Sample Servicer Statement

Bear Stearns Asset Backed Securities I LLC
Asset-Backed Certificates
Series 2004-FR2
Distribution Date: 26-Nov-10
Outside Parties To The Transaction Contact Information:

Payment Date: 26-Nov-10
Prior Payment: 25-Oct-10 Issuer: Bear Stearns & Co. Inc. Administrator: Michael Chiappetta 312.992.5790
Next Payment: 27-Dec-10 michael.chiappetta@bankofamerica.com
Record Date: 24-Nov-10 Depositor: Bear Stearns Asset Backed Securities, Inc. Bank of America Merrill Lynch Website: www.etrustee.net
Distribution Count: 75 Underwriter: Bear Stearns Asset Backed Securities, Inc.
Closing Date: 31-Aug-04 Master Servicer: EMC Mortgage Corporation For the monthly statement to certificateholders (all deals):
First Pay. Date: 27-Sep-04
Rated Final Payment Date: 26-Jun-34 Rating Agency: Standard & Poor's Ratings Services/Moody's Investors EMC intends, but is not obligated, to make an electronic file containing
Determination Date: 15-Nov-10 Service, Inc. updated loan level data with respect to the mortgage loans that are
primary serviced by EMC ("Loan Level Data") available via its website at
Delinq Method: OTS www.emcmortgagecorp.com. All persons wishing to access this
information will be required to register and obtain a password through
the website. All investors are eligible to obtain a password upon request.
Assistance in using EMC's website can be obtained by emailing EMC at
emcinvestorinfo@bear.com .
The Loan Level Data will include fields as determined by EMC.
The Loan Level Data will not include any personally identifiable
information, including but not limited to: borrower name, borrower
address, property address, borrower social security number, and
originator's loan account number. As determined by EMC in its sole
discretion, the content and format of the Loan Level Data may be modified
at any time, and the posting of the Loan Level Data may be discontinued
at any time. EMC will not be required to provide the Loan Level Data in
paper form.
23-Nov-2010 09:58 © 2010 Bank of America Corporation

Series 2004-FR2
Table of Contents
Contents: Pages
Statement to Certificate Holders 3

Statement to Certificate Holders (Factors) 4
Pool/Non-Pool Funds Cash Reconciliation 5
Cash Reconciliation Summary 6-7
Pool Detail and Performance Indicators 8-10
Bond Interest Reconciliation Part I 11
Bond Interest Reconciliation Part II 12
Bond Principal Reconciliation 13
Rating Information 14
End of Month Balance Reporting 15-16
15 Month Loan Status Summary Part I 17-27
15 Month Loan Status Summary Part II 28-38
15 Month Historical Payoff Summary 39-43
Prepayment Summary 44
Mortgage Loan Characteristics Part I 45
Mortgage Loan Characteristics Part II 46-48
Geographic Concentration 49
Current Period Realized Loss Detail 50
Historical Realized Loss Summary 51-59
Realized Loss Summary 60
End of Month Balances-Mod 61-62
Modified Loan Detail (Current Period) Part I 63-65
Modified Loan Detail (Current Period) Part II 66-68
Historical Modification Loan Summary 69-77
Cumulative Summary For Prior Modifications 78-80
Deferred Balance Detail 81-83
Repurchase Loan Detail (Current Period) 84-86
Substitution Detail History 87
Substitution Detail History Summary 88
23-Nov-2010 09:58 © 2010 Bank of America Corporation

Series 2004-FR2

Bond Payments
Original Face Value Beginning Principal Ending Certificate Interest Pass-Through

(1)
Class CUSIP Certificate Balance Principal Payment Adjustment or Loss Deferred Interest Balance Interest Payment(2) Adjustment Rate
I-A-1 073879FC7 96,889,000.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.4662500000%
I-A-2 073879FD5 32,363,000.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.7762500000%
II-A 073879FE3 243,910,000.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.5162500000%
M-1 073879FF0 30,276,000.00 8,050,058.35 0.00 0.00 0.00 8,050,058.35 6,484.77 0.00 0.9062500000%
M-2 073879FG8 8,214,000.00 8,214,000.00 0.00 0.00 0.00 8,214,000.00 6,835.87 0.00 0.9362500000%
M-3 073879FH6 16,428,000.00 16,428,000.00 0.00 0.00 0.00 16,428,000.00 21,265.13 0.00 1.4562500000%
M-4 073879FJ2 7,041,000.00 7,041,000.00 0.00 0.00 0.00 7,041,000.00 10,365.92 0.00 1.6562500000%
M-5 073879FK9 5,867,000.00 1,814,118.40 178,230.97 0.00 0.00 1,635,887.43 3,235.18 0.00 2.0062500000%
M-6 073879FL7 5,867,000.00 1,181,660.32 5,069.14 0.00 0.00 1,176,591.18 2,264.85 0.00 2.1562500000%
M-7 073879FM5 4,694,000.00 945,328.25 4,055.31 0.00 0.00 941,272.94 3,282.39 0.00 3.9062500000%
M-8A 073879FN3 4,694,000.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 4.2562500000%
M-8B 073879FP8 4,694,000.00 1,462,280.18 172,196.76 0.00 0.00 1,290,083.42 5,532.29 0.00 4.2562500000%
CE 073879FQ6 8,449,026.79 2,129,967.18 0.00 (156,786.58) 0.00 2,286,753.76 0.00 (8,157.84) N/A
P 073879FR4 100.00 100.00 0.00 0.00 0.00 100.00 0.00 0.00 0.0000000000%
R-I 073879FS2 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000000000%
R-II 073879FT0 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000000000%
R-III 9ABSR8588 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000000000%
R-X 073879FU7 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000000000%
Total 469,386,126.79 47,266,512.68 359,552.18 (156,786.58) 0.00 47,063,747.08 59,266.40 (8,157.84)
Total P&I Payment 418,818.58
(1)
N denotes notional balance not included in total (2) Accrued Interest plus/minus Interest Adjustment minus Deferred Interest equals Interest Payment
23-Nov-2010 09:57 Page 3 of 88 © 2010 Bank of America Corporation

Series 2004-FR2

Statement to Certificate Holders (FACTORS)
Bond Payments
Principal
Initial Class Beginning Class Principal Payment Adjustment or Ending Class Certificate
Class CUSIP Certificate Balance Certificate Balance (1) * * Loss Deferred Interest * Balance (1) * Interest Payment * Interest Adjustment*
I-A-1 073879FC7 96,889,000.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
I-A-2 073879FD5 32,363,000.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
II-A 073879FE3 243,910,000.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
M-1 073879FF0 30,276,000.00 265.889098626 0.000000000 0.000000000 0.000000000 265.889098626 0.214188466 0.000000000
M-2 073879FG8 8,214,000.00 1000.000000000 0.000000000 0.000000000 0.000000000 1000.000000000 0.832221816 0.000000000
M-3 073879FH6 16,428,000.00 1000.000000000 0.000000000 0.000000000 0.000000000 1000.000000000 1.294444242 0.000000000
M-4 073879FJ2 7,041,000.00 1000.000000000 0.000000000 0.000000000 0.000000000 1000.000000000 1.472222696 0.000000000
M-5 073879FK9 5,867,000.00 309.207158684 30.378552923 0.000000000 0.000000000 278.828605761 0.551419806 0.000000000
M-6 073879FL7 5,867,000.00 201.407929095 0.864008863 0.000000000 0.000000000 200.543920232 0.386032044 0.000000000
M-7 073879FM5 4,694,000.00 201.390764806 0.863934810 0.000000000 0.000000000 200.526829996 0.699273541 0.000000000
M-8A 073879FN3 4,694,000.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
M-8B 073879FP8 4,694,000.00 311.521129101 36.684439710 0.000000000 0.000000000 274.836689391 1.178587559 0.000000000
CE 073879FQ6 8,449,026.79 252.096156509 0.000000000 -18.556762086 0.000000000 270.652918595 0.000000000 (0.965536056)
P 073879FR4 100.00 1000.000000000 0.000000000 0.000000000 0.000000000 1000.000000000 0.000000000 0.000000000
R-I 073879FS2 0.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
R-II 073879FT0 0.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
R-III 9ABSR8588 0.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
R-X 073879FU7 0.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
* Per $1,000 of Original Face Value

(1)
For the Exchangeable REMIC Certificates this represents the Class Certificate Balance. For the Exchangeable Class Certificates represent the Maximum Class Certificate Balance. For the IO Bonds this represents the Notional Amount.

Series 2004-FR2

Cash Reconciliation Summary
Pool Source of Funds Non-Pool Source of Funds
Interest Summary Principal Summary Cap Agreement
Interest Summary Principal Summary Class A-1 0.00

Scheduled Interest 260,107.45 Scheduled Prin Distribution 67,870.37 Class A-2 0.00
Fees 19,809.23 Curtailments 1,818.68 Class M 0.00
Remittance Interest 240,298.22 Prepayments in Full 115,354.68 Swap Agreement
Other Interest Proceeds/Shortfalls Liquidation Proceeds 0.00
Prepayment Penalties 0.00 Repurchase Proceeds 0.00 Net Swap payment payable to the Swap
Other Interest Loss (1,325.68) Other Principal Proceeds 0.00 Administrator 0.00
Other Interest Proceeds 1,402.31 Remittance Principal 185,043.73 Net Swap payment payable to the Swap 0.00
Non-advancing Interest (6,600.00) Provider
Net PPIS/Relief Act Shortfall 0.00 Swap Termination payment payable to the Swap
Modification Shortfall 0.00 Administrator 0.00
Other Interest Proceeds/Shortfalls (6,523.37) Swap Termination payment payable to the Swap 0.00
Interest Adjusted 233,774.85 Provider
Fee Summary
Total Servicing Fees 19,655.61
Total Trustee Fees 153.62
LPMI Fees 0.00
Credit Manager's Fees 0.00
Misc. Fees / Trust Expense 0.00
Insurance Premium 0.00
Total Fees 19,809.23
P&I Due Certificate Holders 418,818.58
- P&I Advances as of the end of the Due Period do not reflect the amount of advances remitted by the Servicer on the Servicer Remittance Date due to additional proceeds received between the end of the Due Period and the Servicer Remittance Date and netted from the P&I Advances stated as of the end of the Due Period.
- Total Servicing Advances = Total Deferred Balance + Total Advances (Principal & Interest)

Series 2004-FR2

Cash Reconciliation Summary Group 1 Loans
Fixed 1st Lien Fixed 2nd Lien 228 ARM 327 ARM Total
Interest Summary
Scheduled Interest 80,866.92 2,090.54 12,597.59 2,277.11 97,832.17
Fees 6,489.66 95.72 863.40 193.06 7,641.85
Remittance Interest 74,377.27 1,994.82 11,734.19 2,084.05 90,190.32
Other Interest Proceeds/Shortfalls
Prepayment Penalties 0.00 0.00 0.00 0.00 0.00
Other Interest Loss 0.00 (1,175.68) 0.00 0.00 (1,175.68)
Other Interest Proceeds 301.62 558.17 0.00 0.00 859.79
Non-advancing Interest 0.00 (986.11) (431.93) 0.00 (1,418.04)
Net PPIS/Relief Act Shortfall 0.00 0.00 0.00 0.00 0.00
Modification Shortfall 0.00 0.00 0.00 0.00 0.00
Other Interest Proceeds/Shortfalls 301.62 (1,603.62) (431.93) 0.00 (1,733.93)
Interest Adjusted 74,678.89 391.20 11,302.26 2,084.05 88,456.39
Principal Summary
Scheduled Principal Distribution 21,517.85 638.88 2,087.15 177.65 24,421.53
Curtailments 533.24 134.29 0.00 0.00 667.53
Prepayments in Full 111,620.33 3,734.35 0.00 0.00 115,354.68
Liquidation Proceeds 0.00 0.00 0.00 0.00 0.00
Repurchase Proceeds 0.00 0.00 0.00 0.00 0.00
Other Principal Proceeds 0.00 0.00 0.00 0.00 0.00
Less Mod Losses 0.00 0.00 0.00 0.00 0.00
Remittance Principal 133,671.42 4,507.52 2,087.15 177.65 140,443.74
Fee Summary
Total Servicing Fees 6,439.28 94.98 856.72 191.57 7,582.56
Total Trustee Fees 50.37 0.74 6.68 1.49 59.29
LPMI Fees 0.00 0.00 0.00 0.00 0.00
Misc. Fees / Trust Expense 0.00 0.00 0.00 0.00 0.00
Total Fees 6,489.66 95.72 863.40 193.06 7,641.85
Beginning Principal Balance 15,499,719.94 227,959.60 2,056,129.05 459,769.50 18,243,578.09
Ending Principal Balance 15,366,048.52 205,730.20 2,054,041.90 459,591.85 18,085,412.47
Advances (Principal & Interest)

Prior Month's Outstanding Advances 291,931.02 6,339.36 90,785.52 2,263.11 391,319.01
Current Advances N/A 1,643.45 N/A N/A 1,643.45
Reimbursement of Prior Advances N/A 3,015.56 N/A N/A 3,015.56
Outstanding Advances 318,234.19 4,967.25 96,433.03 2,263.18 421,897.65

Series 2004-FR2

Cash Reconciliation Summary Group 2 Loans
Fixed 1st Lien Fixed 2nd Lien 228 ARM 327 ARM Total
Interest Summary
Scheduled Interest 103,870.82 3,765.26 46,036.05 8,603.14 162,275.28
Fees 8,151.75 198.42 3,219.70 597.51 12,167.38
Remittance Interest 95,719.07 3,566.84 42,816.35 8,005.63 150,107.90
Other Interest Proceeds/Shortfalls
Prepayment Penalties 0.00 0.00 0.00 0.00 0.00
Other Interest Loss (150.00) 0.00 0.00 0.00 (150.00)
Other Interest Proceeds 0.00 234.16 308.36 0.00 542.52
Non-advancing Interest 0.00 (1,143.68) (4,038.28) 0.00 (5,181.96)
Net PPIS/Relief Act Shortfall 0.00 0.00 0.00 0.00 0.00
Modification Shortfall 0.00 0.00 0.00 0.00 0.00
Other Interest Proceeds/Shortfalls (150.00) (909.52) (3,729.92) 0.00 (4,789.44)
Interest Adjusted 95,569.07 2,657.32 39,086.43 8,005.63 145,318.46
Principal Summary
Scheduled Principal Distribution 32,357.68 1,130.87 8,327.99 1,632.30 43,448.84
Curtailments 747.17 109.64 294.34 0.00 1,151.15
Prepayments in Full 0.00 0.00 0.00 0.00 0.00
Liquidation Proceeds 0.00 0.00 0.00 0.00 0.00
Repurchase Proceeds 0.00 0.00 0.00 0.00 0.00
Other Principal Proceeds 0.00 0.00 0.00 0.00 0.00
Less Mod Losses 0.00 0.00 0.00 0.00 0.00
Remittance Principal 33,104.85 1,240.51 8,622.33 1,632.30 44,599.99
Fee Summary
Total Servicing Fees 8,088.66 196.88 3,194.63 592.89 12,073.06
Total Trustee Fees 63.09 1.54 25.07 4.62 94.32
LPMI Fees 0.00 0.00 0.00 0.00 0.00
Misc. Fees / Trust Expense 0.00 0.00 0.00 0.00 0.00
Total Fees 8,151.75 198.42 3,219.70 597.51 12,167.38
Beginning Principal Balance 19,412,781.44 472,519.13 7,714,608.24 1,422,925.79 29,022,834.60
Ending Principal Balance 19,379,676.59 471,278.62 7,705,985.91 1,421,293.49 28,978,234.61
Advances (Principal & Interest)

Prior Month's Outstanding Advances 457,529.44 8,232.47 884,866.77 14,543.19 1,365,171.87
Current Advances N/A N/A N/A N/A N/A
Reimbursement of Prior Advances N/A N/A N/A N/A N/A
Outstanding Advances 487,800.88 7,567.93 914,785.91 15,368.52 1,425,523.24

Series 2004-FR2

Pool Detail and Performance Indicators Total (All Loans)
Pool Detail Performance Indicators Misc/Additional Information

Pool Level Information Factors Impacting Principal Payment Rules WA Rates/Remaining Term
Historical Amount Count Delinquency Levels Num Den % Fixed Adj Overall
Cut-off Pool Balance 469,386,026.79 2,745 3 mo. Rolling Average 15,108,508 47,233,926 31.99% WAC - Remit Current 5.92% 7.15% 6.11%
Cum Scheduled Principal 10,074,260.36 6 mo. Rolling Average 15,158,943 47,609,461 31.84% WAC - Remit Original 6.77% 6.21% 6.37%
Cum Unscheduled Principal 391,953,777.15 12 mo. Rolling Average 15,857,226 48,848,529 32.46% WAC - Current 6.42% 7.15% 6.60%
Cum Liquidations 20,323,012.69 Loss Levels Amount Count WAC - Original 7.27% 6.72% 6.88%
Cum Repurchases 0.00 0 3 mo. Cum Loss 104,345.68 11 WAMM - Current 276.78 281.87 278.04
6 mo. Cum loss 724,721.31 24 WAMM - Original 328.43 355.88 347.97
Current Amount Count % 12 mo. Cum Loss 1,908,258.18 34
Beginning Pool 47,266,412.69 263 10.07% Current Index Rate 0.256250%
Scheduled Principal 67,870.37 0.01% Triggers
Unscheduled Principal 117,173.36 2 0.02%
Liquidations 17,721.88 1 0.00% > Delinquency Trigger Event (2) NO
Repurchases 0.00 0 0.00% Delinquency Event Calc (1) 15,236,332.59 47,063,647 32.37%
Ending Pool 47,063,647.08 260 10.03%
> Loss Trigger Event? (3) NO
Average Loan Balance 181,014.03 Cumulative Loss 11,161,032 2.38%
Current Loss Detail Amount > Overall Trigger Event? NO
Liquidation 17,721.88 Pool Composition
Realized Loss 18,897.56 Step Down Date
Realized Loss Adjustment 0.00 Distribution Count 75 Properties Balance %/Score
Net Liquidation (1,175.68) Current Specified Enhancement % (4) 100.43%
Step Down % (5) 41.00% Cash Out/Refinance 297,768,788.07 63.44%
(6)
Credit Enhancement Amount % % of Current Specified Enhancement % 33.00% SFR 359,480,821.80 76.59%
> Step Down Date? (7) Owner Occupied 443,691,368.91 94.53%
Original OC 8,449,026.79 1.80% YES
Target OC 2,346,930.00 0.50% Min Max WA
Beginning OC 2,129,967.19 Extra Principal 174,508.45 FICO 483 805 635.24
OC Amount per PSA 2,112,245.31 0.45% Cumulative Extra Principal 9,252,815.17
Ending OC 2,286,753.76 OC Release 0.00
Mezz Certificates 45,136,445.50 9.62%
Legend: (1) 60 Days+, REO, BK, F/C % (3) Condn: Cum Loss > specified thresholds (5) Defined Benchmark (7) Condn: Distn Cnt > 36, (4) > (5)
(2) (1) > (6) * (4), then TRUE (4) Mezzanine Certs + OC Amount / Ending Pool Bal (6) Defined Benchmark (Used in Delinq Event Calc)

Series 2004-FR2

Pool Detail and Performance Indicators Group 1 Loans

Cut-off Pool Balance 162,581,322.68 783 3 mo. Rolling Average 4,286,781 18,200,913 23.55% WAC - Remit Current 5.84% 7.09% 5.94%
Current Amount Count % 12 mo. Cum Loss 592,485.21 11
Beginning Pool 18,243,578.09 87 11.22% Current Index Rate N/A
Scheduled Principal 24,421.53 0.02%
Liquidations 17,721.88 1 0.01%
Repurchases 0.00 0 0.00%
Ending Pool 18,085,412.47 84 11.12%
Average Loan Balance 215,302.53

Current Loss Detail Amount
Liquidation 17,721.88 Pool Composition
Realized Loss 18,897.56
Realized Loss Adjustment 0.00 Properties Balance %/Score
Net Liquidation (1,175.68)
Cash Out/Refinance 97,392,501.37 59.90%
SFR 131,615,611.86 80.95%
Owner Occupied 157,165,228.07 96.67%
Min Max WA
FICO 502 805 644.12

Series 2004-FR2

Pool Detail and Performance Indicators Group 2 Loans

Cut-off Pool Balance 306,804,704.11 1,962 3 mo. Rolling Average 10,821,727 29,033,014 37.27% WAC - Remit Current 5.99% 7.16% 6.21%
Current Amount Count % 12 mo. Cum Loss 1,315,772.97 21
Beginning Pool 29,022,834.60 176 9.46% Current Index Rate N/A
Scheduled Principal 43,448.84 0.01%
Liquidations 0.00 0 0.00%
Repurchases 0.00 0 0.00%
Ending Pool 28,978,234.61 176 9.45%
Average Loan Balance 164,649.06

Current Loss Detail Amount
Liquidation 0.00 Pool Composition
Realized Loss 0.00
Realized Loss Adjustment 0.00 Properties Balance %/Score
Net Liquidation 0.00
Cash Out/Refinance 200,376,286.70 65.31%
SFR 227,865,209.94 74.27%
Owner Occupied 286,526,140.84 93.39%
Min Max WA
FICO 483 805 629.71

Series 2004-FR2

Bond Interest Reconciliation - Part I
── Accrual ── ──────── Outstanding ────────
Distributable Current Period Remaining Int Remaining Basis Outstanding Relief Net Cap
Accrual Certificate Total Interest Total Interest Certificate Interest Payment (Shortfall) / Carry-Forward Risk Carry-Fwd Act / Prepayment Rate in
Class Method Days Opening Balance Pass-Thru Rate Interest Additions Deductions Interest Amount Recovery Shortfall Shortfall * Interest Shortfalls Effect Y/N
I-A-1 0.00 0.466250000% 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 N/A
I-A-2 0.00 0.776250000% 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 N/A
II-A 0.00 0.516250000% 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 N/A
M-1 Act/360 32 8,050,058.35 0.906250000% 6,484.77 0.00 0.00 6,484.77 6,484.77 0.00 0.00 0.00 0.00 No
M-2 Act/360 32 8,214,000.00 0.936250000% 6,835.87 0.00 0.00 6,835.87 6,835.87 0.00 0.00 0.00 0.00 No
M-3 Act/360 32 16,428,000.00 1.456250000% 21,265.13 0.00 0.00 21,265.13 21,265.13 0.00 0.00 0.00 0.00 No
M-4 Act/360 32 7,041,000.00 1.656250000% 10,365.92 0.00 0.00 10,365.92 10,365.92 0.00 0.00 0.00 0.00 No
M-5 Act/360 32 1,814,118.40 2.006250000% 3,235.18 0.00 0.00 3,235.18 3,235.18 0.00 0.00 0.00 0.00 No
M-6 Act/360 32 1,181,660.32 2.156250000% 2,264.85 0.00 0.00 2,264.85 2,264.85 0.00 0.00 0.00 0.00 No
M-7 Act/360 32 945,328.25 3.906250000% 3,282.39 0.00 10.87 3,282.39 3,282.39 0.00 0.00 3,142.45 0.00 No
M-8A 0.00 4.256250000% 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 N/A
M-8B Act/360 32 1,462,280.18 4.256250000% 5,532.29 0.00 22.66 5,532.29 5,532.29 0.00 0.00 6,013.19 0.00 No
CE 2,129,967.18 N/A 8,157.84 0.00 0.00 1,368,695.95 0.00 0.00 0.00 0.00 0.00 N/A
P 100.00 N/A 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 N/A
R-I 0.00 N/A 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 N/A
R-II 0.00 N/A 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 N/A
R-III 0.00 N/A 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 N/A
R-X 0.00 N/A 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 N/A
Total 47,266,512.68 67,424.24 0.00 33.54 1,427,962.35 59,266.40 0.00 0.00 9,155.64 0.00
* Basis Risk Carry-Forward Shortfall - difference between LIBOR plus margin and the Net Rate Cap.

