Amherst Securities LP
New Issue CMO Deals

Through December 2005

Deal Deal Size Group Collateral WAC WALA WAM
FNR 05-7 18,053 1 REMIC 8.0 8.579 56 293
FHR 2940 200,000 1 FGLMC 5.0 N 5.577 1 358
             
FHR 2960 150,000 2 FGLMC 5.5 5.990 25 327
             
FNR 05-48 287,524 1 FNCL 5.5 N 5.931 26 327
  157,200 2 FNCL 5.5 N 5.928 2 356
             
FHR 2970 60,000 4 FGTW 5.5 5.926 15 224
             
FNR 05-60 14,347 2 REMIC 5.5 5.949 29 325
             
FHR 2995 27,324 6 REMIC 6.5 7.032 74 272
             
FNR 05-70 127,880 3 FNCL 5.5 N 5.957 7 351
  5,000 4 REMIC 5.5 5.928 4 353
             
FHR 3018 80,276 4 FGLMC 5.5 5.966 14 344
             
FHR 3033 200,000 6 FGLMC 5.5 5.965 3 356
             
FHR 3047 180,690 7 FGLMC 5.5 5.891 19 337
             
FNR 05-110 265,000 1 FNCL 5.5 N 5.974 3 356
  450,000 2 FNCL 5.5 N 5.993 4 356
  44,110 3 FNCL 5.5 N 5.900 6 354
             
FHR 3064 59,764 1 FGLMC 5.5 5.957 1 356
             
FNR 05-114 48,138 4 FNCL 5.5 N 5.936 14 341
             
FNR 05-115 25,000 3 REMIC 6.0 6.478 36 318
             
  2,400,306