06 CCC+/"'- 7 -Se:P.-.Q~ NR 7-Sep-06 NR 7-Sep-06 NR 7-Sep-06 NR 7-Sep-06 NA 7-Sep-06 CCC 7 -Sep-06 B-/' - 7-Sep,06 CCC 7 -Sep-06 CCC 7 -Sep-06 eee 7 -Sep-06 NR 7-Sep-06 D 7-Sep-06 CCC 7 -Sep-06 D 7-Sep-06 D 7-Sep-06 D 7-Sep-06 D 7-Sep-06 D 7-Sep-06 o 7-Sep-06 o 7-Sep-06 D 7-Sep-06 D 7-Sep-06 NR 7-Sep-06 CCC 8-Sep,06 CCC 8-Sep-06 CCC 8-Sep-06 NR 8-Sep-06 NA 8-Sep-06 o S-Sep-06 D 8-Sep-06 D 8-Sep-06 D 8-Sep-06 D B-Sep-06 o S-Sep-06 NR 8-Sep-06 D 8-Sep-06 o 8-Sep-06 NR 8-Sep-06


Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A

Resl Resi Resi Resi Resi Resl Resl Resi Resi CDO CDO CDO CDO CDO CDO CDO CDO CDO CDO CDO CDO CDO CDO CDO CDO CDO Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi

Type

GS FCIC 000000119


Bloomberg Deal Name

I CBASS 2006-SL 1 I CBASS 2006-SL 1 IGSAMP 2006HE6 IGSAMP 2006-HE6 IGSAMP 2006-HE6 IGSAMP 2oo6-HE6 IGSAMP 2006-HE6 IGSAMP 2006-HE6 IGSAMP 2006-HE6 IGsAMPiooii:HE6 IGSAMPiooii:HE6 LGSAMP 2006,H.E6 LGSAMP 2006,H.E6 LGSAMP.2006,H.E.6 IGSAMP 2006-HE6 IGSAMP 2oo6-HE6 IGSAMP 2006-HE6 IGSAMP 2006HE6 IGSAMP 2006:HE6 IGSAMP200B-HE6 IINOS2006,2B IINOS 2006-2B IINOS 2006-2B IABAC2006-11A IABAC2006-11A IABAC2006-11A IABAC2006-11A LAB.A.C 200611.A IABAC2006-11A IABAC2006-11A IGSAA 2006-NIM7 IGSAAio06-NIM7 IGSAMP 2006-HE5-N IGSAMP 2006:HES:N IGSAMP 2ooEi:HES:N IGSAMP2006-HE5-N I AL TS .2006,3A I AL TS 2006-3A I AL TS 2006,3A I AL TS 2006-3A I AL TS 2006-3A I AL TS20063A I AL TS20063A I AL TS 2006-3A IALTS.2006-3A I AL TS 2006-3A I AL TS 2006-3A I AL TS 2006-3A I AL TS 2006-3A ICWHL 2006-16 ICWHL 2006-16 ICWHL200616 ICWHL2006-16 ICWHL 2006-16 ICWHL 2006-16 ICWHL 2006-16 ICWHL 2006-16 ICWHLiooii:iii [CWHLiooii:iii

~Intex Deal

CBS06SL1 CBS06SL1 GSA06HE6 GSA06HE6 GSA06HE6 GSA06HE6 GSA06HE6 GSA06HE6 GSA06HE6 GSA06HE6 GSA06HE6 GSA06HE6 GSA06HE6 GSA06HE6 GSA06HE6 GSA06HE6 GSA06HE6 GSA06HE6 GSA06HE6 GSA06HE6 I NOSo62B I NOSo62B I NOSo62B ABAC0611 ABAC0611 ABAC0611 ABAC0611 ABAC0611 ABAC0611 ABAC0611 GSAN06N7 GSAN06N7 GSN06HE5 GSN06HE5 GSN06HE5 GSN06HE5 ALTIUS3 ALTIUS3 ALTIUS3 ALTIUS3 ALTIUS3 ALTIUS3 ALTIUS3 ALTIUS3 ALTIUS3 ALTIUS3 ALTIUS3 ALTIUS3 ALTIUS3 CWF06016 CWF06016 CWF06016 CWF06016 CWF06016 CWF06016 CWF06016 CWF06016 CWF06016 CWF06016

A1 A2 A3 A4 R RX M1 M2 M3 M4 M5 M6 M7 M8 CE B1 B2 B3 A R C A1 A2 B

C o E FIRST_LOSS

OS A1A A1B1B A1B1F A1B2 A1B3 A1BV A2 B C o E INCOME S 1X 2X 3X 3A5 3A6 3A7

36245AAA4 36245AAB2 36245AACO 36245AA08 36245AAT3 36245AAUO 36245AAE6 36245AAF3 36245AAG1 36245AAH9 36245AAJ5 36245AAK2 36245AALO 36245AAV8 36245AAR7 36245AAM8 36245AAN6 36245AAP1 43709KAA7 43709KAK5 43709KAJ8 002559MO 0025S9AB8 oo2559AC6 o02559A04 o0257WAA7 00257WAB5 ABAJX7080 3622E5AA9 3622E5AB7 36244XAA5 36244XAB3 36244XAC1 36245B104 o2149YAA1 o2149YAB9 02149YAH6 o2149YAJ2 o2149YAK9 o2149YAL7 o2149YAC7 02149YA05 02149YAE3 o2149YAFO o2149PAAO o2149PABS 02149YAG8 170257AB5 170257A01 170257AL3 170257AJ8 170257AK5 170257AV1 170257M7 170257AC3 170257AE9 170257AF6

SENJLT SENJLT SENJLT SENJLT NPR_NPR NPR_NPR MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT JUN_OC JUNJIX_CAP _NO JUNJIX_CAP_NO JUNJIX_CAP_NO SENJLT NPR_NPR_NO JUN_OC_NO MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT JUN_SUB SENJIX NPR_NPR_NO SENJIX_NIM_PP SENJIX_NIM_PP SENJIX_NIM_PP JUN~RES~NO

SENJLT SEN FLT SENJLT SENJLT SENJLT SENJLT SEN FLT MEZJLT MEZJLT MEZJLT MEZJLT JUN SUB JUNJLT SEN_WAC_IO SEN_WAC_IO SEN_WACJO SEN NAS FIX SEN_NASJIX SEN_IO SENJIX SENJIX SENJIX SENJIX



15,084,000 BBB-12,068,000 BB+

283,858,000 AAA 60,831,000 AAA

100,148,000 AAA 40,049,000 AAA

NA NA

25,436,000 AA+ 30,909,000 AA 11,913,000 AA-11,269,000 A+ 13,201,000 A

7,727,000 A-7,727,000 BBB+ 6,440,000 BBB

11,269,906 NA 11,590,000 BBB-11,269,000 BB+ 10,303,000 NR

585,242,000 NA NA

488 NA 82,500,000 NA 45,937,500 NA 31,875,000 NA 18,750,000 NA 17,8g500 NA

7,125,000 NA 21,000,000 NA

7,582,000 NA 398,322,093 NA 27,245,000 NA

8,006,000 NA 6,055,000 NA

1,000 NA 220,000,000 NA 499,950,000 NA 499,950,000 NA 300,000,000 NA 250,000,000 NA

100,000 NA 90,000,000 NA 88,000,000 NA 23,000,000 NA 19,000,000 NA

o NA 10,000,000 NA 17,500,000 NA

475,907,234 AAA 189,261,959 AAA 275,000,000 AAA

18,546,000 AAA 1,237,000 AAA 1,426,615 AAA

479,278,000 AAA 215,675,000 AAA 66,175,000 AAA 70,000,000 AAA

9~.iginal .~.~~!~9

MOOdy

Ba1f"-8a2/*- BB+ AaaJ'- AAA AaaJ'- AM Aaa AAA Aaa NR NR Aa1 Aa2 Aa2 Aa31*- A+ A1 A A2 A-A3 BBB+ Baa1 8BB

NR NR Baa2 BBB-Baa3 BB+ Ba1 Aaa/""

NR NR Aaa Aa11*-Aa3t"- AA-A2/,- A-Baa1/'- BBB NA NA NA NA NA BBB-NA NA NA A NA BBB-NA BB NA AaaJ*AaaJ*AaaJ*Aaa/"-Aaa/""- AAA

AaaJ'- AAA AaaJ'- AAA Aa2J'- AA

A BBB BB+ NA AM AM

NA AM NA AAA NA AM NA AM NA AM NA NA NA NA

Fitch

o BB CCC CC CC NA NA C C C C D D D o NA D D NR NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA CC CC CCC CC CC CC CC CC CC CCC

.ql:l.~~~.~t Ra~!~9


WR WR Aa2 B21'-83/'Caa2f*

NR NR C C C C C C C C

NR C C WR Ca NR NR C C C

C WR NA NA NA NA NA NA NA NA Ca Ca Caa3 Ca Ca Ca C C C C C NA Aa2 NA NA NA NA NA NA NA NA NA NA

NR S-Sep-06 NR 8-Sep-06 AMI' - 14-Sep-06 B-1' - 14-Sep-06 CCC 14-Sep-06 eee 14-Sep-06 N R 14-Sep-06 N R 14-Sep-06 CCC 14-Sep-06 CCC 14-Sep-06 CC 14-Sep-06 CC 14:Sep-06 o 14:Sep-06 o 14,Sep-06 o 14-Sep-06 o 14-Sep-06 N R 14-Sep-06 o 14-Sep-06 o 14-Sep-06 o 14-Sep,06

CC 18-~~p'~q~. NA 18-Sep-06 NA 1S-Sep-06 o 20-Sep-06 N R 20-Sep-06 N R 20-Sep-06 N R 20-Sep-06 N R 20,Sep-06 NA 20-Sep-06 NA 20-Sep-06 CC 22-Sep-06 NA 22-Sep-06 CC 22-Sep-06 CC 22-Sep-06 CC 22-Sep-06 NA 22-Sep,06 CC 28-Sep,06 CC 2S-Sep-06 B-1' - 28-Sep,06 CC 28-Sep-06 CC 28-Sep-06 CC 2S-Sep-06 CC 2S-Sep-06 CC 28-Sep-06 CC 28,Sep-06 CC 28-Sep-06 CC 2S-Sep-06 NA 2S-Sep-06 BBB-I'- 28-Sep-06 eee 28-Sep-06 CCC 28-Sep-06 CCC 2S-Sep,06 CCC 2S-Sep,06 CCC 28-Sep-06 eee 28-Sep-06 CCC 28-Sep-06 CCC 2S-Sep-06 CCC 2S-Sep-06 CCC 28-Sep-06


144A 144A Public /144A Public I 144A Public I 144A Public I 144A


Public /144A Public /144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A

Resl Resi Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi CDO CDO COO COO CDO CDO CDO Resl Resi Resi Resi Resi Resl COO CDO CDO COO COO COO CDO CDO CDO COO COO CDO CDO Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi

Type

GS FCIC 000000120


9~.iginal .~.~~!~9

Bloomberg Deal Name

ICWHL 2006-16 ICWHL 2006-16 ICWHL 200616 ICWHL 2006-16 ICWHL 2006-16 ICWHL 2006-16 ICWHL 2006-16 ICWHL 2006-16 ICWHL 2006-16 ICWHL200s:iii ICWHL20os:iii jFFMLTTrust2006H.13 jFFMLTTrust2006H.13 jFFM. L T Trust 2006,FF13 I FFMLT Trust 2006-FF13 I FFMLT Trust 2006-FF13 I FFMLT Trust 2006-FF13 IFFM L T Trust 200iiFFi 3 IFFM L T Trust 200iiWi 3 I FFM.LT Trust 2006-FF1} I FF~.~ T .T.r.l:l~~ .~q9.6-FF~} I FFMLT Trust 2006-FF13 I FFMLT Trust 2006-FF13 I FFMLT Trust 2006-FF13 I FFMLT Trust 2006-FF13 r FFMLT Trust 2006-FF13 I FFMLT Trust 2006-FF13 jFFMLTTrust2006H.13 IFFMLT Trust 2006-FF13 I FFMLT Trust 2006-FF13 I FFMLT Trust 2006-FF13 IFFM L T Trust 200iiFFi 3 I FFMLT Trust 2006-FF13 IGSAA2006-is IGSAAi006-is I GSA.A .. 2006,1.5. I GSA.A.2006, 1.5. IGSAA 2006-15 I GSA.A. 2006,1.5. IGSAA 2006-15 IGSAA 2006-15 I GSAA 200ii: 15 I GSAA 200ii: 15 IGSAA 2006-15 I.cSAA.2006-1S IGSAA 2006-15 IGSAA 2006-15 IGSAA 2006-15 IGSAA 2006-15 IGSAAi006-is IGSAA 2006-15 I GSA.A.2006, 1.5. I GSA.A. 2006,1.5. IGSAA 2006-15 IGSAA 2006-16 IGSAA 2006-16 IGSAA 2006-16 I GSAA 2006:16 I GSAA 2006:16

~Intex Deal

CWF06016 CWF06016 CWF06016 CWF06016 CWF06016 CWF06016 CWF06016 CWF06016 CWF06016 CWF06016 CWF06016 FFM06F13 FFM06F13 FFM06F13 FFM06F13 FFM06F13 FFM06F13 FFM06F13 FFM06F13 FFM06F13 FFM06F13 FFM06F13 FFM06F13 FFM06F13 FFM06F13 FFM06F13 FFM06F13 FFM06F13 FFM06F13 FFM06F13 FFM06F13 FFM06F13 FFM06F13 GSAA0615 GSAA0615 GSAA0615 GSAA0615 GSAA0615 GSAA0615 GSAA0615 GSAA0615 GSAA0615 GSAA0615 GSAA0615 GSAA0615 GSAA0615 GSAA0615 GSAA0615 GSAA0615 GSAA0615 GSAA0615 GSAA0615 GSAA0615 GSAA0615 GSAA0616 GSAA0616 GSAA0616 GSAA0616 GSAA0616

AR PO B3

RC R RX A1 A2A A2B A2e A2D

M7 M8 M9 C P X

B1 B2 R RC

AF3B AF4 AF5 B1

M6

R

170257AN9 170257AM1 170257AS8 170257AT6 170257AU3 170257AQ2 170257ARO 170257AP4 170257AW9 30247DAR2 30247DASO 30247DATB 30247DAA9 30247DAB7 30247DAC5 30247DAD3 30247DAE1 30247DAFS 30247DAG6 30247DAH4 30247DAJO 30247DAK7 30247DAL5 30247DAM3 30247DAN1 30247DAP6 30247DAQ4 30247DAX9 30247DAW1 30247DAU5 30247DAV3 3622E8AN5 3622E8APO 3622E8AQ8 3622E8AF2 3622E8AA3 3622E8AB1 3622E8AC9 3622E8AX3 3622E8AD7 3622E8AE5 3622E8AM7 3622E8AR6 3622E8AGO 3622E8AH8 3622E8AJ4 3622E8AK1 3622E8AL9 3622E8AU9 3622E8AS4 3622E8AW5 3622E8AV7 362256AM1 362256AN9 362256AP4 362256AA7 362256AB5

SENJIX SEN_ePT_XRS_PO JUN_WAC_NO JUN_WAC_NO JUN_WAC_NO JUN_WAC JUN WAC JUN_WAC JUN_WAC SEN_PO SEN_PO SEN_PO SENJLT SENJLT SENJLT SENJLT SENJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT JUN_RES_NO JUN_PEN_NO JUN_OC_NO JUNJLT_NO JUNJLT_NO SEN_PO SEN_PO SEN_PO SEN_NASJIX_CAP SEN FLT SENJIX_CAP SENJIX_CAP SENJIX_CAP SENJIX_eAP SEN FIX eAP MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP MEZ FIX CAP MEZJIX_CAP MEZJIX_CAP MEZJIX JUN_Oe_NO JUN FLT NO JUNJIX_CAP SEN_PO SEN_PO SEN_PO SENJLT SENJLT



85,960,000 AAA 22,082,000 AAA

100 AAA 1,041,937 AAA 2,000,000 BB 1,500,000 B 1,501,159 NA 6,000,000 A 3,000,000 BBB

15,000,000 AA+ 11,000,000 AA

100 NA 50 NA 50 NA

244,303,000 NA 737,527,000 NA 218,496,000 NA 326,660,000 NA 188,322,000 NA T?,.1.~~iOOO NA 65,769,000 NA 37,128,000 NA 36,067,000 NA 32,885,000 NA 30,763,000 NA 29,702,000 NA 18,034,000 NA 15gg000 NA

2121,593,397 NA 2121,593,397 NA

33,946,197 NA 11,668,000 NA 21,216,000 NA

100 NA 100 NA 100 NA

51,206,000 NA 222,508,000 NA 39,820,000 NA 78,811,000 NA

8,757,000 NA 62,948,000 NA 48,004,000 NA

2,736,000 NA 2,736,000 NA 6,286,000 NA 2,736,000 NA 2,736,000 NA 2,736,000 NA 2,736,000 NA 2,736,000 NA 4,1 03,264 NA 2,736,000 NA 2,736,000 NA

100 NA 100 NA 100 NA

797,539,000 NA 216,239,000 NA

MOOdy SP

NA AM NA AM NA AM NA AAA NA NR NA NA NA NA NA NA NR NA NR NR NR NA Aaa AAA Aaa AAA Aaa AAA Aaa AAA Aaa AAA Aa1 Aa2 Aa3 A1 A2 A3 Baa1 A Baa2 A-Baa3 BBB+ NR NA NR NR NR NR Ba1 BBB Ba2 BBB-NR AAA NR AAA NR Aaa Aaa Aaa Aaa Aaa AAA Aaa AAA Aaa AAA A3 A

AAA+ AA+ AA AA AA-

A2 A+ NR NR Ba2 BBB-Baa3 BBB+ NR AM NR NR AaaJ*AaaJ*-

Fitch

CCC CC AAA CC D

NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA

.ql:l.~~~.~t Ra~!~9


NA NA NA NA NA

NR NR NR B3 Aaa

B3 Caa2 Caa3 C C C e C C C

C e NR NR NR e e NR NR NR Caa1/"Baa31'Caa1/*B31'Caf"Caa1/*Caa1/*C C C e e C C

C NR e C NR NR NR B31'Caa2/*-

eee 28-Sep-06 CCC 28-Sep-06 N R 2B-Sep-06 eee 2B-Sep-06 N R 28-Sep-06 N R 28-Sep-06 N R 28-Sep-06 N R 2B-Sep-06 N R 2B-Sep-06 CC 28-Sep-06 N R 28-Sep-06 NA 28,Sep-06 N R 2B,Sep-06 NA 2B,Sep-06 CCC 28-Sep-06 N R 28-Sep-06 8+ 28-Sep-06 eee 2B-Sep-06 eee 2B-Sep-06 CCC 2S-Sep,06 eee 28-~~p'~q~. CC 28-Sep-06 o 2B-Sep-06 o 28-Sep-06 o 28-Sep-06 o 28-Sep-06 o 28-Sep-06 o 2B,Sep-06 NA 2B-Sep-06 N R 2S-Sep-06 N R 28-Sep-06 o 2B-Sep-06 o 2B-Sep-06 N R 28-Sep-06 N R 2S-Sep-06 N R 28-Sep,06 CCC 28-Sep,06 AAAI' - 2B-Sep-06 CCC 28-Sep,06 eee 28-Sep-06 eee 28-Sep-06 eee 2B-Sep-06 eee 2B-Sep-06 o 28-Sep-06 o 2S,Sep-06 CC 28-Sep-06 ee 2B-Sep-06 ee 2B-Sep-06 CC 28-Sep-06 o 28-Sep-06 o 28-Sep-06 N R 2B-Sep,06 o 2B-Sep,06 o 28-Sep-06 N R 28-Sep-06 N R 28-Sep-06 N R 2B-Sep-06 eee 2B-Sep-06 CCC 28-Sep-06


Public I 144A Public /144A Public /144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A


Type

GS FCIC 000000121


9~.iginal .~.~~!~9

Bloomberg Deal Name

IGSM 2006-16 IGSM 2006-16 IGSAA2006-1ii IGSM 2006-16 IGSM 2006-16 IGSM 2006-16

IGSM 2006-16 IGSM 2006-16 IGSM 2006-16 I GSAA iobii: 16 I GSAA iobii: 16 jRFMSII.2006-.HSA5. jRFMSII.2006.HSA5. jRF.MSII.2006.-.HSA5. IVVSCMT 2006-WL7A I VVSCMT 2006-WL 7 A

I VVSCMT 2006-WL 7 A I\iiiBCMT 2006:WL7A

I\iiiBCMT 2006:WL7A IVVSCMT2006,VVL7A

IVVSCMT.2006,VVL7A IVVSCMT 2006-WL7A IVVSCMT 2006-WL7A IVVSCMT 2006-WL7A IVVSCMT 2006-WL7A I VVSCMT 2006-WL 7 A

I VVSCMT 2006-WL 7 A jVVS.CMT 2006,VVL7A IVVSCMT 2006-WL7A IVVSCMT 2006-WL7A I VVSCMT 2006-WL 7 A I\iiiBCMT 2006:WL7A

IVVSCMT 2006-WL7A I\iiiBCMT 2006:WL7A I\iiiBCMT 2006:WL7A

I VVSCMT .2006,VVL 7 A IVVSCMT.2006,VVL7A IVVSCMT 2006-WL7A

IVVSCMT2006,VVL7A IVVSCMT 2006-WL7A I VVSCMT 2006-WL 7 A IVVSCMT2ooii:WL7A IVVSCMT2ooii:WL7A IVVSCMT 2006-WL7A

I.VVS.CMT 2006,VVL7 A I VVSCMT 2006-WL 7 A IVVSCMT 2006-WL7A IVVSCMT 2006-WL7A IVVSCMT 2006-WL7A I\iiiBCMT 2006:WL7A

I VVSCMT 2006-WL 7 A IVVSCMT.2006,VVL7A

IVVSCMT2006,VVL7A IVVSCMT 2006-WL7A IVVSCMT 2006-WL7A I VVSCMT 2006-WL 7 A IVVSCMT 2006-WL7A IVVSCMT2ooii:WL7A [VVSCMT2ooii:WL7A

~Intex Deal

GSAA0616 GSAA0616 GSAA0616 GSAA0616 GSAA0616 GSAA0616

GSAA0616 GSAA0616 GSAA0616 GSAA0616 GSAA0616 RFC06HA5 RFC06HA5 RFC06HA5 WBC06W07 WBC06W07

WBC06W07 WBC06W07 WBC06W07 WBC06W07 WBC06W07 WBC06W07 WBC06W07 WBC06W07 WBC06W07 WBC06W07

WBC06W07 WBC06W07 WBC06W07 WBC06W07 WBC06W07 WBC06W07 WBC06W07 WBC06W07 WBC06W07 WBC06W07 WBC06W07 WBC06W07 WBC06W07 WBC06W07 WBC06W07 WBC06W07 WBC06W07 WBC06W07 WBC06W07 WBC06W07 WBC06W07 WBC06W07 WBC06W07 WBC06W07

WBC06W07 WBC06W07 WBC06W07 WBC06W07 WBC06W07 WBC06W07 WBC06W07 WBC06W07 WBC06W07

B1 B2 M1

VFN A SB X1B X1A LN03_SEN2 LN05_SEN2 A1 A2 RESIDUAL Q1 Q2 R

K

L B C D

G H LN01_SUB LN02_SUB LN05_SUB LN07 SUB LN08_SUB LNOO_SUB LN10_SUB LN11_SUB LN12 SUB LN14_SUB LN15_SUB LN16_SUB LN17_SUB LN18 SUB LN19_SUB BH1

BH2 BH3 BH4 BP1 BP2 CM KH1 KH2 MB1

362256AK5 362256AL3 362256AE9 362256AF6

362256AG4 362256AH2 362256AJ8 362256ARO 362256AQ2 RFCS8Q600 437099AA2 RFCWOLJBO 92976BHM7 92976BHL9

WBCF4KZSO WBC1JC1XO 92976BHJ4 92976BHK1 WBC17DMPO 92976BKN1 92976BKQ4 92976BKSO 92976BHY1 92976BHZ8

92976BHN5 92976BHR6 92976BHS4 92976BHT2 92976BHU9 92976BHV7 92976BHW5 92976BHX3 WBCZCNCBO WBCUQAIVO

WBC6BL3PO WBCRVC3XO WBC435PAO WBCAX11XD WBCUAJZUO WBCBBK4WO WBCWPMRLO WBCK49X20 WBCQA66PO WBCHVSP10 WBC812J10 WBCEDOLIO WBCSBHCJO 92976BJC7

92976BJD5 92976BJE3 92976BJFO 92976BKU5 92976BKW1 92976BJJ2 92976BJA1 92976BJB9 92976BLA8

MEZJLT MEZJLT MEZJLT MEZJLT

MEZJLT MEZJLT MEZ FLT JUN_OC_NO JUNJLT_ND SENJLT_NO SENJLT JUN_OC_NO

SEN_PAC_ID

SENJLT_ SENJLT_ SENJLT SENJLT NPR_NPR_ NPR_NPR_NO NPR_NPR_NO NPR_NPR_ND MEZJLT_CAP MEZJLT_CAP

MEZJLT_CAP MEZ FLT

MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT JUNJLT_ JUNJLT_ JUNJLT_ JUN FLT

JUNJLT_ JUNJLT_ JUNJLT_ JUNJLT_ JUN FLT JUNJLT_

JUNJLT_ JUNJLT_ JUNJLT_ JUN FLT JUNJLT_ JUNJLT

JUNJLT JUNJLT JUN FLT JUNJLT JUNJLT JUNJLT JUNJLT JUNJLT JUNJLT



:D2,442,000 NA 33,605,000 NA

8,711,000 NA 7,262,000 NA

18,878,000 NA 18,153,000 NA

10,165,000 NA 9,440,000 NA

14,522,000 NA 7,987,805 NA 7,262,000 NA

NA 295,648,000 NA

o NA 922,214,948 AAA

2922,214,948 AAA

212,500,000 NA 682,998,109 NA 720,454,000 AAA 573,484,000 AAA

NA NA NA NA

21,876,000 BBB+ 25,396,000 BBB 28,305,948 BBB-

9M25POO AA+ 94,972,000 AA 76,808,000 AA 75,185,000 AA-70,436,000 A+

71,810,000 A 64,863,000 A-50,000,000 NA

100,000,000 NA 625,000,000 NA 130,000,000 NA 85,500,000 NA 15,000,000 NA 40,000,000 NA 32,814,859 NA 28,000,000 NA 28,900,000 NA 14,000,000 NA 40,900,000 NA 23,000,000 NA

8,000,000 NA 11,500,000 NA 18,000,000 A-

28,000,000 BBB+ 56,000,000 BBB-46,000,000 BB+

2,400,000 BBB 2,600,000 BBB-1,200,000 BBB-

75,100,000 BBB-58,900,000 BB+

2,300,000 BBB+

MOOdy SP

Aaa AAA AaaJ'- AAA Baa2 A Baa3 BBB+ Aa1 AA+ Aa2

Aa3 A1 A3 NR Ba2 NA NA AaaJ'- AAA NA NA (P)Aaa AAA (P)Aaa AAA

NA NA NA NA (P)Aaa AAA (P)Aaa AAA NA NA NR NA NR NA NR NA NR BBB+ NR BBB NR BBB-(p)Aa1 AA+ (P)Aa2 AA NR AA NR AA-NR A+ NR A NR A-NA NA NA NA NA NA NA NA NA NA NA NA

NA NA NA NA NA BBB+

NR BBB NR BBB-NR BB+ (P)Baa2 NR (P)Baa3 NR (P)Baa3 BB+ (P)Baa3 BBB-(P)Ba1 BB+

(P)Baa1 NR

Fitch

NA NA NA NA NA NA

NA NA NA NA NA NA NA NA MAI'PIF

NA NA MAI'MAI'NA NA NA NA BB+J*BBI'BB-rAA+J*AAf'MI'M-I'A+/*AI'BBBI'NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA A-I'BBB+rBBB-rBB+J*BB+J*BBI'BB+J*BBrBB-rBBB+/'-

.ql:l.~~~.~t Ra~!~9


Caa1f"Ca/*-C C C C

C C C NR C NA 83 NA Aaa WR

NA NA Aaa A1 NA NR NR NR NR NR

NR A2 Baa1 NR NR NR NR NR NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NR

NR NR NR B1 B2 B2 Ba3 B1 Baa3

CCC CCC o o CC o o o o NR o NA BB+ NA AA+ NR

NA NA AA+ A+ NA NA NA NA CCC+ CCC CCCA BBB+ BBBB~

B+

B B-NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA CCCCCCCCC

CCCNR NR CCCCCCCCCNR

2B-Sep-06 28-Sep-06 28-Sep-06 28-Sep-06 28-Sep-06 2B-Sep-06 28-Sep-06 28-Sep-06 28-Sep-06 28-Sep-06 2B-Sep-06 28,Sep-06 28,Sep-06 28,Sep-06 28-Sep-06 2B-Sep-06 28-Sep-06 28-Sep-06

28-Sep-06 28-Sep,06

2B-~~p'~q~. 28-Sep-06 28-Sep-06 28-Sep-06 28-Sep-06 2B-Sep-06 28-Sep-06 28,Sep-06 28-Sep-06 28-Sep-06 2B-Sep-06 28-Sep-06 28-Sep-06 28-Sep-06 28-Sep-06 28-Sep,06 28-Sep,06 28-Sep-06

28-Sep,06 2B-Sep-06 2B-Sep-06 28-Sep-06 28-Sep-06 28-Sep-06 28,Sep-06 28-Sep-06 28-Sep-06 28-Sep-06

28-Sep-06 2B-Sep-06 28-Sep-06 28-Sep,06 28-Sep,06 28-Sep-06 2B-Sep-06 28-Sep-06 28-Sep-06 28-Sep-06 28-Sep-06


Public f 144A Public /144A Public /144A Public /144A Public /144A Public f 144A Public f 144A Public /144A Public /144A Public /144A Public f 144A Public /144A Public /144A Public /144A Public /144A Public f 144A Public /144A Public /144A Public /144A Public /144A Public f 144A Public /144A Public /144A Public /144A Public /144A Public f 144A Public /144A Public /144A Public /144A Public /144A Public f 144A Public /144A Public /144A Public /144A Public /144A Public f 144A Public /144A Public /144A Public /144A Public f 144A Public f 144A Public /144A Public /144A Public /144A Public /144A Public f 144A Public /144A Public /144A Public /144A Public f 144A Public f 144A Public /144A Public /144A Public /144A Public f 144A Public /144A Public /144A Public /144A Public /144A


Type

GS FCIC 000000122


Bloomberg Deal Name

IWBCMT 2006-WL7A I WBCMT 2006-WL 7 A IWBcMT 2006~WL7ii IWBCMT 2006-WL7A IWBCMT 2006-WL7A I WBCMT 2006-WL 7 A I FHAMS 2OD6-AA6 I FHAMS 2006-AA6 I FHAMS 2006-AA6 I FHAMS2006~iiii6 I FHAMS2006~iiii6 jFH.AMS.2006,AA6 jFHAMS2006,AA6 jFH.A.MS.2006,AA6 I FHAMS 2OD6-AA6 I FHAMS 2OD6-AA6 I FHAMS 2006-AA6 IFHAMS 2006~iiii6 IFHAMS 2006~iiA6 I FHAM.S2006,AA6 I FHAM.S .2006,A.A.6 I FHAMS 2006-AA6 I GSAMP 2006-FM2 I GSAMP 2006-FM2 I GSAMP 2006-FM2 I GSAMP 2OD6-FM2 I GSAMP 2006-FM2 jGSAMP.2006,FM2 I GSAMP 2006-FM2 I GSAMP 2006-FM2 I GSAMP 2OD6-FM2 IGSAMP 2006FM2 I GSAMP 2006-FM2 IGSAMP 2006~FM2 IGSAMP 2006~FM2 I GSAMP 2D06-FM2 I GSAMP 2D06FM2 I GSAMP 2006-FM2 IGSAMP2D06-FM2 I GSAMP 2006-FM2 I GSAMP 2006-FM2 I GSAMP2006FM2 I GSAMP2006FM2 IINABS 2006-H3 1.I.NAB.S2006-H3 IINABS 2006-H3 IINABS 2006-H3 IINABS 2006-H3 IINABS 2006-H3 IINABS2006-H3 IINABS 2006-H3 I MLCFC 2006,3 I MLCFC 2006,3 I MLCFC 2006-3 I MLCFC 2006-3 I MLCFC 2006-3 I MLCFC 2006-3 I MLCFC 2b1i6~3 I MU::FC 2b1i6~3

~Intex Deal

WBC06W07 WBC06W07 WBC06W07 WBC06W07 FHAT06A6 FHAT06A6 FHAT06A6 FHAT06A6 FHAT06A6 FHAT06A6 FHAT06A6 FHAT06A6 FHAT06A6 FHAT06A6 FHAT06A6 FHAT06A6 FHAT06A6 FHAT06A6 FHAT06A6 FHAT06A6 GSA06FM2 GSA06FM2 GSA06FM2 GSA06FM2 GSA06FM2 GSA06FM2 GSA06FM2 GSA06FM2 GSA06FM2 GSA06FM2 GSA06FM2 GSA06FM2 GSA06FM2 GSA06FM2 GSA06FM2 GSA06FM2 GSA06FM2 GSA06FM2 GSA06FM2 GSA06FM2 GSA06FM2 INMC06H3 INMC06H3 INMC06H3 INMC06H3 INMC06H3 INMC06H3 INMC06H3 INMC06H3 MLCF0603 MLCF0603 MLCF0603 MLCF0603 MLCF0603 MLCF0603 MLCF0603 MLCF0603

MB4 UV WA WB IAIO IIAIO IIIAIO IAR IA2

IIIA1 B4 B5 B6 B1 B2 B3 R RC RX A1 A2A A2B A2C A2D C B1

M4 M5 M6 M7 MB X

B2 M9 A ICF~A

UCF~A

R

B

L XC ASB XP A1A

92976BLG5 92976BJK9 92976BJG8 92976BKY7 32052MAC5 32052MAG6 32052MAK7 32052MAD3 32052MAB7 32052MAF8 32052MAJO 32052MAA9 32052MAE1 32052MAH4 32052MAP6 32052MAQ4 32052MAR2 32052MAN1 32052MAL5 32052MAM3 36245DAS9 36245DAR1 36245DAT7 36245DAAS 36245DAB6 36245DAC4 36245DAD2 36245DAEO 36245DAQ3 36245DAU4 36245DAF7 36245DAG5 36245DAH3 36245DAJ9 36245DAK6 36245DAL4 36245DAM2 36245DANO 36245DAWO 36245DAV2 36245DAP5 45664UAA3 INM816HUO 92906CAA3 45664UAGO 45664UAB1 45664UAC9 45664UAD7 45664UAE5 60687VBC8 60687VAD7 60687VBBO 60687VAF2 60687VBD6 60687VAB1 60687VAC9 60687VAE5

JUNJLT JUNJLT JUNJLT JUNJLT SEN~WAC~IO

SEN~WAC~IO

SEN WAC 10 SEN_WAC SEN_SUP_WAC SEN_SUP _WAC SEN_SUP _WAC SEN_SPR_WAC SEN~SPR~WAC

SEN~SPR~WAC

JUN~WAC~NO

JUN~WAC_NO

JUN~WAC~NO

JUN_WAC JUN_WAC JUN~WAC

SEN~PO

SEN~PO

SEN~PO

SENJLT SENJLT SEN FLT SENJLT SENJLT NPR~NPR~NO

MEZJLT~NO

MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT JUN~OC~NO

JUNJLT_NO JUN FLT SENJLT SENJLT SENJLT NPR~NPR~NO

MEZ FLT NO MEZJLT~NO

JUN~OC~NO

JUN~NO

SEN~WACJ.o~SPT_NO

SEN TAC FIX CAP SEN~PAC~IQ~NQ

SEN~MF JIX~CAP

SENJLT~IO~NO

SENJIX~CAP

SENJIX~CAP

SENJIXJAP



2,600,000 BBB 2,600,000 BBB-2,500,000 BBB-1,890,000 BBB-3,300,000 A 5,000,000 BB

11,732,000 AAA 357,044,000 AAA

15,484,000 AAA 100 AAA

78B,000 AAA 24,006,000 AAA

1,041,000 AAA 1 0,944,DOO AAA

333,038,000 AAA 14,443,000 AAA

2,051,000 BB 1,640,000 B 1,436,026 NA

}}/!~4iOOO AA 4,101,000 A 3,075,000 BBB

50 NA 100 NA 50 NA

351,611,000 NA 225,825,000 NA 95,6g000 NA 99,392,000 NA 53,666,000 NA

NA 6,131,000 NA

34,230,000 NA 29,631,000 NA 19,414,000 NA 16,349,000 NA 15,837,000 NA 15,838,000 NA 14,305,000 NA 11,750,000 NA 1 2,773,022 NA 10,217,000 NA

9,196,000 NA 496,786,000 NA

NA 290,000,000 NA

NA 2,509,000 NA 2,509,000 NA

954 NA NA

2425,022,032 AAA 118,000,000 AAA

2372,109,000 AAA 344,155,000 AAA 32,632,360 NR

163,000,000 AAA 34,000,000 AAA

971,780,000 AAA

9~.iginal .~.~~!~9

MOOdy

(P)Baa2 (P)Baa3 NR (P)Ba1 NR (P)Ba1 BBB-Ba1/'- BBB NR NA NA NA NA NA NA AM NA AM NA AAA NA AAA NA AM NA NR NA NR NA NR NA NA NA NR NR NR Aaa AAA

Aaa AAA Aaa AAA Aaa AAA Aaa AAA NR NR Ba1 BBB-Aa11*- AA+ Aa2J'- AA Aa3J>- AA A1 AA-A2 A+ A3 A Baa1 A-Baa2/,,- BBB+ NR NR Ba2 BB+ Baa3 BBB Aaa/'- AAA

NA NA NR BBB BB+ NR

NR NR Aaa NA (P)Aaa NA Aaa NA (P)Aaa NA NR NA (P)Aaa NA (P)Aaa NA (P)Aaa NA

BBB-J>BBB-J>PIF BI'BBf'C C C PIF o o D C C C

o D NA D o o NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA MA AAA AAA AAA NR AAA AAA AAA

.ql:l.~~~.~t Ra~!~9


Ba1 Ba2 Ba3 WR C NR NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NR NR NR Ba2J'Aaa B3J>Cal*Caa3/*NR C C C C C C C C C NR WR C Ca NA NA NR NR NR NR NR Aaa Aaa Aaa Aaa NR Aaa Aaa Aaa

NR NR NR NR CCCCCCNR CCC CCC NR o D D CCC CCC CCC NR NR NR NR NR NR NR NR NR CCC NR CCC CCC CCC NR D CC D o o D D D o NR D D CC NA NA NR D D NR NR NA NA NA NA NA NA NA NA

28-Sep-06 28-Sep-06 28-Sep-06 28-Sep-06 28-Sep-06 28-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29,Sep-D6 29,Sep-D6 29,Sep-D6 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep,06

29-~~p'~q~. 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29,Sep-D6 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep,06 29-Sep,06 29-Sep-06 29-Sep,06 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29,Sep-D6 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep,06 29-Sep,06 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06


Public I 144A



Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A

Resl Resi Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl CRE CRE CRE CRE CRE CRE CRE CRE

Type

GS FCIC 000000123


Bloomberg Deal Name

I MLCFC 2006-3 I MLCFC 2006-3 IMLCFC20063 I MLCFC 2006-3 I MLCFC 2006-3 I MLCFC 2006-3 I MLCFC 2006-3 I MLCFC 2006-3 I MLCFC 2006-3 I MLCFC iooii:3 I MLCFC iooii:3 jMLCFC.2006-.3 jMLCFC.2006-.3 jMLCFC2006.-3 I MLCFC 2006-3 I MLCFC 2006-3 I MLCFC 2006-3 IMLCFC2006:i IMLCFC2006-3 I MLCFC 2006,3 I MLCFC 2006:3 I NM 2006-AR3 I NM 2006-AR3 I NM 2006-AR3 I NM 2006-AR3 I NM 2006-AR3 I NM 2006-AR3 jNAA .2Q06-AR.3 I NM 2006-AR3 I NM 2006-AR3 I NM 2006-AR3 INiiii2b06-AR3 I NM 2006-AR3 INiiii2b06-AR3 INiiii2b06-AR3 I NAA 2QD6:AR3 IABAC2006,15A I ABAC 2006-15A I ABAC. 2006: 1.5A. IABAC 2oo6-15A IABAC 2oo6-15A IABACio0615A IABACio0615A I GSRPM 2006-2 I.GSRPM.2006,2 I GSRPM 2006-2 I GSRPM 2006-2 I GSRPM 2006-2 I GSRPM 2006-2 IGSRPM 2006:2 I GSRPM 2006-2 IGSRPM2006:2 IGSRPM2006:2 I GSRPM 2006-2 I GSRPM 2006-2 I ABAC 2006-14A I ABAC 2006-14A IABACio06:14A [ABACiooii:14A

~Intex Deal

MLCF0603 MLCF0603 MLCF0603 MLCF0603 MLCF0603 MLCF0603 MLCF0603 MLCF0603 MLCF0603 MLCF0603 MLCF0603 MLCF0603 MLCF0603 MLCF0603 MLCF0603 MLCF0603 MLCF0603 MLCF0603 MLCF0603 MLCF0603 MLCF0603 NAA06AR3 NAA06AR3 NAA06AR3 NAA06AR3 NAA06AR3 NAA06AR3 NAA06AR3 NAA06AR3 NAA06AR3 NAA06AR3 NAA06AR3 NAA06AR3 NAA06AR3 NAA06AR3 NAA06AR3 ABAC0615 ABAC0615 ABAC0615 ABAC0615 ABAC0615 ABAC0615 ABAC0615 GSRP0602 GSRP0602 GSRP0602 GSRP0602 GSRP0602 GSRP0602 GSRP0602 GSRP0602 GSRP0602 GSRP0602 GSRP0602 GSRP0602 ABAC0614 ABAC0614 ABAC0614 ABAC0614

A1 Z RI RII RESIDUAL H

G B C D

K

L M N

A2 A4A A4B R RX

C D FIRST LOSS A1A

R

X B1 B2 B3 B4

60687VAA3 MLC5G37BO 60687VAZ8 60687VBA2 MLCGOIVOO 60687VAQ8 60687VAM7 60687VAN5 60687VAPO 60687VAJ4 60687VAK1 60687VAL9 60687VAR6 60687VAS4 60687VAT2 60687VAU9 60687VAV7 60687VAW5 60687VAX3 65537EABO 65537EAP9 65537EAA2 65537EAD6 65537EACS 65537EAE4 65537EAF1 65537EAQ7 65537EAR5 65537EAG9 65537EAH7 65537EAJ3 65537EAKO 65537EALB 65537EAN4 ABAQWOJ20 ABA7Z97Z0 ABA1FNMBO ABAV5B110 ABA40TV70 ABAHOPLEO ABAIRNP40 362725AA1 362725AB9 362725AC7 362725AM5 362725AN3 362725AD5 362725AE3 362725AK9 362725AFO 362725AG8 362725AH6 362725AJ2 002560M8 002560AB6 002560AC4 00257MAA9

SENJIX_CAP SENJIX_CAP SENJIX NPR_NPR_ NPR_NPR_NO NPR_NPR_NO NPR_NPR_ MEZ_WAC_NO MEZ FIX CAP NO MEZJIX_CAP _NO MEZJIX_CAP _NO MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP JUNJIX_CAP_NO JUNJIX_CAP _NO JUNJIX_CAP _NO JUNJIX_CAP _NO JUNJIX_CAP_NO JUNJIX_CAP_NO JUNJIX_CAP _NO SEN_SUPJLT SEN_SUPJLT SEN_SPRJLT SEN_SPRJLT SENJLT SENJLT SEN FLT NPR_NPR NPR_NPR MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT JUN_OC MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT JUN SUB SENJLT SENJLT SENJLT NPR_NPR_NO NPR NPR NO MEZJLT MEZJLT JUN_OC_NO JUNJIX_CAP JUN FIX CAP JUNJIX_CAP JUNJIX_CAP SENJIX MEZJLT MEZJLT MEZJLT



190,971,000 AM 242,502,000 AM 66,580,000 AM

NA NA NA NA

21,219,000 BBB-21,219,000 A-36,375,000 BBB+ 24,251,000 BBB 48,500,000 AA 18,188,000 AA-48,5DO,DOO A 12,125,000 BB+

6,062,000 88 9,094,000 88-6,063,000 B+ 6,062,000 B 3,031,000 B-

33,345,032 NR 8,945,000 NA 5,671,000 NA

80,500,000 NA 51,039,000 NA

209,432,000 NA 81,575,000 NA

9P64POO NA NA NA

11,429,000 NA 5,476,000 NA 4,286,000 NA 2,381,000 NA 2,620,000 NA 3,811,251 NA

90,000,000 NA 191,250,000 NA 56,250,000 NA 56,250,000 NA 47,812,500 NA 22,500,000 NA 30,937,500 NA 25,784,000 AAA 14,503,000 AAA 76,726,000 AM

NA NA

7,257,000 AA+ 8,903,000 AA-4,416,070 NA 5,087,000 A 1,870,000 A-2,020,000 BBB 3,067,000 BB+

117,390,000 NA 36,684,375 NA 36,684,375 NA 25,155,000 NA

9~.iginal .~.~~!~9

MOOdy

(P)Aaa (P)Aaa (P)Aaa NA NA NR NA NR NA NA NA (P)Baa3 NA (P)A3 NA (P)Baa1 NA (P)8aa2 NA (P)Aa2 NA (P)Aa3 NA (P)A2 NA (P)Ba1 NA (P)8a2 NA (P)Ba3 NA (P)B1 NA (P)B2 NA (P)B3 NA NR NA AaaJ'- AM AaaJ'- AM AaaJ'- AM AaaJ'- AM Aaa/""- AAA

AaaJ'- AM AaaJ'- AM NR NR NR NR 83/'- AA Caa11*- AA-Caa11*- A Ca A-Ca BBB NA NA NA NA NA NA NA NA Aaa AAA

AM AM NA NR AA+

AA-

NR NR Baa1 A-Baa2 BBB+ Baa3 BBB-Ba2 BB NA Aa1 Aa3J*A2/'-

NA NA NA NA BBBBBB 8 AA A BBBB-8-

CCC CCC CC CC NR NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA AM BBB 8BB NA NA B CC NA C C D D NA NA NA NA

.ql:l.~~~.~t Ra~!~9


A2 Aaa Aaa NA NR NR NA Caa1 Ba2 B1 82 Baa1 Baa2 Ba1 Caa2 Caa2 Caa2 Caa3 Caa3 Caa3 NR Caf*Cal"Caa2/*Caa2/*Caa2f*

Caa2/"Caf*NR NR C C C C C NA NA NA NA NA NA NA NA Aaa Baa3 Baa3 NR NR Caa2 Ca NR C C C C NA Ca Ca Ca

NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA D D CCC CCC D

CCC D NR NR D D D D D NR NA NA NA NA NA NA NA AAA AAA AM NA NR BBB CCC NR CC CC D D NA D D D

29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29:Sep-D6 29:Sep-D6 29:Sep-D6 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep:06

29-~~p'~q~. 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29:Sep-D6 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep-06 29-Sep:06 11-0cl-06 11-0cl-06 11-0ct-06 11-0ct-06 11-0ct-06 11-0cl-06 11-0cl-06 18-0ct-06 18-0ct-06 18-0cl-06 18-0cl-06 18-0cl-06 18-0ct-06 18-0ct-06 18-0cl-06 18-0cl-06 18-0cl-06 18-0ct-06 18-0ct-06 19-0cl-06 19-0cl-06 19-0cl-06 19-0ct-06


144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A Public /144A Public /144A Public I 144A Public I 144A Public I 144A Public /144A Public /144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A

CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl CDO CDO CDO CDO CDO CDO CDO Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resl CDO CDO CDO CDO

Type

GS FCIC 000000124


Bloomberg Deal Name

IABAC 2006-14A IABAC 2006-14A liiBiic2006 i'iii I GSAMP 2006-S6 I GSAMP 2006-S6 I GSAMP 2006-S6 I GSAMP 2006-S6 I GSAMP 2006-S6 I GSAMP 2006-S6 I GSAMPiooii:S6 I GSAMPiooii:S6 LGSAMP 2006:S6 LGSAMP 2006:S6 LGSAMP.2006:S6 I GSAMP 2006-S6 I GSAMP 2006-S6 I GSAMP 2006-S6 1C;8AMP 200686 INAAN2006-AR3 I NMN)OD6-AR3 I FFMLT 2006.-FF13-N IFFMLT 2006-FF13-N I FFMLT 2006-FF13-N I FFMLT 2006-FF13-N I FFMLT 2006-FF13-N IGSM 2006-NIMS IGSM 2006-NIM8 LGSAA2006-NI.M8 I GSAMP 2006-06FM-2N I GSAMP 2006-06FM-2N I GSAMP 2006-06FM-2N 1C;8AMP 200606FM:2N I JER 2006-2A IjE'R ib06-:zA IjE'R ib06-:zA I JER 2006.-.2A I JER 2006 .. 2A I JER 2006-2A I JER 2006.-.2A I JER 2006-2A I JER 2006-2A I JER2006:zA I JER2006:zA I JER 2006-2A I.JER.200B-2A. I JER 2006-2A I JER 2006-2A IGSM 2006-17 IGSM 2006-17 1C;8AAio06-ii IGSM 2006-17 I GSA.A .. 2006:1.7. I GSA.A. 2006:1.7. IGSM 2006-17 IGSM 2006-17 IGSM 2006-17 IGSM 2006-17 I GSAA 2006:17 I GSAA 2006:17

~Intex Deal

ABAC0614 ABAC0614 ABAC0614 GSA06S06 GSA06S06 GSA06S06 GSA06S06 GSA06S06 GSA06S06 GSA06S06 GSA06S06 GSA06S06 GSA06S06 GSA06S06 GSA06S06 GSA06S06 GSA06S06 GSA06S06 nnm06ar3 nnmOOar3 FFN06F13 FFN06F13 FFN06F13 FFN06F13 FFN06F13 GSAN06NS GSAN06N8 GSAN06N8 GSN06FM2 GSNOBFM2 GSN06FM2 GSN06FM2 jercrOO2 jercrOO2 jercrOO2

J.~r~.~!!?~ J~r~.~!!?~ jercrOO2

J~r~.~!!?~ JercrC62 JercrOO2 jercrOO2 jercrOO2 jercrC62

jerqr~.~ JercrC62 jercrC62 GSAA0617 GSAA0617 GSAA0617 GSAA0617 GSAA0617 GSAA0617 GSAA0617 GSAA0617 GSAA0617 GSAA0617 GSAA0617 GSAA0617

FIRST_LOSS A1A A1~

M2 M3 M4 M5 M6 M7 X NOTES

N1 N2 OS N1 N2

A B CFL

CFX DFX EFX J PREF K L R

A1 A2 A3A A3E B1

ABA3VKCFO 36245CMO 36245CAB8 36245CAC6 36245CAE2 36245CAD4 36245CAQ5 36245CAP7 36245CAF9 36245CAG7 36245CAH5 36245CAJ1 36245CAKB 36245CAL6 36245CAM4 36245CAN2 62951NAB4 62951NM6 30247YAA3 FFNV7C1B1 FFNNOGXR1 30247YAB1 30247YAC9 362366AA4 362366AB2 GSAG11910 3622M6M8 3622M6AB6 3622M6AC4 3622M7108 47631WAB3 47631WAD9 47631WAF4 47631WAHO 47631WAK3 47631WAM9 47631WAP2 47631WAR8 47631WAE7 47631WAG2 47631WAJ6 47631WAS6 47631X303 47631WBQ9 47631WBR7 362257AN7 362257AP2 362257AQO 362257AA5 362257AB3 362257AC1 362257AD9 362257AL 1 362257AM9 362257AE7 362257AF4 362257AG2

JUN_SUB SENJLT SENJLT SENJLT SENJLT SENJIX_CAP NPR NPR NO NPR_NPR_NO ME2JLT ME2JLT ME2JLT ME2JLT ME2JIX_CAP ME2JIX_CAP ME2JIX_CAP JUN_OC_NO SENJIX JUN_RES_NO SENJIX_NIM]P NPR_NPR_NO NPR_NPR_NO ME2JIX_NIM_PP JUNJIX_NIM_PP SENJIX SENJIX JUN RES NO SENJIX_NIM_PP SENJIX_NIM_PP SENJIX_NIM_PP JUN_RES_NO SENJLT ME2JLT ME2JLT ME2JLT ME2JLT ME2 FLT ME2JLT ME2JLT ME2JIX ME2JIX ME2 FIX ME2JIX JUN_SUB_NO JUNJIX_NO JUNJIX_NO SEN PO SEN_PO SEN_PO SENJLT SENJLT SEN FLT SENJLT ME2JLT ME2JLT ME2JLT ME2JLT ME2JLT




