10-D 1 gsa07he2_10d-200706.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: May 26, 2007 to June 25, 2007 Commission File Number of issuing entity: 333-139817-07 GSAMP Trust 2007-HE2 (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) 54-2199629 54-2199630 54-2199631 54-2199632 54-2199633 54-6744154 (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 June 25, 2007 a distribution was made to holders of the certificates issued by GSAMP Trust 2007-HE2. 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-HE2, relating to the June 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-HE2 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Kelly Rentz Kelly Rentz, Officer Date: July 06, 2007 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of the certificates issued by GSAMP Trust 2007-HE2, relating to the June 25, 2007 distribution. EX-99.1 GS Mortgage Securities Corp. Mortgage Pass-Through Certificates Distribution Date: 6/25/2007 GS Mortgage Securities Corp. Mortgage Pass-Through Certificates Series 2007-HE2 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 362440AA7 0506/2422/2007 5.55500% ~~369~~366,~~685~~789,~~354~~359.4367 1,~~711~~754,~~335~~526.1271 A-2A 362440AB5 0506/2422/2007 5.44000% ~~213~~207,~~012~~703,~~938~~678.6602 ~~965~~972,~~658~~976.6634 A-2B 362440AC3 0506/2422/2007 5.53000% 50,045,000.00 ~~230~~238,~~624~~311.0451 A-2C 362440AD1 0506/2422/2007 5.59000% 74,161,000.00 ~~345~~356,~~466~~982.6621 A-2D 362440AE9 0506/2422/2007 5.69000% 28,668,000.00 ~~135~~140,~~934~~465.1024 M-1 362440AF6 0506/2422/2007 5.82000% 42,961,000.00 ~~208~~215,~~360~~306.8521 M-2 362440AG4 0506/2422/2007 5.87000% 39,423,000.00 ~~192~~199,~~844~~272.1731 M-3 362440AH2 0506/2422/2007 6.22000% 24,261,000.00 ~~125~~129,~~752~~944.8561 M-4 362440AJ8 0506/2422/2007 6.57000% 21,228,000.00 ~~116~~120,~~223~~097.3041 M-5 362440AK5 0506/2422/2007 6.97000% 19,206,000.00 ~~111~~115,~~554~~273.8535 M-6 362440AL3 0506/2422/2007 7.52000% 17,184,000.00 ~~107~~111,~~686~~275.4095 M-7 362440AM1 0506/2422/2007 7.57000% 18,196,000.00 ~~114~~118,~~786~~612.4365 M-8 362440AN9 0506/2422/2007 7.57000% 16,173,000.00 ~~102~~105,~~024~~425.6850 M-9 362440AP4 0506/2422/2007 7.57000% 15,162,000.00 9598,~~646~~835.9518 X 362440AT6 0405/3031/2007 0.00000% 57,113,052.92 21,~~105~~935,~~946~~517.0936 P 362440AU3 0405/3031/2007 0.00000% 0.00 43114,~~294~~519.2553 R 362440AQ2 0405/3031/2007 0.00000% 0.00 0.00 RC 362440AR0 0405/3031/2007 0.00000% 0.00 0.00 RX 362440AS8 0405/3031/2007 0.00000% 0.00 0.00 C 362440AV1 0405/3031/2007 0.00000% 0.00 0.00 Totals 1998,~~006~~274,~~479,346~~090.0161 6,~~713~~727,~~139~~342.4007

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1 23,~~895~~925,~~994~~724.7661 0.00 ~~366~~362,~~789~~863,~~359~~635.6706 45,~~607~~680,~~329~~251.8832 0.00 A-2A 510,~~309~~190,~~260~~537.6496 0.00 ~~207~~197,~~703~~513,~~678~~140.0206 611,~~274~~163,~~919~~514.30 0.00 A-2B 0.00 0.00 50,045,000.00 ~~230~~238,~~624~~311.0451 0.00 A-2C 0.00 0.00 74,161,000.00 ~~345~~356,~~466~~982.6621 0.00 A-2D 0.00 0.00 28,668,000.00 ~~135~~140,~~934~~465.1024 0.00 M-1 0.00 0.00 42,961,000.00 ~~208~~215,~~360~~306.8521 0.00 M-2 0.00 0.00 39,423,000.00 ~~192~~199,~~844~~272.1731 0.00 M-3 0.00 0.00 24,261,000.00 ~~125~~129,~~752~~944.8561 0.00 M-4 0.00 0.00 21,228,000.00 ~~116~~120,~~223~~097.3041 0.00 M-5 0.00 0.00 19,206,000.00 ~~111~~115,~~554~~273.8535 0.00 M-6 0.00 0.00 17,184,000.00 ~~107~~111,~~686~~275.4095 0.00 M-7 0.00 0.00 18,196,000.00 ~~114~~118,~~786~~612.4365 0.00 M-8 0.00 0.00 16,173,000.00 ~~102~~105,~~024~~425.6850 0.00 M-9 0.00 0.00 15,162,000.00 9598,~~646~~835.9518 0.00 X 0.00 0.00 57,113,052.92 21,~~105~~935,~~946~~517.0936 0.00 P 0.00 0.00 0.00 43114,~~294~~519.2553 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 C 0.00 0.00 0.00 0.00 0.00 Totals 814,~~205~~116,~~255~~262.4057 0.00 ~~998~~984,~~274~~157,~~090~~828.6104 1420,~~918~~843,~~394~~604.8064 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 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-1 370,801,000.00 ~~369~~366,~~685~~789,~~354~~359.4367 0.00 23,~~895~~925,~~994~~724.7661 0.00 ~~0.00~~ A-2A 216,267,000.00 ~~213~~207,~~012~~703,~~938~~678.6602 0.00 510,~~309~~190,~~260~~537.6496 0.00 ~~0.00~~ A-2B 50,045,000.00 50,045,000.00 0.00 0.00 0.00 ~~0.00~~ A-2C 74,161,000.00 74,161,000.00 0.00 0.00 0.00 ~~0.00~~ A-2D 28,668,000.00 28,668,000.00 0.00 0.00 0.00 ~~0.00~~ M-1 42,961,000.00 42,961,000.00 0.00 0.00 0.00 ~~0.00~~ M-2 39,423,000.00 39,423,000.00 0.00 0.00 0.00 ~~0.00~~ M-3 24,261,000.00 24,261,000.00 0.00 0.00 0.00 ~~0.00~~ M-4 21,228,000.00 21,228,000.00 0.00 0.00 0.00 ~~0.00~~ M-5 19,206,000.00 19,206,000.00 0.00 0.00 0.00 ~~0.00~~ M-6 17,184,000.00 17,184,000.00 0.00 0.00 0.00 ~~0.00~~ M-7 18,196,000.00 18,196,000.00 0.00 0.00 0.00 ~~0.00~~ M-8 16,173,000.00 16,173,000.00 0.00 0.00 0.00 ~~0.00~~ M-9 15,162,000.00 15,162,000.00 0.00 0.00 0.00 ~~0.00~~ X 57,114,294.09 57,113,052.92 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~~ C 0.00 0.00 0.00 0.00 0.00 ~~0.00~~ Totals 1,010,850,494.09 1998,~~006~~274,~~479,346~~090.0161 0.00 814,~~205~~116,~~255~~262.4057 0.00 ~~0.00~~

Principal Distribution Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 20.00 3,~~895~~925,~~994~~724.7661 ~~366~~362,~~789~~863,~~359~~635.6706 0.~~98918115~~97859400 23,~~895~~925,~~994~~724.7661 A-2A 50.00 10,~~309~~190,~~260~~537.6496 ~~207~~197,~~703~~513,~~678~~140.0206 0.~~96040394~~91328377 510,~~309~~190,~~260~~537.6496 A-2B 0.00 0.00 50,045,000.00 1.00000000 0.00 A-2C 0.00 0.00 74,161,000.00 1.00000000 0.00 A-2D 0.00 0.00 28,668,000.00 1.00000000 0.00 M-1 0.00 0.00 42,961,000.00 1.00000000 0.00 M-2 0.00 0.00 39,423,000.00 1.00000000 0.00 M-3 0.00 0.00 24,261,000.00 1.00000000 0.00 M-4 0.00 0.00 21,228,000.00 1.00000000 0.00 M-5 0.00 0.00 19,206,000.00 1.00000000 0.00 M-6 0.00 0.00 17,184,000.00 1.00000000 0.00 M-7 0.00 0.00 18,196,000.00 1.00000000 0.00 M-8 0.00 0.00 16,173,000.00 1.00000000 0.00 M-9 0.00 0.00 15,162,000.00 1.00000000 0.00 X 0.00 0.00 57,113,052.92 0.99997827 0.00 P 0.00 0.00 0.00 0.00000000 0.00 R 0.00 0.00 0.00 0.00000000 0.00 RC 0.00 0.00 0.00 0.00000000 0.00 RX 0.00 0.00 0.00 0.00000000 0.00 C 0.00 0.00 0.00 0.00000000 0.00 Totals 8$0.00 14,~~205~~116,~~255~~262.4057 ~~998~~984,~~274~~157,~~090~~828.6104 0.~~98755859~~97359385 814,~~205~~116,~~255~~262.4057

