10-D 1 gsa07he1_10d-200705.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 FORM 10-D ASSET-BACKED ISSUER DISTRIBUTION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the monthly distribution period from: April 26, 2007 to May 25, 2007 Commission File Number of issuing entity: 333-139817-01 GSAMP Trust 2007-HE1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-139817 GS Mortgage Securities Corp. (Exact name of depositor as specified in its charter) Goldman Sachs Mortgage Company (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2198940 54-2198941 54-2198942 54-2198943 54-2198944 54-6737520 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) A-1 _____ _____ __X___ ____________ A-2A _____ _____ __X___ ____________ A-2B _____ _____ __X___ ____________ A-2C _____ _____ __X___ ____________ A-2D _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ M-4 _____ _____ __X___ ____________ M-5 _____ _____ __X___ ____________ M-6 _____ _____ __X___ ____________ M-7 _____ _____ __X___ ____________ M-8 _____ _____ __X___ ____________ M-9 _____ _____ __X___ ____________ R _____ _____ __X___ ____________ RC _____ _____ __X___ ____________ RX _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On May 25, 2007 a distribution was made to holders of the certificates issued by GSAMP Trust 2007-HE1. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of the certificates issued by GSAMP Trust 2007-HE1, relating to the May 25, 2007 distribution. (b) The exhibits required to be filed by the Registrant pursuant to this Form are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. GSAMP Trust 2007-HE1 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Kelly Rentz Kelly Rentz, Officer Date: June 11, 2007 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of the certificates issued by GSAMP Trust 2007-HE1, relating to the May 25, 2007 distribution. EX-99.1 GS Mortgage Securities Corp. Mortgage Pass-Through Certificates Distribution Date: 5/25/2007 GS Mortgage Securities Corp. Mortgage Pass-Through Certificates Series 2007-HE1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Record Certificate Beginning Interest Date Pass-Through Certificate Distribution Rate Balance A-1 3622MDAA3 0405/24/2007 5.46000% ~~205~~201,~~059~~199,~~038~~028.5793 ~~933~~915,~~018~~455.6358 A-2A 3622MDAB1 0405/24/2007 5.38000% ~~146~~143,~~852~~363,~~641~~148.8908 ~~658~~642,~~389~~744.3478 A-2B 3622MDAC9 0405/24/2007 5.42000% 44,191,000.00 199,596.02 A-2C 3622MDAD7 0405/24/2007 5.47000% 59,585,000.00 271,608.29 A-2D 3622MDAE5 0405/24/2007 5.55000% 15,726,000.00 72,732.75 M-1 3622MDAF2 0405/24/2007 5.57000% 25,691,000.00 119,249.06 M-2 3622MDAG0 0405/24/2007 5.64000% 32,668,000.00 153,539.60 M-3 3622MDAH8 0405/24/2007 5.66000% 13,367,000.00 63,047.68 M-4 3622MDAJ4 0405/24/2007 5.73000% 12,063,000.00 57,600.82 M-5 3622MDAK1 0405/24/2007 5.79000% 14,019,000.00 67,641.68 M-6 3622MDAL9 0405/24/2007 5.84000% 9,129,000.00 44,427.80 M-7 3622MDAM7 0405/24/2007 6.52000% 9,129,000.00 49,600.90 M-8 3622MDAN5 0405/24/2007 7.07000% 8,150,000.00 48,017.08 M-9 3622MDAP0 0405/24/2007 7.82000% 9,129,000.00 59,490.65 B-1 3622MDAT2 0405/24/2007 7.82000% 10,772,000.00 70,197.53 B-2 3622MDAU9 0405/24/2007 7.82000% 9,455,000.00 61,615.08 X 3622MDAV7 0304/30/2007 0.00000% 24,125,968.27 1,~~390~~370,~~267~~896.4648 P 3622MDAW5 0304/30/2007 0.00000% 0.00 1943,~~090~~338.6182 R 3622MDAQ8 0304/30/2007 0.00000% 0.00 0.00 RC 3622MDAR6 0304/30/2007 0.00000% 0.00 0.00 RX 3622MDAS4 0304/30/2007 0.00000% 0.00 0.00 Totals ~~649~~641,~~111~~762,~~648~~145.7328 4,~~339~~310,~~130~~800.9860

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1 32,~~860~~406,~~009~~281.6418 0.00 ~~201~~198,~~199~~792,~~028~~747.9375 43,~~793~~321,~~028~~736.2776 0.00 A-2A 34,~~489~~582,~~493~~707.8193 0.00 ~~143~~138,~~363~~780,~~148~~440.0815 45,~~147~~225,~~883~~452.1571 0.00 A-2B 0.00 0.00 44,191,000.00 199,596.02 0.00 A-2C 0.00 0.00 59,585,000.00 271,608.29 0.00 A-2D 0.00 0.00 15,726,000.00 72,732.75 0.00 M-1 0.00 0.00 25,691,000.00 119,249.06 0.00 M-2 0.00 0.00 32,668,000.00 153,539.60 0.00 M-3 0.00 0.00 13,367,000.00 63,047.68 0.00 M-4 0.00 0.00 12,063,000.00 57,600.82 0.00 M-5 0.00 0.00 14,019,000.00 67,641.68 0.00 M-6 0.00 0.00 9,129,000.00 44,427.80 0.00 M-7 0.00 0.00 9,129,000.00 49,600.90 0.00 M-8 0.00 0.00 8,150,000.00 48,017.08 0.00 M-9 0.00 0.00 9,129,000.00 59,490.65 0.00 B-1 0.00 0.00 10,772,000.00 70,197.53 0.00 B-2 0.00 0.00 9,455,000.00 61,615.08 0.00 X 0.00 0.00 24,125,968.27 1,~~390~~370,~~267~~896.4648 0.00 P 0.00 0.00 0.00 1943,~~090~~338.6182 0.00 R 0.00 0.00 0.00 0.00 0.00 RC 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 Totals 76,~~349~~988,~~503~~989.4511 0.00 ~~641~~634,~~762~~773,~~145~~156.2817 11,~~688~~299,~~634~~789.4371 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties. All ~~Records~~Record Dates are based upon the governing documents and logic set forth as of closing.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution A-1 205,454,000.00 ~~205~~201,~~059~~199,~~038~~028.5793 0.00 32,~~860~~406,~~009~~281.6418 0.00 0.00 A-2A 149,399,000.00 ~~146~~143,~~852~~363,~~641~~148.8908 0.00 34,~~489~~582,~~493~~707.8193 0.00 0.00 A-2B 44,191,000.00 44,191,000.00 0.00 0.00 0.00 0.00 A-2C 59,585,000.00 59,585,000.00 0.00 0.00 0.00 0.00 A-2D 15,726,000.00 15,726,000.00 0.00 0.00 0.00 0.00 M-1 25,691,000.00 25,691,000.00 0.00 0.00 0.00 0.00 M-2 32,668,000.00 32,668,000.00 0.00 0.00 0.00 0.00 M-3 13,367,000.00 13,367,000.00 0.00 0.00 0.00 0.00 M-4 12,063,000.00 12,063,000.00 0.00 0.00 0.00 0.00 M-5 14,019,000.00 14,019,000.00 0.00 0.00 0.00 0.00 M-6 9,129,000.00 9,129,000.00 0.00 0.00 0.00 0.00 M-7 9,129,000.00 9,129,000.00 0.00 0.00 0.00 0.00 M-8 8,150,000.00 8,150,000.00 0.00 0.00 0.00 0.00 M-9 9,129,000.00 9,129,000.00 0.00 0.00 0.00 0.00 B-1 10,772,000.00 10,772,000.00 0.00 0.00 0.00 0.00 B-2 9,455,000.00 9,455,000.00 0.00 0.00 0.00 0.00 X 24,125,996.49 24,125,968.27 0.00 0.00 0.00 0.00 P 0.00 0.00 0.00 0.00 0.00 0.00 R 50.00 0.00 0.00 0.00 0.00 0.00 RC 100.00 0.00 0.00 0.00 0.00 0.00 RX 50.00 0.00 0.00 0.00 0.00 0.00 Totals 652,053,196.49 ~~649~~641,~~111~~762,~~648~~145.7328 0.00 76,~~349~~988,~~503~~989.4511 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 32,~~860~~406,~~009~~281.6418 ~~201~~198,~~199~~792,~~028~~747.9375 0.~~97928991~~96757789 32,~~860~~406,~~009~~281.6418 A-2A 34,~~489~~582,~~493~~707.8193 ~~143~~138,~~363~~780,~~148~~440.0815 0.~~95959911~~92892483 34,~~489~~582,~~493~~707.8193 A-2B 0.00 44,191,000.00 1.00000000 0.00 A-2C 0.00 59,585,000.00 1.00000000 0.00 A-2D 0.00 15,726,000.00 1.00000000 0.00 M-1 0.00 25,691,000.00 1.00000000 0.00 M-2 0.00 32,668,000.00 1.00000000 0.00 M-3 0.00 13,367,000.00 1.00000000 0.00 M-4 0.00 12,063,000.00 1.00000000 0.00 M-5 0.00 14,019,000.00 1.00000000 0.00 M-6 0.00 9,129,000.00 1.00000000 0.00 M-7 0.00 9,129,000.00 1.00000000 0.00 M-8 0.00 8,150,000.00 1.00000000 0.00 M-9 0.00 9,129,000.00 1.00000000 0.00 B-1 0.00 10,772,000.00 1.00000000 0.00 B-2 0.00 9,455,000.00 1.00000000 0.00 X 0.00 24,125,968.27 0.99999883 0.00 P 0.00 0.00 0.00000000 0.00 R 0.00 0.00 0.00000000 0.00 RC 0.00 0.00 0.00000000 0.00 RX 0.00 0.00 0.00000000 0.00 Totals 76,~~349~~988,~~503~~989.4511 ~~641~~634,~~762~~773,~~145~~156.2817 0.~~98421747~~97349903 76,~~349~~988,~~503~~989.4511

