CP

Descriptor

Underwriter

Manager

MRCY_05-2A

GS

BofA

HOUT_06-1A

GS

GSCM

DUKEF_04-7A

Morgan Stanley

GSCM

DUKEF_04-7A

Morgan Stanley

GSCM

ORCHD_05-2A

City Group

GSI

SATV_05-1A

City Group

GSI

ALTS_05-2A

CSFB

GSI

ICM_05-2A

CSFG

GSI

ICM_05-2A

CSFG

GSI

COOL_05-1A

GS

GSI

FORTS_06-1A

GS

GSI

WESTC_06-1A

GS

GSI

WESTC_06-1A

GS

TRIAX_06-2A
TRIAX_06-2A Not
On 6/11

ICP

Trustee

Schedule A Date

33010 Balance

Fund America

$772,111,117

$701,584,135

Static
Duke Funding
Management
Duke Funding
Management
ST Asset
Management PTE

$747,122,522
$101,776,989

$82,285,589

$78,501

$65,784

63011 Balance

Balance Reduced

Percentage
Inception
CUSIP Change
12/1/2005
589368AA7
15.85%
5/19/2006
442541AA8
0.00%

$649,755,133

$122,355,984

$747,122,522

$0

$77,169,736

$24,607,253

264403AJ5

24.18%

8/12/2004

$59,522

$18,979

264403AK2

24.18%

8/12/2004

$61,173,384

$55,053,273

$51,414,439

$9,758,945

68571UAA7

$99,236,194

$59,733,322

$44,188,116

$55,048,078

80410RAA4

15.95%
55.47%

4/19/2005

$1,075,774,844

$985,288,132

$913,657,633

$162,117,211

02149WAA5

15.07%

11/5/2005

$176,951,172

$150,211,330

$145,599,194

$31,351,978

46426RAA7

17.72%

7/27/2005

$41,392,087

$35,137,153

$34,058,291

$7,333,796

46426RAB5

17.72%

7/27/2005

$190,351,823

$171,821,534

$151,441,451

$38,910,372

216444AA7

20.44%

6/22/2005

$325,935,452

$304,933,773

$289,365,192

$36,570,260

34958CAA2

11.22%

3/8/2006

$1,055,261,964

$716,289,627

$354,472,424

$700,789,540

952186AA2

66.41%

7/26/2006

GSI

Met West
Aladin Capital
Management
Ischus Capital
Management LLC
Ischus Capital
Management LLC
Allianz Risk
Transfer
Aladin Capital
Management
TCW Asset
Management
TCW Asset
Management