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 370,801,000.00 ~~996~~989.~~99125523~~18115019 0.00000000 710.~~81010504~~58714677 0.00000000 A-2A 216,267,000.00 ~~984~~960.~~95350035~~40393597 0.00000000 2447.~~54956438~~12017071 0.00000000 A-2B 50,045,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-2C 74,161,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-2D 28,668,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 42,961,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 39,423,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 24,261,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 21,228,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 19,206,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 17,184,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 18,196,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 16,173,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 15,162,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 57,114,294.09 999.97826866 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 C 0.00 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 710.~~81010504~~58714677 ~~989~~978.~~18115019~~59400341 0.~~98918115~~97859400 710.~~81010504~~58714677 A-2A 0.00000000 2447.~~54956438~~12017071 ~~960~~913.~~40393597~~28376525 0.~~96040394~~91328377 2447.~~54956438~~12017071 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 X 0.00000000 0.00000000 999.97826866 0.99997827 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 C 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 0405/25/07 - 0506/24/07 3031 5.55500% ~~369~~366,~~685~~789,~~354~~359.4367 1,~~711~~754,~~335~~526.1271 0.00 A-2A 0405/25/07 - 0506/24/07 3031 5.44000% ~~213~~207,~~012~~703,~~938~~678.6602 ~~965~~972,~~658~~976.6634 0.00 A-2B 0405/25/07 - 0506/24/07 3031 5.53000% 50,045,000.00 ~~230~~238,~~624~~311.0451 0.00 A-2C 0405/25/07 - 0506/24/07 3031 5.59000% 74,161,000.00 ~~345~~356,~~466~~982.6621 0.00 A-2D 0405/25/07 - 0506/24/07 3031 5.69000% 28,668,000.00 ~~135~~140,~~934~~465.1024 0.00 M-1 0405/25/07 - 0506/24/07 3031 5.82000% 42,961,000.00 ~~208~~215,~~360~~306.8521 0.00 M-2 0405/25/07 - 0506/24/07 3031 5.87000% 39,423,000.00 ~~192~~199,~~844~~272.1731 0.00 M-3 0405/25/07 - 0506/24/07 3031 6.22000% 24,261,000.00 ~~125~~129,~~752~~944.8561 0.00 M-4 0405/25/07 - 0506/24/07 3031 6.57000% 21,228,000.00 ~~116~~120,~~223~~097.3041 0.00 M-5 0405/25/07 - 0506/24/07 3031 6.97000% 19,206,000.00 ~~111~~115,~~554~~273.8535 0.00 M-6 0405/25/07 - 0506/24/07 3031 7.52000% 17,184,000.00 ~~107~~111,~~686~~275.4095 0.00 M-7 0405/25/07 - 0506/24/07 3031 7.57000% 18,196,000.00 ~~114~~118,~~786~~612.4365 0.00 M-8 0405/25/07 - 0506/24/07 3031 7.57000% 16,173,000.00 ~~102~~105,~~024~~425.6850 0.00 M-9 0405/25/07 - 0506/24/07 3031 7.57000% 15,162,000.00 9598,~~646~~835.9518 0.00 X N/A N/A 0.00000% 57,113,052.92 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 C N/A N/A 0.00000% 0.00 0.00 0.00 Totals 4,~~563~~677,~~899~~305.0618 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 1,~~711~~754,~~335~~526.1271 0.00 ~~366~~362,~~789~~863,~~359~~635.6706 A-2A 0.00 0.00 ~~965~~972,~~658~~976.6634 0.00 ~~207~~197,~~703~~513,~~678~~140.0206 A-2B 0.00 0.00 ~~230~~238,~~624~~311.0451 0.00 50,045,000.00 A-2C 0.00 0.00 ~~345~~356,~~466~~982.6621 0.00 74,161,000.00 A-2D 0.00 0.00 ~~135~~140,~~934~~465.1024 0.00 28,668,000.00 M-1 0.00 0.00 ~~208~~215,~~360~~306.8521 0.00 42,961,000.00 M-2 0.00 0.00 ~~192~~199,~~844~~272.1731 0.00 39,423,000.00 M-3 0.00 0.00 ~~125~~129,~~752~~944.8561 0.00 24,261,000.00 M-4 0.00 0.00 ~~116~~120,~~223~~097.3041 0.00 21,228,000.00 M-5 0.00 0.00 ~~111~~115,~~554~~273.8535 0.00 19,206,000.00 M-6 0.00 0.00 ~~107~~111,~~686~~275.4095 0.00 17,184,000.00 M-7 0.00 0.00 ~~114~~118,~~786~~612.4365 0.00 18,196,000.00 M-8 0.00 0.00 ~~102~~105,~~024~~425.6850 0.00 16,173,000.00 M-9 0.00 0.00 9598,~~646~~835.9518 0.00 15,162,000.00 X 0.00 0.00 21,~~105~~935,~~946~~517.0936 0.00 57,113,052.92 P 0.00 0.00 43114,~~294~~519.2553 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 C 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 6,~~713~~727,~~139~~342.4007 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-1 370,801,000.00 5.55500% ~~996~~989.~~99125523~~18115019 4.~~61523869~~73172055 0.00000000 A-2A 216,267,000.00 5.44000% ~~984~~960.~~95350035~~40393597 4.~~46512256~~49895888 0.00000000 A-2B 50,045,000.00 5.53000% 1000.00000000 4.~~60833330~~76194445 0.00000000 A-2C 74,161,000.00 5.59000% 1000.00000000 4.~~65833336~~81361106 0.00000000 A-2D 28,668,000.00 5.69000% 1000.00000000 4.~~74166667~~89972234 0.00000000 M-1 42,961,000.00 5.82000% 1000.00000000 45.~~85000000~~01166663 0.00000000 M-2 39,423,000.00 5.87000% 1000.00000000 45.~~89166654~~05472212 0.00000000 M-3 24,261,000.00 6.22000% 1000.00000000 5.~~18333333~~35611104 0.00000000 M-4 21,228,000.00 6.57000% 1000.00000000 5.~~47500000~~65750000 0.00000000 M-5 19,206,000.00 6.97000% 1000.00000000 56.~~80833333~~00194470 0.00000000 M-6 17,184,000.00 7.52000% 1000.00000000 6.~~26666667~~47555575 0.00000000 M-7 18,196,000.00 7.57000% 1000.00000000 6.~~30833315~~51861123 0.00000000 M-8 16,173,000.00 7.57000% 1000.00000000 6.~~30833364~~51861127 0.00000000 M-9 15,162,000.00 7.57000% 1000.00000000 6.~~30833333~~51861100 0.00000000 X 57,114,294.09 0.00000% 999.97826866 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 C 0.00 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.~~61523869~~73172055 0.00000000 ~~989~~978.~~18115019~~59400341 A-2A 0.00000000 0.00000000 4.~~46512256~~49895888 0.00000000 ~~960~~913.~~40393597~~28376525 A-2B 0.00000000 0.00000000 4.~~60833330~~76194445 0.00000000 1000.00000000 A-2C 0.00000000 0.00000000 4.~~65833336~~81361106 0.00000000 1000.00000000 A-2D 0.00000000 0.00000000 4.~~74166667~~89972234 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 45.~~85000000~~01166663 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 45.~~89166654~~05472212 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 5.~~18333333~~35611104 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 5.~~47500000~~65750000 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 56.~~80833333~~00194470 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 6.~~26666667~~47555575 0.00000000 1000.00000000 M-7 0.00000000 0.00000000 6.~~30833315~~51861123 0.00000000 1000.00000000 M-8 0.00000000 0.00000000 6.~~30833364~~51861127 0.00000000 1000.00000000 M-9 0.00000000 0.00000000 6.~~30833333~~51861100 0.00000000 1000.00000000 X 0.00000000 0.00000000 3633.~~87248741~~88849308 0.00000000 999.97826866 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 C 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 1415,~~683~~987,~~458~~000.5648 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans ~~221~~4,~~409~~787,610.8317 Servicer Advances ~~840~~962,~~651~~309.3183 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 43114,~~294~~519.2553 Swap/Cap Payments ~~250~~255,~~944~~002.9870 Total Deposits 1622,~~039~~106,~~758~~442.9371 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~695~~840,~~707~~651.2431 Total Administration Fees ~~425~~422,~~656~~186.8976 Payment of Interest and Principal 1420,~~918~~843,~~394~~604.8064 Total Withdrawals (Pool Distribution Amount) 1622,~~039~~106,~~758~~442.9371 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~419~~415,~~366~~947.3954 Master Servicing Fee - Wells Fargo Bank, N.A. 6,~~290~~239.5022 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~425~~422,~~656~~186.8976 *Servicer Payees include: AVELO MORTGAGE, L.L.C.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Excess Reserve Fund Account 0.00 0.00 0.00 0.00 Supplemental Interest Trust Account 0.00 ~~250~~255,~~944~~002.9970 ~~250~~255,~~944~~002.9970 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 4,~~171~~239,~~960~~419.4387 3,~~921~~984,~~015~~417.4517 ~~250~~255,~~944~~002.9870