Series 2004-FR2

Bond Interest Reconciliation - Part II
─────────────────────────── Additions ──────────────────────────── ─────────── Deductions ──────────
Current Basis Risk

Accrual Period Accrual Period End Prior Int Carry-Fwd Interest Rate Deposits from YM Prepayment Prior Shortfall Other Interest Other Interest Current Int Carry- Carry-Fwd Shortfall
(1) (2)
Class Record Date Begin Date Date Shortfall SWAP Agreement Agreement Premiums Reimbursement Proceeds Losses Fwd Shortfall *
I-A-1 24-Nov-10 25-Oct-10 25-Nov-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
I-A-2 24-Nov-10 25-Oct-10 25-Nov-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
II-A 24-Nov-10 25-Oct-10 25-Nov-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M-1 24-Nov-10 25-Oct-10 25-Nov-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M-2 24-Nov-10 25-Oct-10 25-Nov-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M-3 24-Nov-10 25-Oct-10 25-Nov-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M-4 24-Nov-10 25-Oct-10 25-Nov-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M-5 24-Nov-10 25-Oct-10 25-Nov-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M-6 24-Nov-10 25-Oct-10 25-Nov-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M-7 24-Nov-10 25-Oct-10 25-Nov-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 10.87
M-8A 29-Oct-10 25-Oct-10 25-Nov-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M-8B 29-Oct-10 25-Oct-10 25-Nov-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 22.66
CE 29-Oct-10 1-Oct-10 31-Oct-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
P 29-Oct-10 1-Oct-10 31-Oct-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
R-I 29-Oct-10 1-Oct-10 31-Oct-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
R-II 29-Oct-10 1-Oct-10 31-Oct-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
R-III 29-Oct-10 1-Oct-10 31-Oct-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
R-X 29-Oct-10 1-Oct-10 31-Oct-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Total 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 33.54
(1)
Other Interest Proceeds are additional interest amounts specifically allocated to the bond(s) and used in determining the bonds Distributable Interest.
(2)
Interest Carry-Forward Shortfall is unpaid interest with interest thereon.
*
Basis Risk Carry-Forward Shortfall - difference between LIBOR plus margin and the Net Rate Cap.

Series 2004-FR2

Bond Principal Reconciliation
──────────────── Losses ─────────────── ─ Credit Support ─
Unscheduled Extra Prior Rated

Original Class Beginning Class Scheduled Principal Principal Principal Loss Current Cumulative Interest on Ending Final
Class Balance Balance Payment Payment Payment Reimburs. Losses Losses Losses Class Balance Maturity Original Current
I-A-1 96,889,000.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 25-Jan-29 N/A N/A
I-A-2 32,363,000.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 26-Jun-34 N/A N/A
II-A 243,910,000.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 26-Jun-34 N/A N/A
M-1 30,276,000.00 8,050,058.35 0.00 0.00 0.00 0.00 0.00 0.00 0.00 8,050,058.35 26-Jun-34 N/A N/A
M-2 8,214,000.00 8,214,000.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 8,214,000.00 26-Jun-34 N/A N/A
M-3 16,428,000.00 16,428,000.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 16,428,000.00 26-Jun-34 N/A N/A
M-4 7,041,000.00 7,041,000.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 7,041,000.00 26-Jun-34 N/A N/A
M-5 5,867,000.00 1,814,118.40 67,870.37 110,360.60 0.00 0.00 0.00 0.00 0.00 1,635,887.43 26-Jun-34 N/A N/A
M-6 5,867,000.00 1,181,660.32 0.00 5,069.14 0.00 0.00 0.00 0.00 0.00 1,176,591.18 26-Jun-34 N/A N/A
M-7 4,694,000.00 945,328.25 0.00 1,743.62 2,311.69 0.00 0.00 0.00 0.00 941,272.94 26-Jun-34 N/A N/A
M-8A 4,694,000.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 26-Dec-30 N/A N/A
M-8B 4,694,000.00 1,462,280.18 0.00 0.00 172,196.76 0.00 0.00 0.00 0.00 1,290,083.42 26-Jun-34 N/A N/A
CE 8,449,026.79 2,129,967.18 0.00 0.00 0.00 0.00 (156,786.58) 6,162,194.71 0.00 2,286,753.76 26-Jun-34 N/A N/A
P 100.00 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 100.00 26-Jun-34 N/A N/A
R-I 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 25-Jan-29 N/A N/A
R-II 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 26-Jun-34 N/A N/A
R-III 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 26-Jun-34 N/A N/A
R-X 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 26-Jun-34 N/A N/A
Total 469,386,126.79 47,266,512.68 67,870.37 117,173.36 174,508.45 0.00 (156,786.58) 6,162,194.71 0.00 47,063,747.08

Series 2004-FR2

Ratings Information
(1)
──────────── Original Ratings ────────── ──────────────── Ratings Change / Change Date ────────────────
Class CUSIP Fitch Moody's DBRS S&P Fitch Moody's DBRS S&P
I-A-1 073879FC7 NR Aaa NR AAA WR 25-Jun-06 NR 11-Sep-06

I-A-2 073879FD5 NR Aaa NR AAA WR 26-Feb-07 NR 8-Aug-07
II-A 073879FE3 NR Aaa NR AAA WR 26-Feb-07 NR 8-Aug-07
M-1 073879FF0 NR Aa2 NR AA+
M-2 073879FG8 NR Aa3 NR AA
M-3 073879FH6 NR A2 NR AA-
M-4 073879FJ2 NR A3 NR A+ BBB 30-Sep-09
M-5 073879FK9 NR Baa1 NR A B- 30-Sep-09
M-6 073879FL7 NR Baa2 NR BBB+ CCC 30-Sep-09
M-7 073879FM5 NR Baa3 NR BBB CCC 30-Sep-09
M-8A 073879FN3 NR Ba2 NR BB+ WR 15-Apr-08 NR 11-Aug-08
M-8B 073879FP8 NR Ba2 NR BB+ Caa1 8-Apr-10 CC 30-Sep-09
CE 073879FQ6 NR NR NR NR
P 073879FR4 NR NR NR NR
NR - Designates that the class was not rated by the rating agency.
(1)
Changed ratings provided on this report are based on information provided by the applicable rating agency via electronic transmission. It shall be understood that this transmission will generally have been provided to Bank of America within 30 days of the payment
date listed on this statement. Because ratings may have changed during the 30 day window, or may not be being provided by the rating agency in an electronic format and therefore not being updated on this report, Bank of America recommends that investors obtain
current rating information directly from the rating agency.

Series 2004-FR2

End of Month Balance Reporting
Type Count Count (%) Balance Balance (%) Arrears Arrears (%) F/C Quick Sale Value REO Book Value
Total (All Loans)
0 166 63.1179% 29,677,264.93 63.1825% 0.00 0.0000% 0.00 0.00
30 9 3.4221% 2,057,099.56 4.3795% 0.00 0.0000% 0.00 0.00
60 6 2.2814% 678,461.91 1.4444% 0.00 0.0000% 0.00 0.00
90+ 40 15.2091% 7,187,663.97 15.3024% 0.00 0.0000% 0.00 0.00
BKY0 2 0.7605% 195,532.16 0.4163% 0.00 0.0000% 0.00 0.00
BKY30 1 0.3802% 351,822.86 0.7490% 0.00 0.0000% 0.00 0.00
BKY90+ 9 3.4221% 1,037,818.27 2.2095% 0.00 0.0000% 0.00 0.00
F/C90+ 23 8.7452% 4,850,394.06 10.3264% 0.00 0.0000% 0.00 0.00
PIF 3 1.1407% 0.00 0.0000% 0.00 0.0000% 0.00 0.00
REO90+ 4 1.5209% 934,639.36 1.9898% 0.00 0.0000% 0.00 0.00
Total (Prior Month End): 263 100.0000% 46,970,697.08 100.0000% 0.00 0.0000% 0.00 0.00
Delinq Total (Prior Month End): 92 34.9810% 17,097,899.99 36.4012% 0.00 0.0000% 0.00 0.00
Group 1 Loans
0 59 67.8161% 13,082,832.40 72.5214% 0.00 0.0000% 0.00 0.00
30 3 3.4483% 585,345.70 3.2447% 0.00 0.0000% 0.00 0.00
60 2 2.2989% 307,105.83 1.7024% 0.00 0.0000% 0.00 0.00
90+ 11 12.6437% 2,255,979.16 12.5055% 0.00 0.0000% 0.00 0.00
BKY0 1 1.1494% 4,926.20 0.0273% 0.00 0.0000% 0.00 0.00
BKY30 1 1.1494% 351,822.86 1.9502% 0.00 0.0000% 0.00 0.00
BKY90+ 3 3.4483% 416,570.15 2.3092% 0.00 0.0000% 0.00 0.00
F/C90+ 3 3.4483% 739,259.63 4.0979% 0.00 0.0000% 0.00 0.00
PIF 3 3.4483% 0.00 0.0000% 0.00 0.0000% 0.00 0.00
REO90+ 1 1.1494% 296,120.54 1.6415% 0.00 0.0000% 0.00 0.00

Series 2004-FR2

End of Month Balance Reporting
Group 2 Loans
0 107 60.7955% 16,594,432.53 57.3592% 0.00 0.0000% 0.00 0.00
30 6 3.4091% 1,471,753.86 5.0872% 0.00 0.0000% 0.00 0.00
60 4 2.2727% 371,356.08 1.2836% 0.00 0.0000% 0.00 0.00
90+ 29 16.4773% 4,931,684.81 17.0465% 0.00 0.0000% 0.00 0.00
BKY0 1 0.5682% 190,605.96 0.6588% 0.00 0.0000% 0.00 0.00
BKY90+ 6 3.4091% 621,248.12 2.1474% 0.00 0.0000% 0.00 0.00
F/C90+ 20 11.3636% 4,111,134.43 14.2103% 0.00 0.0000% 0.00 0.00
REO90+ 3 1.7045% 638,518.82 2.2071% 0.00 0.0000% 0.00 0.00

Series 2004-FR2

Asset-Backed Facts ~ 15 Month Historical Loan Status Summary Part I (as of Cut-Off)
Distribution Current Delinq 1 Month Delinq 2 Months Delinq 3+ Months Bankruptcy Foreclosure REO
Date Count Balance Count Balance Count Balance Count Balance Count Balance Count Balance Count Balance
Total (All Loans)

26-Nov-10 166 29,770,215 9 2,057,100 6 678,462 40 7,187,664 12 1,585,173 23 4,850,394 4 934,639
25-Oct-10 166 29,829,289 13 2,215,865 7 1,261,237 40 7,092,020 10 1,013,460 23 4,958,118 4 896,424
27-Sep-10 163 29,281,599 16 3,222,186 11 1,884,553 46 7,088,373 10 1,014,896 19 4,141,676 3 738,435
25-Aug-10 168 30,185,020 12 2,672,538 6 621,195 50 7,866,682 11 1,396,314 19 4,200,775 2 481,635
26-Jul-10 168 30,090,134 13 2,571,076 5 974,514 49 7,324,141 11 1,398,468 22 4,740,652 3 579,952
25-Jun-10 169 29,866,001 12 2,942,086 8 1,334,967 61 8,675,366 12 1,509,942 17 3,626,489 5 897,042
25-May-10 172 31,090,682 7 1,274,066 8 1,373,682 68 10,112,132 12 1,512,221 15 3,004,869 3 650,854
26-Apr-10 176 32,100,455 7 1,578,693 5 400,639 70 10,444,100 11 1,321,216 16 3,345,899 2 316,832
25-Mar-10 176 32,046,971 12 1,813,913 8 1,292,690 65 9,630,767 9 1,041,685 18 3,573,547 2 491,358
25-Feb-10 172 31,646,187 13 1,531,315 7 1,328,475 69 10,258,294 10 1,268,216 18 3,344,371 3 556,526
25-Jan-10 170 31,723,005 15 1,890,398 10 1,558,511 68 9,984,201 13 1,950,493 15 2,702,089 5 872,256
28-Dec-09 178 33,182,093 11 1,314,742 9 1,461,201 69 10,367,506 10 1,055,892 17 3,122,437 5 990,096
25-Nov-09 186 34,578,518 7 892,299 14 2,093,637 66 9,909,810 11 1,084,436 15 3,047,445 4 838,296
26-Oct-09 188 34,604,705 14 2,113,992 10 1,536,662 62 9,367,308 10 1,048,248 17 3,359,764 4 903,309
25-Sep-09 188 35,496,478 15 1,648,258 14 2,058,680 59 8,804,414 11 1,285,575 15 2,966,522 5 965,724
Total (All Loans)

26-Nov-10 63.85% 63.26% 3.46% 4.37% 2.31% 1.44% 15.38% 15.27% 4.62% 3.37% 8.85% 10.31% 1.54% 1.99%
25-Oct-10 63.12% 63.11% 4.94% 4.69% 2.66% 2.67% 15.21% 15.00% 3.80% 2.14% 8.75% 10.49% 1.52% 1.90%
27-Sep-10 60.82% 61.81% 5.97% 6.80% 4.10% 3.98% 17.16% 14.96% 3.73% 2.14% 7.09% 8.74% 1.12% 1.56%
25-Aug-10 62.69% 63.65% 4.48% 5.64% 2.24% 1.31% 18.66% 16.59% 4.10% 2.94% 7.09% 8.86% 0.75% 1.02%
26-Jul-10 61.99% 63.11% 4.80% 5.39% 1.85% 2.04% 18.08% 15.36% 4.06% 2.93% 8.12% 9.94% 1.11% 1.22%
25-Jun-10 59.51% 61.14% 4.23% 6.02% 2.82% 2.73% 21.48% 17.76% 4.23% 3.09% 5.99% 7.42% 1.76% 1.84%
25-May-10 60.35% 63.43% 2.46% 2.60% 2.81% 2.80% 23.86% 20.63% 4.21% 3.08% 5.26% 6.13% 1.05% 1.33%
26-Apr-10 61.32% 64.84% 2.44% 3.19% 1.74% 0.81% 24.39% 21.10% 3.83% 2.67% 5.57% 6.76% 0.70% 0.64%
25-Mar-10 60.69% 64.23% 4.14% 3.64% 2.76% 2.59% 22.41% 19.30% 3.10% 2.09% 6.21% 7.16% 0.69% 0.98%
25-Feb-10 58.90% 63.38% 4.45% 3.07% 2.40% 2.66% 23.63% 20.54% 3.42% 2.54% 6.16% 6.70% 1.03% 1.11%
25-Jan-10 57.43% 62.59% 5.07% 3.73% 3.38% 3.08% 22.97% 19.70% 4.39% 3.85% 5.07% 5.33% 1.69% 1.72%
28-Dec-09 59.53% 64.44% 3.68% 2.55% 3.01% 2.84% 23.08% 20.13% 3.34% 2.05% 5.69% 6.06% 1.67% 1.92%
25-Nov-09 61.39% 65.93% 2.31% 1.70% 4.62% 3.99% 21.78% 18.90% 3.63% 2.07% 4.95% 5.81% 1.32% 1.60%
26-Oct-09 61.64% 65.37% 4.59% 3.99% 3.28% 2.90% 20.33% 17.70% 3.28% 1.98% 5.57% 6.35% 1.31% 1.71%
25-Sep-09 61.24% 66.69% 4.89% 3.10% 4.56% 3.87% 19.22% 16.54% 3.58% 2.42% 4.89% 5.57% 1.63% 1.81%
Delinquency Balances are Exclusive of REO, Foreclosures and Bankruptcies.

Series 2004-FR2

Group 1 Loans - Total

26-Nov-10 59 13,128,282 3 585,346 2 307,106 11 2,255,979 5 773,319 3 739,260 1 296,121
25-Oct-10 59 12,594,890 5 1,253,531 2 307,234 13 2,387,350 4 423,861 3 1,019,642 1 257,069
27-Sep-10 60 12,541,283 6 1,639,063 3 584,855 10 1,805,472 4 424,485 3 1,021,165 1 257,425
25-Aug-10 61 12,620,062 4 1,250,323 1 161,236 12 2,297,424 5 805,007 4 1,157,759 0 0
26-Jul-10 60 12,552,194 4 1,045,886 2 514,840 11 2,031,639 5 806,269 5 1,291,654 0 0
25-Jun-10 60 12,154,590 5 1,699,295 1 161,655 16 2,372,305 5 807,524 6 1,404,979 0 0
25-May-10 63 13,355,514 3 622,802 1 161,862 17 2,490,014 5 808,771 5 1,298,975 0 0
26-Apr-10 64 13,812,124 3 591,620 0 0 18 2,571,101 5 810,012 5 1,300,533 0 0
25-Mar-10 63 13,712,145 4 713,954 0 0 18 2,573,544 5 811,245 5 1,302,083 0 0
25-Feb-10 63 14,003,396 2 196,993 2 405,300 19 2,786,822 5 812,472 4 926,244 1 64,925
25-Jan-10 61 13,756,428 4 676,563 5 942,186 17 2,354,203 7 1,158,500 2 617,398 1 64,991
28-Dec-09 64 14,736,415 3 223,859 4 809,108 17 2,396,673 5 599,274 5 1,204,251 0 0
25-Nov-09 67 15,300,192 1 75,666 6 1,073,450 16 2,312,194 5 600,207 4 1,028,991 1 340,034
26-Oct-09 66 14,900,068 4 969,571 4 604,923 16 2,314,892 5 601,135 4 1,029,865 1 340,493
25-Sep-09 66 15,506,329 7 978,671 4 520,186 13 1,897,923 5 602,057 4 945,210 1 340,949

26-Nov-10 70.24% 72.59% 3.57% 3.24% 2.38% 1.70% 13.10% 12.47% 5.95% 4.28% 3.57% 4.09% 1.19% 1.64%
25-Oct-10 67.82% 69.04% 5.75% 6.87% 2.30% 1.68% 14.94% 13.09% 4.60% 2.32% 3.45% 5.59% 1.15% 1.41%
27-Sep-10 68.97% 68.63% 6.90% 8.97% 3.45% 3.20% 11.49% 9.88% 4.60% 2.32% 3.45% 5.59% 1.15% 1.41%
25-Aug-10 70.11% 68.99% 4.60% 6.84% 1.15% 0.88% 13.79% 12.56% 5.75% 4.40% 4.60% 6.33% 0.00% 0.00%
26-Jul-10 68.97% 68.81% 4.60% 5.73% 2.30% 2.82% 12.64% 11.14% 5.75% 4.42% 5.75% 7.08% 0.00% 0.00%
25-Jun-10 64.52% 65.35% 5.38% 9.14% 1.08% 0.87% 17.20% 12.75% 5.38% 4.34% 6.45% 7.55% 0.00% 0.00%
25-May-10 67.02% 71.28% 3.19% 3.32% 1.06% 0.86% 18.09% 13.29% 5.32% 4.32% 5.32% 6.93% 0.00% 0.00%
26-Apr-10 67.37% 72.37% 3.16% 3.10% 0.00% 0.00% 18.95% 13.47% 5.26% 4.24% 5.26% 6.81% 0.00% 0.00%
25-Mar-10 66.32% 71.74% 4.21% 3.74% 0.00% 0.00% 18.95% 13.46% 5.26% 4.24% 5.26% 6.81% 0.00% 0.00%
25-Feb-10 65.63% 72.95% 2.08% 1.03% 2.08% 2.11% 19.79% 14.52% 5.21% 4.23% 4.17% 4.83% 1.04% 0.34%
25-Jan-10 62.89% 70.29% 4.12% 3.46% 5.15% 4.81% 17.53% 12.03% 7.22% 5.92% 2.06% 3.15% 1.03% 0.33%
28-Dec-09 65.31% 73.79% 3.06% 1.12% 4.08% 4.05% 17.35% 12.00% 5.10% 3.00% 5.10% 6.03% 0.00% 0.00%
25-Nov-09 67.00% 73.80% 1.00% 0.36% 6.00% 5.18% 16.00% 11.15% 5.00% 2.90% 4.00% 4.96% 1.00% 1.64%
26-Oct-09 66.00% 71.77% 4.00% 4.67% 4.00% 2.91% 16.00% 11.15% 5.00% 2.90% 4.00% 4.96% 1.00% 1.64%
25-Sep-09 66.00% 74.58% 7.00% 4.71% 4.00% 2.50% 13.00% 9.13% 5.00% 2.90% 4.00% 4.55% 1.00% 1.64%

Series 2004-FR2

Group 1 Loans Fixed 1st Lien

26-Nov-10 50 11,742,596 2 497,121 1 292,998 6 1,648,856 2 701,928 2 482,549 0 0
25-Oct-10 49 11,203,604 4 1,165,307 1 293,112 7 1,762,222 1 352,351 2 723,123 0 0
27-Sep-10 50 11,143,437 4 1,536,704 1 398,859 6 1,366,051 1 352,876 2 724,250 0 0
25-Aug-10 49 11,116,592 3 1,225,277 0 0 7 1,560,696 2 733,300 3 899,979 0 0
26-Jul-10 47 11,020,250 4 1,045,886 1 353,394 6 1,294,520 2 734,436 4 1,033,522 0 0
25-Jun-10 47 10,619,243 5 1,699,295 0 0 6 1,533,976 2 735,565 5 1,146,498 0 0
25-May-10 50 11,815,564 3 622,802 0 0 7 1,647,721 2 736,688 4 1,036,663 0 0
26-Apr-10 53 12,384,277 1 401,912 0 0 7 1,650,053 2 737,806 4 1,038,221 0 0
25-Mar-10 52 12,281,804 2 523,916 0 0 7 1,652,372 2 738,918 4 1,039,771 0 0
25-Feb-10 51 12,407,232 2 196,993 1 377,380 8 1,865,527 2 740,023 3 663,932 0 0
25-Jan-10 49 12,155,725 4 676,563 3 559,203 6 1,442,665 4 1,085,932 1 355,086 0 0
28-Dec-09 53 13,146,378 2 209,606 2 425,988 7 1,829,414 2 526,588 2 531,778 0 0
25-Nov-09 55 13,692,443 1 75,666 2 651,082 8 1,783,860 2 527,404 1 356,049 1 340,034
26-Oct-09 54 13,287,998 3 945,223 1 206,636 8 1,786,277 2 528,216 1 356,526 1 340,493
25-Sep-09 55 14,044,972 3 417,512 1 220,720 6 1,391,172 2 529,024 2 533,790 1 340,949

26-Nov-10 79.37% 76.42% 3.17% 3.24% 1.59% 1.91% 9.52% 10.73% 3.17% 4.57% 3.17% 3.14% 0.00% 0.00%
25-Oct-10 76.56% 72.28% 6.25% 7.52% 1.56% 1.89% 10.94% 11.37% 1.56% 2.27% 3.13% 4.67% 0.00% 0.00%
27-Sep-10 78.13% 71.79% 6.25% 9.90% 1.56% 2.57% 9.38% 8.80% 1.56% 2.27% 3.13% 4.67% 0.00% 0.00%
25-Aug-10 76.56% 71.55% 4.69% 7.89% 0.00% 0.00% 10.94% 10.05% 3.13% 4.72% 4.69% 5.79% 0.00% 0.00%
26-Jul-10 73.44% 71.18% 6.25% 6.76% 1.56% 2.28% 9.38% 8.36% 3.13% 4.74% 6.25% 6.68% 0.00% 0.00%
25-Jun-10 72.31% 67.49% 7.69% 10.80% 0.00% 0.00% 9.23% 9.75% 3.08% 4.67% 7.69% 7.29% 0.00% 0.00%
25-May-10 75.76% 74.50% 4.55% 3.93% 0.00% 0.00% 10.61% 10.39% 3.03% 4.65% 6.06% 6.54% 0.00% 0.00%
26-Apr-10 79.10% 76.39% 1.49% 2.48% 0.00% 0.00% 10.45% 10.18% 2.99% 4.55% 5.97% 6.40% 0.00% 0.00%
25-Mar-10 77.61% 75.64% 2.99% 3.23% 0.00% 0.00% 10.45% 10.18% 2.99% 4.55% 5.97% 6.40% 0.00% 0.00%
25-Feb-10 76.12% 76.35% 2.99% 1.21% 1.49% 2.32% 11.94% 11.48% 2.99% 4.55% 4.48% 4.09% 0.00% 0.00%
25-Jan-10 73.13% 74.69% 5.97% 4.16% 4.48% 3.44% 8.96% 8.86% 5.97% 6.67% 1.49% 2.18% 0.00% 0.00%
28-Dec-09 77.94% 78.86% 2.94% 1.26% 2.94% 2.56% 10.29% 10.97% 2.94% 3.16% 2.94% 3.19% 0.00% 0.00%
25-Nov-09 78.57% 78.57% 1.43% 0.43% 2.86% 3.74% 11.43% 10.24% 2.86% 3.03% 1.43% 2.04% 1.43% 1.95%
26-Oct-09 77.14% 76.14% 4.29% 5.42% 1.43% 1.18% 11.43% 10.24% 2.86% 3.03% 1.43% 2.04% 1.43% 1.95%
25-Sep-09 78.57% 80.36% 4.29% 2.39% 1.43% 1.26% 8.57% 7.96% 2.86% 3.03% 2.86% 3.05% 1.43% 1.95%