NA NA

35,241,000 NA 8,324,000 NA

13,281,000 NA 6,376,DOO NA 7,260,000 NA 5,667,000 NA 5,844,000 NA

1,250 NA 11,700,000 NA

1,000 NA 48,628,000 NA

1,000 NA 1 NA

18,509,000 NA 11,446,000 NA 35,275,000 NA 19,837,000 NA

WOO NA 27,340,000 NA

9,548,000 NA 6,021,000 NA

1,000 NA 360,164,000 AAA 120,055,000 AA 43,028,000 A+ 28,022,000 A 20,014,000 A-40,818,000 BBB+ 36,017,000 BBB 13,206,000 BBB 17,000,000 A+ 20,000,000 A 10,000,000 A-60,027,000 BBB-

282,129,750 NA 78,036,000 NA 72,033,000 NA

100 NA 100 NA 100 NA

589,300,000 NA 155,750,000 NA 223,873,000 NA 24,875,000 NA

5,880,000 NA 5,346,000 NA

13,899,000 NA 13,365,000 NA

7,484,000 NA

9~.iginal .~.~~!~9

MOOdy

NA NA NA NA NA Aaa AAA Aaa AAA Aaa Aaa Aaa NR NR Aa2 Aa3 AA-A2 A A3 A-Baa1 BBB+ Baa2 BBB Baa3 BBB-NR NR NA BBB-NA NA NA NA NA NA NA A NA BB NA NA NA A NA BBB-NA BB NA NA NA AAA NA M NA AA-NA A+ NA A-NA BBB+ NA BBB-NA NR A1 NA NA NA NR NR NA (P1Ba2 NA (P1B2 NA NR AM NR AM NR AM AaaJ'- AM AaaJ'- AM Aaa AAA AaaJ'- AM Baa2 A Baa3 BBB+ Aa11*- AA+ Aa2J*- AA+ Aa3J'- M

NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA B+ B BCCC CCC cce cce CCC B

CCC CCC CC NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA

.ql:l.~~~.~t Ra~!~9


NA NA NA Baa3 e Ca Ca Ca NR NR C WR WR WR WR WR WR NR NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA 83 NA NA NA NR Ca C NR NR NR 83/'Caa2/*Caa1/*Cal*-C C C e e

NA 19-0ct-06 NA 19-0cl-06 NA 19-0cl-06 NR 20-0cl-06 ecc 20-0ct-06 CCC 2o-0ct -06 CCC 20-0cl-06 CCC 20-0cl-06 NR 20-0cl-06 NR 20-0ct-06 o 2o-0ct-06 D 20-0cl-06 NR 20-0cl-06 NR 20-0cl-06 NR 20-0ct-06 N R 2o-0ct -06 NR 20-0cl-06 NR 20-0cl-06 ec 20-0cl-06 NA 20-0ct-06 CC 23-0ct -06 NA 23-0cl-06 NA 23-0cl-06 ec 23-0ct-06 ec 23-0ct-06 N R 23-0ct -06 CC 23-0cl-06 NA 23-0cl-06 ec 23-0cl-06 ec 23-0ct-06 CC 23-0ct -06 NA 23-0cl-06 BBB+ 27-0cl-06 88+ 27-0ct-06 BB+ 27-0ct-06 BE 27-0cl-06 8+ 27 -Oct -06 B- 27-0cl-06 ecc- 27-0ct-06 NR 27-0ct-06 88+ 27-0ct-06 B~ 27-0cl-06 8+ 27 -Oct -06 NR 27-0ct-06 NA 27-0ct-06 NA 27-0cl-06 NA 27-0cl-06 NR 30-0cl-06 NR 30-0ct-06 N R 3~-Oct -06 CCC 30-0cl-06 CCC 30-0cl-06 ecc 30-0cl-06 ecc 30-0ct-06 o 30-0ct-06 D 30-0cl-06 NR 30-0cl-06 o 30-0cl-06 o 30-0ct-06


144A 144A 144A Public /144A Public /144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A

COO CDO CDO Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi COO COO COO COO CDO COO COO COO COO CDO COO COO COO COO CDO Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi

Type

GS FCIC 000000125


Bloomberg Deal Name

IG8M 2006-17 IG8M 2006-17 IG8M 2006-17 IG8M 2006-17 IG8M 2006-17 I G8M8 2006-GG8 I G8MS 2006-GG8 I G8MS 2006-GG8 I GSMS 2006-GG8 I G8M8 2006-GG8 I G8MS 2006-GG8 I G8MS 2006-GG8 I G8MS 2006-GG8 I G8MS 2006-GG8 I G8M8 2006-GG8 I G8MS 2006-GG8 I G8MS 2006-GG8 I G8MS 2006-GG8 I G8MS 2006-GG8 I G8M8 2006-GG8 I G8MS 2006-GG8 I G8MS 2006-GG8 I G8MS 2006-GG8 I G8M8 2006-GG8 I G8M8 2006-GG8 I G8MS 2006-GG8 I G8MS 2006-GG8 I G8MS 2006-GG8 I G8MS 2006-GG8 I G8M8 2006-GG8 I G8MS 2006-GG8 I G8MS 2006-GG8 I G8MS 2006-GG8 I G8M8 2006-GG8 I G8R 2006-9F I G8R 2006-9F I G8R 2006-9F I G8R 2006-9F I G8R 2006-9F I G8R 2006-9F I G8R 2006-9F I G8R 2006-9F I G8R 2006-9F I G8R 2006-9F I G8R 2006-9F I G8R 2006-9F I G8R 2006-9F I G8R 2006-9F I G8R 2006-9F I G8R 2006-9F I G8R 2006-9F I G8R 2006-9F I G8R 2006-9F I G8R 2006-9F I G8R 2006-9F I G8R 2006-9F I G8R 2006-9F I G8R 2006-9F I G8R 2006-9F

~Intex Deal

GSAA0617 GSAA0617 GSAA0617 GSAA0617 GSAA0617 GSM206G8 GSM206G8 GSM206G8 GSM206G8 G8M206G8 GSM206G8 GSM206G8 GSM206G8 GSM206G8 G8M206G8 GSM206G8 GSM206G8 GSM206G8 GSM206G8 G8M206G8 GSM206G8 GSM206G8 GSM206G8 G8M206G8 G8M206G8 GSM206G8 GSM206G8 GSM206G8 GSM206G8 G8M206G8 GSM206G8 GSM206G8 GSM206G8 G8M206G8 G8R0609F GSR0609F GSR0609F GSR0609F G8R0609F GSR0609F GSR0609F GSR0609F GSR0609F G8R0609F G8R0609F GSR0609F GSR0609F GSR0609F G8R0609F GSR0609F GSR0609F GSR0609F GSR0609F G8R0609F GSR0609F GSR0609F GSR0609F GSR0609F G8R0609F

M6 X B3 XC X MB XP A1A A1

R K G H J AJ AM B C o

M N o P Q

8 5A4 5A3 4A4 4A3 6A2 4A5

1A1

AX

B4

362257AK3 362257AS6 362257AR8 GSMU4LFGO 362332AR9 362332AOO GSMOBJ5JO 362332AF5 362332M6 362332AB4 362332AC2 362332AE8 362332B86 362332BR8 362332AZ1 362332AT5 362332AVO 362332AX6 362332AH1 362332AG3 362332AJ7 362332AK4 362332AL2 362332AMO 362332AN8 362332BB3 362332B09 362332BF4 362332BHO 362332BK3 362332BM9 362332BP2 3622X7AN6 3622X7AM8 3622X7AJ5 3622X7AH9 3622X7AP1 3622X7AK2

3622X7AG1 3622X7AB2 3622X7M4 3622X7ACO 3622X7AOB 3622X7AE6 3622X7AF3 3622X7AQ9 3622X7AR7 3622X7A85 3622X7AT3 3622X7ALO 3622X7BC9 3622X7BB1 3622X7AY2 3622X7AZ9 3622X7BA3 3622X7AV8 3622X7AW6

MEZJLT JUN_OC_NO JUNJLT_No 8EN_WAC_10_8PT_ 8EN_WAC_10_No SEN_TACJIX SEN PAC 10 SEN_MFJIX 8ENJIX 8ENJIX SENJIX SENJIX NPR_NPR_NO NPR_NPR_No MEZ_WAC_NO MEZJIX_CAP _NO MEZJIX_CAP _NO MEZJIX_CAP _NO MEZJIX MEZJIX MEZJIX MEZJIX MEZJIX MEZJIX MEZJIX JUN FIX CAP NO JUNJIX_CAP_No JUNJIX_CAP_No JUNJIX_CAP _NO JUNJIX_CAP _NO JUNJIX_CAP _NO JUNJIX_CAP_No SEN_SUPJIX 8EN_SPRJLT 8EN_PO SEN INV 10 SEN-'NV_lo 8EN_INV 8ENJLT SENJLT SEN FLT SENJIX SENJIX 8ENJIX SENJIX SEN FIX SENJIX 8ENJIX 8EN_CPT_10 SEN_CPT_INV_IO NPR NPR NO NPR_NPR_NO JUN_WAC_No JUN_WAC_No JUN_WAC_No JUN_WAC JUN_WAC



6,950,000 NA 5,346,000 NA 5,346,000 NA 6,416,001 NA 5,346,000 NA

4242,880,300 NA 4242,880,300 AM

111,500,000 AAA 4141,726,000 NA

196,179,000 AAA 69,950,000 AM

940,740,000 AM 52,875,000 AAA

1598,772,DOO AAA NA NA

42,428,000 BBB-53,036,000 A-47,733,000 BBB+ ?0,q~t?iOOO BBB

302,305,000 AAA 424,288,000 AM 26,518,000 AA+ 53,036,000 AA 37,125,000 AA-37,125,000 A+

42,429,000 A 26,518POO BB+ 15,911,000 BB 15,911,000 BB-10,607,000 8+ 10,607,000 B 15,911,000 B-58,340,300 NR

2,635,000 AAA 70,000,000 AAA 21,902,786 AAA

284,736,214 AAA 90,220,000 AAA 21,902,786 AM

284,736,214 AM 126,252,000 AM 90,220,000 AAA

5,480,000 AAA 102,032,000 AAA 506,770,000 AM 306,639,000 AM

8,013,000 AAA 50,491,000 AAA 62,255,000 AM

1,284,598 AM 196,252,000 AAA

NA NA

2,758,000 BB 2,068,000 B 2,760,850 NR

17,238,000 AA 7,584,000 A

9~.iginal .~.~~!~9

MOOdy

A1 A2 AA-A3 A+ NR NR Ba2 BBB-NA NA Aaa NA Aaa Aaa Aaa NA Aaa NA Aaa NA NR NA NR NA NA NA NA NA NA NA NA Aaa Aaa Aa1 Aa2 Aa3 A1 NA A2 NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA Aa1J'- NR Aaal"AaaJ*AaaJ*AaaJ*Aaal"Aaat"AaaJ*AaaJ*-AaaJ'- NR

NR NR NR NR NR NR

AaaJ'- NR AaaJ*-NR NR NR NR NR NR NR NR

NA NA NA NA NA MA MA NA AM MA MA MA AM NA NA CCC B-Beec BBBMA BB BB BB B BCCC CC ee CC CC CC NR eec B CCC CCC CCC CCC CCC CCC CCC CCC eec CCC CCC CCC CCC CCC CCC CCC NA NA o o NR C C

.ql:l.~~~.~t Ra~!~9


C C C NR C NA NA Aaa NA Aaa Aaa Aaa Aaa Aaa NR NR NA NA NA NA Aa3 Aaa A1 A2 A3 Baa1 Baa2 NA NA NA NA NA NA NA Ca Ba3J'B3J'B3J'B3/'B3J'B3J'B3J'B3J'B3/'B3/'B3J'B3J'B3J'B3/'B3J'B3J'B3J'NR NR NR NR NR NR NR

o o o NR o NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NR BBJ'

NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR

3D-Oct-D6 30-0ct-06 30-0ct-06 30-0ct-06 30-0ct-06 3D-Oct-D6

30-oct-06 30-0ct-06 30-0ct-06 30-0ct-06 3D-Oct-D6 30-0ct-06 30-0ct-06 30-0ct-06 30-0ct-06 3D-Oct-D6

30-0ct-06 30-0ct-06 30-0ct-06 30-0ct-06 3D-Oct-D6 30-0ct-06 30-0ct-06 30-0ct-06 30-0ct-06 3D-Oct-D6

30-0ct-06 30-0ct-06 30-0ct-06 30-0ct-06 3D-Oct-D6 30-0ct-06 30-0ct-06 30-0ct-06 30-0ct-06 30-oct-06 30-0ct-06 30-0ct-06 30-0ct-06 3D-Oct-D6

3D-Oct-D6 30-0ct-06 30-0ct-06 30-0ct-06 30-0ct-06 30-oct-06 30-0ct-06 30-0ct-06 30-0ct-06 3D-Oct-D6

30-oct-06 30-0ct-06 30-0ct-06 30-0ct-06 3D-Oct-D6 30-0ct-06 30-0ct-06 30-0ct-06 30-0ct-06


Public I 144A







Resl Resi Resi Resi Resi CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE eRE CRE CRE CRE CRE CRE CRE CRE CRE CRE eRE CRE CRE CRE CRE Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl


Type

GS FCIC 000000126


9~.iginal .~.~~!~9 .ql:l.~~~.~t Ra~!~9


I GSR 2006-9F I GSR 2006-9F II NDAiOo6AR3 II N DA 2006-AR3 liNDA 2006-AR3 liNDA 2006-AR3 liNDA 2006-AR3 liNDA 2006-AR3 liNDA 2006-AR3 liNDA iOoii:iiR3 liNDA iOoii:iiR3 IINOA:Do6-AR3 II NOA .:D06-AR.3 II NOA .:D06-AR3 I NCAMT 2006-ALT2 I NCAMT 2006-ALT2 I NCAMT 2006-ALT2 INCAMT 200SALT2 INCAMi" 200S:ALT2 I NCAMT 2C06-.AL T2 I NCA.MT 2CD6.-.AL T2 I NCAMT 2006-ALT2 I NCAMT 2006-ALT2 I NCAMT 2006-ALT2 I NCAMT 2006-ALT2 I NCAMT 2006-ALT2 I NCAMT 2006-ALT2 INCAMT 2006cALT2 I NCAMT 2006-ALT2 I NCAMT 2006-ALT2 I NCAMT 2006-ALT2 INCAMf 2006ALT2 IGSAMP 2006-HE7 IGSAMP 2ooEi:HE7 IGSAMP 2ooEi:HE7 IGSAMP2D06-HE7 IGSAMP2D06HE7 IGSAMP 2006-HE7 IGSAMP2D06-HE7 IGSAMP 2oo6-HE7 IGSAMP 2oo6-HE7 IGsAMP2006HE7 IGsAMP2006HE7 IGSAMP 2006-HE7 IGSAMP 200BcH.E7 IGSAMP 2006-HE7 IGSAMP 2006-HE7 IGSAMP 2006-HE7 IGSAMP 2006-HE7 IGSAMP 2ooS:HE7 IGSAMP 2006-HE7 IGSAMP2D06HE7 I NHE.LI 2006.-FM2 I NHELI 2006-FM2 I NHELI 2oo6-FM2 I NHELI 2006-FM2 I NHELI 2006-FM2 I NHELiio06-FM2 I NHELiio06-FM2

GSR0609F GSR0609F INA06AR3 INA06AR3 INA06AR3 INA06AR3 INA06AR3 INA06AR3 INA06AR3 INA06AR3 INA06AR3 INA06AR3 INA06AR3 INA06AR3 NCA06AL2 NCA06AL2 NCA06AL2 NCA06AL2 NCA06AL2 NCA06AL2 NCA06AL2 NCA06AL2 NCA06AL2 NCA06AL2 NCA06AL2 NCA06AL2 NCA06AL2 NCA06AL2 NCA06AL2 NCA06AL2 NCA06AL2 NCA06AL2 GSA06HE7 GSA06HE7 GSA06HE7 GSA06HE7 GSA06HE7 GSA06HE7 GSA06HE7 GSA06HE7 GSA06HE7 GSA06HE7 GSA06HE7 GSA06HE7 GSA06HE7 GSA06HE7 GSA06HE7 GSA06HE7 GSA06HE7 GSA06HE7 GSA06HE7 GSA06HE7 NMHE06F2 NMHE06F2 NMHE06F2 NMHE06F2 NMHE06F2 NMHE06F2 NMHE06F2

1A2 2A2

B1

R RC RX AF6A AF6B

B2 M1 M2 M3 M4 X

B3 R A1 A2A A2E A2G A2D B1 M7 M8 M9 M1 M2

X B2 IA1 IIA1 IIA2 IIA3 11A4 R RX

45662FAF7 45662FAB6 45662FAEO 45662FAA8 45662FAD2 45662FAC4 45662FAK6 45662FAL4 45662FAM2 45662FAG5 45662FAH3 45662FAJ9 643529AP5 643529A03 643529AR1 643529AF7 643529AU4 643529AA8 643529AB6 643529AG4 643529AD2 643529AEO 643529AL4 643529AM2 643529AG5 643529AH3 643529AJ9 643529AK6 643529AS9 643529ANO 36245EA01 36245EAA6 36245EAB4 36245EAC2 36245EADO 36245EAE8 36245EAW8 36245EAT5 36245EAU2 36245EAVO 36245EAF5 36245EAG3 36245EAH1 36245EAJ7 36245EAK4 36245EAL2 36245EAR9 36245EAS7 36245EAY4 36245EAX6 65537FAA9 65537FAB7 65537FAC5 65537FAD3 65537FAE1 65537FAU5 65537FAV3

SEN_WAG SEN_SUP_WAC SEN_SUP_WAC SEN_SPR_WAC SEN_SPR_WAC SEN_IO JUN WAC NO JUN_WAC_NO JUN_WAC_NO JUN_WAC JUN_WAC JUN_WAC SEN_PO SEN_PO SEN_PO SEN_NASJIX_GAP SEN_NASJIX_GAP SENJLT SENJIX_GAP SENJIX_GAP SENJIX_GAP SENJIX_CAP MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP MEZ FIX CAP MEZJIX_CAP MEZJIX_CAP JUN_OG_NO JUNJIX_GAP SEN_RES SENJLT SENJLT SENJLT SENJLT SEN FLT MEZJLT_NO MEZJLT_NO MEZJLT_NO MEZJLT_NO MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT JUN_RES JUN_RES JUN_OG_NO JUNJLT_NO SEN FLT SENJLT SENJLT SENJLT SENJLT NPR_NPR_NO NPR_NPR_NO



4,137,000 BBB 11,726,000 AM

100 NA 11,609,000 NA

5,854,000 NA 213,692,000 NA 107,754,000 NA 225,301,000 NA

2,495,000 NA 1,247,000 NA

891,639 NA 6,236,000 NA 3,921,000 NA 2,672,DOO NA

100 NA 100 NA 100 NA

39,580,000 NA 4,398,000 NA

186,161,000 NA 36,791,000 NA 85,815,000 NA 31,742,000 NA 55,290,000 NA

2,329,000 NA 2,329,000 NA 6,751,000 NA 3,492pGO NA 2,329,000 NA 3,955,000 NA 2,328,918 NA 2,329,000 NA

50 NA 333,098,000 NA 184,027,000 NA 46,214,000 NA 73,637,000 NA 43,787,000 NA 11,927,000 NA 10,602,000 NA


100 NA 50 NA

18,856,637 NA 11,928,000 NA

525,197,000 AAA 280,775,000 AAA 41,264,000 AAA 93,007,000 AAA 12,1 03,000 AAA

NA NA

NR NR NR Aa1 Aa1 Aaa Aaa Aaa NR NR NR Aa2 A2 Baa2 NR NR NR Aaa Aaa AaaJ*Aaa Aaa Aaa Aaa Baa1 Baa3

Aa1 Aa2 Aa3 A2 NR Ba2 NR AaaJ*Aaa Aaa/"Aaa Aaa Baa3 Ba2 B1 B3/'-Aa1 Aa2J*-

NR Ba1 Aaa Aaa Aaa Aaa Aaa NR NR

Fitch MOOdy

NR CC AAA NA AAA NA AAA NA

NA NA NA NA NA NA

AA NA A+ NA BBB+ NA AAA NA AAA NA AAA NA AAA NA AAA NA

NA NA NA NA NA NA

888+ NA AA+ NA AA+ NA AA NA A+ NA NR NA BBB- NA AAA NA AAA NA AAA NA AAA NA AAA NA AAA NA BB+ NA BBB+ NA BBB NA BBB- NA AA+ NA AA NA AA- NA A+ NA A NA A- NA AAA NA AAA NA NR NA BB NA AAA C AAA CCC AAA CC

C C NA NA

NR NR NR Cal"carCaa1f*Caa1f*Caa1/*NR NR NR G G C NR NR NR Caa1/*Caa2/*Aaa/"B3/'Caa2/"Caa2/*Caa2/*C G G G C C NR G NR Ba2f'Aaa Ba1/'Ba2f'Ba3/'C G G G B2/,Car-C G G G NR NR NR G B3/'-Baa2/*B3/'Caa3/"Ca/*NR NR

NR NR NR GGG CCC GGG 8-/'GGG o o NR GGG o o NR NR NR GGG GGG NR B-/'GGG GGG CCC o o o o o o NR o NR CCC CCC GGG GGG GGG o o o o GG CC CC GG GG GG NR NR NR o GGG CCC GGG GGG GGG NR NR

30-0ct-06 30-0cl-06 30-0cl-06 30-0cl-06 30-0ct-06 30-0ct-06 30-0cl-06 30-0cl-06 30-0cl-06 30-0ct-06 30-0ct-06 30-0cl-06 30-0cl-06 30-0cl-06 30-0ct-06 30-0ct-06 30-0cl-06 30-0cl-06 30-0cl-06 30-0ct-06 30-0ct-06 30-0cl-06 30-0cl-06 30-0ct-06 30-0ct-06 30-0ct-06 30-0cl-06 30-0cl-06 30-0cl-06 30-0ct-06 30-0ct-06 30-0cl-06 31-0cl-06 31-0ct-06 31-0ct-06 31-0cl-06 31-0cl-06 31-0cl-06 31-0ct-06 31-0ct-06 31-0ct-06 31-0cl-06 31-0cl-06 31-0ct-06 31-0ct-06 31-0cl-06 31-0cl-06 31-0cl-06 31-0ct-06 31-0ct-06 31-0cl-06 31-0cl-06 31-0cl-06 31-0ct-06 31-0ct-06 31-0cl-06 31-0cl-06 31-0cl-06 31-0ct-06


Public I 144A Public /144A Public /144A Public I 144A Public I 144A Public I 144A

Public I 144A Public /144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A


Type

GS FCIC 000000127


Bloomberg Deal Name

I NHELI 2006-FM2 I NHELI 2006-FM2 INHEliio06FM2 I NHELI 2006-FM2 I NHELI 2006-FM2 I NHELI 2006-FM2 I NHELI 2006-FM2 I NHELI 2006-FM2 I NHELI 2006-FM2 I NHELiioOB-FM2 I NHEiiioOB-FM2 IN.HELI.2006-FM.2 IVVS.CMT 2006gS IVVS.CMT 2006gS I VVBCMT 2006-C2B I VVBCMT 2006-C28 I VVBCMT 2006-C28 I\iiiBCMT 200B~C2i1 I\iiiBCMT 200B~C2i1 I VVBCMT2006g8 I VVBCMT2006g8 I VVBCMT 2006-C28 I VVBCMT 2006-C28 I VVBCMT 2006-C28 I VVBCMT 2006-C2B I VVBCMT 2006-C28 I VVBCMT 2006-C28 IVVS.CMT 2006gS I VVBCMT 2006-C28 I VVBCMT 2006-C28 I VVBCMT 2006-C28 I\iiiBCMT 2006~C2i1 I VVBCMT 2006-C28 I\iiiBCMT 2006~C2i1 I\iiiBCMT 2006~C2i1 I VVBCMT2006g8 I VVBCMT2006g8 I VVBCMT 2006-C28 I VVBCMT 2006,C28 I VVBCMT 2006-C28 I VVBCMT 2006-C28 I VVBCMT2006~ci8 I HUi'lHG20061 A IHUDHG 2006-1 A I.HUDHG. 2006,1.A I HUDHG 2006-1 A IHUDHG 2006-1 A IHUDHG 2006-1 A I HUDHG 2006-1 A IFHL T 2ClD6-D I FH L T 2006-0 IFHLT2006,O IFHLT2006,O I FH L T 2006-0 I FH L T 2006-0 I FH L T 2006-0 I FH L T 2006-0 IFHLTiobli~b IFHLTiobli~b

~Intex Deal

NMHECI3F2 NMHECI3F2 NMHECI3F2 NMHECI3F2 NMHECI3F2 NMHECI3F2 NMHECI3F2 NMHECI3F2 NMHECI3F2 NMHECI3F2 NMHECI3F2 NMHECI3F2 WBC06C28 WBC06C28 WBC06C2B WBC06C28 WBC06C28 WBC06C28 WBC06C28 WBC06C28 WBC06C28 WBC06C28 WBC06C28 WBC06C28 WBC06C2B WBC06C28 WBC06C28 WBC06C28 WBC06C28 WBC06C28 WBC06C28 WBC06C28 WBC06C28 WBC06C28 WBC06C28 WBC06C28 WBC06C28 WBC06C28 WBC06C28 WBC06C28 WBC06C28 WBC06C28 HUOSH061 HUOSH061 HUOSH061 HUOSH061 HUOSH061 HUOSH061 HUOSH061 FRHE060 FRHE060 FRHE060 FRHE060 FRHE060 FRHE060 FRHE060 FRHE060 FRHE060 FRHE060

M3 M4 M5 M6 M7 M8 M9 X B1 B2 XC APB A1A A4FL A4 A1 A2 A3 RESIDUAL RI RII Z G H

J F AJ AM B

C D E FS K L M N o P Q

A1 A2 S

C D INCOME 1A1 2A1 2A2 2A3 2A4 R

65537FAH4 65537FAJO 65537FAK7 65537FAL5 65537FAM3 65537FAN1 65537FAP6 65537FASO 65537FAQ4 65537FAR2 92978MAG1 92978MACO 92978MAF3 92978MAS5 92978MAE6 92978MAA4 92978MAB2 92978MA08 WBC876Y70 92978MAP1 92978MAQ9 92978MAR7 92978MAUO 92978MAV8 92978MAW6 92978MAT3 92978MAJ5 92978MAH9 92978MAK2 92978MALO 92978MAM8 92978MAN6 92978MBE5 92978MAX4 92978MAY2 92978MAZ9 92978MBA3 92978MBB1 92978MBC9 92978MB07 44379PM3 44379PAB1 44379PAF2 44379PAC9 44379PAD7 44379PAE5 44379NM8 35729VM5 35729VAB3 35729VAC1 35729VAD9 35729VAE7 35729VAT4 35729VAF4 35729VAQO 35729VAG2 35729VAHO

MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT JUN_OC_NO JUNJLT_NO JUNJLT_NO SEN_WACJO SEN_TACJIX SEN_MFJIX SENJLT SENJIX_CAP SENJIX SENJIX SENJIX NPR_NPR_ NPR_NPR_NO NPR_NPR_NO NPR_NPR_NO MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC_NO MEZ FIX CAP NO MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP JUNJIX_NO JUNJIX_CAP _NO JUNJIX_CAP _NO JUN FIX CAP NO JUNJIX_CAP_NO JUNJIX_CAP_NO JUNJIX_CAP _NO JUNJIX_CAP _NO SEN FLT SENJLT SENJLT MEZJLT MEZJLT MEZ FLT JUN_SUB SENJLT SENJLT SENJLT SEN FLT SENJLT NPR_NPR_NO MEZJLT MEZJLT MEZJLT MEZJLT



46,051,000 AA+ 41,753,000 AM 25,788,000 AA 22,1 04,000 AA-20,876,000 A+ 19,034,000 A 18,420,000 A-15,964,000 BBB+ 12,894,000 BBB 27,638,245 NA 12,894,000 BBB-12,280,000 BB+

3 595,196,701 AAA 168,389,000 AAA 623,528,000 AAA 250,000,000 AM 802,246,000 AM 38,798,000 AAA

418,676,000 AM .:?}.?,qQQ,OOO AAA

NA NA NA NA

40,446,000 BBB+ 40,446,000 BBB 44,940,000 BBB-40346POO A-

278,628,000 AM 359,520,000 AM 22,470,000 AA+ 58,422,000 AA 31,458,000 AA-49,433,000 A

8,000,000 NR 17,976,000 BB+

8,988,000 BB 13,482,000 BB

~A~4!OOO B+ 8,988,000 B 8,988,000 B-

49,434,701 NR 1 275,000,000 NA

123,750,000 NA 11,650,000 NA 60,750,000 NA 20,250,000 NA 12,750,000 NA

7,500,000 NA 602,413,000 AM 300,378,000 AM 131,716,000 AAA 146,221,000 AAA 48,424,000 AM

NA 74,132,000 AM 23,914,000 BB+ 71,741,000 AA 26,305,000 AA-

9~.iginal .~.~~!~9

MOOdy

Aa1t"-Aa2J*- AA+ Aa3r- M A1 AA A2 AA-A3 A+

Baa1 A Baa2 BBB+ Baa3 BBB NR NR Ba1 BBB-Ba2 BB+ (P)Aaa AM Aaa AAA Aaa AAA Aaa AAA (P)Aaa AM (P)Aaa AM (P)Aaa AM (P)Aaa AM NA NA NA NA NA NA NA NA NA BBB+ NA 8B8 NA BBB-NA A-(P)Aaa AM (P)Aaa AM (P)Aa1 AA+ (P)Aa2 AA (P)Aa3 AA-(P)A2 A NA NR NA NA NA NA NA NA NA AaaJ*-AaaJ'- AM

AM AA A BBB NR AM

AaaJ'- AM Aaa AAA Aaa AAA Aaa AAA NR NR Aa1r-Ba1 Aa2J*Aa3J*-

o o o o

Fitch

MA AM AM MA MA MA AM MA NA NA NA NA B-8-B-B BBB MA 8BB BB BB BB NR 8-B-B-Bcce CC NR NA NA NA NA NA NA NA CC CCC C C C

o C o

.ql:l.~~~.~t Ra~!~9


e C C C C

WR Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa NA NA NA NA NA NA NA NA Baa1 Aa2 Baa3 Ba3 B3 Caa1 NA NA NA NA NA NA NA NA WR WR WR WR WR WR WR B1rAa1rB3rCaa2f*Caa3/*NR

CC o o o o

31-0ct-06 31-0cl-06 31-0cl-06 31-0cl-06 31-0ct-06

o 31-0ct-06 o 31-0cl-06 o 31-0cl-06 o 31-0cl-06 NR 31-0ct-06 o o AAA AAA A+ A+ A+ AAA AAA AAA NA NA NA NA B-8-

CCC B BS BBB 8BB+ B+ B NR CCCCCCCCCCCCCCCCCCNR NR NR NR NR NR NR NR B-/'B-/'CCC CCC CCC NR CCC

31-0ct-06 31-0cl-06 31-0cl-06 31-0cl-06 31-0ct-06 31-0ct-06 31-0cl-06 31-0cl-06 31-0cl-06 31-0ct-06 31-0ct-06 31-0cl-06 31-0cl-06 31-0ct-06 31-0ct-06 31-0ct-06 31-0cl-06 31-0cl-06 31-0cl-06 31-0ct-06 31-0ct-06 31-0cl-06 31-0cl-06 31-0ct-06 31-0ct-06 31-0cl-06 31-0cl-06 31-0cl-06 31-0ct-06 31-0ct-06 31-0ct-06 31-0cl-06 1-Nov-06 1-Nov-06 1-Nov-06 1-Nov-06 1-Nov-06 1-Nov-06 1-Nov-06 3-Nov-06 3-Nov-06 3-Nov-06 3-Nov-06 3-Nov-06 3-Nov-06 3-Nov-06

o 3-Nov-06 CC 3-Nov-06 o 3-Nov-06


Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A

Resl Resi Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi COO COO COO COO COO COO COO Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi

Type

GS FCIC 000000128


9~.iginal .~.~~!~9

Bloomberg Deal Name

I FH L T 2006-0 I FH L T 2006-0 IFHL T 2006-0 I FH L T 2006-0 I FH L T 2006-0 I FH L T 2006-0 I FH L T 2006-0 IGSAMP 2006-HE7-N IGSAMP 2006-HE7-N IGsAMPiooii:HE7-N IGSAMPiooi3:HE7-N jGSAA.2006-19 jGSAA.2006-19 jGSAA2006-19 IGSM 2006-19 IGSM 2006-19 IGSM 2006-19 IGSAA2006-19 IGSAA2006-19 I GSAA. 2006,1.9. I GSAA .. 2006,1.9. IGSM 2006-19 IGSM 2006-19 IGSM 2006-19 IGSM 2006-19 IGSM 2006-19 IGSM 2006-19 jGSAA2006-19 I RALI 200B-QH1 I RALI 200B-QH1 I RALI 2006-QH1 IFiALI2b06QH1 I RALI 2006-QH1 IFiALlib06-QH1 IFiAU ib06-QH1 I RALl2006-QH1 IRALl2006QH1 I RALI 2006-QH1 I RALl2006-QH1 I RALI 2006-QH1 I ABAC 2oo6-HG1 A I ABAC ib06HG1 A I ABAC ib06HG1 A IABAC 2006-HG1A IAB.A.C 2006-HG1.A I ABAC 2006-HG1 A I ABAC 2006-HG1 A I ABAC 2006-HG1 A I ABAC 2006-HG1 A IAEiAc2006-HGiii IGSM 2006-18 I GSA.A.2006, 1.8. I GSA.A. 2006,1.8. IGSM 2006-18 IGSM 2006-18 IGSM 2006-18 IGSM 2006-18 I GSAA 2006: iii I GSAA 2006: iii

~Intex Deal

FRHE060 FRHE060 FRHE060 FRHE060 FRHE060 FRHE060 FRHE060 GSN06HE7 GSN06HE7 GSN06HE7 GSN06HE7 GSAA0619 GSAA0619 GSAA0619 GSAA0619 GSAA0619 GSAA0619 GSAA0619 GSAA0619 GSAA0619 GSAA0619 GSAA0619 GSAA0619 GSAA0619 GSAA0619 GSAA0619 GSAA0619 GSAA0619 RFC06QH1 RFC06QH1 RFC06QH1 RFC06QH1 RFC06QH1 RFC06QH1 RFC06QH1 RFC06QH1 RFC06QH1 RFC06QH1 RFC06QH1 RFC06QH1 ABAC06H1 ABAC06H1 ABAC06H1 ABAC06H1 ABAC06H1 ABAC06H1 ABAC06H1 ABAC06H1 ABAC06H1 ABAC06H1 GSAA0618 GSAA0618 GSAA0618 GSAA0618 GSAA0618 GSAA0618 GSAA0618 GSAA0618 GSAA0618

M6 M7 M8 M9 C N1 N2 N3 os

R RC RX A1 A2 B1

M6 X B3 A3 A2 A1 RI

AMSS A1 A2 B C o

G FL R RC RX AF6 AV1 AF2A AF2B AF3A AF3B

35729VAL 1 35729VAM9 35729VAN7 35729VAP2 35729VARS 3622MXAA9 3622MXAB7 3622MXAC5 3622MN103 362244AD7 362244AC9 362244AR6 362244AS4 362244AT2 362244AA3 362244AB1 362244AL9 362244AM7 362244AE5 362244AF2 362244AGO 362244AH8 362244AJ4 362244AK1 362244APO 362244AN5 75115GAC2 75115GAB4 75115GAA6 75115GAK4 75115GAL2 75115GAMO 75115GADO 75115GAE8 75115GAF5 75115GAG3 75115GAJ7 75115GAH1 oo2561AF5 002561AA6 002561AB4 002561AC2 002561AOO 002561AE8 00257XAA5 00257XAB3 00257XAC1 oo257XAD9 3622ELAR7 3622ELAS5 3622ELAT3 3622ELAG1 3622ELM4 3622ELAB2 3622ELAZ9 3622ELACD 3622ELAX4

MEZJLT MEZJLT MEZJLT MEZJLT JUN_OC_NO SENJIX_NIM_PP SEN FIX NIM PP SENJIX_NIM_PP JUN_RES_NO SEN_SUP JLT SEN_SPRJLT SEN_RES SEN_RES SEN_RES SENJLT SENJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT JUN_OC_NO JUN FLT SEN_SUPJLT SEN_SPR_SUPJLT SEN_SPRJLT NPR_NPR_NO NPR_NPR_NO NPR_NPR_NO MEZJLT MEZJLT MEZJLT MEZ FLT JUN_OC_NO JUNJLT SENJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT JUN_SUB SEN_RES SEN_RES SEN RES SEN_NASJIX_CAP SENJLT SENJIX_CAP SENJIX_CAP SENJIX_CAP SENJIXJAP



30,290,000 A+ 27,1 02,000 A 19,131,000 A-17,537,000 BBB+ 14,348,000 BBB 19,131,000 BBB-41,450,438 NA 23,478,000 NA

4,339,000 NA 7,629,000 NA

1,000 NA 19,112,000 NA

172,006,000 NA 100 NA 100 NA 100 NA

452,682,000 NA 129,034,000 NA

4,160,000 NA 4,991,000 NA

11,231,000 NA 10,399,000 NA

6,239,000 NA 4,574,000 NA 4,160,000 NA 4,1BO,000 NA 4,991,528 NA 4J60poO NA

48,009,000 NA 80,014,000 NA

192,035,000 NA NA NA NA

8,342,000 NA 4,426,000 NA 1,703,000 NA 1,702,000 NA 2,554,638 NA 1,702,000 NA

135,000,000 NA 99,000,000 NA 94,500,000 NA 40,500,000 NA 20,250,000 NA

9,000,000 NA 24,750,000 NA 13,000,000 NA

7,250,000 NA B,750,000 NA

100 NA 100 NA 100 NA

46,629,000 NA 218,347,000 NA 25,075,000 NA

2,787,000 NA 76,557,000 NA

8,507,000 NA

MOOdy SP

A1 A+ A2 A A3 A-Baa1 BBB+ Baa2 BBB Baa3

NR NA NA NA NA AaaJ'- AAA Aaa AAA NR AAA NR AAA NR AM AaaJ'- AAA AaaJ'- AAA Baa1 A Baa3 Aa1 Aa2 Aa31'-A1 A2 A3 A+

NR NR Ba2 BBB-Aaa AAA Aaa AAA Aaa AAA NR NR NR NR NR NR Aa2 AA A2 Baa1 Baa2 NR Baa3 Aaa AAA AaaJ'- AAA Aa2l'- AAA Aa3J'- AA-

A ABBB BBBNA NA

NR AM NR AAA NR AAA Aaa AAA Aaa AAA Aaa Aaa Aaa Aaa

Fitch

D D o o o NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA

.ql:l.~~~.~t Ra~!~9


C C C C C C

NR NA NA NA NA Caf*Caa1/*NR NR NR B31'Caa2/"C C C C C C C C

NR C Caa2 Caa2/*Ba11'NR NR NR C C C C NR C WR C C C C C C C NA NA NR NR NR Caa1/*Ba31'B21'Caf*B31'Caf*-

o 3-Nov-06 o 3-Nov-06 o 3-Nov-06 o 3-Nov-06 o 3-Nov-06 o 3-Nov-06 NR 3-Nav-06 CC 21-Nav-06 CC 21-Nov-06 CC 21-Nov-06 NA 21-Nov-06 CCC 24-Nav-OB CCC 24-Nav-06 NR 24-Nov-06 NR 24-Nov-06 NR 24-Nov-06 CCC 24-Nav-OB CCC 24-Nav-06 o 24-Nov-06 o 24-Nov-06 o 24-Nov-06 o 24-Nav-OB o 24-Nav-06 o 24-Nov-06 o 24-Nov-06 o 24-Nov-06

NR 24-Nav-OB o 24-Nav-06 CCC 29-Nav-06 BB-I'- 29-Nav-06 AAAI*- 29-Nov-06 NR 29-Nav-06 NR 29-Nav-06 NR 29-Nov-06 CC 29-Nov-06 o 29-Nav-OB o 29-Nav-OB o 29-Nav-06 NR 29-Nov-06 NR 29-Nov-06 NR 30-Nav-OB o 30-Nav-06 o 3D-Nav-06 o 30-Nav-OS o 30-Nav-OB o 30-Nav-OB o 30-Nav-06 o 30-Nav-OS NA 30-Nav-OS NA 30-Nav-OB NR 30-Nav-OB NR 30-Nav-06 NR 3D-Nav-06 CCC 30-Nov-06 eee 30-Nav-OB

CCC 30-Nav-OB CCC 30-Nav-06 CCC 3D-Nav-06 CCC 30-Nav-06


Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A

Resl Resi Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl COO CDO COO COO COO COO CDO COO COO COO Resl Resi Resi Resi Resl Resi Resi Resi Resi

Type

GS FCIC 000000129


9~.iginal .~.~~!~9

Bloomberg Deal Name

IG8M 2006-18 IG8M 2006-18 IG8M 2006-18 IG8M 2006-18 IG8M 2006-18 IG8M 2006-18 IG8M 2006-18 IG8M 2006-18 IG8M 2006-18 IG8M 2006-18 IG8M 2006-18 IG8M 2006-18 IG8M 2006-18 IG8M 2006-18 I OVSQ 2006-7 A I OVSQ 2006-7 A I OVSQ 2006-7 A 10VSQ 2006-7 A I OVSQ 2006-7 A 10VSQ 2006-7 A 10VSQ 2006-7 A I OVSQ 2006-7 A I OVSQ 2006-7 A I OVSQ 2006-7 A I HUOMZ 2006-1 A I HUOMZ 2006-1 A I HUOMZ 2006-1 A I HUOMZ 2006-1 A I HUOMZ 2006-1 A I HUOMZ 2006-1 A I HUOMZ 2006-1 A IHUOMZ 2006-1 A I FH L T 2006-E I FH L T 2006-E I FH L T 2006-E I FH L T 2006-E I FH L T 2006-E I FH L T 2006-E I FH L T 2006-E I FH L T 2006-E I FH L T 2006-E I FH L T 2006-E I FH L T 2006-E I FH L T 2006-E I FH L T 2006-E I FH L T 2006-E I FH L T 2006-E I FH L T 2006-E I FH L T 2006-E I CBASS 2006-CB9 I CBASS 2006-CB9 I CBASS 2006-CB9 I CBASS 2006-CB9 I CBASS 2006-CB9 I CBASS 2006-CB9 I CBASS 2006-CB9 I CBASS 2006-CB9 I CBASS 2006-CB9 I CBASS 2006-CB9

~Intex Deal

GSAA0618 GSAA0618 GSAA0618 GSAA0618 GSAA0618 GSAA0618 GSAA0618 GSAA0618 GSAA0618 GSAA0618 GSAA0618 GSAA0618 GSAA0618 GSAA0618 OAVISQ7 OAVISQ7 OAVISQ7 OAVISQ7 OAVISQ7 OAVISQ7 OAVISQ7 OAVISQ7 OAVISQ7 OAVISQ7 HUOSM061 HUOSM061 HUOSM061 HUOSM061 HUOSM061 HUOSM061 HUOSM061 HUOSM061 FRHE06E FRHE06E FRHE06E FRHE06E FRHE06E FRHE06E FRHE06E FRHE06E FRHE06E FRHE06E FRHE06E FRHE06E FRHE06E FRHE06E FRHE06E FRHE06E FRHE06E CB806CB9 CB806CB9 CBS06CB9 CBS06CB9 CBS06CB9 CB806CB9 CBS06CB9 CBS06CB9 CBS06CB9 CBS06CB9

AF5A AF5B B1

x

A1~

S B C o E X S AB AF B C o

M3 M4 M5 M6

C A1 A2 A3 A4 CE2 R

3622ELAF3 3622ELAY2 3622ELAP1 3622ELAH9 3622ELAJ5 3622ELAK2 3622ELALO 3622ELAM8 3622ELAN6 3622ELAV8 3622ELAUO 3622ELAQ9 23911AAB3 23911MG2 23911AAC1 23911AA09 23911AM5 23911AAE7 23911AAF4 23911BM3 23911BAB1 23911BA07 443860AA9 443860AC5 443860AB7 44386oA03 443860AE1 443860AF8 443860AG6 44386PM4 35729NAA3 35729NAB1 35729NAC9 35729NA07 35729NAT2 35729NAS4 35729NAE5 35729NAF2 35729NAGO 35729NAH8 35729NAJ4 35729NAK1 35729NAL9 35729NAM7 35729NAN5 35729NAPO 35729NAQ8 12465MM2 12465MABO 12465MAC8 12465MA06 12465MAT1 12465MAV6 12465MAW4 12465MAE4 12465MAF1 12465MAG9

SENJIX_CAP SENJIX_CAP SENJIX_CAP SENJIX_CAP MEZJIXJAP MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP MEZ FIX CAP MEZJIX_CAP MEZJIX_CAP JUN_OC_NO JUNJLT_NO JUNJIX_CAP SENJLT SENJLT SENJLT SENJLT SENJLT MEZJLT MEZJLT MEZJLT JUN_SUB JUN_SUB SENJLT MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT JUN_SUB SENJLT SENJLT SENJLT SENJLT SENJLT NPR NPR NO MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FIX JUN_OC_NO SENJLT SENJLT SENJLT SEN FLT NPR_NPR_NO NPR_NPR_NO NPR_NPR_NO MEZJLT MEZJLT MEZJLT



50,337,000 NA 5,593,000 NA

25,963,000 NA 6,491,000 NA 4,1 09,000 NA

11,047,000 NA 7,707,000 NA 4,367,000 NA 3,597,000 NA 3,083,000 NA 2,826,000 NA 4,881,856 NA 3,340,000 NA 2,570,DOO NA

570,000,000 NA 50,000,000 NA

100,000,000 NA 160,000,000 NA 20,000,000 NA ?Q,qQQ,OOO NA 39,000,000 NA 21,000,000 NA 10,000,000 NA

2000,000,000 NA 37,000,000 NA

120,000,000 NA 110,000,000 NA 230poOPOO NA 170,000,000 NA 84,000,000 NA 26,000,000 NA 60,000,000 NA


NA

?Q!~~.~!OOO AA+ 61,602,000 AA 20,533,000 AA 30,159,000 AA-22,459,000 A+ 16,042,000 A 16,043,000 A-11,550,000 BBB+ 18,609,000 BBB 22,459,000 BBB-38,500,911 NA

330,834,000 AAA 72,092,000 AM

116,880,000 AAA 82,496,000 AAA

764,343,322 NA NA NA

28,281,000 AA+ 22,930,000 AA 13,758,000 AA-

MOOdy SP

Aaa AAA Aaa AAA Aaa AAA Aaa AAA Baa2 BBB Aa1 Aa2 Aa3 A1 A2 A3 NR NR Ba2 BB Baa3 BBB-Aaa AAA Aaa AAA AaaJ'- AM AaaJ'- AM Aaa AAA Aa21'- AA A2/'- A Baa2/'- BBB NR NR NR NR AaaJ'- AM Aaat"- AAA AaaJ'- AM Aa21'- AA A2/,- A 8aa21*- 888 Ba1f"- 88+ NA NR Aaa AAA AaaJ'- AM AaaJ'- AM Aaa Aaa NA Aa1f*Aa2f"Aa3t"A1 A2 A3 A-Baa1 888+ Baa1 BBB Baa2 BBB-Ba1 BB+ NR NR Aaal"- NA

Aaa NA Aaa Aaa NR NR NA NR Aa1 Aa2J*Aa3J*-

Fitch

NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA CC CCC C C C NA C C C o o o o o o o NA cce CC C C NA NA

.ql:l.~~~.~t Ra~!~9


83/'Caf*B2/,Caf*-C e e C C C e NR C C Ca ea C C A1 C e C NR NR WR WR WR WR WR WR WR NA B2/,Ba3/'Caa1/*Caa2f"Caa2/"NA C e e C C C C e C C NR 83/'Caa3f"Caa3/*Caa3f*NR NR

eee 30-Nov-06 CCC 30-Nov-06 CCC 30-Nov-06 CCC 30-Nov-06 o 30-Nov-06 CC 30-Nov-06 CC 30-Nov-06 CC 30-Nov-06 CC 30-Nov-06 o 30-Nov-06 o 30-Nov-06 NR 30-Nov-06 o 30-Nov-06 o 30-Nov-06 CC 5-Dec-06 CC 5-0ec-06 CC 5-0ec-06 CC 5-0ec-06 BBB/,- 5-0ec-06 CC 5-Dec-06 CC 5-0ec-06 CC 5-0ec-06 NR 5-0ec-06 NR 5-Dec-06 NR 5-Dec-06 NR 5-0ec-06 NR 5-0ec-06 NR 5-0ec-06 NR 5-Dec-06 NR 5-Dec-06 NR 5-0ec-06 NR 5-0ec-06 CCC 6-0ec-06 eee 6-Dec-06 eee 6-Dec-06 CCC 6-0ec-06 CCC 6-0ec-06 NR 6-0ec-06 eee 6-Dec-06 CC 6-0ec-06 CC 6-0ec-06 o 6-Dec-06 o 6-Dec-06 o 6-Dec-06 o 6-Dec-06 o 6-0ec-06 o 6-0ec-06 o 6-0ec-06 NR 6-0ec-06 NA 7-0ec-06 NA 7-0ec-06 NA 7-0ec-06 NA 7-0ec-06 NA 7-0ec-06 NA 7-0ec-06 NA 7-0ec-06 NA 7-0ec-06 NA 7-0ec-06 NA 7-0ec-06


Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A

Resl Resi Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi COO COO COO COO COO COO COO COO COO COO COO COO COO COO COO COO COO COO Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi

Type

GS FCIC 000000130


Bloomberg Deal Name

I CBASS 2006-CB9 I CBASS 2006-CB9 ICBASS2006CB9 I CBASS 2006-CB9 I CBASS 2006-CB9 I CBASS 2006-CB9 I CBASS 2006-CB9 I CBASS 2006-CB9 I CBASS 2006-CB9 I CBASS iOoii:CB9 IFORTSiooii:2A jFqRTS2006-.2A jFqRTS2006-2A jFqRTS2006.-2A I FORTS 2006-2A I FORTS 2006-2A I FORTS 2006-2A IFORTS2006:2A ILSM L T 2006: 11 I LBM.L T 2006.-.11. I LBM.L T 2006.-.11. ILBMLT 2006-11 ILBMLT 2006-11 ILBMLT 2006-11 ILBMLT 2006-11 ILBMLT 2006-11 ILBMLT 2006-11 jLBM. L p006e 1.1 ILBMLT 2006-11 ILBMLT 2006-11 ILBMLT 2006-11 ILSM L T 2006 11 ILBMLT 2006-11 ILSM L T 2006: 11 ILBM L T 2006: 11 I LBM .LT .2006.-.11. I LBM .LT .2006 .. 11. ILBMLT 2006-11 IABAC2006YA IABAC 2006-17A IABAC 2006-17A IABACioliiii7A IABACiooiii7A IABAC 2006-17A IAB.A.C 2006-17 A I ABAC 2006-17 A IABAC 2006-17A IABAC 2006-17A IABAC 2006-17A IABAc2006-i 7 A IABAC 2006-17A IABAC200H7A IABAC200H7A I ABAC 2006-17 A IABAC 2006-17A I ABAC 2006-17 A I GSAMP 2006-FM3 I GSAMP20oii:FM3 I GSAMP20oii:FM3

~Intex Deal

CBS06CB9 CBS06CB9 CBS06CB9 CBS06CB9 CBS06CB9 CBS06CB9 CBS06CB9 CBS06CB9 CBS06CB9 CBS06CB9 FORTIU2 FORTIU2 FORTIU2 FORTIU2 FORTIU2 FORTIU2 FORTIU2 FORTIU2 LBML0611 LBML0611 LBML0611 LBML0611 LBML0611 LBML0611 LBML0611 LBML0611 LBML0611 LBML0611 LBML0611 LBML0611 LBML0611 LBML0611 LBML0611 LBML0611 LBML0611 LBML0611 LBML0611 LBML0611 ABAC0617 ABAC0617 ABAC0617 ABAC0617 ABAC0617 ABAC0617 ABAC0617 ABAC0617 ABAC0617 ABAC0617 ABAC0617 ABAC0617 ABAC0617 ABAC0617 ABAC0617 ABAC0617 ABAC0617 ABAC0617 GSA06FM3 GSA06FM3 GSA06FM3

M6 M7 M8

A1 A2 B C o E PREF IA

RPX M1 M2 M3 M4

C B1 B2

H

M N

o

G K R RC RX

12465MAKO 12465MAL8 12465MAM6 12465MAN4 12465MAS3 12465MAP9 12465MAQ7 12465MAR5 34957YAA5 34957YAB3 34957YAC1 34957YAD9 34957YAE7 34957YAF4 349570AA2 34957QABO 542512AA6 542512AB4 542512AC2 542512ADO 542512AE8 LBMV4SEVO LBML2GAMO LBMOF9NVO 542512AF5 542512AG3 542512AH1 542512AJ7 542512AK4 542512AL2 LBMDRVRTO 542512AQ1 542512AR9 542512AMO 542512AN8 542512AP3 002578AAO oo257SAB8 oo2578AC6 002578AD4 002578AE2 002578AF9 002578AGl 002578AJ1 002578AK8 002579AA8 002579AB6 oo2579AC4 002579AD2 002579AEO 002579AF7 002579AG5 oo257SAH5 002578AL6 36245TAQ8 36245TAR6 36245TAS4

