EXHIBIT 99.1
Xxxxxxx, Xxxxx & Co.
GSAMP 2004 HE2
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Stats
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Count: 1743
Balance: $266,957,171.64
Curr WAC: 6.777
Orig WAM: 348.67
Am WAM: 349.26
WAM: 347.59
Age: 1
per Cap: 0.000
MaxRate: 0.000
LifeCap: 0.000
MTR: 0.00
Margin: 0.000
OLTV: 77.26
Combo OLTV: 80.74
FICO: 639.988
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Principal Balance Percent count
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0.01 - 50,000.00 2.08 164
50,000.01 - 100,000.00 15.23 521
100,000.01 - 150,000.00 18.01 388
150,000.01 - 200,000.00 17.77 272
200,000.01 - 250,000.00 11.10 132
250,000.01 - 275,000.00 3.15 32
275,000.01 - 350,000.00 12.27 104
350,000.01 - 400,000.00 8.50 61
400,000.01 - 450,000.00 5.27 33
450,000.01 - 500,000.00 5.57 31
500,000.01 - 550,000.00 0.59 3
550,000.01 - 600,000.00 0.22 1
600,000.01 - 750,000.00 0.25 1
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Total: 100.00 1,743
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min: $14,000.00
max: $672,388.23
avg: $153,159.59
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Current Rate Percent count
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4.751 - 5.250 5.87 44
5.251 - 5.750 19.06 207
5.751 - 6.250 19.64 265
6.251 - 6.750 14.23 226
6.751 - 7.250 14.66 253
7.251 - 7.750 9.50 206
7.751 - 8.250 6.38 145
8.251 - 8.750 3.64 88
8.751 - 9.250 2.20 71
9.251 - 9.750 0.80 32
9.751 - 10.250 0.36 19
10.251 - 10.750 0.57 27
10.751 - 11.250 0.89 51
11.251 - 11.750 0.96 43
11.751 - 12.250 0.61 33
12.251 >= 0.63 33
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Total: 100.00 1,743
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min: 4.990
max: 14.250
wa: 6.777
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Original Term Percent count
120.001 - 180.000 4.32 134
180.001 - 240.000 2.47 56
300.001 - 360.000 93.21 1,553
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Total: 100.00 1,743
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min: 180
max: 360
wa: 349
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Am WAM Percent count
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121 - 180 3.68 86
181 - 240 2.47 56
301 - 360 93.84 1,601
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Total: 100.00 1,743
non-zero min: 174
max: 360
wa: 349
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prepterm Percent count
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0.000 10.22 227
12.000 9.36 93
24.000 3.01 53
36.000 77.28 1,368
60.000 0.12 2
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Total: 100.00 1,743
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Interest Only Percent count
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N 100.00 1,743
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Total: 100.00 1,743
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LIEN POSITION RAW Percent count
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1 95.59 1,501
2 4.41 242
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Total: 100.00 1,743
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PRODUCT Percent count
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FIXED 100.00 1,743
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Total: 100.00 1,743
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PROPERTY TYPE Percent count
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2-4 Unit 8.27 104
Condo 3.85 75
Manufactured Housing 0.69 21
PUD 5.55 102
SFR 81.57 1,438
Townhouse 0.07 3
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Total: 100.00 1,743
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OCCUPANCY Percent count
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Investment 9.76 182
Owner Occupied 89.86 1,552
Second Home 0.39 9
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Total: 100.00 1,743
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PURPOSE Percent count
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Purchase New 20.31 485
Refi - Cash Out 69.65 1,103
Refi - No Cash Out 10.04 155
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Total: 100.00 1,743
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DOCUMENTATION Percent count
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FULL 83.45 1,363
LIMITED DO 5.01 72
NIV 7.31 235
STATED 4.23 73
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Total: 100.00 1,743
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OLTV Percent count
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1 - 50 7.53 305
51 - 55 1.20 22
56 - 60 2.19 40
61 - 65 5.49 82
66 - 70 6.55 103
71 - 75 10.67 155
76 - 80 22.44 327
81 - 85 10.71 188
86 - 90 17.10 275
91 - 95 15.56 235
96 - 100 0.56 11
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Total: 100.00 1,743
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Combo OLTV Percent count
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1 - 50 3.14 64
51 - 55 1.20 22
56 - 60 2.19 40
61 - 65 5.49 82
66 - 70 6.55 103
71 - 75 10.67 155
76 - 80 22.44 327
81 - 85 10.71 188
86 - 90 17.12 277
91 - 95 15.74 248
96 - 100 4.74 237
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Total: 100.00 1,743
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FICO Percent count
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501 - 520 1.30 28
521 - 540 2.76 62
541 - 560 5.09 100
561 - 580 6.68 116
581 - 600 9.55 174
601 - 620 13.17 245
621 - 640 14.72 265
641 - 660 13.14 240
661 - 680 9.25 162
681 - 700 8.45 137
701 - 720 6.40 91
721 - 740 3.64 49
741 - 760 1.61 29
761 - 780 2.70 27
781 - 800 1.48 17
801 >= 0.05 1
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Total: 100.00 1,743
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Jul 15, 2004 Page 1 of 2
Xxxxxxx, Xxxxx & Co.
GSAMP 2004 HE2
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ARM Indicator Percent count
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N 100.00 1,743
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Total: 100.00 1,743
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Per Rate Cap Percent count
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<= 0.000 100.00 1,743
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Total: 100.00 1,743
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min: 0.000
max: 0.000
wa: 0.000
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Initial Periodic Cap Percent count
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0 100.00 1,743
Total: 100.00 1,743
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min: 0.000
max: 0.000
wa: 0.000
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Months to Roll Percent count
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0 100.00 1,743
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Total: 100.00 1,743
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nonzero-min: 0
max: 0
wa: 0
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Margins Percent count
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<= 2.000 100.00 1,743
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Total: 100.00 1,743
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min: 0.000
max: 0.000
wa: 0.000
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Life Time Cap Percent count
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0 100.00 1,743
Total: 100.00 1,743
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min: 0.000
max: 0.000
wa: 0.000
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MTR Percent count
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0 100.00 1,743
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Total: 100.00 1,743
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Jul 15, 2004 Page 2 of 2
