Amherst Securities LP
New Issue CMO Deals

Through December 2006

Deal Deal Size Group Collateral WAC WALA WAM
FNR 06-2 17,980 3 REMIC 5.0 5.490 28 327
  14,095 4 REMIC 6.0 6.490 17 340
             
FHR 3096 4,727 2 FGLMC 5.5 6.091 2 357
             
FNR 06-9 7,776 6 REMIC 5.0 5.489 29 325
             
FNR 06-21 7,775 4 REMIC 5.5 5.826 37 314
  12,487 5 REMIC 5.5 5.941 36 315
             
FNR 06-39 107,000 1 FNCL 5.5 5.893 20 334
             
FNR 06-46 55,421 3 FNCL 5.5 5.974 17 338
             
FHR 3151 68,887 3 FGLMC 5.5 5.948 4 354
             
FHR 3162 306,890 1 FGLMC 6.0 6.444 2 358
             
FHR 3164 500,000 1 FGLMC 6.0 6.396 1 359
  11,732 2 REMIC 5.5 5.970 39 312
             
FHR 3176 300,000 1 FGLMC 6.0 6.417 2 357
             
FHR 3177 300,000 1 FGLMC 6.0 6.459 1 359
             
FHR 3171 510,487 3 FGLMC 6.0 6.425 2 358
             
FHR 3189 880,500 1 FGLMC 6.0 6.414 3 356
  381,000 2 FGLMC 6.0 6.445 1 359
             
FHR 3183 500,000 1 FGLMC 6.0 6.409 2 357
  64,329 2 FGLMC 6.0 6.626 3 357
             
FHR 3207 300,000 2 FGLMC 6.0 6.548 1 359
             
FHR 3211 72,000 2 FGLMC 5.5 6.076 11 346
             
FNR 06-124 69,062 5 G5 ARM 6.063 3 357
             
  4,492,148