10-D 1 gsa07he1_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: 333-139817-01 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 June 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 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-HE1 (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-HE1, 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-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 0506/2422/2007 5.46000% ~~201~~198,~~199~~792,~~028~~747.9375 ~~915~~934,~~455~~657.5824 A-2A 3622MDAB1 0506/2422/2007 5.38000% ~~143~~138,~~363~~780,~~148~~440.0815 642,~~744~~938.7894 A-2B 3622MDAC9 0506/2422/2007 5.42000% 44,191,000.00 ~~199~~206,~~596~~249.0222 A-2C 3622MDAD7 0506/2422/2007 5.47000% 59,585,000.00 ~~271~~280,~~608~~661.2990 A-2D 3622MDAE5 0506/2422/2007 5.55000% 15,726,000.00 7275,~~732~~157.7518 M-1 3622MDAF2 0506/2422/2007 5.57000% 25,691,000.00 ~~119~~123,~~249~~224.0603 M-2 3622MDAG0 0506/2422/2007 5.64000% 32,668,000.00 ~~153~~158,~~539~~657.6059 M-3 3622MDAH8 0506/2422/2007 5.66000% 13,367,000.00 6365,~~047~~149.6827 M-4 3622MDAJ4 0506/2422/2007 5.73000% 12,063,000.00 5759,~~600~~520.8285 M-5 3622MDAK1 0506/2422/2007 5.79000% 14,019,000.00 6769,~~641~~896.6840 M-6 3622MDAL9 0506/2422/2007 5.84000% 9,129,000.00 4445,~~427~~908.8073 M-7 3622MDAM7 0506/2422/2007 6.52000% 9,129,000.00 4951,~~600~~254.9026 M-8 3622MDAN5 0506/2422/2007 7.07000% 8,150,000.00 4849,~~017~~617.0865 M-9 3622MDAP0 0506/2422/2007 7.82000% 9,129,000.00 5961,~~490~~473.6567 B-1 3622MDAT2 0506/2422/2007 7.82000% 10,772,000.00 7072,~~197~~537.5345 B-2 3622MDAU9 0506/2422/2007 7.82000% 9,455,000.00 6163,~~615~~668.0892 X 3622MDAV7 0405/3031/2007 0.00000% 24,125,968.27 1,~~370~~260,~~896~~182.4807 P 3622MDAW5 0405/3031/2007 0.00000% 0.00 4353,~~338~~517.8222 R 3622MDAQ8 0405/3031/2007 0.00000% 0.00 0.00 RC 3622MDAR6 0405/3031/2007 0.00000% 0.00 0.00 RX 3622MDAS4 0405/3031/2007 0.00000% 0.00 0.00 Totals ~~641~~634,~~762~~773,~~145~~156.2817 4,~~310~~274,~~800~~272.6059

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1 24,~~406~~961,~~281~~899.1833 0.00 ~~198~~193,~~792~~830,~~747~~848.7542 35,~~321~~896,~~736~~556.7657 0.00 A-2A 43,~~582~~398,~~707~~979.9373 0.00 ~~138~~135,~~780~~381,~~440~~460.1542 54,~~225~~041,~~452~~918.7167 0.00 A-2B 0.00 0.00 44,191,000.00 ~~199~~206,~~596~~249.0222 0.00 A-2C 0.00 0.00 59,585,000.00 ~~271~~280,~~608~~661.2990 0.00 A-2D 0.00 0.00 15,726,000.00 7275,~~732~~157.7518 0.00 M-1 0.00 0.00 25,691,000.00 ~~119~~123,~~249~~224.0603 0.00 M-2 0.00 0.00 32,668,000.00 ~~153~~158,~~539~~657.6059 0.00 M-3 0.00 0.00 13,367,000.00 6365,~~047~~149.6827 0.00 M-4 0.00 0.00 12,063,000.00 5759,~~600~~520.8285 0.00 M-5 0.00 0.00 14,019,000.00 6769,~~641~~896.6840 0.00 M-6 0.00 0.00 9,129,000.00 4445,~~427~~908.8073 0.00 M-7 0.00 0.00 9,129,000.00 4951,~~600~~254.9026 0.00 M-8 0.00 0.00 8,150,000.00 4849,~~017~~617.0865 0.00 M-9 0.00 0.00 9,129,000.00 5961,~~490~~473.6567 0.00 B-1 0.00 0.00 10,772,000.00 7072,~~197~~537.5345 0.00 B-2 0.00 0.00 9,455,000.00 6163,~~615~~668.0892 0.00 X 0.00 0.00 24,125,968.27 1,~~370~~260,~~896~~182.4807 0.00 P 0.00 0.00 0.00 4353,~~338~~517.8222 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 68,~~988~~360,~~989~~879.1106 0.00 ~~634~~626,~~773~~412,~~156~~277.17 11 12,~~299~~635,~~789~~151.7165 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-1 205,454,000.00 ~~201~~198,~~199~~792,~~028~~747.9375 0.00 24,~~406~~961,~~281~~899.1833 0.00 ~~0.00~~ A-2A 149,399,000.00 ~~143~~138,~~363~~780,~~148~~440.0815 0.00 43,~~582~~398,~~707~~979.9373 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 ~~641~~634,~~762~~773,~~145~~156.2817 0.00 68,~~988~~360,~~989~~879.1106 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 4,~~406~~961,~~281~~899.1833 ~~198~~193,~~792~~830,~~747~~848.7542 0.~~96757789~~94342699 24,~~406~~961,~~281~~899.1833 A-2A 40.00 3,~~582~~398,~~707~~979.9373 ~~138~~135,~~780~~381,~~440~~460.1542 0.~~92892483~~90617381 43,~~582~~398,~~707~~979.9373 A-2B 0.00 0.00 44,191,000.00 1.00000000 0.00 A-2C 0.00 0.00 59,585,000.00 1.00000000 0.00 A-2D 0.00 0.00 15,726,000.00 1.00000000 0.00 M-1 0.00 0.00 25,691,000.00 1.00000000 0.00 M-2 0.00 0.00 32,668,000.00 1.00000000 0.00 M-3 0.00 0.00 13,367,000.00 1.00000000 0.00 M-4 0.00 0.00 12,063,000.00 1.00000000 0.00 M-5 0.00 0.00 14,019,000.00 1.00000000 0.00 M-6 0.00 0.00 9,129,000.00 1.00000000 0.00 M-7 0.00 0.00 9,129,000.00 1.00000000 0.00 M-8 0.00 0.00 8,150,000.00 1.00000000 0.00 M-9 0.00 0.00 9,129,000.00 1.00000000 0.00 B-1 0.00 0.00 10,772,000.00 1.00000000 0.00 B-2 0.00 0.00 9,455,000.00 1.00000000 0.00 X 0.00 0.00 24,125,968.27 0.99999883 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 Totals 6$0.00 8,~~988~~360,~~989~~879.1106 ~~634~~626,~~773~~412,~~156~~277.1711 0.~~97349903~~96067664 68,~~988~~360,~~989~~879.1106

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 205,454,000.00 ~~979~~967.~~28990884~~57788970 0.00000000 1124.~~71201914~~15090156 0.00000000 A-2A 149,399,000.00 ~~959~~928.~~59911432~~92482647 0.00000000 3022.~~67428785~~75102062 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 1124.~~71201914~~15090156 ~~967~~943.~~57788970~~42698813 0.~~96757789~~94342699 1124.~~71201914~~15090156 A-2A 0.00000000 3022.~~67428785~~75102062 ~~928~~906.~~92482647~~17380585 0.~~92892483~~90617381 3022.~~67428785~~75102062 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 0405/25/07 - 0506/24/07 3031 5.46000% ~~201~~198,~~199~~792,~~028~~747.9375 ~~915~~934,~~455~~657.5824 0.00 A-2A 0405/25/07 - 0506/24/07 3031 5.38000% ~~143~~138,~~363~~780,~~148~~440.0815 642,~~744~~938.7894 0.00 A-2B 0405/25/07 - 0506/24/07 3031 5.42000% 44,191,000.00 ~~199~~206,~~596~~249.0222 0.00 A-2C 0405/25/07 - 0506/24/07 3031 5.47000% 59,585,000.00 ~~271~~280,~~608~~661.2990 0.00 A-2D 0405/25/07 - 0506/24/07 3031 5.55000% 15,726,000.00 7275,~~732~~157.7518 0.00 M-1 0405/25/07 - 0506/24/07 3031 5.57000% 25,691,000.00 ~~119~~123,~~249~~224.0603 0.00 M-2 0405/25/07 - 0506/24/07 3031 5.64000% 32,668,000.00 ~~153~~158,~~539~~657.6059 0.00 M-3 0405/25/07 - 0506/24/07 3031 5.66000% 13,367,000.00 6365,~~047~~149.6827 0.00 M-4 0405/25/07 - 0506/24/07 3031 5.73000% 12,063,000.00 5759,~~600~~520.8285 0.00 M-5 0405/25/07 - 0506/24/07 3031 5.79000% 14,019,000.00 6769,~~641~~896.6840 0.00 M-6 0405/25/07 - 0506/24/07 3031 5.84000% 9,129,000.00 4445,~~427~~908.8073 0.00 M-7 0405/25/07 - 0506/24/07 3031 6.52000% 9,129,000.00 4951,~~600~~254.9026 0.00 M-8 0405/25/07 - 0506/24/07 3031 7.07000% 8,150,000.00 4849,~~017~~617.0865 0.00 M-9 0405/25/07 - 0506/24/07 3031 7.82000% 9,129,000.00 5961,~~490~~473.6567 0783.0053 B-1 0405/25/07 - 0506/24/07 3031 7.82000% 10,772,000.00 7072,~~197~~537.5345 0924.0055 B-2 0405/25/07 - 0506/24/07 3031 7.82000% 9,455,000.00 6163,~~615~~668.0892 0811.0051 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,~~896~~960,~~565~~573.30 02,519.0059

