Amherst Securities LP
New Issue CMO Deals

Through December 2007

Deal Deal Size Group Collateral WAC WALA WAM
FHR 3305 42,307 2 FGLMC 6.5 7.004 4 355
             
FNR 07-44 20,769 5 FNCL 6.5 7.018 6 352
             
FHR 3315 25,000 4 FGLMC 7 7.735 5 353
             
FHR 3329 49,950 8 FGLMC 5.5 6.057 21 335
  253,538 9 FGLMC 6.0 6.523 2 358
             
FNR 07-68 32,000 7 FNCI 4.5 4.906 45 130
             
FHR 3344 32,078 5 FGLMC 7 7.548 5 355
             
  455,642