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 205,454,000.00 ~~998~~979.~~07761625~~28990884 0.00000000 1811.~~78770742~~71201914 0.00000000 A-2A 149,399,000.00 ~~982~~959.~~95598960~~59911432 0.00000000 2330.~~35687528~~67428785 0.00000000 A-2B 44,191,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-2C 59,585,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-2D 15,726,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 25,691,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 32,668,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 13,367,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 12,063,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 14,019,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 9,129,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 9,129,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 8,150,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 9,129,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-1 10,772,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-2 9,455,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 24,125,996.49 999.99883031 0.00000000 0.00000000 0.00000000 P 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R 50.00 0.00000000 0.00000000 0.00000000 0.00000000 RC 100.00 0.00000000 0.00000000 0.00000000 0.00000000 RX 50.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 0.00000000 1811.~~78770742~~71201914 ~~979~~967.~~28990884~~57788970 0.~~97928991~~96757789 1811.~~78770742~~71201914 A-2A 0.00000000 2330.~~35687528~~67428785 ~~959~~928.~~59911432~~92482647 0.~~95959911~~92892483 2330.~~35687528~~67428785 A-2B 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-2C 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-2D 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 999.99883031 0.99999883 0.00000000 P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 RC 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 RX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance A-1 0304/2625/07 - 0405/24/07 30 5.46000% ~~205~~201,~~059~~199,~~038~~028.5793 ~~933~~915,~~018~~455.6358 0.00 A-2A 0304/2625/07 - 0405/24/07 30 5.38000% ~~146~~143,~~852~~363,~~641~~148.8908 ~~658~~642,~~389~~744.3478 0.00 A-2B 0304/2625/07 - 0405/24/07 30 5.42000% 44,191,000.00 199,596.02 0.00 A-2C 0304/2625/07 - 0405/24/07 30 5.47000% 59,585,000.00 271,608.29 0.00 A-2D 0304/2625/07 - 0405/24/07 30 5.55000% 15,726,000.00 72,732.75 0.00 M-1 0304/2625/07 - 0405/24/07 30 5.57000% 25,691,000.00 119,249.06 0.00 M-2 0304/2625/07 - 0405/24/07 30 5.64000% 32,668,000.00 153,539.60 0.00 M-3 0304/2625/07 - 0405/24/07 30 5.66000% 13,367,000.00 63,047.68 0.00 M-4 0304/2625/07 - 0405/24/07 30 5.73000% 12,063,000.00 57,600.82 0.00 M-5 0304/2625/07 - 0405/24/07 30 5.79000% 14,019,000.00 67,641.68 0.00 M-6 0304/2625/07 - 0405/24/07 30 5.84000% 9,129,000.00 44,427.80 0.00 M-7 0304/2625/07 - 0405/24/07 30 6.52000% 9,129,000.00 49,600.90 0.00 M-8 0304/2625/07 - 0405/24/07 30 7.07000% 8,150,000.00 48,017.08 0.00 M-9 0304/2625/07 - 0405/24/07 30 7.82000% 9,129,000.00 59,490.65 0.00 B-1 0304/2625/07 - 0405/24/07 30 7.82000% 10,772,000.00 70,197.53 0.00 B-2 0304/2625/07 - 0405/24/07 30 7.82000% 9,455,000.00 61,615.08 0.00 X N/A N/A 0.00000% 24,125,968.27 0.00 0.00 P N/A N/A 0.00000% 0.00 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 RC N/A N/A 0.00000% 0.00 0.00 0.00 RX N/A N/A 0.00000% 0.00 0.00 0.00 Totals 2,~~929~~896,~~772~~565.9130 0.00

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00 0.00 ~~933~~915,~~018~~455.6358 0.00 ~~201~~198,~~199~~792,~~028~~747.9375 A-2A 0.00 0.00 ~~658~~642,~~389~~744.3478 0.00 ~~143~~138,~~363~~780,~~148~~440.0815 A-2B 0.00 0.00 199,596.02 0.00 44,191,000.00 A-2C 0.00 0.00 271,608.29 0.00 59,585,000.00 A-2D 0.00 0.00 72,732.75 0.00 15,726,000.00 M-1 0.00 0.00 119,249.06 0.00 25,691,000.00 M-2 0.00 0.00 153,539.60 0.00 32,668,000.00 M-3 0.00 0.00 63,047.68 0.00 13,367,000.00 M-4 0.00 0.00 57,600.82 0.00 12,063,000.00 M-5 0.00 0.00 67,641.68 0.00 14,019,000.00 M-6 0.00 0.00 44,427.80 0.00 9,129,000.00 M-7 0.00 0.00 49,600.90 0.00 9,129,000.00 M-8 0.00 0.00 48,017.08 0.00 8,150,000.00 M-9 0.00 0.00 59,490.65 0.00 9,129,000.00 B-1 0.00 0.00 70,197.53 0.00 10,772,000.00 B-2 0.00 0.00 61,615.08 0.00 9,455,000.00 X 0.00 0.00 1,~~390~~370,~~267~~896.4648 0.00 24,125,968.27 P 0.00 0.00 1943,~~090~~338.6182 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 RC 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 4,~~339~~310,~~130~~800.9860 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance A-1 205,454,000.00 5.46000% ~~998~~979.~~07761625~~28990884 4.~~54125318~~45576908 0.00000000 A-2A 149,399,000.00 5.38000% ~~982~~959.~~95598960~~59911432 4.~~40691932~~30220269 0.00000000 A-2B 44,191,000.00 5.42000% 1000.00000000 4.51666674 0.00000000 A-2C 59,585,000.00 5.47000% 1000.00000000 4.55833331 0.00000000 A-2D 15,726,000.00 5.55000% 1000.00000000 4.62500000 0.00000000 M-1 25,691,000.00 5.57000% 1000.00000000 4.64166673 0.00000000 M-2 32,668,000.00 5.64000% 1000.00000000 4.70000000 0.00000000 M-3 13,367,000.00 5.66000% 1000.00000000 4.71666642 0.00000000 M-4 12,063,000.00 5.73000% 1000.00000000 4.77499959 0.00000000 M-5 14,019,000.00 5.79000% 1000.00000000 4.82500036 0.00000000 M-6 9,129,000.00 5.84000% 1000.00000000 4.86666667 0.00000000 M-7 9,129,000.00 6.52000% 1000.00000000 5.43333333 0.00000000 M-8 8,150,000.00 7.07000% 1000.00000000 5.89166626 0.00000000 M-9 9,129,000.00 7.82000% 1000.00000000 6.51666667 0.00000000 B-1 10,772,000.00 7.82000% 1000.00000000 6.51666636 0.00000000 B-2 9,455,000.00 7.82000% 1000.00000000 6.51666631 0.00000000 X 24,125,996.49 0.00000% 999.99883031 0.00000000 0.00000000 P 0.00 0.00000% 0.00000000 0.00000000 0.00000000 R 50.00 0.00000% 0.00000000 0.00000000 0.00000000 RC 100.00 0.00000% 0.00000000 0.00000000 0.00000000 RX 50.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00000000 0.00000000 4.~~54125318~~45576908 0.00000000 ~~979~~967.~~28990884~~57788970 A-2A 0.00000000 0.00000000 4.~~40691932~~30220269 0.00000000 ~~959~~928.~~59911432~~92482647 A-2B 0.00000000 0.00000000 4.51666674 0.00000000 1000.00000000 A-2C 0.00000000 0.00000000 4.55833331 0.00000000 1000.00000000 A-2D 0.00000000 0.00000000 4.62500000 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 4.64166673 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.70000000 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 4.71666642 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 4.77499959 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 4.82500036 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 4.86666667 0.00000000 1000.00000000 M-7 0.00000000 0.00000000 5.43333333 0.00000000 1000.00000000 M-8 0.00000000 0.00000000 5.89166626 0.00000000 1000.00000000 M-9 0.00000000 0.00000000 6.51666667 0.00000000 1000.00000000 B-1 0.00000000 0.00000000 6.51666636 0.00000000 1000.00000000 B-2 0.00000000 0.00000000 6.51666631 0.00000000 1000.00000000 X 0.00000000 0.00000000 5756.~~62528651~~82237750 0.00000000 999.99883031 P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 RC 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 RX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable. NOTE: All classes per $1,000 denomination.