Series 2004-FR2

Group 1 Loans Fixed 2nd Lien

26-Nov-10 4 80,996 0 0 1 14,108 2 39,235 3 71,391 0 0 0 0
25-Oct-10 5 85,294 0 0 1 14,122 3 57,034 3 71,510 0 0 0 0
27-Sep-10 5 90,470 1 14,135 1 24,971 2 32,140 3 71,609 0 0 0 0
25-Aug-10 6 106,495 1 25,046 0 0 2 32,140 3 71,706 0 0 0 0
26-Jul-10 7 133,690 0 0 0 0 2 32,140 3 71,833 0 0 0 0
25-Jun-10 7 135,823 0 0 0 0 7 132,961 3 71,959 0 0 0 0
25-May-10 7 138,839 0 0 0 0 7 132,961 3 72,083 0 0 0 0
26-Apr-10 6 113,793 1 27,640 0 0 7 133,031 3 72,206 0 0 0 0
25-Mar-10 6 115,127 1 27,781 0 0 7 133,101 3 72,328 0 0 0 0
25-Feb-10 6 117,351 0 0 1 27,920 7 133,170 3 72,448 0 0 0 0
25-Jan-10 6 120,558 0 0 1 28,058 7 133,306 3 72,568 0 0 0 0
28-Dec-09 5 108,488 1 14,254 1 28,195 7 133,441 3 72,686 0 0 0 0
25-Nov-09 6 124,908 0 0 3 67,442 5 94,463 3 72,803 0 0 0 0
26-Oct-09 6 128,060 1 24,348 2 43,361 5 94,463 3 72,918 0 0 0 0
25-Sep-09 6 139,509 2 42,890 2 37,154 4 72,320 3 73,033 0 0 0 0

26-Nov-10 40.00% 39.37% 0.00% 0.00% 10.00% 6.86% 20.00% 19.07% 30.00% 34.70% 0.00% 0.00% 0.00% 0.00%
25-Oct-10 41.67% 37.42% 0.00% 0.00% 8.33% 6.19% 25.00% 25.02% 25.00% 31.37% 0.00% 0.00% 0.00% 0.00%
27-Sep-10 41.67% 38.77% 8.33% 6.06% 8.33% 10.70% 16.67% 13.77% 25.00% 30.69% 0.00% 0.00% 0.00% 0.00%
25-Aug-10 50.00% 45.24% 8.33% 10.64% 0.00% 0.00% 16.67% 13.65% 25.00% 30.46% 0.00% 0.00% 0.00% 0.00%
26-Jul-10 58.33% 56.25% 0.00% 0.00% 0.00% 0.00% 16.67% 13.52% 25.00% 30.22% 0.00% 0.00% 0.00% 0.00%
25-Jun-10 41.18% 39.86% 0.00% 0.00% 0.00% 0.00% 41.18% 39.02% 17.65% 21.12% 0.00% 0.00% 0.00% 0.00%
25-May-10 41.18% 40.37% 0.00% 0.00% 0.00% 0.00% 41.18% 38.66% 17.65% 20.96% 0.00% 0.00% 0.00% 0.00%
26-Apr-10 35.29% 32.82% 5.88% 7.97% 0.00% 0.00% 41.18% 38.37% 17.65% 20.83% 0.00% 0.00% 0.00% 0.00%
25-Mar-10 35.29% 33.05% 5.88% 7.98% 0.00% 0.00% 41.18% 38.21% 17.65% 20.76% 0.00% 0.00% 0.00% 0.00%
25-Feb-10 35.29% 33.44% 0.00% 0.00% 5.88% 7.96% 41.18% 37.95% 17.65% 20.65% 0.00% 0.00% 0.00% 0.00%
25-Jan-10 35.29% 34.01% 0.00% 0.00% 5.88% 7.92% 41.18% 37.61% 17.65% 20.47% 0.00% 0.00% 0.00% 0.00%
28-Dec-09 29.41% 30.38% 5.88% 3.99% 5.88% 7.90% 41.18% 37.37% 17.65% 20.36% 0.00% 0.00% 0.00% 0.00%
25-Nov-09 35.29% 34.73% 0.00% 0.00% 17.65% 18.75% 29.41% 26.27% 17.65% 20.24% 0.00% 0.00% 0.00% 0.00%
26-Oct-09 35.29% 35.26% 5.88% 6.70% 11.76% 11.94% 29.41% 26.01% 17.65% 20.08% 0.00% 0.00% 0.00% 0.00%
25-Sep-09 35.29% 38.23% 11.76% 11.75% 11.76% 10.18% 23.53% 19.82% 17.65% 20.01% 0.00% 0.00% 0.00% 0.00%

Series 2004-FR2

Group 1 Loans 228 ARM

26-Nov-10 3 845,098 1 88,224 0 0 3 567,888 0 0 1 256,711 1 296,121
25-Oct-10 3 846,223 1 88,224 0 0 3 568,094 0 0 1 296,519 1 257,069
27-Sep-10 3 847,429 1 88,224 1 161,026 2 407,281 0 0 1 296,914 1 257,425
25-Aug-10 4 936,853 0 0 1 161,236 3 704,588 0 0 1 257,779 0 0
26-Jul-10 4 937,957 0 0 1 161,446 3 704,980 0 0 1 258,131 0 0
25-Jun-10 4 939,054 0 0 1 161,655 3 705,368 0 0 1 258,481 0 0
25-May-10 4 940,295 0 0 1 161,862 3 709,332 0 0 1 262,312 0 0
26-Apr-10 3 853,068 1 162,067 0 0 4 788,017 0 0 1 262,312 0 0
25-Mar-10 3 854,058 1 162,257 0 0 4 788,071 0 0 1 262,312 0 0
25-Feb-10 4 1,017,487 0 0 0 0 4 788,125 0 0 1 262,312 0 0
25-Jan-10 4 1,018,651 0 0 1 354,926 3 433,534 0 0 1 262,312 0 0
28-Dec-09 4 1,019,887 0 0 1 354,926 3 433,818 0 0 1 262,312 0 0
25-Nov-09 4 1,021,012 0 0 1 354,926 3 433,871 0 0 1 262,312 0 0
26-Oct-09 4 1,022,017 0 0 1 354,926 3 434,152 0 0 1 262,312 0 0
25-Sep-09 3 859,690 2 518,270 1 262,312 3 434,431 0 0 0 0 0 0

26-Nov-10 33.33% 41.14% 11.11% 4.30% 0.00% 0.00% 33.33% 27.65% 0.00% 0.00% 11.11% 12.50% 11.11% 14.42%
25-Oct-10 33.33% 41.16% 11.11% 4.29% 0.00% 0.00% 33.33% 27.63% 0.00% 0.00% 11.11% 14.42% 11.11% 12.50%
27-Sep-10 33.33% 41.17% 11.11% 4.29% 11.11% 7.82% 22.22% 19.79% 0.00% 0.00% 11.11% 14.43% 11.11% 12.51%
25-Aug-10 44.44% 45.47% 0.00% 0.00% 11.11% 7.83% 33.33% 34.20% 0.00% 0.00% 11.11% 12.51% 0.00% 0.00%
26-Jul-10 44.44% 45.48% 0.00% 0.00% 11.11% 7.83% 33.33% 34.18% 0.00% 0.00% 11.11% 12.52% 0.00% 0.00%
25-Jun-10 44.44% 45.48% 0.00% 0.00% 11.11% 7.83% 33.33% 34.17% 0.00% 0.00% 11.11% 12.52% 0.00% 0.00%
25-May-10 44.44% 45.34% 0.00% 0.00% 11.11% 7.81% 33.33% 34.20% 0.00% 0.00% 11.11% 12.65% 0.00% 0.00%
26-Apr-10 33.33% 41.30% 11.11% 7.85% 0.00% 0.00% 44.44% 38.15% 0.00% 0.00% 11.11% 12.70% 0.00% 0.00%
25-Mar-10 33.33% 41.32% 11.11% 7.85% 0.00% 0.00% 44.44% 38.13% 0.00% 0.00% 11.11% 12.69% 0.00% 0.00%
25-Feb-10 44.44% 49.20% 0.00% 0.00% 0.00% 0.00% 44.44% 38.11% 0.00% 0.00% 11.11% 12.68% 0.00% 0.00%
25-Jan-10 44.44% 49.22% 0.00% 0.00% 11.11% 17.15% 33.33% 20.95% 0.00% 0.00% 11.11% 12.68% 0.00% 0.00%
28-Dec-09 44.44% 49.25% 0.00% 0.00% 11.11% 17.14% 33.33% 20.95% 0.00% 0.00% 11.11% 12.67% 0.00% 0.00%
25-Nov-09 44.44% 49.27% 0.00% 0.00% 11.11% 17.13% 33.33% 20.94% 0.00% 0.00% 11.11% 12.66% 0.00% 0.00%
26-Oct-09 44.44% 49.29% 0.00% 0.00% 11.11% 17.12% 33.33% 20.94% 0.00% 0.00% 11.11% 12.65% 0.00% 0.00%
25-Sep-09 33.33% 41.44% 22.22% 24.98% 11.11% 12.64% 33.33% 20.94% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%

Series 2004-FR2


26-Nov-10 2 459,592 0 0 0 0 0 0 0 0 0 0 0 0
25-Oct-10 2 459,770 0 0 0 0 0 0 0 0 0 0 0 0
27-Sep-10 2 459,946 0 0 0 0 0 0 0 0 0 0 0 0
25-Aug-10 2 460,122 0 0 0 0 0 0 0 0 0 0 0 0
26-Jul-10 2 460,297 0 0 0 0 0 0 0 0 0 0 0 0
25-Jun-10 2 460,471 0 0 0 0 0 0 0 0 0 0 0 0
25-May-10 2 460,815 0 0 0 0 0 0 0 0 0 0 0 0
26-Apr-10 2 460,987 0 0 0 0 0 0 0 0 0 0 0 0
25-Mar-10 2 461,157 0 0 0 0 0 0 0 0 0 0 0 0
25-Feb-10 2 461,326 0 0 0 0 0 0 0 0 0 0 1 64,925
25-Jan-10 2 461,494 0 0 0 0 1 344,698 0 0 0 0 1 64,991
28-Dec-09 2 461,662 0 0 0 0 0 0 0 0 2 410,161 0 0
25-Nov-09 2 461,828 0 0 0 0 0 0 0 0 2 410,630 0 0
26-Oct-09 2 461,994 0 0 0 0 0 0 0 0 2 411,027 0 0
25-Sep-09 2 462,158 0 0 0 0 0 0 0 0 2 411,421 0 0

26-Nov-10 100.00% 100.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Oct-10 100.00% 100.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
27-Sep-10 100.00% 100.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Aug-10 100.00% 100.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
26-Jul-10 100.00% 100.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Jun-10 100.00% 100.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-May-10 100.00% 100.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
26-Apr-10 100.00% 100.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Mar-10 100.00% 100.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Feb-10 66.67% 87.66% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 33.33% 12.34%
25-Jan-10 50.00% 52.97% 0.00% 0.00% 0.00% 0.00% 25.00% 39.57% 0.00% 0.00% 0.00% 0.00% 25.00% 7.46%
28-Dec-09 50.00% 52.95% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 50.00% 47.05% 0.00% 0.00%
25-Nov-09 50.00% 52.93% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 50.00% 47.07% 0.00% 0.00%
26-Oct-09 50.00% 52.92% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 50.00% 47.08% 0.00% 0.00%
25-Sep-09 50.00% 52.90% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 50.00% 47.10% 0.00% 0.00%

Series 2004-FR2


26-Nov-10 107 16,641,933 6 1,471,754 4 371,356 29 4,931,685 7 811,854 20 4,111,134 3 638,519
25-Oct-10 107 17,234,399 8 962,334 5 954,003 27 4,704,670 6 589,598 20 3,938,476 3 639,355
27-Sep-10 103 16,740,316 10 1,583,123 8 1,299,698 36 5,282,902 6 590,411 16 3,120,511 2 481,010
25-Aug-10 107 17,564,958 8 1,422,215 5 459,958 38 5,569,258 6 591,307 15 3,043,017 2 481,635
26-Jul-10 108 17,537,940 9 1,525,190 3 459,675 38 5,292,502 6 592,199 17 3,448,999 3 579,952
25-Jun-10 109 17,711,411 7 1,242,791 7 1,173,312 45 6,303,061 7 702,418 11 2,221,510 5 897,042
25-May-10 109 17,735,168 4 651,264 7 1,211,821 51 7,622,117 7 703,449 10 1,705,894 3 650,854
26-Apr-10 112 18,288,330 4 987,074 5 400,639 52 7,873,000 6 511,204 11 2,045,366 2 316,832
25-Mar-10 113 18,334,826 8 1,099,959 8 1,292,690 47 7,057,222 4 230,439 13 2,271,465 2 491,358
25-Feb-10 109 17,642,791 11 1,334,322 5 923,175 50 7,471,472 5 455,745 14 2,418,128 2 491,600
25-Jan-10 109 17,966,577 11 1,213,834 5 616,324 51 7,629,997 6 791,993 13 2,084,691 4 807,265
28-Dec-09 114 18,445,679 8 1,090,883 5 652,093 52 7,970,833 5 456,618 12 1,918,186 5 990,096
25-Nov-09 119 19,278,326 6 816,633 8 1,020,187 50 7,597,616 6 484,229 11 2,018,454 3 498,261
26-Oct-09 122 19,704,637 10 1,144,421 6 931,739 46 7,052,417 5 447,113 13 2,329,899 3 562,816
25-Sep-09 122 19,990,149 8 669,587 10 1,538,494 46 6,906,491 6 683,519 11 2,021,312 4 624,775

26-Nov-10 60.80% 57.43% 3.41% 5.08% 2.27% 1.28% 16.48% 17.02% 3.98% 2.80% 11.36% 14.19% 1.70% 2.20%
25-Oct-10 60.80% 59.38% 4.55% 3.32% 2.84% 3.29% 15.34% 16.21% 3.41% 2.03% 11.36% 13.57% 1.70% 2.20%
27-Sep-10 56.91% 57.53% 5.52% 5.44% 4.42% 4.47% 19.89% 18.16% 3.31% 2.03% 8.84% 10.72% 1.10% 1.65%
25-Aug-10 59.12% 60.29% 4.42% 4.88% 2.76% 1.58% 20.99% 19.12% 3.31% 2.03% 8.29% 10.45% 1.10% 1.65%
26-Jul-10 58.70% 59.58% 4.89% 5.18% 1.63% 1.56% 20.65% 17.98% 3.26% 2.01% 9.24% 11.72% 1.63% 1.97%
25-Jun-10 57.07% 58.55% 3.66% 4.11% 3.66% 3.88% 23.56% 20.84% 3.66% 2.32% 5.76% 7.34% 2.62% 2.97%
25-May-10 57.07% 58.57% 2.09% 2.15% 3.66% 4.00% 26.70% 25.17% 3.66% 2.32% 5.24% 5.63% 1.57% 2.15%
26-Apr-10 58.33% 60.11% 2.08% 3.24% 2.60% 1.32% 27.08% 25.88% 3.13% 1.68% 5.73% 6.72% 1.04% 1.04%
25-Mar-10 57.95% 59.57% 4.10% 3.57% 4.10% 4.20% 24.10% 22.93% 2.05% 0.75% 6.67% 7.38% 1.03% 1.60%
25-Feb-10 55.61% 57.40% 5.61% 4.34% 2.55% 3.00% 25.51% 24.31% 2.55% 1.48% 7.14% 7.87% 1.02% 1.60%
25-Jan-10 54.77% 57.75% 5.53% 3.90% 2.51% 1.98% 25.63% 24.53% 3.02% 2.55% 6.53% 6.70% 2.01% 2.59%
28-Dec-09 56.72% 58.51% 3.98% 3.46% 2.49% 2.07% 25.87% 25.28% 2.49% 1.45% 5.97% 6.08% 2.49% 3.14%
25-Nov-09 58.62% 60.79% 2.96% 2.58% 3.94% 3.22% 24.63% 23.96% 2.96% 1.53% 5.42% 6.36% 1.48% 1.57%
26-Oct-09 59.51% 61.25% 4.88% 3.56% 2.93% 2.90% 22.44% 21.92% 2.44% 1.39% 6.34% 7.24% 1.46% 1.75%
25-Sep-09 58.94% 61.63% 3.86% 2.06% 4.83% 4.74% 22.22% 21.29% 2.90% 2.11% 5.31% 6.23% 1.93% 1.93%

Series 2004-FR2


26-Nov-10 75 13,419,860 4 999,028 2 310,268 15 2,308,121 2 360,009 9 1,982,391 0 0
25-Oct-10 77 13,940,126 3 516,688 2 434,107 13 2,300,904 2 360,679 10 1,860,277 0 0
27-Sep-10 74 13,518,703 6 983,208 3 793,973 15 2,627,906 2 361,346 7 1,154,432 0 0
25-Aug-10 78 14,154,604 4 987,318 1 124,447 14 2,466,025 2 362,010 8 1,378,242 0 0
26-Jul-10 79 14,338,052 3 691,002 1 306,728 14 2,488,690 2 362,671 9 1,478,453 0 0
25-Jun-10 76 14,013,905 5 899,983 3 787,739 17 2,890,464 2 363,328 7 1,108,022 1 113,710
25-May-10 76 13,930,569 3 625,141 3 785,616 20 3,457,467 2 363,983 6 912,319 1 113,890
26-Apr-10 79 14,492,467 4 987,074 1 164,134 20 3,475,885 1 171,363 6 916,818 1 114,069
25-Mar-10 82 14,763,224 4 991,067 3 673,962 18 2,978,481 0 0 7 1,032,258 0 0
25-Feb-10 82 15,060,128 4 729,868 4 800,148 17 2,857,465 0 0 7 1,033,622 0 0
25-Jan-10 83 15,300,664 4 714,817 2 428,414 18 3,042,361 0 0 7 1,034,977 0 0
28-Dec-09 84 15,513,983 4 826,833 3 490,475 19 3,378,816 0 0 5 531,651 0 0
25-Nov-09 87 16,182,175 5 794,584 3 481,191 18 3,185,609 0 0 3 248,950 0 0
26-Oct-09 89 16,566,812 6 891,192 2 368,406 16 2,809,489 0 0 4 459,336 0 0
25-Sep-09 91 16,755,453 3 497,326 5 846,537 15 2,645,357 1 236,002 2 150,185 0 0

26-Nov-10 70.09% 69.25% 3.74% 5.16% 1.87% 1.60% 14.02% 11.91% 1.87% 1.86% 8.41% 10.23% 0.00% 0.00%
25-Oct-10 71.96% 71.81% 2.80% 2.66% 1.87% 2.24% 12.15% 11.85% 1.87% 1.86% 9.35% 9.58% 0.00% 0.00%
27-Sep-10 69.16% 69.54% 5.61% 5.06% 2.80% 4.08% 14.02% 13.52% 1.87% 1.86% 6.54% 5.94% 0.00% 0.00%
25-Aug-10 72.90% 72.69% 3.74% 5.07% 0.93% 0.64% 13.08% 12.66% 1.87% 1.86% 7.48% 7.08% 0.00% 0.00%
26-Jul-10 73.15% 72.91% 2.78% 3.51% 0.93% 1.56% 12.96% 12.66% 1.85% 1.84% 8.33% 7.52% 0.00% 0.00%
25-Jun-10 68.47% 69.45% 4.50% 4.46% 2.70% 3.90% 15.32% 14.33% 1.80% 1.80% 6.31% 5.49% 0.90% 0.56%
25-May-10 68.47% 69.00% 2.70% 3.10% 2.70% 3.89% 18.02% 17.13% 1.80% 1.80% 5.41% 4.52% 0.90% 0.56%
26-Apr-10 70.54% 71.31% 3.57% 4.86% 0.89% 0.81% 17.86% 17.10% 0.89% 0.84% 5.36% 4.51% 0.89% 0.56%
25-Mar-10 71.93% 72.23% 3.51% 4.85% 2.63% 3.30% 15.79% 14.57% 0.00% 0.00% 6.14% 5.05% 0.00% 0.00%
25-Feb-10 71.93% 73.53% 3.51% 3.56% 3.51% 3.91% 14.91% 13.95% 0.00% 0.00% 6.14% 5.05% 0.00% 0.00%
25-Jan-10 72.81% 74.56% 3.51% 3.48% 1.75% 2.09% 15.79% 14.83% 0.00% 0.00% 6.14% 5.04% 0.00% 0.00%
28-Dec-09 73.04% 74.80% 3.48% 3.99% 2.61% 2.36% 16.52% 16.29% 0.00% 0.00% 4.35% 2.56% 0.00% 0.00%
25-Nov-09 75.00% 77.45% 4.31% 3.80% 2.59% 2.30% 15.52% 15.25% 0.00% 0.00% 2.59% 1.19% 0.00% 0.00%
26-Oct-09 76.07% 78.53% 5.13% 4.22% 1.71% 1.75% 13.68% 13.32% 0.00% 0.00% 3.42% 2.18% 0.00% 0.00%
25-Sep-09 77.78% 79.29% 2.56% 2.35% 4.27% 4.01% 12.82% 12.52% 0.85% 1.12% 1.71% 0.71% 0.00% 0.00%

Series 2004-FR2


26-Nov-10 13 246,281 0 0 2 61,088 2 50,757 3 113,153 0 0 0 0
25-Oct-10 11 217,054 3 70,009 1 21,488 2 50,815 3 113,153 0 0 0 0
27-Sep-10 12 262,188 1 18,973 1 21,541 8 103,579 3 113,153 0 0 0 0
25-Aug-10 12 263,233 0 0 2 40,620 8 103,747 3 113,240 0 0 0 0
26-Jul-10 12 264,133 1 19,078 1 21,647 9 105,206 3 113,328 0 0 0 0
25-Jun-10 13 284,261 0 0 2 47,727 11 167,782 3 113,415 0 0 0 0
25-May-10 13 285,358 1 26,123 1 6,334 11 183,365 3 113,501 0 0 0 0
26-Apr-10 13 272,662 0 0 2 23,082 11 204,870 3 113,587 0 0 0 0
25-Mar-10 12 269,549 3 27,264 1 6,551 10 198,627 3 113,673 0 0 0 0
25-Feb-10 13 271,817 3 32,728 0 0 11 214,526 3 113,759 0 0 0 0
25-Jan-10 11 220,603 4 58,734 2 64,767 11 183,801 3 113,844 0 0 0 0
28-Dec-09 13 251,511 3 55,459 1 38,360 11 183,856 3 113,929 0 0 0 0
25-Nov-09 15 286,062 1 22,049 2 63,872 10 158,429 4 141,191 0 0 0 0
26-Oct-09 16 324,836 2 47,523 1 38,532 10 158,429 3 103,754 0 0 0 0
25-Sep-09 13 264,157 4 89,788 1 38,618 11 178,236 3 103,838 0 0 0 0