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 ~~915~~934,~~455~~657.5824 0.00 ~~198~~193,~~792~~830,~~747~~848.7542 A-2A 0.00 0.00 642,~~744~~938.7894 0.00 ~~138~~135,~~780~~381,~~440~~460.1542 A-2B 0.00 0.00 ~~199~~206,~~596~~249.0222 0.00 44,191,000.00 A-2C 0.00 0.00 ~~271~~280,~~608~~661.2990 0.00 59,585,000.00 A-2D 0.00 0.00 7275,~~732~~157.7518 0.00 15,726,000.00 M-1 0.00 0.00 ~~119~~123,~~249~~224.0603 0.00 25,691,000.00 M-2 0.00 0.00 ~~153~~158,~~539~~657.6059 0.00 32,668,000.00 M-3 0.00 0.00 6365,~~047~~149.6827 0.00 13,367,000.00 M-4 0.00 0.00 5759,~~600~~520.8285 0.00 12,063,000.00 M-5 0.00 0.00 6769,~~641~~896.6840 0.00 14,019,000.00 M-6 0.00 0.00 4445,~~427~~908.8073 0.00 9,129,000.00 M-7 0.00 0.00 4951,~~600~~254.9026 0.00 9,129,000.00 M-8 0.00 0.00 4849,~~017~~617.0865 0.00 8,150,000.00 M-9 0783.0053 0.00 5961,~~490~~473.6567 0.00 9,129,000.00 B-1 0924.0055 0.00 7072,~~197~~537.5345 0.00 10,772,000.00 B-2 0811.0051 0.00 6163,~~615~~668.0892 0.00 9,455,000.00 X 0.00 0.00 1,~~370~~260,~~896~~182.4807 0.00 24,125,968.27 P 0.00 0.00 4353,~~338~~517.8222 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 02,519.0059 0.00 4,~~310~~274,~~800~~272.6059 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% ~~979~~967.~~28990884~~57788970 4.~~45576908~~54922873 0.00000000 A-2A 149,399,000.00 5.38000% ~~959~~928.~~59911432~~92482647 4.~~30220269~~30350230 0.00000000 A-2B 44,191,000.00 5.42000% 1000.00000000 4.~~51666674~~66722229 0.00000000 A-2C 59,585,000.00 5.47000% 1000.00000000 4.~~55833331~~71027775 0.00000000 A-2D 15,726,000.00 5.55000% 1000.00000000 4.~~62500000~~77916698 0.00000000 M-1 25,691,000.00 5.57000% 1000.00000000 4.~~64166673~~79638901 0.00000000 M-2 32,668,000.00 5.64000% 1000.00000000 4.~~70000000~~85666677 0.00000000 M-3 13,367,000.00 5.66000% 1000.00000000 4.~~71666642~~87388868 0.00000000 M-4 12,063,000.00 5.73000% 1000.00000000 4.~~77499959~~93416646 0.00000000 M-5 14,019,000.00 5.79000% 1000.00000000 4.~~82500036~~98583351 0.00000000 M-6 9,129,000.00 5.84000% 1000.00000000 45.~~86666667~~02888925 0.00000000 M-7 9,129,000.00 6.52000% 1000.00000000 5.~~43333333~~61444408 0.00000000 M-8 8,150,000.00 7.07000% 1000.00000000 56.~~89166626~~08805521 0.00000000 M-9 9,129,000.00 7.82000% 1000.00000000 6.~~51666667~~73388871 0.~~00000000~~08582868 B-1 10,772,000.00 7.82000% 1000.00000000 6.~~51666636~~73388879 0.~~00000000~~08582900 B-2 9,455,000.00 7.82000% 1000.00000000 6.~~51666631~~73388895 0.~~00000000~~08582866 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.~~45576908~~54922873 0.00000000 ~~967~~943.~~57788970~~42698813 A-2A 0.00000000 0.00000000 4.~~30220269~~30350230 0.00000000 ~~928~~906.~~92482647~~17380585 A-2B 0.00000000 0.00000000 4.~~51666674~~66722229 0.00000000 1000.00000000 A-2C 0.00000000 0.00000000 4.~~55833331~~71027775 0.00000000 1000.00000000 A-2D 0.00000000 0.00000000 4.~~62500000~~77916698 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 4.~~64166673~~79638901 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.~~70000000~~85666677 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 4.~~71666642~~87388868 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 4.~~77499959~~93416646 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 4.~~82500036~~98583351 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 45.~~86666667~~02888925 0.00000000 1000.00000000 M-7 0.00000000 0.00000000 5.~~43333333~~61444408 0.00000000 1000.00000000 M-8 0.00000000 0.00000000 56.~~89166626~~08805521 0.00000000 1000.00000000 M-9 0.~~00000000~~08582868 0.00000000 6.~~51666667~~73388871 0.00000000 1000.00000000 B-1 0.~~00000000~~08582900 0.00000000 6.~~51666636~~73388879 0.00000000 1000.00000000 B-2 0.~~00000000~~08582866 0.00000000 6.~~51666631~~73388895 0.00000000 1000.00000000 X 0.00000000 0.00000000 5652.~~82237750~~23336870 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 912,~~620~~249,~~165~~532.4649 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 1452,~~763,700~~729.0711 Servicer Advances ~~702~~812,~~520~~775.3707 Gains & Subsequent Recoveries (Realized Losses) 01,225.00 Prepayment Penalties 4353,~~338~~517.8222 Swap/Cap Payments 37,~~254~~671.6772 Total Deposits 1213,~~166~~607,~~979~~450.3961 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~594~~702,~~440~~520.7637 Total Administration Fees ~~272~~269,~~748~~778.9259 Payment of Interest and Principal 1112,~~299~~635,~~789~~151.7165 Total Withdrawals (Pool Distribution Amount) 1213,~~166~~607,~~979~~450.3961 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~267~~264,~~400~~488.8981 Master Servicing Fee - Wells Fargo Bank, N.A. 5,~~348~~289.0378 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~272~~269,~~748~~778.9259 *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,~~254~~671.6772 37,~~254~~671.6772 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,~~202~~226,~~165~~817.0122 2,~~164~~189,~~910~~145.3450 37,~~254~~671.6772

Collateral Statement Group Group 1 Group 2 Collateral Description Mixed ARM and Balloon Mixed Fixed Weighted Average Coupon Rate 8.~~625679~~616424 8.~~263453~~256086 Weighted Average Net Rate 8.~~125679~~116424 7.~~763453~~756086 Weighted Average Pass-Through Rate 8.~~115679~~106424 7.~~753453~~746086 Weighted Average Remaining Term ~~357~~356 ~~343~~342 Principal And Interest Constant 1,~~559~~543,~~723~~592.9500 ~~527~~524,~~310~~229.8965 Beginning Loan Count 1,~~216~~202 ~~532~~529 Loans Paid in Full 1419 39 Ending Loan Count 1,~~202~~183 ~~529~~520 Beginning Scheduled Balance ~~205~~203,948,~~247~~984.9964 7069,~~363~~956,~~043~~025.8198 Ending Scheduled Balance ~~203~~200,~~948~~141,~~984~~559.6448 6968,~~956~~801,~~025~~551.9881 Actual Ending Collateral Balance ~~204~~200,~~038~~237,~~915~~730.7573 6968,~~994~~841,~~913~~881.4979 Scheduled Principal 79,~~354~~166.3625 42,~~776~~927.1520 Unscheduled Principal 13,~~919~~728,~~908~~258.9991 ~~364~~1,~~241~~111,546.6897 Negative Amortized Principal 0.00 0.00 Scheduled Interest 1,~~480~~464,~~369~~425.5975 ~~484~~481,~~534~~302.7445 Servicing Fees 8584,~~811~~978.7774 29,~~317~~148.9334 Master Servicing Fees 1,~~716~~699.2457 ~~586~~582.3697 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,~~392~~377,~~841~~747.5844 ~~454~~451,~~630~~571.4514 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 1628,~~836~~941.1449 416,~~246~~729.3675 Prepayment Penalty Paid Count 56 13 Special Servicing Fee 0.00 0.00