Certificateholder Account Statement CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 119,~~519~~620,~~829~~165.5146 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 1,~~200~~763,~~034~~700.2507 Servicer Advances ~~594~~702,~~440~~520.7637 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 1943,~~090~~338.6182 Swap/Cap Payments 37,~~936~~254.5667 Total Deposits 1312,~~371~~166,~~331~~979.6939 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 1594,~~406,824~~440.8276 Total Administration Fees ~~275~~272,~~872~~748.4492 Payment of Interest and Principal 11,~~688~~299,~~634~~789.4371 Total Withdrawals (Pool Distribution Amount) 1312,~~371~~166,~~331~~979.6939 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~270~~267,~~463~~400.1889 Master Servicing Fee - Wells Fargo Bank, N.A. 5,~~409~~348.2603 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~275~~272,~~872~~748.4492 *Servicer Payees include: AVELO MORTGAGE, L.L.C.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Supplemental Interest Trust Account 0.00 37,~~936~~254.5667 37,~~936~~254.5667 0.00 Excess Reserve Fund Account 0.00 0.00 0.00 0.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Interest Rate Cap Agreement - Goldman Sachs 0.00 0.00 0.00 Interest Rate Swap Agreement - Goldman Sachs 2,~~242~~202,~~472~~165.1901 2,~~204~~164,~~535~~910.6334 37,~~936~~254.5667

Collateral Statement Group 1 2 Collateral Description Mixed ARM and Balloon Mixed Fixed Weighted Average Coupon Rate 8.~~630884~~625679 8.263453 Weighted Average Net Rate 8.~~130884~~125679 7.763453 Weighted Average Pass-Through Rate 8.~~120884~~115679 7.753453 Weighted Average Remaining Term ~~358~~357 ~~344~~343 Principal And Interest Constant 1,~~583~~559,~~578~~723.2895 ~~532~~527,~~823~~310.8589 Beginning Loan Count 1,~~232~~216 ~~536~~532 Loans Paid in Full 1614 43 Ending Loan Count 1,~~216~~202 ~~532~~529 Beginning Scheduled Balance ~~209~~205,~~071~~948,~~987~~247.0799 7170,~~099~~363,~~314~~043.3781 Ending Scheduled Balance ~~205~~203,948,~~247~~984.9964 7069,~~363~~956,~~043~~025.8198 Actual Ending Collateral Balance ~~206~~204,~~021~~038,~~927~~915.1075 7069,~~396~~994,~~578~~913.3449 Scheduled Principal 79,~~848~~354.1836 4342,~~219~~776.0015 Unscheduled Principal 31,~~043~~919,~~890~~908.9099 ~~693~~364,~~051~~241.5668 Scheduled Interest 1,~~503~~480,~~730~~369.1059 ~~489~~484,~~604~~534.8574 Servicing Fees 8785,~~113~~811.3377 29,~~624~~317.7193 Master Servicing Fees 1,~~742~~716.2724 ~~592~~586.4936 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 1,~~414~~392,~~874~~841.5058 ~~459~~454,~~387~~630.6545 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 1216,~~311~~836.6014 04,246.0036 Prepayment Penalty Paid Count 45 01 Special Servicing Fee 0.00 0.00

Collateral Statement Group 3 4 Collateral Description Mixed ARM and Balloon Mixed Fixed Weighted Average Coupon Rate 8.~~309311~~302195 8.~~467073~~457691 Weighted Average Net Rate 7.~~809311~~802195 7.~~967073~~957691 Weighted Average Pass-Through Rate 7.~~799311~~792195 7.~~957073~~947691 Weighted Average Remaining Term ~~360~~359 ~~334~~333 Principal And Interest Constant 2,~~097~~076,~~336~~871.3546 ~~602~~596,~~760~~064.5203 Beginning Loan Count 1,~~209~~197 ~~555~~549 Loans Paid in Full 12 62 Ending Loan Count 1,~~197~~185 ~~549~~547 Beginning Scheduled Balance ~~289~~287,~~661~~024,~~937~~225.5527 7978,~~278~~426,~~409~~628.7421 Ending Scheduled Balance ~~287~~282,~~024~~877,~~225~~101.2765 7877,~~426~~991,~~628~~043.2190 Actual Ending Collateral Balance ~~287~~282,~~111~~978,~~693~~507.2521 78,~~457~~031,~~766~~699.0214 Scheduled Principal 91,~~593~~095.8666 43,~~380~~307.4219 Unscheduled Principal 24,~~546~~056,~~118~~027.4296 ~~808~~392,~~401~~277.1112 Scheduled Interest 21,~~005~~985,~~742~~775.4980 ~~559~~552,~~380~~756.1084 Servicing Fees ~~120~~119,~~692~~593.4743 3332,~~032~~677.6776 Master Servicing Fees 2,~~413~~391.8587 ~~660~~653.6556 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 1,~~882~~863,~~636~~790.1750 ~~525~~519,~~686~~425.7852 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 122,~~838~~256.5532 ~~4,940~~0.4600 Prepayment Penalty Paid Count 12 30 Special Servicing Fee 0.00 0.00

Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 8.~~427131~~420759 Weighted Average Net Rate 7.~~927131~~920759 Weighted Average Pass-Through Rate 7.~~917131~~910759 Weighted Average Remaining Term ~~354~~353 Principal And Interest Constant 4,~~816~~759,~~499~~970.0033 Beginning Loan Count 3,~~532~~494 Loans Paid in Full 3831 Ending Loan Count 3,~~494~~463 Beginning Scheduled Balance ~~649~~641,~~111~~762,~~648~~145.7328 Ending Scheduled Balance ~~641~~634,~~762~~773,~~145~~156.2817 Actual Ending Collateral Balance ~~641~~635,~~987~~044,~~964~~035.7159 Scheduled Principal ~~258~~256,~~041~~533.4636 Unscheduled Principal 76,~~091~~732,~~461~~455.9975 Scheduled Interest 4,~~558~~503,~~457~~436.5497 Servicing Fees ~~270~~267,~~463~~400.1889 Master Servicing Fees 5,~~409~~348.2603 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 0.00 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 4,~~282~~230,~~585~~688.1005 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 1943,~~090~~338.6182 Prepayment Penalty Paid Count 8 Special Servicing Fee 0.00

