ITEM 1. Business.
Not Applicable.
ITEM 1A.
ITEM 1A. Risk Factors.
Not Applicable.
ITEM 1B.
ITEM 1B. Unresolved Staff Comments.
None.
ITEM 2.
ITEM 2. Properties.
Not Applicable.
ITEM 3.
ITEM 3. Legal Proceedings.
Not Applicable.
ITEM 4.
ITEM 4. Submission of Matters to a Vote of Security Holders.
Not Applicable.
PART II
ITEM 5.
ITEM 5. Market for Registrant's Common Equity, Related Stockholder Matters and Issuer Purchases of Equity Securities.
Not Applicable.
ITEM 6.
ITEM 6. Selected Financial Data.
Not Applicable.
ITEM 7.
ITEM 7. Management's Discussion and Analysis of Financial Condition and Results of Operation.
Not Applicable.
ITEM 7A.
ITEM 7A. Quantitative and Qualitative Disclosures About Market Risk.
Not Applicable.
ITEM 8.
ITEM 8. Financial Statements and Supplementary Data.
Not Applicable.
ITEM 9.
ITEM 9. Changes in and Disagreements with Accountants on Accounting and Financial Disclosure.
Not Applicable.
ITEM 9A.
ITEM 9A. Controls and Procedures.
Not Applicable.
ITEM 9A(T). Controls and Procedures.
Not Applicable.
ITEM 9B.
ITEM 9B. Other Information.
None.
PART III
ITEM 10.
ITEM 10. Directors, Executive Officers and Corporate Governance.
Not Applicable.
ITEM 11.
ITEM 11. Executive Compensation.
Not Applicable.
ITEM 12.
ITEM 12. Security Ownership of Certain Beneficial Owners and Management and Related Stockholder Matters.
Not Applicable.
ITEM 13.
ITEM 13. Certain Relationships and Related Transactions, and Director Independence.
Not Applicable.
ITEM 14.
ITEM 14. Principal Accounting Fees and Services.
Not Applicable.
Additional Disclosure Item For Regulation AB
Item 1112(b) of Regulation AB, Significant Obligor Financial Information.
No single obligor represents 10% or more of the pool assets held by the issuing entity.
Item 1114(b)(2) and Item 1115(b) of Regulation AB, Significant Enhancement Provider Information.
None.
Item 1117 of Regulation AB, Legal Proceedings.
None.
Item 1119 of Regulation AB, Affiliations and Certain Relationships and Related Transactions.
Provided previously in the prospectus supplement of the Registrant relating to the issuing entity and filed pursuant to Rule 424 of the Securities Act of 1933, as amended.
Item 1122 of Regulation AB, Compliance with Applicable Servicing Criteria.
a) See Exhibit 33 and Exhibit 34.
b) Material instances of noncompliance:
First American Real Estate Solutions of Texas, L.P. assessed its compliance with the Applicable Servicing Criteria for the Reporting Period and has identified a material instance of noncompliance with the servicing criterion set forth in Section 229.1122(d)(2)(vii)(B) of the CFR with respect to the Platform. Specifically, First American Real Estate Solutions of Texas, L.P. did not prepare reconciliations for all asset-backed securities related bank accounts within 30 calendar days after the bank statement cut-off date or such number of days specified in the transaction agreements.
Item 1123 of Regulation AB, Servicer Compliance Statement.
See Exhibit 35.1
PART IV
ITEM 15.
ITEM 15. Exhibits, Financial Statement Schedules.
(a) List the following documents filed as a part of the report:
(1) Not Applicable.
(2) Not Applicable.
(3)
Exhibit 4.1 Pooling and Servicing Agreement, dated as of October 1, 2006, by and among GS Mortgage Securities Corp., as depositor, Ocwen Loan Servicing, LLC, as servicer, and Deutsche Bank National Trust Company, as trustee (Filed as Exhibit 4 to Form 8-K on November 15, 2006, and incorporated by reference herein.)
Exhibit 10.1 Assignment, Assumption and Recognition Agreement, dated as of October 20, 2006, by and between GS Mortgage Securities Corp., Goldman Sachs Mortgage Company and American Home Mortgage Corp. (Filed as Exhibit 10.1 to Form 8-K on November 15, 2006, and incorporated by reference herein.)
Exhibit 10.2 Amended and Restated Flow Mortgage Loan Purchase and Warranties Agreement, dated as of January 1, 2006, by and between Goldman Sachs Mortgage Company and American Home Mortgage Corp. (Filed as Exhibit 10.2 to Form 8-K on November 15, 2006, and incorporated by reference herein.)
Exhibit 10.3 Assignment, Assumption and Recognition Agreement, dated as of October 20, 2006, by and between GS Mortgage Securities Corp., Goldman Sachs Mortgage Company and Fremont Investment & Loan (Filed as Exhibit 10.3 to Form 8-K on November 15, 2006, and incorporated by reference herein.)
