Amherst Securities LP
New Issue CMO Deals

Through December 2009

Deal Deal Size Group Collateral WAC WALA WAM
FHR 3501 50,000 6 FGLMC 5.5 5.938 59 291
  22,758 4 REREMIC 5.5 5.918 48 303
             
FHR 3513 47,059 4 FGCI 4.5 5.370 21 155
  6,528 5 REREMIC 5.5 6.022 39 314
             
FNR 09-14 48,813 2 FNCI 5 5.376 48 127
             
FNR 09-21 127,660 1 FNCL 6.0 6.577 23 331
  58,962 2 FNCL 6.0 6.543 9 346
  52,034 3 FNCI 4.5 5.227 39 136
             
FHR 3514 14,507 4 REREMIC 5 5.598 68 278
  54,457 7 FGTW 5.5 5.993 9 230
             
FHR 3520 159,650 1 FGLMC 6.0 6.588 7 351
  111,719 2 REREMIC 5 5.484 59 291
             
FNR 09-30 105,417 1 FNCL 6.5 7.000 13 345
  204,179 2 FNCL 6.5 7.002 13 346
  60,241 3 FNCT 4.5 4.901 3 237
             
FHR 3529 186,192 1 FGLMC 6.5 7.000 11 347
  63,267 2 FGLMC 6.5 7.023 11 347
             
GNR 09-25 100,000 4 G2SF 4.5 5.000 3 357
             
FHR 3527 29,349 4 REVERSE
REREMIC 5.5		 6.034 39 314
             
FNR 09-39 58,824 1 FNCT 4.5 5.012 73 232
  60,241 2 FNCT 4.5 4.931 1 239
  106,448 3 FNCL 6.0 6.522 13 343
             
FHR 3537 16,667 1 FGCI 4.5 4.845 2 177
  29,412 2 FGCI 4.0 4.467 0 177
  53,394 3 FGLMC 6.0 6.454 14 342
  48,237 4 FGTW 4.5 4.910 1 239
  49,130 5 REREMCI 5.0 5.489 60 291
  156,077 6 FGLMC 6.0 6.572 12 345
             
GNR 09-33 141,363 4 G2SF 6.0 6.566 5 354
  118,266 6 G2SF 5.5 5.975 6 352
             
FHR 3547 80,082 1 FGLMC 6.0 6.629 14 341
  60,000 2 FGTW 4.5 4.915 3 236
  341,667 3 FGLMC 6.0 6.431 9 348
  145,353 4 FGCI 4.5 4.833 2 118
  25,910 5 FGCI 4.5 5.361 25 150
  27,084 6 REREMIC 5.0 5.676 48 305
  237,961 7 FGLMC 6.0 6.544 35 318
             
GNR 09-47 305,247 2 G2SF 5.0 5.396 2 357
  40,984 3 G2SF 5.0 5.393 2 357
             
FHR 3551 20,000 1 REFEMIC 5.5 5.989 80 268
  122,951 2 FGLMC 4.5 5.058 71 277
  62,500 3 FGLMC 4.5 5.074 71 278
  249,452 4 FGLMC 6.0 6.610 21 335
  38,462 5 FGLMC 6.5 6.963 31 325
             
FNR 09-60 131,648 1 FNCL 6.0 6.512 32 321
  38,781 2 FNCT 5.0 5.386 12 227
             
GNR 09-57 250,320 4 G2SF 5.0 5.400 3 356
             
FHR 3568 106,565 1 FGLMC 6.0 6.483 22 333
             
FNR 09-74 83,333 1 FNCL 5.0 5.462 71 279
  103,967 2 FNCL 5.0 5.545 60 292
  149,733 3 FNCL 6.0 6.571 17 339
             
GNR 09-65 69,444 7 G2SF 5.0 5.357 1 359
  100,966 8 G2SF 6.0 6.464 7 349
  36,226 9 G2SF 5.0 5.355 1 358
             
FNR 09-79 166,754 1 FNCL 6.0 6.546 91 255
  14,967 2 FNCL 5.0 5.465 70 281
  25,822 3 REREMIC 6.0 6.612 22 336
             
FHR 3579 52,110 1 REREMIC 6.0 6.546 105 23
  30,000 2 FGCI 5.0 4.834 1 17
             
GNR 09-78 207,602 1 G2SF 5.0 5.391 1 358
  130,397 4 G2SF 5.0 5.378 2 357
             
FNR 09-92 73,338 1 FNCL 5.0 5.491 71 278
  37,520 2 FNCL 6.0 6.479 35 321
  53,400 3 FNCI 4.0 4.511 2 178
             
FHR 3588 97,158 4 FHARM 5.9 6.470 31 329
             
GNR 09-93 33,989 1 GNSF 5.0 5.500 16 341
  20,364 2 GNSF 5.0 5.500 20 337
  181,818 3 G2SF 5.0 5.376 0 359
  32,740 4 GNSF 5.0 5.500 20 337
  36,377 15 GNSF 5.0 5.500 20 337
             
FNR 09-105 86,667 3 FNCL 5.0 5.515 72 278
             
FHR 3601 27,273 6 FGLMC 5.0 5.496 66 283
             
GNR 09-104 260,000 4 G2SF 5.0 5.352 1 358
  77,857 5 G2SF 5.0 5.372 1 358
             
FHR 3613 188,889 1 FGLMC 5.5 5.891 3 356
             
GNR 09-123 85,714 2 G2SF 4.5 4.937 1 358
  35,966 4 G2SF 4.5 4.937 1 358
  121,530 6 G2SF 4.5 4.960 2 356
  76,145 8 G2SF 5.0 5.325 0 359
  40,000 9 G2SF 4.5 4.937 1 358
  14,785 10 REREMIC 5.0 5.377 5 354
             
  7,378,669          
 

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