Additional Reporting - Deal Level Cash Reporting Net Monthly Excess Cash Flow 1,~~390~~370,~~267~~896.4808 Extra Principal Distribution Amount 0.00 Other Income 0.00 Prepayment Interest Shortfall 0.00 Soldier & Sailor Adjustment 481.21 Miscellaneous Reporting Current Libor Rate Used 5.320000% Swap Libor Rate 5.320000% Structural Reporting Overcollateralization Amount 24,125,968.27 Overcollateralization Deficiency 0.00 Overcollateralization Increase Amount 0.00 Overcollateralization Release 0.00 Specified Overcollateralization Amount 24,125,968.27 Overcollateralization Floor 3,260,265.98 Stepdown Date NO Trigger Event Reporting Senior Enhancement Percentage 27.~~689070~~9939% Senior Specified Enhancement Percentage 54.~~500000~~5000% Cumulative Loss Trigger Event Trigger Result Pass Threshold Value 1.650000% Calculated Value 0.000000% Delinquency Trigger Event Trigger Result Pass Threshold Value 8.~~034728~~126742% Calculated Value 1.~~104118~~228829% Trigger Event Trigger Result Pass 40-Year Trigger Event Trigger Result Pass

Delinquency Status DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 3 0 0 3 560,~~542~~371.1744 0.00 0.00 560,~~542~~371.1744 30 Days 7089 0 0 0 7089 1318,~~967~~256,~~262~~341.7088 0.00 0.00 0.00 1318,~~967~~256,~~262~~341.7088 60 Days 3945 0 0 0 3945 87,~~136~~961,~~428~~513.8010 0.00 0.00 0.00 87,~~136~~961,~~428~~513.8010 90 Days 028 0 03 0 031 07,370,168.0040 0.00 0510,060.0017 0.00 07,880,228.0057 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals ~~109~~162 3 03 0 ~~112~~168 2233,~~103~~588,~~691~~023.5038 560,~~542~~371.1744 0510,060.0017 0.00 2234,~~664~~658,~~233~~454.6799 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0.~~085861~~086630% 0.000000% 0.000000% 0.~~085861~~086630% 0.~~087314~~088241% 0.000000% 0.000000% 0.~~087314~~088241% 30 Days 2.~~003434~~570026% 0.000000% 0.000000% 0.000000% 2.~~003434~~570026% 2.~~175627~~874815% 0.000000% 0.000000% 0.000000% 2.~~175627~~874815% 60 Days 1.~~116199~~299451% 0.000000% 0.000000% 0.000000% 1.~~116199~~299451% 1.~~267380~~253695% 0.000000% 0.000000% 0.000000% 1.~~267380~~253695% 90 Days 0.~~000000~~808548% 0.000000% 0.~~000000~~086630% 0.000000% 0.~~000000~~895178% 01.~~000000~~160576% 0.000000% 0.~~000000~~080319% 0.000000% 01.~~000000~~240895% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 34.~~119634~~678025% 0.~~085861~~086630% 0.~~000000~~086630% 0.000000% 34.~~205495~~851285% 35.~~443007~~289086% 0.~~087314~~088241% 0.~~000000~~080319% 0.000000% 35.~~530321~~457646%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~594~~702,~~440~~520.7637

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 1 0 0 1 ~~377~~376,~~011~~891.1812 0.00 0.00 ~~377~~376,~~011~~891.1812 30 Days 2937 0 0 0 2937 56,~~816~~259,~~774~~468.7475 0.00 0.00 0.00 56,~~816~~259,~~774~~468.7475 60 Days 1419 0 0 0 1419 23,~~463~~742,~~115~~175.2740 0.00 0.00 0.00 23,~~463~~742,~~115~~175.2740 90 Days 09 0 01 0 010 01,738,145.0020 0.00 0160,067.0093 0.00 01,898,213.0013 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 4365 1 01 0 4467 811,~~279~~739,~~890~~789.0135 ~~377~~376,~~011~~891.1812 0160,067.0093 0.00 812,~~656~~276,~~901~~748.1940 0-29 Days 0.~~082237~~083195% 0.000000% 0.000000% 0.~~082237~~083195% 0.~~182996~~184715% 0.000000% 0.000000% 0.~~182996~~184715% 30 Days 23.~~384868~~078203% 0.000000% 0.000000% 0.000000% 23.~~384868~~078203% 23.~~823377~~067782% 0.000000% 0.000000% 0.000000% 23.~~823377~~067782% 60 Days 1.~~151316~~580699% 0.000000% 0.000000% 0.000000% 1.~~151316~~580699% 1.~~195560~~834050% 0.000000% 0.000000% 0.000000% 1.~~195560~~834050% 90 Days 0.~~000000~~748752% 0.000000% 0.~~000000~~083195% 0.000000% 0.~~000000~~831947% 0.~~000000~~851869% 0.000000% 0.~~000000~~078450% 0.000000% 0.~~000000~~930319% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 35.~~536184~~407654% 0.~~082237~~083195% 0.~~000000~~083195% 0.000000% 35.~~618421~~574043% 45.~~018936~~753701% 0.~~182996~~184715% 0.~~000000~~078450% 0.000000% 46.~~201932~~016866% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 68 0 0 0 68 ~~662~~913,~~311~~934.4297 0.00 0.00 0.00 ~~662~~913,~~311~~934.4297 60 Days 42 0 0 0 42 ~~635~~195,~~482~~077.4067 0.00 0.00 0.00 ~~635~~195,~~482~~077.4067 90 Days 03 0 01 0 04 0585,490.0016 0.00 049,992.0024 0.00 0635,482.0040 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1013 0 01 0 1014 1,~~297~~694,~~793~~502.8280 0.00 049,992.0024 0.00 1,~~297~~744,~~793~~495.8204 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.~~127820~~512287% 0.000000% 0.000000% 0.000000% 1.~~127820~~512287% 01.~~940829~~305716% 0.000000% 0.000000% 0.000000% 01.~~940829~~305716% 60 Days 0.~~751880~~378072% 0.000000% 0.000000% 0.000000% 0.~~751880~~378072% 0.~~902718~~278703% 0.000000% 0.000000% 0.000000% 0.~~902718~~278703% 90 Days 0.~~000000~~567108% 0.000000% 0.~~000000~~189036% 0.000000% 0.~~000000~~756144% 0.~~000000~~836475% 0.000000% 0.~~000000~~071423% 0.000000% 0.~~000000~~907898% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 12.~~879699~~457467% 0.000000% 0.~~000000~~189036% 0.000000% 12.~~879699~~646503% 12.~~843547~~420894% 0.000000% 0.~~000000~~071423% 0.000000% 12.~~843547~~492317% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 3 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 2 0 0 2 183,~~530~~480.9932 0.00 0.00 183,~~530~~480.9932 30 Days 2235 0 0 0 2235 610,~~426~~193,~~925~~280.7917 0.00 0.00 0.00 610,~~426~~193,~~925~~280.7917 60 Days 1412 0 0 0 1412 42,~~251~~904,~~753~~756.1499 0.00 0.00 0.00 42,~~251~~904,~~753~~756.1499 90 Days 011 0 01 0 012 04,353,475.0001 0.00 0300,000.00 0.00 04,653,475.0001 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 3658 2 01 0 3861 1017,~~678~~451,~~678~~512.9317 183,~~530~~480.9932 0300,000.00 0.00 1017,~~862~~934,~~209~~992.9249 0-29 Days 0.~~167084~~168776% 0.000000% 0.000000% 0.~~167084~~168776% 0.~~063923~~064839% 0.000000% 0.000000% 0.~~063923~~064839% 30 Days 12.~~837928~~953586% 0.000000% 0.000000% 0.000000% 12.~~837928~~953586% 23.~~238476~~602139% 0.000000% 0.000000% 0.000000% 23.~~238476~~602139% 60 Days 1.~~169591~~012658% 0.000000% 0.000000% 0.000000% 1.~~169591~~012658% 1.~~480871~~026494% 0.000000% 0.000000% 0.000000% 1.~~480871~~026494% 90 Days 0.~~000000~~928270% 0.000000% 0.~~000000~~084388% 0.000000% 01.~~000000~~012658% 01.~~000000~~538447% 0.000000% 0.~~000000~~106015% 0.000000% 01.~~000000~~644462% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 34.~~007519~~894515% 0.~~167084~~168776% 0.~~000000~~084388% 0.000000% 35.~~174603~~147679% 36.~~719347~~167080% 0.~~063923~~064839% 0.~~000000~~106015% 0.000000% 36.~~783270~~337935% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 4 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 139 0 0 0 139 1889,~~061,250~~657.7599 0.00 0.00 0.00 1889,~~061,250~~657.7599 60 Days 712 0 0 0 712 ~~786~~1,~~077~~119,503.9904 0.00 0.00 0.00 ~~786~~1,~~077~~119,503.9904 90 Days 05 0 0 0 05 0693,058.0003 0.00 0.00 0.00 0693,058.0003 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 2026 0 0 0 2026 12,~~847~~702,~~328~~219.7406 0.00 0.00 0.00 12,~~847~~702,~~328~~219.7406 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 21.~~367942~~645338% 0.000000% 0.000000% 0.000000% 21.~~367942~~645338% 1.~~352640~~140124% 0.000000% 0.000000% 0.000000% 1.~~352640~~140124% 60 Days 12.~~275046~~193784% 0.000000% 0.000000% 0.000000% 12.~~275046~~193784% 1.~~001912~~434677% 0.000000% 0.000000% 0.000000% 1.~~001912~~434677% 90 Days 0.~~000000~~914077% 0.000000% 0.000000% 0.000000% 0.~~000000~~914077% 0.~~000000~~888175% 0.000000% 0.000000% 0.000000% 0.~~000000~~888175% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 34.~~642987~~753199% 0.000000% 0.000000% 0.000000% 34.~~642987~~753199% 23.~~354552~~462976% 0.000000% 0.000000% 0.000000% 23.~~354552~~462976%