Exhibit 10.4 Amended and Restated Flow Mortgage Loan Purchase and Warranties Agreement, dated as of June 1, 2006, by and between Goldman Sachs Mortgage Company and Fremont Investment & Loan (Filed as Exhibit 10.4 to Form 8-K on November 15, 2006, and incorporated by reference herein.)
Exhibit 10.5 Representations and Warranties Agreement, dated as of October 20, 2006, by and between Goldman Sachs Mortgage Company and Quicken Loans, Inc. (Filed as Exhibit 10.5 to Form 8-K on November 15, 2006, and incorporated by reference herein.)
Exhibit 10.6 ISDA Master Agreement, dated as of October 20, 2006, by and between Goldman Sachs Mitsui Marine Derivatives Products, L.P., the yield maintenance provider, and Deutsche Bank National Trust Company, the trustee (Filed as Exhibit 10.6 to Form 8-K on November 15, 2006, and incorporated by reference herein.)
Exhibit 10.7 Schedule to the Master Agreement, dated as of October 20, 2006, by and between Goldman Sachs Mitsui Marine Derivatives Products, L.P., the yield maintenance provider, and Deutsche Bank National Trust Company, the trustee (Filed as Exhibit 10.7 to Form 8-K on November 15, 2006, and incorporated by reference herein.)
Exhibit 10.8 Confirmation, dated as of October 11, 2006, by and among Goldman Sachs Capital Markets, L.P., Goldman Sachs Mitsui Marine Derivatives Products, L.P., the yield maintenance provider, Goldman Sachs Mortgage Company, L.P., and Deutsche Bank National Trust Company, the trustee (Filed as Exhibit 10.8 to Form 8-K on November 15, 2006, and incorporated by reference herein.)
Exhibit 10.9 ISDA Master Agreement, dated as of October 20, 2006, by and between Goldman Sachs Mitsui Marine Derivatives Products, L.P., the swap provider, and Deutsche Bank National Trust Company, the trustee (Filed as Exhibit 10.9 to Form 8-K on November 15, 2006, and incorporated by reference herein.)
Exhibit 10.10 Schedule to the Master Agreement, dated as of October 20, 2006, by and between Goldman Sachs Mitsui Marine Derivatives Products, L.P., the swap provider, and Deutsche Bank National Trust Company, the trustee (Filed as Exhibit 10.10 to Form 8-K on November 15, 2006, and incorporated by reference herein.)
Exhibit 10.11 Confirmation, dated as of October 11, 2006, by and among Goldman Sachs Capital Markets, L.P., Goldman Sachs Mitsui Marine Derivatives Products, L.P., the swap provider, Goldman Sachs Mortgage Company, L.P., and Deutsche Bank National Trust Company, the trustee (Filed as Exhibit 10.11 to Form 8-K on November 15, 2006, and incorporated by reference herein.)
Exhibit 10.12 Representations and Warranties Agreement, dated as of October 20, 2006, by and between Goldman Sachs Mortgage Company and GS Mortgage Securities Corp. (Filed as Exhibit 10.12 to Form 8-K on November 15, 2006, and incorporated by reference herein.)
Exhibit 31 Section 302 Certification.
Exhibit 33.1 Ocwen Loan Servicing, LLC's Annual Report on Assessment of Compliance for Year End December 31, 2006.
Exhibit 33.2 Deutsche Bank National Trust Company's Annual Report on Assessment of Compliance for Year End December 31, 2006.
Exhibit 33.3 First American Real Estate Solutions of Texas, L.P.'s Annual Report on Assessment of Compliance for Year End December 31, 2006.
Exhibit 34.1 Attestation Report on Assessment of Compliance with Servicing Criteria for Ocwen Loan Servicing, LLC's Report (Exhibit 33.1) for Year End December 31, 2006.
Exhibit 34.2 Attestation Report on Assessment of Compliance with Servicing Criteria for Deutsche Bank National Trust Company's Report (Exhibit 33.2) for Year End December 31, 2006.
Exhibit 34.3 Attestation Report on Assessment of Compliance With Servicing Criteria for First American Real Estate Solutions of Texas, L.P.'s Report (Exhibit 33.3) for Year End December 31, 2006.
Exhibit 35.1 Ocwen Loan Servicing, LLC's Annual Statement of Compliance for Year End December 31, 2006.
(b) See (a) above.
(c) Not Applicable.
SIGNATURE
Pursuant to the requirements of Section 13 or 15(d) 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.
By: GS Mortgage Securities Corp., as Depositor
By: /s/ Michelle Gill Michelle Gill Vice President
Date: March 30, 2007
EXHIBIT INDEX
Exhibit Document
4.1 Pooling and Servicing Agreement, dated as of October 1, 2006, by and among GS Mortgage Securities Corp., as depositor, Ocwen Loan Servicing, LLC, as servicer, and Deutsche Bank National Trust Company, as trustee (Filed as Exhibit 4 to Form 8-K on November 15, 2006, and incorporated by reference herein.)