26-Nov-10 65.00% 52.26% 0.00% 0.00% 10.00% 12.96% 10.00% 10.77% 15.00% 24.01% 0.00% 0.00% 0.00% 0.00%
25-Oct-10 55.00% 45.94% 15.00% 14.82% 5.00% 4.55% 10.00% 10.75% 15.00% 23.95% 0.00% 0.00% 0.00% 0.00%
27-Sep-10 48.00% 50.48% 4.00% 3.65% 4.00% 4.15% 32.00% 19.94% 12.00% 21.78% 0.00% 0.00% 0.00% 0.00%
25-Aug-10 48.00% 50.54% 0.00% 0.00% 8.00% 7.80% 32.00% 19.92% 12.00% 21.74% 0.00% 0.00% 0.00% 0.00%
26-Jul-10 46.15% 50.47% 3.85% 3.65% 3.85% 4.14% 34.62% 20.10% 11.54% 21.65% 0.00% 0.00% 0.00% 0.00%
25-Jun-10 44.83% 46.36% 0.00% 0.00% 6.90% 7.78% 37.93% 27.36% 10.34% 18.50% 0.00% 0.00% 0.00% 0.00%
25-May-10 44.83% 46.42% 3.45% 4.25% 3.45% 1.03% 37.93% 29.83% 10.34% 18.47% 0.00% 0.00% 0.00% 0.00%
26-Apr-10 44.83% 44.39% 0.00% 0.00% 6.90% 3.76% 37.93% 33.36% 10.34% 18.49% 0.00% 0.00% 0.00% 0.00%
25-Mar-10 41.38% 43.78% 10.34% 4.43% 3.45% 1.06% 34.48% 32.26% 10.34% 18.46% 0.00% 0.00% 0.00% 0.00%
25-Feb-10 43.33% 42.95% 10.00% 5.17% 0.00% 0.00% 36.67% 33.90% 10.00% 17.98% 0.00% 0.00% 0.00% 0.00%
25-Jan-10 35.48% 34.38% 12.90% 9.15% 6.45% 10.09% 35.48% 28.64% 9.68% 17.74% 0.00% 0.00% 0.00% 0.00%
28-Dec-09 41.94% 39.11% 9.68% 8.62% 3.23% 5.96% 35.48% 28.59% 9.68% 17.72% 0.00% 0.00% 0.00% 0.00%
25-Nov-09 46.88% 42.59% 3.13% 3.28% 6.25% 9.51% 31.25% 23.59% 12.50% 21.02% 0.00% 0.00% 0.00% 0.00%
26-Oct-09 50.00% 48.26% 6.25% 7.06% 3.13% 5.72% 31.25% 23.54% 9.38% 15.41% 0.00% 0.00% 0.00% 0.00%
25-Sep-09 40.63% 39.16% 12.50% 13.31% 3.13% 5.72% 34.38% 26.42% 9.38% 15.39% 0.00% 0.00% 0.00% 0.00%

Series 2004-FR2


26-Nov-10 14 2,027,224 0 0 0 0 12 2,572,807 2 338,693 11 2,128,743 3 638,519
25-Oct-10 13 1,948,788 1 81,142 2 498,408 12 2,352,950 1 115,767 10 2,078,199 3 639,355
27-Sep-10 10 1,534,873 3 580,942 4 484,184 13 2,551,416 1 115,912 9 1,966,079 2 481,010
25-Aug-10 10 1,720,953 4 434,896 2 294,891 16 2,999,486 1 116,057 7 1,664,774 2 481,635
26-Jul-10 11 1,803,646 4 519,444 1 131,300 15 2,698,606 1 116,200 8 1,970,545 3 579,952
25-Jun-10 14 2,162,500 1 164,182 2 337,846 17 3,244,815 2 225,675 4 1,113,488 4 783,332
25-May-10 13 2,088,077 0 0 3 419,871 20 3,981,286 2 225,965 4 793,576 2 536,965
26-Apr-10 13 2,090,521 0 0 2 213,423 21 4,192,245 2 226,254 5 1,128,548 1 202,763
25-Mar-10 13 2,046,493 1 81,628 4 612,177 18 3,716,182 1 116,766 6 1,239,207 2 491,358
25-Feb-10 8 1,053,790 4 571,725 1 123,027 21 4,235,368 2 341,986 7 1,384,506 2 491,600
25-Jan-10 9 1,186,766 3 440,283 1 123,143 21 4,239,722 3 678,149 6 1,049,714 4 807,265
28-Dec-09 11 1,420,162 1 208,591 1 123,258 21 4,244,047 2 342,690 7 1,386,536 5 990,096
25-Nov-09 11 1,548,596 0 0 3 475,124 21 4,089,284 2 343,038 8 1,769,504 3 498,261
26-Oct-09 11 1,550,199 2 205,706 3 524,801 19 3,920,026 2 343,360 9 1,870,563 3 562,816
25-Sep-09 11 1,570,563 1 82,473 4 653,339 19 3,918,247 2 343,679 9 1,871,127 4 624,775

26-Nov-10 33.33% 26.31% 0.00% 0.00% 0.00% 0.00% 28.57% 33.39% 4.76% 4.40% 26.19% 27.62% 7.14% 8.29%
25-Oct-10 30.95% 25.26% 2.38% 1.05% 4.76% 6.46% 28.57% 30.50% 2.38% 1.50% 23.81% 26.94% 7.14% 8.29%
27-Sep-10 23.81% 19.90% 7.14% 7.53% 9.52% 6.28% 30.95% 33.07% 2.38% 1.50% 21.43% 25.49% 4.76% 6.24%
25-Aug-10 23.81% 22.31% 9.52% 5.64% 4.76% 3.82% 38.10% 38.89% 2.38% 1.50% 16.67% 21.58% 4.76% 6.24%
26-Jul-10 25.58% 23.07% 9.30% 6.64% 2.33% 1.68% 34.88% 34.51% 2.33% 1.49% 18.60% 25.20% 6.98% 7.42%
25-Jun-10 31.82% 26.92% 2.27% 2.04% 4.55% 4.21% 38.64% 40.40% 4.55% 2.81% 9.09% 13.86% 9.09% 9.75%
25-May-10 29.55% 25.95% 0.00% 0.00% 6.82% 5.22% 45.45% 49.48% 4.55% 2.81% 9.09% 9.86% 4.55% 6.67%
26-Apr-10 29.55% 25.96% 0.00% 0.00% 4.55% 2.65% 47.73% 52.05% 4.55% 2.81% 11.36% 14.01% 2.27% 2.52%
25-Mar-10 28.89% 24.65% 2.22% 0.98% 8.89% 7.37% 40.00% 44.75% 2.22% 1.41% 13.33% 14.92% 4.44% 5.92%
25-Feb-10 17.78% 12.85% 8.89% 6.97% 2.22% 1.50% 46.67% 51.64% 4.44% 4.17% 15.56% 16.88% 4.44% 5.99%
25-Jan-10 19.15% 13.92% 6.38% 5.16% 2.13% 1.44% 44.68% 49.73% 6.38% 7.95% 12.77% 12.31% 8.51% 9.47%
28-Dec-09 22.92% 16.29% 2.08% 2.39% 2.08% 1.41% 43.75% 48.70% 4.17% 3.93% 14.58% 15.91% 10.42% 11.36%
25-Nov-09 22.92% 17.75% 0.00% 0.00% 6.25% 5.45% 43.75% 46.87% 4.17% 3.93% 16.67% 20.28% 6.25% 5.71%
26-Oct-09 22.45% 17.27% 4.08% 2.29% 6.12% 5.85% 38.78% 43.67% 4.08% 3.82% 18.37% 20.84% 6.12% 6.27%
25-Sep-09 22.00% 17.33% 2.00% 0.91% 8.00% 7.21% 38.00% 43.23% 4.00% 3.79% 18.00% 20.64% 8.00% 6.89%

Series 2004-FR2


26-Nov-10 5 948,567 2 472,726 0 0 0 0 0 0 0 0 0 0
25-Oct-10 6 1,128,431 1 294,495 0 0 0 0 0 0 0 0 0 0
27-Sep-10 7 1,424,552 0 0 0 0 0 0 0 0 0 0 0 0
25-Aug-10 7 1,426,168 0 0 0 0 0 0 0 0 0 0 0 0
26-Jul-10 6 1,132,108 1 295,667 0 0 0 0 0 0 0 0 0 0
25-Jun-10 6 1,250,745 1 178,627 0 0 0 0 0 0 0 0 0 0
25-May-10 7 1,431,164 0 0 0 0 0 0 0 0 0 0 0 0
26-Apr-10 7 1,432,680 0 0 0 0 0 0 0 0 0 0 0 0
25-Mar-10 6 1,255,560 0 0 0 0 1 163,932 0 0 0 0 0 0
25-Feb-10 6 1,257,057 0 0 0 0 1 164,114 0 0 0 0 0 0
25-Jan-10 6 1,258,545 0 0 0 0 1 164,114 0 0 0 0 0 0
28-Dec-09 6 1,260,023 0 0 0 0 1 164,114 0 0 0 0 0 0
25-Nov-09 6 1,261,492 0 0 0 0 1 164,294 0 0 0 0 0 0
26-Oct-09 6 1,262,790 0 0 0 0 1 164,473 0 0 0 0 0 0
25-Sep-09 7 1,399,975 0 0 0 0 1 164,651 0 0 0 0 0 0

26-Nov-10 71.43% 66.74% 28.57% 33.26% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Oct-10 85.71% 79.30% 14.29% 20.70% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
27-Sep-10 100.00% 100.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Aug-10 100.00% 100.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
26-Jul-10 85.71% 79.29% 14.29% 20.71% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Jun-10 85.71% 87.50% 14.29% 12.50% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-May-10 100.00% 100.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
26-Apr-10 100.00% 100.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Mar-10 85.71% 88.45% 0.00% 0.00% 0.00% 0.00% 14.29% 11.55% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Feb-10 85.71% 88.45% 0.00% 0.00% 0.00% 0.00% 14.29% 11.55% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Jan-10 85.71% 88.46% 0.00% 0.00% 0.00% 0.00% 14.29% 11.54% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
28-Dec-09 85.71% 88.48% 0.00% 0.00% 0.00% 0.00% 14.29% 11.52% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Nov-09 85.71% 88.48% 0.00% 0.00% 0.00% 0.00% 14.29% 11.52% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
26-Oct-09 85.71% 88.48% 0.00% 0.00% 0.00% 0.00% 14.29% 11.52% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Sep-09 87.50% 89.48% 0.00% 0.00% 0.00% 0.00% 12.50% 10.52% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%

Series 2004-FR2

Asset-Backed Facts ~ 15 Month Historical Loan Status Summary Part II (as of Cut-Off)
─────────── In Foreclosure and Delinquent ───────────── ─────────────── In REO and Delinquent ────────────── ───────────── In Bankruptcy and Delinquent ─────────────
Current 31-60 Days 61-90 Days 90 + Days Current 31-60 Days 61-90 Days 90 + Days Current 31-60 Days 61-90 Days 90 + Days
Distribution Date # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance
Total (All Loans)

26-Nov-10 0 0 0 0 0 0 23 4,850,394 0 0 0 0 0 0 4 934,639 2 195,532 1 351,823 0 0 9 1,037,818
25-Oct-10 0 0 0 0 0 0 23 4,958,118 0 0 0 0 0 0 4 896,424 3 548,369 0 0 0 0 7 465,091
27-Sep-10 0 0 0 0 0 0 19 4,141,676 0 0 0 0 0 0 3 738,435 2 196,501 1 352,876 1 169,970 6 295,550
25-Aug-10 0 0 0 0 0 0 19 4,200,775 0 0 0 0 0 0 2 481,635 2 196,981 1 353,398 1 170,251 7 675,684
26-Jul-10 0 0 0 0 0 0 22 4,740,652 0 0 0 0 0 0 3 579,952 2 197,458 1 170,531 3 482,066 5 548,413
25-Jun-10 0 0 0 0 0 0 17 3,626,489 0 0 0 0 0 0 5 897,042 2 197,932 3 482,755 0 0 7 829,254
25-May-10 0 0 0 0 0 0 15 3,004,869 0 0 0 0 0 0 3 650,854 3 210,412 2 471,433 0 0 7 830,376
26-Apr-10 0 0 0 0 0 0 16 3,345,899 0 0 0 0 0 0 2 316,832 1 12,037 1 355,458 2 153,722 7 799,999
25-Mar-10 0 0 0 0 0 0 18 3,573,547 0 0 0 0 0 0 2 491,358 1 12,067 1 355,966 2 153,948 5 519,704
25-Feb-10 0 0 0 0 0 0 18 3,344,371 0 0 0 0 0 0 3 556,526 1 12,096 3 399,524 1 116,905 5 739,691
25-Jan-10 0 0 0 0 0 0 15 2,702,089 0 0 0 0 0 0 5 872,256 3 186,795 2 154,396 0 0 8 1,609,301
28-Dec-09 0 0 0 0 0 0 17 3,122,437 0 0 0 0 0 0 5 990,096 3 187,235 1 37,438 2 474,653 4 356,567
25-Nov-09 0 0 0 0 0 0 15 3,047,445 0 0 0 0 0 0 4 838,296 4 225,193 1 357,969 1 117,317 5 383,956
26-Oct-09 0 0 0 0 0 0 17 3,359,764 0 0 0 0 0 0 4 903,309 3 188,105 1 358,462 1 117,429 5 384,251
25-Sep-09 0 0 0 0 0 0 15 2,966,522 0 0 0 0 0 0 5 965,724 5 783,492 0 0 1 117,540 5 384,544
Total (All Loans)

26-Nov-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 8.85% 10.31% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.54% 1.99% 0.77% 0.42% 0.38% 0.75% 0.00% 0.00% 3.46% 2.21%
25-Oct-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 8.75% 10.49% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.52% 1.90% 1.14% 1.16% 0.00% 0.00% 0.00% 0.00% 2.66% 0.98%
27-Sep-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 7.09% 8.74% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.12% 1.56% 0.75% 0.41% 0.37% 0.74% 0.37% 0.36% 2.24% 0.62%
25-Aug-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 7.09% 8.86% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.75% 1.02% 0.75% 0.42% 0.37% 0.75% 0.37% 0.36% 2.61% 1.42%
26-Jul-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 8.12% 9.94% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.11% 1.22% 0.74% 0.41% 0.37% 0.36% 1.11% 1.01% 1.85% 1.15%
25-Jun-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 5.99% 7.42% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.76% 1.84% 0.70% 0.41% 1.06% 0.99% 0.00% 0.00% 2.46% 1.70%
25-May-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 5.26% 6.13% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.05% 1.33% 1.05% 0.43% 0.70% 0.96% 0.00% 0.00% 2.46% 1.69%
26-Apr-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 5.57% 6.76% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.70% 0.64% 0.35% 0.02% 0.35% 0.72% 0.70% 0.31% 2.44% 1.62%
25-Mar-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 6.21% 7.16% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.69% 0.98% 0.34% 0.02% 0.34% 0.71% 0.69% 0.31% 1.72% 1.04%
25-Feb-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 6.16% 6.70% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.03% 1.11% 0.34% 0.02% 1.03% 0.80% 0.34% 0.23% 1.71% 1.48%
25-Jan-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 5.07% 5.33% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.69% 1.72% 1.01% 0.37% 0.68% 0.30% 0.00% 0.00% 2.70% 3.18%
28-Dec-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 5.69% 6.06% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.67% 1.92% 1.00% 0.36% 0.33% 0.07% 0.67% 0.92% 1.34% 0.69%
25-Nov-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 4.95% 5.81% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.32% 1.60% 1.32% 0.43% 0.33% 0.68% 0.33% 0.22% 1.65% 0.73%
26-Oct-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 5.57% 6.35% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.31% 1.71% 0.98% 0.36% 0.33% 0.68% 0.33% 0.22% 1.64% 0.73%
25-Sep-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 4.89% 5.57% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.63% 1.81% 1.63% 1.47% 0.00% 0.00% 0.33% 0.22% 1.63% 0.72%

Series 2004-FR2


26-Nov-10 0 0 0 0 0 0 3 739,260 0 0 0 0 0 0 1 296,121 1 4,926 1 351,823 0 0 3 416,570
25-Oct-10 0 0 0 0 0 0 3 1,019,642 0 0 0 0 0 0 1 257,069 2 357,377 0 0 0 0 2 66,485
27-Sep-10 0 0 0 0 0 0 3 1,021,165 0 0 0 0 0 0 1 257,425 1 5,124 1 352,876 0 0 2 66,485
25-Aug-10 0 0 0 0 0 0 4 1,157,759 0 0 0 0 0 0 0 0 1 5,222 1 353,398 0 0 3 446,387
26-Jul-10 0 0 0 0 0 0 5 1,291,654 0 0 0 0 0 0 0 0 1 5,318 0 0 2 365,866 2 435,085
25-Jun-10 0 0 0 0 0 0 6 1,404,979 0 0 0 0 0 0 0 0 1 5,414 2 366,412 0 0 2 435,698
25-May-10 0 0 0 0 0 0 5 1,298,975 0 0 0 0 0 0 0 0 2 17,516 1 354,948 0 0 2 436,308
26-Apr-10 0 0 0 0 0 0 5 1,300,533 0 0 0 0 0 0 0 0 1 12,037 1 355,458 0 0 3 442,517
25-Mar-10 0 0 0 0 0 0 5 1,302,083 0 0 0 0 0 0 0 0 1 12,067 1 355,966 0 0 3 443,213
25-Feb-10 0 0 0 0 0 0 4 926,244 0 0 0 0 0 0 1 64,925 1 12,096 2 362,257 0 0 2 438,120
25-Jan-10 0 0 0 0 0 0 2 617,398 0 0 0 0 0 0 1 64,991 3 186,795 0 0 0 0 4 971,704
28-Dec-09 0 0 0 0 0 0 5 1,204,251 0 0 0 0 0 0 0 0 3 187,235 0 0 1 357,472 1 54,567
25-Nov-09 0 0 0 0 0 0 4 1,028,991 0 0 0 0 0 0 1 340,034 3 187,671 1 357,969 0 0 1 54,567
26-Oct-09 0 0 0 0 0 0 4 1,029,865 0 0 0 0 0 0 1 340,493 3 188,105 1 358,462 0 0 1 54,567
25-Sep-09 0 0 0 0 0 0 4 945,210 0 0 0 0 0 0 1 340,949 4 547,490 0 0 0 0 1 54,567

26-Nov-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 3.57% 4.09% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.19% 1.64% 1.19% 0.03% 1.19% 1.95% 0.00% 0.00% 3.57% 2.30%
25-Oct-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 3.45% 5.59% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.15% 1.41% 2.30% 1.96% 0.00% 0.00% 0.00% 0.00% 2.30% 0.36%
27-Sep-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 3.45% 5.59% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.15% 1.41% 1.15% 0.03% 1.15% 1.93% 0.00% 0.00% 2.30% 0.36%
25-Aug-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 4.60% 6.33% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.15% 0.03% 1.15% 1.93% 0.00% 0.00% 3.45% 2.44%
26-Jul-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 5.75% 7.08% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.15% 0.03% 0.00% 0.00% 2.30% 2.01% 2.30% 2.39%
25-Jun-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 6.45% 7.55% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.08% 0.03% 2.15% 1.97% 0.00% 0.00% 2.15% 2.34%
25-May-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 5.32% 6.93% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 2.13% 0.09% 1.06% 1.89% 0.00% 0.00% 2.13% 2.33%
26-Apr-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 5.26% 6.81% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.05% 0.06% 1.05% 1.86% 0.00% 0.00% 3.16% 2.32%
25-Mar-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 5.26% 6.81% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.05% 0.06% 1.05% 1.86% 0.00% 0.00% 3.16% 2.32%
25-Feb-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 4.17% 4.83% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.04% 0.34% 1.04% 0.06% 2.08% 1.89% 0.00% 0.00% 2.08% 2.28%
25-Jan-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 2.06% 3.15% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.03% 0.33% 3.09% 0.95% 0.00% 0.00% 0.00% 0.00% 4.12% 4.97%
28-Dec-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 5.10% 6.03% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 3.06% 0.94% 0.00% 0.00% 1.02% 1.79% 1.02% 0.27%
25-Nov-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 4.00% 4.96% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.00% 1.64% 3.00% 0.91% 1.00% 1.73% 0.00% 0.00% 1.00% 0.26%
26-Oct-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 4.00% 4.96% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.00% 1.64% 3.00% 0.91% 1.00% 1.73% 0.00% 0.00% 1.00% 0.26%
25-Sep-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 4.00% 4.55% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.00% 1.64% 4.00% 2.63% 0.00% 0.00% 0.00% 0.00% 1.00% 0.26%

Series 2004-FR2


26-Nov-10 0 0 0 0 0 0 2 482,549 0 0 0 0 0 0 0 0 0 0 1 351,823 0 0 1 350,105
25-Oct-10 0 0 0 0 0 0 2 723,123 0 0 0 0 0 0 0 0 1 352,351 0 0 0 0 0 0
27-Sep-10 0 0 0 0 0 0 2 724,250 0 0 0 0 0 0 0 0 0 0 1 352,876 0 0 0 0
25-Aug-10 0 0 0 0 0 0 3 899,979 0 0 0 0 0 0 0 0 0 0 1 353,398 0 0 1 379,902
26-Jul-10 0 0 0 0 0 0 4 1,033,522 0 0 0 0 0 0 0 0 0 0 0 0 1 353,918 1 380,518
25-Jun-10 0 0 0 0 0 0 5 1,146,498 0 0 0 0 0 0 0 0 0 0 1 354,434 0 0 1 381,131
25-May-10 0 0 0 0 0 0 4 1,036,663 0 0 0 0 0 0 0 0 0 0 1 354,948 0 0 1 381,741
26-Apr-10 0 0 0 0 0 0 4 1,038,221 0 0 0 0 0 0 0 0 0 0 1 355,458 0 0 1 382,348
25-Mar-10 0 0 0 0 0 0 4 1,039,771 0 0 0 0 0 0 0 0 0 0 1 355,966 0 0 1 382,952
25-Feb-10 0 0 0 0 0 0 3 663,932 0 0 0 0 0 0 0 0 0 0 1 356,471 0 0 1 383,553
25-Jan-10 0 0 0 0 0 0 1 355,086 0 0 0 0 0 0 0 0 1 168,795 0 0 0 0 3 917,137
28-Dec-09 0 0 0 0 0 0 2 531,778 0 0 0 0 0 0 0 0 1 169,116 0 0 1 357,472 0 0
25-Nov-09 0 0 0 0 0 0 1 356,049 0 0 0 0 0 0 1 340,034 1 169,436 1 357,969 0 0 0 0
26-Oct-09 0 0 0 0 0 0 1 356,526 0 0 0 0 0 0 1 340,493 1 169,754 1 358,462 0 0 0 0
25-Sep-09 0 0 0 0 0 0 2 533,790 0 0 0 0 0 0 1 340,949 2 529,024 0 0 0 0 0 0

26-Nov-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 3.17% 3.14% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.59% 2.29% 0.00% 0.00% 1.59% 2.28%
25-Oct-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 3.13% 4.67% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.56% 2.27% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
27-Sep-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 3.13% 4.67% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.56% 2.27% 0.00% 0.00% 0.00% 0.00%
25-Aug-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 4.69% 5.79% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.56% 2.27% 0.00% 0.00% 1.56% 2.45%
26-Jul-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 6.25% 6.68% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.56% 2.29% 1.56% 2.46%
25-Jun-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 7.69% 7.29% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.54% 2.25% 0.00% 0.00% 1.54% 2.42%
25-May-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 6.06% 6.54% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.52% 2.24% 0.00% 0.00% 1.52% 2.41%
26-Apr-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 5.97% 6.40% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.49% 2.19% 0.00% 0.00% 1.49% 2.36%
25-Mar-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 5.97% 6.40% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.49% 2.19% 0.00% 0.00% 1.49% 2.36%
25-Feb-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 4.48% 4.09% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.49% 2.19% 0.00% 0.00% 1.49% 2.36%
25-Jan-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.49% 2.18% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.49% 1.04% 0.00% 0.00% 0.00% 0.00% 4.48% 5.64%
28-Dec-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 2.94% 3.19% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.47% 1.01% 0.00% 0.00% 1.47% 2.14% 0.00% 0.00%
25-Nov-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.43% 2.04% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.43% 1.95% 1.43% 0.97% 1.43% 2.05% 0.00% 0.00% 0.00% 0.00%
26-Oct-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.43% 2.04% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.43% 1.95% 1.43% 0.97% 1.43% 2.05% 0.00% 0.00% 0.00% 0.00%
25-Sep-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 2.86% 3.05% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.43% 1.95% 2.86% 3.03% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%