Collateral Statement Group Group 1 Group 2 Collateral Description Mixed Fixed Mixed ARM and Balloon Weighted Average Coupon Rate 7.~~972184~~963453 8.~~314783~~313226 Weighted Average Net Rate 7.~~472184~~463453 7.~~814783~~813226 Weighted Average Pass-Through Rate 7.~~464684~~455953 7.~~807283~~805726 Weighted Average Remaining Term ~~351~~350 ~~358~~357 Principal And Interest Constant ~~988~~981,~~468~~387.9598 2,~~659~~646,~~471~~141.1319 Beginning Loan Count ~~971~~967 1,~~864~~856 Loans Paid in Full 46 817 Ending Loan Count ~~967~~961 1,~~856~~839 Beginning Scheduled Balance ~~137~~136,~~599~~607,~~514~~941.0583 ~~367~~365,~~843~~938,~~034~~611.2066 Ending Scheduled Balance ~~136~~135,~~607~~974,~~941~~135.8389 ~~365~~362,~~938~~646,~~611~~692.6699 Actual Ending Collateral Balance 136,~~672~~045,~~498~~769.3566 ~~366~~362,~~050~~767,~~196~~122.6656 Scheduled Principal 74,~~328~~828.3891 ~~110~~111,~~692~~032.0469 Unscheduled Principal ~~917~~558,~~243~~977.8403 13,~~793~~180,~~730~~885.5098 Negative Amortized Principal 0.00 0.00 Scheduled Interest ~~914~~906,~~140~~559.5707 2,~~548~~535,~~779~~108.0950 Servicing Fees 5756,~~333~~919.1398 ~~153~~152,~~267~~474.9342 Master Servicing Fees ~~860~~853.0080 2,~~299~~287.0212 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 ~~855~~848,~~947~~785.4429 2,~~393~~380,~~212~~346.1496 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 012,614.0065 1441,~~725~~009.8107 Prepayment Penalty Paid Count 04 310 Special Servicing Fee 0.00 0.00

Collateral Statement Group Group 3 Group 4 Collateral Description Mixed Fixed Mixed ARM and Balloon Weighted Average Coupon Rate 8.~~271672~~269955 8.~~034261~~016784 Weighted Average Net Rate 7.~~771672~~769955 7.~~534261~~516784 Weighted Average Pass-Through Rate 7.~~764172~~762455 7.~~526761~~509284 Weighted Average Remaining Term ~~353~~352 ~~358~~357 Principal And Interest Constant ~~934~~931,~~182~~536.30 2,~~604~~566,~~647~~642.8165 Beginning Loan Count ~~921~~918 1,~~320~~310 Loans Paid in Full 313 1027 Ending Loan Count ~~918~~905 1,~~310~~283 Beginning Scheduled Balance ~~126~~125,~~271~~868,~~104~~076.4135 ~~374~~369,~~765~~859,~~693~~460.3577 Ending Scheduled Balance ~~125~~124,~~868~~644,~~076~~194.3507 ~~369~~360,~~859~~892,~~460~~805.7709 Actual Ending Collateral Balance ~~125~~124,~~926~~703,~~466~~282.6023 ~~369~~361,~~958~~003,~~738~~588.5623 Scheduled Principal 6364,~~788~~100.0120 95,~~510~~739.0290 Unscheduled Principal ~~339~~1,~~240~~159,782.0508 48,~~810~~870,~~722~~915.5678 Negative Amortized Principal 0.00 0.00 Scheduled Interest ~~870~~867,~~394~~436.2910 2,~~509~~470,~~137~~902.7975 Servicing Fees 52,~~612~~445.9603 ~~156~~154,~~152~~108.3711 Master Servicing Fees ~~789~~786.1968 2,~~342~~311.2962 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 ~~816~~814,~~992~~204.1439 2,~~350~~314,~~643~~483.1302 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 529,~~309~~422.5396 2331,~~258~~472.9185 Prepayment Penalty Paid Count 28 35 Special Servicing Fee 0.00 0.00

Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 8.~~158083~~150074 Weighted Average Net Rate 7.~~658083~~650074 Weighted Average Pass-Through Rate 7.~~650583~~642574 Weighted Average Remaining Term ~~356~~355 Principal And Interest Constant 7,~~186~~125,~~770~~708.1912 Beginning Loan Count 5,~~076~~051 Loans Paid in Full 2563 Ending Loan Count 54,~~051~~988 Beginning Scheduled Balance 1998,~~006~~274,~~479,346~~090.0161 Ending Scheduled Balance ~~998~~984,~~274~~157,~~090~~828.6104 Actual Ending Collateral Balance ~~998~~984,~~607~~519,~~900~~762.1768 Scheduled Principal ~~344~~345,~~318~~701.4570 Unscheduled Principal 713,~~860~~770,~~936~~560.9587 Negative Amortized Principal 0.00 Scheduled Interest 6,~~842~~780,~~451~~006.7442 Servicing Fees ~~419~~415,~~366~~947.3954 Master Servicing Fees 6,~~290~~239.5022 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 6,~~416~~357,~~794~~819.8566 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 43114,~~294~~519.2553 Prepayment Penalty Paid Count 827 Special Servicing Fee 0.00