10.1 Assignment, Assumption and Recognition Agreement, dated as of October 20, 2006, by and between GS Mortgage Securities Corp., Goldman Sachs Mortgage Company and American Home Mortgage Corp. (Filed as Exhibit 10.1 to Form 8-K on November15, 2006, and incorporated by reference herein.)
10.2 Amended and Restated Flow Mortgage Loan Purchase and Warranties Agreement, dated as of January 1, 2006, by and between Goldman Sachs Mortgage Company and American Home Mortgage Corp. (Filed as Exhibit 10.2 to Form 8-K on November 15, 2006, and incorporated by reference herein.)
10.3 Assignment, Assumption and Recognition Agreement, dated as of October 20, 2006, by and between GS Mortgage Securities Corp., Goldman Sachs Mortgage Company and Fremont Investment & Loan (Filed as Exhibit 10.3 to Form 8-K on November 15, 2006, and incorporated by reference herein.)
10.4 Amended and Restated Flow Mortgage Loan Purchase and Warranties Agreement, dated as of June 1, 2006, by and between Goldman Sachs Mortgage Company and Fremont Investment & Loan (Filed as Exhibit 10.4 to Form 8-K on November 15, 2006, and incorporated by reference herein.)
10.5 Representations and Warranties Agreement, dated as of October 20, 2006, by and between Goldman Sachs Mortgage Company and Quicken Loans, Inc. (Filed as Exhibit 10.5 to Form 8-K on November 15, 2006, and incorporated by reference herein.)
10.6 ISDA Master Agreement, dated as of October 20, 2006, by and between Goldman Sachs Mitsui Marine Derivatives Products, L.P., the yield maintenance provider, and Deutsche Bank National Trust Company, the trustee (Filed as Exhibit 10.6 to Form 8-K on November 15, 2006, and incorporated by reference herein.)
10.7 Schedule to the Master Agreement, dated as of October 20, 2006, by and between Goldman Sachs Mitsui Marine Derivatives Products, L.P., the yield maintenance provider, and Deutsche Bank National Trust Company, the trustee (Filed as Exhibit 10.7 to Form 8-K on November 15, 2006, and incorporated by reference herein.)
10.8 Confirmation, dated as of October 11, 2006, by and among Goldman Sachs Capital Markets, L.P., Goldman Sachs Mitsui Marine Derivatives Products, L.P., the yield maintenance provider, Goldman Sachs Mortgage Company, L.P., and Deutsche Bank National Trust Company, the trustee (Filed as Exhibit 10.8 to Form 8-K on November 15, 2006, and incorporated by reference herein.)
10.9 ISDA Master Agreement, dated as of October 20, 2006,by and between Goldman Sachs Mitsui Marine Derivatives Products, L.P., the swap provider, and Deutsche Bank National Trust Company, the trustee (Filed as Exhibit 10.9 to Form 8-K on November 15, 2006, and incorporated by reference herein.)
10.10 Schedule to the Master Agreement, dated as of October 20, 2006, by and between Goldman Sachs Mitsui Marine Derivatives Products, L.P., the swap provider, and Deutsche Bank National Trust Company, the trustee (Filed as Exhibit 10.10 to Form 8-K on November 15, 2006, and incorporated by reference herein.)
10.11 Confirmation, dated as of October 11, 2006, by and among Goldman Sachs Capital Markets, L.P., Goldman Sachs Mitsui Marine Derivatives Products, L.P., the swap provider, Goldman Sachs Mortgage Company, L.P., and Deutsche Bank National Trust Company, the trustee (Filed as Exhibit 10.11 to Form 8-K on November 15, 2006, and incorporated by reference herein.)
10.12 Representations and Warranties Agreement, dated as of October 20, 2006, by and between Goldman Sachs Mortgage Company and GS Mortgage Securities Corp. (Filed as Exhibit 10.12 to Form 8-K on November 15, 2006, and incorporated by reference herein.)
31 Section 302 Certification.
33.1 Ocwen Loan Servicing, LLC's Annual Report on Assessment of Compliance for Year End December 31, 2006.
33.2 Deutsche Bank National Trust Company's Annual Report on Assessment of Compliance for Year End December 31, 2006.
33.3 First American Real Estate Solutions of Texas, L.P.'s Annual Report on Assessment of Compliance for Year End December 31, 2006. 34.1 Attestation Report on Assessment of Compliance with Servicing Criteria for Ocwen Loan Servicing, LLC's Report (Exhibit 33.1) for Year End December 31, 2006.
34.2 Attestation Report on Assessment of Compliance with Servicing Criteria for Deutsche Bank National Trust Company's Report (Exhibit 33.2) for Year End December 31, 2006.
34.3 Attestation Report on Assessment of Compliance With Servicing Criteria for First American Real Estate Solutions of Texas, L.P.'s Report (Exhibit 33.3) for Year End December 31, 2006.
35.1 Ocwen Loan Servicing, LLC's Annual Statement of Compliance for Year End December 31, 2006.