MEZJLT MEZJLT MEZJLT MEZJLT JUN_OC_NO JUNJIX_eAP _NO JUN FIX eAP NO JUNJIXJAP_NO SENJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT JUN_SUB SENJLT SENJLT SENJLT SENJLT SENJLT NPR_NPR_NO NPR_NPR_NO NPR_NPR_NO MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT JUN_Oe_NO JUNJLT JUNJLT JUNJLT JUNJLT JUN FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT JUN_SUB JUNJLT JUNJLT SEN_PO SEN_PO SEN_PO



11,848,000 A+ 12,229,000 A

9,554,000 A-9,172,000 BBB+ 8,790,000 BBB 6,115,000 BBB-

13,376,222 NR 13,376,000 NR

4,968,000 NR 7,644,000 NA

12,700,000 NA 325,000,000 NA 50,000,000 NA 45,ODO,000 NA 20,000,000 NA 27,500,000 NA

7,500,000 NA 25,000,000 NA

408,047,000 NA 332,114,000 NA 136,392,000 NA 243,208,000 NA 91,489,000 NA

NA NA NA

48,750,000 NA 44,250POO NA 27,750,000 NA 24,750,000 NA 23,250,000 NA 22,500,000 NA 31,499,822 NA

8,250,000 NA 15,000,000 NA 19,500,000 NA 11,250,000 NA 12,000,000 NA 66,000,000 AAA 72,000,000 AAA 24,000,000 AA+ 16,500,000 AA 10,020,000 AA-13,500,000 A+

4,200,000 A 12,780,000 BBB+

8,760,000 BBB 6,000,000 BB+ 4,500,000 BB 3,000,000 BB-3,000,000 B+ 1,500,000 B 1,500,000 B-

12,000,000 NA 7,260,000 A-9,480,000 BBB-

50 NA 100 NA

50 NA

9~.iginal .~.~~!~9

MOOdy

A1 A2 NA A3 NA Baa1 NA Baa1 NA Baa2 NR Baa3 Ba1 Ba2 Aaa AaaJ'- AM AaaJ'- AM Aa2 AA A2 A Baa2 8BB Ba1 BB+ NR NR Aaa AAA Aaa Aaa Aaa Aaa NA NA NA NA Aa11*- AA+ Aa2l'- AA Aa3r- AA-A1 A+ A2 A A3 A-NA NA Ba1 BB+ Ba2 BB+ Baa1 BBB+ Baa2 BBB Baa3 BBB-AaaJ'- AAA Aaal"- AAA Aa1t"-Aa2J*-Aa3r-A1/'- A+ A2/'- A 8aa1/"- BBB+ Baa2/'- BBB Ba1J*- BB+ Ba2l'- BB Ba3/"- BB-611'- B+ B21'-B31'-NR A3/'- A-Baa3/'- BBB-NR AM NR AAA NR AAA

Fitch

D D D D D

NR NR NR NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA CC CC CC CC PIF CC PIF PIF PIF CC CC PIF PIF PIF PIF NA PIF PIF NA NA NA

.ql:l.~~~.~t Ra~!~9


C C e e e C

NR e WR WR Caa1 Ca ea e e C

C NR Caa2/*Ba3rCaf"Caf*Cal"NA NA NA C e e e C e NA WR WR C WR WR Ba2 B2 B3 Caa1 WR Caa2 WR

NA 7-0ec-06 NA 7-Dec-06 NA 7-Dec-06 NA 7-Dec-06 NA 7-Dec-06 NA 7-0ec-06 NA 7-Dec-06 NA 7-Dec-06 NA 7-Dec-06 NA 7-Dec-06 A+f*- 7 -Dec-DB o 7-Dec-06 o 7-Dec-06 o 7-Dec-06 CC 7-Dec-06 CC 7-0ec-06 CC 7-Dec-06 NR 7-Dec-06 ecc 14-Deo-06 ecc 14-Dec-06 eee 14-0ec-06 CCC 14-Deo-06 ecc 14-Deo-06 NA 14-0ec-06 NA 14-0ec-06 NA 14-0ec-06 D 14-Deo-06 D 14-Deo-06 o 14-0ec-06 o 14-0ec-06 o 14-0ec-06 D 14-Deo-06 NA 14-Deo-06 N R 14-0ec-06 N R 14-0ec-06 D 14-Deo-06 D 14-Deo-06 D 14-Deo-06 A+I*- 21-0ec-06 BBB-r- 21-0ec-06 BBr- 21-0ec-06 BB-/'- 21-Deo-06 B+I*- 21-0ec-06 BI*- 21-0ec-06 B-I*- 21-0ec-06

WR CCC+/'- 21-Deo-06 WR eCCf'- 21-Deo-06 Caa3 CCC-I*- 21-0ec-06 Ca CCC-I*- 21-0ec-06 WR CCC-I*- 21-0ec-06 WR CCC-/'- 21-Deo-06 WR ecc- 21-Deo-06 WR ecc- 21-Deo-06 NR NA 21-Dec-06 WR B-I*- 21-0ec-06 WR CCC-/'- 21-Deo-06 NR NR 21-Deo-06 NR NR 21-Deo-06 NR NR 21-Dec-06


Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A 144A 144A 144A 144A 144A 144A 144A 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A Public 1 144A Public 1 144A Public 1 144A

Resl Resi Resi Resi Resi Resl Resl Resi Resi Resi CDO CDO CDO CDO CDO CDO CDO CDO Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi CDO CDO CDO CDO CDO CDO CDO CDO CDO CDO CDO CDO CDO CDO CDO CDO CDO CDO Resi Resi Resi

Type

GS FCIC 000000131


9~.iginal .~.~~!~9

Bloomberg Deal Name

I GSAMP 2006-FM3 I GSAMP 2006-FM3 lc;siiMP 2006FM3 I GSAMP 2006-FM3 I GSAMP 2006-FM3 I GSAMP 2006-FM3

I GSAMP 2006-FM3 I GSAMP 2006-FM3 I GSAMP 2006-FM3 I GSAMP20oii:FM3 I GSAMP20oii:FM3 IGSAMP 2006:FM3 IGSAMP 2006:FM3 IGSAMP.2006:FM3 I GSAMP 2006-FM3 I GSAMP 2006-FM3

I GSAMP 2006-FM3 lc;siiMP 2006FM3 IC;SMS i006-RR3 I GSM3 2006.-.RR3 I GSM3 2006.-.RR3 I G3M3 2006-RR3 I G3M3 2006-RR3 I G3M3 2006-RR3 I G8M8 2006-RR3 I G8M8 2006-RR3

I G8MS 2006-RR3 IG8MS.2006RR3 I G8MS 2006-RR3 I G8M3 2006-RR3 I G8MS 2006-RR3 IC;SMS i006RR3 I G8MS 2006-RR3 IC;SMS i006-RR3 IC;SMS i006-RR3 I G8MS 2006.-.RR3

I VVBCMT2006g9 I VVBCMT 2006-C29

I VVBCMT 2006:C29 I VVBCMT 2006-C29 I VVBCMT 2006-C29 I VVBCMT2006~C29 I VVBCMT2006~ci9 I VVBCMT 2006-C29

I.VVB.CMT 2006g9 I VVBCMT 2006-C29 I VVBCMT 2006-C29 I VVBCMT 2006-C29 I VVBCMT 2006-C29 I\NBCMT 200ii:C29

I VVBCMT 2006-C29 I VVBCMT2006g9 I VVBCMT 2006g9 I VVBCMT 2006-C29 I VVBCMT 2006-C29 I VVBCMT 2006-C29 I VVBCMT 2006-C29 I VVBCMT2006~ci9 I VVBCMT2006~ci9

~Intex Deal

GSA06FM3 GSA06FM3 GSA06FM3 GSA06FM3 GSA06FM3 GSA06FM3

GSA06FM3 GSA06FM3 GSA06FM3 GSA06FM3 GSA06FM3 GSA06FM3 GSA06FM3 GSA06FM3 GSA06FM3 GSA06FM3

GSA06FM3 GSA06FM3 gsm206r3 g.~!i.1.:?Q~r3 g.~rfl.:?Q~r3 gsm206r3 gsm206r3 gsm206r3 gsm206r3 gsm206r3

gsm206r3 Rs rn?9.Qr;3: gsm206r3 gsm206r3 gsm206r3 gsm206r3 gsm206r3 gsm206r3 gsm206r3 g.~ITl.:?Q9r3 WBC06C29 WBC06C29 WBC06C29 WBC06C29 WBC06C29 WBC06C29 WBC06C29 WBC06C29 WBC06C29 WBC06C29 WBC06C29 WBC06C29 WBC06C29 WBC06C29

WBC06C29 WBC06C29 WBC06C29 WBC06C29 WBC06C29 WBC06C29 WBC06C29 WBC06C29 WBC06C29

A2B A2C A20 C

B1 M1 M2 M3 M4 M5 M6 M7 M8 X

F

G H J o E K L M N o 10 APB A1A AJ A1 A2 A3 A4 AM RI RII Z RESIDUAL G

H J

C o E K

36245TAC9 36245TA07 36245TAE5 36245TAX3

36245TAT2 36245TAF2 36245TAGO 36245TAH8 36245TAJ4 36245TAK1 36245TAL9 36245TAM7 36245TAN5 36245TAV7

36245TAU9 36245TAPO 3622GOAS9 3622GOAA8 3622GOAC4 3622GOAB6 3622GOAT7 3622GOAD2 3622GOAEO 3622GOAH3

3622GOAJ9 3622GOAK6 3622GOAL4 3622GOAF7 3622GOAG5 3622GOAM2 3622GOANO 3622GOAP5 3622GOAQ3 3622GOAR1 92978PAG4 92978PA01 92978PAF6 92978PAJ8 92978PAA7 92978PAB5 92978PAC3 92978PAE9 92978PAH2 92978PBC2 92978PBOO 92978PBE8 WBCOAJTRO 92978PARO

92978PAS8 92978PAT6 92978PAQ2 92978PAK5 92978PAL3 92978PAM1 92978PAN9 92978PAU3 92978PAV1

SENJLT SENJLT SENJLT NPR_NPR_NO

MEZJLT_NO MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT JUN_OC_NO

JUNJLT_NO JUNJLT SEN_WAC_IO SEN_WAC SEN_WAC SENJIX_CAP NPR_NPR_NO MEZ_WAC MEZ_WAC MEZ_WAC

MEZ_WAC MEZ WAC MEZ_WAC MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP JUNJIX_CAP JUNJIX_CAP JUNJIX_CAP

SEN_WACJa_NO SEN TAC FIX SEN_MFJIX SENJIX_CAP SENJIX SENJIX SEN FIX SENJIX

SENJIX NPR_NPR_NO NPR_NPR_NO NPR NPR NO NPR_NPR_ MEZ_WAC_NO

MEZ_WAC_NO MEZ_WAC_NO MEZ FIX CAP NO MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP JUNJIX_CAP_NO JUNJIXJAP_NO



257,050,000 NA 154,772,000 NA 59,281,000 NA 63,186,000 NA 37,996,000 NA

NA

8,627,000 NA 28,759,000 NA 26,601,000 NA 12,581,000 NA 11,504,000 NA 11,143,000 NA

7,190,000 NA 8,627,DOO NA 4,674,000 NA

12,222,018 NA

6,831,000 NA 7,908,000 NA

727,841,000 NA 469,488,000 NA 131,012,000 NA 40,000,000 NA

NA 18,196,000 NA

9,098,000 NA 4,549,000 NA

3,639,000 NA 5A59POO NA


3371,274,173 NA 49,254,000 NA

699,011,000 NA :D3,415,000 NA

16,720,000 NA 291,336,000 NA 161,040,000 NA

1142,530,000 NA 337,128,000 NA

NA NA NA NA

37,927,000 NA


8,428,000 NA

MOOdy SP

Aaa AAA AaaJ'- AM Aaa AAA Aaa AAA Aaa AAA NA

Ba1 Aa11'Aa2J*Aa3J*A1 A2 A A3 A-Baa1 BBB+ Baa2 BBB NR NR

Ba2 BB Baa3 BBB-Aaa AAA Aaa Aaa Aaa NR Aa1 Aa2 A2 A A3 A-NR A-NR BBB+ Aa3 AA-A1 A+ NR BBB NR BBB-NR BB+ NR BB Ba3 NR (PlAaa AM (PlAaa AM (PlAaa AM (P)Aaa AM (P)Aaa AM (PlAaa AM (P)Aaa AM (P)Aaa AM (P)Aaa AM NA NA NA NA NA NA NA NA NA BBB+ NA BBB NA BBB-

NA A-(P)Aa1 AA+ (P)Aa2 AA (P)Aa3 AA-

(PlA2 A NA BB+ NA BB

Fitch

NA NA NA NA NA NA



NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA


.ql:l.~~~.~t Ra~!~9


Ba31'A21'B31'-Caa3/*-Ca/*NA

C C C C C C C C C NR

C C A3 A3 A3 A3 NR Ba2 Ba3 B2

B2 NR NR B1 B1 NR NR NR NR Caa2 Aaa Aaa Aaa A2 Aaa Aaa Aaa Aaa Aaa NA NA NA NA NA

NA NA NA A3 Baa1 Baa2 Ba1 NA NA

CCC 21-0ec-06 B-/'- 21-0eo-06 CCC 21-0eo-06 CCC 21-0eo-06 CCC 21-0eo-06 NR 21-0ec-06 o 21-0eo-06 CCC 21-0eo-06

CC 21-0ec-06 o 21-0ec-06 o 21-0ec-06 o 21-0eo-06 o 21-0eo-06 o 21-0ec-06 o 21-0ec-06 NR 21-0ec-06 o 21-0eo-06 o 21-0eo-06

AAA 21-0eo-06 AA+ 21-0ec-06 BBB- 21-0ec-06 AA+ 21-0ec-06 NA 21-0eo-06 BB+ 21-0ec-06 B~ 21-0ec-06 B 21-0ec-06 B 21-0eo-06 B- 21-0eo-06

CCC 21-0eo-06 B~ 21-0ec-06 B+ 21-0ec-06 CCC- 21-0eo-06 CCC- 21-0eo-06 CCC- 21-0eo-06 CCC- 21-0ec-06 NR 21-0eo-06 AAA 21-0eo-06 AAA 21-0eo-06 AAA 21-0eo-06 BB+ 21-0ec-06 AAA 21-0ec-06 AAA 21-0eo-06 AAA 21-0eo-06 AAA 21-0ec-06 A- 21-0ec-06 NA 21-0eo-06 NA 21-0eo-06 NA 21-0ec-06 NA 21-0ec-06 B 21-0ec-06 B- 21-0eo-06 CCC+ 21-0ec-06 B+ 21-0ec-06 B~ 21-0ec-06 BB- 21-0ec-06 B+ 21-0ec-06 B+ 21-0ec-06 CCC 21-0eo-06 CCC 21-0ec-06


Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A

144A 144A 144A 144A 144A 144A 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A

Resl Resi Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi CRE CRE CRE CRE CRE CRE CRE CRE

CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE Resi Resi Resi Resl Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi

Type

GS FCIC 000000132


Bloomberg Deal Name

I WBCMT 2006-C29 I WBCMT 2006-C29 IWBcMT 2006~C29 I WBCMT 2006-C29 I WBCMT 2006-C29 IGSM 2006-NIM9 IGSM 2006-NIM9 IGSAMP 2006-HES IGSAMP 2006-HES IGsAMPilioii~HES IGSAMPilio6~HE8 LGSAMP 2006:H.EB LGSAMP 2006:H.EB LGSAMP.2006:H.EB IGSAMP 2006-HES IGSAMP 2006-HES IGSAMP 2006-HES IGSAMP 200EiHE8 IGSAMP 200Ei:HE8 IGSAMP2DOB-HES IGSAMP2D06-HE8 IGSAMP 2006-HES IGSAMP 2006-HES IGSAMP 2006-HE8 IGSAMP 2006-HES IGSAMP 2006-HES IGSAMP 2006-HES LGSAA2006-S1 IGSM 2006-S1 IGSM 2006-S1 IGSM 2006-S1 IGSAAio06-5i IGSM 2006-S1 IGSAAio06-5i IGSAAio06-5i I GSA.A .. 2006:S1 I GSA.A .. 2006:S1 IGSM 2006-S1 I GSA.A. 2006:S1 IGSM 2006-S1 IGSM 2006-S1 I GSAA 2006:51 I GSAA 2006:51 IGSM 2006-S1 I.cSAA2D06-S1 IGSM 2006-S1 IGSM 2006-S1 IGSM 2006-S1 IGSM 2006-S1 IRAL12Q06-00i a I RALI 2006-0010 I RALl2006ClOlO I RALl2006-ClOlO I RALI 2006-001 ° I RALI 2006-0010 I RALI 2006-001 ° I RALI 2006-001 ° I RALI2ooEi:(io1Q I RALI2ooEi:(io1Q

~Intex Deal

WBC06C29 WBC06C29 WBC06C29 WBC06C29 WBC06C29 GSAN06N9 GSAN06N9 GSA06HE8 GSA06HE8 GSA06HES GSA06HE8 GSA06HE8 GSA06HE8 GSA06HE8 GSA06HES GSA06HE8 GSA06HE8 GSA06HE8 GSA06HE8 GSA06HES GSA06HE8 GSA06HE8 GSA06HE8 GSA06HE8 GSA06HES GSA06HE8 GSA06HE8 GSAH06S1 GSAH06S1 GSAH06S1 GSAH06S1 GSAH06S1 GSAH06S1 GSAH06S1 GSAH06S1 GSAH06S1 GSAH06S1 GSAH06S1 GSAH06S1 GSAH06S1 GSAH06S1 GSAH06S1 GSAH06S1 GSAH06S1 GSAH06S1 GSAH06S1 GSAH06S1 GSAH06S1 GSAH06S1 RFC06010 RFC06010 RFC06010 RFC06010 RFC06010 RFC06010 RFC06010 RFC06010 RFC06010 RFC06010

o P Q

NOTES OS A1 A2A A2E A2C

M4 M5 M6 M7 MS M9 R RC RX X B1 B2 IAIO IA1 1IA1

11M3 IIM4 IM5 IM6

IX

A2 A1 FINMATSTRIP RI RII

92978PAY5 92978PAZ2 92978PBA6 3622M9M2 GSA3LT350 3622M8AA4 3622M8AB2 3622M8ACo 3622M8A08 3622M8AE6 3622M8AF3 3622M8AG1 3622M8AH9 3622M8AJ5 3622M8AK2 3622M8ALo 3622M8AM8 3622M8AN6 3622M8AP1 3622M8A09 3622M8AR7 3622M8AS5 3622M8AVS 3622M8AT3 3622M8AUO 40051CAB3 40051CM5 40051CAQO 40051CAZO 40051CAX5 40051CAP2 40051CAM9 40051CAC1 40051CA09 40051CAE7 40051CAF4 40051CAR8 40051CAS6 40051CAT4 40051CAU1 40051CAG2 40051CAHo 40051CAJ6 40051CAWl 40051 CAL 1 40051CAK3 40051CAV9 751153AC1 751153AB3 751153AA5 RFCP2MYYO 751153AQO 751153AR8 751153AT4 751153AP2 751153AN7 751153AD9

JUNJIX_CAP_NO JUNJIX_CAP _NO JUNJIX_CAP _NO JUNJIX_CAP_NO JUNJIXJAP_NO SENJIX JUN_RES_NO SENJLT SEN FLT SENJLT SENJLT SENJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT JUN_RES_NO JUN_RES_NO JUN_RES_NO JUN_OC_NO JUNJLT_NO JUNJLT_NO SEN 10 SENJLT SENJIX_CAP NPR_NPR_NO NPR_NPR_NO NPR_NPR_NO NPR_NPR_NO MEZJLT MEZJLT MEZJLT MEZ FLT MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP MEZ FIX CAP MEZJIX_CAP MEZJIX_CAP JUN_OC_NO JUN_OC_NO JUN FIX CAP NO JUNJIX_CAP SEN_SUP_CPT SEN_SPR_SUP_CPT SEN_SPR_CPT SEN 10 NPR_NPR NPR_NPR NPR_NPR JUN_OC JUN_CPT JUN_CPT



8,428,000 NA 4,214,000 NA 8,429,000 NA 8,428,000 NA

37,927,173 NA 9,247,000 NA

1,000 NA 353,741,000 NA 230,823,000 NA 65,795,000 NA 85,335,000 NA 33,516,000 NA 45,700,000 NA 41,593,DOO NA 25,161,000 NA 21,567,000 NA 20,539,000 NA 16,431,000 NA 12,837,000 NA

8,729,000 NA 11,811,000 NA

50 NA 100 NA 50 NA

21,S40,803 NA 16,945,000 NA 14,892,000 NA

147g20poO NA 240,924,000 NA 42,135,000 NA

NA NA NA NA

32,770,000 NA 6,520,000 NA


13,877,335 NA 5,183,000 NA 1,319,000 NA

123,013,000 NA 205,022,000 NA 492,055,000 NA 99,999,999 NA

NA NA NA

4,501,561 NA 5,851,000 NA

18,455,000 NA

9~.iginal .~.~~!~9

MOOdy

NA NA 8+ NA B NA B-NA NR NA NA AaaJ*Aaa AaaJ"Aaa Aaa AAA Aa1 AA+ Aa2J'- AA Aa3J'- AA-A1 A+

A2 A A3 A-Baa1 BBB+ Baa2 Baa2 NR NR NR NR NR 88+

NR BB Aaa AAA Aaa AAA Aaa AAA NR NR NR NR NR NR NR NR Aa1 AA Aa2 A1 A2 Aa2 A2 A3 A Baa2 BBB+ Baa1 BBB+ Baa2J*- BBB 8aa3/*- 888-NR NR NR NR Ba1J*- BB+ Baa3 BBB Aaa AAA

Aaa AAA Aaa AAA NA NA NR NR NR NR NR NR NR NR NR BB Aaa AA+


.ql:l.~~~.~t Ra~!~9


NA NA NA NA NA NA NA Ba1,.Aaa Ba2/'Ba3,.B11'Caa2/*C C C

C C C C C NR NR NR NR C

C Aaa Ca Aaa NR NR NR NR C C WR WR Baa2 Caa3 C C WR WR WR NR NR WR C Caf"Caf"Caa1/k

-

NA NR NR NR NR NR C

ccc- 21-0ec-06 CCC- 21-0eo-06 CCC- 21-0eo-06 CCC- 21-0ec-06 NR 21-0ec-06 N R 22-0ec-06 NA 22-0eo-06 8+'*- 27 -Dec-OS AAA,. - 27 -Oec-06 8+1*- 27 -Dec-OS 8+1"- 27-0ec-06 8+/"- 27-0ec-06 CCC 27 -Oeo-06 CCC 27 -Oec-06 CCC 27 -Oec-06 CC 27 -Dec-DB o 27-0eo-06 o 27-0eo-06 o 27-0ec-06 o 27-0ec-06 o 27-0ec-06 N R 27 -Oeo-06 N R 27 -Oeo-06 N R 27 -Dec-DB N R 27 -Dec-OS o 27-0ec-06 o 27-0eo-06 N R 28-0eo-06 CCC 28-0ec-06 N R 28-Dee-OB N R 28-Dee-OB N R 28-0eo-06 N R 28-0eo-06 N R 28-Dee-OS o 2a-Dee-OS o 28-0eo-06 o 28-0eo-06 o 28-0eo-06 AA+ 28-Dee-OS A- 2a-Dee-06 B- 28-0ec-06 o 28-0eo-06 o 28-0eo-06 N R 28-0ec-06 N R 28-0ec-06 N R 28-0eo-06 N R 28-0eo-06 N R 28-0ec-06 o 28-0ec-06 CCC 28-0ec-06 CCC 28-0eo-06 CCC 28-0eo-06 NA 28-0eo-06 N R 28-0ec-06 N R 28-0ec-06 N R 28-0eo-06 N R 28-0eo-06 o 28-0ec-06 o 28-0ec-06


Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A 144A 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A


Type

GS FCIC 000000133


Bloomberg Deal Name

I RALI 2006-0010 I RALI 2006-0010 IFiiiU 2006001 0 I RALI 2006-0010 I RALI 2006-0010 I RALI 2006-0010

I RALI 2006-0010 I RALI 2006-0010 I GCCFC 2006-FL4A I GcCFC2006~FL4A I GcCFC2006~FL4A jGccFC,2006,FL4A jGccFC,2006,FL4A jGccFC,2006,FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A

I GCCFC 2006-FL4A IGcCFC 2006FL4A IGcCFC 2006~FL4A I GCCFC 2006,-FL4A I GCCFC 2006,-FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A

I GCCFC 2006-FL4A jGccFC,2006,FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A IGcCFC 2006FL4A I GCCFC 2006-FL4A IGcCFC 2006~FL4A IGcCFC 2006~FL4A I GCCFC ,2006-FL4A I GCCFC ,2006FL4A I GCCFC 2006-FL4A I GCCFC 2006,-FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A I GcCFC2006FL4A I GcCFC2006FL4A I GCCFC 2006-FL4A

I.GCCFC,2006,FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A IGcCFC 2006~FL4A I GCCFC 2006-FL4A I GCCFC 2006FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A I GcCFC2006~FL4A I GcCFC2006~FL4A

~Intex Deal

RFC06010 RFC06010 RFC06010 RFC06010 RFC06010 RFC06010

RFC06010 RFC06010 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4

GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4

GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4

GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4

M4 M5 M6 M7

M8 M9 X2 X1 LN01_A2 X2600 X444 XCPH XE161 XGSM

XHAP XLAX XLOC XLJS XMET XMON XNW XNZH XPOS XSCR

XfIO XfRU XWSC XWYN A1 A2 RESIDUAL LR RES

G LN01SUB LN03SUB LN04SUB LN05SUB

LNOOSUB LN07SUB LN08SUB LNOOSUB LN10SUB LN11SUB LN12SUB LN16SUB LN17SUB

751153AG2 751153AHO 751153AJ6 751153AK3

751153AL 1 751153AM9 20173RFD6 20173RCL 1 GCCOMI500 20173RFR5 20173RFW4 20173RFT1 20173RFL8 20173RFYO

20173RFS3 20173RFF1 20173RFV6 20173RFUB 20173RFE4 20173RFJ3 20173RFH7 20173RFG9 20173RFP9 20173RFN4

20173RFX2 20173RFKO 20173RFM6 20173RFQ7 20173RAA7 20173RAB5 GCCVFWDOO 20173RCM9 20173RCN7 GCCHV62KO GCC837E21 20173RAJ8 20173RAK5 20173RAL3 20173RAC3 20173RA01 20173RAE9 20173RAF6 20173RAG4 20173RAH2 GCC63FMOO GCCRTHRIO GCCTYXVVO GCC1800TO

GCCOBBXAO GCCEJ5150 GCC2LWMYO GCCI444Z0 GCCKHB030 GCCOOXYJO GCCOB6590 GCCHLLOXO GCCV176AO

JUN_CPT JUN_CPT JUN_CPT JUN_CPT JUN_CPT JUN_CPT

SEN WAC 10 SPT SEN_PAC_IO SEN_ SEN_IO SEN_IO SENJO SEN_IO SEN_IO SEN_IO SEN_IO SEN_IO SENJO SEN_IO SEN_IO SEN_IO SEN_IO SEN_IO SEN_IO

SEN_IO SEN 10 SEN_IO SEN_IO SENJLT SENJLT NPR_NPR_ NPR_NPR_NO NPR_NPR_NO NPR_NPR_NO NPR_NPR_NO MEZ FLT CAP MEZJLT_CAP MEZJLT_CAP MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT JUN_ JUN JUN_ JUN_

