Amherst Securities LP
New Issue CMO Deals

Through December 2003

Deal Deal Size Group Collateral WAC WALA WAM
FNR 03-6 500,000 1 FNCL 5.5 N 6.049 2 358
  200,000 2 FNCT 5.5 N 5.970 0 240
             
FHR 2561 400,000 1 FGLMC 5.5 N 5.845 1 358
             
FNR 03-19 475,000 1 FNCL 5.5 N 5.996 2 358
             
FHR 2586 838,000 1 FGLMC 6.5 N 6.900 10 347
  78,000 2 FGLMC 6.5 N 6.898 7 351
  700,000 3 FGLMC 5.5 N 5.896 1 357
             
FNR 03-29 450,000 6 FNCL 6 N 6.341 3 357
             
FNR 03-39 277,801 1 FNCL 6 N 6.407 2 358
  200,000 2 FNCT 5.5 N 5.915 1 239
             
FHR 2595 400,000 4 FGLMC 5.5 N 5.846 1 357
             
FNR 03-53 250,000 1 FNCL 5.5 N 5.949 1 359
             
FHR 2619 700,000 3 FGLMC 5.5 N 5.870 1 357
  100,000 7 FGTW 5 N 5.550 0 239
             
FNR 03-68 200,000 1 FNCT 5 N 5.610 2 238
             
FHR 2642 150,000 3 FGLMC 5 N 5.626 1 357
             
FHR 2640 100,000 8 FGTW 5 N 5.543 1 239
             
FHR 2654 256,000 2 FGLMC 5 N 5.600 1 358
             
FHR 2657 100,000 7 FGTW 5 N 5.500 3 236
             
FNR 03-84 43,517 4 FNCL 6 N 6.440 6 352
             
FNR 03-93 613,000 1 FNCL 5.5 N 5.916 4 356
  14,661 2 FNMFL 8.5 S 9.375 134 195
  275,000 3 FNCL 5.5 N 5.938 3 356
             
FHR 2672 177,778 4 FGTW 5 N 5.368 1 239
  196,500 3 FGLMC 5 N 5.471 1 358
             
FNR 03-101 231,998 1 FNCL 5.5 N 5.972 4 356
  105,882 2 FNCL 5.5 N 5.934 3 357
             
FHR 2685 15,106 1 FGTW 4.5 N 5.025 2 238
  52,632 3 FGCI 4 N 4.532 2 177
  136,386 5 FGTW 5 N 5.317 2 238
  52,632 6 FGCI 4 N 4.527 1 178
             
FHR 2699 100,000 1 FGCI 4 N 4.529 1 178
  15,237 2 FGTW 5 N 5.572 5 234
  170,000 3 FGLMC 5.5 N 6.030 2 355
             
FHR 2716 33,509 4 FGTW 4.5 N 5.010 4 236
  100,000 5 FGLMC 5.0 N 5.524 2 357
  20,000 6 FGLMC 5.5 N 5.798 3 355
             
  8,728,639