Collateral Statement Group Group 3 Group 4 Collateral Description Mixed ARM and Balloon Mixed Fixed Weighted Average Coupon Rate 8.~~302195~~300800 8.~~457691~~456873 Weighted Average Net Rate 7.~~802195~~800800 7.~~957691~~956873 Weighted Average Pass-Through Rate 7.~~792195~~790800 7.~~947691~~946873 Weighted Average Remaining Term ~~359~~358 ~~333~~332 Principal And Interest Constant 2,~~076~~047,~~871~~516.4691 ~~596~~593,~~064~~229.0383 Beginning Loan Count 1,~~197~~185 ~~549~~547 Loans Paid in Full 1214 2 Ending Loan Count 1,~~185~~171 ~~547~~545 Beginning Scheduled Balance ~~287~~282,~~024~~877,~~225~~101.2765 7877,~~426~~991,~~628~~043.2190 Ending Scheduled Balance ~~282~~279,~~877~~646,~~101~~474.6557 77,~~991~~822,~~043~~691.9025 Actual Ending Collateral Balance ~~282~~279,~~978~~757,~~507~~166.2160 7877,~~031~~868,~~699~~659.1442 Scheduled Principal 9190,~~095~~761.6679 43,~~307~~596.1918 Unscheduled Principal 43,~~056~~139,~~027~~865.9629 ~~392~~124,~~277~~756.1247 Negative Amortized Principal 0.00 0.00 Scheduled Interest 1,~~985~~956,~~775~~755.8012 ~~552~~549,~~756~~633.8465 Servicing Fees ~~119~~117,~~593~~865.4346 32,~~677~~496.7627 Master Servicing Fees 2,~~391~~357.8731 ~~653~~649.5693 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,~~863~~836,~~790~~532.5035 ~~519~~516,~~425~~487.5245 Realized Loss Amount 0.00 0(1,225.00) Cumulative Realized Loss 0.00 0(1,225.00) Percentage of Cumulative Losses 0.0000 (0.~~0000~~0015) Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 227,~~256~~199.3297 0646.0001 Prepayment Penalty Paid Count 2 01 Special Servicing Fee 0.00 0.00

Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 8.~~420759~~416456 Weighted Average Net Rate 7.~~920759~~916456 Weighted Average Pass-Through Rate 7.~~910759~~906456 Weighted Average Remaining Term ~~353~~352 Principal And Interest Constant 4,~~759~~708,~~970~~568.3339 Beginning Loan Count 3,~~494~~463 Loans Paid in Full 3144 Ending Loan Count 3,~~463~~419 Beginning Scheduled Balance ~~641~~634,~~762~~773,~~145~~156.2817 Ending Scheduled Balance ~~634~~626,~~773~~412,~~156~~277.1711 Actual Ending Collateral Balance ~~635~~626,~~044~~705,~~035~~438.5954 Scheduled Principal 256,~~533~~451.3642 Unscheduled Principal 68,~~732~~104,~~455~~427.7564 Negative Amortized Principal 0.00 Scheduled Interest 4,~~503~~452,~~436~~116.97 Servicing Fees ~~267~~264,~~400~~488.8981 Master Servicing Fees 5,~~348~~289.0378 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,~~230~~182,~~688~~338.0538 Realized Loss Amount 0(1,225.00) Cumulative Realized Loss 0(1,225.00) Percentage of Cumulative Losses (0.~~0000~~0002) Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 4353,~~338~~517.8222 Prepayment Penalty Paid Count 812 Special Servicing Fee 0.00

Additional Reporting - Deal Level Cash Reporting Net Monthly Excess Cash Flow 1,~~370~~261,~~896~~476.0822 Extra Principal Distribution Amount 0.00 Other Income 0.00 Prepayment Interest Shortfall 0.00 Soldier & Sailor Adjustment ~~481~~479.2173 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 01,225.00 Specified Overcollateralization Amount 24,125,968.27 Overcollateralization Floor 3,260,265.98 Stepdown Date NO Trigger Event Reporting Senior Enhancement Percentage 2728.~~9939~~367574% Senior Specified Enhancement Percentage 54.~~5000~~500000% Cumulative Loss Trigger Event Trigger Result Pass Threshold Value 1.650000% Calculated Value 0.000000% Delinquency Trigger Event Trigger Result Pass Threshold Value 8.~~126742~~216219% Calculated Value 1.~~228829~~679301% 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 32 0 0 32 ~~560~~474,~~371~~270.4486 0.00 0.00 ~~560~~474,~~371~~270.4486 30 Days 89132 01 0 0 89133 1825,~~256~~676,~~341~~223.8808 085,979.0075 0.00 0.00 1825,~~256~~762,~~341~~202.8883 60 Days 4539 0 0 0 4539 78,~~961~~763,~~513~~300.1061 0.00 0.00 0.00 78,~~961~~763,~~513~~300.1061 90 Days 2825 0 38 0 3133 74,~~370~~898,~~168~~988.4077 0.00 ~~510~~1,~~060~~417,467.1785 0.00 76,~~880~~316,~~228~~456.5762 120 Days 018 0 012 01 031 04,967,311.0099 0.00 02,473,080.0079 0160,067.0093 07,600,460.0071 150 Days 01 0 0 0 01 0393,150.00 0.00 0.00 0.00 0393,150.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals ~~162~~215 3 320 01 ~~168~~239 3344,~~588~~698,~~023~~974.3845 560,~~371~~250.4461 ~~510~~3,~~060~~890,548.1764 0160,067.0093 3449,~~658~~309,~~454~~841.9963 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.~~086630~~058497% 0.000000% 0.000000% 0.~~086630~~058497% 0.~~088241~~075677% 0.000000% 0.000000% 0.~~088241~~075677% 30 Days 23.~~570026~~860778% 0.~~000000~~029248% 0.000000% 0.000000% 23.~~570026~~890026% 24.~~874815~~097016% 0.~~000000~~013719% 0.000000% 0.000000% 24.~~874815~~110735% 60 Days 1.~~299451~~140684% 0.000000% 0.000000% 0.000000% 1.~~299451~~140684% 1.~~253695~~398313% 0.000000% 0.000000% 0.000000% 1.~~253695~~398313% 90 Days 0.~~808548~~731208% 0.000000% 0.~~086630~~233987% 0.000000% 0.~~895178~~965195% 10.~~160576~~781705% 0.000000% 0.~~080319~~226178% 0.000000% 1.~~240895~~007883% 120 Days 0.~~000000~~526470% 0.000000% 0.~~000000~~350980% 0.~~000000~~029248% 0.~~000000~~906698% 0.~~000000~~792607% 0.000000% 0.~~000000~~394616% 0.~~000000~~025541% 01.~~000000~~212764% 150 Days 0.~~000000~~029248% 0.000000% 0.000000% 0.000000% 0.~~000000~~029248% 0.~~000000~~062733% 0.000000% 0.000000% 0.000000% 0.~~000000~~062733% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 46.~~678025~~288388% 0.~~086630~~087745% 0.~~086630~~584966% 0.~~000000~~029248% 46.~~851285~~990348% 57.~~289086~~132374% 0.~~088241~~089396% 0.~~080319~~620794% 0.~~000000~~025541% 57.~~457646~~868105%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~702~~812,~~520~~775.3707