JUN_ JUN_ JUN JUN_ JUN_ JUN_ JUN_ JUN_ JUN_



15,753,000 NA 4,501,000 NA 8,552,000 NA 4,501,000 NA 4,502,000 NA 4,501,000 NA

4,501,000 NA 4,501,000 NA

986,326,845 NA 986,326,845 AAA 226,401,398 NA

6,363,796 NA 2,188,718 NA 5,976,700 NA

770,025 NA 1,952,790 NA

4,706,344 NA 997,740 NA

2,817,377 NA

~~~i586 NA 8,747,571 NA 2,606,942 NA 4,628,472 NA 2,257,228 NA 2,171,480 NA 2,272,572 NA

4,421,457 NA 6,83U.77 NA 3,233,958 NA

993,129 NA 572,069,000 AAA 230,389,000 AAA

NA NA NA NA NA

17,589,000 BBB+

14,191,000 BBB 7,229,000 BBB-

35,378,000 AA+ 30,713,000 AA 17,970,000 AA-16,734,000 A+ 11,291,000 A 15,004,000 A-

73,328,388 NA 55,701,310 NA 47,440,531 NA

6,451,728 NA

27,368,237 NA 30,111,839 NA 36,637,363 NA

6,271,511 NA 9,782,926 NA

16,865,517 NA 17,941,629 NA

9,000,000 NA 13,176,811 NA

9~.iginal .~.~~!~9

MOOdy

Aa1 Aa2 AA-Aa3 A+ A1 A A2 A-A3 888+ Baa1 BBB Baa3 BBB-NA AAA NA AAA NA NA NA NA NA NA NA NA NA NA NA NA

NA NA NA NA NA NA NA NA NA NA NA NA NA NA

NA NA NA NA NA NA NA NA NA AAA NA AAA NA NA NA NR NA NR NA NA NA NA NA BBB+

NA BBB NA BBB NA NA NA NA A+

A ANA NA NA NA

NA NA NA NA NA NA NA NA NA NA NA

NA NA NA NA NA

NA NA NA AAA NA NA NA NA NA NA


NA NA NA NA AAA AAAI'NA NA NA NA NA BBB+/*BBB/'BB/'AA+/",,AAi'AA-!'A+/*Ai'A-/'-NA NA NA NA


.ql:l.~~~.~t Ra~!~9


C C C C C C

C C NA NA NA NA NA NA NA NA




o o o o o o o o AAA NR NA NA NA NA NA NA


NA NA NA NA AAA AA+

NA NR NR NA NA o o o AABB+ BCCCCCCeccNA NA NA NA


28-0ec-06 28-0ec-06 28-0ec-06 28-0ec-06 28-0ec-06 28-0ec-06 28-0ec-06 28-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06


Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A

144A 144A 144A 144A 144A 144A 144A 144A 144A 144A

144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A

144A 144A 144A 144A 144A 144A 144A 144A 144A

Resl Resi Resi Resi Resi Resl Resl Resi CRE CRE CRE CRE CRE CRE CRE CRE

CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE

CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE

CRE CRE CRE CRE CRE CRE CRE CRE CRE

Type

GS FCIC 000000134


Bloomberg Deal Name

I GCCFC 2006-FL4A I GCCFC 2006-FL4A ICjCCFC 2006FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A I GCCFC2006~FL4A I GCCFC2006~FL4A jGccFC,2006,FL4A jGccFC,2006,FL4A jGccFC,2006,FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A ICjCCFC 2006FL4A ICjCCFC 2006~FL4A I GCCFC 2006,-FL4A I GCCFC 2006,-FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A jGccFC,2006,FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A ICjCCFC 2006FL4A I GCCFC 2006-FL4A ICjCCFC 2006~FL4A ICjCCFC 2006~FL4A I GCCFC ,2006-FL4A I GCCFC ,2006FL4A I GCCFC 2006-FL4A I GCCFC 2006,-FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A I GCCFC2006FL4A I GCCFC2006FL4A I GCCFC 2006-FL4A l.GccFC,2006,FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A ICjCCFC 2006~FL4A I GCCFC 2006-FL4A I GCCFC 2006FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A I GCCFC 2006-FL4A I GCCFC2006~FL4A I GCCFC2006~FL4A

~Intex Deal

GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4

LN20SUB LN21SUB LN22SUB LNZ3SUB LN24SUB LN25SUB LN26SUB LN27SUB LN28SUB LN29SUB LN30SUB LN31SUB LN32SUB L

N2600 N444 NCPH NE161 NGSM NHAP NLAX NLDC NLJS NMET NMON NNW NNZH NPDS NSCR NTID NTRU NWSC NVWN 02600 0444 OCPH OGSM OHAP OLDC OMET OMaN ONW OPOS OSCR OTID OTRU OWSC P2600 PCPH PHAP PLDC PNW PTID PTRU PWSC Q2600 QCPH

GCCATPLQO GCCLF5A80 GCCVTV680 GCCZ412Z0 GCCY9RX80 GCCTXVJMO GCCTAL 100 GCCM6C460 GCC8NYGDO GCC37HQ10 GCCYN4UB1 GCC6AWHHO GCCXF4KQO 20173RAM1 20173RBN8 20173RCD9 20173RBU2 20173RBDO 20173RCJ6 20173RBR9 20173RAQ2 20173RCA5 20173RBZ1 20173RAN9 20173RAW9 20173RAS8 20173RARO 20173RBK4 20173RBH1 20173RCF4 20173RAY5 20173RBE8 20173RBMO 20173RFC8 20173RCE7 20173RBVO 20173RCK3 20173RBS7 20173RCB3 20173RAP4 20173RAX7 20173RAT6 20173RBL2 20173RBJ7 20173RCG2 20173RAZ2 20173RBF5 20173RBP3 20173RBW8 20173RBT5 20173RCC1 20173RAU3 20173RCHO 20173RBA6 20173RBG3 20173RBQ1 20173RBX6

JUN_ JUN_ JUN_ JUN_ JUN_ JUN_ JUN JUN_ JUN_ JUN_ JUN_ JUN_ JUN_ JUNJLT_CAP JUNJLT JUNJLT JUNJLT JUNJLT JUNJLT JUNJLT JUNJLT JUNJLT JUNJLT JUNJLT JUNJLT JUN FLT JUNJLT JUNJLT JUNJLT JUNJLT JUNJLT JUNJLT JUNJLT JUNJLT JUNJLT JUN FLT JUNJLT JUNJLT JUNJLT JUNJLT JUN FLT JUNJLT JUNJLT JUNJLT JUNJLT JUN FLT JUNJLT JUNJLT JUNJLT JUNJLT JUN FLT JUNJLT JUNJLT JUNJLT JUNJLT JUNJLT JUNJLT



15,366,880 NA 6,087,577 NA

14,169,597 NA 16,220,459 NA 12,271,697 NA 13,862,667 NA

7,037,856 NA 19,023,300 NA

9,375,109 NA 7,058,617 NA 9,486,757 NA 9,578,543 NA 6,547,210 NA

10,794,881 NA 7,487,366 NA

17,769,845 BB+ 1,381,234 AA-1,115,955 BBB 1,107,623 AA-

7.7.9,025 BBB-908,068 NA

2,259,616 A-997,740 BBB-

1,070,336 A-583,586 BBB-

2,150,849 BBB 1,133,143 NA t5,9M37 A-2,257,228 BBB-1,094,222 PIF

894,088 BBB 1,750,203 NA 1,154,599 NA 1,275,467 NA

993,129 BBB-1,966,176 A-1,072,762 BBB-1,907,473 A-1,044,721 NA 1,138,994 BBB

908,461 BBB 6,596,722 BBB-1,473,799 NA

899,006 BBB+ 1,077,258 PIF 1,378,485 BBB-1,336,695 NA 1,910,882 NA 1,119,138 NA 1,303,037 BBB

803,147 BBB+ 1,307,734 BBB-

838,579 BBB-961,006 BBB

1,334,558 NA 1,273,921 NA

839,353 NA 1,713,348 BBB-

803,147 BBB

9~.iginal .~.~~!~9

MOOdy

NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA 8B8-NA NR NA NR NA NR NA NA NA NA NA NA NA NR NA BBB NA NR NA NR NA BBB+ NA NR NA A-NA AA-NA A-NA NR NA NA NA NA NA NA NR NA NR NA BBB-NA NR

BBBNR BBB+ ABBB NR

NA NR NA NA NA NA 8B8-NA BBB NA BBB-NA NR NA NR

NA NA NA NA NA NA NA NA NA NA NA NA NA NA BI'BB+/*PIF PIF BBB-I'NA PIF PIF PIF PIF BBBI'NA 8+/*BB-I'PIF BBBI'NA NA NA B-I'BBI'PIF PIF NA PIF PIF BBB-f'NA B/'PIF BBB-f'NA NA NA BBI'PIF PIF PIF B/'-NA NA NA BB-I'PIF

.ql:l.~~~.~t Ra~!~9



NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA o NR NR NR NR CCCNR NR NR NR NR CCCNR NR NR NR NR AA+ BBBNR NR NR NR CCCNR NR NR CCCNR NR NR NR A+ BB+ NR NR NR NR NR NR A-BB NR NR

29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06 29-0ec-06


144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A

CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE

Type

GS FCIC 000000135


Bloomberg Deal Name

I GCCFC 2006-FL4A I GCCFC 2006-FL4A IGCCFC 2006FL4A I GCCFC 2006-FL4A IGPMF 2006-0H1 IGPMF 2006-0H1 IGPMF 2006-0H1 IGPMF 2006-0H1 IGPMF 2006-0H1 IGPMF2iib6~OH1 IGPMF2iib6~OH1 jGPMF.2006-0H.1 jGPMF.20060.H1 jGPMF.2006-0H.1 IGPMF 2006-0H1 IGPMF 2006-0H1 IGPMF 2006-0H1 IGPMF 20060Hi IGPMF 2006-0Hi I GSAA . .20D6,20 I GSAA .. 20D6,20 I GSM 2006-20 I GSM 2006-20 I GSM 2006-20 I GSM 2006-20 I GSM 2006-20 I GSM 2006-20 jGSAA2006-20 I GSM 2006-20 I GSM 20D6-20 I GSM 2006-20 IGSAA2006-20 I GSM 2006-20 IGSAA2006-20 IGSAA2DD6-20 I GSA.A .. 2006,20 I GSA.A.2006,20 I GSR 2006-1 OF

IGSR2CXi6,1DF I GSR 2006-1 OF I GSR 2006-1 OF IGSR2006~10F IGSR2006~10F I GSR 2006-1 DF I.GSR2.DD6-1 DF I GSR 2006-1 OF I GSR 2006-1 OF I GSR 2006-1 OF I GSR 2006-1 OF IGSR2006-10F I GSR 2006-1 OF IGSR2CXi6,1DF IGSR2CXi6,1DF I GSR 2006-1 DF I GSR 2006-1 OF I GSCSF 2006-3GA I GSCSF 2006-3GA I GSCSF 20b6~3GA I GSCSF 2bb6~3GA

~Intex Deal

GCC06FL4 GCC06FL4 GCC06FL4 GCC06FL4 GPMD60H1 GPM060H1 GPM060H1 GPM060H1 GPM060H1 GPMD60H1 GPM060H1 GPM060H1 GPM060H1 GPM060H1 GPMD60H1 GPM060H1 GPM060H1 GPM060H1 GPM060H1 GSAAD62D GSAA0620 GSAA0620 GSAA0620 GSAA0620 GSAAD62D GSAA0620 GSAA0620 GSAA0620 GSAA0620 GSAAD62D GSAA0620 GSAA0620 GSAA0620 GSAA0620 GSAAD62D GSAA0620 GSAA0620 GSR0610F GSR0610F GSR0610F GSR0610F GSR0610F GSR0610F GSRD61DF GSRD61DF GSR0610F GSR0610F GSR0610F GSR0610F GSR0610F GSR0610F GSR0610F GSR0610F GSRD61DF GSR0610F GSCA063G GSCA063G GSCA063G GSCAD63G

SCPH STRU R RC RX A3 A2 A1 M1 M2 M3 M4 M5 M6 M7 X M8

2A1B A4A A4B B1 B2

3A1

B6 B1 B2 B3 M1 A1A A1B A1LTE A2

20173RBY4 20173RBC2 39539GAM4 39539GAN2 39539GAP7 39539GAe6 39539GAB8 39539GAAO 39539GA04 39539GAEZ 39539GAF9 39539GAG7 39539GAH5 39539GAJ1 39539GAK8 39539GAQ5 39539GAL6 362351AQ1 362351AR9 362351AS7 362351M6 362351AB4 362351AC2 362351AOO 362351AE8 362351AF5 362351AMO 362351AN8 362351AG3 362351AH1 362351AJ7 362351AK4 362351AL2 362351AT5 362351AP3 36266WAJ1 36266WAF9 36266WAD4 36266WAE2 36266WAC6 36266WAB8 36266WAAO 36266WAGl 36266WAH5 36266WAU6 36266WAT9 36266WA05 36266WAR3 36266WAS1 36266WAL6 36266WAM4 36266WAN2 36266WAK8 362495AB9 362495Ae7 362495AJ2 362495AD5

JUNJLT JUNJLT SEN_WAe_RES SEN_WAC_RES SEN_WAC_RES SEN_SUPJLT SEN SPR SUP FL T SEN_SPRJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT JUN_Oe_NO JUNJLT SEN_PO SEN_PO SEN_PO SENJLT SENJLT SENJLT SENJLT SEN_ePTJLT SEN ePT FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT JUN_OC_NO JUNJLT SEN WAe 10 SEN_SUPJIX SEN_SPRJLT SEN_INV_IO SENJIX SEN FIX SENJIX SENJIX SENJIX NPR_NPR_NO NPR NPR NO JUN_WAC_NO JUN_WAC_NO JUN_WAC_NO JUN_WAC JUN WAC JUN_WAC JUN_WAC SENJLT SENJLT SENJLT SENJLT



1,169,823 BBB-955,441 NA

1,355,310 BBB-1,542,434 NA

100 NA 100 NA 100 NA

65,472,000 NA 109,120,000 NA 261,887,000 NA

12,949,000 NA 3,531,000 NA 2,590,000 NA 2,590,DOO NA 2,589,000 NA 2,355,000 NA 3,060,000 NA 2,423,839 NA 2,354,000 NA

100 NA 100 NA 100 NA

584,602,000 NA 158,240,000 NA 144,680,000 NA 16,076,000 NA

276,744,000 NA 30X50POO NA

6,467,000 NA 6,467,DOO NA

23,925,000 NA 12,286,000 NA

6,467,000 NA 6,467,000 NA 6,467,DOO NA 7,112,805 NA 6,467, DOD NA

369,509 AAA 3,859,000 AAA

88,737,000 AM 88,737,000 AM

8,451,000 AM 46,760,000 AAA

204,541,000 AM 27,210,DOO AAA 31,938,000 AM

NA NA

1,071,000 BB 642,000 B

1,074,427 NA 5,358,000 AA 2,786,000 A 1,500,000 BBB 4,717,000 AA+

35,000,000 NA 192,000,000 NA

1 065,000,000 NA 104,ODO,000 NA

9~.iginal .~.~~!~9

MOOdy

NA NA BBB-NA NR NA BB+ NR AM NR NR AaaJ*-Aaa Aaa Aa1 Aa2 AA-Aa3 A+ A1 A A2 BBB+ A3 8B8 Baa1 NR NR NA Baa3 NR NR NR NR AaaJ*-AaaJ*-Aaa Aaa/""- AAA

Aaa AAA AaaJ'- AM Baa1 BBB+ Baa3 888-Aa1 AA+ Aa2 AA Aa3 AA-A1 A+ A2 A NR NR Ba1 BBB-NA AM NA AM NA AM NA AM NA AM NA AM NA AM

AM AM NR NR NR NR

NA NR NA NA NA NA NR Aaa AaaJ*-Aaa AaaJ*-

NA PIF NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA cce cce CCC CCC cce cce cce cce CCC NA NA o o NA C C o CC NA NA NA NA

.ql:l.~~~.~t Ra~!~9


NA NA NA NA NR NR NR Caa2/*B31'Ba11'C e e e e C

e NR e NR NR NR Caa1/*Caa2/*B11'Caf"Caa2/"Caf*-e e C e e e e NR Ba2 NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA WR WR WR WR

N R 29-0ec-06 BBB+ 29-0ec-06 N R 29-0eo-06 BBB- 29-0eo-06 N R 29-0ec-06 N R 29-0ec-06 N R 29-0eo-06 eee 29-0eo-06 eee 29-0eo-06 A-J* - 29-0ec-06 o 29-0ec-06 o 29-0eo-06 o 29-0eo-06 o 29-0ec-06 o 29-0ec-06 o 29-0ec-06 N R 29-0eo-06 NA 29-0eo-06 N R 29-0ec-06 N R 29-0ec-06 N R 29-0ec-06 N R 29-0eo-06 eee 29-0eo-06 eee 29-0eo-06 8-J* - 29-0ec-06 eee 29-0ec-06 eee 29-0eo-06 eee 29-0eo-06 o 29-0ec-06 o 29-0ec-06 o 29-0ec-06 o 29-0eo-06 o 29-0eo-06 o 29-0ec-06 o 29-0ec-06 N R 29-0eo-06 o 29-0eo-06 eee 29-0eo-06 eee 29-0eo-06 eee 29-0ec-06 eee 29-0ec-06 eee 29-0eo-06 eee 29-0eo-06 eee 29-0eo-06 eee 29-0eo-06 CCC 29-0eo-06 N R 29-0eo-06 N R 29-0ec-06 N R 29-0ec-06 N R 29-0ec-06 N R 29-0eo-06 N R 29-0eo-06 N R 29-0eo-06 N R 29-0ec-06 N R 29-0ec-06 NR 18-Jan-07 NR 18-Jan-07 NR 18-Jan-07 NR 18-Jan-07


144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A

CRE CRE CRE CRE Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resl COO COO COO COO

Type

GS FCIC 000000136


Bloomberg Deal Name

I GSCSF 2006-3GA I GSCSF 2006-3GA IGSCSF2006~:iGii I GSCSF 2006-3GA I GSAMP 2007-SEA 1 I GSAMP 2007-SEA 1 I GSAMP 2007-SEA 1 I GSAMP 2007-SEA 1 I GSAMP 2007-SEA 1 IG8AMP20oi~SEA1 IGSAMP20oi~SEA1 LG8AMP 2007,5EA1 LG8AMP 2007:SEA.1 LG8MS.C 2007:.N.I.M1 IG8M8C 2007-NIM1 IG8MSC 2007-NIM1 IGSMSC 2007-NIM1 IGSMSC 2007NIMi IGSMSC 2007NIMi IG8AMN2006:FM3 N1 IG8AMN2006:FM3 N1 IG8AMN 2006-FM3 N1 IG8AMN 2006-FM3 N1 IG8M 2007-NIM1 IG8M 2007-NIM1 IG8M 2007-NIM1 IG8M 2007-NIM2 LG8AA2007-NI.M2 I GUGH 2006-4A I GUGH 2006-4A I GUGH 2006-4A IGUGH 20064A I GUGH 2006-4A IGUGH 2006-4A IGUGH 2006-4A I GUGH 2006-4A I GUGH 20064A I GUGH 2006-4A I GUGH 2006-4A. I GUGH 2006-4A I GUGH 2006-4A ICWHL200ii ICWHL200ii ICWHL 2007-1 I.CVVHL.2007-1 ICWHL 2007-1 ICWHL 2007-1 ICWHL 2007-1 ICWHL 2007-1 ICWHL2007-1 ICWHL 2007-1 ICWHL20071 ICWHL2007-1 ICWHL 2007-1 ICWHL 2007-1 ICWHL 2007-1 ICWHL 2007-1 I CWHL200i ~i I CWHL200i ~i

~Intex Deal

GSCA063G GSCA063G GSCA063G GSCA063G GSA078E1 GSA07SE1 GSA07SE1 GSA07SE1 GSA07SE1 GSA078E1 GSA07SE1 GSA07SE1 GSA07SE1 GSMN07N1 GSMN07N1 GSMN07N1 GSMN07N1 GSMN07N1 GSMN07N1 GSN06FM3 GSN06FM3 GSN06FM3 GSN06FM3 GSAN07N1 GSAN07N1 GSAN07N1 GSAN07N2 GSAN07N2

9u99064 gugg064 gugg064

9u99064 9u99064

9u99064 9ugg064

9u9g064

9u9g064 qugq064

9u9g064 gugg064 gugg064 CWF07001 CWF07001 CWF07001 CWF07001 CWF07001 CWF07001 CWF07001 CWF07001 CWF07001 CWF07001 CWF07001 CWF07001 CWF07001 CWF07001 CWF07001 CWF07001 CWF07001 CWF07001

o INCOME A

x

N3 N4 OS PS N1 N2 N3 OS N1 N2 OS NOTES OTC 8 A1 B

C o E

A9

A5

A12

362495AG8 36249SM5 3622MLM5 3622MLAJ6 3622MLAK3 3622MLA09 3622MLAE7 3622MLAB3 3622MLAC1 3622MLAHO 3622MLAF4 362561MO 362561AB8 362552AA9 362552A87 362552101 GSM1JFYXO 3622MKAA7 3622MKAB5 3622MKAC3 3622MJ102 3622EPAA5 3622EPAB3 GSA1EG5EO 3622E6M7 GSA9HC8CO 40166WAHS 40166WAA3 40166WAB1 40166WAC9 40166WA07 40166WAES 40166WAF2 40166WAGO 40166WAJ4 40166WAM7 40166Y200 40166WAK1 40166WAL9 170255AC7 170255AB9 170255ATO 170255AM5 170255AS2 170255AV5 170255AL7 170255A06 170255AN3 170255AP8 170255A05 170255AA1 170255AU7 170255AW3 170255AX1 170255AR4 170255AH6 170255AJ2

MEZJLT JUN_SUB SENJLT NPR_NPR NPR_NPR MEZJIX_CAP MEZ FIX CAP MEZJIX_CAP MEZJIX_CAP JUN_OC JUNJIX-CAP SENJIX_NIM SENJIX_NIM SENJIX_NIM SENJIX_NIM NPR_RES NPR_NPR_NO SENJIX_NIM]P SENJIX_NIM]P SENJIX_NIM_PP JUN_RES_NO SENJIX SENJIX JUN_RES_NO SENJIX JUN RES NO SEN_IO SENJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT JUN_SUB_NO JUNJLT_NO JUNJLT_NO SEN_XRS_PO SEN WAC 10 SEN_SUP _NASJIX SEN_SUP JIX

SEN_SPRJIX SEN SPR FIX SEN_IO SENJLT SENJLT SENJIX_RES SEN FIX SENJIX SENJIX SENJIX SENJIX JUNJIX_NO JUNJIX_NO



96,000,000 NA 49,600,000 NA 22,400,000 NA 16,000,000 NA

105,211,000 NA NA NA

2,294,000 NA 1,275,000 NA 8,029,000 NA 4,907,000 NA 4,460,873 NA 1,275,000 NA

65,567,000 NA 11,140,000 NA 19,327,000 NA

4,181,000 NA 100 NA 100 NA

21,208,000 NA 3,905,000 NA 6,103,000 NA

1,000 NA 20,264,000 NA

3,908,000 NA 1,000 NA

11,315,000 NA WOO NA

6,000,000 AAA 265,000,000 AAA 43,750,000 AA 26,875,000 A+ 14,375,000 A 13,750,000 A-13,750,000 BBB+ 15,000,000 BBB 10,625,000 BBB-36,250,000 AAA 26,250,000 NA 10,625,000 NA 23,750,000 NA

5,270,067 AAA 566,474,850 AAA

8,266,000 AAA 2,229,900 AAA

123,979,000 AAA 53,504,900 AAA 51,275,000 AAA 39,519,750 AAA

474,237,000 AAA 474,237,000 AAA

100 AAA 540,434,844 AAA 474,237,000 AAA

5,000,000 AAA 5,000,000 AAA

44,742,000 AAA 1,500,000 BB 1,125,000 B

9~.iginal .~.~~!~9

MOOdy

Aa2f"-A21'- A Baa2 BBB NR NR Aaa AAA NR NR NR NR Baa1 BBB+ Baa2 BBB Aa2 AA A2 A NR NR Baa3 BBB-A3 NA Baa3J*- NA Ba3f"- NA 831'- NA NR NA NA NA NA NA NA NA NA NA NA NA NA A NA NA Aaa NA Aaa NA Aa2 NA A1 NA A2 NA A3 NA Baa1 NA Baa2 Baa3 Aaa NA Ba2 B2 NA NA NA AAA

AAA AM AM AAA AAA AAA

NA AM NA AAA NA AAA NA AAA NA AAA NA NA NA NA

NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA MM-888+ BBB BBBBB+ B B B A NA NA NA CC CCC CC CC CCC CCC CCC CC CC CC MA CC CC CC CC CC o o

.ql:l.~~~.~t Ra~!~9


WR NR 18-Jan-07 WR NR 18-Jan-07 WR NR 18-Jan-07 NR NR 18-Jan-07 Caa1 AAA 19-Jan-07 NR NR 19-Jan-07 NR NR 19-Jan-07 C CC 19-Jan-07 C CC 19-Jan-07 C B~ 19-Jan-07 C eee 19-Jan-07 NR NR 19-Jan-07 C CC 19-Jan-07 WR NA 22-Jan-07 C NA 22-Jan-07 C NA 22-Jan-07 C NA 22-Jan-07 NR NA 22-Jan-07 NA NA 22-Jan-07 NA CC 23-Jan-07 NA CC 23-Jan-07 NA CC 23-Jan-07 NA NA 23-Jan-07 NA NR 24-Jan-07 NA CC 24-Jan-07 NA NA 24-Jan-07 NA CC 25-Jan-07 NA NA 25-Jan-07 Aaa NA 25-Jan-07 A2 NA 25-Jan-07 Ba2 NA 25-Jan-07 Caa1 NA 25-Jan-07 Caa2 NA 25-Jan-07 Caa3 NA 25-Jan-07 Caa3 NA 25-Jan-07 Caa3 NA 25-Jan-07 Caa3 NA 25-Jan-07 Ba1 NA 25-Jan-07 NA NA 2S-Jan-07 Caa3 NA 25-Jan-07 Caa3 NA 25-Jan-07 NA CCC 30-Jan-07 NA BBB/,- 30-Jan-07 NA CCC 3D-Jan-07 NA CCC 30-Jan-07 NA BBB/,- 30-Jan-07 NA CCC 30-Jan-07 NA BB-I'- 30-Jan-07 NA CCC 30-Jan-07 NA eee 3D-Jan-07 NA CCC 30-Jan-07 NA NR 30-Jan-07 NA CCC 30-Jan-07 NA CCC 3D-Jan-07 NA eee 3D-Jan-07 NA CCC 30-Jan-07 NA CCC 30-Jan-07 NA NR 30-Jan-07 NA NR 3D-Jan-07


144A 144A 144A 144A Public I 144A Public I 144A

Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A

COO COO COO COO Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi COO COO COO COO COO COO COO COO COO COO COO COO COO Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi

Type

GS FCIC 000000137


Bloomberg Deal Name

ICWHL 2007-1 ICWHL 2007-1 ICWHL20071 ICWHL 2007-1 IGSM 2007-1 IGSM 2007-1 IGSM 2007-1 IGSM 2007-1 IGSM 2007-1 IGSAAiboj:1 IGSAAiboj:i jGSAA,2007-1 jGSAA,2007-1 jGSAA2007-1 IGSM 2007-1 IGSM 2007-1 IGSM 2007-1 IGSAAi007-1 IGSAAi007-1 IGSAA2007,1 IGSAA2007,1 IGSM 2007-1 IGSM 2007-1 IGSAMP 2001-FM1 IGSAMP 2001-FM1 IGSAMP 2007-FM1 IGSAMP 2007-FM1 jGSAMP,200UM.1 IGSAMP 2001-FM1 IGSAMP 2001-FM1 IGSAMP 2007-FM1 IGSAMP 2007FMi IGSAMP 2007-FM1 IGSAMP 2007FMi IGSAMP 2007FMi IGSAMP2007-FM1 IGSAMP2007FM1 IGSAMP 2007-FM1 IGSAMP2D01-FM1 IGSAMP 2007-FM1 IGSAMP 2007-FM1 IGsAMPiooiFM1 IGsAMPiooiFM1 IGSAMP 2001-FM1 I,RAL,I)OOl -OH1 I RALI 2007-QH1 I RALI 2001-QH1 I RALI 2001-QH1 I RALI 2001-QH1 IRALI2b07 -QH1 IRALl2007-QH1 I RALI 2007 ClH1 I RALl2001-ClH1 I RALI 2001-QH1 I RALI 2007-QH1 I RALI 2001-QH1 I RALI 2001-QH1 I RALliob7oH1 [GSAMPiooi:H1

~Intex Deal

CWF07001 CWF07001 CWF07001 CWF07001 GSAA0701 GSAA0701 GSAA0701 GSAA0701 GSAA0701 GSAA0701 GSAA0701 GSAA0701 GSAA0701 GSAA0701 GSAA0701 GSAA0701 GSAA0701 GSAA0701 GSAA0701 GSAA0701 GSAA0701 GSAA0701 GSAA0701 GSA07FM1 GSA07FM1 GSA07FM1 GSA07FM1 GSA07FM1 GSA07FM1 GSA07FM1 GSA07FM1 GSA07FM1 GSA07FM1 GSA07FM1 GSA07FM1 GSA07FM1 GSA07FM1 GSA07FM1 GSA07FM1 GSA07FM1 GSA07FM1 GSA07FM1 GSA07FM1 GSA07FM1 RFC07QH1 RFC07QH1 RFC07QH1 RFC07QH1 RFC07QH1 RFC07QH1 RFC07QH1 RFC07QH1 RFC07QH1 RFC07QH1 RFC07QH1 RFC07QH1 RFC07QH1 RFC07QH1 GSAOlH01

B2 M R

B1 B2 M1 M2 M3 M4

RX A1 A2A A2B A2C A2D C B1

M9

A1 RI

RX

M4

170255AG8 170255AE3 3622EQAQ8 3622EQAR6 3622EQAS4 3622EQAA3 3622EQAB1 3622EQAC9 3622EQAD7 3622EQAE5 3622EQAF2 3622EQAN5 3622EQAPO 3622EQAGO 3622EQAH8 3622EQAJ4 3622EQAK1 3622EQAL9 3622EQAM7 3622EQAU9 3622EQAT2 3622MMQ4 3622MAAR2 3622MAASO 3622MAM9 3622MAAB7 3622MAAC5 3622MAAD3 3622MAAE1 3622MAAT8 3622MAAU5 3622MAAF8 3622MAAG6 3622MAAH4 3622MAAJO 3622MAAK7 3622MAAL5 3622MAAM3 3622MAAN1 3622MAAW1 3622MAAV3 3622MAAP6 74922HAC6 74922HABS 74922HAAO 74922HAM4 74922HAN2 74922HAQ5 74922HAP7 74922HAD4 74922HAE2 74922HAF9 74922HAG7 74922HAH5 74922HAJ1 74922HAK8 36245YAA2

JUNJIX JUNJIX SEN_WAe_NO SEN_WAC_NO SEN_WAC_NO SENJLT SEN FLT SENJLT SENJLT SEN_CPTJLT SEN_CPTJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT JUN_OC_NO JUNJLT_NO SEN_PO SEN_PO SEN_PO SENJLT SEN FLT SENJLT SENJLT SENJLT NPR_NPR_NO MEZJLT_NO MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT JUN_OC_NO JUN FLT NO JUNJLT SEN_SUP JLT

SEN_SPRJLT NPR NPR NO NPR_NPR_NO NPR_NPR_NO NPR_NPR_NO MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT JUNJLT SENJLT



1,125,033 NR 4,500,000 A 2,250,000 BBB

19,500,900 AA 100 NA 100 NA 100 NA

515,268,000 NA 199,818,000 NA 82,495,000 NA

9,167,000 NA 158,851,000 NA 17,651,000 NA

5,275,000 NA 5,275,000 NA

13,715,000 NA 12,659,000 NA

7,913,000 NA 5,802,000 NA

?'~??iOOO NA 5,275,000 NA 5,275,478 NA 5,275,000 NA

50 NA 100 NA

50 NA 315,873,000 NA 13t536POO NA 28,394,000 NA 46,057,000 NA 28,008,000 NA

NA 10,962,000 NA 31,825,000 NA 28,289,000 NA 12,376,000 NA 12,377,000 NA 10,962,000 NA

8,1}3,000 NA 7,426,000 NA 6,011,000 NA

13,793,866 NA 8,487,000 NA 6,719,000 NA

74,364,000 NA 123,939,000 NA 297,454,000 NA

NA NA NA NA

11,023,000 NA 2,887,000 NA 2,624,000 NA 2,887,000 NA 2,624,000 NA 1,838,000 NA 2,624,000 NA

39,569,000 AAA

9~.iginal .~.~~!~9

MOOdy

NA NA NR NA NR NA NR NR AM NR NR AaaJ*AaaJ*Aaa AaaJ*-Aaa AAA Aaal'- AM Baa1 BBB+ Baa2 BBB Aa1 AA+ Aa2l'- AA Aa31'- AA-A1 A+ A2 A3 NR Ba2 NR NR NR AAA Aaa AAA Aaal'- AM Aaa AAA Aaa AAA Aaa AAA NA NR Ba1 BB+ Aa1 AA+ Aa2 AA Aa31'A1 A2 A3 Baa1 Baa2 88B NR NR Ba2 BB Baa2 BBB-

AM AM AM NR NR NA

NR NR Aa1 Aa1 Aa2 A1 A-

A2 BBB Baa1 NR Baa3 NR Aaal'- NA

D D C NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA BBB

.ql:l.~~~.~t Ra~!~9


NA NA NA NA NR NR NR Caa1/*Caa2/*Ba11'B21'B31'Ca/*-e e C C e e e C NR e NR NR NR Ba2/'Baa21'B31'Caa3/*Caf"NA e e e C C e e C C NR e e Caf"Caf"Ba31'NR NR NA NR C e e C C C e A2/'-

NR NR NR NR NR NR NR B-I'B-I'BI'B-I'B-I'B-I'o o CCC CC o o o o NR o NR NR NR CCC B-I'eee eee CCC NR o eee ee CC o o o o o NR o o eee CCC AI'NR NR NA NR o o o o o NR NR NA

30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 30-Jan-07 31-Jan-07


Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A


Type

GS FCIC 000000138


Bloomberg Deal Name

IGSAMP 2007-H1 IGSAMP 2007-H1 IGSAMP 2007fii IGSAMP 2007-H1 IGSAMP 2007-H1 IGSAMP 2007-H1 IGSAMP 2007-H1 IGSAMP 2007-H1 IGSAMP 2007-H1 IGsAMPioo'Uj1 IGSAMPiooi:H1 LGSAMP 2007,H1 LGSAMP 2007,H1 LGSAMP.2007:H.1 IGSAMP 2007-H1 IGSAMP 2007-H1 IGSAMP 2007-H1 IGSAMP 2007fii IGSAMP 2007fii IGSAMP2D07-H1 IGSR2(Xj7:AR1 IGSR 2007-AR1 IGSR 2007-AR1 IGSR 2007-AR1 IGSR 2007-AR1 IGSR 2007-AR1 IGSR 2007-AR1 LGSR2OQ7-AR1 IGSR 2007-AR1 IGSR 2007-AR1 IGSR 2007-AR1 IGSR2007-AR1 IGSR 2007-AR1 IGSR2007-AR1 IGSR2007-AR1 I GSR2(Xj7:AR1 I GSR2(Xj7:AR1 IGSR 2007-AR1 IGSR2(Xj7:AR1 IGSR 2007-AR1 IINDX 2007-FLX1 IINDXioiiiFLX1 IINDXioiiiFLX1 IINDX2007-FLX1 1.I.NPX2oo7-FLX1 IINDX 2007-FLX1 IINDX 2007-FLX1 IINDX 2007-FLX1 IINDX 2007-FLX1 IINOX2007-FLXi IINDX2007-FLX1 IINDX200HLX1 IINDX200HLX1 IINDX 2007-FLX1 IINDX 2007-FLX1 IINDX 2007-FLX1 I HUDMZ 2006-2A I HuDMZioii6-2A I HuDMZio06-2A

~Intex Deal

GSAOlH01 GSAOlH01 GSAOlH01 GSAOlH01 GSAOlH01 GSAOlH01 GSAOlH01 GSAOlH01 GSAOlH01 GSAOlH01 GSAOlH01 GSAOlH01 GSAOlH01 GSAOlH01 GSAOlH01 GSAOlH01 GSAOlH01 GSAOlH01 GSAOlH01 GSAOlH01 GSR07AR1 GSR07AR1 GSR07AR1 GSR07AR1 GSR07AR1 GSR07AR1 GSR07AR1 GSR07AR1 GSR07AR1 GSR07AR1 GSR07AR1 GSR07AR1 GSR07AR1 GSR07AR1 GSR07AR1 GSR07AR1 GSR07AR1 GSR07AR1 GSR07AR1 GSR07AR1 I NX07FL1 I NX07FL1 I NX07FL1 I NX07FL1 I NX07FL1 I NX07FL1 I NX07FL1 I NX07FL1 I NX07FL1 I NX07FL1 I NX07FL1 I NX07FL1 I NX07FL1 I NX07FL1 I NX07FL1 I NX07FL1 HUDSM062 HUOSM062 HUOSM062

A2A1 A2A2M A2A2S

M2 M3 M4 M5 M6

x

4A2 5A2 6A2 1A1 2A1

A2 A3 R

M3 M4 M5 M6 M7 M8 S A1 A2

36245YABO 36245YAV6 36245YAU8 36245YACS 36245YAD6 36245YAP9 36245YAQ7 36245YAR5 36245YAE4 36245YAF1 36245YAG9 36245YAH7 36245YAJ3 36245YAKO 36245YAL8 36245YAM6 36245YAS3 36245YAN4 362290AY4 362290AX6 362290AB4 362290AOO 362290AJ7 362290AL2 362290AN8 362290AQ1 362290AA6 362290Ae2 362290AH1 362290AK4 362290AMO 362290AP3 362290AU2 362290AVO 362290AW8 362290AR9 362290AS7 362290AT5 45668WAE7 45668WA09 45668WAA5 45668WAB3 45668WAC1 45668WAF4 45668WAG2 45668WAHO 45668WAJ6 45668WAK3 45668WAL1 45668WAM9 45668WAN7 45668WAP2 45668WAQO 45668WAR8 44386QAA2 44386QABO 44386QAe8

SENJLT SENJLT SENJLT SENJLT SENJLT NPR_NPR_NO NPR NPR NO NPR_NPR_NO MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT JUN_Oe_NO JUNJLT SEN_WAC SEN_WAC SEN_SUP _WAC SEN_SUP_WAC SEN_SUP_WAC SEN_SUP _WAC SEN_SUP _WAC SEN SUP WAC SEN_SPR_WAC SEN_SPR_WAC SEN_SPR_WAC SEN_SPR_WAC SEN_SPR_WAC SEN_SPR_WAC JUN_WAC_NO JUN_WAC_NO JUN_WAC_NO JUN WAC JUN_WAC JUN_WAC SEN_SUPJLT SEN_SPR_SUPJLT SEN SPR FLT SEN_SPRJLT SEN_SPRJLT SEN_RES_PO SEN_RES_PO SEN RES PO MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT JUNJLT SENJLT MEZJLT MEZJLT



26,640,000 AAA 10,651,000 AAA 42,000,000 AAA 1 0,157,000 AAA 30,472,000 AAA 61,559,000 AAA 12,480,000 AAA

50 AAA 100 AAA 50 AAA

11,532,000 AA+ 10,622,000 AA

6,069,000 AA-5,615,DOO A+ 5,614,000 A 5,007,000 A-4,553,000 BBB+ 4,248,000 BBB

12,291,339 NA 4,401,000 BBB-

100 AAA 100 AAA

3,449,000 AAA 50,176,000 AAA

7,443,000 AAA 2,819,000 AAA 6,127,000 AAA 4J42poO AAA

74,245,000 AAA 1 000,259,000 AAA

160,221,000 AAA 60,686,000 AAA

131,889,000 AAA 89,171,000 AAA

5,234,000 BB 4,361,000 B 4,365,163 NA

39,259,000 AA 13,085,000 A

7,851,000 BBB 37,654,000 NA 10,766,000 NA

155,024,000 NA 76,199,000 NA 96,890,000 NA

100 NA 100 NA 100 NA


240,000,000 NA 46,000,000 NA

9~.iginal .~.~~!~9

MOOdy

Aaa/"-Aaa NA AaaJ'- NA AaaJ'- NA Aaa NA Aaa Aaa NR NR NR Aa1 Aa2 NA Aa3 NA A1 NA A2 NA A3 NA Baa1 NA Baa2 NA NR NA Baa3 NA NA NA NA NA NA AAA NA AAA NA AAA NA AAA NA AAA NA AAA NA AAA NA AAA NA AAA NA NR NA NA NA NA NA Aaa AAA Aaa AAA Aaa AAA Aaa AAA

AAA AAA AAA AAA AA+ AA

Aa2 AA-Aa2 A+ Aa3 A-A1 BBB+ A2 NR Baa2 Aaa AaaJ*-AaaJ*-

cce BB BB BB CCC CCC AAA AAA AM CC CC CC C C o o o

C C C C

C C CC CC CCC BB BBB AAA o o NA o o o NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA

.ql:l.~~~.~t Ra~!~9


Ba2/'Ba3rAa2 Aa2 Aaa B2rB3rNR NR NR Caf"e e e e C

e e NR

NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA Caf"Caa2/*A1rBaa3/*Caa1/*NR NR NR e C

C e e e C e Caa3 e e

NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA

31-Jan-07 31-Jan-07 31-Jan-07 31-Jan-07 31-Jan-07 31-Jan-07 31-Jan-07 31-Jan-07 31-Jan-07 31-Jan-07 31-Jan-07 31-Jan-07 31-Jan-07 31-Jan-07 31-Jan-07 31-Jan-07 31-Jan-07 31-Jan-07 31-Jan-07 31-Jan-07

NR 31-Jan-07 NR 31-Jan-07 eee 31-Jan-07 eee 31-Jan-07 eee 31-Jan-07 eee 31-Jan-07 eee 31-Jan-07 eee 31-Jan-07 eee 31-Jan-07 eee 31-Jan-07 eee 31-Jan-07 88+/*- 31-Jan-07 Ar- 31-Jan-07 AJ*- 31-Jan-07 NR 31-Jan-07 NR 31-Jan-07 NR 31-Jan-07 NR 31-Jan-07 NR 31-Jan-07 NR 31-Jan-07 eee 31-Jan-07 BBBr- 31-Jan-07 AAAr- 31-Jan-07 AAAr- 31-Jan-07 BBBJ*- 31-Jan-07 NR 31-Jan-07 NR 31-Jan-07 NR 31-Jan-07 eee 31-Jan-07 CC 31-Jan-07 CC 31-Jan-07 o 31-Jan-07 o 31-Jan-07 o 31-Jan-07 NR 31-Jan-07 NR 31-Jan-07 eee- 8-Feb-07 o 8-Feb-07 o 8-Feb-07


Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A

Resl Resi Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi COO COO COO

Type

GS FCIC 000000139


9~.iginal .~.~~!~9

Bloomberg Deal Name

I HUDMZ 2006-2A I HUDMZ 2006-2A IfiuDMi 20062A I HUDMZ 2006-2A I HUDMZ 2006-2A I GSAMP 2007-NC1 I GSAMP 2007-NC1 I GSAMP 2007-NC1 I GSAMP 2007-NC1 IGsAMPio07JjC1 IGSAMPio07:NC1 LGSAMP 2007:NC,1 LGSAMP 2007:NC1 LGSAMP,2007:NC,1 I GSAMP 2007-NC1 I GSAMP 2007-NC1 I GSAMP 2007-NC1 IGSAMP 200iNCi IGSAMP 200iNCi IGSAMP2D07-NC1 IGSAMP2D07-NC1 I GSAMP 2007-NC1 I GSAMP 2007-NC1 I GSAMP 2007-NC1 I GSAMP 2007-NC1 IGSAMP 2007-FM1-N IGSAMP 2007-FM1-N LGSAMP,200HM.1:N IGSAMP 2007-FM1-N I GSAMP 2007-FM2 I GSAMP 2007-FM2 IGSAMP 2ooiFM2 I GSAMP 2007-FM2 IGSAMP 200iFM2 IGSAMP 200iFM2 IGSAMP2D07-FM2 IGSAMP2D07FM2 I GSAMP 2007-FM2 IGSAMP2D07-FM2 I GSAMP 2007-FM2 I GSAMP 2007-FM2 I GSAMPi007FM2 I GSAMPi007FM2 I GSAMP 2007-FM2 IGSAMP 200HM2 I GSAMP 2007-FM2 I GSAMP 2007-FM2 I GSAMP 2007-FM2 I GSAMP 2007-FM2 IGSAMP 200iFM2 I GSAMP 2007-FM2 I GSAA2007:2 I GSAA 2007:2 IGSM 2007-2 IGSM 2007-2 IGSM 2007-2 IGSM 2007-2 IGSAAio07:i I GSAA i007:i

~Intex Deal

HUOSM062 HUOSM062 HUOSM062 HUOSM062 HUOSM062 GSAOlNC1 GSAOlNC1 GSAOlNG1 GSAOlNG1 GSAOlNG1 GSAOlNC1 GSAOlNC1 GSAOlNC1 GSAOlNG1 GSAOlNG1 GSAOlNC1 GSAOlNC1 GSAOlNG1 GSAOlNG1 GSAOlNG1 GSAOlNC1 GSAOlNC1 GSAOlNG1 GSAOlNG1 GSAOlNG1 GSN07FM1 GSN07FM1 GSN07FM1 GSN07FM1 GSA07FM2 GSA07FM2 GSA07FM2 GSA07FM2 GSA07FM2 GSA07FM2 GSA07FM2 GSA07FM2 GSA07FM2 GSA07FM2 GSA07FM2 GSA07FM2 GSA07FM2 GSA07FM2 GSA07FM2 GSA07FM2 GSA07FM2 GSA07FM2 GSA07FM2 GSA07FM2 GSA07FM2 GSA07FM2 GSAA0702 GSAA0702 GSAA0702 GSAA0702 GSAA0702 GSAA0702 GSAA0702 GSAA0702

o E PREF

M5 M6 M7 M8

N1 N2 N3 OS A1

C B1 M1 M2 M3 M4 M5 M6 M7 M8D

X

B2

AF6A AF6B AV1 AF2 AF3

44386QAF1 44386NAC5 44386NM9 3622MGM6 3622MGAB4 3622MGAG2 3622MGACO 3622MGAEB 3622MGAT5 3622MGAF5 3622MGAG3 3622MGAH1 3622MGAJ7 3622MGAK4 3622MGAL2 3622MGAMO 3622MGAN8 3622MGAP3 3622MGAQ1 3622MGAR9 3622MGAS7 3622MGAWS 3622MGAU2 3622MFAA8 3622MFAB6 3622MFAC4 3622ME103 3622MHM4 3622MHAB2 3622MHACO 3622MHAD8 3622MHAE6 3622MHAT3 3622MHAUO 3622MHAF3 3622MHAG1 3622MHAH9 3622MHAJ5 3622MHAK2 3622MHALO 3622MHAM8 3622MHAZ9 3622MHAY2 3622MHAP1 3622MHAQ9 3622MHAR7 3622MHAS5 3622MHAW6 3622MHAV8 3622EUAS5 3622EUAT3 3622EUAUO 3622EUAF3 3622EUAG1 3622EUAA4 3622EUAB2 3622EUAGO

MEZJLT MEZJLT JUN_SUB SENJLT SENJLT SENJLT SEN FLT SENJLT MEZJLT_NO MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT JUN_RES JUN_RES JUN_RES JUN_OG_NO JUNJLT_NO SENJIX_NIM_PP SENJIX_NIM_PP SEN FIX NIM PP JUN_RES_NO SENJLT SENJLT SENJLT SENJLT SENJLT NPR_NPR_NO MEZJLT_NO MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT JUN_RES JUN RES JUN_RES JUN_OC_NO JUNJLT_NO SEN_PO SEN PO SEN_PO SEN_NASJIX_CAP SEN_NASJIX_CAP SENJLT SENJIX_GAP SENJIXJAP



56,000,000 NA 20,000,000 NA 18,000,000 NA

4,000,000 NA 16,000,000 NA

479,787,000 NA 482,234,000 NA 145,757,000 NA 196,365,000 NA 79,824,000 NA 32,058,000 NA 76,022,000 NA 75,106,000 NA 40,3D1,DOO NA 38,469,000 NA 34,805,000 NA 24,730,000 NA 22,898,000 NA 15,571,000 NA 21,982,000 NA

50 NA 100 NA 50 NA

39,384,921 NA 26,562,000 NA 17,791,000 NA

3,300,000 NA 5g36poO NA

1,000 NA 351,823,000 NA 230,215,000 NA 62,864,000 NA 83,578,000 NA 45,285,000 NA

NA 14,524,000 NA 42,570,000 NA 44,072,000 NA 16,527,000 NA 17,027,000 NA 15,025,000 NA 11,018,000 NA 12,020,000 NA

3,907,000 NA 4,106,000 NA

12,019,000 NA 50 NA

100 NA 50 NA

21,034,851 NA 14,023,000 NA

100 NA 100 NA 100 NA

50,658,000 NA 5,629,000 NA

240,623,000 NA 32,032,000 NA

115,066,000 NA

MOOdy SP

Aa2f"- AA+ A21'- A+ Baa11*- BBB+ Baa31"'- BBB-NR NR Aaa Aaa/"Aaa Aaa Aaa Ba1 Aa1 AA+ Aa2l'- AA Aa3r- AA-A1 A+ A2 A A3 A-Baa1 BBB+ Baa2 BBB Baa3 BBB-NR AM NR AM NR AM NR NR Ba2 BB NA A NA BBB NA BB NA NA (P)Aaa AM (P)Aaa AM (P)Aaa AM (P)Aaa AM (P)Aaa AM NA NA (P)Ba1 BB+ (P)Aa1 AA+ (P)Aa2 AA (P)Aa3 AA-(P)A1 A+ (P)A2 A (P)A3 A-(P)Baa1 BBB+ (P)Baa2 BBB (P)Baa2 BBB (P1Baa2 BBB-NR AM NR AM NR AM NR NR (P1Ba2 BB NR AM NR AM NR AM Aaa AAA AaaJ*-AaaJ"-AaaJ*-AaaJ*-

Fitch


.ql:l.~~~.~t Ra~!~9


C C C G NR Ba31'Baa21'B3rCal*Cal*C

G NR NR NR NR WR NA NA NA NA Ba3rBaa2f"B3rCaa1/"Caa2/"NA C C G G C C C G G G C NR NR NR NR C NR NR NR Caa2f"Caf*Caa1/*Caa3/"Caa3/"-

o CC CC GG NR CCC 8+f"GGG GGG GGG o

o NR NR NR NR o CC CC GG NA B-I'BBI'B-I'B-I'B-I'NA o CCC GGG GGG CC CC o o o o o NR NR NR NR o NR NR NR CCC CCC CCC GGG GGG

S-Feb-07 8-Feb-07 8-Feb-07 8-Feb-07 8-Feb-07 20-Feb-07 20-Feb-07 20-Feb-07 20-Feb-07 20-Feb-07 20-Feb-07 20-Feb-07 20-Feb-07 20-Feb-07 20-Feb-07 20-Feb-07 20-Feb-07 20-Feb-07 20-Feb-07 20-Feb-07 20-Feb-07 20-Feb-07 20-Feb-07 20-Feb-07 20-Feb-07 21-Feb-07 21-Feb-07 21-Feb-07 21-Feb-07 21-Feb-07 21-Feb-07 21-Feb-07 21-Feb-07 21-Feb-07 21-Feb-07 21-Feb-07 21-Feb-07 21-Feb-07 21-Feb-07 21-Feb-07 21-Feb-07 21-Feb-07 21-Feb-07 21-Feb-07 21-Feb-07 21-Feb-07 21-Feb-07 21-Feb-07 21-Feb-07 21-Feb-07 21-Feb-07 23-Feb-07 23-Feb-07 23-Feb-07 23-Feb-07 23-Feb-07 23-Feb-07 23-Feb-07 23-Feb-07


144A 144A 144A 144A 144A Public I 144A




Public /144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A


COO COO COO COO COO Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi

Type

GS FCIC 000000140


9~.iginal .~.~~!~9

Bloomberg Deal Name

IGSM 2007-2 IGSM 2007-2 IGSAA2007-2 IGSM 2007-2 IGSM 2007-2 IGSM 2007-2 IGSM 2007-2 IGSM 2007-2 IGSM 2007-2 I GSAA i007:2 I GSAA i007:2 jGSAA,2007-2 jGSAA,2007-2 jGSAA2007-2 IGSM 2007-3 IGSM 2007-3 IGSM 2007-3 IGSAA2007-3 IGSAA2007-3 IGSAA2007,3 IGSAA2007,3 IGSM 2007-3 IGSM 2007-3 IGSM 2007-3 IGSM 2007-3 IGSM 2007-3 IGSM 2007-3 jGSAA2007-3 IGSM 2007-3 IGSM 2007-3 IGSM 2007-3 IGSAA2007-3 IGSM 2007-3 IGSAA2007-3 IGSAA2007-3 IGSAA2007,NIM3 IGSAA20D7,NIM3 IGSAMP 2001-HE1 IGSAMP2001-HE1 IGSAMP 2001-HE1 IGSAMP 2001-HE1 IGsAMP2007HE1 IGsAMP2007HE1 IGSAMP 2001-HE1 IGSAMP 2001,HE1 IGSAMP 2001-HE1 IGSAMP 2001-HE1 IGSAMP 2001-HE1 IGSAMP 2001-HE1 IGSAMP 200iHEi IGSAMP 2001-HE1 IGSAMP2001HE1 IGSAMP2001-HE1 IGSAMP 2001-HE1 IGSAMP 2001-HE1 IGSAMP 2001-HE1 IGSAMP 2001-HE1 ISTARM20oi1 [STARM20oi1

~Intex Deal

GSAA0702 GSAA0702 GSAA0702 GSAA0702 GSAA0702 GSAA0702 GSAA0702 GSAA0702 GSAA0702 GSAA0702 GSAA0702 GSAA0702 GSAA0702 GSAA0702 GSAA0703 GSAA0703 GSAA0703 GSAA0703 GSAA0703 GSAA0703 GSAA0703 GSAA0703 GSAA0703 GSAA0703 GSAA0703 GSAA0703 GSAA0703 GSAA0703 GSAA0703 GSAA0703 GSAA0703 GSAA0703 GSAA0703 GSAA0703 GSAA0703 GSAN07N3 GSAN07N3 GSAOlHE1 GSAOlHE1 GSAOlHE1 GSAOlHE1 GSAOlHE1 GSAOlHE1 GSAOlHE1 GSAOlHE1 GSAOlHE1 GSAOlHE1 GSAOlHE1 GSAOlHE1 GSAOlHE1 GSAOlHE1 GSAOlHE1 GSAOlHE1 GSAOlHE1 GSAOlHE1 GSAOlHE1 GSAOlHE1 STR07001 STR07001

AF5A AF5B B1

x

R RC RX 1A1A 1A1B 1A2 2A1A 2A1B A4A A4B B1 B2 B3

M3

X B4 NOTES OTC A1 A2A A2B A2C A2D B1 M1

M8

RX

3622EUAE6 3622EUAW6 3622EUAP1 3622EUAH9 3622EUAJ5 3622EUAK2 3622EUALo 3622EUAM8 3622EUAN6 3622EUAZ9 3622EUAQ9 3622EUAR7 3622EAAS9 3622EAAT7 3622EAAU4 3622EAM8 3622EAAXS 3622EAAB6 3622EAAC4 3622EAAD2 3622EAAEO 3622EAAF7 3622EAANO 3622EAAPS 3622EAAQ3 3622EAAG5 3622EAAH3 3622EAAJ9 3622EAAK6 3622EAAL4 3622EAAM2 3622EAAV2 3622EAAR1 3622E7M5 3622E7AB3 3622MDM3 3622MDAB1 3622MDAC9 3622MDAD7 3622MDAE5 3622MDAT2 3622MDAF2 3622MDAGO 3622MDAHS 3622MDAJ4 3622MDAK1 3622MDAL9 3622MDAM7 3622MDAN5 3622MDAPO 3622MDAQ8 3622MDAR6 3622MDAS4 3622MDAV7 3622MDAU9 78473NAL7 78473NAM5

SENJIX_CAP SENJIX_CAP SENJIX_CAP SENJIX_CAP MEZJIXJAP MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP MEZ FIX CAP MEZJIX_CAP MEZJIX_CAP JUN_OC_NO JUNJIX-CAP JUNJIX_CAP SEN_WAC_NO SEN_WAC_NO SEN_WAC_NO SENJLT SENJLT SENJLT SENJLT SENJLT SEN_CPTJLT SEN_CPTJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT JUN_OC_NO