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure ~~Detail~~History* -New ~~All~~Foreclosure ~~Mortgage~~Loans Month Foreclosure Percentage Loans in Foreclosure ~~during~~3 Jun-06 0.000% Original Principal Balance 510,200.00 Jul-06 0.000% Current ~~Period~~Actual ~~Summary~~Balance 510,060.17 Aug-06 No0.000% Sep-06 0.000% Current Foreclosure ~~Information~~Total toOct-06 0.000% Loans in Foreclosure 3 Nov-06 0.000% Original Principal Balance 510,200.00 Dec-06 0.000% Current Actual Balance 510,060.17 Jan-07 0.000% Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 0.080% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~monthly bond remittance report can be viewed online at www.ctslink.com. 1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 Jun-06 No0.000% Original Principal Balance 160,200.00 Jul-06 0.000% Current Actual Balance 160,067.93 Aug-06 0.000% Sep-06 0.000% Current Foreclosure ~~Information~~Total toOct-06 0.000% Loans in Foreclosure 1 Nov-06 0.000% Original Principal Balance 160,200.00 Dec-06 0.000% Current Actual Balance 160,067.93 Jan-07 0.000% Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 0.078% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~monthly bond remittance report can be viewed online at www.ctslink.com. 2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 Jun-06 No0.000% Original Principal Balance 50,000.00 Jul-06 0.000% Current Actual Balance 49,992.24 Aug-06 0.000% Sep-06 0.000% Current Foreclosure ~~Information~~Total toOct-06 0.000% Loans in Foreclosure 1 Nov-06 0.000% Original Principal Balance 50,000.00 Dec-06 0.000% Current Actual Balance 49,992.24 Jan-07 0.000% Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 0.071% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~monthly bond remittance report can be viewed online at www.ctslink.com. 3 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 Jun-06 No0.000% Original Principal Balance 300,000.00 Jul-06 0.000% Current Actual Balance 300,000.00 Aug-06 0.000% Sep-06 0.000% Current Foreclosure ~~Information~~Total toOct-06 0.000% Loans in Foreclosure 1 Nov-06 0.000% Original Principal Balance 300,000.00 Dec-06 0.000% Current Actual Balance 300,000.00 Jan-07 0.000% Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 0.106% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~monthly bond remittance report can be viewed online at www.ctslink.com. 4 - No Foreclosure Information to report this period.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance No1 ~~Foreclosure~~0005825950 ~~Loans~~May-2007 ~~this~~01-Nov-2006 ~~Period~~MO 90.00 160,200.00 2 0005826042 May-2007 01-Nov-2006 NC 100.00 50,000.00 3 0006091829 May-2007 01-Jan-2007 NJ 80.00 300,000.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest No1 ~~Foreclosure~~0005825950 ~~Loans~~160,067.93 ~~this~~01-Dec-2006 ~~Period~~3 10.350% 3,936.69 2 0005826042 49,992.24 01-Dec-2006 3 12.300% 1,474.42 3 0006091829 300,000.00 01-Dec-2006 3 9.085% 6,428.29

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 30 ~~May~~Jun-06 0.000% Original Principal Balance ~~561,350~~0.00 ~~Jun~~Jul-06 0.000% Current Actual Balance ~~560,542~~0.1700 ~~Jul~~Aug-06 0.000% ~~Aug~~Sep-06 0.000% Current Bankruptcy Total ~~Sep~~Oct-06 0.000% Loans in Bankruptcy 3 ~~Oct~~Nov-06 0.000% Original Principal Balance 561,350.00 ~~Nov~~Dec-06 0.000% Current Actual Balance 560,~~542~~371.1744 ~~Dec~~Jan-0607 0.000% ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.~~000~~087% ~~Apr~~May-07 0.~~087~~088% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 10 ~~May~~Jun-06 0.000% Original Principal Balance ~~377,600~~0.00 ~~Jun~~Jul-06 0.000% Current Actual Balance ~~377,011~~0.1800 ~~Jul~~Aug-06 0.000% ~~Aug~~Sep-06 0.000% Current Bankruptcy Total ~~Sep~~Oct-06 0.000% Loans in Bankruptcy 1 ~~Oct~~Nov-06 0.000% Original Principal Balance 377,600.00 ~~Nov~~Dec-06 0.000% Current Actual Balance ~~377~~376,~~011~~891.1812 ~~Dec~~Jan-0607 0.000% ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.~~000~~183% ~~Apr~~May-07 0.~~183~~185% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2 - No Bankruptcy Information to report this period. 3 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 20 ~~May~~Jun-06 0.000% Original Principal Balance ~~183,750~~0.00 ~~Jun~~Jul-06 0.000% Current Actual Balance ~~183,530~~0.9900 ~~Jul~~Aug-06 0.000% ~~Aug~~Sep-06 0.000% Current Bankruptcy Total ~~Sep~~Oct-06 0.000% Loans in Bankruptcy 2 ~~Oct~~Nov-06 0.000% Original Principal Balance 183,750.00 ~~Nov~~Dec-06 0.000% Current Actual Balance 183,~~530~~480.9932 ~~Dec~~Jan-0607 0.000% ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.~~000~~064% ~~Apr~~May-07 0.~~064~~065% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 4 - No Bankruptcy Information to report this period.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest 1 0005961631 ~~377~~376,~~011~~891.1812 01-~~Mar~~Apr-2007 0 7.750% 4,~~556~~554.2682 3 0006108800 97,~~551~~500.2457 01-~~Apr~~May-2007 (1) 9.400% 723.8850 3 0006403229 85,979.75 01-Mar-2007 0 9.250% 1,253.9283

Realized Loss Report - Collateral Summary - No Realized Loss Information to report this period. 1 - No Realized Loss Information to report this period. 2 - No Realized Loss Information to report this period. 3 - No Realized Loss Information to report this period. 4 - No Realized Loss Information to report this period. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR / (WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Cumulative Loss Severity: Sum (Realized Losses) / ~~sum~~Sum (Ending Actual Balance for loans that have experienced a loss).