Series 2004-FR2


26-Nov-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 4,926 0 0 0 0 2 66,465
25-Oct-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 5,026 0 0 0 0 2 66,485
27-Sep-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 5,124 0 0 0 0 2 66,485
25-Aug-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 5,222 0 0 0 0 2 66,485
26-Jul-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 5,318 0 0 1 11,948 1 54,567
25-Jun-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 5,414 1 11,978 0 0 1 54,567
25-May-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 17,516 0 0 0 0 1 54,567
26-Apr-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 12,037 0 0 0 0 2 60,169
25-Mar-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 12,067 0 0 0 0 2 60,261
25-Feb-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 12,096 1 5,786 0 0 1 54,567
25-Jan-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 18,001 0 0 0 0 1 54,567
28-Dec-09 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 18,119 0 0 0 0 1 54,567
25-Nov-09 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 18,236 0 0 0 0 1 54,567
26-Oct-09 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 18,351 0 0 0 0 1 54,567
25-Sep-09 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 18,466 0 0 0 0 1 54,567

26-Nov-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 10.00% 2.39% 0.00% 0.00% 0.00% 0.00% 20.00% 32.31%
25-Oct-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 8.33% 2.20% 0.00% 0.00% 0.00% 0.00% 16.67% 29.17%
27-Sep-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 8.33% 2.20% 0.00% 0.00% 0.00% 0.00% 16.67% 28.49%
25-Aug-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 8.33% 2.22% 0.00% 0.00% 0.00% 0.00% 16.67% 28.24%
26-Jul-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 8.33% 2.24% 0.00% 0.00% 8.33% 5.03% 8.33% 22.96%
25-Jun-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 5.88% 1.59% 5.88% 3.52% 0.00% 0.00% 5.88% 16.01%
25-May-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 11.76% 5.09% 0.00% 0.00% 0.00% 0.00% 5.88% 15.87%
26-Apr-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 5.88% 3.47% 0.00% 0.00% 0.00% 0.00% 11.76% 17.36%
25-Mar-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 5.88% 3.46% 0.00% 0.00% 0.00% 0.00% 11.76% 17.30%
25-Feb-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 5.88% 3.45% 5.88% 1.65% 0.00% 0.00% 5.88% 15.55%
25-Jan-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 11.76% 5.08% 0.00% 0.00% 0.00% 0.00% 5.88% 15.39%
28-Dec-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 11.76% 5.07% 0.00% 0.00% 0.00% 0.00% 5.88% 15.28%
25-Nov-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 11.76% 5.07% 0.00% 0.00% 0.00% 0.00% 5.88% 15.17%
26-Oct-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 11.76% 5.05% 0.00% 0.00% 0.00% 0.00% 5.88% 15.03%
25-Sep-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 11.76% 5.06% 0.00% 0.00% 0.00% 0.00% 5.88% 14.95%

Series 2004-FR2


26-Nov-10 0 0 0 0 0 0 1 256,711 0 0 0 0 0 0 1 296,121 0 0 0 0 0 0 0 0
25-Oct-10 0 0 0 0 0 0 1 296,519 0 0 0 0 0 0 1 257,069 0 0 0 0 0 0 0 0
27-Sep-10 0 0 0 0 0 0 1 296,914 0 0 0 0 0 0 1 257,425 0 0 0 0 0 0 0 0
25-Aug-10 0 0 0 0 0 0 1 257,779 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
26-Jul-10 0 0 0 0 0 0 1 258,131 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
25-Jun-10 0 0 0 0 0 0 1 258,481 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
25-May-10 0 0 0 0 0 0 1 262,312 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
26-Apr-10 0 0 0 0 0 0 1 262,312 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
25-Mar-10 0 0 0 0 0 0 1 262,312 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
25-Feb-10 0 0 0 0 0 0 1 262,312 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
25-Jan-10 0 0 0 0 0 0 1 262,312 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
28-Dec-09 0 0 0 0 0 0 1 262,312 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
25-Nov-09 0 0 0 0 0 0 1 262,312 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
26-Oct-09 0 0 0 0 0 0 1 262,312 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
25-Sep-09 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

26-Nov-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 11.11% 12.50% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 11.11% 14.42% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Oct-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 11.11% 14.42% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 11.11% 12.50% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
27-Sep-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 11.11% 14.43% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 11.11% 12.51% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Aug-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 11.11% 12.51% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
26-Jul-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 11.11% 12.52% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Jun-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 11.11% 12.52% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-May-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 11.11% 12.65% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
26-Apr-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 11.11% 12.70% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Mar-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 11.11% 12.69% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Feb-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 11.11% 12.68% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Jan-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 11.11% 12.68% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
28-Dec-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 11.11% 12.67% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Nov-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 11.11% 12.66% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
26-Oct-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 11.11% 12.65% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Sep-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%

Series 2004-FR2


26-Nov-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
25-Oct-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
27-Sep-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
25-Aug-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
26-Jul-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
25-Jun-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
25-May-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
26-Apr-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
25-Mar-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
25-Feb-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 64,925 0 0 0 0 0 0 0 0
25-Jan-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 64,991 0 0 0 0 0 0 0 0
28-Dec-09 0 0 0 0 0 0 2 410,161 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
25-Nov-09 0 0 0 0 0 0 2 410,630 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
26-Oct-09 0 0 0 0 0 0 2 411,027 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
25-Sep-09 0 0 0 0 0 0 2 411,421 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

26-Nov-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Oct-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
27-Sep-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Aug-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
26-Jul-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Jun-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-May-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
26-Apr-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Mar-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Feb-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 33.33% 12.34% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Jan-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 25.00% 7.46% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
28-Dec-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 50.00% 47.05% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Nov-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 50.00% 47.07% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
26-Oct-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 50.00% 47.08% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Sep-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 50.00% 47.10% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%

Series 2004-FR2


26-Nov-10 0 0 0 0 0 0 20 4,111,134 0 0 0 0 0 0 3 638,519 1 190,606 0 0 0 0 6 621,248
25-Oct-10 0 0 0 0 0 0 20 3,938,476 0 0 0 0 0 0 3 639,355 1 190,992 0 0 0 0 5 398,606
27-Sep-10 0 0 0 0 0 0 16 3,120,511 0 0 0 0 0 0 2 481,010 1 191,377 0 0 1 169,970 4 229,065
25-Aug-10 0 0 0 0 0 0 15 3,043,017 0 0 0 0 0 0 2 481,635 1 191,759 0 0 1 170,251 4 229,297
26-Jul-10 0 0 0 0 0 0 17 3,448,999 0 0 0 0 0 0 3 579,952 1 192,140 1 170,531 1 116,200 3 113,328
25-Jun-10 0 0 0 0 0 0 11 2,221,510 0 0 0 0 0 0 5 897,042 1 192,519 1 116,343 0 0 5 393,556
25-May-10 0 0 0 0 0 0 10 1,705,894 0 0 0 0 0 0 3 650,854 1 192,896 1 116,485 0 0 5 394,068
26-Apr-10 0 0 0 0 0 0 11 2,045,366 0 0 0 0 0 0 2 316,832 0 0 0 0 2 153,722 4 357,482
25-Mar-10 0 0 0 0 0 0 13 2,271,465 0 0 0 0 0 0 2 491,358 0 0 0 0 2 153,948 2 76,491
25-Feb-10 0 0 0 0 0 0 14 2,418,128 0 0 0 0 0 0 2 491,600 0 0 1 37,268 1 116,905 3 301,572
25-Jan-10 0 0 0 0 0 0 13 2,084,691 0 0 0 0 0 0 4 807,265 0 0 2 154,396 0 0 4 637,597
28-Dec-09 0 0 0 0 0 0 12 1,918,186 0 0 0 0 0 0 5 990,096 0 0 1 37,438 1 117,181 3 302,000
25-Nov-09 0 0 0 0 0 0 11 2,018,454 0 0 0 0 0 0 3 498,261 1 37,522 0 0 1 117,317 4 329,389
26-Oct-09 0 0 0 0 0 0 13 2,329,899 0 0 0 0 0 0 3 562,816 0 0 0 0 1 117,429 4 329,684
25-Sep-09 0 0 0 0 0 0 11 2,021,312 0 0 0 0 0 0 4 624,775 1 236,002 0 0 1 117,540 4 329,977

26-Nov-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 11.36% 14.19% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.70% 2.20% 0.57% 0.66% 0.00% 0.00% 0.00% 0.00% 3.41% 2.14%
25-Oct-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 11.36% 13.57% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.70% 2.20% 0.57% 0.66% 0.00% 0.00% 0.00% 0.00% 2.84% 1.37%
27-Sep-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 8.84% 10.72% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.10% 1.65% 0.55% 0.66% 0.00% 0.00% 0.55% 0.58% 2.21% 0.79%
25-Aug-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 8.29% 10.45% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.10% 1.65% 0.55% 0.66% 0.00% 0.00% 0.55% 0.58% 2.21% 0.79%
26-Jul-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 9.24% 11.72% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.63% 1.97% 0.54% 0.65% 0.54% 0.58% 0.54% 0.39% 1.63% 0.38%
25-Jun-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 5.76% 7.34% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 2.62% 2.97% 0.52% 0.64% 0.52% 0.38% 0.00% 0.00% 2.62% 1.30%
25-May-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 5.24% 5.63% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.57% 2.15% 0.52% 0.64% 0.52% 0.38% 0.00% 0.00% 2.62% 1.30%
26-Apr-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 5.73% 6.72% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.04% 1.04% 0.00% 0.00% 0.00% 0.00% 1.04% 0.51% 2.08% 1.18%
25-Mar-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 6.67% 7.38% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.03% 1.60% 0.00% 0.00% 0.00% 0.00% 1.03% 0.50% 1.03% 0.25%
25-Feb-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 7.14% 7.87% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.02% 1.60% 0.00% 0.00% 0.51% 0.12% 0.51% 0.38% 1.53% 0.98%
25-Jan-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 6.53% 6.70% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 2.01% 2.59% 0.00% 0.00% 1.01% 0.50% 0.00% 0.00% 2.01% 2.05%
28-Dec-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 5.97% 6.08% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 2.49% 3.14% 0.00% 0.00% 0.50% 0.12% 0.50% 0.37% 1.49% 0.96%
25-Nov-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 5.42% 6.36% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.48% 1.57% 0.49% 0.12% 0.00% 0.00% 0.49% 0.37% 1.97% 1.04%
26-Oct-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 6.34% 7.24% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.46% 1.75% 0.00% 0.00% 0.00% 0.00% 0.49% 0.36% 1.95% 1.02%
25-Sep-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 5.31% 6.23% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.93% 1.93% 0.48% 0.73% 0.00% 0.00% 0.48% 0.36% 1.93% 1.02%

Series 2004-FR2


26-Nov-10 0 0 0 0 0 0 9 1,982,391 0 0 0 0 0 0 0 0 1 190,606 0 0 0 0 1 169,403
25-Oct-10 0 0 0 0 0 0 10 1,860,277 0 0 0 0 0 0 0 0 1 190,992 0 0 0 0 1 169,687
27-Sep-10 0 0 0 0 0 0 7 1,154,432 0 0 0 0 0 0 0 0 1 191,377 0 0 1 169,970 0 0
25-Aug-10 0 0 0 0 0 0 8 1,378,242 0 0 0 0 0 0 0 0 1 191,759 0 0 1 170,251 0 0
26-Jul-10 0 0 0 0 0 0 9 1,478,453 0 0 0 0 0 0 0 0 1 192,140 1 170,531 0 0 0 0
25-Jun-10 0 0 0 0 0 0 7 1,108,022 0 0 0 0 0 0 1 113,710 1 192,519 0 0 0 0 1 170,810
25-May-10 0 0 0 0 0 0 6 912,319 0 0 0 0 0 0 1 113,890 1 192,896 0 0 0 0 1 171,087
26-Apr-10 0 0 0 0 0 0 6 916,818 0 0 0 0 0 0 1 114,069 0 0 0 0 0 0 1 171,363
25-Mar-10 0 0 0 0 0 0 7 1,032,258 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
25-Feb-10 0 0 0 0 0 0 7 1,033,622 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
25-Jan-10 0 0 0 0 0 0 7 1,034,977 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
28-Dec-09 0 0 0 0 0 0 5 531,651 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
25-Nov-09 0 0 0 0 0 0 3 248,950 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
26-Oct-09 0 0 0 0 0 0 4 459,336 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
25-Sep-09 0 0 0 0 0 0 2 150,185 0 0 0 0 0 0 0 0 1 236,002 0 0 0 0 0 0

26-Nov-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 8.41% 10.23% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.93% 0.98% 0.00% 0.00% 0.00% 0.00% 0.93% 0.87%
25-Oct-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 9.35% 9.58% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.93% 0.98% 0.00% 0.00% 0.00% 0.00% 0.93% 0.87%
27-Sep-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 6.54% 5.94% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.93% 0.98% 0.00% 0.00% 0.93% 0.87% 0.00% 0.00%
25-Aug-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 7.48% 7.08% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.93% 0.98% 0.00% 0.00% 0.93% 0.87% 0.00% 0.00%
26-Jul-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 8.33% 7.52% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.93% 0.98% 0.93% 0.87% 0.00% 0.00% 0.00% 0.00%
25-Jun-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 6.31% 5.49% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.90% 0.56% 0.90% 0.95% 0.00% 0.00% 0.00% 0.00% 0.90% 0.85%
25-May-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 5.41% 4.52% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.90% 0.56% 0.90% 0.96% 0.00% 0.00% 0.00% 0.00% 0.90% 0.85%
26-Apr-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 5.36% 4.51% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.89% 0.56% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.89% 0.84%
25-Mar-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 6.14% 5.05% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Feb-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 6.14% 5.05% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Jan-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 6.14% 5.04% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
28-Dec-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 4.35% 2.56% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Nov-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 2.59% 1.19% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
26-Oct-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 3.42% 2.18% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Sep-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.71% 0.71% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.85% 1.12% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%

Series 2004-FR2


26-Nov-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 3 113,153
25-Oct-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 3 113,153
27-Sep-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 3 113,153
25-Aug-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 3 113,240
26-Jul-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 3 113,328
25-Jun-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 3 113,415
25-May-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 3 113,501
26-Apr-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 37,096 2 76,491
25-Mar-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 37,182 2 76,491
25-Feb-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 37,268 0 0 2 76,491
25-Jan-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 37,353 0 0 2 76,491
28-Dec-09 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 37,438 0 0 2 76,491
25-Nov-09 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 37,522 0 0 0 0 3 103,669
26-Oct-09 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 3 103,754
25-Sep-09 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 3 103,838

26-Nov-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 15.00% 24.01%
25-Oct-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 15.00% 23.95%
27-Sep-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 12.00% 21.78%
25-Aug-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 12.00% 21.74%
26-Jul-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 11.54% 21.65%
25-Jun-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 10.34% 18.50%
25-May-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 10.34% 18.47%
26-Apr-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 3.45% 6.04% 6.90% 12.45%
25-Mar-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 3.45% 6.04% 6.90% 12.42%
25-Feb-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 3.33% 5.89% 0.00% 0.00% 6.67% 12.09%
25-Jan-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 3.23% 5.82% 0.00% 0.00% 6.45% 11.92%
28-Dec-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 3.23% 5.82% 0.00% 0.00% 6.45% 11.89%
25-Nov-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 3.13% 5.59% 0.00% 0.00% 0.00% 0.00% 9.38% 15.44%
26-Oct-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 9.38% 15.41%
25-Sep-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 9.38% 15.39%

Series 2004-FR2


26-Nov-10 0 0 0 0 0 0 11 2,128,743 0 0 0 0 0 0 3 638,519 0 0 0 0 0 0 2 338,693
25-Oct-10 0 0 0 0 0 0 10 2,078,199 0 0 0 0 0 0 3 639,355 0 0 0 0 0 0 1 115,767
27-Sep-10 0 0 0 0 0 0 9 1,966,079 0 0 0 0 0 0 2 481,010 0 0 0 0 0 0 1 115,912
25-Aug-10 0 0 0 0 0 0 7 1,664,774 0 0 0 0 0 0 2 481,635 0 0 0 0 0 0 1 116,057
26-Jul-10 0 0 0 0 0 0 8 1,970,545 0 0 0 0 0 0 3 579,952 0 0 0 0 1 116,200 0 0
25-Jun-10 0 0 0 0 0 0 4 1,113,488 0 0 0 0 0 0 4 783,332 0 0 1 116,343 0 0 1 109,332
25-May-10 0 0 0 0 0 0 4 793,576 0 0 0 0 0 0 2 536,965 0 0 1 116,485 0 0 1 109,480
26-Apr-10 0 0 0 0 0 0 5 1,128,548 0 0 0 0 0 0 1 202,763 0 0 0 0 1 116,626 1 109,628
25-Mar-10 0 0 0 0 0 0 6 1,239,207 0 0 0 0 0 0 2 491,358 0 0 0 0 1 116,766 0 0
25-Feb-10 0 0 0 0 0 0 7 1,384,506 0 0 0 0 0 0 2 491,600 0 0 0 0 1 116,905 1 225,081
25-Jan-10 0 0 0 0 0 0 6 1,049,714 0 0 0 0 0 0 4 807,265 0 0 1 117,044 0 0 2 561,106
28-Dec-09 0 0 0 0 0 0 7 1,386,536 0 0 0 0 0 0 5 990,096 0 0 0 0 1 117,181 1 225,509
25-Nov-09 0 0 0 0 0 0 8 1,769,504 0 0 0 0 0 0 3 498,261 0 0 0 0 1 117,317 1 225,720
26-Oct-09 0 0 0 0 0 0 9 1,870,563 0 0 0 0 0 0 3 562,816 0 0 0 0 1 117,429 1 225,931
25-Sep-09 0 0 0 0 0 0 9 1,871,127 0 0 0 0 0 0 4 624,775 0 0 0 0 1 117,540 1 226,139

26-Nov-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 26.19% 27.62% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 7.14% 8.29% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 4.76% 4.40%
25-Oct-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 23.81% 26.94% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 7.14% 8.29% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 2.38% 1.50%
27-Sep-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 21.43% 25.49% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 4.76% 6.24% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 2.38% 1.50%
25-Aug-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 16.67% 21.58% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 4.76% 6.24% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 2.38% 1.50%
26-Jul-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 18.60% 25.20% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 6.98% 7.42% 0.00% 0.00% 0.00% 0.00% 2.33% 1.49% 0.00% 0.00%
25-Jun-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 9.09% 13.86% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 9.09% 9.75% 0.00% 0.00% 2.27% 1.45% 0.00% 0.00% 2.27% 1.36%
25-May-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 9.09% 9.86% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 4.55% 6.67% 0.00% 0.00% 2.27% 1.45% 0.00% 0.00% 2.27% 1.36%
26-Apr-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 11.36% 14.01% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 2.27% 2.52% 0.00% 0.00% 0.00% 0.00% 2.27% 1.45% 2.27% 1.36%
25-Mar-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 13.33% 14.92% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 4.44% 5.92% 0.00% 0.00% 0.00% 0.00% 2.22% 1.41% 0.00% 0.00%
25-Feb-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 15.56% 16.88% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 4.44% 5.99% 0.00% 0.00% 0.00% 0.00% 2.22% 1.43% 2.22% 2.74%
25-Jan-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 12.77% 12.31% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 8.51% 9.47% 0.00% 0.00% 2.13% 1.37% 0.00% 0.00% 4.26% 6.58%
28-Dec-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 14.58% 15.91% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 10.42% 11.36% 0.00% 0.00% 0.00% 0.00% 2.08% 1.34% 2.08% 2.59%
25-Nov-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 16.67% 20.28% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 6.25% 5.71% 0.00% 0.00% 0.00% 0.00% 2.08% 1.34% 2.08% 2.59%
26-Oct-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 18.37% 20.84% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 6.12% 6.27% 0.00% 0.00% 0.00% 0.00% 2.04% 1.31% 2.04% 2.52%
25-Sep-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 18.00% 20.64% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 8.00% 6.89% 0.00% 0.00% 0.00% 0.00% 2.00% 1.30% 2.00% 2.49%

Series 2004-FR2


26-Nov-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
25-Oct-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
27-Sep-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
25-Aug-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
26-Jul-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
25-Jun-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
25-May-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
26-Apr-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
25-Mar-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
25-Feb-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
25-Jan-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
28-Dec-09 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
25-Nov-09 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
26-Oct-09 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
25-Sep-09 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

26-Nov-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Oct-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
27-Sep-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Aug-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
26-Jul-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Jun-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-May-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
26-Apr-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Mar-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Feb-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Jan-10 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
28-Dec-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Nov-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
26-Oct-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
25-Sep-09 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%

Series 2004-FR2

Asset-Backed Facts ~ 15 Month Historical Payoff/Loss Summary
Ending Pool Payoffs Insurance Substitution Liquidation Realized Losses Remaining Term Curr Weighted Avg.
Distribution
Date # Balance # Balance Proceeds Proceeds Proceeds # Amount Life Coupon Remit
Total (All Loans)

26-Nov-10 260 47,063,647 2 115,355 0.00 0.00 0.00 3 18,898 278 6.60% 6.10%
25-Oct-10 263 47,266,413 0 0 0.00 0.00 0.00 7 66,400 279 6.61% 6.10%
27-Sep-10 268 47,371,719 0 0 0.00 0.00 0.00 1 36,000 280 6.62% 6.12%
25-Aug-10 268 47,424,158 1 160,325 0.00 0.00 0.00 2 146,158 281 6.63% 6.13%
26-Jul-10 271 47,678,937 2 473,701 0.00 0.00 231,067.02 11 472,345 281 6.66% 6.15%
25-Jun-10 284 48,851,893 1 100,436 0.00 0.00 0.00 0 0 282 6.66% 6.15%
25-May-10 285 49,018,506 2 427,883 0.00 0.00 0.00 0 0 283 6.69% 6.19%
26-Apr-10 287 49,507,834 2 81,673 0.00 0.00 0.00 1 370,302 284 6.71% 6.20%
25-Mar-10 290 49,890,930 0 0 0.00 0.00 13,014.53 2 68,432 285 6.73% 6.22%
25-Feb-10 292 49,933,385 0 0 0.00 0.00 182,116.32 4 485,786 286 6.77% 6.27%
25-Jan-10 296 50,680,952 2 535,776 0.00 0.00 86,150.19 1 96,195 287 6.76% 6.26%
28-Dec-09 299 51,493,969 2 507,352 0.00 0.00 210,904.64 2 159,014 288 6.76% 6.26%
25-Nov-09 303 52,444,441 1 156,131 0.00 0.00 192,006.73 1 54,693 289 6.94% 6.44%
26-Oct-09 305 52,933,988 1 136,112 0.00 0.00 0.00 1 74,547 287 6.97% 6.46%
25-Sep-09 307 53,225,652 0 0 0.00 0.00 50,423.81 1 30,506 288 6.98% 6.47%

26-Nov-10 63 15,366,049 1 111,620 0.00 0.00 0.00 1 0 281 6.26% 5.76%
25-Oct-10 64 15,499,720 0 0 0.00 0.00 0.00 1 0 282 6.27% 5.77%
27-Sep-10 64 15,522,178 0 0 0.00 0.00 0.00 1 36,000 283 6.31% 5.81%
25-Aug-10 64 15,535,844 0 0 0.00 0.00 0.00 0 0 284 6.33% 5.83%
26-Jul-10 64 15,482,008 1 258,124 0.00 0.00 0.00 0 0 285 6.34% 5.84%
25-Jun-10 65 15,734,576 1 100,436 0.00 0.00 0.00 0 0 286 6.34% 5.84%
25-May-10 66 15,859,439 1 329,312 0.00 0.00 0.00 0 0 287 6.33% 5.83%
26-Apr-10 67 16,212,269 0 0 0.00 0.00 0.00 0 0 288 6.33% 5.83%
25-Mar-10 67 16,236,780 0 0 0.00 0.00 0.00 0 0 289 6.36% 5.85%
25-Feb-10 67 16,251,087 0 0 0.00 0.00 0.00 0 0 290 6.36% 5.85%
25-Jan-10 67 16,275,173 1 351,307 0.00 0.00 0.00 0 0 291 6.34% 5.84%
28-Dec-09 68 16,669,752 1 392,593 0.00 0.00 210,904.64 1 129,130 292 6.35% 5.85%
25-Nov-09 70 17,426,538 0 0 0.00 0.00 0.00 0 0 293 6.35% 5.85%
26-Oct-09 70 17,451,369 0 0 0.00 0.00 0.00 0 0 291 6.35% 5.85%
25-Sep-09 70 17,478,138 0 0 0.00 0.00 0.00 0 0 292 6.35% 5.85%