SENJIX JUN_RES_NO SEN FLT SENJLT SENJLT SENJLT SENJLT MEZ FLT NO MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT JUN RES NO JUN_RES_NO JUN_RES_NO JUN_OC_NO JUNJLT_NO SEN_WAC SEN_WAC



53,131,000 NA 12,000,000 NA 48,351,000 NA


100 NA 100 NA 100 NA

561,842,000 NA 62,428,000 NA

209,413, DOD NA 100,000,000 NA 11,112,000 NA

233,360,000 NA 25,930,000 NA

6,499,000 NA 6,499,000 NA 6,499,000 NA

17,544POO NA 16,895,000 NA

7,142,000 NA 6,499,000 NA 6,499,000 NA 6,499,000 NA 7,798,389 NA 7,148, DOD NA

34,400, DOD NA 1,000 NA


9,129,000 NA 9,1 29,000 NA 8,150, DOD NA 9,129,000 NA

50 NA 100 NA

50 NA 24,125,996 NA

9,455,000 NA 100 AAA 100 AAA

MOOdy SP

Aaa AAA AaaJ'- AM Aaa AAA AaaJ'- AM Baa1 A Aa1 Aa2I"Aa3/'A1 A2 A3 NA NR Baa3 BBB+ Ba2 BBB-NR AM NR AM NR AM AaaJ'- AM AaaJ'- AM AaaJ"Aaa AaaJ*AaaJ*AaaJ*A3 Baa2 8BB Baa3 BBB-Aa1 AA+ Aa2J'- AA Aa3J*- AA-A1 A+ A2 A A2 A NR NR Ba2 BBB-NA NA Aaa AaaJ*Aaa Aaa AAA Aaa AAA Ba1 BB+ Aa1 AA+

AA AAA+ A ABBB+

Baa2 BBB Baa3 BBB-NR AM NR AM NR AM NR NR Ba2 BB NA AM NA AM

Fitch

NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA MA MA

.ql:l.~~~.~t Ra~!~9


B3/'Caf*-

CarC C

C C C C C NA C C NR NR NR Caa2/"-Caf*-Caa3/"Caa2f"Caf*Caa2/"Car-C C

C C C C C C C NR C NA NA Baa3/'A2/'Baa21"Ba83/"Ba1rC B1/'Car-C C C C C

C C NR NR NR NR C NA NA

BB-J*- 23-Feb-07 CCC 23-Feb-07 CCC 23-Feb-07 CCC 23-Feb-07 o 23-Feb-07 CC 23-Feb-07 CC 23-Feb-07 o 23-Feb-07 o 23-Feb-07 o 23-Feb-07 o 23-Feb-07 NR 23-Feb-07 o 23-Feb-07 o 23-Feb-07 NR 23-Feb-07 NR 23-Feb-07 NR 23-Feb-07 AM/,- 23-Feb-07 AN'- 23-Feb-07 BBBr- 23-Feb-07 AAAJ*- 23-Feb-07 BBBr- 23-Feb-07 AMr- 23-Feb-07 BBBr- 23-Feb-07 o 23-Feb-07 o 23-Feb-07 o 23-Feb-07 o 23-Feb-07 o 23-Feb-07 o 23-Feb-07 o 23-Feb-07 o 23-Feb-07 o 23-Feb-07 NR 23-Feb-07 o 23-Feb-07 CC 23-Feb-07 NA 23-Feb-07 AAAr- 23-Feb-07 AAAr- 23-Feb-07 AAAJ*- 23-Feb-07 AAAJ*- 23-Feb-07 AMr- 23-Feb-07 o 23-Feb-07 BBBr- 23-Feb-07 BJ*- 23-Feb-07 8-1'- 23-Feb-07 B-r- 23-Feb-07 CCC 23-Feb-07 CCC 23-Feb-07 CC 23-Feb-07 CC 23-Feb-07 o 23-Feb-07 NR 23-Feb-07 NR 23-Feb-07 NR 23-Feb-07 NR 23-Feb-07 o 23-Feb-07 NR 23-Feb-07 NR 23-Feb-07


Public I 144A



Public /144A Public /144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A


Type

GS FCIC 000000141


Bloomberg Deal Name

ISTARM 2007-1 ISTARM 2007-1 1ST ARM 2007-1 1ST ARM 2007-1 1ST ARM 2007-1 1ST ARM 2007-1

ISTARM 2007-1 ISTARM 2007-1 ISTARM 2007-1 1ST ARM 2007-1 1ST ARM 2007-1 ISTARM 2007-1 1ST ARM 2007-1 I RALI 2007-QH2 I RALI 2007-QH2 I RALI 2007-QH2

I RALI 2007-QH2 IRALl2007-QH2 I RALI 2007-QH2 IRALl2007-QH2 IRALI 2007-QH2 I RALI 2007-QH2 I RALI 2007-QH2 I RALI 2007-QH2 I RALI 2007-QH2 I RALI 2007-QH2

I RALI 2007-QH2 ICAMBR 7A ICAMBR 7A ICAMBR 7A ICAMBR 7A ICAMBR 7A ICAMBR 7A ICAMBR 7A ICAMBR 7A ICAMBR 7A IGSM 2007-S1 IGSM 2007-S1 IGSM 2007-S1 IGSM 2007-S1 IGSM 2007-S1 IGSR2007-1F IGSR2007-1F IGSR2007-1F IGSR2007-1F IGSR2007-1F IGSR2007-1F IGSR2007-1F IGSR2007-1F IGSR2007-1F

IGSR2007-1F IGSR2007-1F IGSR2007-1F IGSR2007-1F IGSR2007-1F IGSR2007-1F IGSR2007-1F IGSR2007-1F [GSR2007-1F

~Intex Deal

STR07oo1 STR07001 STR07001 STR07001 STR07001 STR07oo1

STR07001 STR07001 STR07001 STR07001 STR07oo1 STR07001 STR07001 RFC07QH2 RFC07QH2 RFC07QH2 RFC07QH2 RFC07QH2 RFC07QH2 RFCOlOH2 RFC07QH2 RFC07QH2 RFC07QH2 RFC07QH2 RFC07QH2 RFC07QH2

RFC07QH2 CAMBER7 CAMBER7 CAMBER7 CAMBER7 CAMBER7 CAMBER7 CAMBER7 CAMBER7 CAMBER7 GSAH07S1 GSAH07S1 GSAH07S1 GSAH07S1 GSAH07S1 GSR0701 F GSR0701 F GSR0701 F GSR0701 F GSR0701 F GSR0701 F GSR0701 F GSR0701 F GSR0701 F

GSR0701 F GSR0701 F GSR0701 F GSR0701 F GSR0701 F GSR0701 F GSR0701 F GSR0701 F GSR0701 F

3A3 1A1 2A1

A1

RI

RX M1 M2 M3 M4 M5 M6

M7 S A1 A2 A3 B C o

3A5

3A10 3A16 3A7 4A2 3A1 3A12 3A14 4A1 2A6

78473NAG8 78473NM1 78473NAC7 78473NAE3

78473NAFO 78473NAN3 78473NAP8 78473NAQ6 78473NAH6 78473NAJ2 78473NAK9 74922JAC2 74922JAB4 74922JAA6

74922JAMO 74922JAN8 74922JAP3 74922JAQ1 74922JAOO 74922JAE8 74922JAF5 74922JAG3 74922JAH1 74922JAJ7

74922JAK4 13189BM9 13189BAB7 13189BAC5 13189BAD3 13189BAE1 13189BAF8 13189BAG6 13189AM1 13189AAB9 362246AB6 362246AA8 362246A02 362246AF7 362246AC4 3622MPBS6 3622MPAP3 3622MPAU2 3622MPBE7 3622MPAN8 3622MPAT5 3622MPAVO 3622MPBA5 3622MPAK4

3622MPAZ1 3622MPBF4 3622MPAW8 3622MPBHO 3622MPAA6 3622MPBB3 3622MPB09 3622MPBG2 3622MPBP2

SEN_SUP_WAC SEN_SUP _WAC SEN_SUP _WAC SEN_SPR_WAC SEN_SPR_WAC SEN_SPR_WAC SEN_SPR_WAC JUN_WAC_NO

JUN WAC NO JUN_WAC_NO JUN_WAC JUN_WAC JUN_WAC SEN_SUP JLT

SEN_SPRJLT NPR_NPR_NO NPR_NPR_NO NPR_NPR_NO NPR_NPR_NO

MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT JUNJLT SEN FLT

MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT JUN_SUB SEN_IO SEN FLT NPR_NPR_NO JUN_RES_NO JUN_Oe_NO SEN_ZJIX SEN SUP NAS FIX SEN_SUP _NASJIX SEN_SPR_NASJLT SEN_SPR_NASJIX SEN_SPR_NASJIX SEN SPR FLT SEN_SPRJIX_PAe SEN_NASJIX

SEN_IO SEN_IO SEN INV 10 SEN_INV_IO SENJLT SENJLT SENJLT SENJLT SENJIX_PAe



3,323,000 AAA 16,009,000 AAA

6,562,000 AAA 63,302,000 AAA

305,002,000 AAA 93,757,000 AAA

31,252,000 AAA 1,908,000 BB 1,635,000 B 1,363,429 NA

13,628,000 AA 4,088,000 A 3,271,000 BBB

49,454,DOO NA 82,422,000 NA

197,814,000 NA

NA NA NA NA

7,879,000 NA 1,751,000 NA 1,751,000 NA 1,751,000 NA 1,751,000 NA 1,926,000 NA

1,926,000 NA 15,5DOPOO NA


114,658,000 NA 277,251,000 NA

NA 298,440,360 NA 21,189,360 NA 19,313,000 AAA

9,800,000 AAA 12,314,000 AAA


670,073,000 AAA

13,972,500 AAA 5,505,292 AAA

153,000,000 AAA 165,077,000 AAA 214,978,676 AAA 142,670,000 AAA 142,670,000 AAA 165,077,000 AAA 310,270,000 AAA

9~.iginal .~.~~!~9

MOOdy

NA NA AM NA AM NA AM NA AM NA

NA NA NA NA NA NA NR NA NR Aaa AAA Aaa AAA Aaa AAA NR NR NR NR NR NR NR Aa1 Aa2 Aa2 Aa3 A2 A3 BBB-

Baa2 NR Aaa AAA AaaJ'- AM Aaa AAA Aaa AAA Aa2 M A2 A Baa2 BBB Ba1 BB+ NR Aaa AaaJ*NR NR NR AaaJ*Aa1r-Aa1/'- NR

NR NR NR AM NR NR

AaaJ'- NR AaaJ'- NR AaaJ'- NR AaaJ'- NR AaaJ*- NR AaaJ*-AaaJ*-AaaJ*-AaaJ*-

CC cc eee B

C NA NA NA


NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA CCC CCC cce BBB BBB BBB BBB BBB cce

BBB BBB BBB cce cce cce CCC eee cce

.ql:l.~~~.~t Ra~!~9


NA NA NA NA NA

NA NA Ca/*Cal*B2r

NR NR NR NR e e C e e e e WR ea e e C C e e NR Aaa Ca NR NR NR B3r

Ca ea Baa2/*Baa2/"Baa2/"Ba3rBa1r-821'Ba1rBaa2/"

Ba3rB3rBa3rB2rB2rB3rB2/'-

ecc ecc CCC eee eee

23-Feb-07 23-Feb-07 23-Feb-07 23-Feb-07 23-Feb-07

8+1*- 23-Feb-07 B+/"- 23-Feb-07 NR 23-Feb-07

NR 23-Feb-07 NR 23-Feb-07 NR NR NR eee eee BBr

NR NR NR NR ec o o o o o NR NR ee o o o cc ee ee NR NR CC NR NR NR NR NR NR NR NR NR ArNR NR

NR NR NR NR NR NR NR NR NR

23-Feb-07 23-Feb-07 23-Feb-07 27-Feb-07 27-Feb-07 27-Feb-07 27-Feb-07 27-Feb-07

27-Feb-07 27-Feb-07 27-Feb-07 27-Feb-07 27-Feb-07 27-Feb-07 27-Feb-07 27-Feb-07 27-Feb-07 28-Feb-07

28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07

28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07


Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A

Resl Resi Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi COO COO COO COO COO COO COO COO COO Resi Resi Resi Resl Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi

Type

GS FCIC 000000142


9~.iginal .~.~~!~9


IGSR2007-1F IGSR2007-1F IGSR2007-1F IGSR2007-1F IGSR2007-1F IGSR 2007-1F

IGSR2007-1F IGSR2007-1F IGSR2007-1F IGSR200;':1F IGSR200;':1F jGSR.2.OJ7-1F jGSR.2.OJ7-1F jGSR.2.007-1F IGSR2007-1F IGSR 2007-1F

IGSR2007-1F IGSR2007-1F IGSR2007-1F IGSR2CXi7,1F IGSR2CXi7,1F IGSR2007-1F I GCCFC 2007-GG9 I GCCFC 2007-GG9 I GCCFC 2007-GG9 IGCCFC 2007-GG9

IGCCFC 2007-GG9 jGccFP007,GG9 IGCCFC 2007-GG9 I GCCFC 2007-GG9 I GCCFC 2007-GG9 IGCCFC 200713139 I GCCFC 2007-GG9 IGCCFC 2007 ~GG9 IGCCFC 200iGG9 I GCCFC .200?-.G.89 I GCCFC .200?.8.G9 I GCCFC 2007-GG9 I GCCFC 2007-.8.G9 I GCCFC 2007-GG9 I GCCFC 2007-GG9 I GCCFC2007GG9 I GCCFC20b7GG9 IGCCFC 2007-GG9

IGCCFC2007,GG9 I GCCFC 2007-GG9 I GCCFC 2007-GG9 I GCCFC 2007-GG9 I GCCFC 2007-GG9 IGCCFC 200iGG9 IGCCFC 2007-GG9 ILNR2D071A ILNR2D07-1A ILNR 2007-1A ILNR 2007-1A ILNR 2007-1A I LNR 2007-1A ILNR2Iioi~iA ILNR2Iioi~iA

GSR0701 F GSR0701 F GSR0701 F GSR0701 F GSR0701 F GSR0701 F

GSR0701 F GSR0701 F GSR0701 F GSR0701 F GSR0701 F GSR0701 F GSR0701 F GSR0701 F GSR0701 F GSR0701 F

GSR0701 F GSR0701 F GSR0701 F GSR0701 F GSR0701 F GSR0701 F GCC07GG9 GCC07GG9 GCC07GG9 GCC07GG9

GCC07GG9 GCC07GG9 GCC07GG9 GCC07GG9 GCC07GG9 GCC07GG9 GCC07GG9 GCC07GG9 GCC07GG9 GCC07GG9 GCC07GG9 GCC07GG9 GCC07GG9 GCCOlGG9 GCC07GG9 GCC07GG9 GCC07GG9 GCC07GG9 GCC07GG9 GCC07GG9 GCC07GG9 GCC07GG9 GCC07GG9 GCCOlGG9

GCC07GG9 InrS0701 InrS0701 InrS0701 InrS0701

InrS0701 InrS0701 InrS0701 InrS0701

1A1 2A10 2A2

AX R RC X B4

B1 B2 B3 M1 X MB A1A AMFL

A1 A2 A3 A4 AJ AM RESIDUAL RI RII

K G H

C D

M N o

Q

S

o

3622MPAJ7 3622MPBT4 3622MPAL2 3622MPAMO 3622MPBQO 3622MPBC1 3622MPAB4 3622MPAS7 3622MPAX6 3622MPBJ6 3622MPAH1 3622MPAG3 3622MPAF5 3622MPAC2

3622MPADO 3622MPAE8 3622MPBL 1 3622MPBM9 3622MPBN7 3622MPBK3 20173QBC4 20173QAD3 20173QAFB 20173QAP6

20173QAA9 20173QAB7 20173QAC5 20173QAE1 20173QAH4 20173QAG6 GCCXK5SKO 20173QB02 20173QBEO 20173QASJ

20173QAT8 20173QAQ4 20173QAR2 20173QAJO 20173QAKl 20173QAL5 20173QAM3 20173QAN1 20173QAU5 20173QAV3

20173QAW1 20173QAX9 20173QAY7 20173QAZ4 20173QBA8 50212GAJ2 50212GAK9 50212GAL7 50212GAM5 50212GAN3 50212GAP8 50212GAQ6 50212GAR4

SENJIX_PAC SENJIX_AD SENJIX SENJIX SENJIX SENJIX

SENJIX SENJIX SEN FIX SENJIX SENJIX SEN_CPT_NTUO_WAC_IO NPR_NPR_NO NPR_NPR_NO NPR_NPR_NO JUN_WAC_NO JUN_WAC_NO JUN_WAC_NO JUN_WAC JUN_WAC JUN_WAC JUN_WAC SEN_WAC_IO_NO SEN_TACJIX_CAP SEN_MFJIXJAP SENJLT

SENJIX_CAP SEN FIX CAP SENJIX_CAP SENJIX_CAP SENJIX_CAP SENJIX_CAP NPR_NPR_ NPR_NPR NPR_NPR MEZ_WAC_NO MEZ_WAC_NO MEZ FIX CAP NO MEZJIX_CAP _NO MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP MEZ FIX CAP MEZJIX_CAP JUNJIX_CAP_NO JUNJIX_CAP _NO JUNJIX_CAP _NO JUN FIX CAP NO JUNJIX_CAP_NO JUNJIX_CAP_NO

JUNJIX_CAP _NO SENJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT

MEZJLT



142,670,000 AM 18,909,000 AM

2,520,000 AM 536,058,000 AM 497,836,000 AM 38,222,000 AM

187,566,000 AM 10,112,000 AAA

157,522,000 AM 14,461,000 AAA 50,000,000 AM

289,487 AM NA NA NA

3,212,000 BB

1,606,000 B 2,413,396 NA

16,867,000 AA 8,032,000 A 4,016,000 BBB

10,462,000 AM 6575,923,864 AAA

88,000,000 AM 493,485,000 AAA 100,000,000 AM

84,000,000 AM 1180p78pGO AAA

85,985,000 AM 2671,598,000 AAA

575,393,000 AM 557,593,000 AM

NA NA NA

65,759,000 BBB 65,760,000 BBB-57,539,000 A

?~!.1.~~!OOO BBB+ 32,880,000 AA+ 98,638,000 AA 41,100,000 AA-41,099,000 A+ 57,540,000 A 32,879,000 BB+ 16,440,000 BB 24,660,000 BB-16,440,000 B+

16,439,000 B 8,220,000 B-

82,199,864 NR 170,484,000 AAA 89,826,000 AA 51,989,000 A+ 35,778,000 A 35,017,000 A-35,017,000 BBB+ 15,224,000 BBB 35,017,000 BBB-

Aaa/"AaaJ*AaaJ*AaaJ*AaaJ*Aaa/""

Aaa/"AaaJ*AaaJ*AaaJ*Aaa/"AaaJ*NR NR NR NR

NR NR NR NR NR NR (P)Aaa (P)Aaa (P)Aaa Aaa (P)Aaa (p)Aaa (P)Aaa (P)Aaa (P)Aaa (P)Aaa

NA NR NR (P)Baa2 (P)Baa3 (P)A3

(P)Baa1 (P)Aa1 (P)Aa2 (P)Aa3

(P)A1 (P)A2 (P)Ba1 (P)Ba2 (P)Ba3 (P)B1

(P)B2 (P)B3

NR Aaa Aa2 A1 A2 A3 Baa1 Baa2 Baa3

NR CCC NR CCC NR CCC NR CCC

CCC

CCC CCC CCC CCC CCC

NR BBB NR NA NR NA NA NA NR 0 NR 0 NR NA NR C NR C NR C NR CCC AM MA AM AM AM AM AM MA

AM MA AM MA AM AM AM MA AM BBB AM MA NA NA NR NA NR NA BBB B-BBB- B-A- B-BBB+ 8-AA+ BB8-AA BB AA- BB A+ BB A B 88+ 8-BB B-BB- B-8+ B-B B-B- B-

NR NR o o C

A C A- C BBB+ C BBB C BBB- C

.ql:l.~~~.~t Ra~!~9


B2/,B3/'B3/'B3/'B2/'B3/'B2/,B3/'B2/,B3/'B2/,Baa2/'

NR NR NR NR

NR NR NR NR NR NR Aaa Aaa Aaa Aaa

Aaa Aaa Aaa Aaa A2 Aaa NA NR NR B3 Caa1 Ba3 B1 A3 Baa1 Baa2 Baa3 Ba1 Caa2 Caa2 Caa3 Caa3 Caa3 Caa3

NR Ca C C C

NR NR NR NR NR NR

NR NR NR NR NR NR NR NR NA NR

NR NR NR NR NR NR AAA AM A BBB

AAA AAA AM A B+ BBB

NA NR NR CCC+

CCC B-B-B+ B+ B B B CCCCCCCCCCCCCCCCCC

NR o o CC CC CC CC CC CC

28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07

28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07

28-Feb-07 28-Feb-07 28-Feb-07 28-Feb-07 S-Mar-07 S-Mar-07 S-Mar-07 8-Mar-07 S-Mar-07 S-Mar-07 S-Mar-07 a-Mar-07 8-Mar-07 S-Mar-07 S-Mar-07 S-Mar-07 S-Mar-07 S-Mar-07 S-Mar-07 S-Mar-07 S-Mar-07 S-Mar-07 8-Mar-07 S-Mar-07 S-Mar-07 a-Mar-07 a-Mar-07 S-Mar-07 S-Mar-07 8-Mar-07 8-Mar-07 8-Mar-07 8-Mar-07 15-Mar-07

15-Mar-07 15-Mar-07 15-Mar-07 15-Mar-07 15-Mar-07 15-Mar-07 15-Mar-07


Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A

Resl Resi Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi CRE CRE CRE CRE

CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE

CRE COO COO COO COO COO COO COO COO

Type

GS FCIC 000000143


9~.iginal .~.~~!~9

Bloomberg Deal Name

ILNR 2007-1A ILNR 2007-1A ILNR20071A ILNR 2007-1A ILNR 2007-1A ICBASS 2007-SL 1A

ICBASS 2007-SL 1A ICBASS 2007-SL 1A ICBASS 2007-SL 1A I CBASS 2iJoi :SL i A ICBAss2iJoi:sLiA

jCBASS .2007.-.S.L.1.A jCBASS .2007.-S.L.1.A jCBASS .2007.-S.L.1.A I CBASS 2007 -SL 1 A ICBASS 2007-SL 1A

ICBASS 2007-SL 1A ICBASS200isL 1A ICBASS200i-SL 1A ICBASS2007:SL1A ICBASS2007:SL1A IANDY 2007-1 A IANDY 2007-1 A IANDY 2007-1 A IANDY 2007-1 A IANDY 2007-1 A

IANDY 2007-1 A jANPY.2°07-1A IANDY 2007-1 A IGSMSC 2007-NIM2 IGSMSC 2007-NIM2 IGSMSC 2007NIM2 IGSMSC 2007-NIM2 IGSMSC 2007NIM2 ISAN RF200ii ii I SANRF 200UA I SAN RF 200UA ISANRF 2007-1 A

ISANRF200UA ISANRF 2007-1 A ISANRF 2007-1 A ISANRF20liiiA ISANRF20liiiA ISANRF 2007-1 A

IS.ANRF 2007.-.1 A ISANRF 2007-1 A ISANRF 2007-1 A ISANRF 2007-1 A IGSAA 2007-NIM4 IGSAA2007-NIM4

IGSAA 2007-NIM4 I TWO .LF 2007..1 A I TWO .LF 2007.-.1 A ITWOLF 2007-1 A ITWOLF 2007-1 A ITWOLF 2007-1 A ITWOLF 2007-1 A ITWOLF20oiiA I TWO LF200ii A

~Intex Deal

InrS0701

InrS0701 InrS0701 InrS0701 InrS0701 C8S07SL1

C8S07SL1 C8S07SL1 C8S07SL1 C8S07SL1 C8S07SL1 C8S07SL1 C8S07SL1 C8S07SL1 C8S07SL1 C8S07SL1

C8S07SL1 C8S07SL1 C8S07SL1 C8S07SL1 C8S07SL1 ANDMF071 ANDMF071 ANDMF071 ANDMF071 ANDMF071

ANDMF071 ANDMF071 ANDMF071 GSMN07N2 GSMN07N2 GSMN07N2 GSMN07N2 GSMN07N2 sandrc1

sandrc1 sandrc1 sandrc1 sandrc1 sandrc1

sandrc1

sandrc1 sandrc1 sandrc1

sandrc1

sandrc1 sandrc1 sandrc1

GSAN07N4 GSAN07N4

GSAN07N4 TIM8W1 TIM8W1 TIM8W1 TIM8W1 TIM8W1 TIM8W1 TIM8W1 TIM8W1

J K

A1

A2 UCF_A2

UCF A1 ICF_A1 ICF_A2 R

81

8 C D PREF N1

H PREF

K L

OS S1 A1A A1E A1C

50212DAA8 50212DA86 50212DAC4 1248MKAA3

1248MKA81 92909KAA2 92911MAA4 CBSE33971 C8SFV08QO 1248MKAL9 1248MKAM7 1248MKAC9 1248MKAD7 1248MKAE5

1248MKAF2 1248MKAGO 1248MKAK1 1248MKAJ4 124SMKAH8 034050AA2 034050ABO 034050AC8 034050AD6 034050AE4

034050AF1 034050AG9 03404PAAS 3622MCAAS 3622MCA83 3622MMAA3 3622MMA81 3622MM105 79983AAB8 79983AAC6 79983AAAO 79983AAD4 79983AAE2 799S3AAF9 79983AAG7 79983AAH5 79983AAJ1 79983AAK8 79983C207 79983CA84 79983CADO 79983CAF5 3622EVAA2 3622EVA80

GSANXlLUO 88714PAA4 88714PAB2 88714PACO 88714PADS 88714PAE6 88714PAF3 88714PAG1 88714PAH9

JUNJIX JUNJIX JUNJIX SENJLT

SENJLT SENJLT SEN FLT SENJLT SENJLT

NPR~NPR~NO

NPR~NPR~NO

MEZJLT MEZJLT MEZJIX_CAP

MEZJIX_CAP MEZJIX_CAP JUN_PEN_NO JUN~OC~NO

JUNJIX_CAP SENJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT JUN_SU8 SENJIX_NIM SENJIX_NIM SENJIX_NIM SENJIX_NIM NPR_RES SENJLT SENJLT SENJIX MEZ FLT

MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT JUN_SU8 JUNJIX JUNJIX JUN FIX SENJIX SENJIX

JUN_RES_NO SENJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT

MEZJLT



15,000,000 A+ 175,886,585 NA 56,332,000 88+ 25,121,000 88 20,553,000 88-

116,955,000 AAA

148,222,000 AAA 148,222,000 NA 116,955,000 NA

NA NA NA NA

9,985,DOO A 7,615,000 A-8,461,000 BBB+ 7,108,000 888 6,430,000 888-

100 NA

:P'~~~i270 NA ?A~1iOOO BB+ 2,490,000 NA

130,000,000 NA 53,000,000 NA 30,500,000 NA 42,700,000 NA

16,775,000 NA 11p90POO NA 20,935,000 NA 24,650,000 A-16,616,000 888-

6,130,000 88 5,087,000 8

100 NA 250,000,000 AAA 61,000,000 AAA

7,000,000 AAA 37,250,000 AA

~?!qq(;\OOO A+ 11,250,000 A 11,750,000 A-13,000,000 888+

11,750,000 888 9,249,000 888-

28,751,000 NA 17,125,000 NA 19,375,000 NA

3,500,000 NA 16,234,000 NA

3,947,000 NA

1,000 NA 9,000,000 NA

100,000,000 NA 200,000,000 NA 100,000,000 NA 100,000,000 NA 305,000,000 NA 107,000,000 NA 36,000,000 NA

MOOdy SP

A1 A+ NR NR Ba1 BB+ Ba2 8B Ba3 8B-Aaa

Aaa NA NA NA NA NR NR NR NR A2 A+ A3 A Baa1 A-Baa2 BBB+ Baa3 BBB-NR NR NR 8a1 AaaJ*-Aaa Aaa Aaa Aa2 AA A2 A Baa2 BBB NR NR NA NA NA NA NA NA NA NA NA NA Aaa AAA Aaa Aaa Aa2 A1 A2 A3 Baa1 Baa2 Baa3 NR

NR NR NR NR A 888-

NA NA Aaa AAA AaaJ'- AAA Aaa AAA Aaa AAA Aaa Aaa Aa2 A2

Fitch

NA C C C C C NA NA NA NA NA NA D D D D D NA NA D NA NA NA NA NA

NA NA NA PIF C C C NA AA A AAA BBB+ 8BB 888-8 8 8 8 NA NA NA NA NA NA


.ql:l.~~~.~t Ra~!~9


C NR C C C Ca

Ca NA NA NA NA NR NR C C WR

WR WR NR NR WR Caa3 C C C C

C C NR NA NA NA NA NA A2 8a3 Aaa 82 83 Caa3 Caa3 Caa3 Caa3 Caa3 NR Caa3 Caa3 Ca NA NA

NA WR WR WR WR WR WR WR WR

CC NR CC CC CC CC CC NA NA NA NA NR NR D D D NR NR NR NR NR 8Br

CC CC CC D CC CC NR NA NA NA NA NA AAA AAA NR AA NR NR NR NR NR NR NR NR NR NR CC CC NA NR NR NR NR NR NR NR NR

15-Mar-07 15-Mar-07 15-Mar-07 15-Mar-07 15-Mar-07 19-Mar-07 19-Mar-07 19-Mar-07 19-Mar-07 19-Mar-07 19-Mar-07 19-Mar-07 19-Mar-07 19-Mar-07 19-Mar-07 19-Mar-07 19-Mar-07 19-Mar-07 19-Mar-07 19-Mar-07 19-Mar-07 20-Mar-07 20-Mar-07 20-Mar-07 20-Mar-07 20-Mar-07 20-Mar-07 20-Mar-07 20-Mar-07 22-Mar-07 22-Mar-07 22-Mar-07 22-Mar-07 22-Mar-07 22-Mar-07 22-Mar-07 22-Mar-07 22-Mar-07 22-Mar-07 22-Mar-07 22-Mar-07 22-Mar-07 22-Mar-07 22-Mar-07 22-Mar-07 22-Mar-07 22-Mar-07 22-Mar-07 23-Mar-07 23-Mar-07 23-Mar-07 27-Mar-07 27-Mar-07 27-Mar-07 27-Mar-07 27-Mar-07 27-Mar-07 27-Mar-07 27-Mar-07


144A 144A 144A 144A 144A 144A

144A 144A 144A 144A 144A 144A 144A 144A 144A 144A

144A 144A 144A 144A 144A 144A 144A 144A 144A 144A


144A 144A 144A 144A 144A 144A 144A 144A 144A

CDO CDO CDO CDO CDO Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl CDO CDO CDO CDO CDO

CDO CDO CDO Resi Resl Resi Resi Resi CDO CDO CDO CDO CDO CDO CDO CDO CDO CDO CDO CDO CDO CDO Resi Resl Resl CDO CDO CDO CDO CDO CDO CDO CDO

Type

GS FCIC 000000144


9~.iginal .~.~~!~9

Bloomberg Deal Name

ITWOLF 2007-1 A ITWOLF 2007-1 A liWoLF 200iiii I VVBCMT 2007 -C30 I VVBCMT 2007 -C30 I VVBCMT 2007 -C30 I VVBCMT 2007 -C30 I VVBCMT 2007 -C30 I VVBCMT 2007 -C30 I VVBCMT2007~C30 I VVBCMT2007~C3o LVVB.CMT 2007,C3o LVVB.CMT 2007,C3o LVVB.CMT 2007,C30 I VVBCMT 2007 -C30 I VVBCMT 2007 -C30 I VVBCMT 2007 -C30 I\iiiBCMT 2007 ~C30 I\iiiBCMT 2007 ~C30 I VVBCMT .2007,C30 I VVBCMT .2007,C3o I VVBCMT 2007 -C30 I VVBCMT 2007 -C30 I VVBCMT 2007 -C30 I VVBCMT 2007 -C30 I VVBCMT 2007 -C30 I VVBCMT 2007 -C30 LVVB.CMT 2007,C30 I VVBCMT 2007 -C30 I VVBCMT 2007 -C30 I VVBCMT 2007 -C30 I\iiiBCMT 200ic30 I VVBCMT 2007 -C30 I\iiiBCMT 2007 ~C30 I\iiiBCMT 2007~C30 I VVBCMT .2007,C30 ICWALP0070A4 ICWALT 2007-0A4 I CWAL T 200l-0A4 ICWALT 2007-0A4 ICWALT 2007-0A4 I CWALT2007oA4 I CWALT2007oA4 ICWALT 2007-0A4 Icvv AL T2007,OA4 ICWALT 2007-0A4 ICWALT 2007-0A4 ICWALT 2007-0A4 ICWALT 2007-0A4 jcw AL T 200ioA4 ICWALT 2007-0A4 ICWALP0070A4 ICWALPOOl-OA4 IGSM 2007-4 IGSM 2007-4 IGSM 2007-4 IGSM 2007-4 I GSilii 2007~4 I GSilii 2007~4

~Intex Deal

TIMBW1 TIMBW1 TIMBW1 WBC07C30 WBC07C30 WBC07C3o WBC07C3o WBC07C30 WBC07C30 WBC07C30 WBC07C3o WBC07C3o WBC07C3o WBC07C30 WBC07C30 WBC07C3o WBC07C3o WBC07C30 WBC07C30 WBC07C30 WBC07C3o WBC07C3o WBC07C30 WBC07C30 WBC07C30 WBC07C3o WBC07C3o WBC07C30 WBC07C30 WBC07C30 WBC07C3o WBC07C3o WBC07C30 WBC07C30 WBC07C30 WBC07C3o CWA070A4 CWA070A4 CWA070A4 CWA070A4 CWA070A4 CWA070A4 CWA070A4 CWA070A4 CWA070A4 CWA070A4 CWA070A4 CWA070A4 CWA070A4 CWA070A4 CWA070A4 CWA070A4 CWA070A4 GSAA0704 GSAA0704 GSAA0704 GSAA0704 GSAA0704 GSAA0704

PREF XC YMI APB XP A1A AMFL AJ A1

AM RI RII Z RESIDUAL H J K G

C

D E

M N o P Q

S A3 A1 A2 R

RC RX M1 M2

M9 CP M10 A1 A2

88714NM9 92978QBX4 92978QBZ9 92978QAD9 92978QBV8 92978QAF4 92978QCC9 92978QAJ6 92978QAA5 92978QAB3 92978QAC1 92978QAEl 92978QCB1 92978QAHO 92978QBM8 92978QBP1 92978QBR7 WBC05U9NO 92978QAT4 92978QAV9 92978QAX5 92978QAR8 92978QAK3 92978QAL1 92978QAM9 92978QAN7 92978QAP2 92978QAZO 92978QBB2 92978QB08 92978QBF3 92978QBH9 92978QBK2 92978QBT3 o21500AC9 021500M3 02150DAB1 o21500AR6 o21500AS4 o21500AT2 021500A07 02150DAE5 02150DAF2 o2150DAGO o21500AH8 02150DAJ4 02150DAK1 o2150DAL9 o2150DAM7 o21500APo 021500AN5 3622EBM6 3622EBAB4 3622EBAC2 3622EBADO 3622EBAP3 3622EBAQ1

JUN_SUB SEN_WACJO_SPT_NO SEN_WACJO_NO SEN_TAC_FIX SEN_PAC_IO_NO SEN_MF JIX_CAP SEN FLT SENJIXJAP SENJIX SENJIX SENJIX SENJIX SENJIX SENJIX NPR_NPR_NO NPR_NPR_NO NPR_NPR_NO NPR_NPR_ MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC_NO MEZJIX_CAP _NO MEZJIX_CAP MEZJIX_CAP MEZJIX_CAP MEZ FIX CAP MEZJIX_CAP JUNJIX_CAP_NO JUNJIX_CAP _NO JUNJIX_CAP _NO JUNJIX_CAP _NO JUNJIX_CAP_NO JUNJIX_CAP_NO JUNJIX_CAP _NO SEN_SUPJLT SEN SPR FLT SEN_SPRJLT SEN_PO SEN_PO SEN_PO MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT JUN_OC_NO JUN FLT SENJLT SENJLT SENJLT SENJLT SENJIX_CAP SENJIXJAP



30,000,000 NA 8,300,000 NA

22,000,000 NA 1 975,874,684 AM 5927,624,053 AM

126,906,000 AM 1 912,455,500 AM 2289,679,000 AAA

250,000,000 AM 671,798,000 AM 35,195,000 AM

100,000,000 AM 908,744,000 AAA 195,542,DOO AAA 876,383,000 AM 540,349,000 AM

NA NA NA NA

?~,q~!?iooO BBB+ 88,914,000 BBB 79,035,000 BBB-98,794,000 A-49,397,000 AA+ 79,035,000 AA 69,155,000 AA-59,2nOOO A+ 69,155,000 A 39,518,000 NR 19,759,000 NR 29,638,000 NR 19,758,000 NR

9,880,000 NR 19,759,000 NR 98,793,737 NR 97,947,000 AAA

391,786,000 AAA 163,244,000 AAA

100 AM 100 AM 100 AM

16,343,000 AA+ 13,800,000 AA

4,722,000 AA-10,531,000 A+

4,359,000 A 3,631,000 A-3,632,000 A-3,632,000 BBB+ 3,631,000 BBB 4,358,688 NA 4,721,000 BB

535,274,000 NA 143,692,000 NA 201,942,000 NA 25,381,000 NA

100 NA 100 NA

MOOdy SP

Baa2 BBB Aaa AAA NR NA NA AAA NA AAA (P)Aaa AAA NA AAA (P)Aaa AAA AaaJ'- AAA (P)Aaa AM (P)Aaa AAA (P)Aaa AAA (P)Aaa AAA (P)Aaa AAA (P)Aaa AM (P)Aaa AAA NA NA NA NA NA NA NA NA NA BBB+ NA BBB NA BBB-NA A-(P)Aa1 AA+ (P)Aa2 AA (P)Aa3 AA-(P)A1 A+ NA A NA BB+ NA BB NA BB-NA NR NA NR NA NR NA Aaa Aaa Aaa Aaa Aaa AAA Aaa AAA Aaa AA+ Aaa AA

AAA+ A ABBB+ BBB

Baa3 BBB-NA NR NR BB AaaJ'- AM Aaa/"- AAA Aaa AaaJ*-NR NR

Fitch

NA NA NA MA MA MA MA MA MA BB MA MA MA MA AM MA NA NA NA NA BBBBBB BB B B BNR NR NR NR NR NR NR CC CC CC PIF PIF PIF C C C C C C C C

C NA C NA NA NA NA NA NA

.ql:l.~~~.~t Ra~!~9


WR WR NR NA NA Aaa NA Aa2 A2 Ba3 Aaa Aaa Aaa Aaa Aa2 A2 NA NA NA NA NA NA NA NA B2 B3 Caa2 Caa3 NA NA NA NA NA NA NA NA Caf*Ba3{'Caa3/*WR WR WR C C C C C C C C

C NA NR Caa2/*Caa3/*Caa2/*Caf*NR NR

NR 27-Mar-07 NR 27-Mar-07 NA 27-Mar-07 AM 28-Mar-07 AM 28-Mar-07 AAA 28-Mar-07 AAA 28-Mar-07 BBB 28-Mar-07 BB 28-Mar-07 B 28-Mar-07 AAA 28-Mar-07 AAA 28-Mar-07 AAA 28-Mar-07 AM 28-Mar-07 BBB 28-Mar-07 BB 28-Mar-07 NA 28-Mar-07 NA 28-Mar-07 NA 28-Mar-07 NA 28-Mar-07 CCC- 28-Mar-07 CCC- 28-Mar-07 CCC- 28-Mar-07 CCC- 28-Mar-07 B- 28-Mar-07 B- 28-Mar-07 CCC+ 28-Mar-07 CCC 28-Mar-07 CCC- 28-Mar-07 CCC- 28-Mar-07 CCC- 28-Mar-07 CCC- 28-Mar-07 NR 28-Mar-07 NR 28-Mar-07 NR 28-Mar-07 NR 28-Mar-07 CCC 29-Mar-07 BBB-{'- 29-Mar-07 B-/*- 29-Mar-07 NR 29-Mar-07 NR 29-Mar-07 NR 29-Mar-07 CCC 29-Mar-07 CC 29-Mar-07 CC 29-Mar-07 CC 29-Mar-07 CC 29-Mar-07 CC 29-Mar-07 CC 29-Mar-07 CC 29-Mar-07 CC 29-Mar-07 NR 29-Mar-07 CC 29-Mar-07 CCC 29-Mar-07 CCC 29-Mar-07 CCC 29-Mar-07 CCC 29-Mar-07 NR 29-Mar-07 NR 29-Mar-07


144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A

COO COO COO Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi

Type

GS FCIC 000000145


9~.iginal .~.~~!~9

Bloomberg Deal Name

IGSM 2007-4 IGSM 2007-4 IGSM 2007-4 IGSM 2007-4 IGSM 2007-4 IGSM 2007-4 IGSM 2007-4 IGSM 2007-4 IGSM 2007-4 IGSM 2007-4 IGSM 2007-4 I RALI 2007-QH3 IRALl2007-QH3 I RALI 2007-QH3 I RALI 2007-QH3 I RALI 2007-QH3 I RALI 2007-QH3 IRALl2007-QH3 I RALI 2007-QH3 IRALl2D07-QH3 IRALI 2007-QH3 I RALI 2007-QH3 I RALI 2007-QH3 I RALI 2007-QH3 I RALI 2007-QH3 I RALI 2007-QH3 I RALI 2007-QH3 IRALl2007-QH3 IGSR 2007-2F IGSR 2007-2F IGSR 2007-2F IGSR 2007-2F IGSR 2007-2F IGSR 2007-2F IGSR 2007-2F IGSR 2007-2F IGSR 2007-2F IGSR 2007-2F IGSR 2007-2F IGSR 2007-2F IGSR 2007-2F IGSR 2007-2F IGSR 2007-2F IGSR 2007-2F IGSR 2007-2F IGSR 2007-2F IGSR 2007-2F IGSR 2007-2F IGSR 2007-2F IGSR 2007-2F IGSR 2007-2F IGSR 2007-2F IGSR 2007-2F IGSR 2007-2F IGSR 2007-2F IGSR 2007-2F IGSR 2007-2F IGSR 2007-2F iGSR 2007-2F

~Intex Deal

GSAA0704 GSAA0704 GSAA0704 GSAA0704 GSAA0704 GSAA0704 GSAA0704 GSAA0704 GSAA0704 GSAA0704 GSAA0704 RFG07QH3 RFG07QH3 RFG07QH3 RFG07QH3 RFG07QH3 RFG07QH3 RFG07QH3 RFG07QH3 RFGOlOH3 RFG07QH3 RFG07QH3 RFG07QH3 RFG07QH3 RFG07QH3 RFG07QH3 RFG07QH3 RFG07QH3 GSR0702F GSR0702F GSR0702F GSR0702F GSR0702F GSR0702F GSR0702F GSR0702F GSR0702F GSR0702F GSR0702F GSR0702F GSR0702F GSR0702F GSR0702F GSR0702F GSR0702F GSR0702F GSR0702F GSR0702F GSR0702F GSR0702F GSR0702F GSR0702F GSR0702F GSR0702F GSR0702F GSR0702F GSR0702F GSR0702F GSR0702F

B2 M1 M2

A1 RI RII Rill RX SB M1 M2 M3 M4 M5 M6 M7 M8 M9 AP AX 1A5 2A8 3A8 1A4 2A7 3A7 2A9 3A9 4A2 4A1

2A1 2A10 2A2 2A3 2A4 2A5 2A6 3A1 3A10 3A2 3A3 3A4

3622EBAMO 3622EBAE8 3622EBAF5 3622EBAG3 3622EBAH1 3622EBAJ7 3622EBAK4 3622EBAN8 362242M7 7492z.NAG3 74922WAB5 74922WAA7 74922WAP4 74922WAQ2 7492z.NARO 74922WAS8 74922WAN9 74922WAD1 74922WAE9 7492z.NAF6 74922WAG4 74922WAH2 74922WAJ8 74922WAK5 7492z.NAL3 74922WAM1 362636BE1 362636BF8 362636AE2 362636AN2 362636AY8 362636AD4 362636AM4 362636AXO 362636AP7 362636AZ5 362636BG5 362636887 362636MO 362636AB8 362636AG6 362636AF9 362636AQS 362636AG7 362636AH5 362636AJ1 362636AK8 362636AL6 362636AR3 362636BA9 362636AS1 362636AT9 362636AU6 362636AV4 362636AW2 362636BR2 362636BQ4

SENJIX_GAP MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJIX_GAP JUN_OG_NO SEN_SUP JLT SEN_SPR_SUPJLT SEN_SPRJLT NPR_NPR_NO NPR_NPR_NO NPR_NPR_NO NPR_NPR_NO JUN_Oe_NO JUNJLT JUNJLT JUNJLT JUNJLT JUNJLT JUNJLT JUNJLT JUNJLT JUN FLT SEN_XRS_PO SEN_WAe_IO SEN_SUP _NASJIX SEN_SUP _NASJIX SEN_SUP _NASJIX SEN_SPR_NASJIX SEN_SPR_NASJIX SEN_SPR_NASJIX SEN_PAGJIX SEN PAe FIX SENJNV_IO SENJLT SENJIX SENJIX SEN FIX SENJIX SENJIX SENJIX SENJIX SEN FIX SENJIX SENJIX SENJIX SENJIX SEN FIX SENJIX SENJIX SENJIX SENJIX NPR_NPR_NO NPR_NPR_NO



100 NA 4,866,000 NA 4,866,000 NA

12,648,000 NA 11,189,000 NA

5,831,000 NA 4,866,000 NA 4,866,000 NA 4,866,000 NA 6,811,000 NA 5,837,772 NA

49,682,000 NA 82,803,000 NA

198,727,000 NA NA NA NA NA

1,757,060 NA

0/!~.0iOOO NA 4,390,000 NA 1,756,000 NA 1,581,000 NA 1,229,000 NA 1,229,000 NA 1,230,000 NA 1,580,000 NA V56POO NA

69,794 AAA 192,375 AAA

1,372,000 AM 2,786,000 AM 3,257,000 AAA


101,801,000 AAA 75,460,000 AM

5,981,000 AAA 206,768,000 AAA 58,405,000 AAA

152,973,000 AM 162,584,000 AM

9,611,000 AAA 12,441,000 AAA

2,830,000 AAA 241,703,000 AM 84,472,000 AAA

173,545,000 AAA 185,328,000 AAA 11,783,000 AAA 19,817,000 AM

8,034,000 AM NA NA

MOOdy SP

NR AM Baa1 A Baa2 BBB+ Aa1J*- AA+ Aa2J'- AA Aa3t"

A1 A2 A3 Ba2 NA Aaar- AM Aaa AAA Aaa AAA NR NR NR NR NR NR NR NR NR NR Aa1 Aa1 Aa2 Aa2 Aa3 A1 A2 888+ Baa1 BBB-Baa3 BB AaaJ'- NA AaaJ*- NA Aa1t"- NA Aa1r- NA Aa1r- NA AaaJ'- NA AaaJ'- NA Aaa/"AaaJ*AaaJ*AaaJ*Aaa/"Aaa/""

AaaJ*AaaJ*-AaaJ'- NA

NA NA NA NA NA NA

AaaJ'- NA AaaJ'- NA AaaJ'- NA AaaJ'- NA Aaa/"- NA AaaJ*-AaaJ*-NR NR

Fitch

NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA GGe BB GGG GGG GGe BB BB BB GGG GGe GGe GGe GGG GGG GGe GGe GGe GGG GGG GGe GGe GGe GGG GGG GGe GGe GGe GGG GGG NA NA

.ql:l.~~~.~t Ra~!~9


NR NR 29-Mar-07 G 0 29-Mar-07 G 0 29-Mar-07 C 0 29-Mar-07 C 0 29-Mar-07 C 0 29-Mar-07 G 0 29-Mar-07 e 0 29-Mar-07 C 0 29-Mar-07 C 0 29-Mar-07 NA NR 29-Mar-07 Gar- GGG 29-Mar-07 Gar- B-r- 29-Mar-07 B2r- AAAr- 29-Mar-07 NR NR 29-Mar-07 NR NR 29-Mar-07 NR NR 29-Mar-07 NR NR 29-Mar-07 NR NR 29-Mar-07 e eee 29-Mar-07 C 0 29-Mar-07 G 0 29-Mar-07 e 0 29-Mar-07 C 0 29-Mar-07 C 0 29-Mar-07 C 0 29-Mar-07 G 0 29-Mar-07 e 0 29-Mar-07 B3r- NA 3D-Mar-07 Ba3r- NA 3D-Mar-07 Ca NA 30-Mar-07 Ca NA 30-Mar-07 Ca NA 30-Mar-07 Ba3r- NA 3D-Mar-07 Ba3r- NA 3D-Mar-07 Ba3r- NA 30-Mar-07 B2r- NA 30-Mar-07 B2r- NA 3D-Mar-07 B3/'- NA 3D-Mar-07 83/"- NA 30-Mar-07 82/"- NA 30-Mar-07 B2r- NA 3D-Mar-07 B3r- NA 3D-Mar-07 82/'- NA 3D-Mar-07 82/*- NA 30-Mar-07 B2r- NA 30-Mar-07 B3r- NA 3D-Mar-07 B3r- NA 3D-Mar-07 B3/'- NA 3D-Mar-07 83/"- NA 30-Mar-07 B2r- NA 30-Mar-07 B2r- NA 3D-Mar-07 B2r- NA 3D-Mar-07 B3r- NA 3D-Mar-07 83/"- NA 30-Mar-07 B3r- NA 30-Mar-07 B3r- NA 3D-Mar-07 NR NA 3D-Mar-07 NR NA 3D-Mar-07


Public I 144A











Type

GS FCIC 000000146


9~.iginal .~.~~!~9 .ql:l.~~~.~t Ra~!~9


IGSR 2oo7-2F IGSR 2oo7-2F IGSR2007-2F IGSR 2oo7-2F IGSR 2oo7-2F IGSR 2oo7-2F IGSR 2oo7-2F IGSR 2oo7-HEL 1 IGSR 2oo7-HEL 1 I GSR 200;':HEL 1 I GSR 200;':HEi 1 jGSR.2.OJ7-HEL1 jPTPLS 2007 c 1A jPTPLS2oo7c1A IPTPLS2oo7-1A IPTPLS2oo7-1A IPTPLS2oo7-1A IpTpLS2oo7~iii IpTpLS 200ii ii IGSRPM2007c1 IGSRPM2007c1 I GSRPM 2007-1 I GSRPM 2007-1 I GSRPM 2007-1 I GSRPM 2007-1 IGSRPM 2007-1 IGSRPM 2007-1 jGSRPM. 2007J I GSRPM 2007-1 I GSRPM 2007-1 IGSAMP 2007-HE2 IGSAMP 2007HE2 IGSAMP 2007-HE2 IGSAMP 2007HE2 IGSAMP 2007HE2 IGSAMP2D07-HE2 IGSAMP2D07HE2 IGSAMP 2007-HE2 IGSAMP2D07-HE2 IGSAMP 2007-HE2 IGSAMP 2007-HE2 IGsAMP2007HE2 IGsAMP2007HE2 IGSAMP 2007-HE2 IGSAMP 2007cH.E2 IGSAMP 2007-HE2 IGSAMP 2007-HE2 IGSAMP 2007-HE2 IGSAMP 2007-HE2 IGSAAi007-NIM5 IGSM 2007-NIM5 IGSAA20Q7cNIM5 IABAc2°07cAC1A I ABAC 2007-AC1 A I ABAC 2007-AC1 A I ABAC 2007-AC1 A I ABAC 2007-AC1 A IABACibliiAC1A [mALT20b;':FFB-SS

GSR0702F GSR0702F GSR0702F GSR0702F GSR0702F GSR0702F GSR0702F GSHOlHL1 GSHOlHL1 GSHOlHL1 GSHOlHL1 GSHOlHL1 PTPL071 PTPL071 PTPL071 PTPL071 PTPL071 PTPL071 PTPL071 GSRP0701 GSRP0701 GSRP0701 GSRP0701 GSRP0701 GSRP0701 GSRP0701 GSRP0701 GSRP0701 GSRP0701 GSRP0701 GSAOlHE2 GSAOlHE2 GSAOlHE2 GSAOlHE2 GSAOlHE2 GSAOlHE2 GSAOlHE2 GSAOlHE2 GSAOlHE2 GSAOlHE2 GSAOlHE2 GSAOlHE2 GSAOlHE2 GSAOlHE2 GSAOlHE2 GSAOlHE2 GSAOlHE2 GSAOlHE2 GSAOlHE2 GSAN07N5 GSAN07N5 GSAN07N5 ABACD7A1 ABACD7A1 ABACD7A1 ABACD7A1 ABACD7A1 ABACD7A1 FFM07FFB

B6 B1 B2

x S A1 A2 B

C o PREF

B1 B2 B3 X B4 A1

C M1 M2 M3 M4 M5 M6 M7 M8 R

N2 OS A1 A2

362636BN1 362636BH4 362636BJO 362636BK7 3626368G6 36245HAD3 36245HM9 36245HAE1 36245HAC5 36245HAB7 730594AA6 730594AB4 730594AC2 730594ADO 730594AE8 730591AA2 730591 ABO 362707AA9 362707AM3 362707AK7 362707AL5 362707AB7 362707AC5 362707AD3 362707AE1 362707AF8 362707AH4 362707AG6 362440AA7 362440AB5 362440AC3 362440AD1 362440AE9 362440AV1 362440AF6 362440AG4 362440AH2 362440AJ8 362440AK5 362440AL3 362440AM1 362440AN9 362440AQ2 362440ARO 362440AS8 362440AT6 362440AP4 3622EGAA5 3622EGAB3 GSAT30150 00256UABD 00256YAA4 00256YAB2 00256YACD 00256YAD8 00256YAE6 30248EM6

JUN_WAC_NO JUN_WAC JUN_WAC JUN_WAC JUN_WAC SENJLT_NO SEN FLT NPR_NPR_NO NPR_NPR_NO JUN_OC_NO SENJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT JUN_SUB SENJLT NPR_NPR_NO NPR_NPR_NO NPR_NPR_NO MEZJLT MEZJLT MEZJIX_CAP MEZJIX_CAP MEZ FIX CAP JUN_OC_NO JUNJIX_CAP SENJLT SENJLT SENJLT SENJLT SENJLT

MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT JUN_RES_NO JUN_RES_NO JUN_RES_NO JUN OC NO JUNJLT SENJIX SENJIX JUN_RES_NO MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT JUN_SUB SENJLT



1,254,000 BB 941,000 B

1,254,731 NA 8,153,000 AA 3,763,000 A 2,196,000 BBB 4,393,000 AM

NA 132,937,000 NA

NA NA NA

6,000,000 NA 254,930,DOO NA 170,000,000 NA 100,000,000 NA 28,000,000 NA 32,000,000 NA 20,170,000 NA

.~~?/!~1iOOO NA NA NA NA

13,244,000 NA 11,529,000 NA

7,241,000 NA 2,096,000 NA 4,288POO NA

19,816,826 NA 5,812,000 NA

370,801,000 NA 216,267,000 NA 50,045,000 NA 74,161,000 NA 28,668,000 NA

NA 42,961,000 NA 39,423,000 NA 24,261,000 NA 21,228,000 NA 19,206,000 NA 17,184,000 NA 18,196,000 NA 16,173,000 NA

50 NA 100 NA 50 NA

57,114,294 NA 15,162,000 NA 33,762,000 NA

6,888,000 NA 4,065 NA

200,000,000 NA 280,000,000 NA 60,000,000 NA

100,000,000 NA 60,000,000 NA

200,000,000 NA 295,150, DOD NA

NR NR NR NR NR NR NR NR AaaJ*NR NR NR AaaJ*AaaJ*AaaJ*Aa2 A2 Baa2 NA Aaa NR NR NR Aa2 A2 Baa1

Baa2 Baa3 NR Ba1 Aaa AaaJ*Aaa Aaa Aaa NR Aa1 Aa2 Aa3 A1 A2 A3 Baa1 Baa2

NA NA Aaa Aaa NA NA NA NA Aaa

Fitch MOOdy

NA D NA NA NA C NA C

D

CC NA NA NA NA

NR NA AAA NA AAA NA AAA NA AA NA A NA BBB NA NR NA

NA NA NA NA NA NA

A NA BBB+ NA BBB+ NA NR NA BBB NA AAA NA AAA NA AAA NA AAA NA AAA NA

NA NA NA NA NA

A NA A- NA BBB+ NA BBB NA AAA NA AM NA AAA NA NA NA BBB- NA A NA BBB- NA NA NA AAA NA AAA NA NA NA

NA NA NA NA

NR NR NR NR NR NR NR NR B3 NR NR NR C C C C

C C NA Caa1 NR NR NR C C C

C C NR C Ba3rBaa2rB1rB2/'B3rNR Caf*-C C C C C C C NR NR NR NR C NA NA NA C. Ca NA NA NA NA B3

NA 30-Mar-07 NA 30-Mar-07 NA 30-Mar-07 NA 30-Mar-07 NA 30-Mar-07 NA 30-Mar-07 NA 30-Mar-07 NR 17-Apr-D7 BB+ 17-Apr-07 NR 17-Apr-07 NA 17-Apr-07

NR 17cAprW o 18cAprW o 18cAprc07 o 18-Apr-07 o 18-Apr-07 CC 18-Apr-07 CC 18-Apr-D7 NR 18-Apr-D7 B 19-Apr-07 NA 1 g-~p.r.-.Q! NR 19-Apr-07 NR 19-Apr-D7 CCC 19-Apr-D7 CC 19-Apr-07 o 19-Apr-07 o 19-Apr-07 o 19cAprW NR 19-Apr-D7 o 19-Apr-D7 BBB-/"- 20-Apr-07 AAAr- 20-Apr-07 BBBr- 2D-Apr-D7 BBB-r- 2D-Apr-D7 BBB-r- 2D-Apr-D7 NA 20-Apr-07 B-1' - 20-Apr-07 CCC 2D-Apr-D7 CCC 2D-Apr-07 eee 20-Apr-07 eee 20-Apr-07 CC 20-Apr-07 o 2D-Apr-D7 o 20-Apr-07 NR 20cAprcD7 NR 20-Apr-07 NR 20-Apr-07 NA 2D-Apr-D7 o 2D-Apr-D7 CC 25-Apr-07 CC 25-Apr-07 NA 25-Apr-07 o 26-Apr-07 o 26-Apr-07 NA 26-Apr-07 NA 26-Apr-07 NA 26-Apr-07 NA 26-Apr-D7 B 26-Apr-07



Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A Public I 144A

Resl Resi Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi CDO CDO CDO CDO CDO CDO CDO Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi CDO CDO CDO CDO CDO CDO Resi

Type

GS FCIC 000000147


Bloomberg Deal Name

I FFMLT 2oo7-FFB-SS IFFMLT 2007-FFB-SS IFFMLT200iFFBSS IFFMLT 2007-FFB-SS IFFMLT 2oo7-FFB-SS I FFMLT 2oo7-FFB-SS I FFMLT 2oo7-FFB-SS I FFMLT 2007-FFB-SS I FFMLT 2007-FFB-SS I FFM LT200iFFB-SS I FFMLT200iFFB-SS jFFM. LT 2007,FFB,SS jRAL12007-QH4 jRAL.I)007-QH4 I RALI 2007-QH4 I RALI 2007-QH4 I RALI 2007-QH4 IRAU i007QH4 IRAUi007-QH4 I RALl2007-QH4 I RALl2007-QH4 I RALI 2007-QH4 I RALI 2007-QH4 I RALI 2007-QH4 I RALI 2007-QH4 I RALI 2007-QH4 I RALI 2007-QH4 jRAL12007-QH4 IG8M 2007-5 IG8M 2007-5 IG8M 2007-5 IGSAA2007-5 IG8M 2007-5 IGSAA2007-5 IGSAAi007-5 IG8AA2007,5 IG8AA2007,5 IG8M 2007-5 IG8AA2007,5 IGSM 2007-5 IG8M 2007-5 I G8AA 2007:5 I G8AA 2007:5 IG8M 2007-5 1.G8AA.2007-5 IG8M 2007-5 IG8M 2007-5 IG8M 2007-5 IG8M 2007-5 IGSAAi007-5 IG8M 2007-5 IG8AA2007,5 IG8AA2007,5 IG8M 2007-5 IGSM 2007-5 IG8M 2007-5 IG8M 2007-5 I G8AA 2007:5 I G8AA 2007:5

~Intex Deal

FFM07FFB FFM07FFB FFM07FFB FFM07FFB FFM07FFB FFM07FFB FFM07FFB FFM07FFB FFM07FFB FFM07FFB FFM07FFB FFM07FFB RFC07QH4 RFC07QH4 RFC07QH4 RFC07QH4 RFC07QH4 RFC07QH4 RFC07QH4 RFCOlOH4 RFC07QH4 RFC07QH4 RFC07QH4 RFC07QH4 RFC07QH4 RFC07QH4 RFC07QH4 RFC07QH4 G8AA0705 G8AA0705 GSAA0705 GSAA0705 GSAA0705 GSAA0705 GSAA0705 GSAA0705 GSAA0705 GSAA0705 GSAA0705 GSAA0705 GSAA0705 GSAA0705 GSAA0705 GSAA0705 GSAA0705 GSAA0705 GSAA0705 GSAA0705 GSAA0705 GSAA0705 GSAA0705 GSAA0705 GSAA0705 GSAA0705 GSAA0705 GSAA0705 GSAA0705 GSAA0705 GSAA0705

R X1 M6

A1 A2 RI

M1 M2 M3 M4 M5 M6 B

M7 M8 2A2B 2A2A 1R 1RC 1RX 2R 2RC 2RX 1AF6 1AF7A 1AF7B 1AV1 2A1A 2A1B 2A3A 2A3B 1AF2A 1AF2B 1AF3A 1AF3B 1AF4A 1AF4B 1AF5A 1AF5B 2B1 2B2 2M1 2M2 2M3 2M4 2M5

30248EAMO 30248EAK4 30248EAG3 30248EAB4 30248EAC2 30248EADO 30248EAE8 30248EAF5 30248EAJ7 30248EAH1 74922TACO 74922TM4 74922TAB2 74922TAP1 74922TAQ9 74922TAR7 74922TAS5 74922TAD8 74922TAE6 74922TAF3 74922TAG1 74922TAH9 74922TAJ5 74922TAM8 74922TAK2 74922TALO 3622ECBV7 3622ECACO 3622ECBH8 3622ECBK1 3622ECBM7 3622ECBJ4 3622ECBL9 3622ECBN5 3622ECAP1 3622ECBW5 3622ECBX3 3622ECAA4 3622ECAB2 3622ECBU9 3622ECAF3 3622ECAJ5 3622ECAD8 3622ECAE6 3622ECAG1 3622ECAH9 3622ECAK2 3622ECALO 3622ECAM8 3622ECAN6 3622ECBD7 3622ECBF2 3622ECAR7 3622ECAT3 3622ECAV8 3622ECAX4 3622ECAZ9

NPR_NPR_NO NPR_NPR_NO MEZJLT_NO MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT JUN_QC_NQ JUNJLT SEN_SUP _CPT SEN_SPR_CPT SEN_SPR_CPT NPR_NPR_NO NPR_NPR_NO NPR_NPR_NO NPR_NPR_NO MEZ_GPT MEZ_CPT MEZ_CPT MEZ_CPT MEZ_CPT MEZ_CPT JUN_CPT JUN_CPT JUN CPT SEN_SUPJLT SEN_SPRJLT SEN_PQ SEN_PO SEN_PO SEN_PO SEN_PO SEN_PQ 8EN_NASJIX_CAP SEN NAS FIX CAP SEN_NASJIX_CAP SENJLT SENJLT SENJLT SEN FLT SENJLT SENJIXJAP SENJIX_CAP SENJIX_CAP SEN FIX CAP SENJIX_CAP SENJIX_CAP SENJIX_CAP SENJIX_CAP MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT



NA 265,150,000 NA

NA NA

6,987,000 NA 32,394,000 NA

9,740,000 NA 17,997,000 NA

8,257,000 NA 7,622,000 NA

33,030,324 NA 12,280,000 NA 56,537,000 NA

226,147,DOO NA 94,228,000 NA

NA NA NA NA

4,612,000 NA 4,811,000 NA 2,005,000 NA 2,005,000 NA 2,606,000 NA 1,604,000 NA 1,003,000 NA 2,206,000 NA t2D2POO NA

16,351,000 NA 147,153,000 NA

100 NA 100 NA 100 NA 100 NA 100 NA 100 NA

8,000,000 NA 20,407,000 NA

5,1 02,000 NA 144,477,000 NA 561,510,000 NA 62,390,000 NA

232,452,000 NA 25,828,000 NA 25,614,000 NA

2,847,000 NA 39,256,000 NA

9,815,000 NA 47,947,000 NA

5,328,000 NA 23,661,000 NA

2,629,000 NA 3,964,000 NA 3,964,000 NA

16,418,000 NA 14,720,000 NA

9,059,000 NA 7,926,000 NA 6,227,000 NA

9~.iginal .~.~~!~9

MOOdy

NA NA NA NR NR NR NR Baa2 BBB Aa2 Aa3 A2 A3 Baa1 NR NR BBB-Aaa AAA Aaa AAA Aaa AAA NR NR NR NR NR NR NR NR Aa1 Aa1 Aa2 Aa3 A1 A2 Ba2 88-Baa1 BBB-Baa3 BB+ AaaJ'- AM Aaa AAA NR AAA NR AAA NR AAA NR AM NR AAA NR Aaa Aaa Aaa Aaa Aaa AAA AaaJ'- AAA Aaa AAA AaaJ'- AM

AAA AAA AAA AM AM AAA

Aaa AAA Aaa Baa1 Baa2 Aa1 AA+ Aa2J*-Aa3r-A1 A2


.ql:l.~~~.~t Ra~!~9


NA NA NR NR C C

C C C C NR NR Ca/"Ba1rCaa2/*NR NR NR NR C C C C C C C

C C Cal*-Caa1/*NR NR NR NR NR NR Caa3/"B2rCa/*Caa1f*B3rCa/"-Caa1/*-Ca/*-Caa1/*Ca/"B3rCal*Caa1/*Ca/"

Caa1f*Ca/"-C C C C C C C

NA 26-Apr-07 NA 26-Apr-07 NR 26-Apr-07 NR 26-Apr-07 o 26-Apr-07 CC 26-Apr-07 o 26-Apr-07 o 26-Apr-07 o 26-Apr-07 o 26-Apr-07 NR 26-Apr-07 o 26,Apr,o? CCC 27,Apr,07 BBBr- 27,Apr,07 CCC 27-Apr-07 NR 27-Apr-07 NR 27-Apr-07 NR 27-Apr-07 NR 27-Apr-07 GGG 27-Apr-07 CC 27-~p.r.-.Q!

CC 27-Apr-07 CC 27-Apr-07 o 27-Apr-07 o 27-Apr-07 o 27-Apr-07 o 27-Apr-07 o 27,Apr,07 CCC 30-Apr-07 GGG 30-Apr-07 NR 30-Apr-07 NR 30-Apr-07 NR 30-Apr-07 NR 30-Apr-07 NR 30-Apr-07 NR 30-Apr-07 CCC 30-Apr-07 8+/*- 30-Apr-07 CCC 30-Apr-07 eee 30-Apr-07 eee 30-Apr-07 CCC 30-Apr-07 CCC 30-Apr-07 CCC 30-Apr-07 GGG 30,Apr,07 CCC 30-Apr-07 8+/*- 3D-Apr -07 CCC 30-Apr-07 CCC 30-Apr-07 eee 30-Apr-07 CCC 30-Apr-07 CCC 30-Apr-07 o 30-Apr-07 o 30-Apr-07 CC 30-Apr-07 CC 30-Apr-07 o 30-Apr-07 o 30-Apr-07 o 30-Apr-07




Type

GS FCIC 000000148


9~.iginal .~.~~!~9

Bloomberg Deal Name

IGSM 200?-5 IGSM 20o?-5 IGSM 20o?-5 IGSM 20o?-5 IGSM 20o?-5 IGSM 20o?-5

IGSM 200?-5 IGSM 20o?-5 IGSM 20o?-5 IGSM 20o?-5 IGSM 200?-5 IGSM 20o?-5 IGSM 20o?-5 IGSR 200?-3F IGSR 200?-3F IGSR 2007-3F

IGSR 2007-3F IGSR 2007-3F IGSR 2007-3F IGSR 2007-3F IGSR 2007-3F IGSR 2007-3F IGSR 2007-3F IGSR 2007-3F IGSR 2007-3F IGSR 2007-3F

IGSR 2007-3F IGSR 2007-3F IGSR 2007-3F IGSR 2007-3F IGSR 2007-3F IGSR 2007-3F IGSR 2007-3F IGSR 2007-3F IGSR 2007-3F IGSR 2007-3F IGSR 2007-3F IGSR 2007-3F IGSR 2007-3F IGSR 2007-3F IGSR 2007-3F IGSR 2007-3F IGSR 2007-3F IGSR 2007-3F IGSR 2007-3F IGSR 2007-3F IGSR 2007-3F IGSR 2007-3F IGSR 2007-0A1 IGSR 2007-0A1

IGSR 2007-0A1 IGSR 2007-0A1 IGSR 2007-0A1 IGSR 2007-0A1 IGSR 2007-0A1 IGSR 2007-0A1 IGSR 2007-0A1 IGSR 2007-0A1 iGSR 2007-0A1

~Intex Deal

GSAA0705 GSAA0705 GSAA0705 GSAA0705 GSAA0705 GSAA0705

GSAA0705 GSAA0705 GSAA0705 GSAA0705 GSAA0705 GSAA0705 GSAA0705 GSR0703F GSR0703F GSR0703F


GSR0703F GSR0703F GSR0703F GSR0703F GSR0703F GSR0703F GSR0703F GSR0703F GSR0703F GSR0703F GSR0703F GSR0703F GSR0703F GSR0703F GSR0703F GSR0703F GSR0703F GSR0703F GSR0703F GSR0703F GSR0703F GSR0703F GSR070A1 GSR070A1

GSR070A1 GSR070A1 GSR070A1 GSR070A1 GSR070A1 GSR070A1 GSR070A1 GSR070A1 GSR070A1

1B2 1M1 1M2

2B3 1B3 AX 1A5 2A8

3A8 1A4 2A?

1A3

2A1 2A1o 2A2 2A3

B6 B1

2A1 2A2 2A3A 2A4 FINALMATSTRIP

3622EGBE5 3622EGAQ9 3622EGAS5 3622EGAUO

3622EGAW6 3622EGAY2 3622EGBA3 3622EGBQ8 3622EGBR6 3622EGBPO 3622EGBGo 3622MWAX1 3622MWBJ1 3622MWAJ2

3622MWAU7 3622MWBH5 3622MWAH6 3622MWATO 3622MWAK9 3622MWAW3 3622MWAV5 3622MWAB9 3622MWBF9 3622MWBG7

3622MWAG7 3622MWAL7 3622MWAA1 3622MWAD5 3622MWAE3 3622MWAFO 3622MWAG8 3622MWAM5 3622MWAN3 3622MWAP8 3622MWAQ6 3622MWAR4 3622MWAS2 3622MWBK8 3622MWBL6 3622MWBG6 3622MWBD4 3622MWBE2 3622MWAZ6 3622MWBAo 3622MWBB8 3622MWAY9 3622NAAG5 3622NAAF7

3622NAAG4 3622NAAD2 3622NAAEO 3622NAAX8 GSR3W3620 3622NAAB6 3622NAAA8 3622NAAS9 3622NAATl

MEZJIX_GAP MEZJIX_GAP

MEZJIXJAP MEZJIX_GAP

MEZJIX_GAP MEZJIX_GAP MEZ FIX GAP JUN_OG_NO JUN_OG_NO JUNJLT JUNJIX SEN_WAGJO SEN_SUP_NASJIX SEN_SUP _NASJIX

SEN_SUP _NASJIX SEN_SPR_NASJIX SEN_SPR_NASJIX SEN_SPR_NASJIX SEN_PAGJIX SEN_INV_IO

SENJLT SENJIX SENJIX SENJIX

SENJIX SEN FIX SENJIX SENJIX SENJIX SENJIX SENJIX SENJIX SENJIX SENJIX SENJIX SEN FIX

SENJIX NPR_NPR_NO NPR_NPR_NO JUN_WAG_NO JUN WAG NO JUN_WAe_NO JUN_WAe JUN_WAe JUN_WAe JUN WAe SEN_SUPJLT SEN_SPR_SUPJLT

SEN_SPRJLT SEN_SPRJLT SEN SPR FLT SEN_SPRJLT SEN_IO SENJLT_SUP SENJLT SENJIX_GAP

SENJIXJAP



6,226,000 NA 1,260,000 NA 1,260,000 NA 6,116,000 NA 3,05?,000 NA 2,159,000 NA

1,975,000 NA 1,260,000 NA 1,260,000 NA 4,6?6,B?1 NA

12,492,982 NA 5,662,000 NA 1,619,000 NA

248,D93 AAA 706,000 AAA

3,363,000 AAA

4,923,000 AAA 9,91?,000 AAA

47,292,000 AAA 69,226,000 AAA


5,732,000 AAA

253,277,000 AAA 70X43POO AAA

185,501,000 AAA 197,528,000 AAA 12,02?,000 AAA 17,121,000 AAA

5,094,000 AAA 370,744,000 AAA 281,073,000 AAA 262,541,000 AAA

18,532,000 AAA 34,054,000 AAA 15,522,000 AAA

NA NA

1,545,000 BB 1,159,000 B 1,545,564 NR

10,431,000 AA 4,635,000 A 3,091,000 BBB 5,409,000 AA+

59,477,000 NA 10,433,000 NA

156,221,000 NA 74,739,000 NA 93,896,000 NA

200,000,000 NA 1 152,96?,774 NA

93,654,000 NA 374,616,000 NA

100 NA 100 NA

MOOdy SP

A3 A+ Baa1 A Baa2 A-Aa1J*- AA+ Aa2J'- AA Aa3t"

A1 A2 A3 NR NR Baa3 BBB+ Baa3 BBB+ AaaJ'- NA Aa1r- NA Aa1t"- NA Aa1r- NA AaaJ'- NA AaaJ'- NA AaaJ"-Aaa/""-

AaaJ*-AaaJ*-AaaJ*-AaaJ*-Aaa/""- NA

AaaJ'- NA AaaJ'- NA AaaJ'- NA AaaJ*- NA Aaa/""- NA

AaaJ'- NA AaaJ'- NA AaaJ'- NA AaaJ'- NA Aaa/"AaaJ*AaaJ*AaaJ*NR NR NR NR NR NA

NA NA NA NA AAA AM

Aaa AAA Aaa AAA Aaa AAA Aaa AAA NA NA Aaa Aaa NR NR

Fitch

NA NA NA NA NA

NA NA NA NA NA NA NA B eee eeG

eeG B B B eeG eeG eeG eee eee eeG

eeG eeG eee eee eeG eeG eeG eee eee eeG eeG eeG eee NA NA o o NR ee e e ee NA NA


.ql:l.~~~.~t Ra~!~9


G G G G e G

G G G NR NR G G Ba1rCaa3/*Caa3/"

Caa3/"Ba1r

Ba1rBa1rB1rB3rB3rB2/'B2rB3rB2rB3r

B3rB3/'B3rB3rB3rB2/'B3rB2rB3rB3rB3/'NR NR NR NR NR NR NR NR NR Ca/*Ca/"Baa3rCaa1/*

Caa1f*Caa1/*NA Caf*Baa1rNR NR

o o o GG ee GG GG o o NR NR o o NA NA NA


NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA eee GGG

GGG GGG 8+/*eee NA GGG B-/'NR NR

30-Apr-07 30-Apr-O? 30-Apr-O? 30-Apr-O? 30-Apr-0? 30-Apr-07 30-Apr-O? 30-Apr-O? 30-Apr-O? 30-Apr-07 30-Apr-07

30,AprW 30,Apr,O? 30,Apr,O? 30-Apr-07 30-Apr-07 30-Apr-0? 30-Apr-O?

30-Apr-O? 30-Apr-07

30-~p.r.-.Q! 30-Apr-O? 30-Apr-O? 30-Apr-O? 30-Apr-07 30-Apr-07 30-Apr-O? 30,Apr,O? 30-Apr-O? 30-Apr-07 30-Apr-07 30-Apr-O? 30-Apr-O? 30-Apr-O? 30-Apr-07 30-Apr-O? 30-Apr-O? 30-Apr-O?

30-Apr-O? 30-Apr-07 30-Apr-07 30-Apr-O? 30-Apr-O? 30-Apr-0? 30,Apr,07 30-Apr-0? 30-Apr-O? 30-Apr-O?

8-May-07 S-May-D7

8-May-07 8-May-D7

8-May-D7 B-May-07 S-May-D7 8-May-07 8-May-07 8-May-07 8-May-07


Public I 144A












Type

GS FCIC 000000149


9~.iginal .~.~~!~9

Bloomberg Deal Name

IGSR 2007-0A1 IGSR 2007-0A1 IGSR2oo7-0A1 IGSR 2007-0A1 IGSR 2007-0A1 IGSR 2007-0A1

IGSR 2007-0A1 IGSR 2007-0A1 IGSR 2007-0A1 1 GSR 200;':6A1 1 GSR 200;':6A1 jAB.A.C 2007-18A jAB.A.C 200718A jAB.A.C 2007-18A 1 ABAC 2007-18A IABAC 2007-18A

1 ABAC 2007-18A IA8Ac2007 i SA IA8Ac2007-i SA 1 ABAC. 2007, 1BA. 1 ABAC. 2007, 1BA. 1 ABAC 2007-18A 1 ABAC 2007-18A 1 ABAC 2007-18A 1 ABAC 2007-18A IABAC 2007-18A

1 ABAC 2007-18A jAB.A.C 200718A 1 ABAC 2007-18A IABAC 2007-18A IABAC 2007-18A IGSAMN 2006HE8 N1 IGSAMN 2006-HE8 N1 IGSAMN 2006~HE8 N1 IGSAMN 200;':HE1· N1

IGSAMN2007,HE1 N1 IGSAMN2007,HE1 N1 1 GSAMP 2007-FM2-N

1 GSA.MP2D07-FM2-N 1 GSAMP 2oo7-FM2-N IGSMS 2007-GKK1 1 GSMSiOOiGKK1 IGSMSiooiGKK1 IGSMS 2007-GKK1

I.GSMS.2007-G.KK1 IGSMS 2007-GKK1 IGSMS 2007-GKK1 IGSMS 2007-GKK1 IGSMS 2007-GKK1 IGSMS2007-GKK1

IGSMS 2007-GKK1 1 GSMS 2007.GKK1 IGSMS2007-GKK1 IGSMS 2007-GKK1 IGSMS 2007-GKK1 1 GSAMN 2007-NC1 N1 1 GSAMN 2007-NC1 N1 IGsAMN20oiNC1 N1 I VVBCMT2007~C31

~Intex Deal

GSR070A1 GSR070A1 GSR070A1 GSR070A1 GSR070A1 GSR070A1

GSR070A1 GSR070A1 GSR070A1 GSR070A1 GSR070A1 ABAC0718 ABAC0718 ABAC0718 ABAC0718 ABAC0718

ABAC0718 ABAC0718 ABAC0718 ABAC0718 ABAC0718 ABAC0718 ABAC0718 ABAC0718 ABAC0718 ABAC0718

ABAC0718 ABAC0718 ABAC0718 ABAC0718 ABAC0718 GSN06HE8 GSN06HE8 GSN06HE8 GSNOlHE1 GSNOlHE1 GSNOlHE1 GSN07FM2 GSN07FM2 GSN07FM2 gs207gk1 gs207gk1 gs207qk1 gs207gk1 gs207gk1 gs207gk1 gs207gk1 qs207qk1 gs207gk1 gs207gk1 gs207gk1 gs207gk1 gs207gk1 gs207gk1 gs207gk1 GSNOlNC1 GSNOlNC1 GSNOlNC1 WBC07C31

M3 M4

A1

C

D E

N o P Q

R

N2 OS N1 N2 OS

RESIDUAL

C D E

G

H

M N1 N2 OS 10

3622NAAJ9 3622NAAK6 3622NAAL4 3622NAAM2

3622NAANO 3622NAAP5 3622NAAQ3 3622NAAR1 3622NAAWO 00257QAAO 00257QAB8 00257PAT1 00257PAA2 oo257PABO

00257PAC8 00257PAD6 00257PAE4 00257PAF1 oo257PAG9 00257PAH7 00257PAJ3 00257PAKO 00257PAL8 oo257PAM6

00257PAN4 00257PAP9 00257PAQ7 00257PAR5 oo257PAS3 3622MYAA7 3622MYAB5 3622MV105 362436AA5 362436AB3 36245L 102 3622N8AA3 3622N8AB1 3622N7107 3622MSAAO 3622MSAB8 3622MSAP7 GS2Y61S50 3622MSAC6 3622MSAD4 3622MSAE2 3622MSAF9 3622MSAG7 3622MSAH5

3622MSAJ1 3622MSAK8 3622MSAL6 3622MSAM4 3622MSAN2 361330AA1 361330AB9 361329204 92978TBU4

MEZJLT MEZJLT MEZJLT MEZJLT

MEZJLT MEZJLT MEZ FLT MEZJLT JUNJLT_NO

MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT

MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT

MEZJLT MEZJLT JUN_SUB SENJIX_NIM_PP SENJIX_NIM_PP JUN_RES_NO SENJIX_NIM_PP SENJIX_NIM]P JUN_RES_NO SEN FIX NIM PP SENJIX_NIM]P JUN_RES_NO SEN_WAC SEN_WAC NPR NPR NO NPR_NPR_ MEZ_WAC MEZ_WAC MEZ_WAC MEZ WAC MEZ_WAC MEZ_WAC

MEZ_WAC JUN_WAC JUN WAC JUN_WAC JUN_WAC SENJIX_NIM_PP SENJIX_NIM_PP JUN_RES_NO SEN_WACJO_NO



100 NA 16,718,000 NA 1 9,024,000 NA

6,341,000 NA 6,918,000 NA 9,224,000 NA

4,612,000 NA 8,070,000 NA 5,765,000 NA 4,036,000 NA 2,882,000 NA

80,000,000 AAA 50,000,000 AAA 95,000,000 AAA 22,500,000 AA+ 22,500,000 NA


9,700,000 NA 83DOPOO NA 6,900,000 NA 7,100,000 NA

16,900,000 NA 24,540,000 NA

4,018,000 NA 1,000 NA

15,450,000 NA 1,700,000 NA

1,000 NA 20,387,000 NA

3,231,000 NA 1,000 NA

380,192,000 NA 139,403,000 NA

NA NA

30,891,000 NA 11,881,000 NA

5,545,000 NA 5,544,000 NA 6,337,000 NA 6,336,000 NA

5,545,000 NA 11,881,000 NA 11,089,000 NA 15,049,000 NA

3,960,621 NA 40,708,000 NA

3,931,000 NA 1,000 NA

5845,468,231 NA

MOOdy SP

NR AM Aaa AA+ Aa1 AA Aa1 AA-Aa2 A+ Aa3

A1 A3 Baa1 Baa3 Ba2 AaaJ'- AM AaaJ'- AM AaaJ'- AM Aa1J*- AA+ NR NA

NR NA NR NA NR NA NR NR NR NR NR NR NR NA

NR NA NR NA NR NA NR NA NR NA NA A NA BBB NA NA NA A NA NA NA NA NA Aaa Aaa NR NA NA

AA A+

A ABBB+ BBB

Baa3 BBB-Ba2 B2 NR NR NR NA A NA BBB NA NA Aaa AAA

Fitch

NA NA NA NA NA NA

NA NA NA NA NA CCC CCC CCC CC NA




.ql:l.~~~.~t Ra~!~9


NR C C C C C C C C C C Ba1 Ba3 B1 B1 NR

NR NR NR NR NR NR NR NR NR NR

NR NR NR NR NR NA NA NA NA NA NA NA NA NA A1 Ba1 NR NA B1 B2 B2 B3 Caa1 Caa2 Caa2 Caa3 C NR NR NA NA NA Aaa

NR CCC CC CC CC CC CC o NR NR NR AA-I'A+/k_ 88+/"-88+/*NA


NA NA NA NA NA CC CC NA CC CC NA CC CC NA BBB B+

NR NA BCCC+ CCC CCC CCCCCCCCCCCC

CCCo NR CC CC NA AAA

S-May-O? 8-May-07 8-May-07 8-May-07 8-May-07 8-May-O? 8-May-07 8-May-07 8-May-07 B-May-07 S-May-O? 15,May,07 15,May,07 15,May,07 15-May-07 15-May-07 15-May-07 15-May-07

15-May-07

15-~~y.-.Q? 15-~~y.-.Q! 15-May-07 15-May-07 15-May-07 15-May-07 15-May-07 15-May-07 15,May,07 15-May-07 15-May-07 15-May-07 21-May-07 21-May-07 21-May-07 21-May-07 21-May-07 21-May-07 22-May-07

22-May-07 22-May-07 22-May-07 22-May-07 22-May-07 22-May-07 22,May,07 22-May-07 22-May-07 22-May-07

22-May-07 22-May-07 22-May-07 22-May-07

22-May-07 22-May-07 22-May-07 23-May-07 23-May-07 23-May-07 23-May-07


Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A

144A 144A 144A 144A 144A 144A 144A 144A 144A 144A


144A 144A 144A 144A 144A 144A 144A 144A Public I 144A

Resl Resi Resi Resi Resi Resl Resl Resi Resi Resi Resl COO COO COO COO CDO

COO COO COO COO CDO COO COO COO COO CDO

COO COO COO COO CDO Resi Resi Resi Resi Resl Resi Resi Resi Resl CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE

CRE CRE CRE CRE CRE Resi Resi Resi Resi

Type

GS FCIC 000000150


9~.iginal .~.~~!~9

Bloomberg Deal Name

I WBCMT 2007 -C31 I WBCMT 2007 -C31 IWBcMT 2007 ~C31 I WBCMT 2007 -C31 I WBCMT 2007 -C31 I WBCMT 2007 -C31 I WBCMT 2007 -C31 I WBCMT 2007 -C31 I WBCMT 2007 -C31 I WBCMT2007~C31 I WBCMT2007~C31 LVVB.CMT 2007,C31 LVVB.CMT 2007,C31 LVVB.CMT 2007,C31 I WBCMT 2007 -C31 I WBCMT 2007 -C31 I WBCMT 2007 -C31 IWBcMT 2007 ~C31 IWBcMT 2007 ~C31 I WBCMT .20D7,C31 I WBCMT .2007,C31 I WBCMT 2007 -C31 I WBCMT 2007 -C31 I WBCMT 2007 -C31 I WBCMT 2007 -C31 I WBCMT 2007 -C31 I WBCMT 2007 -C31 LVVB.CMT 2007,C31 I WBCMT 2007 -C31 I WBCMT 2007 -C31 I WBCMT 2007 -C31 IWBcMT 200ic31 IGSMSC 2007-NIM3 IGSMSC 200iNIM3 IGSMSC 2DOiNIM3 IGSMSC2007,NIM3 IGSMSC2007,NIM3 IGSMSC 2007-NIM3 IGSR2CXi7,AR2 IGSR 2007-AR2 IGSR 2007-AR2 I GSR 2007~iiR2 I GSR 2007~iiR2 IGSR 2007-AR2 I.GSR.2.OJ7-AR2 IGSR 2007-AR2 IGSR 2007-AR2 IGSR 2007-AR2 IGSR 2007-AR2 IGSR2007-AR2 IGSR 2007-AR2 I GSR2CXilcAR2 I GSR 2CXilcAR2 IGSR 2007-AR2 IGSR 2007-AR2 IGSR 2007-AR2 IGSR 2007-AR2 I GSR 2ooiiiR2 I GSR 2ooiiiR2

~Intex Deal

WBC07C31 WBC07C31 WBC07C31 WBC07C31 WBCD7C31 WBC07C31 WBC07C31 WBC07C31 WBC07C31 WBCD7C31 WBC07C31 WBC07C31 WBC07C31 WBC07C31 WBCD7C31 WBC07C31 WBC07C31 WBC07C31 WBC07C31 WBCD7C31 WBC07C31 WBC07C31 WBC07C31 WBC07C31 WBCD7C31 WBC07C31 WBC07C31 WBC07C31 WBC07C31 WBCD7C31 WBC07C31 WBC07C31 GSMN07N3 GSMN07N3 GSMND7N3 GSMN07N3 GSMN07N3 GSMN07N3 GSR07AR2 GSR07AR2 GSR07AR2 GSR07AR2 GSR07AR2 GSR07AR2 GSR07AR2 GSR07AR2 GSR07AR2 GSR07AR2 GSR07AR2 GSR07AR2 GSR07AR2 GSR07AR2 GSR07AR2 GSR07AR2 GSR07AR2 GSR07AR2 GSR07AR2 GSR07AR2 GSR07AR2

A5FL A5 AJ AM A1 A2 A3 A4 RI RII Z RESIDUAL G H J K C o

M N

o P Q

T S U

OS N3 N4 R RC 1A2 2A2 3A2 4A2

5A1A 5A1B 6A1 B4 B5 B6 B1 B2 B3

92978TAQ4 92978TAF8 92978TAJO 92978TAH4 92978TAA9 92978TAB7 92978TAC5 92978TAE1 92978TCA7 92978TCC3 92978TCE9 WBC21Y6T1 92978TAW1 92978TAY7 92978TBA8 92978TBC4 92978TAL5 92978TAM3 92978TAN1 92978TAP6 92978TAK7 92978TBEO 92978TBG5 92978TBJ9 92978TBL4 92978TBNO 92978TBQ3 92978TCG4 92978TBS9 92978TCJ8 362543AA8 GSM7W04NO 362543AB6 36254P101 36254PAA9 36254PAB7 3622N6ARO 3622N6ASS 3622N6AB5 3622N6AD1 3622N6AF6 3622N6AH2 3622N6AM1 3622N6AK5 3622N6AA7 3622N6AC3 3622N6AE9 3622N6AG4 3622N6AJ8 3622N6AW9 3622N6AL3 3622N6AT6 3622N6AU3 3622N6AV1 3622N6AN9 3622N6AP4 3622N6AQ2

SEN_TAC_FIX SEN_MF JIX_CAP SENJLT SENJIX_CAP SENJIXJAP SENJIX_CAP SENJIX SENJIX SEN FIX SENJIX NPR_NPR_NO NPR~NPR~NO

NPR~NPR~NO

NPR~NPR~

MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC MEZ_WAC MEZ_WAC MEZ_WAC MEZJIX_CAP JUNJIX_NO JUNJIX_NO JUNJIX_NO JUNJIX_NO JUN FIX NO JUNJIX_NO JUNJIX_NO JUNJIX_CAP _NO JUNJIX_CAP _NO SENJIX_NIM_PP NPR_NPR_NO MEZJIX_NIM_PP JUN~RES~NO

JUNJIX_NIM_PP JUN FIX NIM PP SEN_WAC SEN_WAC SEN_SUP _WAC SEN_SUP _WAC SEN SUP WAC SEN_SUP _WAC SEN_SUP ~WAC

SEN_SPR_WAC SEN SPR WAC SEN_SPR_WAC SEN_SPR_WAC SEN_SPR_WAC SEN_SPR_WAC SEN SPR WAC JUN_WAC_NO JUN_WAC_NO JUN_WAC_NO JUN_WAC JUN_WAC JUN_WAC


Fitch

85,402,000 NA 327,630,000 NA 500,000,000 NA 250,000,000 NA 460,331,000 NA 584,547,000 NA 50,911,000 NA

663,472,000 NA 188,934,000 NA

NA NA NA NA NA

58,454,000 NA 80,376,000 NA 51,147,000 NA 65,762,000 NA 73,068,000 NA 73,069,000 NA 29,227,000 NA 51,148,000 NA 36,534,000 NA 29,227,000 NA 14,614,000 NA 21,921,000 NA 14,614,000 NA 14,6g000 NA 14,614,000 NA 14,614,000 NA

7,306,000 NA 58,455,231 NA 29,240,000 NA

1 NA 5,553,000 NA

100 NA 5,308,000 NA 2,468,000 NA

100 AAA 100 AAA



317,896,000 AAA 89,703,000 AAA

5,310,000 NR 3,983,000 NR 2,656,050 NR

19,916,000 AA 9,293,000 A 5,311,000 BBB

MOOdy SP

(P)Aaa AAA (P)Aaa AAA NA AAA (P)Aaa AAA (P)Aaa AAA (P)Aaa AAA (P)Aaa AAA (P)Aaa AAA (P)Aaa AAA (P)Aaa AAA NA NA NA NA NA NA NA NA NA A-NA 888+ NA BBB NA BBB-(P)Aa2 AA (P)Aa3 AA-(P)A1 A+ (P)A2 A (P)Aa1 AA+ NA BB+ NA BB NA 8B-NA NR NA NR NA NR NA NR NA NR NA NR NA A-NA NA NA BBB-NA NA NA NA NA NA AAA NA AAA NA AAA NA AAA

AAA AAA AAA AAA AAA AAA

NA AAA NA AAA NA AAA NA BB NA B NA NA NA NA

Fitch

NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA AAA AAA C C C C C C CC CC CCC AAA CCC CCC CC NR NR NR C C D

.ql:l.~~~.~t Ra~!~9


Aaa Aaa NA Aaa Baa3 Aa3 Aaa Aaa Aaa Aaa NA NA NA NA NA NA NA NA Ba2 Ba3 B2 Caa2 Ba1 NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA

AAA BBB+ BBB+ BBB+ B+ BB+ AAA AAA AAA BBB+ NA NA NA NA B-B-B-CCC+ B+ B B B B+ CCC CCC CCCNR NR NR NR NR NR NR NA CC NA CC CC NR NR CC CC CC CC CCC CC CCC CCC CCC BBB-rBrBrCCC D o NR CC CC D

23-May-07 23-May-07 23-May-07 23-May-07 23-May-07 23-May-07 23-May-07 23-May-07 23-May-07 23-May-07 23-May-07

23cMay,07 23,May,07 23,May,07 23-May-07 23-May-07 23-May-07 23-May-07 23-May-07 23-May-07

23-~~y.-.Q! 23-May-07 23-May-07 23-May-07 23-May-07 23-May-07 23-May-07 23,May,07 23-May-07 23-May-07 23-May-07 23-May-07 24-May-07 24-May-07 24-May-07 24-May-07 24-May-07 24-May-07 24-May-07 24-May-07 24-May-07 24-May-07 24-May-07 24-May-07 24,May,07 24-May-07 24-May-07 24-May-07 24-May-07 24-May-07 24-May-07 24-May-07 24-May-07 24-May-07 24-May-07 24-May-07 24-May-07 24-May-07 24-May-07


Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A


Type

GS FCIC 000000151


Bloomberg Deal Name

ICWHL 2007-9 ICWHL 2007-9 ICWHL 2007-9 ICWHL 2007-9 ICWHL 2007-9 ICWHL 2007-9 ICWHL 2007-9 ICWHL 2007-9 ICWHL 2007-9 ICWHL 2007-9 ICWHL 2007-9 ICWHL 2007-9 ICWHL 2007-9 ICWHL 2007-9 ICWHL 2007-9 ICWHL 2007-9 ICWHL 2007-9 ICWHL 2007-9 ICWHL 2007-9 ICWHL 2007-9 ICWHL 2007-9 ICWHL 2007-9 ICWHL 2007-9 ICWHL 2007-9 IG8M 2007-6 IG8M 2007-6 IG8M 2007-6 IG8M 2007-6 IG8M 2007-6 IG8M 2007-6 IG8M 2007-6 IG8M 2007-6 IG8M 2007-6 IG8M 2007-6 IG8M 2007-6 IG8M 2007-6 IG8M 2007-6 IG8M 2007-6 IG8M 2007-6 IG8M 2007-6 IG8M 2007-6 IG8M 2007-6 IG8M 2007-6 IMSC 2007-IQ14 IMSC 2007-IQ14 I MSC 2007-IQ14 I MSC 2007-IQ14 I MSC 2007-IQ14 I MSC 2007-IQ14 IMSC 2007-IQ14 IMSC 2007-IQ14 IMSC 2007-IQ14 IMSC 2007-IQ14 I MSC 2007-IQ14 I MSC 2007-IQ14 I MSC 2007-IQ14 I MSC 2007-IQ14 IMSC 2007-IQ14 iMSC 2007-IQ14

~Intex Deal

CWF07009 CWF07009 CWF07009 CWF07009 CWF07009 CWF07009 CWF07009 CWF07009 CWF07009 CWF07009 CWF07009 CWF07009 CWF07009 CWF07009 CWF07009 CWF07009 CWF07009 CWF07009 CWF07009 CWF07009 CWF07009 CWF07009 GSAA0706 GSAA0706 GSAA0706 GSAA0706 GSAA0706 GSAA0706 GSAA0706 GSAA0706 GSAA0706 GSAA0706 GSAA0706 GSAA0706 GSAA0706 GSAA0706 GSAA0706 GSAA0706 GSAA0706 GSAA0706 GSAA0706 MSC07114 MSC07114 MSC07114 MSC07114 MSC07114 MSC07114 MSC07114 MSC07114 MSC07114 MSC07114 MSC07114 MSC07114 MSC07114 MSC07114 MSC07114 MSC07114

A14 A15 A13

AS

A5 1A1 1A2 2A1 3A1A A4 R B1

X MB A1A A5FL A2FL AJFL AMFL A1

A5

12544XAY1 12544XBA2 12544XAX3 12544XAU9 12544XAPC 12544XAR6 12544XAN5 12544XAM7 12544XAA3 12544XAV7 12544XAW5 12544XAB1 12544XAQ8 12544XAS4 12544XAT2 12544XAC9 12544XAJ4 12544XAK1 12544XAL9 12544XAGO 12544XAH8 12544XAF2 36245RAE9 36245RAG4 36245RM7 36245RAB5 36245RAC3 36245RAD1 36245RAF6 36245RARO 36245RAP4 36245RAH2 36245RAJ8 36245RAK5 36245RAL3 36245RAM1 36245RAN9 36245RAS8 36245RAT6 36245RAU3 36245RAQ2 61754KAM7 61754KAES 61754KAB1 61754KBF1 61754KBE4 61754KBH7 61754KBG9 61754KM3 61754KAC9 61754KAD7 61754KAF2 61754KBJ3 MSC4ACB20 61754KAN5 61754KAPO 61754KAQ8

SEN_XRS_PO SEN_WAC_IO SEN_SUP _NASJIX SEN_SUPJIX SEN_SPR_NASJIX SEN_SPRJIX SEN_PO SEN_IO SEN INV 10 SENJLT SENJIX SENJIX SENJIX SENJIX SENJIX SENJIX SENJIX SENJIX JUNJIX_NO JUNJIX_NO JUNJIX_NO JUNJIX JUNJIX JUNJIX

SEN_SUP_CPTJLT SEN_SPRJLT SEN SPR FLT SEN_SPRJLT SEN_SPRJLT SEN_SPR_CPTJLT SEN_PO MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT JUN_PO JUN_PO JUN_OC_NO JUN FLT SEN_WACJO_NO SEN_TACJIX_CAP SEN_MF JIX_CAP SENJLT_ SEN FLT SENJLT SENJLT SENJIX_CAP SENJIX_CAP SEN FIX CAP SENJIX_CAP SENJIX_CAP NPR_NPR_ MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC_NO



2,749,987 AM 563,517,715 AM

9,900,000 AM 7,216,087 AM

125,490,000 AM 114,000,000 AM

2,173,913 AM 14,869,565 AAA 50,000,000 AM 50,000,000 AAA

408,199,890 AM 41,610,000 AM 51,189,900 AAA

275,370,DOO AAA 114,000,000 AM 114,000,000 AM 114,000,000 AM

100 AAA 1,400,000 BB Y~?QiOOO B 1,050,013 NA 3,850,000 A 2,100,000 BBB

10,850,000 AA 8,771,000 NA

67,202,000 NA 275,766,000 NA 102X18POO NA 112,825,000 NA 78,936,000 NA

113,496,000 NA 100 NA

4,081,000 NA 15,096,000 NA

7,344,000 NA 5,301,000 NA 4,081,000 NA 4,081,000 NA 2,857,000 NA

100 NA 100 NA

8,568,578 NA 4,896,000 NA

4004,869,086 NA 140,800,000 NA 725,166,000 NA 150,000,000 NA 500,000,000 NA 192,389,000 NA 70,000,000 NA

119,100,000 NA 682,300,000 NA 53,800,000 NA

1 062,242,000 NA 150,000,000 NA

NA 79,704,000 NA 55,179,000 NA 12,263,000 NA

9~.iginal .~.~~!~9

MOOdy

NA NA AAA NA AAA NA AAA NA AAA NA NA NA NA NA NA NA AAA NA AAA NA AAA NA AM NA AAA NA AAA NA AAA NA NR NA NA NA NA NA AaaJ*-AaaJ*- AAA Aaal'- AAA Aaal'- AAA Aaa AAA Aaa AAA AaaJ*- AAA NR AAA Baa1 BBB+ Aa1J*- AA+ Aa21'- AA Aa31'A1 A2 A3 NR NR AAA NR NR Baa3 BBB-(P)Aaa NA (P)Aaa AAA (PJAaa AAA Aaa AAA Aaa AAA Aaa AAA Aaa AAA (PJAaa AAA (P1Aaa AAA (P1Aaa AAA (P)Aaa AM NA A-NA NA (P1Aa2 AA (P)Aa3 AA-(P)A1 A+

B CC CCC B B CC B CCC CCC CC CC CC CCC B B B MA D D NA C C C NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA

.ql:l.~~~.~t Ra~!~9


NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA CaJ*Caf"Baa31'Caa1/*A11'Caa3/*Caa3/*NR C C C C C C C NR NR NR C Aaa Aaa Aaa Aaa Aaa Baa2 Aaa Aaa Aaa Aaa Aaa NA NA Ba2 Ba3 B2

CCC BBB+I'CCC CCC A+I*BBB+f*CCC BBB+f*CCC CCC CCC CCC CCC CCC BBB+"BBB+f*BBB+I'NR NR NR NR NR NR NR BBI'BBI'AAAI'AAAI'AMI'AAAI'AAAI'NR o BI'CCC CCC o D o NR NR NR o NA A-A-A-AM BBBBBAAA AAA AAA A-A-

NA B+ B B

30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30,May,07 30,May,07 30,May,07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-~~y.-.Q! 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30,May,07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30,May,07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07


Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A

Resl Resi Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE

Type

GS FCIC 000000152


9~.iginal .~.~~!~9

Bloomberg Deal Name

I MSC 2007-IQ14 IMSC 2007-IQ14 IMSC i0071014 IMSC 2007-IQ14 IMSC 2007-IQ14 I MSC 2007-IQ14 I MSC 2007-IQ14 I MSC 2007-IQ14 I MSC 2007-IQ14 IMSC200il014 I MSC200il014 LMSC2007-IQ14 LMSC2007-IQ14 LMsc2007-IQ14 I MSC 2007-IQ14 I RALI 2007-QH5 I RALI 2007-QH5 IRAU i007QH5 IRAUi007-QH5 I RALl2007-QH5 I RALl2007-QH5 I RALI 2007-QH5 I RALI 2007-QH5 I RALI 2007-QH5 I RALI 2007-QHS I RALI 2007-QH5 I RALI 2007-QH5 LRALI2007-QH5 IRALl2007-QH5 I RALI 2007-QHS I RALI 2007-QH5 IRALli007QH5 I RALI 2007-QH5 IALTS2007-4A IALTS2007-4A I AL TS .. 2007,4A I AL TS .2007,4A I AL TS 2007 -4A IALTS2007,4A I AL TS 2007 -4A I AL TS 2007 -4A I AL TS20074A I AL TS20074A IMLCFC 2007-7 I.MLCFC2007-? I MLCFC 2007-7 I MLCFC 2007-7 I MLCFC 2007-7 I MLCFC 2007-7 IMLCFC200i-7 IMLCFC 2007-7 IMLCFC200U IMLCFC200U I MLCFC 2007-7 I MLCFC 2007-7 I MLCFC 2007-7 I MLCFC 2007-7 IMLCFCiooy:i [MLCFCib07:i

~Intex Deal

MSC07114 MSC07114 MSC07114 MSC07114 MSC07114 MSC07114 MSC07114 MSC07114 MSC07114 MSC07114 MSC07114 MSC07114 MSC07114 MSC07114 MSC07114 RFC07QH5 RFC07QH5 RFC07QH5 RFC07QH5 RFC07QH5 RFC07QH5 RFC07QH5 RFC07QH5 RFC07QH5 RFC07QH5 RFC07QH5 RFC07QH5 RFC07QH5 RFC07QH5 RFCOmH5 RFC07QH5 RFC07QH5 RFC07QH5 ALTIUS4 ALTIUS4 ALTIUS4 ALTIUS4 ALTIUS4 ALTIUS4 ALTIUS4 ALTIUS4 ALTIUS4 ALTIUS4 MLCF0707 MLCF0707 MLCF0707 MLCF0707 MLCF0707 MLCF0707 MLCF0707 MLCF0707 MLCF0707 MLCF0707 MLCF0707 MLCF0707 MLCF0707 MLCF0707 MLCF0707 MLCF0707

H J K

o P Q

S AI3

RI RII

Rill RIV RX M1 M2 M3 M4 M5 M6 M7 M8 SB A1B A1F

o E INCOME X ASB A3 A1A A2FL A3FL A4FL AJFL AMFL A4 A1 A2

61754KAT2 61754KAU9 61754KAV7 61754KAHS 61754KAGO 61754KAJ4 61754KAW5 61754KAX3 61754KAY1 61754KAZ8 61754KBA2 61754KBBO 61754KBCB 75116EAC6 75116EMO 75116EAB8 75116EAD4 75116EAP7 75116EAQ5 75116EAR3 75116EAT9 75116EAS1 75116EAE2 75116EAF9 75116EAG7 75116EAH5 75116EAJ1 75116EAK8 75116EAL6 75116EAM4 75116EAU6 021493AC5 021493AB7 021493AD3 021493AE1 021493AJO 021493AF8 021493AG6 021493AH4 02149NM5 02149NAB3 55313KBC4 55313KAD3 55313KAC5 55313KAF8 55313KAM3 55313KAN1 55313KAP6 55313KAR2 55313KAQ4 55313KAE1 55313KAA9 55313KAB7 MLC9UWQMO 55313KBD2 55313KBEO 55313KBF7

MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC MEZ_WAC MEZ_WAC JUN FIX CAP NO JUNJIXJAP_NO JUNJIX_CAP_NO JUNJIX_CAP _NO JUNJILCAP_NO JUNJIX_CAP_NO JUNJIX_CAP_NO SEN_SUP _CPT SEN_SPR_CPT SEN_SPR_CPT SEN_CPT NPR_NPR NPR_NPR NPR_NPR NPR_NPR NPR_NPR MEZ_CPT MEZ_CPT MEZ_CPT MEZ CPT MEZ_CPT MEZ_CPT MEZ_CPT MEZ_CPT JUN_OC SENJLT SENJLT SENJLT SENJLT SEN FLT MEZJLT MEZJLT MEZJLT MEZJLT JUN SUB SEN_WACJO_NO SEN_TACJIX_CAP

SEN_MF JIX_CAP SEN FLT CAP NO SENJLT_CAP_NO SENJLT_CAP_NO SENJLT_CAP_NO SENJLT~CAP_NO

SEN FIX CAP SENJIX SENJIX NPR_NPR_ NPR_NPR_NO NPR_NPR_NO MEZ_WAC_NO



42,917,000 NA 42,918,000 NA 73,573,000 NA 49,049,000 NA 55,179,000 NA

200,000,000 NA 420,487,000 NA

18,394,000 NA 18,394,000 NA 12,262,000 NA 24,524,000 NA 12,262,000 NA 12,262,000 NA 18,394,DOO NA 61,311,086 NA 48,788,000 NA

195,147,000 NA 81,311,000 NA

143,007,000 NA NA NA NA NA NA

8,750,000 NA 5,750,000 NA 2,500,000 NA V50POO NA 2,000,000 NA 2,250,000 NA 2,000,000 NA 2,250,000 NA 2,500,936 NA

644,850,000 NA 644,850,000 NA

300,000 NA 50,000,000 NA 55,000,000 NA 66,000,000 NA 19,500,000 NA 12,000,000 NA

o NA 7,500,000 NA

2785,502,677 NA 102,775,000 NA

NA 605,863,000 NA 30,000,000 NA

204,236,000 NA 55,000,000 NA 45,000,000 NA 45,000,000 NA

787,943,000 NA 53,236,000 NA

110,798,000 NA NA NA NA

27,856,000 NA

MOOdy SP

(P)A2 A (P)A3 A-(P)Baa1 BBB+ (P)Baa2 BBB (P)Baa3 BBB-(P)Aaa AM (P)Aaa AM (P)Aa1 AA+ (P)Ba1 BB+ (P)Ba2 BB (P)Ba3 BB-(P)B1 NR (P)B2 NR (P)B3 NR NR NR Aaa/""- AAA

Aaa AAA Aaa AAA AaaJ'- AM NR NR NR NR NR Aa1 Aa1 AA Aa2 M-Aa3 A A1 A-A3 BBB Baa1 888-Baa3 NR NA NR Aaa AAA Aaa AAA Aaa Aaa Aaa Aa2 A2 8aa21"- 8BB 8a11*- BB+ NR NR (P)Aaa AM (P)Aaa AM (P)Aaa NA (P)Aaa AM (P)Aaa AM (P)Aaa AM (P)Aaa AM (P)Aaa AM (P)Aaa AM (P)Aaa AM (P)Aaa AM (P)Aaa AM NA NA NR NA NR NA (P)A3 A-

Fitch


.ql:l.~~~.~t Ra~!~9


B3 Caa1 Caa2 Caa3 Ca Baa2 Aaa Baa3 C C C C C C NR Caf"B3rCaf*Caa3/"NR NR NR NR NR C C C C C C C C NA C B2r-C C C C C C C NR Aaa Aaa WR Aaa Aaa Aaa Aaa A1 Aaa Aaa Aaa Aaa NA NR NR Ba1

B B B-BCCC+ BBBBBB+ CCC CCCo NR NR NR NR CCC CCC CCC CCC NR NR NR NR NR CC CC D o o o D NR NR CC BBB/,CC CC CC CC CC CC CC NR AAA AAA NA AAAA AAA A-B+ BB+ AAAA AM NA NA NA B-

30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30,May,07 30,May,07 30,May,07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07

30-~~y.-.Q! 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 30,May,07 30-May-07 30-May-07 30-May-07 30-May-07 30-May-07 31-May-07 31-May-07 31-May-07 31-May-07 31-May-07 31-May-07 31-May-07 31-May-07 31-May-07 31-May-07 13-Jun-07 13-Jun-07 13-Jun-07 13-Jun-07 13-Jun-07 13-Jun-07 13-Jun-07 13-Jun-07 13-Jun-07 13-Jun-07 13-Jun-07 13-Jun-07 13-Jun-07 13-Jun-07 13-Jun-07 13-Jun-07


144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A Public I 144A Public /144A Public /144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A

CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi COO COO COO COO COO COO COO COO COO COO CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE

Type

GS FCIC 000000153


9~.iginal .~.~~!~9

Bloomberg Deal Name

I MLCFC 2007-7 IMLCFC 2007-7 IMLCFC200ii IMLCFC 2007-7 IMLCFC 2007-7 I MLCFC 2007-7 I MLCFC 2007-7 I MLCFC 2007-7 I MLCFC 2007-7 IMLCFCiooj:i IMLCFCiooj:i jMLCFC.2007-l jMLCFC.2007-l jMLCFC2007-l I MLCFC 2007-7 IGSMS 2007-EOP IGSMS 2007-EOP IGSMS i007EOP IGSMSi007-EOP I GSMS 2007-.EOP I GSMS 2007-.EOP IGSMS 2007-EOP IGSMS 2007-EOP IGSMS 2007-EOP IGSMS 2007-EOP IGSMS 2007-EOP IGSMS 2007-EOP jGSMS 2007EOP IGSMS 2007-EOP IGSMS 2007-EOP IGSAMN 2007-HE2 N1 IGSAMN 2007HE2 N1 IGSAMN 2007-HE2 N1 Ii'>TRAio07-1A Ii'>TRAio07-1A IPTRA200HA IPTRA20071A I PTRA 2007-1A IPTRA200HA IPTRA 2007-1A IPTRA 2007-1A IPTRiiiooiiii IPTRiiiooiiii IPTRA 2007-1A IPTRA2007-1A IGSM 2007-7 IGSM 2007-7 IGSM 2007-7 IGSM 2007-7 IGSAA2007-7 IGSM 2007-7 IGSAA200U IGSAA200U IGSM 2007-7 IGSM 2007-7 IGSM 2007-7 IGSM 2007-7 IGsiiAiooj:i [GSiiAiooj:i

~Intex Deal

MLCF0707 MLCF0707 MLCF0707 MLCF0707 MLCF0707 MLCF0707 MLCF0707 MLCF0707 MLCF0707 MLCF0707 MLCF0707 MLCF0707 MLCF0707 MLCF0707 MLCF0707 GSM207EO GSM207EO GSM207EO GSM207EO GSM207EO GSM207EO GSM207EO GSM207EO GSM207EO GSM207EO GSM207EO GSM207EO GSM207EO GSM207EO GSM207EO GSNOlHE2 GSNOlHE2 GSNOlHE2 petrc071 petrc071

p.~~r~.Q!1 p.~~r~.Q!1 petrc071

p.~tr~.9!1 petrc071 petrc071 petrc071 petrc071 petrc071

pet.r.q9T~ GSAA0707 GSAA0707 GSAA0707 GSAA0707 GSAA0707 GSAA0707 GSAA0707 GSAA0707 GSAA0707 GSAA0707 GSAA0707 GSAA0707 GSAA0707 GSAA0707

H B C

M N P Q

X A1

R B

C o E

G

H J K L

A1 A2

G H PREF J K

R

M1

55313KAU5 55313KAJO 55313KAK7 55313KAL5 55313KAH4 55313KAG6 55313KAV3 55313KAW1 55313KAX9 55313KAY7 55313KAZ4 55313KBA8 55313KBB6 36228CC43 36228CZS5 36228CZUO 36228CZW6 GSMWFNEJO 36228CZY2 36228CA29 36228CA45 36228CA60 36228CA86 36228CB28 36228CB44 36228CB69 36228CB85 36228CC27 3622PJM7 3622PJAB5 3622PE100 716424AA4 716424AB2 716424ACO 716424AD8 716424AE6 716424AF3 716424AG1 716424AH9 716424AJ5 716422209 716424AK2 716424ALO 36249BAEO 36249BM8 36249BAB6 36249BAC4 36249BA02 36249BAP5 36249BAQ3 36249BAR1 36249BAM2 36249BAF7 36249BAG5 36249BAH3 36249BAJ9 36249BAK6

MEZ_WAC MEZJIX_CAP MEZJIX_CAP JUN FIX CAP NO JUNJIXJAP_NO JUNJIX_CAP_NO JUNJIX_CAP _NO JUNJIX-CAP _NO JUNJIX_CAP_NO JUNJIX_CAP_NO SEN_IO SENJLT SENJLT SENJLT NPR_NPR_ JUNJLT JUNJLT JUNJLT JUNJLT JUNJLT JUNJLT JUNJLT JUN FLT JUNJLT JUNJLT SENJIX_NIM_PP SENJIX_NIM_PP JUN_RES_NO SENJLT SENJLT MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT JUN SUB NO JUNJLT_NO JUNJLT_NO

SEN_SPRJLT SEN SPR FLT SEN_SPRJLT SEN_SPR_CPTJLT SEN_PO_NO SEN_PO_NO SEN PO NO MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT



34,818,000 NA 27,855,000 NA 24,373,000 NA 55,710,000 NA 27,855,000 NA 45,264,000 NA