$1,187,850,000

$1,187,850,000

$1,187,850,000

$0

952186AB0

GSI

ICP

$1,499,850,000

$1,499,850,000

$1,415,498,349

$84,351,651

896008AC3

0.00%
5.62%

12/14/2006

ICP

GSI

$1,488,180,701

$390,719,163

$1,488,180,701

896008AB5

100.00%

12/14/2006

RIVER_05-1A

JP Morgan

GSI

ICP
Deerfield Capital
Management

$127,184,116

$107,278,117

$94,869,346

$32,314,770

768277AA3

BROD_05-1A

ML

GSI

Seneca

$334,622,618

$326,352,089

$319,025,550

$15,597,068

112021AB6

BROD_05-1A

ML

GSI

Seneca

$457,805,266

$446,499,164

$436,466,550

$21,338,716

112021AC4

BROD_05-1A

ML

GSI

$235,982

$230,150

$224,983

$10,999

112021AA8

DUNHL_04-1A

ML

GSI

$116,268

$92,606

$79,845

$36,423

26545QAA7

31.33%

12/16/2004

DUNHL_04-1A

ML

GSI

$152,147,155

$121,183,505

$104,484,250

$47,662,905

26545QAQ2

31.33%

12/16/2004

GLCR_04-2A

ML

GSI

$44,029

$31,372

$26,093

$17,936

37638VAA1

40.74%

10/12/2004

GLCR_04-2A

ML

GSI

$143,005,791

$101,896,668

$84,750,912

$58,254,879

37638VAG8

40.74%

10/12/2004

HUNTN_05-1A

ML

GSI

$355,590,663

$279,119,558

$218,971,847

$136,618,816

446279AA9

38.42%

3/29/2005

HUNTN_05-1A

ML

GSI

Seneca
Vanderbilt Capital
Advisors
Vanderbilt Capital
Advisors
Terwin Money
Management LLC
Terwin Money
Management LLC
Westerm Asset
Management
Westerm Asset
Management

25.41%
4.66%
4.66%
4.66%

$218,690

$171,660

3/29/2005

JPTR_05-3A

ML

GSI

Maxim Advisory

$1,178,880,487

$1,121,531,214

JPTR_05-3A

ML

GSI

Maxim Advisory

$226,795

KLROS_06-2A

ML

GSI

Cohen Brothers

KLROS_06-2A

ML

GSI

LEXN_05-1A

ML

LEXN_05-1A
MRCY_04-1A

$156,635

$13,209

52902TAE6

$116,354,569

$44,529,121

58936RAB3

$44,042

$38,802

$14,850

58936RAA5

38.42%
9.27%
9.27%
16.13%
16.13%
7.78%
7.78%
27.68%
27.68%

$241,734

$239,905

$7,080

68619MAJ0

2.87%

$134,669

$84,021

446279AC5

$1,069,612,433

$109,268,054

48206AAG3

$215,762

$205,774

$21,021

48206AAA6

$227,457

$205,381

$190,777

$36,680

498588AA0

Cohen Brothers

$791,093,942

$714,316,657

$663,520,808

$127,573,134

498588AC6

GSI

Maxim Advisory

$135,535,567

$128,121,204

$124,994,858

$10,540,709

52902TAC0

ML

GSI

Maxim Advisory

$169,844

$160,553

ML

GSI

Fund America

$160,883,690

$132,065,139

MRCY_04-1A

ML

GSI

Fund America

$53,652

ORPT_05-1A

ML

GSI

Fortis Investment
Management

$246,985

6/9/2005

7/26/2006

1/19/2005
12/13/2005
12/13/2005
12/13/2005

8/10/2005
8/10/2005
1/10/2006
1/10/2006
10/25/2005
10/25/2005
11/3/2004
11/3/2004

10/25/2005

CP
Descriptor

Underwriter

Manager

MRCY_05-2A

GS

BofA

ORPT_05-1A

ML

ORPT_05-1A

Trustee

Schedule A Date

33010 Balance

Fund America

$772,111,117

GSI

Fortis Investment
Management

ML

GSI

RESF_04-1A

ML

RESF_04-1A

Percentage
Inception
CUSIP Change
12/1/2005
589368AA7
15.85%

63011 Balance

Balance Reduced

$701,584,135

$649,755,133

$122,355,984

$639,443,403

$625,849,123

$621,115,385

$18,328,018

68619MAL5

2.87%

10/25/2005

Fortis Investment
Management

$641,913,250

$628,266,462

$623,514,440

$18,398,810

68619MAQ4

2.87%

10/25/2005

GSI

MBIA Capital Corp

$78,099

$70,937

$63,153

$14,946

76112CAA6

19.14%

10/12/2004

ML

GSI

$292,713,392

$265,870,860

$236,697,733

$56,015,659

76112CAB4

19.14%

10/12/2004

SCF_7A

ML

GSI

$442,192,152

$367,146,858

$337,428,763

$104,763,389

83743YAS2

23.69%

5/25/2005

SCF_7A

ML

GSI

$142,919

$118,664

$109,059

$33,860

83743YAB9

23.69%

5/25/2005

SCF_8A

ML

GSI

$264,686,822

$239,601,621

$232,140,574

$32,546,248

83743LAC5

12.30%

1/25/2006

SCF_8A

ML

GSI

$192,080

$173,876

$168,462

$23,618

83743LAA9

12.30%

1/25/2006

SHERW_05-2A

Morgan Stanley

GSI

MBIA Capital Corp

TCW Asset
Management
TCW Asset
Management
TCW Asset
Management
TCW Asset
Management
Church Tavern
Advisors

