CMO Deals 2010

Through May 2010

Deal	Deal Size	Group	Collateral	WAC	WALA	WAM
FHR 3622	28,977	5	REMIC 5.5	5.979	47	305
	54,519	6	FGLMC 5.5	5.939	4	354

FNR 10-3	105,000	7	FNCI 5.0	5.483	76	98
	110,526	9	FNCL 5.5	5.929	4	354

GNR 10-12	38,061	3	G2SF 4.5	4.904	0	359

FHR 3636	69,456	2	FGLMC 5.0	5.455	70	279
	115,000	4	FGLMC 5.0	5.379	2	356

FNR 10-23	58,519	4	FNCL 5.5	6.173	23	333

GNR 10-21	13,442	2	G2SF 4.5	4.900	1	358
	69,333	4	G2SF 5.0	5.316	1	358
	11,317	6	REMIC 6.0	5.343	3	356

GNR 10-27	45,753	2	G2SF 5.0	5.317	1	358

FHR 3650	125,001	1	FGCI 4.5	4.841	8	111
	30,000	2	FGLMC 5.0	5.591	59	294

FNR 10-29	45,000	5	FNCN 4.5	4.953	6	112
	113,906	6	FNCL 4.5	5.031	79	269

GNR 10-34	33,562	2	G2SF 4.5	4.900	2	357
	31,250	3	G2SF 4.5	4.859	10	349
	32,045	4	G2SF 4.5	4.870	6	353

FNR 10-45	106,648	1	FNJMCK 4.5	4.993	2	358
	46,700	2	FNCL 4.5	4.989	80	271
	132,821	3	FNCL 5.0	5.370	2	357
	85,000	4	FNCI 5.0	5.412	75	99
	204,869	5	FNCL 5.0	5.389	3	351
	75,332	6	FNCL 5.0	5.384	1	357

FHR 3656	15,026	1	REMIC 5.5	5.966	59	293
	49,890	3	FGLMC 5.5	6.120	24	329

GNR 10-44	50,000	3	G2SF 4.5	4.865	10	349
	61,328	5	G2SF 4.5	4.900	3	347

FNR 10-60	164,536	1	FNCL 5.5	5.995	11	344
	139,811	2	FNCN 4.0	4.385	0	120
	25,600	3	REMIC JUM 5.0	5.404	9	349
	41,045	4	FNCL 5.0	5.549	63	289
	71,000	5	FNCL 5.5	5.938	9	346

FHR 3674	26,367	1	REMIC 6.0	6.388	74	275
	93,609	2	FGLMC 5.5	5.917	8	349
	50,000	3	REMIC 5.0	5.482	73	276

GNR 10-59	29,061	3	G2SF 4.5	4.921	2	358
	54,069	5	GNSF 4.5	5.000	15	343


	2,653,379