174,358,000 NA 233,551,000 NA

10,446,000 NA 10,446,000 NA 10,445,000 NA

6,964,000 NA 6,964,000 NA 6,964,DOO NA

41,782,677 NA 6 867,198,760 AAA

773,357,000 AM 584,790,000 AM 606,540,000 AAA

NA

.~?Q'~?!?iOOO AA+ 432,330,000 AA 220,002,000 AA-237,884,000 A+ 214,684,000 A 142,388,000 A-142,388,000 BBB+ 395g45poO BBB 213,582,000 BBB-533,953,760 BB+ 23,054,000 NA

4,309,000 NA 1,000 NA

400,000,000 AAA 133,750,000 AAA 76,750,000 AA 57,500,000 A+ 25,500,000 A 22,000,000 A-33,000,000 BBB+ 20,000,000 BBB 26,500,000 BBB-

130,000,000 NA 42,500,000 BB 32,500,000 B 45,231,000 NA

161,141,000 NA 63,314,000 NA

110,428,000 NA 72,1 88,000 NA

100 NA 100 NA 100 NA

2,432,000 NA 8,998,000 NA 4,620,000 NA 3,161,000 NA 3,162,000 NA 1,945,000 NA

MOOdy SP

(P)Baa1 BBB+ (P)Baa2 BBB (P)Baa3 BBB-(P)Aa2 AA (P)Aa3 AA-(P)A2 A (P)Aaa AM (P)Aaa AM (P)Ba1 BB+ (P)Ba2 BB (P)Ba3 BB-

(P)B1 B+ (P)B2 B (P)B3 B-NR NR NR AM (P)Aaa AM (P)Aaa AM NR AM NA NR NR NR NR NR NR A-

NR BBB+ NR BBB NR BBB-NR BB+ NA A NA BBB NA NA Aaa AAA Aaa AAA Aa2 A1 A2 A3 Baa1 Baa2 BBB Baa3 BBB-NA NR Ba2 BB

B AM AM AM AM AM

NR AM NR AM NR AM Baa1 BBB+ Aa1 AA+ Aa2J*-Aa3r-A1 A2

Fitch

NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA MA MA MA MA NA MA M MA+ A ABBB+ BBB BBBBB+ NA NA NA MA MA BBB B B B B B B NA B CCC NA NA NA NA NA NA NA NA NA NA NA NA NA NA

.ql:l.~~~.~t Ra~!~9


Ba2 B1 B3 A3 Baa1 Baa3 A1 Aaa Caa1 Caa1 Caa2 Caa2 Caa3 Caa3 NR Aaa Aaa Aaa NR NA NR NR NR NR NR NR NR NR NR NR NA NA NA Aaa A1 Baa2 Ba3 B2 B3 Caa1 Caa2 Caa2 NA Caa3 Caa3 Caf"A1rBa1rB2/'Caa1f*

NR NR NR C

CCC+ 13-Jun-07 CCC 13-Jun-07 CCC 13-Jun-07 B 13-Jun-07 B 13-Jun-07 B- 13-Jun-07 B+ 13-Jun-07 BB+ 13-Jun-07 CCC- 13-Jun-07 CCC- 13-Jun-07 ccc- 13-Jun-07 CCC- 13-Jun-07 CCC- 13-Jun-07 CCC- 13-Jun-07 NR 13-Jun-07 AAA 19-Jun-07 AM 19-Jun-07 AM 19-Jun-07 AAA 19-Jun-07 NA 19-Jun-07 AAA 19-Jun-07 AA+ 19-Jun-07 AA 19-Jun-07 A+ 19-Jun-07 BBB+ 19-Jun-07 BBB 19-Jun-07 BBB- 19-Jun-07 BB+ 19-Jun-07 BB 19-Jun-07 B- 19-Jun-07 CC 21-Jun-07 CC 21-Jun-07 NA 21-Jun-07 AAA 27-Jun-07 AAA 27-Jun-07 AA 27-Jun-07 A+ 27-Jun-07 A 27-Jun-07 A- 27-Jun-07 BBB+ 27-Jun-07 BBB 27-Jun-07 BBB- 27-Jun-07 NR 27-Jun-07 BB 27-Jun-07 B 27-Jun-07 AMI'- 28-Jun-07 AMr- 28-Jun-07 AAAI'- 28-Jun-07 AAAI'- 28-Jun-07 AAAJ*- 28-Jun-07 NR 28-Jun-07 NR 28-Jun-07 NR 28-Jun-07 CCC 28-Jun-07

C BBB+f"- 28-Jun-07 C BBr- 28-Jun-07 C BB-r- 28-Jun-07 C B+I"- 28-Jun-07 C BI'- 28-Jun-07


144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A Public f 144A

CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE Resl Resi Resi COO COO COO COO COO COO COO COO COO COO COO COO Resl Resi Resi Resi Resl


Type

GS FCIC 000000154


9~.iginal .~.~~!~9

Bloomberg Deal Name

IGSM 2007-7 IGSM 2007-7 IGSAA2007-7 IRALl2007-QH6 IRALl2007-QHB I RALI 2007-QHB I RALI 2007-QH6 I RALI 2007-QH6 I RALI 2007-QH6 I RALI20oioH6 [ RALI20oioH6 LRALI2007-QH6 LRALI2007-QH6 LRAL.I)007-QH6 I RALI 2007-QHB I RALI 2007-QHB I RALI 2007-QH6 IFiAU i007QH6 IFiAUi007-QH6 I RALl2007-QHB I WBCMT .2007,C32 I WBCMT 2007 -C32 I WBCMT 2007 -C32 I WBCMT 2007 -C32 I WBCMT 2007 -C32 I WBCMT 2007 -C32 I WBCMT 2007 -C32 LVVS.CMT 2007,C32 I WBCMT 2007 -C32 I WBCMT 2007 -C32 I WBCMT 2007 -C32 IWIibii 200ic32 I WBCMT 2007 -C32 IWIibii 2007 ~C32 IWIicMT 2007~C32 I WBCMT .2007,C32 I WBCMT .2007 ,C32 I WBCMT 2007 -C32 I WBCMT 2007,C32 I WBCMT 2007 -C32 I WBCMT 2007 -C32 [ WBCMT2007~C32 [ WBCMT2007~C32 I WBCMT 2007 -C32 I.VVS.CMT 2007,C32 I WBCMT 2007 -C32 I WBCMT 2007 -C32 I WBCMT 2007 -C32 I WBCMT 2007 -C32 IWIicMT 2007~C32 I WBCMT 2007 -C32 I WBCMT .2007 ,C32 I WBCMT 2007,C32 IGSR 2007-4F IGSR 2007-4F IGSR 2007-4F IGSR 2007-4F [GSR200i4F [GSR200i4F

~Intex Deal

GSAA0707 GSAA0707 GSAA0707 RFC07QH6 RFC07QH6 RFC07QH6 RFC07QH6 RFC07QH6 RFC07QH6 RFC07QH6 RFCOlOH6 RFC07QH6 RFC07QH6 RFC07QH6 RFC07QH6 RFC07QH6 RFC07QH6 RFC07QH6 RFC07QH6 RFColOH6 WBC07C32 WBC07C32 WBC07C32 WBC07C32 WBC07C32 WBC07C32 WBC07C32 WBC07C32 WBC07C32 WBC07C32 WBC07C32 WBC07C32 WBC07C32 WBC07C32 WBC07C32 WBC07C32 WBC07C32 WBC07C32 WBC07C32 WBC07C32 WBC07C32 WBC07C32 WBC07C32 WBC07C32 WBC07C32 WBC07C32 WBC07C32 WBC07C32 WBC07C32 WBC07C32 WBC07C32 WBC07C32 WBC07C32 GSR0704F GSR0704F GSR0704F GSR0704F GSR0704F GSR0704F

B2 A1 A3 A2 RI RII Rill RX M1 M2 M3 M4 M5 M6 M7 M8 SB B IQ A2 A3 AJ APB A1A A4MM A4MMS AMM AMMS A4FL AMFL A1 RI RII Z RESIDUAL G H

K

B C D

L M N Q

P Q

S 2A8 3A7 3A1o 2A7 3A6 3A1

36249BANo 74922AM5 74922AAC1 74922MB3 74922AAM9 74922AAN7 74922AAP2 74922AAQO 74922AAD9 74922AAE7 74922AAF4 74922AAG2 74922AAHO 74922AAJ6 74922AAK3 74922AAL 1 74922AAS6 74922AARB 92978YBRO 92978YAB6 92978YAD2 92978YAH3 92978YAC4 92978YAF7 92978YBT6 92978YAP5 92978YBS8 92978YAR1 92978YMU1 92978YMWl 92978YAA8 92978YMY3 92978YNA4 92978YNCD WBCP47NZO 92978YATl 92978YAV2 92978YAXB 92978YAZ3 92978YAJ9 92978YAK6 92978YAL4 92978YAM2 92978YANO 92978YBB5 92978YBD1 92978YBF6 92978YBH2 92978YBK5 92978YBM1 92978YBP4 362669AJ2 362669AR4 362669BL6 362669AH6 362669AQ6 362669AK9

JUNJLT SEN_SPRJLT_CPT SENJPT_SUPJLT SEN_CPT_SPR_SUPJLT NPR_NPR_NO NPR_NPR_NO NPR NPR NO NPR_NPR_NO MEl_CPTJLT MEl_CPTJLT MEl_CPTJLT MEl_CPTJLT MEl_CPTJLT MEl_CPTJLT MEl_CPTJLT MEl_CPTJLT JUN_OC_NO JUN_CPT_NOJLT SEN_WAC_IQ SEN_WAC SEN_WAC SEN_WAC SEN_TAC_WAC SEN_MF_WAC SENJLT_CAP SEN FLT CAP SENJLT_CAP SENJLT_CAP SENJLT SENJLT SENJIX NPR_NPR_NO NPR_NPR_NO NPR_NPR_NO NPR_NPR_ MEl WAC NO MEl_WAC_NO MEl_WAC_NQ MEl_WAC_NQ MEl_WAC MEl WAC MEl_WAC MEl_WAC MEl_WAC JUNJIX_CAP _NO JUN FIX CAP NO JUNJIX_CAP_NO JUNJIX_CAP_NQ JUNJIX_CAP _NQ JUNJIX_CAP _NO JUN FIX CAP NO SEN_SUP_NASJIX SEN_SUP_NASJIX SEN_SUPJIX SEN_SPR_NASJIX SEN_SPR_NASJIX SEN_SPRJIX



1,702,000 NA 5,1 07,289 NA 2,918,000 NA

336,244,000 NA 84,062,000 NA

140,102,000 NA NA NA NA NA

10,500,000 NA 7,200,000 NA 3,000,000 NA 3,ODO,000 NA 4,200,000 NA 3,000,000 NA 2,100,000 NA 1,800,000 NA 3,000,792 NA 1,800,000 NA

3823,853,069 NA 946,379,000 NA 948,589,000 NA 253,330,000 NA 62,827,000 NA

443,196,000 NA 227,273,000 NA 22X27POO NA

347,623,000 NA 34,762,000 NA

250,000,000 NA 382,385,000 NA 25,707,000 NA

NA NA NA NA


9,559,000 NA 14,340,000 NA

9,559,000 NA 9,560,000 NA 9,560,000 NA

76,476,069 NA 2,239,000 AAA 4,431,000 AAA 3,476,000 AAA

29,851,000 AAA 59,066,000 AAA

100,000,000 AAA

MOOdy SP

A3 A-NR NR Baa3 BBB Aaa AAA Aaa AAA Aaa NR NR NR NR Aaa Aa1 AA Aa1 AA-Aa1 A+ Aa3J"- A-A1 8BB A3 BBB-Baa3 BB+ NR NR Ba3 BB-(P)Aaa AAA (P)Aaa AAA (P)Aaa AAA (P)Aaa AAA (P)Aaa AAA (P)Aaa AAA NA AAA Aaa AAA NA AAA Aaa AAA Aaa AAA Aaa AAA (P)Aaa AAA NR NA NR NA NR NA NA NA NA NA 8BB-(P)Aa1 AA+ (P)Aa2 AA (P)Aa3 AA-(P)A1 A+ (P)A2 A NA BB+ NA BB NA BB-NA B+

NA 8 NA NA NA NA AAA NA NA NA NA

Fitch

NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA CCC CCC CCC B B CCC

.ql:l.~~~.~t Ra~!~9


C NR C Ba2f'Ca/*Caa3f"

NR NR NR NR C C C C C C

C C NR C Aaa Aaa Aaa A2 Aaa Aaa NA Aaa NA Aaa Aaa Aaa Aaa NR NR NR NA NA NA NA NA A3 Baa1 Baa2 Baa3 Ba1 NA NA NA NA NA NA NA NA NA NA NA NA NA

8-/"- 28-Jun-07 NR 28-Jun-07 CCC 28-Jun-07 8-1"'- 28-Jun-07 CCC 28-Jun-07 eee 28-Jun-07 NR 28-Jun-07 NR 28-Jun-07 NR 28-Jun-07 NR 28-Jun-07 CC 28-Jun-07 CC 28-Jun-07 o 28-Jun-07 o 28-Jun-07 o 28-Jun-07 o 28-Jun-07 D 28-Jun-07 o 28-Jun-07 NR 28-Jun-07 o 28-Jun-07 AAA 28-Jun-07 AAA 28-Jun-07 BBB+ 28-Jun-07 BB- 28-Jun-07 AAA 28-Jun-07 BBB+ 28-Jun-07 NR 28-Jun-07 AAA 28-Jun-07 AAA 28-Jun-07 AAA 28-Jun-07 BBB+ 28-Jun-07 BB+ 28-Jun-07 AAA 28-Jun-07 NA 28-Jun-07 NA 28-Jun-07 NA 28-Jun-07 NA 28-Jun-07 B- 28-Jun-07 8- 28-Jun-07 B- 28-Jun-07 CCC+ 28-Jun-07 8+ 28-Jun-07 8+ 28-Jun-07 B 28-Jun-07 B 28-Jun-07 B 28-Jun-07 CCC 28-Jun-07 CCC- 28-Jun-07 CCC- 28-Jun-07 ccc- 28-Jun-07 CCC- 28-Jun-07 CCC- 28-Jun-07 NR 28-Jun-07 CCC 29-Jun-07 eee 29-Jun-07 CCC 29-Jun-07 BBB-/"- 29-Jun-07 BBB/,,- 29-Jun-07 8+1*- 29-Jun-07


Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A

Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A

Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A

Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A

Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A Public 1 144A






Type

GS FCIC 000000155


9~.iginal .~.~~!~9 .ql:l.~~~.~t Ra~!~9


IGSR 2007-4F IGSR 2007-4F IGSR2007-4F IGSR 2007-4F IGSR 2007-4F IGSR 2007-4F IGSR 2007-4F IGSR 2007-4F IGSR 2007-4F I GSR 200;':4F I GSR 200;':4F jGSR,2.OJ7-4F jGSR,2.OJ7-4F jGSR.2.007-4F IGSR 2007-4F IGSR 2007-4F IGSR 2007-4F IGSR2007-4F IGSR2007-4F IGSR2CXi7,4F IGSR2CXi7,4F IGSR 2007-4F IGSR 2007-4F IGSR 2007-4F IGSR 2007-4F IGSR 2007-4F IGSR 2007-4F jGSR.2.OJ7-4F IGSR 2007-4F IGSR 2007-4F IGSMS 2007-GG10 IGSMS 2007GGiO IGSMS 2007-GG10 IGSMS2007-GGio IGSMS2007-GGio I GSMS 2007-.8G,1 0 I GSMS 2007.8G,1 0 IGSMS 2007-GG10 I GSMS 2007-,GG,1 0 IGSMS 2007-GG10 IGSMS 2007-GG10 I GSMS 200i 13131 0 I GSMS ioOi 13131 0 IGSMS 2007-GG10 I.8SMS,2007-G.810 IGSMS 2007-GG10 IGSMS 2007-GG10 IGSMS 2007-GG10 IGSMS 2007-GG10 IGSMS2007-GGio IGSMS 2007-GG10 I GSMS 2007.8G,1 0 I GSMS 2007-.8G,1 0 IGSMS 2007-GG10 IGSMS 2007-GG10 IGSMS 2007-GG10 IGSMS 2007-GG10 I GSMsioOi :131310 I STARM200;':S1

GSR0704F GSR0704F GSR0704F GSR0704F GSR0704F GSR0704F GSR0704F GSR0704F GSR0704F GSR0704F GSR0704F GSR0704F GSR0704F GSR0704F GSR0704F GSR0704F GSR0704F GSR0704F GSR0704F GSR0704F GSR0704F GSR0704F GSR0704F GSR0704F GSR0704F GSR0704F GSR0704F GSR0704F GSR0704F GSR0704F G8207G10 G8207G10 G8207G10 G8207G10 G8207G10 G8207G10 G8207G10 G8207G10 G8207G10 G8207G10 G8207G10 G8207G10 G8207G10 G8207G10 G8207G10 G8207G10 G8207G10 G8207G10 G8207G10 G8207G10 G8207G10 G8207G10 G8207G10 G8207G10 G8207G10 G8207G10 G8207G10 G8207G10 STR07S01

1A1 2A1 2A2

3A3 3A4 3A5 3A8 3A9 5A1 6A1 7A1

86 81 B2 B3 M1 X

AA8 A1A A2 A1 RESIDUAL

H

K B e o

o

362669AA1 362669AB9 362669Ae7 362669A05 362669AE3 362669AFO 362669AG8 362669BM4 362669AL7 362669AM5 362669AN3 362669AP8 362669BJ1 362669BK8 362669AU7 362669AV5 362669AW3 362669AX1 362669AY9 362669BF9 362669BH5 362669Be6 362669B04 362669BE2 362669BAO 362669BB8 362669BG7 362669AZ6 36246LAP6 36246LAe5 36246LAE1 36246LAH4 36246LAG6 36246LA03 36246LAF8 36246LAB7 36246LAA9 G82UG02VO 36246LBU4 36246LBTl 36246LASO 36246LAT8 36246LAU5 36246LAV3 36246LAJO 36246LAK7 36246LAL5 36246LAM3 36246LAN1 36246LAW1 36246LAX9 36246LAY7 36246LAZ4 36246LBA8 36246LBB6 36246LBe4 855541AA6

SENJIX SENJIX SENJIX SENJIX SENJIX SENJIX SEN FIX SENJIX SENJIX SENJIX SENJIX SENJIX SENJIX SENJIX SENJIX SENJIX SENJIX SEN~ePT~XRSJO

SEN~ePT~NTL~IO~WAe~IO

NPR~NPR~NO

NPR~NPR~NO

JUN~WAe~NO

JUN~WAe~NO

JUN~WAC~NO

JUN~WAC

JUN WAe JUN~WAe

JUN~WAC

SEN~WAC~IO~NO

SEN~WAC

SEN~WAe

SEN~WAe

SEN~WAe

SEN~TAC~WAC

SEN~MF~WAC SEN FIX eAP SENJIX NPR~NPR~

NPR~NPR

NPR_NPR MEZ WAe NO MEZ~WAe~NO

MEZ~WAe~NO MEZ_WAC_NO MEZ_WAC MEZ WAe MEZ_WAe MEZ_WAC MEZ_WAC JUNJIX~CAP ~NO

JUN FIX eAP NO JUNJIX_eAP_NO JUNJIX_CAP_NO JUNJIX_CAP _NO JUNJIX_CAP _NO JUNJIX_eAP_NO SEN~WAe



77,646,000 AAA 77,646,000 AAA 27,634,000 AAA

160,449,000 AAA 112,720,000 AAA 120,887,000 AAA

8,167,000 AAA 15,639,000 AAA

7,472,000 AAA 250,595,395 AAA 182,099,000 AAA 81,945,000 AAA

100,154,000 AAA 18,377,DOO AAA 45,000,000 AAA

8,510,000 AAA 12,891,000 AAA 45,244,000 AAA 19,503,000 AAA

90,993 AAA 245,320 AAA

NA NA

2,370,000 BB 1,185,000 B 1,975,747 NR

11,062,000 AA 5J35PQO A 2,766,000 BBB 1,190,000 AA+


514,000,000 AAA 725,300,000 AAA 75,000,000 AAA

NA NA NA

75,628,000 A-103,988,000 BBB+ 94,534,000 BBB 75,628,000 BBB-75,628,000 AA+ 94,535,000 AA 56,720,000 AA-56,721,000 A+ 75,628,000 A 37,814,000 BB+ 18,907,000 BB 28,360,000 BB-18,907,000 B+ 18,907,000 B 18,907,000 B-

141,802,702 NR 136,150,000 AAA

NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA (P)Aaa (P)Aaa (P)Aaa (P)Aaa (P)Aaa (P)Aaa (P)Aaa (P)Aaa (P)Aaa NA NR NR (P)A3 (P)Baa1 (P)Baa2 (P)Baa3 (P)Aa1 (P)Aa2 (P)Aa3 (P)A1 (P)A2 (P)Ba1 (P)Ba2 (P)Ba3 (P)B1 (P)B2 (P)B3 NR NA

SP Fitch MOOdy

AAA CCC AAA CCC AAA CCC AAA eee AAA cce

CCC CCC eee eee cce CCC

AAA CCC AAA CCC AAA eee AAA cce AAA CCC AAA CCC AAA eee AAA eee

cce CCC NA NA D D

NR NR NR C NR e NR e NR C AAA AAA AAA AAA AAA AAA AAA BBB AAA AAA AAA AAA AAA AAA AAA AAA AAA AAA NA NA NA NA NA NA A- B-BBB+ B-BBB B-BBB- B-AA+ BB AA BB AA- B A+ B

A B BB+ 8-BB B-BB- cce B+ eee B CCC B- CCC NR NR AAA BBB

NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA Aaa Aaa Aa2 Ba2 A2 Aaa Aa2 Aaa Aaa NA NR NR ea ea e C Ba3 B2 B3 Caa3

Ca C e e C C C NR NA

eee 29-Jun-07 CCC 29-Jun-07 CCC 29-Jun-07 eee 29-Jun-07 eee 29-Jun-07 eee 29-Jun-07 CCC 29-Jun-07 eee 29-Jun-07 eee 29-Jun-07 eee 29-Jun-07 eee 29-Jun-07 CCC 29-Jun-07 CCC 29-Jun-07 eee 29-Jun-07 eee 29-Jun-07 eee 29-Jun-07 CCC 29-Jun-07 eee 29-Jun-07 eee 29-Jun-07 eee 29-Jun-07 BBB-r- 29-Jun-07 NR 29-Jun-07 NR 29-Jun-07 NR 29-Jun-07 NR 29-Jun-07 NR 29-Jun-07 NR 29-Jun-07 NR 29-Jun-07 NR 29-Jun-07 NR 29-Jun-07 AAA 10-Jul-07 AAA 10-Jul-07 BBB- 10-Jul-07 8+ 10-Jul-07 B~ 10-Jul-07 AAA 10-Jul-07 BBB- 10-Jul-07 AAA 10-Jul-07 AAA 10-Jul-07 NA 10-Jul-07 NA 10-Jul-07 NA 10-Jul-07 B 10-Jul-07 B- 10-Jul-07 B- 10-Jul-07 B- 10-Jul-07 8+ 10-Jul-07 8+ 10-Jul-07 B 10-Jul-07 B 10-Jul-07 B 10-Jul-07 B- 10-Jul-07 B- 10-Jul-07 B- 10-Jul-07 B- 10-Jul-07 CCC+ 10-Jul-07 CCC 10-Jul-07 NR 10-Jul-07 BBr- 17-Jul-07


Public I 144A










Resi Resi Resi Resi CRE CRE eRE CRE CRE CRE CRE eRE CRE CRE CRE CRE eRE CRE CRE CRE CRE eRE CRE CRE CRE CRE eRE CRE CRE CRE CRE eRE Resi

Type

GS FCIC 000000156


9~.iginal .~.~~!~9

Bloomberg Deal Name

ISTARM 2007-S1 ISTARM 2007-S1 ISTARM200i~S1 1ST ARM 2007-S1 1ST ARM 2007-S1 1ST ARM 2007-S1 ISTARM 2007-S1 ISTARM 2007-S1 ISTARM 2007-S1 1ST ARM200isi 1ST ARM200isi

LST.A.R.M.2007,S1 ISTARM2007,S1 ISTARM2007,S1 ISTARM 2007-S1 1ST ARM 2007-S1 IGSM 2007-8 IGSAA2007-8 IGSAA2007-8 IGSAA2007,8 IGSAA2007,8 IGSM 2007-8 IGSM 2007-8 IGSM 2007-8 IGSM 2007-8 IGSM 2007-8 IGSM 2007-8 LGSAA2007-8 IGSM 2007-8 IGSM 2007-8 IGSM 2007-8 IGSAAi007-8 IGSM 2007-8 IIMSC2007-AR2 IIMSC2007-AR2 II MSC2007 ,AR2 II MSC2007 ,AR2 IIMSC 2007-AR2 IIMSC2007,AR2 IIMSC 2007-AR2 IIMSC 2007-AR2 IIMscioo7AR2 IIMscioo7AR2 IIMSC 2007-AR2 1.I.MSC)007-AR2 IIMSC 2007-AR2 IVVFMBS 2007-11 IVVFMBS 2007-11 IVVFMBS 2007-11 IWFMBS 200i~ii IVVFMBS 2007-11 IVVFMBS2007,11 IVVFMBS20D7,11 IVVFMBS 2007-11 IVVFMBS 2007-11 IVVFMBS 2007-11 IVVFMBS 2007-11 IVVFMBSiooj:i1 [VVFMBSiooj:i1

~Intex Deal

STR07S01 STR07S01 STR07S01 STRD7S01 STR07S01 STR07S01 STR07S01 STRD7S01 STRD7S01 STR07S01 STR07S01 STR07S01 STR07S01 STR07S01 STR07S01 STR07S01 GSAA0708 GSAA0708 GSAA0708 GSAA070B GSAA0708 GSAA0708 GSAA0708 GSAA0708 GSAA0708 GSAA0708 GSAA0708 GSAA0708 GSAA0708 GSAA070B GSAA0708 GSAA0708 GSAA0708 I MSC07A2 I MSC07A2 I MSC07A2 I MSC07A2 I MSC07A2 I MSC07A2 I MSC07A2 I MSC07A2 I MSC07A2 I MSC07A2 I MSC07A2 I MSC07A2 I MSC07A2 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011

2A2 3A2 4A2

B1 B2 B3 A1

M1 M2 M3 M4 M5 M6 X

B1

A68 A97 A13 ASS A15 A42 A57 A69 A70

855541AMO 855541AN8 855541AP3 855541AQ1 855541AB4 855541AC2 855541 ADO 855541AE8 855541AJ7 855541AK4 855541AL2 855541AF5 855541AG3 855541AH1 38144RM5 38144RAB3 38144RAC1 38144RAD9 38144RAP2 38144RAQO 38144RAR8 38144RAL 1 38144RAM9 38144RAE7 38144RAF4 38144RAG2 38144RAHO 38144RAJ6 38144RAK3 38144RAS6 38144RAN7 45670EAQ6 45670EAE3 45670EAD5 45670EM1 45670EAB9 45670EAC7 45670EAN3 45670EAJ2 45670EAK9 45670EAL7 45670EAFO 45670EAG8 45670EAH6 94985WED9 94985WCS8 94985WCT6 949S5WCU3 94985WCV1 94985WEA5 94985WAN1 94985WCG4 949S5WAQ4 94985WBTl 94985WCJ8 94985WCW9 94985WCX7

SEN_SUP _WAC SEN_SUP_WAC SEN_SUP_WAC SEN_SUP _WAC SEN_SPR_WAC SEN_SPR_WAC SEN SPR WAC SEN_SPR_WAC JUN_WAC_NQ JUN_WAC_NQ JUN_WAC_NQ JUN_WAC JUN_WAC JUN_WAC SENJLT SENJLT SENJLT SENJLT SENJIX_CAP_NO SENJIX_CAP_NO SENJIX_CAP_NO ME2JLT ME2JLT ME2JLT ME2JLT ME2 FLT ME2JLT ME2JLT ME2JLT JUN_OC_NO JUNJLT SEN_WACJO

SEN_SUPJLT SEN_SPRJLT SEN SPR FLT SEN_SPRJLT NPR_NPR_NO JUN_WAC_NO JUN_WAC_NO JUN WAC NO JUN_WAC JUN_WAC JUN_WAC SEN_XRS_PO SEN SUP FIX SEN_SUPJIX SEN_SUPJIX SEN_SUPJIX SEN_SUPJIX SEN SPR Z FIX CMP SEN_SPR_Z_FIX_CMP SEN_SPR_Z_FIX SEN_SPR_Z_FIX SEN_SPR_Z_FIX SEN_SPR_SUPJIX SEN_SPR_SUPJIX



50 AM 50 AM

2,150,000 AM 4,876,000 AM 3,079,000 AM 1,465,000 AM

80,525,000 AM 182,679,000 AAA 115,325,000 AM 54,885,000 AAA

1,789,000 NR 895,000 NR 895,902 NR

7,160,DOO NR 2,984,000 NR 1,790,000 NR

118,546,000 NA 89,339,000 NA 91,082,000 NA 33,219,000 NA

100 NA 100 NA 100 NA

1,440,000 NA 1,260,000 NA 6,658,000 NA 3,419,000 NA 2,519POO NA 2,158,000 NA 1,440,000 NA 1,440,000 NA 5,578,764 NA 1,800,000 NA

286,741,000 NA 100 NA

28,675,000 NA 144,457,000 NA 69,581,000 NA 44,028,000 NA

NA 5,242,369 NA 1,270,877 NA 3,813,234 NA

11,914,475 NA 6,354,386 NA 2,382,895 NA

20,185,589 AM 27,203,000 AM 29,358,000 AM

6,775,000 AM 74,400,000 AM 56,561,000 AAA

500,000 AAA 339,000 AAA

71,383,000 AM 32,060,000 AM 55,241,000 AM

1,956,000 AM 544,000 AM

MOOdy SP

NA AM NA AM NA AM NA AM NA AM NA NA NA NA NA NA NA B NA NR NA AA NA A NA BBB Aaa AAA Aaa AAA Aaa AAA Aaa AAA NR AM NR AM NR AM Baa1 BBB+ Baa2 BBB Aa1 AA+

Aa2 M Aa3 AA-A1 A+ A2 A A3 A-

NR NA Baa3 BBB-AaaJ'- AM Aaa AAA Aaal"Aaa Aaa Aaa NR Ba2 B2 NR Aa2J'- AA

A BBB NR NR NR NR

Aa1r- NR Aa1r- NR AaaJ'- NR AaaJ'- NR Aaal"- NR AaaJ*-AaaJ*-Aa1J*-Aa1J*-

Fitch

MA MA BBB BBB BBB BBB AM M AAA AAA NR NR NR NR NR NR NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA CCC CCC CCC CCC CCC CCC CCC CCC CCC CCC CCC CCC CCC

.ql:l.~~~.~t Ra~!~9


NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA Baa1rB2rB3rCal*NR NR NR C C C

C C C C C NR C Caa3/*WR Ca/"-Caa3/"-Caf*Cal*NR C C NR C C C B1r-Caa3/*Caa3/"Caa3f"

Caa3f"Caa3/*B1rB1rB1rBa2/'B1rB1rB1/'-

NR 17-Jul-07 NR 17-Jul-07 BBr- 17-Jul-07 BBr- 17-Jul-07 BBf'- 17-Jul-07 BBI"- 17-Jul-07 Ar- 17-Jul-07 BBr- 17-Jul-07 AAAr- 17-Jul-07 AAA/'- 17-Jul-07 o 17-Jul-07 D 17-Jul-07 NR 17-Jul-07 CCC 17-Jul-07 CC 17-Jul-07 CC 17-Jul-07 AMr- 3D-Jul-07 AMr- 3D-Jul-07 AAAr- 3D-Jul-07 AAA/'- 3D-Jul-07 NR 30-Jul-07 NR 3D-Jul-07 NR 3D-Jul-07 CCC 3D-Jul-07 CCC 3D-Jul-07 AAr- 30-Jul-07 Ar- 3D-Jul-07 BBBr- 3D-Jul-07 BBr- 3D-Jul-07 BJ*- 30-Jul-07 eee 30-Jul-07 NA 3D-Jul-07 o 3D-Jul-07 CCC 3D-Jul-07 NR 3D-Jul-07 D 3D-Jul-07 CCC 3D-Jul-07 CCC 3D-Jul-07 CCC 3D-Jul-07 NR 30-Jul-07 NR 30-Jul-07 NR 3D-Jul-07 NR 3D-Jul-07 o 3D-Jul-07 o 3D-Jul-07 D 3D-Jul-07 NR 3D-Jul-07 NR 3D-Jul-07 NR 3D-Jul-07 NR 30-Jul-07 NR 3D-Jul-07 NR 3D-Jul-07 NR 3D-Jul-07 NR 3D-Jul-07 NR 30-Jul-07 NR 3D-Jul-07 NR 3D-Jul-07 NR 3D-Jul-07 NR 3D-Jul-07


Public I 144A












Type

GS FCIC 000000157


Bloomberg Deal Name

IVVFMBS 2007-11 IVVFMBS 2007-11 IViiFMBS 200i~i1 IVVFMBS 2007-11 IVVFMBS 2007-11 IVVFMBS 2007-11 IVVFMBS 2007-11 IVVFMBS 2007-11 IVVFMBS 2007-11 IVVFMBSiboj~11 IVVFMBSiboj:11 LVVFM BS 2007-,1,1, LVVFM BS 2007-,1,1, LVVFM BS 2007-,1,1, IVVFMBS 2007-11 IVVFMBS 2007-11 IVVFMBS 2007-11 IViiFMBS 200i~i1 IViiFMBS 200i~i1 IVVFMBS2007,11 IVVFMBS20D7,11 IVVFMBS 2007-11 IVVFMBS 2007-11 IVVFMBS 2007-11 IVVFMBS 2007-11 IVVFMBS 2007-11 IVVFMBS 2007-11 LVVFM BS 2007-,1,1, IVVFMBS 2007-11 IVVFMBS 2007-11 IVVFMBS 2007-11 IViiFMBS 200i~i1 IVVFMBS 2007-11 IViiFMBS 200i~i1 IViiFMBS 200i~i1 IVVFMBS20D7,11 IVVFMBS20D7,11 IVVFMBS 2007-11 IVVFMBS2007,11 IVVFMBS 2007-11 IVVFMBS 2007-11 IVVFMBSiboj:11 IVVFMBSiboj:11 IVVFMBS 2007-11 I,VVFMBS 2007-,1,1, IVVFMBS 2007-11 IVVFMBS 2007-11 IVVFMBS 2007-11 IVVFMBS 2007-11 IViiFMBS 200i~i1 IVVFMBS 2007-11 IVVFMBS20D7,11 IVVFMBS2007,11 IVVFMBS 2007-11 IVVFMBS 2007-11 IVVFMBS 2007-11 IVVFMBS 2007-11 IVVFMBSiboj:11 [VVFMBSiboj:11

~Intex Deal

WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011

A54 A18 A40

A48 A49 A51 A6 A76 A8 A9 A36

A84 A87 A10 A52 A16 A38 A59 A60 A98 A91 A93 A78 A90 A14 A41 A56 A19 A20 A21

A28 A29 A3 A30 A31

94985WGF6 94985WAT8 94985WBR1 94985WGRO 94985WAB7 94985WBV2 94985WBWO 94985WBX8 94985WBY6 94985WBZ3 94985WGA7 94985WGG3 94985WAF8 94985WDDO 94985WAH4 94985WAJO 94985WBM2 94985WBU4 94985WGK5 94985WDE8 94985WDS7 94985WGY5 94985WDL2 94985WDMO 94985WDQ1 94985WAK7 94985WGD1 94985WAR2 94985WBP5 94985WGL3 94985WGM1 94985WEB3 94985WDU2 94985WDW8 94985WDF5 94985WDT5 94985WAP6 94985WBS9 94985WGH2 94985WAU5 94985WAV3 94985WAW1 94985WAX9 94985WAY7 94985WAZ4 94985WBA8 94985WBB6 94985WBG4 94985WBD2 94985WBED 94985WAG5 94985WBF7 94985WBG5 94985WBH3 94985WBJ9 94985WBK6 94985WBL4

SEN_SPR_SUPJIX SEN_SPR_PO_AD_GMP SEN_SPR_PO_AD_GMP SEN_SPR_PO

SEN_SPR_PO SEN_SPR_PAGJIX SEN_SPR_PAGJIX SEN SPR PAG FIX SEN_SPR_PAGJIX SEN_SPR_PAGJIX SEN_SPRYAGJIX SEN_SPRYAGJIX SEN_SPRYAGJIX SEN_SPR_PAGJIX SEN_SPR_PAGJIX SEN_SPR_PAGJIX SEN_SPR_PAGJIX SEN_SPR_NASJIX SEN_SPR_NASJIX SEN_SPR_NASJIX SEN_SPR_INV_AD_GMP SEN_SPR_INV_AD_GMP SEN_SPR_INV SEN_SPR_INV SEN_SPR_INV SEN_SPR_INV SEN SPR FLT AD GMP SEN_SPRJLT_AD_GMP SEN_SPRJLT SEN_SPRJLT SEN_SPRJLT SEN_SPRJLT SEN_SPRJLT SEN_SPRJlx_eMP SEN_SPRJIX_eMP SEN_SPRJIX_AD_GMP SEN SPR FIX AD eMP SEN_SPRJIX_AD SEN_SPRJIX_AD SEN_SPRJIX_AD SEN_SPRJIX SEN SPR FIX SEN_SPRJIX SEN_SPRJIX SEN_SPRJIX SEN_SPRJIX SEN SPR FIX SEN_SPRJIX SEN_SPRJIX SEN_SPRJIX SEN_SPRJIX SEN SPR FIX SEN_SPRJIX SEN_SPRJIX SEN_SPRJIX SEN_SPRJIX SEN_SPRJIX SEN_SPRJIX




100,000,000 AAA 236,827,000 AAA 236,827,000 AAA 236,827,000 AAA 236,827,000 AAA 236,827,000 AAA 236,827,000 AAA 43,559,DOO AAA

150,000,000 AAA 280,386,000 AAA 77,243,000 AAA 19,760,000 AAA

395,120,000 AAA

.~~~'~?~iOOO AAA 156,014,000 AAA 32,532,000 AAA 35,519,858 AAA 32,859,143 AAA 25,714,286 AAA 25,714,286 AAA 27,696,572 AAA

213J,19,142 AAA 195,192,000 AAA 166,179,428 AAA 197,154,857 AAA 154,285,714 AAA 154,285,714 AAA 50,000,000 AAA


238,724,000 AAA 1,000,000 AAA 1,000,000 AAA 1,000,000 AAA 1,000,000 AAA 1,000,000 AAA 1,000,000 AAA 1,000,000 AAA 1,000,000 AAA 1,000,000 AAA 1,000,000 AAA


39,276,000 AAA

9~.iginal .~.~~!~9

MOOdy

Aa1t"-AaaJ'- NR AaaJ'- NR AaaJ'- NR AaaJ'- NR Aaat"Aaal"AaaJ*AaaJ*AaaJ*Aaal"-AaaJ'- NR AaaJ'- NR AaaJ'- NR AaaJ'- NR Aaat"- NR

AaaJ'- NR AaaJ'- NR AaaJ'- NR AaaJ*-Aaat"-AaaJ*-AaaJ*-AaaJ*-AaaJ*-Aaat"- NR

AaaJ'- NR AaaJ'- NR AaaJ'- NR AaaJ*- NR Aaat"- NR AaaJ'- NR AaaJ'- NR AaaJ'- AM AaaJ'- NR Aaal"AaaJ*AaaJ*AaaJ*Aaal"Aaat"AaaJ*AaaJ*-AaaJ'- NR

NR NR NR NR NR NR

AaaJ'- NR AaaJ'- NR AaaJ'- NR AaaJ'- NR Aaal"- NR AaaJ*-AaaJ*-AaaJ*-AaaJ*-

BB BB B B GGe GGe GGe eee eee GGe GGe GGe eee eee GGe GGe GGe eee eee GGe BB BB B eee GGe B BB BB B B GGe GGe B BB BB BB BB eee GGe GGe B GGe eee eee GGe GGe eee eee GGe GGe GGe eee eee GGe GGe GGe eee eee

.ql:l.~~~.~t Ra~!~9


B1/"- NR 30-Jul-07 B1/,- NR 30-Jul-07 B1/,- NR 3D-Jul-07 B1/,- NR 3D-Jul-07 Ba2l'- NR 3D-Jul-07 B1/"- NR 30-Jul-07 B1/,- NR 3D-Jul-07 B1/,- NR 3D-Jul-07 B1/,- NR 3D-Jul-07 B1/,- NR 3D-Jul-07 B1/"- NR 30-Jul-07 B1/,- NR 30-Jul-07 B1/,- NR 3D-Jul-07 B1/,- NR 3D-Jul-07 B1/,- NR 3D-Jul-07 B1/"- NR 30-Jul-07 B1/,- NR 30-Jul-07 B1/,- NR 3D-Jul-07 B1/,- NR 3D-Jul-07 Ba2l'- NR 3D-Jul-07 B1/"- NR 30-Jul-07 B1/,- NR 30-Jul-07 B1/,- NR 3D-Jul-07 Ba2l'- NR 3D-Jul-07 B1/,- NR 3D-Jul-07 B1/"- NR 30-Jul-07 B1/,- NR 30-Jul-07 B1/,- NR 3D-Jul-07 B1/,- NR 3D-Jul-07 B1/'- NR 3D-Jul-07 Ba2l"- NR 30-Jul-07 B1/,- NR 3D-Jul-07 B1/,- NR 3D-Jul-07 B1/'- BBBI'- 3D-Jul-07 B1/,- NR 3D-Jul-07 B1/,- NR 3D-Jul-07 B1/,- NR 30-Jul-07 B1/,- NR 3D-Jul-07 B1/'- NR 3D-Jul-07 Ba2l"- NR 30-Jul-07 B1/"- NR 30-Jul-07 B1/,- NR 3D-Jul-07 B1/,- NR 3D-Jul-07 B1/'- NR 3D-Jul-07 B1/'- NR 3D-Jul-07 B1/,- NR 3D-Jul-07 B1/,- NR 3D-Jul-07 B1/,- NR 3D-Jul-07 B1/'- NR 3D-Jul-07 B1/"- NR 30-Jul-07 B1/,- NR 3D-Jul-07 B1/,- NR 3D-Jul-07 B1/,- NR 3D-Jul-07 B1/,- NR 3D-Jul-07 B1/"- NR 30-Jul-07 B1/,- NR 30-Jul-07 B1/,- NR 3D-Jul-07 B1/,- NR 3D-Jul-07 B1/'- NR 3D-Jul-07


Public I 144A











Type

GS FCIC 000000158


Bloomberg Deal Name

IVVFMBS 2007-11 IVVFMBS 2007-11 IViiFMBS 200i~i1 IVVFMBS 2007-11 IVVFMBS 2007-11 IVVFMBS 2007-11 IVVFMBS 2007-11 IVVFMBS 2007-11 IVVFMBS 2007-11 IVVFMBsiool~11 IVVFMBsiool:11 LVVFM BS 2007-.1.1. LVVFM BS 2007-.1.1. LVVFM BS 2007-.1.1. IVVFMBS 2007-11 IVVFMBS 2007-11 IVVFMBS 2007-11 IViiFMBS 200i~i1 IViiFMBS 200i~i1 IVVFMBS2007,11 IVVFMBS20D7,11 IVVFMBS 2007-11 IVVFMBS 2007-11 IVVFMBS 2007-11 IVVFMBS 2007-11 IVVFMBS 2007-11 IVVFMBS 2007-11 LVVFM BS 2007-.1.1. IVVFMBS 2007-11 IVVFMBS 2007-11 IVVFMBS 2007-11 IViiFMBS 200i~i1 IVVFMBS 2007-11 IViiFMBS 200i~i1 IViiFMBS 200i~i1 IGKKRE2007,1A IGKKRE2007,1A IGKKRE2007-1A IGKKRE2007,1A IGKKRE2007-1A IGKKRE2007-1A I GKKRE2007: 1 A I GKKRE2007: 1 A IGKKRE2007-1A

I.GKKRpOO7,1A IGKKRE2007-1A IGKKRE2007-1A IGKKRE2007-1A IGKKRE2007-1A IGKKRE200i~iA IGKKRE2007-1A IGKKRE2007,1A I HMEZZ 2007,1 A IHMEZZ 2007-1 A IHMEZZ 2007-1 A IHMEZZ 2007-1 A IHMEZZ 2007-1 A I HMEii iobl: 1A I HMEii iool: 1A

~Intex Deal

WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011 WFM07011

g.r.~rn~Q71 g.r.~rn~Q71 qramr071

g.r.~rn~Q71 gramr071 gramr071 gramr071 qramr071 gramr071

gran~rQ7.~ gramr071 gramr071 qramr071

gramr071 gramr071

gramr071 g.r.~rn~Q71 hm1071 hm1071 hm1071 hm1071 hm1071 hm1071 hm1071

A72 A73

A88 A92 A96 AR A50

A1 A82 AS6 A94 B4

B1

HFL

A3

94985WAE1 94985WeZ2 94985WDA6 94985WD84 94985WDe2 94985WDG3 94985WDH1 94985WDJ7 949S5WDNS 94985WDR9 94985WDVO 94985WDZ1 94985WEE7 94985we85 94985WAG6 94985WAL5 94985WASO 94985WBQ3 949S5weE9 94985WeN9 94985Wep4 94985WeQ2 94985WEC1 94985WAA9 94985WDK4 94985WDP3 94985WDX6 94985WEJ6 94985WEK3 94985WEL1 94985WEF4 94985WEG2 94985WEHO 38500XAAC 38500XA88 38500XAe6 38500XAD4 38500XAE2 38500XAF9 38500XAG7 38500XAH5 38500XAJ1 38500XAK8 38500XAL6 38500XAM4 38500XAN2 38500XAP7 38500U207 38500XAQ5 38500XAR3 41659XAA3 41659XAB1 41659XAe9 41659XAD7 41659XAE5 41659XAF2 41659XAGO

SEN_SPRJIX SEN_SPRJIX SEN_SPRJIX SEN_SPRJIX SEN_SPRJIX SEN_SPRJIX SEN SPR FIX SEN_SPRJIX SEN_SPRJIX SEN_SPRJIX SEN_SPRJIX SEN_SPRJIX SEN_RESJIX SEN_IO SEN_IO SEN_INV_IO SEN_INV_IO SENJNV_IO SEN_INV_IO SEN_INV_IO SEN_INV_IO SEN_INV_IO SEN_INV_IO SENJIX SENJIX SEN FIX SENJIX JUNJIX_NO JUNJIX_NO JUNJIX_NO JUNJIX JUNJIX JUNJIX SENJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZ FLT MEZJLT MEZJLT MEZJIX MEZJIX MEZ FIX MEZJIX JUN_SU8 JUNJIX JUNJIX SEN FLT SENJLT SENJLT MEZJLT MEZJLT MEZJLT MEZJLT



281,128,000 AAA 50,000,000 AAA 50,000,000 AAA

230,014,000 AAA 511,142,000 AAA 67,096,000 AAA


1502,869,DOO AAA 100 AAA

19,735,583 AAA 5,000,000 AAA

213,119,142 AAA 166,179,428 AAA

.~~?,.1.?4i857 AAA 195,192,000 AAA 154,285,714 AAA 154,285,714 AAA 154,285,714 AAA 50,000,000 AAA

750,000,000 AAA 809,430,000 AAA 186X75POO AAA

1559,430,000 AAA 7,910,000 88 3,955,000 8 7,909,687 NR

79,096,000 AA 23,729,000 A 15,819,000 BBB

704,000,000 AAA 121,000,000 AAA 116,600,000 AAA 29,500,000 AA 20,150,000 A+

4,400,000 A 4,950,000 A-2,950,000 BBB 2,000,000 BBB-9,350,000 888+

20,000,000 AA 3,500,000 A+ 2,000,000 BBB 5,150,000 BBB-

32,450,000 NA 13,750,000 88-

8,250,000 NA 137,500,000 AAA 50,000,000 AAA 52,500,000 AAA 35,000,000 AA 10,000,000 A+ 10,000,000 A 15,000,000 A-

9~.iginal .~.~~!~9

MOOdy

Aaal"-Aaal'- NR Aaal'- NR Aaal'- NR Aaal'- NR Aaat"Aaal"AaaJ*AaaJ*AaaJ*Aaal"-Aaal'- NR Aaal'- NR Aaal'- NR NR NR Aaat"- NR Aaal'- NR Aaal'- NR Aaal'- NR AaaJ*-Aaat"-AaaJ*-AaaJ*-AaaJ*-AaaJ*-Aaat"- NR Aaal'- NR Aaal'- NR Aaal'- NR NR NR NR NR NR NR NR NR NR NR NR NR Aaa Aaa Aaa Aa2 NR NR NR NR NR BBB-

888+ AA A+ BBB BBBNR

NR 88-NR eee-Aaa AAA Aaa AAA Aaa AAA Aa2 A1 A2 A3

8 eee B eee eee eee B eee eee eee 8 eee eee AAA eee eee BB B 8 8B eee eee eee 8 eee eee eee eee D D NR e e D A 88B BB B 8-eee eee eee ee eee B Beee ee NA ee NA A 8BB 8BB 8B BB BB BB

.ql:l.~~~.~t Ra~!~9


Ba2/'Baa31'Ba2/'Ba2/'Ba2/'Ba2/'Ba2/'B1/,B1/,-81/,-811'-81/,B1/,Ba3/'NR 81/,-81/,B1/,B1/,Ba2/'-811'-81/,B1/,B1/'-81/,Ba2/'-81/,B1/,Ba3/'NR NR NR NR NR NR Aaa Aaa A2 Ba1 NR NR NR NR NR NR Ba1 NR NR NR NR NR NR Aaa Aaa Aa3 A3 Baa2 Baa3 Baa3

NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR NR AAA AABBB BB+ B+ B+ B CCC+ eee BBB+ B+ CCC+ eee NR eeeeeeAAA AAA AAA AA A+ A A-

30-Jul-07 30-Jul-07 30-Jul-07 30-Jul-07 30-Jul-07 30-Jul-07 30-Jul-07 30-Jul-07 30-Jul-07 30-Jul-07 30-Jul-07 30-Jul-07 30-Jul-07 30-Jul-07 30-Jul-07 30-Jul-07 30-Jul-07 30-Jul-07 30-Jul-07 30-Jul-07 30-Jul-07 30-Jul-07 30-Jul-07 30-Jul-07 30-Jul-07 30-Jul-07 30-Jul-07 30-Jul-07 30-Jul-07 30-Jul-07 30-Jul-07 30-Jul-07 30-Jul-07 30-Jul-07 30-Jul-07 8-Aug-07 8-Aug-07 8-Au~-07

8-Aug-07 S-Aug-07 8-Aug-07 8-Aug-07 8-Au~-07

8-Aug-07 8-Au9,07 8-Aug-07 8-Aug-07 8-Aus:]-07 8-Aug-07 S-Aug-07

8-Aug-07 8-Aug-07 8-Au~-07

B-Aug-07 S-Aug-07 8-Aug-07 8-Aug-07 8-Aug-07 8-Aug-07


Public I 144A







Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A




Resi Resi Resi Resi Resl Resi Resi Resi Resi eoo eoo eoo eoo eoo eoo eoo eoo eoo eoo eoo eoo eoo eoo eoo eoo eoo eoo eoo eoo eoo eoo eoo eoo

Type

GS FCIC 000000159


Bloomberg Deal Name

IHMEZZ 2007-1 A IHMEZZ 2007-1 A IHMEZi2007~iA IHMEZZ 2007-1 A IHMEZZ 2007-1 A IHMEZZ 2007-1 A IWindermere XII IWindermere XII IWindermere XII r Winde'rmere' Xi i r Winde'rmere' Xi i 1.YY!n9.~r!T1ere X1.1 r.YY!n9.~r!T1ere XI.! 1.\IY)!1.9.~r!T1ere X1.1 IWindermere XII IWindermere XII IWindermere XII IWridermere X"I IWridermere xfl I MLMT2007,C1 I MLMT2007,C1 I MLMT 2007 -C1 I MLMT 2007-C1 I MLMT 2007 -C1 I MLMT 2007 -C1 I MLMT 2007 -C1 I MLMT 2007 -C1 jMLMP007-C1 I MLMT 2007 -C1 I MLMT 2007 -C1 I MLMT 2007 -C1 IMLMT 2007C1 I MLMT 2007-C1 IMLMT 2007 -C1 IMLMT 2007 -C1 I MLMT .2007,C1 I MLMT .2007,C1 I MLMT 2007-C1 I MLMT2007,C1 I MLMT 2007 -C1 I MLMT 2007 -C1 I MLMT2007ci I MLMT20b7ci I MLMT 2007 -C1 I.MLMP007-C1 I MLMT 2007 -C1 I JPMCC 2007-FL1A I JPMCC 2007-FL1A I JPMCC 2007-FL1A IjPMCC 2007 ~FL 1A IJPMCC 2007-FL1A I JPMCC200HL 1 A I JPMCC 200HL 1 A I JPMCC 2007-FL1A I JPMCC 2007-FL1A I JPMCC 2007-FL1A I JPMCC 2007-FL1A I JPMCC 2ooj~FL1 A I n~cc 2ooj:FL1 A

~Intex Deal

hml1071

hml1071 hml1071 hm1071 hm1071 hm1071 vvmdmr12 Vvindmr12 Vvindmr12 Vvindmr12 vvmdmr12 Vvindmr12 Vvindmr12 Vvindmr12 Vvindmr12 wmdmr12 Vvindmr12 Vvindmr12 Vvindmr12 MLT07C01 MLT07C01 MLT07C01 MLT07C01 MLT07C01 MLT07C01 MLT07C01 MLT07C01 MLT07C01 MLT07C01 MLT07C01 MLT07C01 MLT07C01 MLT07C01 MLT07C01 MLT07C01 MLT07C01 MLT07C01 MLT07C01 MLT07C01 MLT07C01 MLT07C01 MLT07C01 MLT07C01 MLT07C01 MLT07C01 MLT07C01 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1

H PREF

D

G 11 12 13 H

A2FL A3FL A1 R E F G H

N

Q

X2 X1 GRP02_A2 GRP06_A2 GRP23_A2 GRP25_A2 XR1 XR2 XR3 XR4 XR5 A1 RESIDUAL

41659XAK1 41659WAC1 41659WAA5 41659WA83 WIN3R8Z40 WINP041NO WIN010EDO WINN080LC WIN491ZFO WIN66CKMO WI NZJOB20 WINRSCHHO WINR2K8PO WIN9NX6JO WIND4ZU60 WIN9HA130 WI NCOAZHO 59025KBD3 59025KA88 59025KAC6 59025KAE2 59025KAD4 59025KAF9 59025KAM4 59025KAN2 59025KAAO MLTCLWRFO 59025KAS1 59025KAT9 59025KAU6 59025KAV4 59025KAH5 59025KAG7 59025KAJ1 59025KAK8 59025KAL6 59025KAR3 S9025KAW2 59025KAXC 59025KAY8 59025KAZ5 59025K8A9 59025KBB7 59025KBC5 46625YU76 46625YU50 JPCVPPQ60 JPCA19SGO JPC81R3CO JPCYKBGJO 46625YZ30 46625YZ55 46625YZ71 46625Y2AO 46625Y2C6 46625YT94 JPCQ769PO

MEZJLT JUN_SUB JUNJIX JUNJIX SEN_WAC_IO SENJLT NPR NPR MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT JUNJLT _NO_PP JUNJLT _NO_PP JUNJLT_NO_PP JUNJLT SEN_WACJO_NO SEN_WAC SEN_WAC SEN_WAC SEN_TAC_WAC SEN_MF_WAC SENJLT_NO SENJLT_NO SEN FIX NPR_NPR_ MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC MEZ_WAC MEZ_WAC MEZ_WAC MEZ WAC MEZJLT_NO JUN_WAC_NO JUN_WAC_NO JUNJIX_CAP _NO JUN FIX CAP NO JUNJIXJAP_NO JUNJIX_CAP_NO JUNJIX_CAP _NO SEN_WAC_IO_SPT SEN PAC 10 SEN_NO SEN_NO SEN_NO SEN_NO SEN FLT 10 SENJLT_IO SENJLT_IO SENJLT_IO SENJLT_IO SENJLT_CAP NPR_NPR_



25,000,000 BBB+ 20,000,000 BBB 21,250,000 BBB-61,250,000 NR 23,750,000 BB 38,750,000 B

300 NR 776,000,000 AAA

NA 317,400,000 AAA 126,600,000 AA 39,200,000 A 80,800,000 A 81,3DO,DOO BBB 38,700,000 BBB 30,000,000 NR 69,950,000 NR 20,000,000 NR 59,000,000 NR


1 294,430,000 AAA 200,000,000 AAA 130,000,000 AAA 57g41poO AAA

NA 45,565,000 A-50,628,000 BBB+ 40,502,000 BBB 40,502,000 BBB-

134,143,000 AAA 405,023,000 AAA 86,068,000 AA 40,502,000 AA-45,565,000 A

200,000,000 AAA 15,189,000 BB+ 15,188,000 BB 10,125,000 BB-10,126,000 B+ 10,126,000 B

5,062,000 B-60,754,260 NR

648,417,577 AAA 648,417,577 AAA 69,731,857 NA 48,1 00,000 NA 53,003,761 NA 48,1 00,000 NA

1648,417,577 NA 1648,417,577 NA 1648,417,577 NA 1648,417,577 NA 1648,417,577 NA

989,051,000 AAA NA

9~.iginal .~.~~!~9

MOOdy

Baa1 Baa2 BBB Baa3 BBB-NR NR Ba2 B8 82 NR Aaa NA NR NR NR AA NR A NR A NR BBB NR NR NR NR NR NR NR B8B NA NA NA NA NA NA NA AM NA AM NA AM NA NA NA A-NA BBB+ NA B8B NA B8B-NA AM NA AM NA NA NA NA NA NA NA NA NA B

BNR NA NA NA NA

NA NA NA NR NR NR NA NR NA NR NA (P)Aaa NA NA NA

B B NR B CCC NA NA NA NA NA NA NA NA NA NA NA NA NA AAA AAA AAA AAA AAA AAA AAA AAA AAA NA B-B-B-B-B8 AAA B8 B B-B8 B-B-B-BCCC CCC NR AAN'AAN'NA NA NA NA NA NA NA NA NA AAN'NA

.ql:l.~~~.~t Ra~!~9


Ba2 B1 B2 NR Caa1 Caa2 NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA Aaa WR NA NA NA NA NR NR NR NR NR Aaa NA

BBB+ BBB BSBNR BB B AM BSBNA B CCC CC CC CC CC NA NA NA CC AM AM A+ A+ A+ A+ AM A+ AM NA B B-BCCC+ BB BBB+ BBB+ B+ BB CCC CCCCCCCCCCCCCCCNR NA NA NA NA NA NA NA NA NA NA NA NA NA

8-Aug-07 8-Au9-07 8-Au9-07 8-Au9-07 8-Au9-07 8-Aug-07 10-Aug-07 10-Aug-07 10-Aug-07 10-Aug-07 10-Aug-07 10,Aug-D7 10,Aug-D7 10,Aug-D7 10-Aug-07 10-Aug-07 10-Aug-07 10-Aug-07 10-Aug-07 16-Au9,07

16-~~g~qT 16-Aug-07 16-Aug-07 16-Aug-07 16-Aug-07 16-Aug-07 16-Aug-07 16,Aug-D7 16-Aug-07 16-Aug-07 16-Aug-07 16-Aug-07 16-Aug-07 16-Aug-07 16-Aug-07 16-Au9,D7 16-Au9,07 16-Auq-07