$296,485,307

$282,786,024

$277,733,521

$18,751,786

82437XAA6

GS

SG

Clinton

$142,859,741

$122,573,459

$104,324,738

$38,535,003

007019AA0

ADROC_05-1A

GS

SG

Clinton

$919,521,441

$788,948,111

$671,489,623

$248,031,818

007019AH5

ADROC_05-2A

GS

SG

Clinton

$1,049,861,004

$961,198,372

$885,472,047

$164,388,957

007022AF3

ADROC_05-2A

GS

SG

$164,604,542

$150,703,384

$138,830,497

$25,774,045

007022AA4

ALTS_05-1A

GS

SG

$1,228,360,968

$1,088,325,873

$987,010,868

$241,350,100

02149RAC2

19.65%

8/24/2005

ALTS_05-1A

GS

SG

Clinton
Aladin Capital
Management
Aladin Capital
Management

6.32%
26.97%
26.97%
15.66%
15.66%

12/15/2005

ADROC_05-1A

$218,949,605

$192,989,005

$175,930,078

$43,019,527

02149RAB4

GS

SG

$335,470,948

$283,497,525

$258,941,999

$76,528,949

131899AB2

DVSQ_05-4A

GS

SG

$882,943,929

$769,714,491

$686,076,415

$196,867,514

23910TAG2

22.30%

4/6/2005

DVSQ_05-4A

GS

SG

$359,683,474

$313,557,348

$279,485,867

$80,197,607

23910TAB3

22.30%

4/6/2005

DVSQ_06-6A

GS

SG

$271,897,232

$267,731,661

$265,036,964

$6,860,268

23910VAB8

2.52%

3/30/2006

GSFIN_05-1A

GS

SG

$953,894,728

$872,383,388

$811,126,133

$142,768,595

36293XAC1

14.97%

10/20/2005

GSFIN_05-1A

GS

SG

$146,418,839

$133,907,113

$124,504,461

$21,914,378

36293XAB3

14.97%

10/20/2005

PTNM_02-1A

GS

SG

$167,280,752

$151,440,318

$137,541,247

$29,739,505

746869BE5

17.78%

9/15/2004

PTNM_02-1A

GS

SG

$167,280,752

$151,440,322

$137,541,247

$29,739,505

746869AP1

17.78%

12/10/2004

PTNM_02-1A

GS

SG

$167,280,752

$151,440,322

$137,541,247

$29,739,505

746869AR7

17.78%

9/10/2004

DVSQ_06-6A CP

GS

SG

Cambridge Place
TCW Asset
Management
TCW Asset
Management
TCW Asset
Management
Wharton Asset
Management
Wharton Asset
Management
Putnam Advisory
Co
Putnam Advisory
Co
Putnam Advisory
Co
TCW Asset
Management

19.65%
22.81%

8/24/2005

CAMBR_3A

$1,157,051,809

$1,139,525,290

$1,127,858,031

$29,193,778

23910VAD4

MADRE_04-1A

GS

SG

WAMCO

$926,649,164

$798,659,549

$706,987,188

$219,661,976

82639RAA5

MADRE_04-1A

GS

SG

WAMCO

$392,232,450

$338,056,920

$299,253,836

$92,978,614

82639RAB3

2.52%
23.70%
23.70%
20.08%

$24,891,425,301

$20,906,556,266

19,559,924,180

$5,331,501,121

5/5/2005
5/11/2005
11/15/2005
11/15/2005

4/20/2005

7/29/2004
7/29/2004