Series 2004-FR2

Distribution

26-Nov-10 10 205,730 1 3,734 0.00 0.00 0.00 1 18,898 147 11.00% 10.50%
25-Oct-10 12 227,960 0 0 0.00 0.00 0.00 0 0 144 10.96% 10.46%
27-Sep-10 12 233,324 0 0 0.00 0.00 0.00 0 0 146 10.95% 10.44%
25-Aug-10 12 235,388 0 0 0.00 0.00 0.00 0 0 147 10.93% 10.43%
26-Jul-10 12 237,663 0 0 0.00 0.00 0.00 5 107,231 148 10.99% 10.49%
25-Jun-10 17 340,742 0 0 0.00 0.00 0.00 0 0 152 10.97% 10.47%
25-May-10 17 343,883 0 0 0.00 0.00 0.00 0 0 153 10.96% 10.46%
26-Apr-10 17 346,671 0 0 0.00 0.00 0.00 0 0 154 10.96% 10.45%
25-Mar-10 17 348,337 0 0 0.00 0.00 0.00 0 0 155 10.94% 10.44%
25-Feb-10 17 350,889 0 0 0.00 0.00 0.00 0 0 156 10.93% 10.42%
25-Jan-10 17 354,490 0 0 0.00 0.00 0.00 0 0 157 10.91% 10.41%
28-Dec-09 17 357,063 0 0 0.00 0.00 0.00 0 0 158 10.90% 10.40%
25-Nov-09 17 359,616 0 0 0.00 0.00 0.00 0 0 159 10.89% 10.38%
26-Oct-09 17 363,150 0 0 0.00 0.00 0.00 0 0 146 10.88% 10.38%
25-Sep-09 17 364,906 0 0 0.00 0.00 0.00 0 0 147 10.88% 10.37%

26-Nov-10 9 2,054,042 0 0 0.00 0.00 0.00 0 0 281 7.35% 6.85%
25-Oct-10 9 2,056,129 0 0 0.00 0.00 0.00 0 0 282 7.33% 6.83%
27-Sep-10 9 2,058,300 0 0 0.00 0.00 0.00 0 0 283 7.33% 6.83%
25-Aug-10 9 2,060,457 0 0 0.00 0.00 0.00 0 0 284 7.33% 6.83%
26-Jul-10 9 2,062,514 0 0 0.00 0.00 0.00 0 0 285 7.33% 6.83%
25-Jun-10 9 2,064,558 0 0 0.00 0.00 0.00 0 0 286 7.37% 6.87%
25-May-10 9 2,073,801 0 0 0.00 0.00 0.00 0 0 287 7.67% 7.16%
26-Apr-10 9 2,065,464 0 0 0.00 0.00 0.00 0 0 288 7.76% 7.25%
25-Mar-10 9 2,066,698 0 0 0.00 0.00 0.00 0 0 289 7.76% 7.25%
25-Feb-10 9 2,067,924 0 0 0.00 0.00 0.00 0 0 290 7.76% 7.25%
25-Jan-10 9 2,069,423 0 0 0.00 0.00 0.00 0 0 291 7.76% 7.25%
28-Dec-09 9 2,070,943 0 0 0.00 0.00 0.00 0 0 292 7.76% 7.25%
25-Nov-09 9 2,072,121 0 0 0.00 0.00 0.00 0 0 293 8.33% 7.82%
26-Oct-09 9 2,073,407 0 0 0.00 0.00 0.00 0 0 295 8.40% 7.89%
25-Sep-09 9 2,074,702 0 0 0.00 0.00 50,423.81 1 30,506 296 8.41% 7.91%

Series 2004-FR2

Distribution

26-Nov-10 2 459,592 0 0 0.00 0.00 0.00 0 0 282 5.94% 5.44%
25-Oct-10 2 459,770 0 0 0.00 0.00 0.00 0 0 283 5.94% 5.44%
27-Sep-10 2 459,946 0 0 0.00 0.00 0.00 0 0 284 5.94% 5.44%
25-Aug-10 2 460,122 0 0 0.00 0.00 0.00 0 0 284 5.94% 5.44%
26-Jul-10 2 460,297 0 0 0.00 0.00 0.00 0 0 286 5.94% 5.44%
25-Jun-10 2 460,471 0 0 0.00 0.00 0.00 0 0 287 5.94% 5.44%
25-May-10 2 460,815 0 0 0.00 0.00 0.00 0 0 288 5.94% 5.44%
26-Apr-10 2 460,987 0 0 0.00 0.00 0.00 0 0 289 5.94% 5.44%
25-Mar-10 2 461,157 0 0 0.00 0.00 13,014.53 1 51,911 290 6.27% 5.77%
25-Feb-10 3 526,251 0 0 0.00 0.00 104,393.26 1 240,304 291 6.81% 6.30%
25-Jan-10 4 871,183 0 0 0.00 0.00 0.00 0 0 292 6.81% 6.30%
28-Dec-09 4 871,823 0 0 0.00 0.00 0.00 0 0 293 6.81% 6.31%
25-Nov-09 4 872,458 0 0 0.00 0.00 0.00 0 0 294 7.28% 6.77%
26-Oct-09 4 873,020 0 0 0.00 0.00 0.00 0 0 295 7.28% 6.77%
25-Sep-09 4 873,579 0 0 0.00 0.00 0.00 0 0 296 7.28% 6.77%

26-Nov-10 107 19,379,677 0 0 0.00 0.00 0.00 0 0 277 6.42% 5.92%
25-Oct-10 107 19,412,781 0 0 0.00 0.00 0.00 0 0 278 6.42% 5.91%
27-Sep-10 107 19,439,569 0 0 0.00 0.00 0.00 0 0 279 6.42% 5.92%
25-Aug-10 107 19,472,647 1 160,325 0.00 0.00 0.00 0 0 280 6.42% 5.92%
26-Jul-10 108 19,665,597 1 215,576 0.00 0.00 231,067.02 2 49,594 280 6.44% 5.94%
25-Jun-10 111 20,177,151 0 0 0.00 0.00 0.00 0 0 281 6.44% 5.93%
25-May-10 111 20,188,984 1 98,571 0.00 0.00 0.00 0 0 282 6.44% 5.93%
26-Apr-10 112 20,321,809 2 81,673 0.00 0.00 0.00 0 0 283 6.44% 5.93%
25-Mar-10 114 20,438,992 0 0 0.00 0.00 0.00 0 0 284 6.44% 5.93%
25-Feb-10 114 20,481,230 0 0 0.00 0.00 0.00 0 0 285 6.44% 5.93%
25-Jan-10 114 20,521,233 1 184,469 0.00 0.00 0.00 0 0 286 6.44% 5.93%
28-Dec-09 115 20,741,757 1 114,759 0.00 0.00 0.00 0 0 287 6.44% 5.94%
25-Nov-09 116 20,892,511 1 156,131 0.00 0.00 0.00 0 0 288 6.44% 5.94%
26-Oct-09 117 21,095,234 0 0 0.00 0.00 0.00 0 0 285 6.44% 5.94%
25-Sep-09 117 21,130,860 0 0 0.00 0.00 0.00 0 0 285 6.44% 5.94%

Series 2004-FR2

Distribution

26-Nov-10 20 471,279 0 0 0.00 0.00 0.00 0 0 150 9.56% 9.06%
25-Oct-10 20 472,519 0 0 0.00 0.00 0.00 5 49,100 151 9.68% 9.17%
27-Sep-10 25 519,434 0 0 0.00 0.00 0.00 0 0 145 9.68% 9.17%
25-Aug-10 25 520,840 0 0 0.00 0.00 0.00 1 1,448 146 9.68% 9.17%
26-Jul-10 26 523,391 0 0 0.00 0.00 0.00 3 94,562 147 9.72% 9.21%
25-Jun-10 29 613,185 0 0 0.00 0.00 0.00 0 0 148 9.72% 9.21%
25-May-10 29 614,680 0 0 0.00 0.00 0.00 0 0 154 9.73% 9.23%
26-Apr-10 29 614,202 0 0 0.00 0.00 0.00 0 0 150 9.73% 9.23%
25-Mar-10 29 615,664 0 0 0.00 0.00 0.00 1 16,521 151 9.78% 9.27%
25-Feb-10 30 632,830 0 0 0.00 0.00 0.00 1 7,781 152 9.80% 9.30%
25-Jan-10 31 641,749 0 0 0.00 0.00 0.00 0 0 152 9.80% 9.30%
28-Dec-09 31 643,114 0 0 0.00 0.00 0.00 1 29,884 153 9.88% 9.38%
25-Nov-09 32 671,604 0 0 0.00 0.00 0.00 0 0 155 9.88% 9.37%
26-Oct-09 32 673,074 0 0 0.00 0.00 0.00 0 0 156 9.88% 9.37%
25-Sep-09 32 674,637 0 0 0.00 0.00 0.00 0 0 157 9.88% 9.37%

26-Nov-10 42 7,705,986 0 0 0.00 0.00 0.00 1 0 281 7.16% 6.66%
25-Oct-10 42 7,714,608 0 0 0.00 0.00 0.00 1 17,300 282 7.15% 6.65%
27-Sep-10 42 7,714,416 0 0 0.00 0.00 0.00 0 0 283 7.17% 6.67%
25-Aug-10 42 7,712,693 0 0 0.00 0.00 0.00 1 144,710 284 7.15% 6.65%
26-Jul-10 43 7,819,693 0 0 0.00 0.00 0.00 1 220,959 285 7.16% 6.66%
25-Jun-10 44 8,031,838 0 0 0.00 0.00 0.00 0 0 286 7.16% 6.66%
25-May-10 44 8,045,740 0 0 0.00 0.00 0.00 0 0 287 7.28% 6.78%
26-Apr-10 44 8,053,754 0 0 0.00 0.00 0.00 1 370,302 288 7.39% 6.88%
25-Mar-10 45 8,303,811 0 0 0.00 0.00 0.00 0 0 289 7.37% 6.87%
25-Feb-10 45 8,202,002 0 0 0.00 0.00 77,723.06 2 237,700 290 7.59% 7.09%
25-Jan-10 47 8,525,041 0 0 0.00 0.00 86,150.19 1 96,195 291 7.54% 7.04%
28-Dec-09 48 8,715,380 0 0 0.00 0.00 0.00 0 0 292 7.56% 7.05%
25-Nov-09 48 8,723,807 0 0 0.00 0.00 192,006.73 1 54,693 293 8.31% 7.80%
26-Oct-09 49 8,977,470 0 0 0.00 0.00 0.00 1 74,547 295 8.36% 7.86%
25-Sep-09 50 9,064,203 0 0 0.00 0.00 0.00 0 0 296 8.41% 7.91%

Series 2004-FR2

Distribution

26-Nov-10 7 1,421,293 0 0 0.00 0.00 0.00 0 0 281 7.26% 6.75%
25-Oct-10 7 1,422,926 0 0 0.00 0.00 0.00 0 0 282 7.24% 6.74%
27-Sep-10 7 1,424,552 0 0 0.00 0.00 0.00 0 0 283 7.24% 6.74%
25-Aug-10 7 1,426,168 0 0 0.00 0.00 0.00 0 0 284 7.24% 6.74%
26-Jul-10 7 1,427,775 0 0 0.00 0.00 0.00 0 0 285 7.24% 6.74%
25-Jun-10 7 1,429,372 0 0 0.00 0.00 0.00 0 0 286 7.24% 6.74%
25-May-10 7 1,431,164 0 0 0.00 0.00 0.00 0 0 287 7.47% 6.97%
26-Apr-10 7 1,432,680 0 0 0.00 0.00 0.00 0 0 288 7.47% 6.97%
25-Mar-10 7 1,419,492 0 0 0.00 0.00 0.00 0 0 289 7.67% 7.16%
25-Feb-10 7 1,421,171 0 0 0.00 0.00 0.00 0 0 290 7.67% 7.16%
25-Jan-10 7 1,422,658 0 0 0.00 0.00 0.00 0 0 291 7.67% 7.16%
28-Dec-09 7 1,424,137 0 0 0.00 0.00 0.00 0 0 292 7.67% 7.16%
25-Nov-09 7 1,425,786 0 0 0.00 0.00 0.00 0 0 293 8.41% 7.91%
26-Oct-09 7 1,427,263 1 136,112 0.00 0.00 0.00 0 0 295 8.58% 8.08%
25-Sep-09 8 1,564,626 0 0 0.00 0.00 0.00 0 0 296 8.58% 8.08%

Series 2004-FR2

Prepayment Summary
Total (All Loans)
SMM (Single Monthly Mortality) Total 17.00%
14.57%
Current Period 0.29%
12.14%
3-Month Average 0.14%
9.71%
7.29%
4.86%
Average Since Cut-Off 2.87%
2.43%
0.00%
Dec-09 Jan-10 Feb-10 Mar-10 Apr-10 May-10 Jun-10 Jul-10 Aug-10 Sep-10 Oct-10 Nov-10
CPR (Conditional Prepayment Rate) Total

100.00%
85.71%
71.43%
6-Month Average 6.17% 57.14%
Average Since Cut-Off 25.99% 28.57%
14.29%
0.00%
PSA (Public Securities Association) Total 1600%
1371%
Current Period 56%
1143%
3-Month Average 27%
914%
6-Month Average 103%
686%
12-Month Average 144%
Average Since Cut-Off 433% 457%
229%
0%
SMM Single Monthly Mortality (Partial and Full Prepayments + Repurchases + Curtailments + Liquidations + Other Prin Proceeds) / (Beginning Collateral Bal - Scheduled Prin)
CPR Conditional Prepayment Rate 1 - (1 - SMM)^12)
PSA Public Securities Association 100 * CPR / (0.2 * MIN(30,WAS))
WAS Weighted Average Seasoning (Original Term - Remaining Term) * (Current Scheduled Balance / Deal Scheduled Principal Balance)

Series 2004-FR2

Mortgage Loan Characteristics Part I
Total (All Loans)
Distribution by Current Ending Principal Balance Distribution by Cut-off Principal Balance
Min Max Count % of Total Balance % of Total Min Max Count % of Total Balance % of Total
1,000.00 to 39,000.00 26 10.00% 497,476 1.06% 4,000.00 to 21,000.00 277 10.09% 3,106,368 0.66%
39,000.01 to 64,000.00 11 4.23% 578,915 1.23% 21,000.01 to 48,000.00 266 9.69% 9,010,676 1.92%
64,000.01 to 89,000.00 19 7.31% 1,499,401 3.19% 48,000.01 to 75,000.00 146 5.32% 8,766,455 1.87%
89,000.01 to 114,000.00 21 8.08% 2,182,461 4.64% 75,000.01 to 102,000.00 207 7.54% 18,392,922 3.92%
114,000.01 to 139,000.00 23 8.85% 2,879,158 6.12% 102,000.01 to 129,000.00 245 8.93% 28,311,394 6.03%
139,000.01 to 164,000.00 30 11.54% 4,585,840 9.74% 129,000.01 to 157,000.00 235 8.56% 33,658,778 7.17%
164,000.01 to 200,000.00 38 14.62% 6,874,968 14.61% 157,000.01 to 195,000.00 332 12.09% 58,031,348 12.36%
200,000.01 to 236,000.00 21 8.08% 4,477,829 9.51% 195,000.01 to 233,000.00 302 11.00% 64,470,825 13.74%
236,000.01 to 272,000.00 10 3.85% 2,530,237 5.38% 233,000.01 to 271,000.00 183 6.67% 46,090,082 9.82%
272,000.01 to 308,000.00 20 7.69% 5,852,166 12.43% 271,000.01 to 309,000.00 149 5.43% 43,452,527 9.26%
308,000.01 to 345,000.00 15 5.77% 4,868,491 10.34% 309,000.01 to 346,000.00 127 4.63% 41,567,655 8.86%
345,000.01 to 539,000.00 26 10.00% 10,236,707 21.75% 346,000.01 to 594,000.00 276 10.05% 114,526,997 24.40%
260 100.00% 47,063,647 100.00% 2,745 100.00% 469,386,027 100.00%
Distribution by Current Mortgage Rate Distribution by Original Mortgage Rate
Min Max Count % of Total Balance % of Total Min Max Count % of Total Balance % of Total
5.00% to 5.47% 26 10.00% 3,876,944 8.24% 3.88% to 5.75% 323 11.77% 85,204,032 18.15%
5.47% to 5.72% 2 0.77% 352,862 0.75% 5.75% to 6.05% 200 7.29% 51,196,761 10.91%
5.72% to 5.97% 44 16.92% 10,286,631 21.86% 6.05% to 6.34% 142 5.17% 31,335,966 6.68%
5.97% to 6.22% 20 7.69% 5,317,132 11.30% 6.34% to 6.64% 226 8.23% 50,557,104 10.77%
6.22% to 6.47% 8 3.08% 1,620,344 3.44% 6.64% to 6.94% 210 7.65% 45,983,076 9.80%
6.47% to 6.75% 37 14.23% 7,193,444 15.28% 6.94% to 7.25% 293 10.67% 63,946,638 13.62%
6.75% to 7.19% 27 10.38% 5,444,136 11.57% 7.25% to 8.14% 463 16.87% 88,075,459 18.76%
7.19% to 7.63% 44 16.92% 8,229,428 17.49% 8.14% to 9.03% 245 8.93% 31,278,868 6.66%
7.63% to 8.06% 9 3.46% 1,545,069 3.28% 9.03% to 9.92% 80 2.91% 4,259,143 0.91%
8.06% to 8.50% 9 3.46% 1,015,523 2.16% 9.92% to 10.81% 104 3.79% 5,724,939 1.22%
8.50% to 9.00% 9 3.46% 1,306,256 2.78% 10.81% to 11.75% 229 8.34% 7,136,249 1.52%
9.00% to 13.00% 25 9.62% 875,878 1.86% 11.75% to 13.78% 230 8.38% 4,687,793 1.00%
260 100.00% 47,063,647 100.00% 2,745 100.00% 469,386,027 100.00%
Stratifications only include loans with a balance > .01

Series 2004-FR2

Mortgage Loan Characteristics Part II
Total (All Loans)
Distribution by Product Characteristics (Current) Distribution by Product Characteristics (Cut-off)
# of % of Original Principal % of
Product Type Loans Ending Balance Balance WAMM WAC Product Type # of Loans Balance Balance WAMM WAC
Fixed 1st Lien 170 34,745,725 73.83% 279.27 6.35% 228 ARM 1,421 308,254,877 65.67% 356.88 6.76%
228 ARM 51 9,760,028 20.74% 281.88 7.21% Fixed 1st Lien 506 111,153,219 23.68% 350.18 6.59%
327 ARM 9 1,880,885 4.00% 281.86 6.93% 327 ARM 119 27,164,006 5.79% 356.80 6.28%
Fixed 2nd Lien 30 677,009 1.44% 149.21 9.99% Fixed 2nd Lien 699 22,813,925 4.86% 229.22 10.62%
Total 260 47,063,647 100.00% Total 2,745 469,386,027 100.00%
Distribution by Property Types (Current) Distribution by Property Types (Cut-off)
# of % of % of
Property Type Loans Ending Balance Balance WAMM WAC Property Type # of Loans Ending Balance Balance WAMM WAC
SF Unattached Dwelling 212 36,394,427 77.33% 278.04 6.58% SF Unattached Dwelling 2,159 359,480,822 76.59% 348.80 6.85%
Multifamily 28 7,091,017 15.07% 278.03 6.74% Multifamily 259 57,549,569 12.26% 351.11 6.97%
PUD 16 2,721,343 5.78% 276.90 6.56% PUD 176 29,240,159 6.23% 349.13 6.94%
Condo - High Facility 4 856,860 1.82% 281.89 6.80% Condo - High Facility 151 23,115,477 4.92% 348.40 6.92%
Total 260 47,063,647 100.00% Total 2,745 469,386,027 100.00%

Series 2004-FR2

Total (All Loans)
Distribution by Occupancy Type (Current) Distribution by Occupancy Type (Cut-off)
# of % of % of
Occupancy Type Loans Ending Balance Balance WAMM WAC Occupancy Type # of Loans Ending Balance Balance WAMM WAC
Owner Occupied - Primary Residence 237 42,847,135 91.04% 277.70 6.57% Owner Occupied - Primary Residence 2,528 438,290,473 93.38% 348.95 6.86%
Non-Owner Occupied 19 3,328,161 7.07% 281.37 6.86% Non-Owner Occupied 192 25,694,658 5.47% 350.08 7.12%
Owner Occupied - Secondary Residence 4 888,351 1.89% 282.00 7.09% Owner Occupied - Secondary Residence 25 5,400,896 1.15% 355.69 6.80%
Total 260 47,063,647 100.00% Total 2,745 469,386,027 100.00%
Distribution by Loan Purpose (Current) Distribution by Loan Purpose (Cut-off)
# of % of % of
Loan Purpose Loans Ending Balance Balance WAMM WAC Loan Purpose # of Loans Ending Balance Balance WAMM WAC
Refinance/Equity Takeout 143 28,897,787 61.40% 278.44 6.49% Refinance/Equity Takeout 1,278 258,982,661 55.17% 352.43 6.68%
Purchase 89 13,357,345 28.38% 276.38 6.94% Purchase 1,246 171,617,239 36.56% 343.52 7.20%
Refinance/No Cash Out 28 4,808,515 10.22% 280.26 6.36% Refinance/No Cash Out 221 38,786,127 8.26% 351.40 6.77%
Total 260 47,063,647 100.00% Total 2,745 469,386,027 100.00%

Series 2004-FR2

Total (All Loans)
Distribution by Originator Concentration > 10% (Current) Distribution by Originator Concentration > 10% (Cut-off)
# of % of % of
Originator Loans Ending Balance Balance WAMM WAC Originator # of Loans Ending Balance Balance WAMM WAC
Fremont 260 47,063,647 100.00% 278.04 6.60% Fremont 2,745 469,386,027 100.00% 349.09 6.88%

Series 2004-FR2

Geographic Concentration
Total (All Loans)
Top 10 Current State Concentration Top 10 Current State Concentration
# of % of
Geographic Distribution Loans Balance (1) Balance WAMM WAC
California 55 12,933,119 27.48% 279 6.14%

New York 36 9,759,477 20.74% 281 6.65%
Florida 20 3,098,412 6.58% 278 6.35%
California
New Jersey 11 2,276,480 4.84% 271 6.67% Remaining
Texas 23 2,085,280 4.43% 263 7.06%

Illinois 13 1,651,388 3.51% 275 7.00%
Georgia 17 1,644,769 3.49% 276 6.38%
Minnesota 8 1,332,121 2.83% 279 7.22%
Maryland 5 1,268,084 2.69% 282 6.77%
Michigan 10 1,257,923 2.67% 275 7.83%
Remaining 62 9,756,594 20.73% 279 6.85%
Michigan
Top 10 Original State Concentration
Maryland
# of % of Minnesota
Geographic Distribution Loans Balance (1) Balance WAMM WAC
Georgia
California 825 182,941,009 38.97% 351 6.48% New York
New York 216 55,593,484 11.84% 352 6.82% Illinois
Florida 268 31,732,086 6.76% 347 7.39% Texas

Illinois 185 24,700,489 5.26% 346 7.46% New Jersey
Florida
New Jersey 108 23,308,624 4.97% 351 7.07%
Maryland 98 16,933,063 3.61% 351 6.94%
Virginia 72 13,925,188 2.97% 350 7.02%
Georgia 119 12,874,664 2.74% 346 7.35%
Massachusetts 56 11,008,824 2.35% 349 7.00%
Colorado 79 9,469,473 2.02% 340 7.33%
Remaining 719 86,899,125 18.51% 345 7.18%
(1)
Stratifications only include loans with a balance > .01 Based on Current Period Ending Principal Balance