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 1 0 0 1 376,~~891~~770.1229 0.00 0.00 376,~~891~~770.1229 30 Days 3743 0 0 0 3743 6,~~259~~971,~~468~~921.7547 0.00 0.00 0.00 6,~~259~~971,~~468~~921.7547 60 Days 1916 0 0 0 1916 3,~~742~~246,~~175~~213.4068 0.00 0.00 0.00 3,~~742~~246,~~175~~213.4068 90 Days 97 0 14 0 1011 1,~~738~~736,~~145~~798.2048 0.00 ~~160~~529,~~067~~664.9397 0.00 12,~~898~~266,~~213~~463.1345 120 Days 05 0 04 01 010 0848,798.0055 0.00 0889,346.0065 0160,067.0093 01,898,213.0013 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 6571 1 8 1 081 ~~67 11~~12,~~739~~803,~~789~~732.3518 376,~~891~~770.1229 1,419,011.62 160,067.93 ~~0.00 12~~14,~~276~~759,~~748~~582.4002 0-29 Days 0.~~083195~~084531% 0.000000% 0.000000% 0.~~083195~~084531% 0.~~184715~~188161% 0.000000% 0.000000% 0.~~184715~~188161% 30 Days 3.~~078203~~634827% 0.000000% 0.000000% 0.000000% 3.~~078203~~634827% 3.~~067782~~481822% 0.000000% 0.000000% 0.000000% 3.~~067782~~481822% 60 Days 1.~~580699~~352494% 0.000000% 0.000000% 0.000000% 1.~~580699~~352494% 1.~~834050~~621180% 0.000000% 0.000000% 0.000000% 1.~~834050~~621180% 90 Days 0.~~748752~~591716% 0.000000% 0.~~083195~~338123% 0.000000% 0.~~831947~~929839% 0.~~851869~~867368% 0.000000% 0.~~078450~~264518% 0.000000% 01.~~930319~~131886% 120 Days 0.~~000000~~422654% 0.000000% 0.~~000000~~338123% 0.~~000000~~084531% 0.~~000000~~845309% 0.~~000000~~423895% 0.000000% 0.~~000000~~444145% 0.~~000000~~079939% 0.~~000000~~947980% 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 56.~~407654~~001691% 0.~~083195~~084531% 0.~~083195~~676247% 0.~~000000~~084531% 56.~~574043~~846999% 56.~~753701~~394266% 0.~~184715~~188161% 0.~~078450~~708663% 0.~~000000~~079939% 67.~~016866~~371029% 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 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 816 0 0 0 816 ~~913~~1,~~934~~883,020.9785 0.00 0.00 0.00 ~~913~~1,~~934~~883,020.9785 60 Days 23 0 0 0 23 ~~195~~399,~~077~~792.6740 0.00 0.00 0.00 ~~195~~399,~~077~~792.6740 90 Days 31 0 1 0 42 ~~585~~106,~~490~~130.1621 0.00 4988,~~992~~947.2446 0.00 ~~635~~195,~~482~~077.4067 120 Days 01 0 03 0 04 0188,000.00 0.00 0447,482.0040 0.00 0635,482.0040 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 1321 0 14 0 1425 12,~~694~~576,~~502~~943.8046 0.00 49536,~~992~~429.2486 0.00 13,~~744~~113,~~495~~373.0432 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 13.~~512287~~076923% 0.000000% 0.000000% 0.000000% 13.~~512287~~076923% 12.~~305716~~735284% 0.000000% 0.000000% 0.000000% 12.~~305716~~735284% 60 Days 0.~~378072~~576923% 0.000000% 0.000000% 0.000000% 0.~~378072~~576923% 0.~~278703~~580740% 0.000000% 0.000000% 0.000000% 0.~~278703~~580740% 90 Days 0.~~567108~~192308% 0.000000% 0.~~189036~~192308% 0.000000% 0.~~756144~~384615% 0.~~836475~~154165% 0.000000% 0.~~071423~~129205% 0.000000% 0.~~907898~~283371% 120 Days 0.~~000000~~192308% 0.000000% 0.~~000000~~576923% 0.000000% 0.~~000000~~769231% 0.~~000000~~273090% 0.000000% 0.~~000000~~650015% 0.000000% 0.~~000000~~923104% 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.~~457467~~038462% 0.000000% 0.~~189036~~769231% 0.000000% 24.~~646503~~807692% 23.~~420894~~743279% 0.000000% 0.~~071423~~779220% 0.000000% 24.~~492317~~522499% 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 21 0 0 21 ~~183~~97,~~480~~500.3257 0.00 0.00 ~~183~~97,~~480~~500.3257 30 Days 3554 01 0 0 3555 1014,~~193~~309,~~280~~686.1709 085,979.0075 0.00 0.00 1014,~~193~~395,~~280~~665.1784 60 Days 1215 0 0 0 1215 24,~~904~~690,~~756~~612.9942 0.00 0.00 0.00 24,~~904~~690,~~756~~612.9942 90 Days 118 0 13 0 1211 42,~~353~~345,~~475~~154.0130 0.00 ~~300~~798,~~000~~855.0042 0.00 43,~~653~~144,~~475~~009.0172 120 Days 07 0 05 0 012 03,237,455.0041 0.00 01,136,251.0074 0.00 04,373,707.0015 150 Days 01 0 0 0 01 0393,150.00 0.00 0.00 0.00 0393,150.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 5885 2 18 0 6195 1724,~~451~~976,~~512~~058.1722 183,480.32 ~~300~~1,~~000~~935,107.0016 0.00 1727,~~934~~094,~~992~~645.4970 0-29 Days 0.~~168776~~085397% 0.000000% 0.000000% 0.~~168776~~085397% 0.~~064839~~034852% 0.000000% 0.000000% 0.~~064839~~034852% 30 Days 24.~~953586~~611443% 0.~~000000~~085397% 0.000000% 0.000000% 24.~~953586~~696840% 35.~~602139~~115038% 0.~~000000~~030734% 0.000000% 0.000000% 35.~~602139~~145772% 60 Days 1.~~012658~~280956% 0.000000% 0.000000% 0.000000% 1.~~012658~~280956% 1.~~026494~~676673% 0.000000% 0.000000% 0.000000% 1.~~026494~~676673% 90 Days 0.~~928270~~683177% 0.000000% 0.~~084388~~256191% 0.000000% 10.~~012658~~939368% 10.~~538447~~838282% 0.000000% 0.~~106015~~285553% 0.000000% 1.~~644462~~123835% 120 Days 0.~~000000~~597780% 0.000000% 0.~~000000~~426985% 0.000000% 01.~~000000~~024765% 01.~~000000~~157238% 0.000000% 0.~~000000~~406156% 0.000000% 01.~~000000~~563394% 150 Days 0.~~000000~~085397% 0.000000% 0.000000% 0.000000% 0.~~000000~~085397% 0.~~000000~~140533% 0.000000% 0.000000% 0.000000% 0.~~000000~~140533% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 47.~~894515~~258753% 0.~~168776~~170794% 0.~~084388~~683177% 0.000000% 58.~~147679~~112724% 68.~~167080~~927764% 0.~~064839~~065586% 0.~~106015~~691710% 0.000000% 69.~~337935~~685059% 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 919 0 0 0 919 ~~889~~2,~~657~~511,594.9967 0.00 0.00 0.00 ~~889~~2,~~657~~511,594.9967 60 Days 125 0 0 0 125 1426,~~119,503~~682.0411 0.00 0.00 0.00 1426,~~119,503~~682.0411 90 Days 59 0 0 0 59 ~~693~~710,~~058~~905.0378 0.00 0.00 0.00 ~~693~~710,~~058~~905.0378 120 Days 05 0 0 0 05 0693,058.0003 0.00 0.00 0.00 0693,058.0003 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 2638 0 0 0 2638 24,~~702~~342,~~219~~240.0659 0.00 0.00 0.00 24,~~702~~342,~~219~~240.0659 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 13.~~645338~~486239% 0.000000% 0.000000% 0.000000% 13.~~645338~~486239% 13.~~140124~~225424% 0.000000% 0.000000% 0.000000% 13.~~140124~~225424% 60 Days 20.~~193784~~917431% 0.000000% 0.000000% 0.000000% 20.~~193784~~917431% 10.~~434677~~547951% 0.000000% 0.000000% 0.000000% 10.~~434677~~547951% 90 Days 01.~~914077~~651376% 0.000000% 0.000000% 0.000000% 01.~~914077~~651376% 0.~~888175~~912955% 0.000000% 0.000000% 0.000000% 0.~~888175~~912955% 120 Days 0.~~000000~~917431% 0.000000% 0.000000% 0.000000% 0.~~000000~~917431% 0.~~000000~~890035% 0.000000% 0.000000% 0.000000% 0.~~000000~~890035% 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 46.~~753199~~972477% 0.000000% 0.000000% 0.000000% 46.~~753199~~972477% 35.~~462976~~576365% 0.000000% 0.000000% 0.000000% 35.~~462976~~576365%

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO ~~Detail~~History* -New ~~All~~REO ~~Mortgage~~Loans Month REO Percentage Loans in REO ~~during~~1 Jul-06 0.000% Original Principal Balance 160,200.00 Aug-06 0.000% Current ~~Period~~Actual ~~Summary~~Balance 160,067.93 Sep-06 No0.000% Oct-06 0.000% Current REO ~~Information~~Total toNov-06 0.000% Loans in REO 1 Dec-06 0.000% Original Principal Balance 160,200.00 Jan-07 0.000% Current Actual Balance 160,067.93 Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 0.000% Jun-07 0.026% *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 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 1 Jul-06 No0.000% Original Principal Balance 160,200.00 Aug-06 0.000% Current Actual Balance 160,067.93 Sep-06 0.000% Oct-06 0.000% Current REO ~~Information~~Total toNov-06 0.000% Loans in REO 1 Dec-06 0.000% Original Principal Balance 160,200.00 Jan-07 0.000% Current Actual Balance 160,067.93 Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 0.000% Jun-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. Group 2 - No REO Information to report this period. Group 3 - No REO Information to report this period. Group 4 - No REO Information to report this period.