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance 1 1412 21,~~742~~433,~~950~~899.00 21,~~737~~430,~~890~~146.7265 2 ~~281~~477,~~900~~000.00 ~~281~~476,~~365~~543.2104 2 32 ~~626~~178,~~100~~200.00 ~~625~~177,~~071~~728.4061 1 ~~100~~181,~~000~~650.00 99181,~~850~~240.2758 3 9 13,~~932~~252,~~550~~450.00 13,~~929~~248,~~850~~431.7763 3 ~~600~~799,000.00 ~~598~~797,~~842~~796.7249 4 41 ~~592~~90,000.00 ~~590~~89,~~790~~868.3499 21 ~~211~~296,~~092~~000.00 ~~210~~295,~~695~~293.5026 Total 3024 54,~~893~~954,~~600~~549.00 54,~~883~~946,~~603~~175.2388 87 1,~~192~~753,~~992~~650.00 1,~~190~~750,~~753~~873.7037

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount 1 0 0.00 0.00 0 0.00 0.00 2514,~~851~~055.7974 2 0 0.00 0.00 0 0.00 0.00 ~~(31~~5,~~485~~451.~~01)~~14 3 0 0.00 0.00 0 0.00 0.00 1810,~~657~~809.4246 4 0 0.00 0.00 0 0.00 0.00 7,~~312~~148.3423 Total 0 0.00 0.00 0 0.00 0.00 2037,~~336~~464.5457

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount 1 ~~0005164659~~0005225422 KSIN 80100.00 0129-~~Jun~~Jul-2006 ~~146~~78,~~400~~000.00 ~~145~~77,~~111~~607.3784 1 ~~0005962271~~0005961645 MANY 9080.00 01-~~Aug~~Oct-2006 ~~187~~128,~~200~~799.00 ~~186~~128,~~377~~328.3469 1 ~~0005971907~~0005962051 AZIL 8090.00 01-Nov-2006 ~~144~~118,~~000~~800.00 ~~144~~118,~~000~~354.0117 1 ~~0005974611~~0005974550 MO 90100.00 01-Sep-2006 ~~117~~98,~~000~~400.00 ~~116~~98,~~509~~009.9248 1 ~~0006104910~~0006004385 MOIN 100.00 01-Dec-2006 ~~122~~90,000.00 ~~121~~89,~~725~~742.0234 1 ~~0006104916~~0006046527 MDNC 100.00 01-Dec-2006 ~~159~~148,~~900~~000.00 ~~159~~148,~~503~~000.7800 1 ~~0006188964~~0006091774 MITN 90.00 01-~~Jan~~Dec-~~2007~~2006 48125,~~600~~100.00 48124,~~520~~753.0172 1 ~~0006188980~~0006195467 UTAL 9580.00 01-Jan-2007 ~~270~~88,~~750~~800.00 ~~270~~88,~~750~~635.0019 1 ~~0006189059~~0006402872 TNNJ 8094.0017 01-Jan-2007 78226,000.00 78225,~~000~~061.0003 1 ~~0006402863~~0006403047 AKKS 9094.0044 01-Jan-2007 ~~234~~85,000.00 ~~233~~84,~~237~~756.5093 1 ~~0006402866~~0006403240 NJWA 90.00 01-Jan-2007 ~~324~~387,000.00 ~~323~~386,~~776~~697.2106 1 ~~0006403245~~0006407461 NJFL 4947.0417 01-~~Jan~~Dec-~~2007~~2006 ~~115~~100,~~500~~000.00 ~~115~~99,~~068~~601.6761 1 ~~0006585162~~0006407465 ILPA 8065.0093 01-Dec-2006 ~~281~~120,~~600~~000.00 ~~281~~119,~~018~~638.2601 1 ~~0006585342~~0006500010 SCVA 9590.00 01-Jan-2007 ~~157~~117,~~700.00 157,443.24 1 0006585351 MA 51.52 01-Jan-2007 357,~~000.00 ~~355~~116,~~994~~667.6918 12 ~~0006611468~~0005825945 FLWA 9520.00 01-~~Feb~~Dec-~~2007~~2006 ~~281~~55,200.00 ~~281~~55,~~003~~075.0926 2 ~~0006104865~~0005825965 NYAZ ~~100~~65.0078 2701-~~Nov~~Dec-2006 ~~100~~123,000.00 99122,~~811~~558.9964 2 ~~0006192447~~0006004323 MDFL 80100.00 01-~~Jan~~Dec-~~2007~~2006 ~~314~~181,~~400~~650.00 ~~313~~181,~~225~~156.8864 ~~2 0006192448 MD 20.00 01-Jan-2007 78,600.00 78,458.87 2 0006403445 NM 90.00 01-Jan-2007 233,100.00 233,039.83~~ 3 ~~0005098668~~0005126951 NCFL 8077.0086 01-~~Jul~~Aug-2006 ~~200~~550,000.00 ~~199~~548,~~988~~672.0088 3 ~~0006091775~~0005960672 PAGA 9089.0035 01-~~Dec~~Sep-2006 74621,~~700.00 74,537.21 3 0006104891 NC 100.00 25-Nov-2006 95,~~000.00 94619,~~801~~576.2230 3 ~~0006104918~~0006108879 MDMI ~~100~~52.0038 2301-~~Nov~~Jan-~~2006~~2007 ~~136~~88,000.00 ~~135~~87,~~682~~744.3944 3 ~~0006104933~~0006189027 CAVA ~~100~~60.0024 01-~~Dec~~Jan-~~2006~~2007 ~~369~~250,000.00 ~~368~~249,~~066~~507.3399 3 ~~0006188929~~0006403039 NMOH 7785.7000 01-Jan-2007 ~~540~~148,~~000~~750.00 ~~538~~148,~~663~~618.8968 3 ~~0006192369~~0006403078 VAIL 80.00 01-~~Dec~~Feb-~~2006~~2007 92252,000.00 91252,~~878~~000.4300 3 ~~0006195528~~0006403145 MDCA 85.00 01-Jan-2007 ~~276~~174,250.00 ~~275~~174,~~765~~166.3851 3 ~~0006402948~~0006403236 VACA 5185.5000 01-Jan-2007 ~~420~~476,000.00 ~~418~~474,~~928~~704.5568 3 ~~0006585203~~0006403333 TNMD 9089.0053 01-~~Jan~~Dec-~~2007~~2006 72385,000.00 71384,~~848~~568.0821 3 ~~0006612569~~0006585907 NCNJ 9480.9400 01-~~Feb~~Jan-2007 ~~125~~508,~~700~~000.00 ~~125~~508,~~700~~000.00 3 ~~0006612595~~0006586331 MNIL 7990.9900 01-~~Feb~~Jan-2007 ~~131~~418,~~900~~500.00 ~~131~~418,~~601~~137.5216 43 ~~0005725976~~0006612621 GASC 9989.9998 01-~~Sep~~Feb-~~2006~~2007 ~~167~~179,~~250~~950.00 ~~166~~179,~~627~~521.7365 4 ~~0006104873~~0006192308 NCVA ~~100~~20.00 01-~~Dec~~Jan-~~2006~~2007 ~~178~~90,000.00 ~~177~~89,~~598~~835.7763 4 ~~0006104934~~0006403478 TXWI 2080.00 0127-~~Nov-2006 33,092.00 32,999.40 4 0006192368 VA 20.00 01-~~Dec-2006 23296,000.00 22295,~~970~~293.~~29 4 0006403345 MI 70.00 01-Jan-2007 63,700.00 63,629.69 4 0006612084 GA 78.62 01-Jan-2007 338,050.00 337,262.89~~26

