EX-99.1 2 gs7646072-ex99_1.txt SCHEDULE OF INFORMATION REGARDING MORTGAGE LOANS EXHIBIT 99.1 GSAMP Trust 2007-HE1, Class A2A * T+3 settlement * 100% deal pricing speed * static libor, to call Price/Yield Given: Disc Margin ---------------------------------------------------------------------- 8 Price 99.9805 Yield 5.4611 Mkt Value 149,369,874.01 Mkt Value w/ Accrued 149,526,161.97 9 Price 99.9709 Yield 5.4713 Mkt Value 149,355,593.04 Mkt Value w/ Accrued 149,511,880.99 10 Price 99.9614 Yield 5.4815 Mkt Value 149,341,313.89 Mkt Value w/ Accrued 149,497,601.85 11 Price 99.9518 Yield 5.4918 Mkt Value 149,327,036.57 Mkt Value w/ Accrued 149,483,324.53 12 Price 99.9423 Yield 5.502 Mkt Value 149,312,761.08 Mkt Value w/ Accrued 149,469,049.04 LIBOR_1MO 5.32 LIBOR_6MO 5.38 This material is for your information. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected in this material. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned in this material or derivatives of those securities (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding the securities and assets referred to in this material. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman, Sachs & Co. imposing any limitation of any kind. Disclaimer This material is for your information. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected in this material. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned in this material or derivatives of those securities (including options). Information contained in this material is current as of the date appearing on this material only and supersedes all prior information regarding the securities and assets referred to in this material. Goldman, Sachs & Co. does not provide accounting, tax or legal advice. In addition, subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman, Sachs & Co. imposing any limitation of any kind.

GSAMP Trust 2007-HE1 8-K