Amherst Securities LP
New Issue CMO Deals

Through December 2008

Deal Deal Size Group Collateral WAC WALA WAM
GNR 08-3 28,000 2 GNSF 6.5 7.000 6 353
             
FNR 08-18 53,846 5 FNIO 6.5 7.234 3 357
  65,769 8 FNCL 6.5 7.066 10 348
             
FHR 3422 17,000 5 FGCI 5.0 5.389 51 124
             
GNR 08-23 21,538 3 GNSF 6.5 7.000 3 357
             
FNR 08-27 57,692 4 FNCL 6.5 7.227 3 357
             
FHR 3429 73,144 2 FGLMC 6.5 7.056 2 358
             
FHR 3432 20,185 3 FGLMC 6.0 6.459 28 327
             
FHR 3449 20,284 1 REREMIC 5.0 5.553 56 295
             
FNR 08-48 19,253 3 REREMIC 6.0 6.545 19 338
             
FNR 08-55 103,110 8 FNCL 6.0 6.444 27 330
             
FNR 08-66 5,209 5 REREMIC 5.5 5.929 45 306
             
FHR 3484 41,714 5 FGCI 5.5 5.666 20 155
             
FHR 3494 2,538 5 REREMIC 5.5 6.086 36 319
             
FHR 3499 21,000 3 REREMIC 6.0 6.417 31 323
             
  550,282