16-Au9,07 16-Aug-07 16-Aug-07 16-Aug-07 16-Auq-07 16-Aug-07 16,Aug-D7 16-Aug-07 23-Aug-07 23-Aug-07 23-Aug-07 23-Aug-07 23-Aug-07 23-Au9,07 23-AuR,07 23-Aug-07 23-Aug-07 23-Aug-07 23-Aug-07 23-Aug-07 23-Aug-07


144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A

COO COO COO COO COO COO CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE

Type

GS FCIC 000000160


Bloomberg Deal Name

I JPMCC 2007-FL1A IJPMCC 2007-FL1A IjPMCC 2007 ~FL iii IJPMCC 2007-FL1A IJPMCC 2007-FL1A I JPMCC 2007-FL1A I JPMCC 2007-FL1A I JPMCC 2007-FL1A I JPMCC 2007-FL1A I JPMCC iboj:FL1 A I JPMCC iboj:FL1 A

jJPM.CC. 2007-.FL 1.A jJPM.CC. 2007-F.L 1.A jJPM.CP007-.FL 1.A I JPMCC 2007-FL1A I JPMCC 2007-FL1A I JPMCC 2007-FL1A IjPMCC 2007 ~FL1ii IjPMCC 2007 ~FL1ii I JPMCC 200HL 1 A I JPMCC200HL 1 A I JPMCC 2007-FL1A I JPMCC 2007-FL1A I JPMCC 2007-FL1A I JPMCC 2007-FL1A IJPMCC 2007-FL1A IJPMCC 2007-FL1A jJPM.CC. 2007-F.L 1.A IJPMCC 2007-FL1A I JPMCC 2007-FL1A I JPMCC 2007-FL1A IjPMCC 2007 ~FL iii I JPMCC 2007-FL1A IjPMCC 2007 ~FL1ii IjpMCC2007~FL1ii I JPMCC200HL 1 A I JPMCC200HL 1 A I JPMCC 2007-FL1A I JPMCC 200HL 1 A I JPMCC 2007-FL1A I JPMCC 2007-FL1A I JPMCC iboj:FL1 A I JPMCC iboj:FL1 A IJPMCC 2007-FL1A I.JPM.CP007-.FL 1.A I JPMCC 2007-FL1A I JPMCC 2007-FL1A I GSAMP 2007-HSBC1 I GSAMP 2007-HSBC1 IGSAMP 200iHSBC1 I GSAMP 2007-HSBC1 IGSAMP2D07-HSBC1 IGSAMP2D07-HSBC1 I GSAMP 2007-HSBC1 I GSAMP 2007-HSBC1 I GSAMP 2007-HSBC1 I GSAMP 2007-HSBC1 I GSAMP200'UjSBC1 I GSAMP200'UjSBC1

~Intex Deal

JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 JPC07FL 1 GSAOlHS1 GSAOlHS1 GSAOlHS1 GSAOlHS1 GSAOlHS1 GSAOlHS1 GSAOlHS1 GSAOlHS1 GSAOlHS1 GSAOlHS1 GSAOlHS1 GSAOlHS1

B C o

RS1 RS2 RS3 RS4 RS5 RS6 RS7 GRP01_SUB GRP02_B GRP02_C GRP03_SUB GRP04_SUB GRP05_SUB GRP06_SUB GRP07_SUB GRP08_SUB GRP09 SUB GRP10_SUB GRP11_SUB GRP12_SUB GRP13_SUB GRP14_SUB GRP15_SUB GRP16_SUB GRP17_SUB GRP18_SUB GRP19 SUB GRP20_SUB GRP21_SUB GRP22_SUB GRP23_B GRP23 C GRP24_SUB GRP2S_SUB GRP26_SUB L R

A1

M3 M4 M5 M6 M7

46625YU92 46625YV34 46625YV59 46625YV75 46625YV91 46625YW33 46625YW58 46625YVV74 46625YW90 46625YX57 46625YX73 46625YX99 4662SYY31 46625YY56 46625YY72 46625YY98 JPC1A03VO JPCTFJTJ1 JPCXFOJ60 JPC9B3Z0C JPC2VV53Q0 JPCW72PY1 JPCVVUD80 JPCOE1C70 JPC9QMREO JPCMANJCO JPCV1Z91° JPCXWJOD1 JPCMHOCAO JPC66AIDO JPCGUC280 JPC4R2PNO JPC1EUWZO JPC7SA3YO JPCSCM7XO JPCXKSZ91 JPCFY3GOO JPCIHHRZO JPC7F60HO JPCQ3FLMO JPCSXJ30D JPCTOZEUO JPCWWLATO JPCQ6M8PO 46625YX32 362429AL6 362429AM4 362429AN2 362429AAD 362429AP7 362429AB8 362429AC6 362429AD4 362429AE2 362429AF9 362429AG7 362429AH5

NPR_NPR_NO MEZJLT_CAP MEZJLT_CAP MEZJLT_CAP MEZJLT_CAP MEZJLT_CAP MEZJLT_CAP MEZJLT_CAP MEZ FLT CAP MEZJLT_CAP MEZJLT_CAP MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT JUN_NO JUN_NO JUN_NO JUN_NO JUN_NO JUN_NO JUN_NO JUN_NO JUN_NO JUN NO JUN_NO JUN_NO JUN_NO JUN_NO JUN_NO JUN_NO JUN_NO JUN_NO JUN_NO JUN NO JUN_NO JUN_NO JUN_NO JUN_NO JUN NO JUN_NO JUN_NO JUN_NO JUNJLT_CAP SEN RES SEN_RES SEN_RES SENJLT NPR_NPR_NO MEZ FLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT MEZJLT



NA 243,141,000 AAA 57,695,000 AA+ 41,210,000 AA 39,150,000 AA-47,392,000 A+ 32,968,000 A 32,969,000 A-45,331,000 BBB+ 41,211,000 BBB 37,089,000 BBB-22,644,000 AA-24,326,000 A+ 29,529,DOO A 21,114,000 A-29,223,000 BBB+ 25,091,000 BBB 14,399,805 BBB-59,000,000 NA

?/?~1i468 NA 246,007,598 NA 248,942,246 NA 155,600,000 NA 30,000,000 NA 32,500,000 NA 36,670,000 NA 34,000,000 NA 34g00poO NA 20,000,000 NA 31,500,000 NA 28,000,000 NA 15,000,000 NA 28,930,924 NA 48,900,000 NA 18,500,000 NA 14,000,000 NA

7,300,000 NA 14,000,000 NA

8,500,000 NA 11,500,000 NA

9,500,000 NA 4,318,532 NA

186,992,402 NA 53,157,754 NA 32,500,000 NA

7,269,076 NA 41,210,577 BBB-

50 NA 100 NA

50 NA 522,538,000 NA

NA 6,361,000 NA

12,403,000 NA 1 2,722,000 NA 11,449,000 NA 11,132,000 NA

9,859,000 NA 6,679,000 NA

9~.iginal .~.~~!~9

MOOdy

NR (P)Aaa (P)Aa1 (P)Aa2 NA (P)Aa3 NA (P)A1 NA (P)A2 NA (P)A3 NA (P)Baa1 NA (P)Baa2 NA (P)Baa3 NA (P)Aa3 NA (P)A1 NA (P)A2 NA (P)A3 NA (P)Baa1 NA (P)Baa2 NA (P)Baa3 NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA

NA NA NA AAA AAA AM

AaaJ'- AAA NR NA Aa31*- AA+ A1/'- AA+ A2f"- AA+ A3 Baa1 Baa2 Baa3

N'A-/'B8/'BI'B-/'CCC/'CC/'CC/'CI'C/'C/'C/'C/'C/'C/'NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA C/'NA NA NA NA NA NA NA NA NA NA NA NA

.ql:l.~~~.~t Ra~!~9


NR Aa2 Aa3 A1 A2 Baa2 Baa3 Ba2 B1 B3 Caa1 Caa1 Caa2 Caa3 Ca Ca Ca Ca NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA Caa2 NR NR NR Aa3 NR Baa2/,Ba1/,Ba2f'Ba3/'B1/,B3/'Caa2f"-

NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NR NR NR AAA NA AA A BBB BB CCC CCC CCC

23-Aug-07 23-Aug-07 23-Aug-07 23-Au9-07 23-Aug-07 23-Aug-07 23-Aug-07 23-Aug-07 23-Auq-07 23-Aug-07 23-Aug-07 23,Aug-D7 23,Aug-D7 23,Aug-D7 23-Aug-07 23-Aug-07 23-Aug-07 23-Aug-07 23-Au9-07 23-Aug,07

23-~~g~W. 23-Aug-07 23-Aug-07 23-Aug-07 23-Aug-07 23-Aug-07 23-Aug-07 23,Aug-D7 23-Aug-07 23-Aug-07 23-Aug-07 23-Aug-07 23-Aug-07 23-Aug-07 23-Aug-07 23-Aug,D7 23-Aug,07 23-Auq-07 23-Aug,07 23-Aug-07 23-Aug-07 23-Aug-07 23-Auq-07 23-Aug-07 23,Aug-D7 23-Aug-07 23-Aug-07 3D-Auq-07 30-Aug-07 30-Aug-07 3D-Aug-07 3D-Aug,07 3D-AuR,07 30-Aug-07 30-Aug-07 30-Aug-07 3D-Aug-07 3D-Au9-07 30-Aug-07


144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A

CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi

Type

GS FCIC 000000161


9~.iginal .~.~~!~9

Bloomberg Deal Name

I GSAMP 2oo7-HSBC1 I GSAMP 2007-HSBC1 IGSAMP 200"iHSBCi I GSAMP 2007-HSBC1-N I GSAMP 2007-HSBC1-N I GSAMP 2oo7-HSBC1-N IGSMSC 2007-NIM4 IGSMSC 2007-NIM4 IGSMSC 2007-NIM4 IGSMSciooiNiM4 IGSMSciooiNiM4 jGSM.S.C 2007,.N.I.M4 ISTA.R.M.2007,4 ISTARM2007,4 ISTARM 2007-4 1ST ARM 2007-4 ISTARM 2007-4 ISi-ARM200i~4 lSi-ARM 200i4 1ST ARM 2007,4 I STAR M2007 ,4 ISTARM 2007-4 ISTARM 2007-4 ISTARM 2007-4 ISTARM 2007-4 1ST ARM 2007-4 ISTARM 2007-4 ISTA.R.M2007:4. 1ST ARM 2007-4 ISTARM 2007-4 1ST ARM 2007-4 IGSAA2007-NIM6 IGSM 2007-NIM6 IGSAAi007-9 IGSAA2007-9 IGSAA2007,9 IGSAA2007,9 IGSM 2007-9 IGSAA2007,9 IGSM 2007-9 IGSM 2007-9 IGSAA20oi:g IGSAA20oi:g IGSM 2007-9 I.GSAA2007-9 IGSM 2007-9 IGSM 2007-9 IGSM 2007-9 IGSM 2007-9 IGSR2007-0Ai IGSR 2007-0A2 IGSR2CXi7,QA2 IGSR2CXi7,QA2 IGSR 2007-0A2 IGSR 2007-0A2 IGSR 2007-0A2 IGSR 2007-0A2 IGSR20070ii2 [GSR20070iii

~Intex Deal

GSAOlHS1 GSAOlHS1 GSAOlHS1 GSNOlHS1 GSNOlHS1 GSNOlHS1 GSMN07N4 GSMN07N4 GSMN07N4 GSMN07N4 GSMN07N4 GSMN07N4 STR07004 STR07004 STR07004 STR07004 STR07004 STR07004 STR07004 STR07004 STR07004 STR07004 STR07004 STR07004 STR07004 STR07004 STR07004 STR07004 STR07004 STR07004 STR07004 GSAN07N6 GSAN07N6 GSAA0709 GSAA0709 GSAA0709 GSAA0709 GSAA0709 GSAA0709 GSAA0709 GSAA0709 GSAA0709 GSAA0709 GSAA0709 GSAA0709 GSAA0709 GSAA0709 GSAA0709 GSAA0709 GSR070A2 GSR070A2 GSR070A2 GSR070A2 GSR070A2 GSR070A2 GSR070A2 GSR070A2 GSR070A2 GSR070A2

M9 N1 N2 OS N1 SVS N2 OS N3 N4 R

2A3 3A2 4A2 1A1

B5 B6 B1 B2 B3 M NOTES OTC APO AIO A1B A2B A3B A1A A2A

B1

2X R RC A2 1A1 2A1 B6 B7 B8

362429AK8 3622NBAA6 3622NBAC2 3622NB108 3622NGAA5 GSM1MJG70 3622NGAB3 3622NF208 3622NFAA7 3622NFAB5 78473WAPB 78473WAQ6 78473WAB9 78473WAU7 78473WAG8 78473WAJ2 78473WAA1 78473WAC7 78473WAE3 78473WAFO 78473WAH6 78473WAD5 78473WAR4 78473WAS2 78473WATO 78473WAL7 78473WAM5 78473WAN3 78473WAK9 3622EFAA7 GSA746QWO 3622EEAN2 3622EEAP7 3622EEAB8 3622EEAD4 3622EEAF9 3622EEAAO 3622EEAC6 3622EEAE2 3622EEAR3 3622EEAQ5 3622EEAG7 3622EEAH5 3622EEAJ1 3622EEAK8 3622EEAL6 3622EEAM4 3622NCAD8 3622NCAE6 3622NCALO 3622NCAM8 3622NCACO 3622NCAA4 3622NCAB2 3622NCAN6 3622NCAP1 3622NCAQ9

JUNJLT SENJIX_NIM_PP SENJIX_NIM]P JUN_RES_NO SENJIX_NIM_PP NPR_NPR_NO MEZ FIX NIM PP JUN_RES_NO JUNJIX_NIM_PP JUNJIX_NIM_PP SEN_WAC SEN_WAC SEN_SUP_WAC SEN_SUP _WAC SEN_SUP _WAC SEN_SUP _WAC SEN_SPR_WAC SEN_SPR_WAC SEN_SPR_WAC SEN_SPR_WAC SEN_SPR_WAC SEN_IO JUN_WAC_NO JUN_WAC_NO JUN_WAC_NO JUN WAC JUN_WAC JUN_WAC JUN_WAC SENJIX NPR_NPR_NO SEN_XRS_PO SEN_WACJO SEN_SUPJIX SEN_SUPJIX SEN SUP FIX SEN_SPRJIX SEN_SPRJIX SEN_SPRJIX SENJIX SEN FIX JUN_WAC JUN_WAC JUN_WAC JUN_WAC JUN WAC JUN_WAC SEN_WAC_IO SEN_WAC_IO SEN_WAC SEN WAC SEN_SUP_CPT_WAC SEN_SPR_WAC SEN_SPR_WAC JUN_WAC_NO JUN_WAC_NO JUN_WAC_NO



7,633,000 NA 28,992,702 NA

6,360,000 NA 5,1 00,000 NA

870,000 NA 1,000 NA

16,331,000 NA 1 NA

4,437,000 NA 100 NA

4,435,000 NA 2,385,000 NA

100 AAA 100 AAA

1,341,000 AAA 11,636,000 AM 26,702,000 AM

6,965,000 AAA 19,656,000 AAA

??'~~~iOOO AAA 95,418,000 AAA

391,616,000 AM 102,139,000 AAA 95,418,000 AAA

4,275,000 BB 1,166,000 B 3,109,952 NR 4,431POO AA 6,996,000 A 2,721 ,000 BBB

23,942,000 AA+ 5,932,000 NA

834,792,747 NA 1,120,302 AAA 3,890,509 AAA

12,842,000 AAA 10,128,000 AAA

4,181,000 AAA 188,341,000 AAA 148,538,000 AM 61,312,000 AM

100 NA 100 NA

10,662,000 AA 5,898,000 A 2,495,000 BBB 2,949,000 BB 2,495,000 B 2,722,759 NR

NA NA

100 NA 100 NA

72,931,000 NA 186,326,000 NA 105,399,000 NA

9,312,000 NA 2,328,000 NA 8,466,029 NA

MOOdy SP

Ba1 A+ NR NA Ba2 A A2 NA Baa3 NA NA NA NA NA NA NA NA B NR AM NR AM Aaa AAA Aaa AAA Aaa AAA Aaa AAA Aaa AAA Aaa

Aaa

Aaa Aaa Aaa NR NR BB-NR NR NR AA+ NR A+ NR A-NR AA+ A2 NA NA NA NA AM NA AM NA NA NA NA NA NA AAA NA AM NA AM NA AA

A BBB BB B NR AAA

Aaa AAA NR AM NR AAA Aaa AAA Aaa AAA Aaa

8a2/"-B2r-NR

Fitch

NA NA NA NA NA NA NA NA NA NA NA MA MA CCC CCC CCC CCC CCC CCC CCC BB BBB CCC o o NR C C C C NA NA C CC C C C CC CC CC NA NA C C o o o NR NA NA NA NA NA NA NA NA NA NA

.ql:l.~~~.~t Ra~!~9


c eee 30-Aug-D7 NR NA 30-Aug-07 C CC 30-Aug-07 WR NA 12-Sep-07 WR NA 12-Sep-07 NA NA 12-Sep-D7 NA NR 21-Sep-07 NA NA 21-Sep-07 NA NR 21-Sep-07 NA NA 21-Sep-07 NA CC 21-Sep-D7 NA CC 21,Sep-07 NR N R 24,Sep-07 NR N R 24,Sep-07 Ca/'- CCC 24-Sep-07 Caf"- eee 24-Sep-D7

Car- CCC 24-Sep-07 Car- CCC 24-Sep-07 B3/'- B-r- 24-Sep-07 B3/'- Br- 24-Sep,07 83/"- Bt"- 24-~~p'~qT

B3/'- B+r- 24-Sep-07 B2/'- BB+r- 24-Sep-07 B3/'- Br- 24-Sep-07 NR 0 24-Sep-07 NR 0 24-Sep-D7 NR NR 24-Sep-07 NR CCC 24,Sep-07 NR CC 24-Sep-07 NR CC 24-Sep-07 NR eee 24-Sep-D7 WR NA 25-Sep-07 NA NA 25-Sep-07 NA CCC 28-Sep-07 NA B-1' - 28-Sep-07 NA CCC 28-Sep,D7 NA CCC 28-Sep,07 NA CCC 2B-Sep-07 NA B-1' - 28-Sep,07 NA 8-/"- 2B-Sep-D7 NA eee 28-Sep-D7 NA N R 2B-Sep-07 NA N R 2B-Sep-07 NA CCC 28-Sep-07 NA CC 28,Sep-07 NA 0 28-Sep-07 NA 0 2B-Sep-07 NA 0 2B-Sep-07 NA N R 28-Sep-07 Caf"- eee 29-0ct-07 Car- CCC 29-0cl-07 NR NR 29-0cl-07 NR NR 29-0cl-07 Ca/'- CCC 29-0ct-07 83/"- eee 29-0ct-07 B3/'- CCC 29-0cl-07 C NR 29-0cl-07 C NR 29-0cl-07 NR NR 29-0ct-07


Public I 144A

Public /144A Public /144A 144A 144A 144A 144A 144A 144A 144A 144A 144A Public /144A Public I 144A Public I 144A Public I 144A

Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A


Type

GS FCIC 000000162


9~.iginal .~.~~!~9

Bloomberg Deal Name

IGSR 2007-0A2 IGSR 2007-0A2 IGSR2007-0Ai IGSR 2007-0A2 IGSR 2007-0A2 I GCCFC 2007-GG11 I GCCFC 2007-GG11 I GCCFC 2007-GG11 I GCCFC 2007-GG11 IGcCFC200iGG11 IGcCFC200iGG11 LGCCFC2007,GG11 LGccFp007,GG11 LGCCFC.2007,GG1.1 I GCCFC 2007-GG11 I GCCFC 2007-GG11 I GCCFC 2007-GG11 IGcCFC 2007131311 IGcCFC 2007 ~GG11 I GCCFC 2007-GG11 I GCCFC 2007-GG11 I GCCFC 2007-GG11 I GCCFC 2007-GG11 I GCCFC 2007-GG11 I GCCFC 2007-GG11 IGCCFC 2007-GG11 IGCCFC 2007-GG11 LGccFp007,GG11 IGCCFC 2007-GG11 I GCCFC 2007-GG11 I GCCFC 2007-GG11 IGcCFC 2007GG1i I GCCFC 2007-GG11 IGcCFC 2007 ~GG1i IGSAAio07-io IGSAA2007,1O IGSAA2007,1Q IGSAA 2007-10 IGSAA2007,10 IGSAA 2007-10 IGSAA 2007-10 I GSiiA i007: 10 I GSiiA i007: 10 IGSAA 2007-10 I.GSAA.2007-10 IGSAA 2007-10 IGSAA 2007-10 IGSAA 2007-10 I MLCFC 2007-9 IMLCFC2ooi-9 I MLCFC 2007-9 I MLCFC. 2007,9 I MLCFC. 2007,9 I MLCFC 2007-9 I MLCFC 2007-9 I MLCFC 2007-9 I MLCFC 2007-9 I MLCFC 2007:9 I MLCFC 2007:9

~Intex Deal

GSR070A2 GSR070A2 GSR070A2 GSR070A2 GSR070A2 GCC07G11 GCC07G11 GCC07G11 GCC07G11 GCC07G11 GCC07G11 GCC07G11 GCC07G11 GCC07G11 GCC07G11 GCC07G11 GCC07G11 GCC07G11 GCC07G11 GCC07G11 GCC07G11 GCC07G11 GCC07G11 GCC07G11 GCC07G11 GCC07G11 GCC07G11 GCC07G11 GCC07G11 GCC07G11 GCC07G11 GCC07G11 GCC07G11 GCC07G11 GSAA0710 GSAA0710 GSAA0710 GSAA0710 GSAA0710 GSAA0710 GSAA0710 GSAA071° GSAA0710 GSAA0710 GSAA0710 GSAA0710 GSAA071° GSAA0710 MLCF0709 MLCF0709 MLCF0709 MLCF0709 MLCF0709 MLCF0709 MLCF0709 MLCF0709 MLCF0709 MLCF0709 MLCF0709

B3 B4 B5

RI RII RESIDUAL G

M N o P Q

S APO

B5 B6 B1

XP AJA AMA A1A AJ

3622NCAH9 3622NCAJ5 3622NCAK2 20173V8P4 20173VAH3 20173VAD2 20173V8M1 20173VAF7 20173VAA8 20173VA86 20173VAC4 20173VAEO 20173VAG5 20173V8RO 20173V8T6 GCCY1JW90 20173VAP5 20173VAR1 20173VAT7 20173VAV2 20173VAJ9 20173VAK6 20173VAL4 20173VAM2 20173VANO 20173VAX8 20173VAZ3 20173V88S 20173V8D1 20173V8F6 20173V8H2 20173V8K5 3622NDAH7 3622NDAJ3 3622NDABO 3622NDAD6 3622NDAA2 3622NDAC8 3622NDAN4 3622NDAP9 3622NDAKO 3622NDAL8 3622NDAM6 3622NDAE4 3622NDAF1 3622NDAG9 60688C8J4 60688CAD8 60688CAR7 60688CAK2 60688CAH9 60688CAF3 60688CAJ5 60688CAG1 60688CAA4 60688CA82 60688CACO

JUN_WAC JUN_WAC JUN_WAC SEN_WAC_IO_SPT_NO SEN_WAC SEN_TACJIX_CAP SEN PAC 10 SEN_MFJIXJAP SENJIX_CAP SENJIX_CAP SENJIX_CAP SENJIX_CAP SENJIX_CAP NPR_NPR_NO NPR_NPR_NO NPR_NPR_ MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC_NO MEZ_WAG_NO MEZ_WAC MEZ_WAC MEZ_WAC MEZ_WAC MEZ_WAG JUN FIX CAP NO JUNJIX_CAP_NO JUNJIX_GAP_NO JUNJIX_CAP _NO JUNJIX_CAP _NO JUNJIX_CAP _NO JUNJIX_CAP_NO SEN_XRS_PO SEN_WACJO SEN_SUPJIX SEN SUP FIX SEN_SPRJIX SEN_SPRJIX SEN_NOJIX SEN_NOJIX JUN WAC NO JUN_WAC_NO JUN_WAC_NO JUN_WAC JUN_WAC JUN WAC SEN_WAC_IO_SPT_NO SEN_TACJIX SEN_PAC_IO SEN_MFJIX_CAP SEN MF FIX CAP SEN_MFJIX SENJIX_CAP SENJIX_CAP SENJIX SENJIX SENJIX



9,736,000 NA 8,677,000 NA 5,291,000 NA 8,677,000 NA 6,138,000 NA

2687,257,031 AAA 211,622,000 AAA 47,000,000 AAA

2622,092,000 AAA 249,774,000 AAA 46,000,000 AAA

505,344,000 AAA 37,355,000 AAA

995,6D6,DOO AAA 268,726,000 AAA

NA NA NA

33,591,000 A

??/!~.~iOOO BBB+ 26,873,000 888 36,950,000 888-20,154,000 AA+ 26,873,000 AA 20,154,000 AA-33,591,000 A+ 13,436,000 A

6X18POO 88+ 10,077,000 88 10,077,000 88-

6,718,000 B+ 3,359,000 8 6,719,000 8-

47,027,031 NR 499,777 AAA

6,838,068 AAA 3,380,000 AAA 8,668,000 AAA

40,846,000 AAA 104,746,000 AAA

100 AAA 100 AAA

1,277,000 88 1,106,000 8 1,277,338 NR 4,852,000 AA 2,554,000 A 1,021,000 888

809,835,146 AAA 90,394,000 AAA

2731,353,000 AAA 56,792,000 AAA 70,991,000 AAA

496,931,000 AAA 167,994,000 AAA 209,993,000 AAA 55,677,000 AAA

258,109,000 AAA 134,799,000 AAA

MOOdy SP

Aa1t"- AA+ Aa2l'- AA Aa3/'- AA A2/"- A+ Baa1J*- BBB NA NA NA NA NA NA NA AM NA AAA NA AM NA AM NA NR NA NR NA NA NA A-NA BBB+ NA 888 NA BBB-NA AA+ NA AA NA AA-NA A+ NA A NA BB+ NA BB NA BB-NA 8+ NA B NA B-NA NR NA AM NA NA NA NA NA NA AM NA AM NA BB NA B

NR AA A BBB AM AM

NA AM NA AAA NA AAA NA AM NA AM NA NA NA NA

Fitch

NA NA NA NA NA AAA AA AAA AAA AAA AAA AAA AAA AAA AAA NA NA NA 8B 8B 8 8-AA A A 88B 888-8-8-8-8-8-8-NR C CC C C CC CC PIF PIF D o NR C C D AAA AAA AAA A AAA AAA A AAA AAA AAA AAA

.ql:l.~~~.~t Ra~!~9


c eee 29-0ct -07 G GC 29-0ct-07 C CC 29-0ct-07 C D 29-0ct-07 C 0 29-0ct-07 NA AAA 3~-Oct -07 NA 88- 30-0ct-07 NA AAA 30-0ct-07 NA AAA 30-0ct-07 NA 888+ 30-0ct-07 NA AAA 3~-Oct -07 NA AAA 30-0ct-07 NA AAA 30-0ct-07 NA 8B8+ 30-0ct-07 NA 88+ 30-0ct-07 NA N R 3~-Oct -07 NA NR 30-0ct-07 NA NA 30-0ct-07 NA 8 30-0ct-07 NA 8 30-0ct-07 NA B- 3~-Oct -07 NA 8- 30-0ct-07 NA 8+ 30-0ct-07 NA 8+ 30-act-07 NA 8+ 30-0ct-07 NA B 3~-Oct -07 NA 8 30-0ct-07 NA 8- 30-0ct-07 NA CCC+ 30-0ct-07 NA GCC+ 30-0ct-07 NA CCC+ 30-0ct-07 NA CCC 30-0ct-07 NA CCC 30-0ct-07 NA NR 30-0ct-07 NA GCC 30-0ct-07 NA CCC 30-0ct-07 NA GCC 30-0ct-07 NA CCC 30-0ct-07 NA CCC 30-0ct-07 NA eee 3~-Oct -07 NA N R 3~-Oct -07 NA NR 30-0ct-07 NA D 30-0ct-07 NA 0 30-0ct-07 NA NR 30-0ct-07 NA CC 30-0ct-07 NA CC 30-0ct-07 NA D 30-0ct-07 NA AAA 14-Nov-07 NA AAA 14-Nov-07 NA AAA 14-Nov-07 NA BB+ 14-Nov-07 NA BBB+ 14-Nov-07 NA A+ 14-Nov-07 NA BB+ 14-Nov-07 NA 888+ 14-Nov-07 NA AAA 14-Nov-07 NA AAA 14-Nov-07 NA AAA 14-Nov-07


Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A

Resl Resi Resi Resi Resi CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resi Resl Resi Resi CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE

Type

GS FCIC 000000163


9~.iginal .~.~~!~9

Bloomberg Deal Name

I MLCFC 2007-9 I MLCFC 2007-9 IMLCFC200iii I MLCFC 2007-9 I MLCFC 2007-9 I MLCFC 2007-9 I MLCFC 2007-9 I MLCFC 2007-9 I MLCFC 2007-9 I MLCFC 2007:9 I MLCFC 2007:9 iMLCFC.2007-.9 iMLCFC.2007-.9 iMLCFC2007-9 I MLCFC 2007-9 I MLCFC 2007-9 I MLCFC 2007-9 IMLCFC200iii IMLCFC200iii I MLCFC. 2007:9 I MLCFG. 2007:9 I MLCFC 2007-9 IVVFMBS 2007-AR9 IVVFMBS 2007-AR9 IVVFMBS 2007-AR9 IVVFMBS 2007-AR9 IVVFMBS 2007-AR9 iVVFM BS 2007-.AR9. IVVFMBS 2007-AR9 IVVFMBS 2007-AR9 IVVFMBS 2007-AR9 IWFMBS 200i:iiR9 IGSR 2007-5F IGSR2007-5F IGSR2007-5F IGSR2(Xj7:5F IGSR2(Xj7:5F IGSR 2007-5F IGSR2(Xj7:5F IGSR 2007-SF IGSR 2007-5F I GSR 200j:5F I GSR 200j:5F I GSMSC 2008-1 R

I.GSMS.C 2008:.1. R I GSMSC 2008-1 R I CGCMT 2008-C7 I CGCMT 2008-C7 I CGCMT 2008-C7 ICGCMT 20OO:C7 I CGCMT 2008-C7 ICGCMT.20OS:C7 ICGCMT.20OS:C7 I CGCMT 2008-C7 I CGCMT 2008-C7 I CGCMT 2008-C7 I CGCMT 2008-C7 I CGCM'i 20OO:C7 I CGCM'i 20OO:C7

~Intex Deal

MLCF0709 MLCF0709 MLCF0709 MLCF0709 MLCF0709 MLCF0709 MLCF0709 MLCF0709 MLCF0709 MLCF0709 MLCF0709 MLCF0709 MLCF0709 MLCF0709 MLCF0709 MLCF0709 MLCF0709 MLCF0709 MLCF0709 MLCF0709 MLCF0709 MLCF0709 WFM07AR9 WFM07AR9 WFM07AR9 WFM07AR9 WFM07AR9 WFM07AR9 WFM07AR9 WFM07AR9 WFM07AR9 WFM07AR9 GSR0705F GSR0705F GSR0705F GSR0705F GSR0705F GSR0705F GSR0705F GSR0705F GSR0705F GSR0705F GSR0705F GSMR081R GSMR081R GSMR081R CTG08C07 CTG08C07 CTG08C07 CTG08C07 CTG08C07 CTG08C07 CTG08C07 CTG08C07 CTG08C07 CTG08C07 CTG08C07 CTG08C07 CTG08C07

RII Y Z RESIDUAL G H J K B

C D E

L

M N P Q

S T AR A2 A1 AIO B4 B5 B6 B1

A1 R

A2 A1 R X

AJ AM ASB A1A AJA

MLCR81QT1 MLCW4NEO MLCRRZJA1 MLC68MFGO 60688CAX4 60688CAY2 60688CAZ9 60688CBA3 60688CALO 60688CAM8 60688CAN6 60688CAP1 60688CAQ9 60688CBB1 60688CBC9 60688CBD7 60688CBE5 60688CBF2 60688CBGO 60688CBH8 94986GAD7 94986GAB1 94986GAA3 94986GAC9 94986GAH8 94986GAJ4 94986GAK1 94986GAE5 94986GAF2 94986GAGO 3622NEAB8 3622NEAAO 3622NEAK8 3622NEAL6 3622NEAG7 3622NEAH5 3622NEAJ1 3622NEAD4 3622NEAE2 3622NEAF9 3622NEAC6 362528AB7 362528AA9 362528AC5 17313KAM3 17313KAC5 17313KAD3 17313KAF8 17313KAK7 17313KAH4 17313KAE1 17313KAG6 17313KALS 17313KAJO 17313KAA9 17313KAB7 17313KBF7

NPR_NPR_ NPR_NPR_ NPR_NPR_ NPR_NPR_ MEZ_WAC_NO MEZ_WAC_NO MEZ WAC NO MEZ_WAC_NO MEZ_WAC MEZ_WAC MEZ_WAC MEZ_WAC MEZ_WAC JUNJIX_CAP _NO JUNJIX_CAP _NO JUNJIX_CAP _NO JUNJIX_CAP_NO JUNJIX_CAP_NO JUNJIX_CAP _NO JUNJIX_CAP _NO SEN_WAC SEN_SUP_WAC SEN_SPRJLT SENJLT_IO JUN_WAC_NO JUN WAC NO JUN_WAC_NO JUN_WAC JUN_WAC JUN_WAC SEN_SUP _WAC SEN_SPR_WAC NPR_NPR_NO NPR_NPR_NO JUN_WAC_NO JUN WAC NO JUN_WAC_NO JUN_WAC JUN_WAC JUN_WAC JUN WAC SEN_SUP _WAC_PP SEN_SPR_WAC_PP NPR_NPR_NO_PP SEN_WAC_IO_NO SEN WAC SEN_WAC SEN_WAC SEN_WAC SEN_WAC SEN TAC WAC SEN_MF_WAC SEN_MF_WAC SEN_MF_WAC SENJIX_CAP SENJIX_CAP NPR_NPR_NO



930,974,000 AAA NA NA NA NA NA

28,099,000 A-28,098,000 BBB+ 24,586,000 BBB 31,611,000 BBB-31,611,000 AA+ 21,074,000 AA 28,098,000 AA-24,586,000 A+ 24,586,000 A 14,049,000 BB+

10,537,000 BB 7,024,000 BB-

14,050,000 NA

0/!~.:?iOOO NA 10,537,000 NA 35,123,146 NA

100 AAA 73,731,000 AAA

406,791 ,000 AAA 406,791,000 AAA

2,796,000 BB 763POO B

1,780,234 NA 16,526,000 AA

4,322,000 A 1,780,000 BBB

28,215,000 AAA 667,024,000 AAA

NA NA

2,894,000 NR 2,170,000 NR 1,447,810 NR 4,341,000 NR 4,702,000 NR 2,532,000 NR

10,128,000 NR 50,596,265 NA

202,386,000 NA NA

849,908,471 NA 225,000,000 NA 77,953,000 NA

623,468,000 NA 124,271,000 NA 160,348,000 NA 74,332,000 NA

172,498,000 NA 19,097,000 NA 24,643,000 NA 18,100,000 NA

103,584,000 NA NA

MOOdy SP

NA AAA NA NA NA NA NA NA NA NA NA NA NA A-NA BBB+ NA BBB NA BBB-NA AA+ NA AA NA AA-NA A+ NA A NA 88+

NA BB NA BB-NA 8+ NA NA NA NR AaaJ*AaaJ"-Aaa/""- AAA

NR NR NR NR NR NR NR NR NR NR NR NR NA AAA NA AAA NA NR NA NA NA NA NA NA A NA BBB NA AA+ AaaJ'- AAA AaaJ*- AAA NR NA (P)Aaa AAA (P)Aaa AAA (P)Aaa AAA (P)Aaa AM (P)Aaa AM (P)Aaa AM (P)Aaa AM (P)Aaa AAA (P)Aaa AM (P)Aaa AM (P)Aaa AM (P)Aaa AAA NR NA

Fitch

MA NA NA NA NA NA B B-BCCC BBB BBBBB BB BB CCC CCC CCC NA NA NA NA MA CCC A A D o NA C C C CCC B NA NA NR NR NR NR NR NR NR NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA

.ql:l.~~~.~t Ra~!~9


NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NR Caa2/*Baa2/"Baa2f"NR NR NR NR NR NR NA NA NA NA NA NA NA NA NA NA NA C Caa2/*NR Aaa Aaa Aaa Aaa A2 Aaa Aaa Aaa A2 Aaa Aaa Aaa NR

A+ NA NA NA NA NA B B B B-BS BBB+ B+ B+ CCC+ CCC+ CCC CCCCCCCCCNR NR B-rAN"AN"NR NR NR NR NR NR CCC BrNR NR CC o NR CCC CCC CC CCC CCC B-NA AAA AAA AAA A+ BB+ BBB+ AAA A+ BB+ BBB+ AAA AAA NA

14-Nov-07 14-Nov-07 14-Nov-07 14-Nov-07 14-Nov-07 14-Nov-07 14-Nov-07 14-Nov-07 14-Nov-07 14-Nov-07 14-Nov-07 14-Nov-07 14-Nov-07 14-Nov-07 14-Nov-07 14-Nov-07 14-Nov-07 14-Nov-07 14-Nov-07 14-Nov-07 14-Nov-07 14-Nov-07 29-Nov-07 29-Nov-07 29-Nov-07 29-Nov-07 29-Nov-07 29-Nov-07

29-Nov-07 29-Nov-07 29-Nov-07 29-Nov-07 28-0ec-07 2S-0ec-07 2S-0ec-07 2S-0ec-07 2S-0ec-07 2S-0ec-07 2S-0ec-07 2S-0ec-07 2S-0ec-07 2S-0ec-07 2S-0ec-07 16-Apr-08 16:Apr:08 16-Apr-08 25-Apr-08 25-Apr-08 25-Apr-08 25-Apr-OS 25-Apr-08 25-Apr-08 25-Apr-08 25-Apr-OS 25-Apr-OS 25-Apr-08 25-Apr-08 25-Apr-08 25-Apr-08


144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A

Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A


CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE Resi Resi Resi Resl

Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi Resi Resi Resl CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE

Type

GS FCIC 000000164


Bloomberg Deal Name

I CGCMT 2000-C7 I CGCMT 2000-C7 I CGCMT 2000-C7 I CGCMT 2000-C7 I CGCMT 2000-C7 I CGCMT 2000-C7

I CGCMT 2000-C7 I CGCMT 2000-C7 I CGCMT 2000-C7 I CGCMT 2000-C7 I CGCMT 2000-C7 I CGCMT 2000-C7 I CGCMT 2000-C7 I CGCMT 2000-C7 I CGCMT 2000-C7 I CGCMT 2000-C7

I CGCMT 2000-C7 I CGCMT 2000-C7 I GSMSC 2008-2R I GSMSC 2008-2R I GSMSC 2008-2R I GSMSC 2008-2R I GSMSC 2008-2R I GSMSC 2009-1 R I GSMSC 2009-1 R I GSMSC 2009-1 R

I GSMSC 2009-1 R I GSMSC 2009-1 R I GSMSC 2009-1 R I GSMSC 2009-2R I GSMSC 2009-2R I GSMSC 2009-2R I GSMSC 2009-2R I GSMSC 2009-2R I GSMSC 2009-2R I GSMSC 2009-2R I GSMSC 2009-3R I GSMSC 2009-3R I GSMSC 2009-3R I GSMSC 2009-3R I GSMSC 2009-3R I GSMSC 2009-3R I GSMSC 2009-3R IFHMS K003 IFHMS K003 IFHMS K003 IFHMS K003 IFHMS K003 IFHMS KD03 IFHMS K003

IFHMS K003 IFHMS K003 IFHMS K003 IFHMS K003 IFHMS K003 IFHMS K003 IFHMS K003 IFHMS K003 iFHMS K003

~Intex Deal

CTG08C07 CTG08C07 CTG08C07 CTG08C07 CTG08C07 CTG08C07

CTG08C07 CTG08C07 CTG08C07 CTG08C07 CTG08C07 CTG08C07 CTG08C07 CTG08C07 CTG08C07 CTG08C07

CTG08C07 CTG08C07 GSMR082R GSMR082R GSMR082R GSMR082R GSMR082R GSMR091R GSMR091R GSMR091R

GSMR091R GSMR091R GSMR091R GSMR092R GSMR092R GSMR092R GSMR092R GSMR092R GSMR092R GSMR092R GSMR093R GSMR093R GSMR093R GSMR093R GSMR093R GSMR093R GSMR093R FHLK003 FHLK003 FHLK003 FHLK003 FHLK003 FHLK003 FHLK003

FHLK003 FHLK003 FHLK003 FHLK003 FHLK003 FHLK003 FHLK003 FHLK003 FHLK003

y

RESIDUAL B C D

M N o P Q

S 1A2 2A2 1A1 2A1 R 1A1 1A2 23A2

2A1 3A1 R 1A2

R 3A2 1A2 2A2 1A1 2A1 3A1 R AX1 AX3 A1

17313KAN1 17313KAP6 17313KAQ4 17313KAR2

17313KASO 17313KAT8 17313KAU5 17313KAV3 17313KAW1 17313KAX9 17313KAY7 17313KAZ4 17313KBA8 17313KBB6

17313KBC4 17313KBD2 3622X1AB5 3622X1AD1 3622X1AA7 3622X1AC3 3622X1AE9 362525AA5 362525AB3 362525AE7

362525AC1 362525AD9 362525AF4 36190DAB1 36190DAD7 36190DAF2 36190DAA3 36190DAC9 36190DAE5 36299AMC2 36190FAG5 36190FAB6 36190FAED 36190FAA8 36190FAD2 36190FAF7 36190FAC4 31398E2J2 31398E3AD 31398E2B9 31398E2C7 31398E2D5 31398E2E3 3139SE2FO

31398E2G8 31398E2H6 FHLXlE5XO FHLL48M30 FHL402HNO FHLlZNCUO FHL6MLl40 FHLlL2GKO FHLMVQYGO

NPR_NPR_NO NPR_NPR_ MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC_NO MEZ_WAC_NO

MEZ WAC NO MEZ_WAC_NO MEZJIX_CAP _NO JUNJIX_CAP _NO JUNJILCAP_NO JUNJIX_CAP_NO JUNJIX_CAP_NO JUNJIX_CAP _NO

JUNJIX_CAP _NO JUNJIX_CAP _NO SEN_SUP JIX_PP SEN_SUPJIX_PP SEN_SPRJIX_PP SEN_SPRJIX_PP NPR_NPR_NO SEN_WAC SEN_WAC SEN_WAC

SEN_WAC SEN WAC NPR_NPR_NO SEN_SUP_WAC SEN_SUP _WAC SEN_SUP _WAC SEN_SPR_WAC SEN_SPR_WAC SEN_SPR_WAC NPR_NPR_NO SEN_SUP_LWAC SEN SUP WAC SEN_SUP_WAC SEN_SPR_WAC SEN_SPR_WAC SEN_SPR_AD_WAC JUN RES NO SEN_WACJO SEN_WACJO SEN_WAC SEN_WAC SEN WAC SEN_WAC SEN_WAC

SEN_WAC SEN_WAC NPR NPR NPR_NPR_ NPR_NPR_ NPR_NPR_ NPR_NPR_ NPR_NPR_ NPR_NPR_



NA NA

18,499,000 NA 18,499,000 NA 18,499,000 NA

9,250,000 NA

16,187,000 NA 18,499,000 NA 18,499,000 NA 16,187,000 NA 18,499,000 NA 11,562,000 NA

6,937,000 NA 6,937,DOO NA 6,937,000 NA 6,937,000 NA

4,625,000 NA 30,061,471 NA

3,053,975 AA-1,748,144 AA

47,162,000 AAA 28,772,000 AAA

NA 87,983,415 NA 15,526,485 NA

3,857,974 NA

22,894,186 NA 1t827N5 NA

NA 21,933,950 NA 10,214,120 NA 11,615,526 NA 87,735,797 AAA 18,969,080 AAA 34,846,576 AAA

NA 9,374,750 NR

19,372,149 NR 4,596,161 NR

68,683,075 AAA 18,384,641 AAA 28,124,250 AAA

148,535,027 NA 1 D59,360,467 NA

5,338,950 NA 38,000,000 NA 29,500,000 NA 48,000,000 NA

290,000,000 NA 386,260,000 NA

133,087,000 NA 60,000,000 NA

NA NA NA NA NA NA NA

9~.iginal .~.~~!~9

MOOdy

NR NA NA (P)Aa1 AA+ (P)Aa2 AA (P)Aa3 AA-(P)A1 A+ (P)A2 A (P)A3 A-(P)Baa1 BBB+ (P)Baa2 BBB (P)Baa3 BBB-(P)Ba1 BB+ (P)Ba2 BB (P)Ba3 BB-(P)B1 B+ (P)B2 B (P)B3 B-NR NR Aa1/,- NA Aa1J*-Aaa/""-AaaJ*-NR Aaa 81 B2 NA

Aaa NA Aaa NA NR NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA

NA NA NA NA NA NA

NA NA NA NA NA NA NA NA NA NA NA

NA NA NA NA NA


NA NA CC CCC A A NA NA NA NA

NA NA NA NA NA NA AAA AAA AAA NA NR NR NR AAA AAA AAA NA NA NA NA NA NA NA NA


.ql:l.~~~.~t Ra~!~9


NR NA A3 Baa1 Baa2 Baa3

Ba1 Ba2 B1 B2 B3 Caa1 Caa1 Caa2 Caa2 Caa3 Caa3 NR Ca Ca B3/'B3/'NR Aaa B1 B2

Aaa Aaa NR NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA


NA NA BB BBB+ B+ B+ B+

B B B-B-BCCC+ CCC CCCCCCNR NA NA NA NA NA NA NA NA



25-Apr-08 25-Apr-08 25-Apr-08 25-Apr-08 25-Apr-08 25-Apr-08 25-Apr-08 25-Apr-08 25-Apr-08 25-Apr-08 25-Apr-08 25,Apr,08 25,Apr,08 25,Apr,D8 25-Apr-08 25-Apr-08 25-Apr-08 25-Apr-08

25-Jul-08 25-Jul-OB 25-Jul-08 25-Jul-08 25-Jul-08 30-Mar-09 30-Mar-09 30-Mar-09 30-Mar-09 30-Mar-09 30-Mar-09 3D-Apr-D9 30-Apr-09 30-Apr-09 30-Apr-09 3D-Apr-D9 3D-Apr-D9 30-Apr-D9 29-May-D9 29-May-09

29-May-09 29-May-09 29-May-09 29-May-09 29-May-09 18-Jun-09 18-Jun-09 18-Jun-09 18-Jun-09 18-Jun-09 18-Jun-09 18-Jun-09 18-Jun-09 18-Jun-09 18-Jun-09 18-Jun-09 18-Jun-09 18-Jun-09 18-Jun-09 18-Jun-09 18-Jun-09


Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A


144A 144A 144A 144A 144A 144A 144A 144A 144A

CRE CRE CRE CRE CRE CRE

CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE

CRE CRE Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi Resl Resl Resi Resi CRE CRE CRE CRE CRE CRE CRE

CRE CRE CRE CRE CRE CRE CRE CRE CRE

Type

GS FCIC 000000165


9~.iginal .~.~~!~9


IFHMS K003 IFHMS K003 IGSMSC 20094R I GSMSC 2009-4R I GSMSC 2009-4R I GSMSC 2oo9-4R I GSMSC 2009-4R I GSMSC 2009-4R I GSMSC 2009-4R I GSMSC2b09~4R I GSMSC ibo9~5R jGSM.S.C 2009,5R jGSMS.C 2009,5R jGSMS.C 2009,5R I GSMSC 2009-SR I GSMSC 2oo9-5R I GSMSC 2009-5R IGSMSC 20095R IGSMSC 2009~5R IGSMS2009-RR1 IGSMS2009-.RR1 IGSMS 2009-RR1 IGSMS 2009-RR1 IGSMS 2009-RR1 IGSMS 2009-RR1 IGSMS 2009-RR1 IGSMS 2009-RR1 jGSMS.2009RR.1 IGSMS 2009-RR1 IGSMS 2009-RR1 IGSMS 2009-RR1 IGSMS 2009RRi IGSMS 2009-RR1 IGSMS 2009-RRi IGSM32009-RRi IGSMS2009-RR1 IGSMS2009RR1 IGSMS 2009-RR1 IGSMS2009-RR1 IGSMS 2009-RR1 IGSMS 2009-RR1 IGSMSi009RR1 IGSMSi009RR1 IFHMS K004 I.FH.MS. K004 IFHMS K004 IFHMS K004 IFHMS K004 IFHMS K004 IFHMSK004 IFHMS K004 I DDR2009,DQR1 I DDR 2009,DQR1 I DDR 2009-DDR1 I DDR 2009-DDR1 I GSMSC 2009-6R I GSMSC 2009-6R I GSMSC i009~6R I GSMSC2b09~6R

FHLK003 FHLK003 GSMR094R GSMR094R GSMR094R GSMR094R GSMR094R GSMR094R GSMR094R GSMR094R GSMR095R GSMR095R GSMR095R GSMR095R GSMR095R GSMR095R GSMR095R GSMR095R GSMR095R GS09RR1 GS09RR1 GS09RR1 GS09RR1 GS09RR1 GS09RR1 GS09RR1 GS09RR1 GS09RR1 GS09RR1 GS09RR1 GS09RR1 GS09RR1 GS09RR1 GS09RR1 GS09RR1 GS09RR1 GS09RR1 GS09RR1 GS09RR1 GS09RR1 GS09RR1 GS09RR1 GS09RR1 FHLK004 FHLK004 FHLK004 FHLK004 FHLK004 FHLK004 FHLK004 FHLK004 DD109DD1 DD109DD1 00109001 00109001 GSMR096R GSMR096R GSMR096R GSMR096R

2A4 1A1 2A1 1A2 2A3 2A2 R1 R2 3A2 1A2 2A2 4A2 1A1 2A1

R CSA CSB GGA GGA1 GGA2 GGA3 GGA4 GGA5 GGB JPA JPA1 JPA2 JPA3 JPA4 JPA5 JPB MLA MLA1 MLA2 MLA3 MLA4 MLA5 MLB R AX1 A1

R_4 A RESIDUAL B C 1A1 2A1 3A1 R1

36190GAF5 36190GAA6 36190GAC2 36190GA84 36190GAE8 36190GADO GSMEOROSO GSMANY9SO 36190BAF6 36190BAB5 36190BAD1 36190BAH2 36190BAA7 36190BAC3 36190BAG4 36190BAE9 36190BAL3 36190KAA7 36190KAC3 36190KAE9 36190KAG4 36190KAJ8 36190KAL3 36190KAN9 36190KAQ2 36190KAS8 36190KAU3 36190KAW9 36190KAY5 36190KBA6 36190KBC2 36190KBE8 36190KBG3 36190KBJ7 36190KBL2 36190KBN8 36190KBQ1 36190KBS7 36190KBU2 36190KBW8 36190KBY4 31398JZUO 31398JZR7 31398JZS5 31398JZT3 FHLl3MRBO FHL5E7J61 FHLSILS90 FHLN548BO 23317FAA4 DD1PDUP20 23317FAB2 23317FACO 36190NAA1 36190NAC7 36190NAE3 36190NAG8

SEN_WAC SEN_AO_WAC SEN_AO_WAC MEZ_Z_WAC MEZ_Z_WAC MEZ_Z_AO_WAC JUN WAC NO JUN_WAC_NO SEN_SUP_Z_FIX_PP SEN_SUP _WAC_PP SEN_SUP _WAC_PP SEN_SUP _WAC_PP SEN_SPR_WAC_PP SEN_SPR_WAC_PP SEN_SPR_WAC_PP SEN_SPR_AOJIX_PP NPR_NPR_NO SEN_WAC SEN_WAC SEN_WAC SEN_WAC SEN_WAC SEN_WAC SEN_WAC SEN_WAC SEN WAC SEN_WAC SEN_WAC SEN_WAC SEN_WAC SEN_WAC SEN_WAC SEN_WAC SEN_WAC SEN_WAC SEN WAC SEN_WAC SEN_WAC SEN_WAC SEN_WAC NPR NPR NO SEN_WACJO SEN_WAC SEN_WAC SEN_WAC NPR NPR NPR_NPR_ NPR_NPR_ NPR_NPR_ SENJIX NPR NPR JUNJIX JUNJIX SEN_WAC SEN_WAC SEN_WAC NPR_NPR_NO



NA NA

32,430,556 NA 72,073,232 NA 26,452,573 NA 24,024,411 NA 27,349,272 NA

5,977,983 NA NA NA

8,140,678 NA 5,165,454 NA

22,693,425 NA 7,819,782 NA

20,661,819 NA 34,040,136 NA 29,417,275 NA 24,422,036 NA

NA 24,283,000 AAA

9,617,000 NR 53,443,000 AAA 26,721,500 AAA 13,360,750 AAA 13,360,750 AAA 40,082,250 AAA 26,721,500 AAA 20,889POO NR 37,307,000 AAA 18,653,500 AAA

9,326,750 AAA 9,326,750 AAA

27,980,250 AAA 18,653,500 AAA 14,693,000 NR 40,607,000 AAA 20,303,500 AAA 10,151,750 AAA 1D,151,750 AAA 30,455,250 AAA 20,303,500 AAA 16,053,000 NR

NA 1 D75,295, 763 NA

167,500,000 NA 729,027,000 NA 98,121,000 NA

NA NA NA NA

323,500,000 AAA NA

41,500,000 AA 35,000,000 A 21,519,162 AAA 19,609,751 AAA 22,550,437 AAA

NA

NA NA NA NA NA NA NA NA NA NA NR NR NR NR NR Aaa NR Aaa NR Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa NA NA


NA NA NA NA

AA NR NR AAA NR AM NR NA



A

NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA AAA NR AAA AAA AAA AAA AAA AAA NR AAA AAA AAA AAA AAA AAA NR AAA AAA AAA AAA AAA AAA NR NA NA NA NA NA NA NA NA NA AAA NA AA A AAA AAA AAA NA

.ql:l.~~~.~t Ra~!~9


NA NA NA NA NA NA NA NA NA NA NR NR NR NR NR Aaa NR Aaa NR Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA

NA NA NA NA NA NA NA NA NA NA NR AA NR NR AAA NR AM NR NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA AM NA AA A NA NA NA NA

18-Jun-09 18-Jun-09 30-Jun-09 30-Jun-09 30-Jun-09 30-Jun-09 30-Jun-09 30-Jun-09 30-Jun-09 30-Jun-09 30-Jul-09 30-Jul-09 30-Jul-09 30-Jul-09 30-Jul-09 30-Jul-09 30-Jul-09 30-Jul-09 30-Jul-09 4-Au9-09 4-Au.g.-.Q~ 4-Au9-09 4-Aug-09 4-Au9-09 4-Au9-09 4-Aug-09

4-Au9-09 4-Aug,09 4-Au9-09 4-Au9-09 4-Aug-09 4-Au9-09 4-Aug-09 4-Au9-09 4-Au9-09 4-Au9-09 4-Au9-09 4-Aug-09

4-Au9.-09 4-Aug-09 4-Aug-09 4-Aug-09 4-Aug-09 22-0ct-09 22-0ct-09 22-0cl-09 22-0cl-09 22-0cl-09 22-0ct-09 22-0ct-09 22-0cl-09 25-Nov-09 25-Nov-09 25-Nov-09 25-Nov-09 30-Nov-09 30-Nov-09 30-Nov-09 30-Nov-09


144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A Public I 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A 144A

CRE CRE Resi Resi Resi Resl Resl Resi Resi Resi Resl Resi Resi Resi Resi Resl Resi Resi Resi CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE CRE Resi Resi Resi Resi

Type

GS FCIC 000000166


9~.iginal .~.~~!~9


I GSMSC 2oo9-6R GSMR096R NPR_NPR_NO I GSMSC 2009-6R GSMR096R JUN_WAC IGSMSC 20096R GSMR096R 2A2 36190NAD5 JUN_WAC I GSMSC 2009-6R GSMR096R 3A2 36190NAFO JUN_WAC I FH MS K02005 FHLK005 AX 31398WD50 SEN_WACJO I FH MS K02005 FHLK005 31398WD27 SEN_WAC

I FH MS K02005 FHLKOO5 31398WD35 SEN_WAC I FH MS K02005 FHLK005 31398WD43 SEN_WAC

I FH MS K02005 FHLK005 FHLTVI4FO NPR NPR I FH MS Koioos FHLK005 FHL8GXN30 NPR_NPR_ I FH MS Koioos FHLKOO5 FHLFCEEF1 NPR_NPR_ I FH MS K02005 FHLK005 FHL5TDXlO NPR NPR

Copyright 2010 Data presented here IS a property of The Goldman Sachs Group, Inc All Rights Reserved



NA NA 16,233,755 NR NA

9,658,534 NR NA 3,979,489 NR NA

1 107,353,300 NA NA 161,000,000 NA NA

794,092,000 NA NA 69,209,000 NA NA


NA NA NA NA

NA

.ql:l.~~~.~t Ra~!~9

MOOdy SP ~ Deal Closing Date Registration Type

Statement

NA NA 30-Nov-09 144A Resl I NR NA NA 30-Nov-09 144A Resi I NR NA NA 30-Nov-09 144A Resi I NR NA NA 30-Nov-09 144A Resi I NA NA NA 3-Feb-10 144A eRE I NA NA NA 3-Feb-10 144A CRE I NA NA NA 3-Feb-10 144A CRE I NA NA NA 3-Feb-10 144A eRE I NA NA NA 3-Feb-10 144A eRE I NA NA NA 3-Feb-10 144A eRE I NA NA NA 3-Feb-10 144A CRE I NA NA NA 3-Feb-10 144A ~

GS FCIC 000000167

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