Additional Reporting - Deal Level Cash Reporting Net Monthly Excess Cash Flow 21,~~105~~935,~~946~~517.0936 Extra Principal Distribution Amount 0.00 Other Income ~~2,105~~0.1300 Prepayment Interest Shortfall 0.00 Soldier & Sailor Adjustment 0.00 Miscellaneous Reporting Current Libor Rate Used 5.320000% Swap Libor Rate 5.320000% Structural Reporting Overcollateralization Amount 57,113,052.92 Overcollateralization Deficiency 0.00 Overcollateralization Increase Amount 0.00 Overcollateralization Release 0.00 Specified Overcollateralization Amount 57,113,052.92 Overcollateralization Floor 5,054,252.47 Stepdown Date NO Trigger Event Reporting Senior Enhancement Percentage 27.~~137542~~526789% Senior Specified Enhancement Percentage 53.600000% Delinquency Trigger Event Trigger Result Pass Threshold Value 16.000000% Calculated Value 01.~~420097~~007384% Cumulative Loss Trigger Event Trigger Result Pass Threshold Value 1.900000% Calculated Value 0.000000% Trigger Event Trigger Result ~~Pass~~N/A 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 1 0 0 1 126,~~963~~922.4526 0.00 0.00 126,~~963~~922.4526 30 Days ~~114~~157 01 0 0 ~~114~~158 2635,~~208~~784,~~432~~738.2917 0295,629.0049 0.00 0.00 2636,~~208~~080,~~432~~367.2966 60 Days 2774 10 0 0 2874 617,~~966~~215,~~620~~872.3658 ~~138,948~~0.2300 0.00 0.00 717,~~105~~215,~~568~~872.5958 90 Days 310 01 03 0 314 ~~503~~2,~~058~~375,061.5444 0138,948.0023 0930,437.0090 0.00 ~~503~~3,~~058~~444,447.5457 120 Days 1 0 01 0 12 ~~360~~109,~~000~~960.0034 0.00 0303,128.0042 0.00 ~~360~~413,~~000~~088.0076 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 ~~145~~242 23 04 0 ~~147~~249 3455,~~038~~485,~~111~~632.1953 ~~265~~561,~~911~~499.6898 01,233,566.0032 0.00 3457,~~304~~280,~~022~~698.8783 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.~~019798~~020048% 0.000000% 0.000000% 0.~~019798~~020048% 0.~~012714~~012892% 0.000000% 0.000000% 0.~~012714~~012892% 30 Days 23.~~256979~~147554% 0.~~000000~~020048% 0.000000% 0.000000% 23.~~256979~~167602% 23.~~624497~~634740% 0.~~000000~~030028% 0.000000% 0.000000% 23.~~624497~~664768% 60 Days 01.~~534548~~483561% 0.~~019798~~000000% 0.000000% 0.000000% 01.~~554346~~483561% 01.~~697633~~748657% 0.~~013914~~000000% 0.000000% 0.000000% 01.~~711547~~748657% 90 Days 0.~~059394~~200481% 0.~~000000~~020048% 0.~~000000~~060144% 0.000000% 0.~~059394~~280674% 0.~~050376~~241241% 0.~~000000~~014113% 0.~~000000~~094507% 0.000000% 0.~~050376~~349861% 120 Days 0.~~019798~~020048% 0.000000% 0.~~000000~~020048% 0.000000% 0.~~019798~~040096% 0.~~036050~~011169% 0.000000% 0.~~000000~~030789% 0.000000% 0.~~036050~~041958% 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 24.~~870719~~851644% 0.~~039596~~060144% 0.~~000000~~080192% 0.000000% 24.~~910315~~991981% 35.~~408556~~635807% 0.~~026628~~057033% 0.~~000000~~125296% 0.000000% 35.~~435184~~818136%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~840~~962,~~651~~309.3183

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 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 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 717 0 0 0 717 12,~~174~~447,~~967~~052.1820 0.00 0.00 0.00 12,~~174~~447,~~967~~052.1820 60 Days 3 0 0 0 3 ~~276~~271,~~448~~742.3216 0.00 0.00 0.00 ~~276~~271,~~448~~742.3216 90 Days 02 0 0 0 02 0212,568.0006 0.00 0.00 0.00 0212,568.0006 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 1022 0 0 0 1022 12,~~451~~931,~~415~~362.5042 0.00 0.00 0.00 12,~~451~~931,~~415~~362.5042 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 01.~~723888~~768991% 0.000000% 0.000000% 0.000000% 01.~~723888~~768991% 01.~~859695~~798698% 0.000000% 0.000000% 0.000000% 01.~~859695~~798698% 60 Days 0.~~310238~~312175% 0.000000% 0.000000% 0.000000% 0.~~310238~~312175% 0.~~202271~~199743% 0.000000% 0.000000% 0.000000% 0.~~202271~~199743% 90 Days 0.~~000000~~208117% 0.000000% 0.000000% 0.000000% 0.~~000000~~208117% 0.~~000000~~156247% 0.000000% 0.000000% 0.000000% 0.~~000000~~156247% 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.~~034126~~289282% 0.000000% 0.000000% 0.000000% 12.~~034126~~289282% 12.~~061966~~154688% 0.000000% 0.000000% 0.000000% 12.~~061966~~154688% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 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 1 0 0 1 126,~~963~~922.4526 0.00 0.00 126,~~963~~922.4526 30 Days 3961 01 0 0 3962 711,~~860~~671,~~029~~188.0870 0295,629.0049 0.00 0.00 711,~~860~~966,~~029~~818.0819 60 Days 529 0 0 0 529 ~~661~~5,~~909~~792,987.9077 0.00 0.00 0.00 ~~661~~5,~~909~~792,987.9077 90 Days 02 0 01 0 03 0334,245.0049 0.00 082,344.0031 0.00 0416,589.0080 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 4492 2 1 0 095 ~~45 8~~17,~~521~~798,~~938~~421.9896 ~~126~~422,~~963~~551.4575 082,344.0031 0.00 818,~~648~~303,~~902~~318.4302 0-29 Days 0.~~053879~~054377% 0.000000% 0.000000% 0.~~053879~~054377% 0.~~034685~~034987% 0.000000% 0.000000% 0.~~034685~~034987% 30 Days 23.~~101293~~317020% 0.~~000000~~054377% 0.000000% 0.000000% 23.~~101293~~371397% 23.~~147254~~217267% 0.~~000000~~081493% 0.000000% 0.000000% 23.~~147254~~298760% 60 Days 01.~~269397~~576944% 0.000000% 0.000000% 0.000000% 01.~~269397~~576944% 01.~~180825~~596889% 0.000000% 0.000000% 0.000000% 01.~~180825~~596889% 90 Days 0.~~000000~~108755% 0.000000% 0.~~000000~~054377% 0.000000% 0.~~000000~~163132% 0.~~000000~~092138% 0.000000% 0.~~000000~~022699% 0.000000% 0.~~000000~~114837% 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 25.~~370690~~002719% 0.~~053879~~108755% 0.~~000000~~054377% 0.000000% 25.~~424569~~165851% 24.~~328079~~906294% 0.~~034685~~116480% 0.~~000000~~022699% 0.000000% 25.~~362764~~045473% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 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 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1522 0 0 0 1522 12,~~544~~202,~~354~~919.7472 0.00 0.00 0.00 12,~~544~~202,~~354~~919.7472 60 Days 211 0 0 0 211 951,~~813~~306,679.1582 0.00 0.00 0.00 951,~~813~~306,679.1582 90 Days 31 0 0 0 31 ~~503~~59,~~058~~726.5408 0.00 0.00 0.00 ~~503~~59,~~058~~726.5408 120 Days 01 0 01 0 02 0109,960.0034 0.00 0303,128.0042 0.00 0413,088.0076 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 2035 0 01 0 2036 23,~~143~~679,~~226~~285.4396 0.00 0303,128.0042 0.00 23,~~143~~982,~~226~~414.4338 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 12.~~633987~~430939% 0.000000% 0.000000% 0.000000% 12.~~633987~~430939% 1.~~226394~~766529% 0.000000% 0.000000% 0.000000% 1.~~226394~~766529% 60 Days 01.~~217865~~215470% 0.000000% 0.000000% 0.000000% 01.~~217865~~215470% 01.~~076087~~047831% 0.000000% 0.000000% 0.000000% 01.~~076087~~047831% 90 Days 0.~~326797~~110497% 0.000000% 0.000000% 0.000000% 0.~~326797~~110497% 0.~~399486~~047895% 0.000000% 0.000000% 0.000000% 0.~~399486~~047895% 120 Days 0.~~000000~~110497% 0.000000% 0.~~000000~~110497% 0.000000% 0.~~000000~~220994% 0.~~000000~~088178% 0.000000% 0.~~000000~~243080% 0.000000% 0.~~000000~~331257% 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 23.~~178649~~867403% 0.000000% 0.~~000000~~110497% 0.000000% 23.~~178649~~977901% 12.~~701967~~950432% 0.000000% 0.~~000000~~243080% 0.000000% 13.~~701967~~193512% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 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 5357 0 0 0 5357 1519,~~629~~463,~~081~~577.2955 0.00 0.00 0.00 1519,~~629~~463,~~081~~577.2955 60 Days 1731 10 0 0 1831 59,~~932~~844,~~448~~462.9983 ~~138,948~~0.2300 0.00 0.00 69,~~071~~844,~~397~~462.2283 90 Days 05 01 02 0 08 01,768,521.0081 0138,948.0023 0848,093.0059 0.00 02,755,563.0063 120 Days 10 0 0 0 10 ~~360,000~~0.00 0.00 0.00 0.00 ~~360,000~~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 7193 1 02 0 7296 2131,~~921~~076,~~530~~562.2819 138,948.23 0848,093.0059 0.00 2232,~~060~~063,~~478~~604.5101 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 4.~~045802~~442712% 0.000000% 0.000000% 0.000000% 4.~~045802~~442712% 45.~~224547~~391519% 0.000000% 0.000000% 0.000000% 45.~~224547~~391519% 60 Days 12.~~297710~~416212% 0.~~076336~~000000% 0.000000% 0.000000% 12.~~374046~~416212% 12.~~603543~~726971% 0.~~037558~~000000% 0.000000% 0.000000% 12.~~641101~~726971% 90 Days 0.~~000000~~389712% 0.~~000000~~077942% 0.~~000000~~155885% 0.000000% 0.~~000000~~623539% 0.~~000000~~489890% 0.~~000000~~038489% 0.~~000000~~234927% 0.000000% 0.~~000000~~763306% 120 Days 0.~~076336~~000000% 0.000000% 0.000000% 0.000000% 0.~~076336~~000000% 0.~~097308~~000000% 0.000000% 0.000000% 0.000000% 0.~~097308~~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 57.~~419847~~248636% 0.~~076336~~077942% 0.~~000000~~155885% 0.000000% 57.~~496183~~482463% 58.~~925399~~608380% 0.~~037558~~038489% 0.~~000000~~234927% 0.000000% 58.~~962956~~881796%