REO Loan Detail - All Mortgage Loans in REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number REO Date State Origination Balance NoGroup ~~REO~~1 ~~Loans~~0005825950 ~~this~~Jun-2007 ~~Period~~01-Nov-2006 MO 90.00 160,200.00

REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest NoGroup ~~REO~~1 ~~Loans~~0005825950 ~~this~~160,067.93 ~~Period~~01-Dec-2006 4 10.350% 5,247.79

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 318 ~~Jun~~Jul-06 0.000% Original Principal Balance ~~510~~3,~~200~~541,858.00 ~~Jul~~Aug-06 0.000% Current Actual Balance ~~510~~3,~~060~~540,556.1740 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current Foreclosure Total ~~Oct~~Nov-06 0.000% Loans in Foreclosure 320 ~~Nov~~Dec-06 0.000% Original Principal Balance ~~510~~3,~~200~~891,858.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance ~~510~~3,~~060~~890,548.1764 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% ~~Apr~~May-07 0.~~000~~080% ~~May~~Jun-07 0.~~080~~621% *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 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 18 ~~Jun~~Jul-06 0.000% Original Principal Balance ~~160~~1,~~200~~419,718.00 ~~Jul~~Aug-06 0.000% Current Actual Balance ~~160~~1,~~067~~419,011.9362 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current Foreclosure Total ~~Oct~~Nov-06 0.000% Loans in Foreclosure 18 ~~Nov~~Dec-06 0.000% Original Principal Balance ~~160~~1,~~200~~419,718.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance ~~160~~1,~~067~~419,011.9362 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% ~~Apr~~May-07 0.~~000~~078% ~~May~~Jun-07 0.~~078~~709% *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 2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 13 ~~Jun~~Jul-06 0.000% Original Principal Balance 50486,~~000~~750.00 ~~Jul~~Aug-06 0.000% Current Actual Balance 49486,~~992~~437.2462 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current Foreclosure Total ~~Oct~~Nov-06 0.000% Loans in Foreclosure 14 ~~Nov~~Dec-06 0.000% Original Principal Balance 50536,~~000~~750.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance 49536,~~992~~429.2486 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% ~~Apr~~May-07 0.~~000~~071% ~~May~~Jun-07 0.~~071~~779% *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 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 17 ~~Jun~~Jul-06 0.000% Original Principal Balance ~~300~~1,~~000~~635,390.00 ~~Jul~~Aug-06 0.000% Current Actual Balance ~~300~~1,~~000~~635,107.0016 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current Foreclosure Total ~~Oct~~Nov-06 0.000% Loans in Foreclosure 18 ~~Nov~~Dec-06 0.000% Original Principal Balance ~~300~~1,~~000~~935,390.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance ~~300~~1,~~000~~935,107.0016 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% ~~Apr~~May-07 0.~~000~~106% ~~May~~Jun-07 0.~~106~~692% *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 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 Group 1 ~~0005825950~~0005825993 ~~May~~Jun-2007 01-Dec-2006 OK 85.00 61,200.00 Group 1 0006195559 Jun-2007 01-Jan-2007 FL 85.00 195,500.00 Group 1 0006407295 Jun-2007 01-Nov-2006 MOMN 95.00 225,150.00 Group 1 0006407353 Jun-2007 01-Jan-2007 PA 90.00 ~~160~~85,~~200~~500.00 Group 1 0006407383 Jun-2007 01-Dec-2006 CA 90.00 324,900.00 Group 1 0006407430 Jun-2007 01-Nov-2006 MN 80.00 209,468.00 Group 1 0006407437 Jun-2007 01-Dec-2006 FL 80.00 144,000.00 Group 1 0006415059 Jun-2007 01-Jan-2007 VA 100.00 174,000.00 Group 2 0005126557 Jun-2007 01-Aug-2006 FL 70.00 70,000.00 Group 2 0005826006 Jun-2007 01-Dec-2006 NV 95.00 327,750.00 Group 2 0005826042 May-2007 01-Nov-2006 NC 100.00 50,000.00 Group 2 0006585045 Jun-2007 01-Jan-2007 PA 100.00 89,000.00 Group 3 0006091829 May-2007 01-Jan-2007 NJ 80.00 300,000.00 Group 3 0006192294 Jun-2007 01-Jan-2007 FL 80.00 113,440.00 Group 3 0006195523 Jun-2007 01-Jan-2007 GA 80.00 167,200.00 Group 3 0006403230 Jun-2007 01-Jan-2007 FL 85.00 238,000.00 Group 3 0006407362 Jun-2007 01-Dec-2006 AZ 80.00 312,000.00 Group 3 0006407403 Jun-2007 01-Dec-2006 CA 80.00 304,000.00 Group 3 0006415065 Jun-2007 01-Jan-2007 MD 100.00 249,000.00 Group 3 0006585297 Jun-2007 01-Jan-2007 IN 95.00 251,750.00

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 Group 1 ~~0005825950~~0005825993 ~~160~~61,~~067~~154.9320 01-Jan-2007 3 11.200% 2,179.26 Group 1 0006195559 195,500.00 01-Dec-2006 4 11.900% 7,421.29 Group 1 0006407295 225,073.91 01-Dec-2006 4 9.850% 7,010.62 Group 1 0006407353 85,470.50 01-Jan-2007 3 11.150% 3,030.69 Group 1 0006407383 324,794.83 01-Dec-2006 4 7.575% 7,650.93 Group 1 0006407430 209,068.63 01-Jan-2007 3 8.300% 5,426.94 Group 1 0006407437 143,977.91 01-Dec-2006 4 10.~~350~~100% 4,604.78 Group 1 0006415059 173,971.64 01-Jan-2007 3 9.900% 5,~~936~~449.53 Group 2 0005126557 69,748.73 01-Dec-2006 4 7.730% 1,676.59 Group 2 0005826006 327,741.43 01-Dec-2006 4 11.950% 12,507.64 Group 2 0005826042 49,992.24 01-Dec-2006 34 12.300% 1,~~474~~965.4281 Group 2 0006585045 88,947.46 01-Jan-2007 3 8.625% 2,405.39 Group 3 0006091829 300,000.00 01-Dec-2006 34 9.085% 68,~~428~~568.2969 Group 3 0006192294 113,382.14 01-Dec-2006 4 9.025% 3,223.16 Group 3 0006195523 167,200.00 01-Dec-2006 4 7.950% 4,142.19 Group 3 0006403230 237,958.78 01-Jan-2007 3 9.700% 7,294.19 Group 3 0006407362 311,999.94 01-Jan-2007 3 7.725% 7,514.00 Group 3 0006407403 303,919.60 01-Dec-2006 4 8.275% 7,869.16 Group 3 0006415065 248,896.70 01-Jan-2007 3 10.300% 8,122.05 Group 3 0006585297 251,750.00 01-Dec-2006 4 10.500% 8,379.84

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jun~~Jul-06 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-06 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current Bankruptcy Total ~~Oct~~Nov-06 0.000% Loans in Bankruptcy 3 ~~Nov~~Dec-06 0.000% Original Principal Balance 561,350.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance 560,~~371~~250.4461 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.~~000~~087% ~~Apr~~May-07 0.~~087~~088% ~~May~~Jun-07 0.~~088~~089% *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 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jun~~Jul-06 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-06 0.000% Current Actual Balance 0.00 ~~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 377,600.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance 376,~~891~~770.1229 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.~~000~~183% ~~Apr~~May-07 0.~~183~~185% ~~May~~Jun-07 0.~~185~~188% *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 2 - No Bankruptcy Information to report this period. Group 3 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jun~~Jul-06 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-06 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current Bankruptcy Total ~~Oct~~Nov-06 0.000% Loans in Bankruptcy 2 ~~Nov~~Dec-06 0.000% Original Principal Balance 183,750.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance 183,480.32 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.~~000~~064% ~~Apr~~May-07 0.~~064~~065% ~~May~~Jun-07 0.~~065~~066% *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 4 - No Bankruptcy Information to report this period.

