Securitizations Issued Underwritten by Goldman Sachsfcic-static.law.stanford.edu/cdn_media/fcic-docs/2006-01-01... · [g8amn2005:',nmc3 note.gsn05wm3 i gsamn 2005-wmc3 note gsn05wm3

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 BBB-BBB-

NA A NA AAA AM AM AAA AAA

AA-BBB-NR 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 Public I 144A Public I 144A 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

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 A-BBB+ 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-r-B-r-A+/*-8-1'-B-r-A+/*-A+/*-8-1'-81'-B-r-B-r-8-1'-8-1'-8-1'-B-r-B-r-B-r-8-1'-8-1'-8-1'-B-r-8-1'-8-1'-81'-B-r-B-r-8-1'-8-1'-8-1'-B-r-B-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

MOOdy SP Deal Glosing :te

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 BB-NA 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


Original Balance Fitch MOOdy

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 BBB-BB+ BB B+ B-CCC CCC CCC CC CC CC B+ B B-NA 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 Aa1r-Aa1r-AaaJ*-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 BBB-AAA MA MA MA MA AAA MA NA NA B-B-B-B-BBB-BB BB B B-B-cce 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 B1r-B2r-Caa3f*-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-M

Documents

Securitizations Issued Underwritten by Goldman Sachsfcic-static.law.stanford.edu/cdn_media/fcic-docs/2006-01-01... · [g8amn2005:',nmc3 note.gsn05wm3 i gsamn 2005-wmc3 note gsn05wm3