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~~4 Jul-06 0.000% Original Principal Balance 1,235,420.00 Aug-06 0.000% Current ~~Period~~Actual ~~Summary~~Balance 1,233,566.32 Sep-06 No0.000% Oct-06 0.000% Current Foreclosure ~~Information~~Total toNov-06 0.000% Loans in Foreclosure 4 Dec-06 0.000% Original Principal Balance 1,235,420.00 Jan-07 0.000% Current Actual Balance 1,233,566.32 Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 0.000% Jun-07 0.125% *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. Group 1 - No Foreclosure Information to report this period. Group 2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 Jul-06 No0.000% Original Principal Balance 82,500.00 Aug-06 0.000% Current Actual Balance 82,344.31 Sep-06 0.000% Oct-06 0.000% Current Foreclosure ~~Information~~Total toNov-06 0.000% Loans in Foreclosure 1 Dec-06 0.000% Original Principal Balance 82,500.00 Jan-07 0.000% Current Actual Balance 82,344.31 Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 0.000% Jun-07 0.023% *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. Group 3 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 Jul-06 No0.000% Original Principal Balance 303,920.00 Aug-06 0.000% Current Actual Balance 303,128.42 Sep-06 0.000% Oct-06 0.000% Current Foreclosure ~~Information~~Total toNov-06 0.000% Loans in Foreclosure 1 Dec-06 0.000% Original Principal Balance 303,920.00 Jan-07 0.000% Current Actual Balance 303,128.42 Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 0.000% Jun-07 0.243% *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. Group 4 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 2 Jul-06 No0.000% Original Principal Balance 849,000.00 Aug-06 0.000% Current Actual Balance 848,093.59 Sep-06 0.000% Oct-06 0.000% Current Foreclosure ~~Information~~Total toNov-06 0.000% Loans in Foreclosure 2 Dec-06 0.000% Original Principal Balance 849,000.00 Jan-07 0.000% Current Actual Balance 848,093.59 Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 0.000% Jun-07 0.235% *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.

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 NoGroup ~~Foreclosure~~2 ~~Loans~~0005163586 ~~this~~Jun-2007 ~~Period~~01-Aug-2006 PA 75.00 82,500.00 Group 3 0004665249 Jun-2007 01-May-2006 FL 80.00 303,920.00 Group 4 0005722258 Jun-2007 01-Oct-2006 CA 80.00 464,000.00 Group 4 0005974539 Jun-2007 01-Oct-2006 IL 100.00 385,000.00

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 NoGroup ~~Foreclosure~~2 ~~Loans~~0005163586 ~~this~~82,344.31 ~~Period~~01-Jan-2007 3 11.750% 2,313.67 Group 3 0004665249 303,128.42 01-Dec-2006 4 7.630% 5,395.93 Group 4 0005722258 463,727.05 01-Jan-2007 3 10.280% 11,332.98 Group 4 0005974539 384,366.54 01-Jan-2007 3 10.400% 9,500.93

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 21 ~~Jun~~Jul-06 0.000% Original Principal Balance ~~266~~295,~~200~~800.00 ~~Jul~~Aug-06 0.000% Current Actual Balance ~~265~~295,~~911~~629.6849 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current Bankruptcy Total ~~Oct~~Nov-06 0.000% Loans in Bankruptcy 23 ~~Nov~~Dec-06 0.000% Original Principal Balance ~~266~~562,~~200~~000.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance ~~265~~561,~~911~~499.6898 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% ~~Apr~~May-07 0.~~000~~027% ~~May~~Jun-07 0.~~027~~057% *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. Group 1 - No Bankruptcy Information to report this period. Group 2 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 ~~Jun~~Jul-06 0.000% Original Principal Balance ~~127~~295,~~200~~800.00 ~~Jul~~Aug-06 0.000% Current Actual Balance ~~126~~295,~~963~~629.4549 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current Bankruptcy Total ~~Oct~~Nov-06 0.000% Loans in Bankruptcy 12 ~~Nov~~Dec-06 0.000% Original Principal Balance ~~127~~423,~~200~~000.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance ~~126~~422,~~963~~551.4575 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% ~~Apr~~May-07 0.~~000~~035% ~~May~~Jun-07 0.~~035~~116% *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. Group 3 - No Bankruptcy Information to report this period. Group 4 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 10 ~~Jun~~Jul-06 0.000% Original Principal Balance ~~139,000~~0.00 ~~Jul~~Aug-06 0.000% Current Actual Balance ~~138,948~~0.2300 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current Bankruptcy Total ~~Oct~~Nov-06 0.000% Loans in Bankruptcy 1 ~~Nov~~Dec-06 0.000% Original Principal Balance 139,000.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance 138,948.23 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% ~~Apr~~May-07 0.~~000~~038% ~~May~~Jun-07 0.038% *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.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Group Loan Month Loan First State LTV at Original Number Entered Payment Origination Principal Bankruptcy Date Balance Group 2 0006684687 May-2007 01-Nov-2006 MO 80.00 127,200.00 Group 2 0006685488 Jun-2007 01-Feb-2007 CA 85.00 295,800.00 Group 4 0006679531 May-2007 01-Jan-2007 LA 100.00 139,000.00

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 Group 2 0006684687 126,~~963~~922.4526 01-~~Apr~~May-2007 0 11.750% 2,380.9418 Group 2 0006685488 295,629.49 01-Mar-2007 1 7.990% 5,534.05 Group 4 0006679531 138,948.23 01-Jan-2007 23 10.800% 23,~~383~~573.0284

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 Group 1 36 ~~679~~551,~~428~~100.00 ~~678~~549,~~869~~429.8861 10 ~~220,000~~0.00 ~~220,000~~0.00 Group 2 816 13,~~769~~046,~~200~~163.00 13,~~767~~040,~~901~~634.2102 01 0135,000.00 0135,000.00 Group 3 311 ~~326~~1,~~600~~031,850.00 ~~326~~1,~~049~~026,111.4923 02 0126,363.00 0125,841.0017 Group 4 1014 4,~~788~~350,~~900~~541.00 4,~~787~~347,~~762~~996.1004 013 04,498,600.00 04,492,840.0077 Total 2447 78,~~564~~979,~~128~~654.00 78,~~560~~964,~~582~~170.6890 116 ~~220~~4,~~000~~759,963.00 ~~220~~4,~~000~~753,681.0094

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 Group 1 0 0.00 0.00 0 0.00 0.00 189,~~478~~910.2204 Group 2 0 0.00 0.00 0 0.00 0.00 266,~~336~~363.9847 Group 3 0 0.00 0.00 0 0.00 0.00 138,~~386~~396.7328 Group 4 0 0.00 0.00 0 0.00 0.00 2331,~~373~~626.8192 Total 0 0.00 0.00 0 0.00 0.00 8156,~~575~~296.7471