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 1 0005961631 Apr-2007 01-Nov-2006 UT 80.00 377,600.00 Group 3 0006108800 Apr-2007 01-Jan-2007 MI 85.00 97,750.00 Group 3 0006403229 Apr-2007 01-Jan-2007 AL 87.76 86,000.00

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 1 0005961631 376,~~891~~770.1229 01-~~Apr~~May-2007 0 7.750% 4,~~554~~553.8237 Group 3 0006108800 97,500.57 01-May-2007 ~~(1)~~0 9.400% ~~723~~1,446.5062 Group 3 0006403229 85,979.75 01-Mar-2007 01 9.250% 1,~~253~~880.8366

Realized Loss Detail Report - Loans with Losses during Current Period Summary # Loans Prior Realized Current with Actual Loss/(Gain) Loss Group Losses Balance Amount Percentage Group 1 0 0.00 0.00 0.000% Group 2 0 0.00 0.00 0.000% Group 3 0 0.00 0.00 0.000% Group 4 01 0.00 0(1,225.00) (0.~~000~~002)% Total 01 0.00 0(1,225.00) 0.000%

Realized Loss Loan Detail Report - Loans With Losses during Current Period Original Current Loan Principal Note LTV at Original Group Number Balance Rate State Origination Term NoGroup ~~Losses~~4 ~~this~~0006192308 ~~Period~~90,000.00 10.990% VA 20.00 360

Realized Loss Loan Detail Report - Loans With Losses during Current Period (continued) Prior Cumulative Loan Actual Realized Realized Group Number Balance Loss/(Gain) Loss/(Gain) NoGroup ~~Losses~~4 ~~this~~0006192308 ~~Period~~0.00 (1,225.00) (1,225.00)

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2006 NoN/A ~~Realized~~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 0.000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% 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. CDR Cumulative Loss ~~Information~~Severity toCurrent Month 0.000% Current Month (1.363)% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 0.000% N/A Mar-2007 N/A N/A Apr-2007 0.000% N/A Apr-2007 N/A N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 (1.363)% 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. ~~this~~The ~~period~~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 - No Realized Loss Information to report this period. Group 2 - No Realized Loss Information to report this period. Group 3 - No Realized Loss Information to report this period. Group 4 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2006 NoN/A ~~Realized~~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 0.000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% 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. CDR Cumulative Loss ~~Information~~Severity toCurrent Month 0.000% Current Month (1.363)% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 0.000% N/A Mar-2007 N/A N/A Apr-2007 0.000% N/A Apr-2007 N/A N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 (1.363)% 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. ~~this~~The ~~period~~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: 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 (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 Group 1 1218 13,~~433~~532,~~899~~750.00 13,~~430~~525,~~146~~795.6500 21 ~~477~~200,000.00 ~~476~~200,~~543~~000.0400 2Group 2 ~~178~~9 1,~~200~~052,300.00 ~~177~~1,~~728~~049,037.6164 10 ~~181,650~~0.00 ~~181,240~~0.5800 Group 3 913 32,~~252~~883,~~450~~275.00 32,~~248~~879,~~431~~532.6377 31 ~~799~~249,~~000~~900.00 ~~797~~249,~~796~~658.4991 Group 4 12 90121,~~000~~100.00 89120,~~868~~556.9932 10 ~~296,000~~0.00 ~~295,293~~0.2600 Total 2442 47,~~954~~589,~~549~~425.00 47,~~946~~574,~~175~~921.8873 72 1449,~~753,650~~900.00 1449,~~750,873~~658.3791

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 0.00 143,~~055~~655.7404 Group 2 0 0.00 0.00 0 0.00 0.00 562,~~451~~967.1443 Group 3 0 0.00 0.00 0 0.00 0.00 1011,~~809~~318.4653 Group 4 0 0.00 0.00 0 0.00 0.00 74,~~148~~311.2325 Total 0 0.00 0.00 0 0.00 0.00 3782,~~464~~252.5725

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 ~~0005225422~~0004974129 INNY ~~100~~75.00 2901-Jul-2006 78356,250.00 355,235.07 Group 1 0005779526 MO 100.00 01-Nov-2006 160,000.00 77159,~~607~~523.8455 Group 1 ~~0005961645~~0005960781 NYNC 8095.00 01-~~Oct~~Nov-2006 ~~128~~130,~~799~~150.00 ~~128~~129,~~328~~928.6927 Group 1 ~~0005962051~~0005960924 ILRI 9080.00 01-Nov-2006 ~~118~~228,~~800~~000.00 ~~118~~227,~~354~~928.1742 Group 1 ~~0005974550~~0005961634 MOVA ~~100~~85.00 01-~~Sep~~Nov-2006 98116,~~400~~450.00 98115,~~009~~922.4814 Group 1 ~~0006004385~~0005962234 INTN ~~100~~90.00 01-Aug-2006 75,600.00 75,288.12 Group 1 0006104894 VA 99.99 01-Dec-2006 90359,~~000~~800.00 89359,~~742~~317.3482 Group 1 ~~0006046527~~0006104907 NCFL 100.00 01-Dec-2006 ~~148~~210,000.00 ~~148~~209,~~000~~376.0085 Group 1 ~~0006091774~~0006188987 TN 9076.0019 01-Dec-2006 ~~125~~80,~~100~~000.00 ~~124~~79,~~753~~620.7217 Group 1 ~~0006195467~~0006189055 ALID 8095.00 01-Jan-2007 88237,~~800~~500.00 88236,~~635~~612.1925 Group 1 ~~0006402872~~0006192456 NJVA 9490.1700 01-Jan-2007 ~~226~~306,000.00 ~~225~~306,~~061~~000.0300 Group 1 ~~0006403047~~0006402871 KSMD 9490.4400 01-Jan-2007 85229,~~000~~500.00 84229,~~756~~362.9332 Group 1 ~~0006403240~~0006585305 WAGA 90.00 01-Jan-2007 ~~387~~256,~~000~~500.00 ~~386~~255,~~697~~774.0688 Group 1 ~~0006407461~~0006585320 FLMI 4789.1723 01-~~Dec~~Jan-~~2006~~2007 ~~100~~290,000.00 289,188.73 Group 1 0006611488 GA 99.98 01-Feb-2007 211,~~601~~950.6100 211,343.92 Group 1 ~~0006407465~~0006611498 PAGA 65100.9300 01-~~Dec~~Feb-~~2006~~2007 120,000.00 119,~~638~~703.27 Group 1 0006611622 FL 78.43 01-Feb-2007 200,000.00 200,000.00 Group 1 ~~0006500010~~0006611650 VAOH 90.00 01-Feb-2007 72,900.00 72,706.10 Group 1 0006611670 KY 79.99 01-Jan-2007 ~~117~~92,~~000~~150.00 91,771.99 Group 2 0005825975 NM 80.00 01-Dec-2006 116,~~667~~000.1800 114,698.04 Group 2 ~~0005825945~~0005961162 WARI 20.00 01-~~Dec~~Nov-2006 5557,~~200~~000.00 5556,~~075~~827.2620 Group 2 ~~0005825965~~0005961661 AZAR 65100.7800 01-~~Dec~~Nov-2006 ~~123~~50,000.00 ~~122~~49,~~558~~880.6480 Group 2 ~~0006004323~~0006104909 FLOK 100.00 01-Dec-2006 ~~181~~54,~~650~~800.00 ~~181~~54,~~156~~602.64 3Group ~~0005126951~~2 FL0006188910 77OR 80.8600 01-~~Aug~~Jan-~~2006~~2007 ~~550~~244,000.00 ~~548~~243,~~672~~809.69 Group 2 0006189000 IL 75.00 01-Jan-2007 236,250.00 235,452.88 Group 2 0006611463 FL 94.97 01-Feb-2007 102,850.00 102,655.99 Group 2 0006611671 KY 20.01 01-Jan-2007 23,050.00 22,947.51 Group 2 0006661893 CT 65.00 01-Feb-2007 168,350.00 167,704.79 Group 3 ~~0005960672~~0005961958 GA 8985.3500 01-~~Sep~~Nov-2006 ~~621~~312,~~000~~375.00 ~~619~~311,~~576~~424.3069 Group 3 ~~0006108879~~0006091692 MIIN 5270.3800 01-~~Jan~~Dec-~~2007~~2006 88178,~~000~~500.00 87177,~~744~~702.4483 Group 3 ~~0006189027~~0006104917 VA 60100.2400 01-~~Jan~~Dec-~~2007~~2006 ~~250~~249,~~000~~900.00 249,~~507~~618.9944 Group 3 ~~0006403039~~0006108746 OHFL 8580.00 01-Jan-2007 ~~148~~132,~~750~~000.00 ~~148~~131,~~618~~610.6881 Group 3 ~~0006403078~~0006108761 ILOH 80.00 01-~~Feb~~Nov-~~2007~~2006 ~~252~~104,000.00 ~~252~~103,~~000~~595.0074 Group 3 ~~0006403145~~0006108769 CAOK 8583.0081 01-Jan-2007 ~~174~~103,~~250~~500.00 ~~174~~103,~~166~~186.5102 Group 3 ~~0006403236~~0006108808 CAPA 8570.34 01-Jan-2007 204,000.00 203,673.03 Group 3 0006108837 VA 43.64 01-Jan-2007 ~~476~~96,000.00 ~~474~~95,~~704~~802.6891 Group 3 ~~0006403333~~0006108839 MDWV 8988.5389 01-~~Dec~~Jan-~~2006~~2007 ~~385~~160,000.00 ~~384~~159,~~568~~642.2175 Group 3 ~~0006585907~~0006195460 NJTN 80.00 01-Jan-2007 ~~508~~118,400.00 118,400.00 Group 3 0006402851 MD 78.10 01-Jan-2007 667,000.00 ~~508~~667,000.00 Group 3 ~~0006586331~~0006402911 ILMD 52.37 01-Jan-2007 332,000.00 331,579.60 Group 3 0006402955 SC 90.00 01-Jan-2007 ~~418~~162,~~500~~000.00 ~~418~~161,~~137~~937.1695 Group 3 ~~0006612621~~0006612087 SCIL 8995.9800 01-~~Feb~~Jan-2007 ~~179~~313,~~950~~500.00 ~~179~~313,~~521~~371.6599 Group 4 ~~0006192308~~0006108771 VAAZ 20.00 01-Jan-2007 9036,~~000~~100.00 8935,~~835~~879.6387 Group 4 ~~0006403478~~0006403441 WIMD 8062.0050 2701-~~Dec~~Jan-~~2006~~2007 ~~296~~85,000.00 ~~295~~84,~~293~~565.2635