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning 1 ~~0005164659~~0005225422 Loan Paid in Full 10 79.~~275~~620% 360 109 1 ~~0005962271~~0005961645 Loan Paid in Full 10 9.~~700~~990% 360 87 1 ~~0005971907~~0005962051 Loan Paid in Full 0 79.~~000~~200% 360 56 1 ~~0005974611~~0005974550 Loan Paid in Full 0 1110.~~000~~175% 360 78 1 ~~0006104910~~0006004385 Repurchase 0 9.~~990~~740% 360 45 1 ~~0006104916~~0006046527 ~~Repurchase 1 9.540% 360 4 1 0006188964~~ Loan Paid in Full 0 1012.~~400~~450% 360 35 1 ~~0006188980~~0006091774 Loan Paid in Full 0 89.~~625~~900% 360 35 1 ~~0006189059~~0006195467 Loan Paid in Full 0 710.900% 360 34 1 ~~0006402863~~0006402872 Loan Paid in Full (1) 86.990% 360 34 1 ~~0006402866~~0006403047 Loan Paid in Full 0 98.~~750~~850% 360 34 1 ~~0006403245~~0006403240 ~~Loan~~Repurchase ~~Paid in Full~~ 0 610.~~375~~190% 360 34 1 ~~0006585162~~0006407461 Loan Paid in Full 0 108.~~400~~650% 360 45 1 ~~0006585342~~0006407465 Loan Paid in Full 0 109.~~450~~490% 360 35 1 ~~0006585351~~0006500010 Loan Paid in Full 0 78.~~850~~875% 360 34 12 ~~0006611468~~0005825945 Loan Paid in Full 0(1) 811.~~725~~200% ~~360~~180 25 2 ~~0006104865~~0005825965 ~~Repurchase 0 10.840% 360 4 2 0006192447~~ Loan Paid in Full 0 68.~~375~~650% 360 35 2 ~~0006192448~~0006004323 ~~Loan~~Repurchase ~~Paid~~1 ~~in Full 0~~ 9.990% 360 5 3 20005126951 ~~0006403445~~ Loan Paid in Full 0 98.~~750~~780% 360 39 3 ~~0005098668~~0005960672 Loan Paid in Full 0 108.~~650~~500% 360 98 3 ~~0006091775~~0006108879 Loan Paid in Full 0 108.~~150~~775% 360 4 3 ~~0006104891~~0006189027 ~~Repurchase~~Loan 0Paid ~~10.340%~~in ~~360~~Full 40 ~~3 0006104918 Repurchase 1 9~~6.~~970~~925% 360 4 3 ~~0006104933~~0006403039 Repurchase 12 9.~~440~~690% 360 4 3 ~~0006188929~~0006403078 Loan Paid in Full 0 87.~~450~~400% 360 3 3 ~~0006192369~~0006403145 ~~Loan~~Repurchase ~~Paid~~2 ~~in Full 0~~ 8.~~325~~750% 360 4 3 ~~0006195528~~0006403236 ~~Loan~~Repurchase ~~Paid in Full~~ 0 109.~~100~~090% 360 34 3 ~~0006402948~~0006403333 Loan Paid in Full 0 86.~~300~~990% 360 35 3 ~~0006585203~~0006585907 Loan Paid in Full 0 7.~~800~~750% 360 34 3 ~~0006612569~~0006586331 Loan Paid in Full ~~(1)~~0 9.750% 360 24 3 ~~0006612595~~0006612621 Loan Paid in Full 0(1) 78.~~450~~650% 360 23 4 ~~0005725976~~0006192308 Loan Paid in Full 0 910.990% 360 74 4 ~~0006104873~~0006403478 Repurchase 0 97.990% 360 4 ~~4 0006104934 Repurchase 0 9.850% 180 5 4 0006192368 Loan Paid in Full 0 12.550% 360 4 4 0006403345 Loan Paid in Full 0 8.490% 360 3 4 0006612084 Loan Paid in Full 0 8.750% 360 3~~

Prepayment Rates

Summary SMM CPR PSA Current Month 1.~~093~~049% Current Month 1211.~~355~~892% Current Month 1,~~835~~364.~~840~~702% 3 Month Average 0.~~000~~851% 3 Month Average 09.~~000~~693% 3 Month Average 01,406.~~000~~673% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~May-2006 N/A N/A May-2006 N/A N/A~~ Jun-2006 N/A N/A Jun-2006 N/A N/A Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 4.832% N/A Mar-2007 1,019.477% N/A Apr-2007 12.355% N/A Apr-2007 1,835.840% N/A May-2007 11.892% N/A May-2007 1,364.702% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 1 SMM CPR PSA Current Month 10.~~456~~933% Current Month 1610.~~143~~635% Current Month 21,~~250~~160.~~436~~350% 3 Month Average 0.~~000~~835% 3 Month Average 09.~~000~~385% 3 Month Average 01,225.~~000~~381% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~May-2006 N/A N/A May-2006 N/A N/A~~ Jun-2006 N/A N/A Jun-2006 N/A N/A Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 1.376% N/A Mar-2007 265.355% N/A Apr-2007 16.143% N/A Apr-2007 2,250.436% N/A May-2007 10.635% N/A May-2007 1,160.350% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 2 SMM CPR PSA Current Month 0.~~975~~518% Current Month 116.~~096~~042% Current Month ~~1,604~~678.~~386~~028% 3 Month Average 0.~~000~~512% 3 Month Average 05.~~000~~889% 3 Month Average 0796.~~000~~670% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~May-2006 N/A N/A May-2006 N/A N/A~~ Jun-2006 N/A N/A Jun-2006 N/A N/A Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 0.528% N/A Mar-2007 107.596% N/A Apr-2007 11.096% N/A Apr-2007 1,604.386% N/A May-2007 6.042% N/A May-2007 678.028% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 3 SMM CPR PSA Current Month 01.~~879~~414% Current Month 1015.~~056~~704% Current Month 1,~~547~~854.~~991~~893% 3 Month Average 01.~~000~~012% 3 Month Average 011.~~000~~442% 3 Month Average 01,768.~~000~~413% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~May-2006 N/A N/A May-2006 N/A N/A~~ Jun-2006 N/A N/A Jun-2006 N/A N/A Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 8.567% N/A Mar-2007 1,902.355% N/A Apr-2007 10.056% N/A Apr-2007 1,547.991% N/A May-2007 15.704% N/A May-2007 1,854.893% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 4 SMM CPR PSA Current Month 10.~~020~~500% Current Month 115.~~579~~843% Current Month ~~1,851~~707.~~765~~880% 3 Month Average 0.~~000~~608% 3 Month Average 07.~~000~~002% 3 Month Average 01,132.~~000~~722% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~May-2006 N/A N/A May-2006 N/A N/A~~ Jun-2006 N/A N/A Jun-2006 N/A N/A Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 3.584% N/A Mar-2007 838.520% N/A Apr-2007 11.579% N/A Apr-2007 1,851.765% N/A May-2007 5.843% N/A May-2007 707.880% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Repurchases Current Loan Scheduled Current Current Number Balance Rate Payment ~~0006104865~~0006004323 99181,~~850~~240.2758 ~~10.840% 940.26 0006104873 177,680.35~~ 9.990% 1,~~560~~592.77 ~~0006104891~~0006004385 9489,~~841~~786.6616 109.~~340~~740% ~~857~~772.6658 ~~0006104910~~0006403039 ~~121~~148,~~780~~645.9337 9.~~990~~690% 1,~~069~~227.7400 ~~0006104916~~0006403145 ~~159~~174,~~584~~183.2845 98.~~540~~750% 1,~~349~~287.2003 ~~0006104918~~0006403236 ~~135~~474,~~745~~967.0667 9.~~970~~090% 13,~~190~~860.4987 ~~0006104933~~0006403240 ~~368~~386,~~256~~756.0088 910.~~440~~190% 3,~~086~~344.6203 ~~0006104934~~0006403478 33295,~~015~~293.1526 97.~~850~~990% ~~286~~1,966.7516