Series 2004-FR2

Current Period Realized Loss Detail
Total (All Loans)
Original Liquidation Net Liquidation Loss-Loan Non- Loss-Certs Non- Subsequent

Disclosure Control # Period Balance Proceeds adjusted Loss to Trust adjusted Recov/(Exp) Loss-Loan Adjusted Loss-Certs Adjusted Liq Type Adj Type
14586123 201011 17,721.88 (1,175.68) 17,721.88 1,175.68 18,897.56 0.00 17,721.88 18,897.56 C
Current Total 17,721.88 (1,175.68) 17,721.88 1,175.68 18,897.56 0.00 17,721.88 18,897.56
Cumulative 20,136,402.47 8,799,750.14 10,791,040.81 598,911.52 11,389,952.33 155,729.78 10,635,311.03 11,234,222.55
Liq. Type Code - Legend Adjustment Legend

Charge-off C REO R Escrow Bal/Adv 1 Third Party 6
Hold for Sale H Short Pay S MREC 2 Charged Off/Matured 7
Matured M Third Party T Rest'd Escrow 3 Side Note 8
Repurchase N Write-off W Replacement Res. 4 Manual 9
Note Sale O Assigned A Suspense 5
Paid in Full P Deferment/Write-down D

Series 2004-FR2

Historical Realized Loss Summary
Total (All Loans)
───────────────── Current Realized Loss ───────────────── ────────────── Previous Liquidations/Payoffs ──────────────
Beginning Scheduled Net Liquidation Recovery on Prior (Claims)/Recoveries on Realized Loss Cumulative
Distribution Date Balance Proceeds Realized Loss Loan Count Claims on Prior Liquidations Liquidations Prior Payoffs Adjusted Realized Loss
Amount Count Amount Count Amount Count
26-Nov-10 17,721.88 (1,175.68) 18,897.56 1 0.00 0 0.00 0 0.00 0 18,897.56 11,234,222.55

25-Oct-10 46,811.36 (2,288.96) 66,400.32 5 0.00 0 16,944.00 1 0.00 0 49,456.32 11,215,324.99
27-Sep-10 0.00 0.00 36,000.00 0 0.00 0 8.20 1 0.00 0 35,991.80 11,165,868.67
25-Aug-10 98,948.63 (47,209.11) 146,157.74 2 (1,735.20) 2 0.00 0 0.00 0 147,892.94 11,129,876.87
26-Jul-10 672,645.02 200,300.04 472,344.98 11 0.00 0 42.29 1 (180.00) 1 472,482.69 10,981,983.93
25-Jun-10 0.00 0.00 0.00 0 0.00 0 0.00 0 0.00 0 0.00 10,509,501.24
25-May-10 0.00 0.00 0.00 0 (3,416.64) 9 0.00 0 0.00 0 3,416.64 10,509,501.24
26-Apr-10 288,595.10 (81,707.35) 370,302.45 1 (275.25) 1 3,319.82 1 (2.25) 1 367,260.13 10,506,084.60
25-Mar-10 80,713.92 12,282.29 68,431.63 2 (1,913.67) 3 0.00 0 0.00 0 70,345.30 10,138,824.47
25-Feb-10 667,526.75 181,741.23 485,785.52 4 (183.83) 2 0.00 0 0.00 0 485,969.35 10,068,479.17
25-Jan-10 182,344.78 86,150.19 96,194.59 1 (8,815.13) 1 7,608.63 3 0.00 0 97,401.09 9,582,509.82
28-Dec-09 367,126.52 208,112.30 159,014.22 2 (405.39) 1 275.25 1 0.00 0 159,144.36 9,485,108.73
25-Nov-09 246,699.69 192,006.73 54,692.96 1 (2,172.30) 2 0.00 0 0.00 0 56,865.26 9,325,964.37
26-Oct-09 61,528.04 (13,019.35) 74,547.39 1 0.00 0 275.25 1 0.00 0 74,272.14 9,269,099.11
25-Sep-09 80,929.47 50,423.81 30,505.66 1 (7,186.16) 1 0.00 0 0.00 0 37,691.82 9,194,826.97
25-Aug-09 170,599.94 89,204.18 81,395.76 1 (1,634.87) 2 8,989.04 1 0.00 0 74,041.59 9,157,135.15
27-Jul-09 300,459.20 59,446.26 241,012.94 2 (328.00) 2 3,996.76 1 (16.00) 1 237,360.18 9,083,093.56
25-Jun-09 31,052.72 65.94 30,986.78 1 (6,863.74) 3 335.95 1 (13.00) 1 37,527.57 8,845,733.38
26-May-09 190,488.25 46,223.10 144,265.15 3 (12,578.82) 6 2,607.42 1 (382.93) 1 154,619.48 8,808,205.81
27-Apr-09 265,426.74 (38,631.83) 304,058.57 3 (3,175.03) 6 1,496.40 5 (7.75) 1 305,744.95 8,653,586.33
25-Mar-09 728,132.04 15,103.81 713,028.23 5 (4,238.56) 5 170.00 1 0.00 0 717,096.79 8,347,841.38
25-Feb-09 516,767.52 207,587.95 309,179.57 3 (4,592.26) 45 6,382.32 3 (78.00) 4 307,467.51 7,630,744.59
26-Jan-09 205,144.60 152,860.26 52,284.34 1 (1,504.44) 3 5,255.10 1 0.00 0 48,533.68 7,323,277.08
26-Dec-08 418,847.97 273,467.19 145,380.78 3 (1,509.78) 2 15.00 1 (221.00) 2 147,096.56 7,274,743.40
25-Nov-08 299,378.04 4,238.17 295,139.87 3 (4,529.62) 13 278.55 9 (183.50) 2 299,574.44 7,127,646.84
27-Oct-08 254,296.38 225,168.40 29,127.98 1 (133.81) 3 2,042.70 1 0.00 0 27,219.09 6,828,072.40
25-Sep-08 0.00 0.00 0.00 0 (11,650.31) 5 3,261.58 6 0.00 0 8,388.73 6,800,853.31
25-Aug-08 615,064.09 326,318.11 288,745.98 3 (871.44) 1 1,374.00 1 101.20 12 288,142.22 6,792,464.58
25-Jul-08 213,249.24 85,469.51 127,779.73 2 (903.71) 2 198.37 1 0.00 0 128,485.07 6,504,322.36

Series 2004-FR2

Total (All Loans)
25-Jun-08 0.00 0.00 0.00 0 (1,926.46) 3 8,084.33 2 (200.15) 9 (5,957.72) 6,375,837.29

27-May-08 798,809.94 336,623.55 462,186.39 2 (533.21) 5 1,981.10 4 (56.65) 9 460,795.15 6,381,795.01
25-Apr-08 734,776.40 198,519.09 536,257.31 5 (1,580.70) 4 1,424.20 2 (137.90) 5 536,551.71 5,920,999.86
25-Mar-08 326,665.14 152,730.86 173,934.28 4 (3,789.92) 6 1,408.58 2 (118.80) 7 176,434.42 5,384,448.15
25-Feb-08 165,439.16 62,601.24 102,837.92 2 (3,144.75) 6 5,920.71 4 (203.35) 9 100,265.31 5,208,013.73
25-Jan-08 991,053.24 416,461.20 574,592.04 5 (46.36) 1 3,977.14 5 (193.10) 6 570,854.36 5,107,748.42
26-Dec-07 0.00 0.00 0.00 0 (1,612.25) 6 579.61 1 (111.85) 9 1,144.49 4,536,894.06
26-Nov-07 141,874.68 41,187.21 100,687.47 1 (5,193.53) 7 2,314.78 3 (589.45) 13 104,155.67 4,535,749.57
25-Oct-07 505,089.35 310,062.16 195,027.19 3 (2,080.65) 8 1,252.52 4 (124.55) 9 195,979.87 4,431,593.90
25-Sep-07 818,689.90 312,026.26 506,663.64 9 (1,024.35) 5 10,676.96 3 (282.67) 9 497,293.70 4,235,614.03
27-Aug-07 459,520.07 142,659.72 316,860.35 8 (2,621.70) 8 3,879.49 5 (604.25) 18 316,206.81 3,738,320.33
25-Jul-07 1,259,111.37 932,250.52 326,860.85 6 (4,079.41) 5 716.77 3 (1,004.47) 19 331,227.96 3,422,113.52
25-Jun-07 529,185.06 369,235.66 159,949.40 5 (539.64) 3 1,926.39 7 5,087.45 201 153,475.20 3,090,885.56
25-May-07 47,474.39 (6,477.57) 53,951.96 3 (1,487.78) 5 678.43 2 (1,940.57) 45 56,701.88 2,937,410.36
25-Apr-07 785,559.12 517,813.05 267,746.07 5 (538.31) 5 125.00 1 (5,944.20) 204 274,103.58 2,880,708.48
26-Mar-07 58,513.19 (10,206.04) 68,719.23 3 (10,635.59) 4 662.95 2 (3,840.75) 243 82,532.62 2,606,604.90
26-Feb-07 765,916.44 532,224.01 233,692.43 7 (22,291.19) 5 984.24 2 (735.35) 46 255,734.73 2,524,072.28
25-Jan-07 334,171.53 254,632.58 79,538.95 2 (229.42) 3 876.00 2 (234.90) 11 79,127.27 2,268,337.55
26-Dec-06 144,781.62 13,753.03 131,028.59 4 (1,876.21) 6 1,034.95 1 (3,116.05) 99 134,985.90 2,189,210.28
27-Nov-06 474,879.12 226,590.25 248,288.87 5 (1,172.95) 3 500.00 1 (2,366.75) 60 251,328.57 2,054,224.38
25-Oct-06 0.00 0.00 0.00 0 (229.04) 4 250.00 1 (11,947.76) 491 11,926.80 1,802,895.81
25-Sep-06 202,998.50 16,620.55 186,377.95 3 (1,158.53) 6 66,925.47 3 (4,757.50) 241 125,368.51 1,790,969.01
25-Aug-06 698,237.10 420,252.89 277,984.21 5 (1,088.53) 5 1,298.26 3 0.00 0 277,774.48 1,665,600.50
25-Jul-06 487,539.01 205,662.80 281,876.21 7 (136.90) 6 1,289.85 2 (11,694.07) 109 292,417.33 1,387,826.02
26-Jun-06 175,140.00 159,854.90 15,285.10 1 (107.45) 1 31,065.88 3 0.00 0 (15,673.33) 1,095,408.69
25-May-06 217,018.16 47,381.75 169,636.41 5 (4,271.41) 5 28.75 2 0.00 0 173,879.07 1,111,082.02
25-Apr-06 83,908.78 (12,101.16) 96,009.94 5 0.00 0 10,092.48 3 (3,161.69) 54 89,079.15 937,202.95
27-Mar-06 72,259.31 (5,844.95) 78,104.26 2 (25.00) 2 71,270.71 1 (5,367.61) 217 12,226.16 848,123.80
27-Feb-06 190,544.89 34,796.68 155,748.21 4 0.00 0 332.54 2 0.00 0 155,415.67 835,897.64

Series 2004-FR2

Total (All Loans)
25-Jan-06 57,085.87 (4,814.48) 61,900.35 2 (406.75) 1 0.00 0 0.00 0 62,307.10 680,481.97

27-Dec-05 26,482.36 (3,693.52) 30,175.88 1 (797.61) 1 88,383.66 6 (4,922.87) 614 (52,487.30) 618,174.87
25-Nov-05 179,694.87 83,646.75 96,048.12 3 (969.41) 2 406.75 1 0.00 0 96,610.78 670,662.17
25-Oct-05 0.00 0.00 0.00 0 0.00 0 0.00 0 0.00 0 0.00 574,051.39
26-Sep-05 825,504.83 621,170.04 204,334.79 5 (25.00) 2 0.00 0 (8,457.95) 454 212,817.74 574,051.39
25-Aug-05 81,754.69 (9,493.54) 91,248.23 1 (75.00) 1 0.00 0 0.00 0 91,323.23 361,233.65
25-Jul-05 208,365.25 72,653.60 135,711.65 3 0.00 0 15.90 1 0.00 0 135,695.75 269,910.42
27-Jun-05 113,705.01 19,004.92 94,700.09 4 0.00 0 0.00 0 0.00 0 94,700.09 134,214.67
25-May-05 0.00 0.00 0.00 0 (8.15) 1 0.00 0 0.00 0 8.15 39,514.58
25-Apr-05 146,979.22 120,423.30 26,555.92 1 0.00 0 0.00 0 (1,889.65) 105 28,445.57 39,506.43
25-Mar-05 7,177.01 (594.36) 7,771.37 1 0.00 0 0.00 0 0.00 0 7,771.37 11,060.86
25-Feb-05 0.00 0.00 0.00 0 0.00 0 0.00 0 (95.75) 3 95.75 3,289.49
25-Jan-05 0.00 0.00 0.00 0 0.00 0 0.00 0 (3,193.74) 3 3,193.74 3,193.74
27-Dec-04 0.00 0.00 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0.00
26-Nov-04 0.00 0.00 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0.00
25-Oct-04 0.00 0.00 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0.00
27-Sep-04 0.00 0.00 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0.00
Total 20,136,402.47 8,799,750.14 11,389,952.33 195 (156,321.12) 255 385,241.03 126 (73,190.13) 3,348 11,234,222.55

Series 2004-FR2

Group 1 Loans
26-Nov-10 17,721.88 (1,175.68) 18,897.56 1 0.00 0 0.00 0 0.00 0 18,897.56 3,012,788.28

25-Oct-10 0.00 0.00 0.00 0 0.00 0 0.00 0 0.00 0 0.00 2,993,890.72
27-Sep-10 0.00 0.00 36,000.00 0 0.00 0 0.00 0 0.00 0 36,000.00 2,993,890.72
25-Aug-10 0.00 0.00 0.00 0 0.00 0 0.00 0 0.00 0 0.00 2,957,890.72
26-Jul-10 100,821.00 (6,409.57) 107,230.57 5 0.00 0 42.29 1 0.00 0 107,188.28 2,957,890.72
25-Jun-10 0.00 0.00 0.00 0 0.00 0 0.00 0 0.00 0 0.00 2,850,702.44
25-May-10 0.00 0.00 0.00 0 (1,757.70) 5 0.00 0 0.00 0 1,757.70 2,850,702.44
26-Apr-10 0.00 0.00 0.00 0 (275.25) 1 3,319.82 1 0.00 0 (3,044.57) 2,848,944.74
25-Mar-10 64,925.29 13,014.53 51,910.76 1 (1,801.41) 1 0.00 0 0.00 0 53,712.17 2,851,989.31
25-Feb-10 344,697.63 104,393.26 240,304.37 1 0.00 0 0.00 0 0.00 0 240,304.37 2,798,277.14
25-Jan-10 0.00 0.00 0.00 0 (8,815.13) 1 0.00 0 0.00 0 8,815.13 2,557,972.77
28-Dec-09 340,034.46 210,904.64 129,129.82 1 0.00 0 275.25 1 0.00 0 128,854.57 2,549,157.64
25-Nov-09 0.00 0.00 0.00 0 0.00 0 0.00 0 0.00 0 0.00 2,420,303.07
26-Oct-09 0.00 0.00 0.00 0 0.00 0 275.25 1 0.00 0 (275.25) 2,420,303.07
25-Sep-09 80,929.47 50,423.81 30,505.66 1 (7,186.16) 1 0.00 0 0.00 0 37,691.82 2,420,578.32
25-Aug-09 170,599.94 89,204.18 81,395.76 1 0.00 0 8,989.04 1 0.00 0 72,406.72 2,382,886.50
27-Jul-09 0.00 0.00 0.00 0 (180.00) 1 0.00 0 0.00 0 180.00 2,310,479.78
25-Jun-09 0.00 0.00 0.00 0 (1,440.00) 1 335.95 1 (13.00) 1 1,117.05 2,310,299.78
26-May-09 0.00 0.00 0.00 0 (115.00) 2 0.00 0 0.00 0 115.00 2,309,182.73
27-Apr-09 20,476.94 (1,097.00) 21,573.94 1 (1,541.67) 1 335.95 1 (7.75) 1 22,787.41 2,309,067.73
25-Mar-09 115,009.33 (13,043.92) 128,053.25 1 (180.00) 1 0.00 0 0.00 0 128,233.25 2,286,280.32
25-Feb-09 0.00 0.00 0.00 0 (573.85) 14 0.00 0 0.00 0 573.85 2,158,047.07
26-Jan-09 0.00 0.00 0.00 0 0.00 0 0.00 0 0.00 0 0.00 2,157,473.22
26-Dec-08 0.00 0.00 0.00 0 0.00 0 0.00 0 0.00 0 0.00 2,157,473.22
25-Nov-08 6,110.63 0.00 6,110.63 1 (1,302.45) 3 90.20 3 0.00 0 7,322.88 2,157,473.22
27-Oct-08 0.00 0.00 0.00 0 (75.86) 1 2,042.70 1 0.00 0 (1,966.84) 2,150,150.34
25-Sep-08 0.00 0.00 0.00 0 (10,386.43) 3 594.66 3 0.00 0 9,791.77 2,152,117.18
25-Aug-08 445,062.06 178,180.46 266,881.60 2 0.00 0 0.00 0 (8.05) 4 266,889.65 2,142,325.41
25-Jul-08 0.00 0.00 0.00 0 (783.71) 1 198.37 1 0.00 0 585.34 1,875,435.76

Series 2004-FR2

Group 1 Loans
25-Jun-08 0.00 0.00 0.00 0 (787.05) 2 0.00 0 (25.40) 2 812.45 1,874,850.42

27-May-08 798,809.94 336,623.55 462,186.39 2 (9.85) 1 0.00 0 (25.40) 2 462,221.64 1,874,037.97
25-Apr-08 0.00 0.00 0.00 0 0.00 0 0.00 0 (19.50) 2 19.50 1,411,816.33
25-Mar-08 10,606.16 (919.45) 11,525.61 1 (1,205.28) 2 357.56 1 (50.90) 2 12,424.23 1,411,796.83
25-Feb-08 0.00 0.00 0.00 0 (1,906.32) 2 0.00 0 (35.85) 3 1,942.17 1,399,372.60
25-Jan-08 593,719.10 321,743.23 271,975.87 3 (46.36) 1 238.22 1 (151.40) 2 271,935.41 1,397,430.43
26-Dec-07 0.00 0.00 0.00 0 (129.18) 2 0.00 0 (23.90) 2 153.08 1,125,495.02
26-Nov-07 141,874.68 41,187.21 100,687.47 1 (221.44) 1 0.00 0 (56.35) 4 100,965.26 1,125,341.94
25-Oct-07 90,823.96 15,032.02 75,791.94 1 (312.34) 2 125.00 1 (31.95) 2 76,011.23 1,024,376.68
25-Sep-07 17,055.26 (6,595.16) 23,650.42 1 0.00 0 144.05 1 (151.27) 3 23,657.64 948,365.45
27-Aug-07 50,294.46 (5,559.14) 55,853.60 2 (1,413.91) 2 125.00 1 (42.25) 3 57,184.76 924,707.81
25-Jul-07 427,687.93 387,965.08 39,722.85 1 (1,703.61) 1 144.05 1 (535.32) 5 41,817.73 867,523.05
25-Jun-07 122,400.00 65,748.48 56,651.52 1 0.00 0 250.00 1 1,430.25 48 54,971.27 825,705.32
25-May-07 29,618.38 (3,014.73) 32,633.11 1 0.00 0 125.00 1 (318.90) 12 32,827.01 770,734.05
25-Apr-07 0.00 0.00 0.00 0 (33.16) 1 125.00 1 (1,772.50) 50 1,680.66 737,907.04
26-Mar-07 0.00 0.00 0.00 0 0.00 0 0.00 0 (970.00) 60 970.00 736,226.38
26-Feb-07 0.00 0.00 0.00 0 (1,886.06) 1 0.00 0 (235.25) 13 2,121.31 735,256.38
25-Jan-07 0.00 0.00 0.00 0 (181.34) 1 336.00 1 (16.15) 2 (138.51) 733,135.07
26-Dec-06 83,855.22 19,158.07 64,697.15 3 0.00 0 1,034.95 1 (1,094.75) 26 64,756.95 733,273.58
27-Nov-06 0.00 0.00 0.00 0 0.00 0 500.00 1 (467.50) 12 (32.50) 668,516.63
25-Oct-06 0.00 0.00 0.00 0 (110.25) 1 250.00 1 (3,996.40) 140 3,856.65 668,549.13
25-Sep-06 77,904.55 (9,267.30) 87,171.85 1 (992.53) 3 0.00 0 (1,606.75) 65 89,771.13 664,692.48
25-Aug-06 446,756.99 361,929.07 84,827.92 1 (8.15) 1 125.00 1 0.00 0 84,711.07 574,921.35
25-Jul-06 26,792.57 (5,549.55) 32,342.12 2 (71.75) 3 0.00 0 (609.65) 18 33,023.52 490,210.28
26-Jun-06 0.00 0.00 0.00 0 0.00 0 30,205.43 1 0.00 0 (30,205.43) 457,186.76
25-May-06 24,481.58 (5,723.85) 30,205.43 1 (2,572.30) 4 0.00 0 0.00 0 32,777.73 487,392.19
25-Apr-06 25,643.62 (4,127.98) 29,771.60 2 0.00 0 10,083.33 2 (256.16) 13 19,944.43 454,614.46
27-Mar-06 0.00 0.00 0.00 0 0.00 0 71,270.71 1 (1,472.06) 60 (69,798.65) 434,670.03
27-Feb-06 93,897.79 (7,528.22) 101,426.01 2 0.00 0 332.54 2 0.00 0 101,093.47 504,468.68

Series 2004-FR2

Group 1 Loans
25-Jan-06 42,270.07 (2,962.65) 45,232.72 1 0.00 0 0.00 0 0.00 0 45,232.72 403,375.21

27-Dec-05 26,482.36 (3,693.52) 30,175.88 1 0.00 0 87,568.35 3 (5,597.25) 186 (51,795.22) 358,142.49
25-Nov-05 93,704.87 2,266.82 91,438.05 2 0.00 0 0.00 0 0.00 0 91,438.05 409,937.71
25-Oct-05 0.00 0.00 0.00 0 0.00 0 0.00 0 0.00 0 0.00 318,499.66
26-Sep-05 411,703.95 299,588.96 112,114.99 2 (12.50) 1 0.00 0 (2,326.90) 135 114,454.39 318,499.66
25-Aug-05 81,754.69 (9,493.54) 91,248.23 1 0.00 0 0.00 0 0.00 0 91,248.23 204,045.27
25-Jul-05 64,799.09 (7,813.07) 72,612.16 1 0.00 0 15.90 1 0.00 0 72,596.26 112,797.04
27-Jun-05 57,299.78 25,465.77 31,834.01 2 0.00 0 0.00 0 0.00 0 31,834.01 40,200.78
25-May-05 0.00 0.00 0.00 0 0.00 0 0.00 0 0.00 0 0.00 8,366.77
25-Apr-05 0.00 0.00 0.00 0 0.00 0 0.00 0 (595.40) 33 595.40 8,366.77
25-Mar-05 7,177.01 (594.36) 7,771.37 1 0.00 0 0.00 0 0.00 0 7,771.37 7,771.37
25-Feb-05 0.00 0.00 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0.00
25-Jan-05 0.00 0.00 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0.00
27-Dec-04 0.00 0.00 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0.00
26-Nov-04 0.00 0.00 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0.00
25-Oct-04 0.00 0.00 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0.00
27-Sep-04 0.00 0.00 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0.00
Total 5,553,802.64 2,428,260.45 3,161,542.19 53 (50,018.00) 69 219,855.57 39 (21,083.66) 911 3,012,788.28