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 ~~0005225422~~0004974129 Loan Paid in Full (1) 8.780% 360 11 Group 1 0005779526 Loan Paid in Full 0 910.~~620~~950% 360 7 Group 1 0005960781 Loan Paid in Full 2 9.100% 360 7 Group 1 ~~0005961645~~0005960924 Loan Paid in Full 0 9.~~990~~150% 360 7 Group 1 ~~0005962051~~0005961634 Loan Paid in Full 1 8.950% 360 7 Group 1 0005962234 Loan Paid in Full 0 10.990% 360 10 Group 1 0006104894 Loan Paid in Full 0 9.~~200~~990% 360 6 Group 1 ~~0005974550~~0006104907 Loan Paid in Full 01 10.~~175~~320% 360 86 Group 1 ~~0006004385~~0006188987 ~~Repurchase~~Loan Paid in Full 0 9.~~740~~500% 360 56 Group 1 ~~0006046527~~0006189055 Loan Paid in Full 01 128.450% 360 5 Group 1 ~~0006091774~~0006192456 Loan Paid in Full 0 96.~~900~~650% 360 5 Group 1 ~~0006195467~~0006402871 Loan Paid in Full 0 108.~~900~~650% 360 45 Group 1 ~~0006402872~~0006585305 Loan Paid in Full (0 9.800% 360 5 Group 1) 60006585320 Loan Paid in Full 0 9.~~990~~850% 360 45 Group 1 ~~0006403047~~0006611488 Loan Paid in Full 0 8.850% 360 4 Group 1 ~~0006403240~~0006611498 Loan Paid in Full 0 9.550% 360 4 Group 1 0006611622 Repurchase 0 106.~~190~~950% 360 4 Group 1 ~~0006407461~~0006611650 Loan Paid in Full 0 89.~~650~~200% 360 54 Group 1 ~~0006407465~~0006611670 Loan Paid in Full 01 97.~~490~~990% 360 5 1Group ~~0006500010~~2 0005825975 Loan Paid in Full 0 87.~~875~~750% 360 46 Group 2 ~~0005825945~~0005961162 Loan Paid in Full ~~(1)~~0 11.~~200~~490% 180 7 Group 2 0005961661 Loan Paid in Full 0 12.300% 360 7 Group 2 0006104909 Loan Paid in Full 0 10.840% 360 6 Group 2 0006188910 Loan Paid in Full 0 7.600% 360 5 Group 2 ~~0005825965~~0006189000 Loan Paid in Full 0 8.~~650~~950% 360 5 Group 2 ~~0006004323~~0006611463 ~~Repurchase~~Loan Paid in Full 1 910.~~990~~825% 360 4 Group 2 0006611671 Loan Paid in Full (1) 12.450% 180 5 3Group ~~0005126951~~2 0006661893 Loan Paid in Full 0 87.~~780~~400% 360 94 Group 3 ~~0005960672~~0005961958 Loan Paid in Full 0 810.~~500~~850% 360 87 Group 3 ~~0006108879~~0006091692 Loan Paid in Full 0 8.~~775~~350% 360 46 Group 3 ~~0006189027~~0006104917 Repurchase 0 10.090% 360 6 Group 3 0006108746 Loan Paid in Full 0 69.~~925~~600% 360 45 Group 3 ~~0006403039~~0006108761 ~~Repurchase~~Loan 2Paid 9in Full 0 10.~~690~~500% 360 47 Group 3 ~~0006403078~~0006108769 Loan Paid in Full 0 79.~~400~~700% 360 35 Group 3 ~~0006403145~~0006108808 ~~Repurchase~~Loan 2Paid in Full 1 8.~~750~~300% 360 45 Group 3 ~~0006403236~~0006108837 ~~Repurchase~~Loan Paid in Full 0 97.~~090~~500% 360 45 Group 3 ~~0006403333~~0006108839 Loan Paid in Full 0 69.~~990~~125% 360 5 Group 3 ~~0006585907~~0006195460 Loan Paid in Full 0 7.~~750~~850% 360 45 Group 3 ~~0006586331~~0006402851 Loan Paid in Full 0 98.~~750~~350% 360 45 Group 3 ~~0006612621~~0006402911 Loan Paid in Full ~~(1)~~0 86.~~650~~690% 360 5 Group 3 40006402955 ~~0006192308~~Loan Paid in Full 0 9.890% 360 5 Group 3 0006612087 Loan Paid in Full 0 109.~~990~~800% 360 5 Group 4 0006108771 Loan Paid in Full 1 12.150% 240 5 Group 4 ~~0006403478~~0006403441 ~~Repurchase~~Loan Paid in Full 0 76.~~990~~875% 360 45

Prepayment Rates

Summary SMM CPR PSA Current Month 1.~~049~~277% Current Month 1114.~~892~~295% Current Month 1,~~364~~335.~~702~~185% 3 Month Average 01.~~851~~140% 3 Month Average 912.~~693~~847% 3 Month Average 1,~~406~~511.~~673~~909% 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 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 Jun-2007 14.295% N/A Jun-2007 1,335.185% 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 01.~~933~~829% Current Month 1019.~~635~~867% Current Month 1,~~160~~782.~~350~~043% 3 Month Average 01.~~835~~406% 3 Month Average 915.~~385~~548% 3 Month Average 1,~~225~~730.~~381~~943% 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 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 Jun-2007 19.867% N/A Jun-2007 1,782.043% 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 01.~~518~~590% Current Month 617.~~042~~496% Current Month ~~678~~1,601.~~028~~896% 3 Month Average 01.~~512~~028% 3 Month Average 511.~~889~~545% 3 Month Average ~~796~~1,294.~~670~~770% 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 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 Jun-2007 17.496% N/A Jun-2007 1,601.896% 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 1.~~414~~110% Current Month 1512.~~704~~540% Current Month 1,~~854~~198.~~893~~515% 3 Month Average 1.~~012~~134% 3 Month Average 1112.~~442~~767% 3 Month Average 1,~~768~~533.~~413~~800% 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 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 Jun-2007 12.540% N/A Jun-2007 1,198.515% 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 0.~~500~~160% Current Month 51.~~843~~904% Current Month ~~707~~185.~~880~~655% 3 Month Average 0.~~608~~560% 3 Month Average 76.~~002~~442% 3 Month Average ~~1,132~~915.~~722~~100% 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 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 Jun-2007 1.904% N/A Jun-2007 185.655% 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 ~~0006004323~~0006104917 ~~181~~249,~~240~~658.5891 910.~~990~~090% 12,~~592~~139.7769 ~~0006004385~~0006611622 89200,~~786~~000.~~16 9.740% 772.58 0006403039 148,645.37 9.690% 1,227.~~00 ~~0006403145 174,183~~6.~~45 8.750~~950% 1,~~287~~158.~~03 0006403236 474,967.67 9.090% 3,860.87 0006403240 386,756.88 10.190% 3,344.03 0006403478 295,293.26 7.990% 1,966.16~~33