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 ~~0005690323~~0006666627 AZVA ~~100~~94.09 01-Jan-2007 103,500.00 103,036.52 Group 1 0006666972 NY 71.11 01-~~Sep~~Feb-~~2006~~2007 ~~251~~160,~~228~~000.00 ~~250~~159,~~775~~306.7578 Group 1 ~~0005809608~~0006666996 OHWI ~~100~~20.00 01-~~Nov~~Feb-~~2006~~2007 ~~220~~44,000.00 ~~220~~43,942.54 Group 1 0006683167 IL 20.00 01-Jan-2007 34,000.00 33,940.13 Group 1 ~~0006685346~~0006683937 MA 6320.2900 01-~~Feb~~Dec-~~2007~~2006 ~~250~~44,~~000~~600.00 ~~249~~44,~~839~~462.8680 Group 1 ~~0006688731~~0006684901 MIMN 9075.00 01-~~Feb~~Jan-2007 ~~178~~165,~~200~~000.00 ~~178~~164,~~150~~378.0122 Group 2 ~~0006661846~~0006661778 MAVA 100.00 01-~~Mar~~Jan-2007 ~~260~~135,000.00 ~~259~~135,~~850~~000.9900 Group 2 ~~0006683178~~0006666612 NJVT 64.96 01-Jan-2007 74,700.00 74,623.14 Group 2 0006679231 IA 95.00 01-Jan-2007 50104,~~350~~500.00 50104,~~336~~101.0335 Group 2 ~~0006685409~~0006684339 CATX 5385.8000 01-Jan-2007 ~~269~~77,~~000~~775.00 ~~268~~77,~~648~~609.6002 Group 2 ~~0006685563~~0006684831 CAMN 6080.00 01-~~Jan~~Feb-2007 ~~330~~152,000.00 ~~329~~151,~~625~~754.9828 Group 2 ~~0006686327~~0006684878 FLMN 95.00 01-~~Mar~~Dec-2006 160,075.00 160,075.00 Group 2 0006685078 WA 90.00 01-Feb-2007 67198,~~450~~000.00 67197,~~371~~736.48 Group 2 0006685219 OR 85.00 01-Oct-2006 221,000.00 220,207.05 Group 2 ~~0006687180~~0006685229 IAWA 55.38 01-Dec-2006 221,500.00 220,344.72 Group 2 0006685772 DC 69.60 01-Feb-2007 435,000.00 434,112.18 Group 2 0006686839 CA 90.00 01-Mar-2007 ~~148~~112,500.00 ~~148~~112,~~212~~426.4782 Group 2 ~~0006688002~~0006686894 DETX 8590.00 01-Mar-2007 ~~283~~118,~~900~~013.00 ~~283~~117,~~714~~813.7556 Group 2 ~~0006688253~~0006687167 MA 70.00 01-Mar-2007 147,000.00 146,611.41 Group 2 0006688270 CA 90.00 01-Mar-2007 363,600.00 363,354.47 Group 2 0006688352 CA 78.61 01-Mar-2007 397,000.00 395,890.46 Group 2 0006708325 TX 80.4500 01-Mar-2007 ~~360~~68,000.00 ~~359~~67,~~632~~871.52 Group 2 0006708335 VA 85.00 01-Mar-2007 195,500.00 194,991.05 Group 3 ~~0006664784~~0006092572 VACO 1020.00 01-Dec-2006 36,363.00 36,011.35 Group 3 0006094979 CA 20.00 01-Dec-2006 90,000.00 89,782.43 Group 3 0006666836 AZ 55.17 01-Feb-2007 41126,~~200~~900.00 41126,~~136~~371.1322 Group 3 ~~0006667002~~0006666853 DERI 7370.4900 01-Feb-2007 ~~158~~192,500.00 187,933.01 Group 3 0006683454 IL 20.00 01-Feb-2007 23,700.00 23,662.23 Group 3 0006683734 WA 15.00 01-Dec-2006 30,750.00 30,659.34 Group 3 0006683852 MN 20.00 01-Feb-2007 38,000.00 ~~157~~37,~~495~~918.0949 Group 3 ~~0006686990~~0006684255 MDOK 75.27 01-Feb-2007 70,000.00 69,880.26 Group 3 0006684440 NV 14.17 01-~~Mar~~Jan-2007 ~~127~~90,~~400~~000.00 ~~127~~89,~~222~~873.1012 Group 43 ~~0006666593~~0006684539 CA 20.00 01-Dec-2006 105,000.00 104,801.58 Group 3 0006684761 FL 3620.7600 01-Feb-2007 50143,000.00 142,681.79 Group 3 0006686473 PA 43.96 01-Mar-2007 80,000.00 79,810.98 Group 3 0006687041 FL 69.84 01-Mar-2007 132,000.00 132,000.00 Group 4 0005126793 NJ 72.73 01-Aug-2006 200,000.00 199,754.15 Group 4 0005809793 SC 100.00 11-Oct-2006 116,000.00 115,852.91 Group 4 0005960734 NC 90.00 01-Oct-2006 214,200.00 213,377.43 Group 4 0005960844 MO 90.00 01-Nov-2006 101,700.00 101,313.49 Group 4 0005961177 NC 90.00 01-Nov-2006 494,~~986~~910.00 494,910.00 Group 4 0005961314 GA 80.00 01-Nov-2006 127,120.00 126,333.23 Group 4 0006088681 MD 80.00 01-Nov-2006 721,600.00 721,061.70 Group 4 ~~0006679425~~0006088792 COCA 9487.9980 01-Nov-2006 360,000.00 359,642.12 Group 4 0006089385 CA 80.00 01-Dec-2006 748,000.00 746,235.60 Group 4 0006089473 FL 75.00 01-Sep-2006 145,125.00 144,605.64 Group 4 0006093346 AZ 85.00 01-Dec-2006 178,500.00 178,400.60 Group 4 0006093351 CA 85.00 01-Dec-2006 766,445.00 766,145.86 Group 4 0006094977 CA 80.00 01-Dec-2006 360,000.00 359,637.05 Group 4 0006096259 RI 75.00 01-Nov-2006 165,000.00 164,453.29 Group 4 0006666750 MD 75.00 01-Jan-2007 120,000.00 119,488.72 Group 4 0006666859 CA 61.40 01-Feb-2007 ~~149~~432,~~700~~900.00 ~~149~~432,~~700~~900.00 Group 4 ~~0006685829~~0006667047 AZVA 6873.0911 01-Feb-2007 ~~463~~232,500.00 232,257.08 Group 4 0006684736 GA 75.00 01-Feb-2007 135,000.00 ~~462~~134,~~536~~923.5168 Group 4 ~~0006685908~~0006685334 CA 8075.00 01-Feb-2007 ~~540~~247,500.00 247,221.15 Group 4 0006685900 CA 78.59 01-Feb-2007 525,000.00 ~~540~~525,000.00 Group 4 ~~0006685921~~0006685962 DECA 9580.00 01-~~Dec~~Feb-~~2006~~2007 ~~570~~704,000.00 ~~569~~703,~~589~~621.9522 Group 4 ~~0006685979~~0006686691 AZWI 8976.9992 01-~~Dec~~Mar-~~2006~~2007 ~~839~~100,~~700~~001.00 ~~839~~99,~~700~~910.0050 Group 4 ~~0006687322~~0006687848 AZNJ 6970.8300 01-Mar-2007 ~~165~~248,500.00 ~~165~~248,~~246~~172.0185 Group 4 ~~0006688485~~0006688163 MACA 80.00 01-Mar-2007 ~~460~~331,~~000~~840.00 ~~459~~331,~~853~~840.9500 Group 4 ~~0006688587~~0006688307 CAAZ 9565.00 01-Mar-2007 ~~551~~377,000.00 ~~550~~376,~~735~~521.6352 Group 4 ~~0006688677~~0006688619 CA 8180.9700 01-Mar-2007 1620,000~~,000~~.00 1619,~~000~~555.32 Group 4 0006707878 AL 89.98 01-Feb-2007 76,~~000~~300.00 76,153.75