Interest Rate Stratification Summary 1 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.750 0 0.00 0.000 0 0.00 0.000 4.750 5.249 0 0.00 0.000 0 0.00 0.000 5.250 5.749 9 2,~~920~~918,~~685~~098.9451 0.~~455~~460 1 278,~~734~~416.6365 0.~~135~~137 5.750 6.249 50 16,~~592~~580,~~063~~462.9163 2.~~585~~612 9 2,~~313~~312,~~881~~879.5372 1.~~124~~134 6.250 6.749 154 42,~~073~~047,~~928~~619.5667 6.~~556~~624 30 6,~~608~~605,~~731~~342.3282 3.~~209~~239 6.750 7.249 ~~303~~300 7473,~~420~~530,~~525~~459.0293 11.~~596~~584 ~~102~~101 21,~~385~~151,~~554~~527.3439 10.~~384~~371 7.250 7.749 ~~420~~418 89,~~938~~138,~~358~~135.8986 14.~~014~~043 126 24,~~167~~156,~~877~~470.8206 11.~~735~~844 7.750 8.249 ~~508~~507 ~~107~~106,~~205~~865,~~535~~942.9654 16.~~705~~835 182 34,~~921~~906,~~044~~000.4463 1617.~~956~~115 8.250 8.749 ~~479~~472 9593,~~636~~757,~~232~~485.9436 14.~~902~~770 ~~172~~171 32,~~447~~330,~~186~~933.3795 15.~~755~~852 8.750 9.249 ~~378~~374 65,~~912~~087,~~103~~787.0816 10.~~270~~254 ~~164~~161 2524,~~292~~959,~~209~~954.9954 12.~~281~~238 9.250 9.749 ~~329~~324 52,~~999~~121,~~914~~773.7291 8.~~258~~211 ~~157~~154 2524,~~271~~974,~~664~~017.6103 12.~~271~~245 9.750 10.249 ~~282~~277 36,~~962~~029,~~980~~826.9800 5.~~760~~676 ~~121~~117 1514,~~698~~955,~~885~~763.3745 7.~~623~~333 10.250 10.749 195 25,~~542~~533,~~344~~568.0750 34.~~980~~022 82 9,~~954~~950,~~844~~589.6797 4.~~834~~879 10.750 11.249 ~~108~~105 11,~~725~~485,~~702~~659.8433 1.~~827~~809 3938 4,~~222~~131,~~198~~708.1670 2.~~050~~026 11.250 11.749 120 9,~~546~~541,~~665~~921.5953 1.~~488~~503 21 2,~~504~~503,~~777~~189.4623 1.~~216~~227 11.750 12.249 80 5,~~459~~458,~~583~~299.2632 0.~~851~~860 7 577,~~881~~448.4893 0.~~281~~283 12.250 12.749 5453 3,~~463~~314,~~280~~199.3148 0.~~540~~522 32 ~~302~~154,~~775~~741.8057 0.~~147~~076 12.750 13.249 18 1,~~013~~012,~~044~~792.4878 0.~~158~~160 0 0.00 0.000 13.250 13.749 6 303,~~731~~667.3385 0.~~047~~048 0 0.00 0.000 13.750 14.249 0 0.00 0.000 0 0.00 0.000 14.250 14.749 1 45,~~463~~455.4081 0.007 0 0.00 0.000 >= 15.000 0 0.00 0.000 0 0.00 0.000 Total 3,~~494~~463 ~~641~~634,~~762~~773,~~145~~156.2817 100.000 1,~~216~~202 ~~205~~203,948,~~247~~984.9964 100.000

Interest Rate Stratification (continued) 2 3 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.750 0 0.00 0.000 0 0.00 0.000 4.750 5.249 0 0.00 0.000 0 0.00 0.000 5.250 5.749 6 1,~~645~~644,~~359~~205.9939 2.~~338~~350 0 0.00 0.000 5.750 6.249 12 3,~~203~~199,~~113~~975.6116 4.~~552~~574 19 6,~~473~~472,~~601~~246.2581 2.~~255~~288 6.250 6.749 28 6,~~631~~624,~~193~~991.9102 9.~~424~~470 56 18,~~489~~480,~~380~~476.7569 6.~~442~~533 6.750 7.249 39 7,~~973~~969,~~831~~265.8173 11.~~332~~392 ~~119~~117 3635,~~387~~741,~~481~~501.0614 12.~~677~~635 7.250 7.749 64 10,~~300~~293,~~500~~890.0506 14.~~639~~715 ~~167~~165 44,~~787~~012,~~090~~995.4738 15.~~604~~559 7.750 8.249 69 10,~~420~~413,~~291~~660.5495 14.~~809~~886 201 51,~~972~~955,~~924~~252.8346 18.~~108~~367 8.250 8.749 6362 9,~~765~~636,~~581~~937.7713 13.~~879~~776 ~~195~~190 4543,~~606~~977,~~398~~520.4733 15.~~889~~547 8.750 9.249 47 5,~~631~~626,~~409~~892.9816 8.~~003~~043 ~~141~~140 3029,~~401~~916,~~952~~823.7076 10.~~592~~576 9.250 9.749 34 3,~~918~~915,~~965~~945.1187 5.~~570~~598 ~~116~~114 2120,~~063~~487,~~878~~872.9320 7.~~339~~243 9.750 10.249 4746 3,~~625~~443,~~999~~016.6005 54.~~153~~922 78 13,~~798~~793,~~787~~555.9791 4.~~808~~876 10.250 10.749 24 2,~~205~~203,~~111~~946.4870 3.~~134~~150 59 10,~~553~~551,~~014~~057.2131 3.~~677~~730 10.750 11.249 1413 ~~983~~926,~~545~~725.9050 1.~~398~~325 23 4,~~188~~187,~~710~~460.1874 1.~~459~~480 11.250 11.749 40 1,~~833~~832,~~329~~727.7145 2.~~606~~620 10 1,861,~~845~~397.7647 0.~~649~~658 11.750 12.249 20 1,192,~~555~~144.0616 1.~~695~~704 10 1,297,~~533~~356.5508 0.~~452~~459 12.250 12.749 15 ~~612~~611,~~434~~979.3009 0.~~870~~875 2 90,~~722~~695.2320 0.032 12.750 13.249 5 166,~~645~~601.3558 0.~~237~~238 1 50,~~902~~890.9117 0.018 13.250 13.749 5 253,~~174~~121.6498 0.~~360~~362 0 0.00 0.000 13.750 14.249 0 0.00 0.000 0 0.00 0.000 14.250 14.749 0 0.00 0.000 0 0.00 0.000 >= 15.000 0 0.00 0.000 0 0.00 0.000 Total ~~532~~529 7069,~~363~~956,~~043~~025.8198 100.000 1,~~197~~185 ~~287~~282,~~024~~877,~~225~~101.2765 100.000

Interest Rate Stratification (continued) 4 Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 4.750 0 0.00 0.000 4.750 5.249 0 0.00 0.000 5.250 5.749 2 ~~996~~995,~~591~~476.3247 1.~~271~~276 5.750 6.249 10 4,~~601~~595,~~467~~360.5294 5.~~867~~892 6.250 6.749 40 10,~~344~~336,~~622~~809.5814 13.~~190~~254 6.750 7.249 43 8,~~673~~668,~~657~~165.8167 11.~~060~~114 7.250 7.749 63 10,~~682~~674,~~890~~780.5536 13.~~622~~687 7.750 8.249 5655 9,~~891~~591,~~275~~028.1550 12.~~612~~298 8.250 8.749 49 7,~~817~~812,~~066~~093.3395 910.~~967~~017 8.750 9.249 26 4,~~586~~584,~~530~~116.4170 5.~~848~~878 9.250 9.749 22 2,~~745~~743,~~406~~938.0781 3.~~501~~518 9.750 10.249 36 3,~~839~~837,~~308~~490.0459 4.~~895~~920 10.250 10.749 30 2,~~829~~827,~~373~~974.7152 3.~~608~~626 10.750 11.249 3231 2,~~331~~239,~~248~~764.6039 2.~~973~~872 11.250 11.749 49 3,~~346~~344,~~712~~607.6638 4.~~267~~288 11.750 12.249 43 2,391,~~613~~350.1715 3.~~049~~066 12.250 12.749 34 2,~~457~~456,~~347~~783.9862 3.~~133~~150 12.750 13.249 12 795,~~496~~301.2203 1.~~014~~020 13.250 13.749 1 50,~~556~~545.6987 0.~~064~~065 13.750 14.249 0 0.00 0.000 14.250 14.749 1 45,~~463~~455.4081 0.058 >= 15.000 0 0.00 0.000 Total ~~549~~547 7877,~~426~~991,~~628~~043.2190 100.000

Filing Compare · GSAMP Trust 2007-HE1