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 0 0.00 0.000 0 0.00 0.000 5.250 5.749 9 2,~~918~~915,~~098~~544.5197 0.~~460~~465 1 278,~~416~~097.6523 0.~~137~~139 5.750 6.249 50 16,~~580~~568,~~462~~040.63 2.~~612~~645 9 2,~~312~~311,~~879~~906.7226 1.~~134~~155 6.250 6.749 ~~154~~152 4241,~~047~~386,~~619~~883.6749 6.~~624~~607 3029 6,~~605~~296,~~342~~510.8276 3.~~239~~146 6.750 7.249 ~~300~~298 73,~~530~~212,~~459~~831.9390 11.~~584~~688 ~~101~~100 2120,~~151~~942,~~527~~529.3908 10.~~371~~464 7.250 7.749 ~~418~~414 8988,~~138~~475,~~135~~061.8611 14.~~043~~124 126 24,~~156~~145,~~470~~085.0696 1112.~~844~~064 7.750 8.249 ~~507~~504 106,~~865~~354,~~942~~142.5476 16.~~835~~978 ~~182~~181 34,~~906~~801,~~000~~757.6365 17.~~115~~389 8.250 8.749 ~~472~~467 9392,~~757~~049,~~485~~261.3657 14.~~770~~695 ~~171~~168 3231,~~330~~497,~~933~~270.9550 15.~~852~~737 8.750 9.249 ~~374~~367 6563,~~087~~907,~~787~~583.1622 10.~~254~~202 ~~161~~156 24,~~959~~191,~~954~~522.5439 12.~~238~~087 9.250 9.749 ~~324~~317 5250,~~121~~805,~~773~~093.9134 8.~~211~~110 ~~154~~150 24,~~974~~219,~~017~~271.0367 12.~~245~~101 9.750 10.249 ~~277~~273 3635,~~029~~033,~~826~~899.0035 5.~~676~~593 ~~117~~115 14,~~955~~381,~~763~~327.4526 7.~~333~~186 10.250 10.749 ~~195~~191 2524,~~533~~951,~~568~~877.5072 43.~~022~~983 82 9,~~950~~946,~~589~~215.9725 4.~~879~~970 10.750 11.249 ~~105~~103 11,~~485~~246,~~659~~894.3353 1.~~809~~795 3836 43,~~131~~895,~~708~~480.7077 21.~~026~~946 11.250 11.749 ~~120~~119 9,~~541~~482,~~921~~215.5374 1.~~503~~514 21 2,~~503~~502,~~189~~660.2338 1.~~227~~250 11.750 12.249 8078 5,~~458~~371,~~299~~010.3279 0.~~860~~857 7 577,~~448~~211.9318 0.~~283~~288 12.250 12.749 5352 3,~~314~~290,~~199~~338.4862 0.~~522~~525 2 154,~~741~~713.5714 0.~~076~~077 12.750 13.249 18 1,012,~~792~~547.7847 0.~~160~~162 0 0.00 0.000 13.250 13.749 6 303,~~667~~601.8576 0.048 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,~~455~~448.8114 0.007 0 0.00 0.000 >= 15.000 0 0.00 0.000 0 0.00 0.000 Total 3,~~463~~419 ~~634~~626,~~773~~412,~~156~~277.1711 100.000 1,~~202~~183 ~~203~~200,~~948~~141,~~984~~559.6448 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 6 1,~~644~~643,~~205~~091.3923 2.~~350~~388 0 0.00 0.000 5.750 6.249 12 3,~~199~~195,~~975~~385.1626 4.~~574~~644 19 6,~~472~~470,~~246~~790.8142 2.~~288~~314 6.250 6.749 28 6,~~624~~619,~~991~~041.0278 9.~~470~~620 5655 18,~~480~~141,~~476~~542.6929 6.~~533~~487 6.750 7.249 39 7,~~969~~963,~~265~~615.7316 11.~~392~~575 117 35,~~741~~728,501.1495 12.~~635~~776 7.250 7.749 6461 109,~~293~~760,~~890~~525.0604 14.~~715~~186 ~~165~~164 4443,~~012~~902,~~995~~074.3853 15.~~559~~699 7.750 8.249 69 10,~~413~~350,~~660~~014.9575 1415.~~886~~043 ~~201~~199 51,~~955~~616,~~252~~939.4677 18.~~367~~458 8.250 8.749 62 9,~~636~~631,~~937~~208.1350 13.~~776~~999 ~~190~~188 43,~~977~~112,~~520~~780.3361 15.~~547~~417 8.750 9.249 4746 5,~~626~~387,~~892~~622.1686 87.~~043~~831 ~~140~~139 29,~~916~~746,~~823~~699.7663 10.~~576~~637 9.250 9.749 34 3,~~915~~912,~~945~~754.8794 5.~~598~~687 ~~114~~111 2019,~~487~~931,~~872~~576.2082 7.~~243~~127 9.750 10.249 46 3,~~443~~440,~~016~~406.0561 45.~~922~~000 7876 13,~~793~~376,~~555~~491.9100 4.~~876~~783 10.250 10.749 2422 2,~~203~~045,~~946~~896.7089 32.~~150~~974 5957 10,~~551~~133,~~057~~091.3176 3.~~730~~624 10.750 11.249 13 926,~~725~~361.5096 1.~~325~~346 23 4,~~187~~186,~~460~~276.7438 1.~~480~~497 11.250 11.749 4039 1,~~832~~775,~~727~~290.4500 2.~~620~~580 10 1,861,~~397~~006.4705 0.~~658~~665 11.750 12.249 2019 1,~~192~~141,~~144~~878.1614 1.~~704~~660 10 1,297,~~356~~160.0888 0.~~459~~464 12.250 12.749 1514 ~~611~~588,~~979~~831.0957 0.~~875~~856 2 90,~~695~~665.2018 0.032 12.750 13.249 5 166,~~601~~558.5841 0.~~238~~242 1 50,~~890~~877.1730 0.018 13.250 13.749 5 253,~~121~~068.9871 0.~~362~~368 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 ~~529~~520 6968,~~956~~801,~~025~~551.9881 100.000 1,~~185~~171 ~~282~~279,~~877~~646,~~101~~474.6557 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 0 0.00 0.000 5.250 5.749 2 ~~995~~994,~~476~~356.4751 1.~~276~~278 5.750 6.249 10 4,~~595~~589,~~360~~958.9469 5.~~892~~898 6.250 6.749 40 10,~~336~~329,~~809~~788.1466 13.~~254~~273 6.750 7.249 4342 8,~~668~~578,~~165~~185.6771 11.~~114~~023 7.250 7.749 63 10,~~674~~667,~~780~~375.3658 13.~~687~~707 7.750 8.249 55 9,~~591~~585,~~028~~430.5059 12.~~298~~317 8.250 8.749 49 7,~~812~~808,~~093~~001.9596 10.~~017~~033 8.750 9.249 26 4,~~584~~581,~~116~~738.7034 5.~~878~~887 9.250 9.749 22 2,~~743~~741,~~938~~489.8191 3.~~518~~523 9.750 10.249 36 3,~~837~~835,~~490~~674.5948 4.~~920~~929 10.250 10.749 30 2,~~827~~826,~~974~~673.5282 3.~~626~~632 10.750 11.249 31 2,~~239~~238,~~764~~775.3942 2.~~872~~877 11.250 11.749 49 3,~~344~~343,~~607~~259.3831 4.~~288~~296 11.750 12.249 4342 2,~~391~~354,~~350~~760.1559 3.~~066~~026 12.250 12.749 34 2,456,~~783~~128.6273 3.~~150~~156 12.750 13.249 12 795,~~301~~111.0376 1.~~020~~022 13.250 13.749 1 50,~~545~~533.8705 0.065 13.750 14.249 0 0.00 0.000 14.250 14.749 1 45,~~455~~448.8114 0.058 >= 15.000 0 0.00 0.000 Total ~~547~~545 77,~~991~~822,~~043~~691.9025 100.000

Filing Compare · GSAMP Trust 2007-HE1