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 ~~0005690323~~0006666627 Loan Paid in Full 0 97.~~325~~550% 360 85 Group 1 ~~0005809608~~0006666972 ~~Repurchase~~Loan Paid in Full 0 86.~~190~~775% 360 64 Group 1 ~~0006685346~~0006666996 Loan Paid in Full 0 1012.500% 360 4 Group 1 0006683167 Loan Paid in Full 0 12.000% 360 35 Group 1 ~~0006688731~~0006683937 Loan Paid in Full 0 910.~~700~~150% 360 36 Group 1 0006684901 Loan Paid in Full 0 8.588% 360 5 Group 2 ~~0006661846~~0006661778 Repurchase 2 7.990% 360 5 Group 2 0006666612 Loan Paid in Full 0 9.~~400~~800% 360 5 Group 2 0006679231 Loan Paid in Full 0 8.350% 360 5 Group 2 ~~0006683178~~0006684339 Loan Paid in Full 0 1011.250% 360 45 Group 2 ~~0006685409~~0006684831 Loan Paid in Full 0 8.~~375~~550% 360 4 Group 2 ~~0006685563~~0006684878 Loan Paid in Full 0 9.425% 360 6 Group 2 0006685078 Loan Paid in Full 0 8.~~850~~300% 360 4 Group 2 ~~0006686327~~0006685219 Loan Paid in Full 0 10.~~675~~650% 360 8 Group 2 0006685229 Loan Paid in Full 0 7.575% 360 6 Group 2 ~~0006687180~~0006685772 Loan Paid in Full 0 86.~~225~~800% 360 4 Group 2 0006686839 Loan Paid in Full 0 9.950% 360 3 Group 2 ~~0006688002~~0006686894 Loan Paid in Full 0 10.275% 360 3 Group 2 0006687167 Loan Paid in Full 0 8.~~975~~125% 360 3 Group 2 0006688270 Loan Paid in Full 0 9.825% 360 3 Group 2 ~~0006688253~~0006688352 Loan Paid in Full (1) 9.450% 360 3 Group 2 0006708325 Loan Paid in Full 0 79.~~425~~750% 360 3 Group 2 0006708335 Loan Paid in Full 0 8.200% 360 3 Group 3 ~~0006664784~~0006092572 Repurchase 2 11.250% 360 6 Group 3 0006094979 Repurchase 3 11.275% 360 6 Group 3 0006666836 Loan Paid in Full 0 6.975% 360 4 Group 3 0006666853 Loan Paid in Full 0 6.875% 360 4 Group 3 0006683454 Loan Paid in Full (1) 1311.~~500~~600% ~~180~~360 4 Group 3 0006683734 Loan Paid in Full 0 10.350% 360 6 Group 3 ~~0006667002~~0006683852 Loan Paid in Full 0 710.~~175~~226% 360 4 Group 3 0006684255 Loan Paid in Full (1) 11.275% 360 4 Group 3 ~~0006686990~~0006684440 Loan Paid in Full 0 913.~~800~~000% 360 25 Group 3 0006684539 Loan Paid in Full 0 12.400% 360 6 Group 3 0006684761 Loan Paid in Full 0 10.050% 360 4 ~~0006666593~~Group 3 0006686473 Loan Paid in Full 0 98.675% 360 3 Group 43 ~~0006679425~~0006687041 Loan Paid in Full 0 109.~~600~~000% 360 3 Group 4 ~~0006685829~~0005126793 Loan Paid in Full 1 11.280% 360 10 Group 4 0005809793 Repurchase 0 10.090% 360 8 Group 4 0005960734 Repurchase 1 10.330% 360 8 Group 4 0005960844 Repurchase 1 9.800% 360 7 Group 4 0005961177 Repurchase 1 9.850% 360 7 Group 4 0005961314 Repurchase 1 7.400% 360 7 Group 4 0006088681 Repurchase 2 8.850% 360 7 Group 4 0006088792 Repurchase 2 8.100% 360 7 Group 4 0006089385 Repurchase 2 7.500% 360 36 Group 4 ~~0006685908~~0006089473 Repurchase 2 11.100% 360 9 Group 4 0006093346 Repurchase 1 9.250% 360 6 Group 4 0006093351 Repurchase 0 10.150% 360 6 Group 4 0006094977 Repurchase 4 7.700% 360 6 Group 4 0006096259 Repurchase 0 10.450% 360 7 Group 4 0006666750 Loan Paid in Full 0 7.800% 360 5 Group 4 0006666859 Loan Paid in Full 0 5.250% 360 4 Group 4 0006667047 Loan Paid in Full 0 9.125% 360 4 Group 4 0006684736 Loan Paid in Full 0 11.150% 360 4 Group 4 0006685334 Loan Paid in Full (1) 86.~~050~~475% 360 34 Group 4 ~~0006685921~~0006685900 Loan Paid in Full 0 107.~~975~~325% 360 54 Group 4 ~~0006685979~~0006685962 Loan Paid in Full 0 108.~~275~~450% 360 54 Group 4 ~~0006687322~~0006686691 Loan Paid in Full 0 58.~~950~~850% 360 23 Group 4 ~~0006688485~~0006687848 Loan Paid in Full 0 7.550% 360 3 Group 4 0006688163 Loan Paid in Full 0 8.475% 360 23 Group 4 ~~0006688587~~0006688307 Loan Paid in Full 0 95.~~990~~500% 360 23 Group 4 ~~0006688677~~0006688619 Loan Paid in Full 0 9.~~325~~625% 360 23 Group 4 0006707878 Loan Paid in Full 0 10.750% 360 4

Prepayment Rates

Summary SMM CPR PSA Current Month 01.~~781~~380% Current Month 815.~~983~~358% Current Month 12,~~576~~003.~~906~~479% 3 Month Average 0.~~000~~853% 3 Month Average 09.~~000~~674% 3 Month Average 01,614.~~000~~808% 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. ~~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 N/A N/A Mar-2007 N/A N/A Apr-2007 4.680% N/A Apr-2007 1,264.040% N/A May-2007 8.983% N/A May-2007 1,576.906% N/A Jun-2007 15.358% N/A Jun-2007 2,003.479% 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. Group 1 SMM CPR PSA Current Month 0.~~667~~409% Current Month 74.~~716~~804% Current Month ~~1,393~~638.~~736~~034% 3 Month Average 0.~~000~~417% 3 Month Average 04.~~000~~860% 3 Month Average 0869.~~000~~824% 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. ~~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 N/A N/A Mar-2007 N/A N/A Apr-2007 2.061% N/A Apr-2007 577.703% N/A May-2007 7.716% N/A May-2007 1,393.736% N/A Jun-2007 4.804% N/A Jun-2007 638.034% 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. Group 2 SMM CPR PSA Current Month 0.~~488~~870% Current Month 59.~~699~~949% Current Month 1,~~009~~302.~~887~~862% 3 Month Average 0.~~000~~515% 3 Month Average 05.~~000~~961% 3 Month Average 0975.~~000~~323% 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. ~~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 N/A N/A Mar-2007 N/A N/A Apr-2007 2.233% N/A Apr-2007 613.220% N/A May-2007 5.699% N/A May-2007 1,009.887% N/A Jun-2007 9.949% N/A Jun-2007 1,302.862% 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. Group 3 SMM CPR PSA Current Month 0.~~269~~922% Current Month 310.~~178~~519% Current Month ~~547~~1,349.~~853~~727% 3 Month Average 0.~~000~~603% 3 Month Average 06.~~000~~961% 3 Month Average 01,262.~~000~~879% 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. ~~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 N/A N/A Mar-2007 N/A N/A Apr-2007 7.186% N/A Apr-2007 1,891.056% N/A May-2007 3.178% N/A May-2007 547.853% N/A Jun-2007 10.519% N/A Jun-2007 1,349.727% 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. Group 4 SMM CPR PSA Current Month 12.~~284~~399% Current Month 1425.~~365~~278% Current Month 23,~~488~~281.~~270~~678% 3 Month Average 01.~~000~~432% 3 Month Average 015.~~000~~583% 3 Month Average 02,550.~~000~~138% 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. ~~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 N/A N/A Mar-2007 N/A N/A Apr-2007 7.107% N/A Apr-2007 1,880.467% N/A May-2007 14.365% N/A May-2007 2,488.270% N/A Jun-2007 25.278% N/A Jun-2007 3,281.678% 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 ~~0005809608~~0005809793 ~~220~~115,~~000~~871.84 10.090% 993.22 0005960734 213,471.99 10.330% 1,932.20 0005960844 101,363.19 9.800% 877.50 0005961177 494,910.00 9.850% 4,062.39 0005961314 126,433.71 7.400% 880.15 0006088681 721,130.73 8.~~190~~850% 5,387.37 0006088792 359,687.92 8.100% 2,473.69 0006089385 746,492.39 7.500% 4,922.37 0006089473 144,660.57 11.100% 1,~~501~~393.5004 0006092572 36,026.78 11.250% 353.18 0006093346 178,415.13 9.250% 1,389.81 0006093351 766,189.68 10.150% 6,524.51 0006094977 359,689.90 7.700% 2,360.86 0006094979 89,814.39 11.275% 875.84 0006096259 164,523.72 10.450% 1,503.16 0006661778 135,000.00 7.990% 898.88

Interest Rate Stratification Summary Group 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 10 ~~432,900~~0.00 0.~~043~~000 0 0.00 0.000 5.250 5.749 2827 8,~~777~~398,~~601~~979.7430 0.~~879~~853 0 0.00 0.000 5.750 6.249 170 51,~~352~~328,~~804~~852.3078 5.~~144~~216 44 11,~~332~~323,~~479~~107.0349 8.~~296~~327 6.250 6.749 ~~360~~358 101,~~717~~243,~~582~~334.0252 10.~~189~~287 ~~101~~100 2423,~~036~~861,~~051~~141.3068 17.~~595~~548 6.750 7.249 ~~512~~509 132,~~866~~074,~~713~~740.0833 13.~~310~~420 101 21,~~949~~937,~~694~~092.6323 16.~~068~~133 7.250 7.749 ~~614~~606 ~~150~~148,~~990~~486,~~038~~564.7642 15.~~125~~088 9796 1716,~~100~~986,~~811~~467.3432 12.~~518~~492 7.750 8.249 ~~643~~638 ~~150~~149,~~700~~604,~~404~~430.2860 15.~~096~~201 115 18,~~427~~415,~~915~~973.1722 13.~~490~~544 8.250 8.749 ~~588~~582 ~~121~~119,~~181~~600,~~553~~541.4517 12.~~139~~153 9291 11,~~358~~187,~~528~~299.5251 8.~~315~~228 8.750 9.249 ~~510~~505 9391,~~369~~971,~~715~~459.4553 9.~~353~~345 67 8,~~321~~317,~~507~~103.3924 6.~~092~~117 9.250 9.749 ~~564~~556 7976,~~227~~919,~~207~~944.2213 7.~~936~~816 79 7,~~913~~908,~~301~~520.7583 5.~~793~~816 9.750 10.249 ~~314~~305 4341,~~236~~642,~~641~~626.7537 4.~~331~~231 5554 4,~~581~~536,~~899~~170.9222 3.~~354~~336 10.250 10.749 ~~219~~216 2322,~~074~~605,~~002~~045.9318 2.~~311~~297 48 3,~~366~~364,~~492~~450.5398 2.~~464~~474 10.750 11.249 ~~182~~175 15,~~981~~221,~~326~~153.0611 1.~~601~~547 39 2,~~509~~507,~~881~~351.7558 1.~~837~~844 11.250 11.749 ~~161~~160 13,~~195~~166,~~413~~572.6345 1.~~322~~338 53 2,~~633~~632,~~741~~651.5780 1.~~928~~936 11.750 12.249 ~~125~~123 87,~~098~~956,~~040~~507.9655 0.~~811~~808 4746 1,~~951~~916,~~332~~742.2420 1.~~428~~410 12.250 12.749 5453 3,~~666~~621,~~586~~486.5953 0.~~367~~368 2625 1966,~~011,045~~830.6286 0.~~740~~711 12.750 13.249 65 ~~405~~315,~~558~~590.3907 0.~~041~~032 3 113,~~259~~232.0773 0.083 13.250 13.749 0 0.00 0.000 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 54,~~051~~988 ~~998~~984,~~274~~157,~~090~~828.6104 100.000 ~~967~~961 ~~136~~135,~~607~~974,~~941~~135.8389 100.000

Interest Rate Stratification (continued) Group 2 Group 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 10 2,~~935~~934,~~062~~120.0771 0.~~802~~809 1 483,000.00 0.~~384~~388 5.750 6.249 48 12,~~510~~506,~~863~~592.6694 3.~~419~~449 32 11,~~734~~729,~~839~~028.1000 9.~~323~~410 6.250 6.749 92 22,~~331~~323,~~855~~165.6115 6.~~103~~156 70 21,~~842~~828,~~599~~162.2782 17.~~354~~512 6.750 7.249 ~~181~~180 4342,~~058~~619,~~689~~282.0572 11.~~767~~752 6361 1716,~~038~~713,~~414~~911.9846 13.~~537~~409 7.250 7.749 ~~230~~229 48,~~874~~637,~~750~~733.9570 13.~~356~~412 71 16,~~569~~559,~~236~~091.4179 13.~~164~~285 7.750 8.249 ~~261~~257 5554,~~599~~902,~~161~~630.9695 15.~~194~~139 55 11,~~770~~762,~~364~~212.0289 9.~~351~~437 8.250 8.749 ~~286~~284 5958,~~148~~871,~~245~~868.2168 16.~~163~~234 4746 4,~~998~~915,~~362~~299.0620 3.~~971~~943 8.750 9.249 246 44,~~736~~720,~~145~~714.4457 12.~~225~~332 4544 5,~~223~~088,~~407~~210.2308 4.~~150~~082 9.250 9.749 ~~238~~233 4039,~~705~~630,~~775~~643.8606 1110.~~124~~928 146 8,~~872~~866,~~025~~909.6631 7.~~049~~114 9.750 10.249 ~~143~~141 20,~~726~~490,~~157~~241.15 5.~~664~~650 5350 4,~~349~~136,~~668~~384.0312 3.~~456~~319 10.250 10.749 6463 8,~~621~~398,~~448~~900.5756 2.~~356~~316 76 5,~~609~~607,~~654~~201.5802 4.~~457~~499 10.750 11.249 3029 3,~~485~~406,~~174~~517.3696 0.~~952~~939 9087 5,~~443~~245,~~649~~604.8540 4.~~325~~208 11.250 11.749 18 2,256,~~589~~030.6885 0.~~617~~622 7574 5,~~137~~111,~~648~~110.4989 4.~~082~~101 11.750 12.249 7 745,~~890~~500.6762 0.~~204~~206 6665 4,~~309~~203,~~953~~506.1455 3.~~424~~372 12.250 12.749 2 202,~~801~~749.4237 0.~~055~~056 25 2,192,~~954~~204.2120 1.~~742~~759 12.750 13.249 0 0.00 0.000 32 ~~292~~202,~~299~~357.3234 0.~~232~~162 13.250 13.749 0 0.00 0.000 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 1,~~856~~839 ~~365~~362,~~938~~646,~~611~~692.6699 100.000 ~~918~~905 ~~125~~124,~~868~~644,~~076~~194.3507 100.000

Interest Rate Stratification (continued) Group 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 10 ~~432,900~~0.00 0.~~117~~000 5.250 5.749 1716 54,~~359~~981,~~539~~858.6759 1.~~449~~380 5.750 6.249 46 15,~~774~~770,~~622~~124.5135 4.~~265~~370 6.250 6.749 9796 33,~~507~~230,~~075~~864.8487 9.~~059~~208 6.750 7.249 167 50,~~819~~804,~~914~~453.4292 1314.~~740~~077 7.250 7.749 ~~216~~210 6866,~~445~~303,~~240~~271.0661 18.~~506~~372 7.750 8.249 ~~212~~211 64,~~902~~523,~~963~~613.1354 17.~~548~~879 8.250 8.749 ~~163~~161 4544,~~676~~626,~~417~~073.6678 12.~~350~~365 8.750 9.249 ~~152~~148 3533,~~088~~845,~~655~~431.3964 9.~~487~~378 9.250 9.749 ~~101~~98 2120,~~736~~513,~~103~~870.9593 5.~~877~~684 9.750 10.249 6360 1312,~~578~~479,~~916~~830.6588 3.~~671~~458 10.250 10.749 3129 5,~~476~~234,~~407~~492.2562 1.~~481~~450 10.750 11.249 2320 4,~~542~~061,~~620~~679.1017 1.~~228~~125 11.250 11.749 15 3,~~167~~166,~~433~~778.8991 0.~~856~~877 11.750 12.249 5 1,090,~~864~~758.9118 0.~~295~~302 12.250 12.749 1 259,~~785~~702.3410 0.~~070~~072 12.750 13.249 0 0.00 0.000 13.250 13.749 0 0.00 0.000 13.750 14.249 0 0.00 0.000 14.250 14.749 0 0.00 0.000 >= 15.000 0 0.00 0.000 Total 1,~~310~~283 ~~369~~360,~~859~~892,~~460~~805.7709 100.000

Filing Compare · GSAMP Trust 2007-HE2