Series 2004-FR2

Group 2 Loans
26-Nov-10 0.00 0.00 0.00 0 0.00 0 0.00 0 0.00 0 0.00 8,221,434.27

25-Oct-10 46,811.36 (2,288.96) 66,400.32 5 0.00 0 16,944.00 1 0.00 0 49,456.32 8,221,434.27
27-Sep-10 0.00 0.00 0.00 0 0.00 0 8.20 1 0.00 0 (8.20) 8,171,977.95
25-Aug-10 98,948.63 (47,209.11) 146,157.74 2 (1,735.20) 2 0.00 0 0.00 0 147,892.94 8,171,986.15
26-Jul-10 571,824.02 206,709.61 365,114.41 6 0.00 0 0.00 0 (180.00) 1 365,294.41 8,024,093.21
25-Jun-10 0.00 0.00 0.00 0 0.00 0 0.00 0 0.00 0 0.00 7,658,798.80
25-May-10 0.00 0.00 0.00 0 (1,658.94) 4 0.00 0 0.00 0 1,658.94 7,658,798.80
26-Apr-10 288,595.10 (81,707.35) 370,302.45 1 0.00 0 0.00 0 (2.25) 1 370,304.70 7,657,139.86
25-Mar-10 15,788.63 (732.24) 16,520.87 1 (112.26) 2 0.00 0 0.00 0 16,633.13 7,286,835.16
25-Feb-10 322,829.12 77,347.97 245,481.15 3 (183.83) 2 0.00 0 0.00 0 245,664.98 7,270,202.03
25-Jan-10 182,344.78 86,150.19 96,194.59 1 0.00 0 7,608.63 3 0.00 0 88,585.96 7,024,537.05
28-Dec-09 27,092.06 (2,792.34) 29,884.40 1 (405.39) 1 0.00 0 0.00 0 30,289.79 6,935,951.09
25-Nov-09 246,699.69 192,006.73 54,692.96 1 (2,172.30) 2 0.00 0 0.00 0 56,865.26 6,905,661.30
26-Oct-09 61,528.04 (13,019.35) 74,547.39 1 0.00 0 0.00 0 0.00 0 74,547.39 6,848,796.04
25-Sep-09 0.00 0.00 0.00 0 0.00 0 0.00 0 0.00 0 0.00 6,774,248.65
25-Aug-09 0.00 0.00 0.00 0 (1,634.87) 2 0.00 0 0.00 0 1,634.87 6,774,248.65
27-Jul-09 300,459.20 59,446.26 241,012.94 2 (148.00) 1 3,996.76 1 (16.00) 1 237,180.18 6,772,613.78
25-Jun-09 31,052.72 65.94 30,986.78 1 (5,423.74) 2 0.00 0 0.00 0 36,410.52 6,535,433.60
26-May-09 190,488.25 46,223.10 144,265.15 3 (12,463.82) 4 2,607.42 1 (382.93) 1 154,504.48 6,499,023.08
27-Apr-09 244,949.80 (37,534.83) 282,484.63 2 (1,633.36) 5 1,160.45 4 0.00 0 282,957.54 6,344,518.60
25-Mar-09 613,122.71 28,147.73 584,974.98 4 (4,058.56) 4 170.00 1 0.00 0 588,863.54 6,061,561.06
25-Feb-09 516,767.52 207,587.95 309,179.57 3 (4,018.41) 31 6,382.32 3 (78.00) 4 306,893.66 5,472,697.52
26-Jan-09 205,144.60 152,860.26 52,284.34 1 (1,504.44) 3 5,255.10 1 0.00 0 48,533.68 5,165,803.86
26-Dec-08 418,847.97 273,467.19 145,380.78 3 (1,509.78) 2 15.00 1 (221.00) 2 147,096.56 5,117,270.18
25-Nov-08 293,267.41 4,238.17 289,029.24 2 (3,227.17) 10 188.35 6 (183.50) 2 292,251.56 4,970,173.62
27-Oct-08 254,296.38 225,168.40 29,127.98 1 (57.95) 2 0.00 0 0.00 0 29,185.93 4,677,922.06
25-Sep-08 0.00 0.00 0.00 0 (1,263.88) 2 2,666.92 3 0.00 0 (1,403.04) 4,648,736.13
25-Aug-08 170,002.03 148,137.65 21,864.38 1 (871.44) 1 1,374.00 1 109.25 8 21,252.57 4,650,139.17
25-Jul-08 213,249.24 85,469.51 127,779.73 2 (120.00) 1 0.00 0 0.00 0 127,899.73 4,628,886.60

Series 2004-FR2

Group 2 Loans
25-Jun-08 0.00 0.00 0.00 0 (1,139.41) 1 8,084.33 2 (174.75) 7 (6,770.17) 4,500,986.87

27-May-08 0.00 0.00 0.00 0 (523.36) 4 1,981.10 4 (31.25) 7 (1,426.49) 4,507,757.04
25-Apr-08 734,776.40 198,519.09 536,257.31 5 (1,580.70) 4 1,424.20 2 (118.40) 3 536,532.21 4,509,183.53
25-Mar-08 316,058.98 153,650.31 162,408.67 3 (2,584.64) 4 1,051.02 1 (67.90) 5 164,010.19 3,972,651.32
25-Feb-08 165,439.16 62,601.24 102,837.92 2 (1,238.43) 4 5,920.71 4 (167.50) 6 98,323.14 3,808,641.13
25-Jan-08 397,334.14 94,717.97 302,616.17 2 0.00 0 3,738.92 4 (41.70) 4 298,918.95 3,710,317.99
26-Dec-07 0.00 0.00 0.00 0 (1,483.07) 4 579.61 1 (87.95) 7 991.41 3,411,399.04
26-Nov-07 0.00 0.00 0.00 0 (4,972.09) 6 2,314.78 3 (533.10) 9 3,190.41 3,410,407.63
25-Oct-07 414,265.39 295,030.14 119,235.25 2 (1,768.31) 6 1,127.52 3 (92.60) 7 119,968.64 3,407,217.22
25-Sep-07 801,634.64 318,621.42 483,013.22 8 (1,024.35) 5 10,532.91 2 (131.40) 6 473,636.06 3,287,248.58
27-Aug-07 409,225.61 148,218.86 261,006.75 6 (1,207.79) 6 3,754.49 4 (562.00) 15 259,022.05 2,813,612.52
25-Jul-07 831,423.44 544,285.44 287,138.00 5 (2,375.80) 4 572.72 2 (469.15) 14 289,410.23 2,554,590.47
25-Jun-07 406,785.06 303,487.18 103,297.88 4 (539.64) 3 1,676.39 6 3,657.20 153 98,503.93 2,265,180.24
25-May-07 17,856.01 (3,462.84) 21,318.85 2 (1,487.78) 5 553.43 1 (1,621.67) 33 23,874.87 2,166,676.31
25-Apr-07 785,559.12 517,813.05 267,746.07 5 (505.15) 4 0.00 0 (4,171.70) 154 272,422.92 2,142,801.44
26-Mar-07 58,513.19 (10,206.04) 68,719.23 3 (10,635.59) 4 662.95 2 (2,870.75) 183 81,562.62 1,870,378.52
26-Feb-07 765,916.44 532,224.01 233,692.43 7 (20,405.13) 4 984.24 2 (500.10) 33 253,613.42 1,788,815.90
25-Jan-07 334,171.53 254,632.58 79,538.95 2 (48.08) 2 540.00 1 (218.75) 9 79,265.78 1,535,202.48
26-Dec-06 60,926.40 (5,405.04) 66,331.44 1 (1,876.21) 6 0.00 0 (2,021.30) 73 70,228.95 1,455,936.70
27-Nov-06 474,879.12 226,590.25 248,288.87 5 (1,172.95) 3 0.00 0 (1,899.25) 48 251,361.07 1,385,707.75
25-Oct-06 0.00 0.00 0.00 0 (118.79) 3 0.00 0 (7,951.36) 351 8,070.15 1,134,346.68
25-Sep-06 125,093.95 25,887.85 99,206.10 2 (166.00) 3 66,925.47 3 (3,150.75) 176 35,597.38 1,126,276.53
25-Aug-06 251,480.11 58,323.82 193,156.29 4 (1,080.38) 4 1,173.26 2 0.00 0 193,063.41 1,090,679.15
25-Jul-06 460,746.44 211,212.35 249,534.09 5 (65.15) 3 1,289.85 2 (11,084.42) 91 259,393.81 897,615.74
26-Jun-06 175,140.00 159,854.90 15,285.10 1 (107.45) 1 860.45 2 0.00 0 14,532.10 638,221.93
25-May-06 192,536.58 53,105.60 139,430.98 4 (1,699.11) 1 28.75 2 0.00 0 141,101.34 623,689.83
25-Apr-06 58,265.16 (7,973.18) 66,238.34 3 0.00 0 9.15 1 (2,905.53) 41 69,134.72 482,588.49
27-Mar-06 72,259.31 (5,844.95) 78,104.26 2 (25.00) 2 0.00 0 (3,895.55) 157 82,024.81 413,453.77
27-Feb-06 96,647.10 42,324.90 54,322.20 2 0.00 0 0.00 0 0.00 0 54,322.20 331,428.96

Series 2004-FR2

Group 2 Loans
25-Jan-06 14,815.80 (1,851.83) 16,667.63 1 (406.75) 1 0.00 0 0.00 0 17,074.38 277,106.76

27-Dec-05 0.00 0.00 0.00 0 (797.61) 1 815.31 3 674.38 428 (692.08) 260,032.38
25-Nov-05 85,990.00 81,379.93 4,610.07 1 (969.41) 2 406.75 1 0.00 0 5,172.73 260,724.46
25-Oct-05 0.00 0.00 0.00 0 0.00 0 0.00 0 0.00 0 0.00 255,551.73
26-Sep-05 413,800.88 321,581.08 92,219.80 3 (12.50) 1 0.00 0 (6,131.05) 319 98,363.35 255,551.73
25-Aug-05 0.00 0.00 0.00 0 (75.00) 1 0.00 0 0.00 0 75.00 157,188.38
25-Jul-05 143,566.16 80,466.67 63,099.49 2 0.00 0 0.00 0 0.00 0 63,099.49 157,113.38
27-Jun-05 56,405.23 (6,460.85) 62,866.08 2 0.00 0 0.00 0 0.00 0 62,866.08 94,013.89
25-May-05 0.00 0.00 0.00 0 (8.15) 1 0.00 0 0.00 0 8.15 31,147.81
25-Apr-05 146,979.22 120,423.30 26,555.92 1 0.00 0 0.00 0 (1,294.25) 72 27,850.17 31,139.66
25-Mar-05 0.00 0.00 0.00 0 0.00 0 0.00 0 0.00 0 0.00 3,289.49
25-Feb-05 0.00 0.00 0.00 0 0.00 0 0.00 0 (95.75) 3 95.75 3,289.49
25-Jan-05 0.00 0.00 0.00 0 0.00 0 0.00 0 (3,193.74) 3 3,193.74 3,193.74
27-Dec-04 0.00 0.00 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0.00
26-Nov-04 0.00 0.00 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0.00
25-Oct-04 0.00 0.00 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0.00
27-Sep-04 0.00 0.00 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0.00
Total 14,582,599.83 6,371,489.69 8,228,410.14 142 (106,303.12) 186 165,385.46 87 (52,106.47) 2,437 8,221,434.27

Series 2004-FR2

Realized Loss Summary
Total (All Loans)
MDR (monthly Default Rate) Total 10.00%
8.57%
7.14%
5.71%
4.29%
2.86%
1.43%
0.00%
CDR (Conditional Default Rate) Total

70.00%
60.00%

Average Since Cut-Off 4.06% 20.00%
10.00%
0.00%
SDA (Standard Default Assumption) Total 1800%
1543%
Current Period 1.05% 1286%
3-Month Average 1.25% 1029%

771%
514%
257%
0%
MDR Monthly Default Rate (Beginning Principal Balance of Liquidated Loans) / (Total Beginning Principal Balance)
CDR Conditional Default Rate 1 - (1 - MDR)^12
SDA Standard Default Assumption If WAS≤30 then CDR/(WAS*0.02) else if 30<WAS≤60 then CDR/0.6 else if 60<WAS≤120 then CDR/(0.6-((WAS-60)*0.0095)) else if WAS>120 then CDR/0.03
WAS Weighted Average Seasoning (Original Term - Remaining Term) * (Current Scheduled Balance / Deal Scheduled Principal Balance)

Series 2004-FR2

EMC Modified Loans - End of Month Balance Reporting
Total (All Loans)
0 27 42.1875% 5,129,560.46 43.4512% 0.00 0.0000% 0.00 0.00
30 4 6.2500% 841,785.18 7.1305% 0.00 0.0000% 0.00 0.00
60 4 6.2500% 512,853.83 4.3443% 0.00 0.0000% 0.00 0.00
90+ 17 26.5625% 3,332,474.25 28.2285% 0.00 0.0000% 0.00 0.00
BKY90+ 3 4.6875% 314,281.03 2.6622% 0.00 0.0000% 0.00 0.00
F/C90+ 9 14.0625% 1,674,391.98 14.1833% 0.00 0.0000% 0.00 0.00
Group 1 Loans
0 10 58.8235% 2,676,833.02 66.5984% 0.00 0.0000% 0.00 0.00
30 2 11.7647% 465,346.66 11.5776% 0.00 0.0000% 0.00 0.00
60 2 11.7647% 307,105.83 7.6407% 0.00 0.0000% 0.00 0.00
90+ 2 11.7647% 515,533.31 12.8262% 0.00 0.0000% 0.00 0.00
BKY90+ 1 5.8824% 54,547.24 1.3571% 0.00 0.0000% 0.00 0.00

Series 2004-FR2

EMC Modified Loans - End of Month Balance Reporting
Group 2 Loans
0 17 36.1702% 2,452,727.44 31.5018% 0.00 0.0000% 0.00 0.00
30 2 4.2553% 376,438.52 4.8348% 0.00 0.0000% 0.00 0.00
60 2 4.2553% 205,748.00 2.6425% 0.00 0.0000% 0.00 0.00
90+ 15 31.9149% 2,816,940.94 36.1797% 0.00 0.0000% 0.00 0.00
BKY90+ 2 4.2553% 259,733.79 3.3359% 0.00 0.0000% 0.00 0.00
F/C90+ 9 19.1489% 1,674,391.98 21.5052% 0.00 0.0000% 0.00 0.00

Series 2004-FR2

EMC Serviced Modified Loan Detail (Current Period) - Part I
Total (All Loans)
Beginning Current Pre-Mod

Scheduled Scheduled # of Times Pre-Mod Loan
Disclosure Control # Balance Balance Mod Description Mod Date Modified Prior Mod Description Seasoning Status
No Loan Modification Reported for the Current Period
Total 0.00 0.00
* The information provided is only for EMC serviced loans.

Series 2004-FR2

Group 1 Loans

Total 0.00 0.00

Series 2004-FR2

Group 2 Loans

Total 0.00 0.00

Series 2004-FR2

EMC Serviced Modified Loan Detail (Current Period) - Part II
Total (All Loans)
Beginning Scheduled Current Scheduled

Disclosure Control # Balance Balance Pre-Mod Rate Post-Mod Rate Principal Forgiveness Amount Capitalized Amount Deferred Pre-Mod Payment Post-Mod Payment
Total 0.00 0.00 0.00 0.00 0.00 0.00 0.00
*The information provided is only for EMC serviced loans.

Series 2004-FR2

Group 1 Loans

Total 0.00 0.00 0.00 0.00 0.00 0.00 0.00

Series 2004-FR2

Group 2 Loans

Total 0.00 0.00 0.00 0.00 0.00 0.00 0.00

Series 2004-FR2

EMC Serviced Historical Modified Loan Detail
Total (All Loans)
Beginning Scheduled
Period Count Balance Current Scheduled Balance Principal Foregiveness Amount Capitalized Amount Deferred Pre-Mod Payment Post-Mod Payment
201011 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00

201010 4 442,674.15 476,943.03 0.00 (29,179.17) 0.00 3,214.74 2,761.44
201009 5 1,052,909.52 1,110,286.74 0.00 48,304.11 0.00 7,614.21 6,053.09
201008 1 217,133.46 293,563.72 0.00 (70,075.20) 0.00 1,846.61 1,824.30
201007 3 688,370.47 736,026.24 0.00 (36,519.19) 0.00 4,551.12 3,662.51
201006 1 208,026.10 22,913.82 0.00 (10,836.98) 0.00 1,434.87 1,314.46
201005 2 116,693.98 128,063.74 0.00 (10,187.21) 0.00 1,238.41 1,101.13
201004 1 163,932.31 178,626.76 0.00 14,694.45 0.00 1,626.82 885.70
201003 6 1,095,786.17 1,217,522.44 0.00 108,323.19 0.00 9,302.98 7,372.49
201002 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
201001 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200912 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200911 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200910 1 122,571.77 151,968.10 0.00 27,738.96 0.00 1,012.49 503.74
200909 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200908 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200907 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200906 2 482,440.10 486,699.43 0.00 3,509.22 0.00 3,454.96 2,671.14
200905 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200904 2 449,329.46 451,183.14 0.00 16,036.41 0.00 3,924.20 3,982.77
200903 3 518,831.70 543,464.59 0.00 21,284.92 0.00 3,973.28 3,158.49
200902 1 119,864.98 121,994.39 0.00 2,129.41 0.00 1,084.45 819.40
200901 4 714,757.38 763,581.97 0.00 43,074.94 0.00 5,166.74 3,937.98
200812 2 424,024.15 444,234.91 0.00 18,030.00 0.00 3,347.35 2,567.29
200811 5 508,507.98 599,450.18 0.00 87,297.12 0.00 4,765.31 4,111.72
200810 6 743,552.56 833,271.50 0.00 84,952.73 0.00 6,700.86 5,747.77
200809 5 612,518.25 650,817.96 0.00 35,583.83 0.00 6,535.55 4,874.78
200808 2 390,907.46 392,704.40 0.00 1,210.67 0.00 3,475.88 2,254.60
200807 1 15,093.57 14,506.22 0.00 0.00 0.00 173.38 98.96
200806 1 9,516.26 10,896.36 0.00 796.51 130.48 188.06 67.17
200805 3 706,253.64 735,071.66 0.00 28,091.40 0.00 7,620.28 5,055.81
200804 1 294,863.39 334,761.51 0.00 38,697.80 0.00 3,139.18 3,066.29
DISCLAIMER: This information is unaudited, is for informational purposes only and does not constitute (i) investment advice or an offer to sell or a solicitation of an offer to buy any security, other investment or investment service, or (ii) a representation as to suitability of any security, other investment or
investment service. Past performance is not a representation as to future results. EMC Mortgage Corporation does not review and assumes no responsibility for any information received from or created by any third parties; provided further, for modification reporting, data subsequent to May 1, 2007, is
more robust than data prior to May 1, 2007.

Series 2004-FR2

Total (All Loans)
Beginning Scheduled
200803 1 287,593.02 299,961.86 0.00 11,875.95 0.00 3,087.91 3,108.12

200802 2 515,978.03 546,307.87 0.00 28,030.22 0.00 4,028.79 3,266.95
200801 2 397,161.40 417,308.56 0.00 19,931.89 0.00 4,236.46 4,229.58
200712 3 419,321.25 466,952.65 0.00 46,903.04 0.00 4,452.61 3,636.35
200711 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200710 3 622,024.98 665,201.80 0.00 41,473.98 0.00 6,097.12 6,111.13
200709 6 765,555.52 862,966.89 0.00 95,291.81 0.00 8,152.44 8,148.00
200708 4 654,794.39 698,755.69 0.00 41,887.32 0.00 6,784.85 6,789.19
200707 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200706 5 878,094.30 948,829.88 0.00 68,001.13 0.00 7,951.10 7,666.49
200705 2 428,614.47 448,859.84 0.00 18,298.12 0.00 3,449.51 3,681.44
200704 1 113,948.74 131,059.97 0.00 16,781.44 0.00 1,142.17 735.78
200703 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200702 1 83,454.56 89,783.59 0.00 6,023.26 0.00 599.23 644.67
200701 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200612 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200611 1 209,918.32 219,736.98 0.00 8,484.79 0.00 1,372.38 1,434.87
200610 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200609 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200608 2 300,790.38 314,867.83 0.00 12,374.44 0.00 2,467.40 2,582.18
200607 2 148,789.50 163,759.02 0.00 14,430.79 0.00 1,590.17 1,204.72
200606 1 185,356.71 190,317.33 0.00 4,240.65 0.00 1,728.11 1,499.05
200605 1 53,646.46 56,141.25 0.00 2,320.49 193.92 435.76 455.69
200604 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200603 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200602 1 141,150.57 154,576.93 0.00 12,321.20 0.00 1,075.07 1,176.46
200601 1 228,734.88 236,864.58 0.00 7,177.70 0.00 1,623.58 1,448.80
200512 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200511 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200510 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200509 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200508 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00

Series 2004-FR2

Total (All Loans)
Beginning Scheduled
200507 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00

200506 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200505 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200504 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200503 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200502 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200501 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200412 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200411 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200410 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200409 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Total 101 16,533,486.29 17,610,805.33 0.00 878,806.14 324.40 145,666.39 125,712.50


Series 2004-FR2

Group 1 Loans
Beginning Scheduled
201011 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00

201010 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
201009 3 747,098.45 793,228.16 0.00 39,802.02 0.00 5,239.68 3,803.77
201008 1 217,133.46 293,563.72 0.00 (70,075.20) 0.00 1,846.61 1,824.30
201007 1 349,132.38 377,122.34 0.00 (20,595.62) 0.00 2,087.73 1,571.35
201006 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
201005 1 78,684.17 88,224.32 0.00 (8,965.84) 0.00 991.69 909.03
201004 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
201003 1 210,848.11 221,612.67 0.00 7,793.65 0.00 1,500.72 1,113.62
201002 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
201001 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200912 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200911 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200910 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200909 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200908 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200907 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200906 1 445,299.45 448,678.07 0.00 2,778.94 0.00 3,014.97 2,430.35
200905 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200904 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200903 1 347,593.68 359,395.46 0.00 9,373.92 0.00 2,227.94 1,497.49
200902 1 119,864.98 121,994.39 0.00 2,129.41 0.00 1,084.45 819.40
200901 1 335,361.81 360,672.74 0.00 22,064.67 0.00 2,302.53 2,087.73
200812 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200811 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200810 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200809 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200808 1 354,359.87 354,925.73 0.00 307.18 0.00 3,103.02 1,952.10
200807 1 15,093.57 14,506.22 0.00 0.00 0.00 173.38 98.96
200806 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200805 2 573,330.55 590,796.53 0.00 17,122.24 0.00 6,179.44 4,364.50
200804 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00

Series 2004-FR2

Group 1 Loans
Beginning Scheduled
200803 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00

200802 1 334,559.25 341,293.04 0.00 6,733.79 0.00 2,822.58 2,098.75
200801 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200712 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200711 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200710 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200709 1 69,636.89 80,119.53 0.00 10,320.31 0.00 739.25 850.53
200708 1 5,981.70 6,365.77 0.00 189.83 0.00 110.87 114.98
200707 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200706 3 610,864.94 656,098.29 0.00 43,026.02 0.00 5,145.29 4,562.66
200705 1 157,021.66 166,223.25 0.00 8,825.18 0.00 1,529.91 1,778.20
200704 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200703 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200702 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200701 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200612 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200611 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200610 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200609 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200608 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200607 1 51,562.26 54,806.87 0.00 2,974.95 0.00 647.70 600.76
200606 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200605 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200604 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200603 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200602 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200601 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200512 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200511 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200510 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200509 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200508 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00

Series 2004-FR2

Group 1 Loans
Beginning Scheduled
200507 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00

200506 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200505 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200504 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200503 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200502 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200501 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200412 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200411 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200410 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200409 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Total 23 5,023,427.18 5,329,627.10 0.00 73,805.45 0.00 40,747.76 32,478.48


Series 2004-FR2

Group 2 Loans
Beginning Scheduled
201011 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00

201010 4 442,674.15 476,943.03 0.00 (29,179.17) 0.00 3,214.74 2,761.44
201009 2 305,811.07 317,058.58 0.00 8,502.09 0.00 2,374.53 2,249.32
201008 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
201007 2 339,238.09 358,903.90 0.00 (15,923.57) 0.00 2,463.39 2,091.16
201006 1 208,026.10 22,913.82 0.00 (10,836.98) 0.00 1,434.87 1,314.46
201005 1 38,009.81 39,839.42 0.00 (1,221.37) 0.00 246.72 192.10
201004 1 163,932.31 178,626.76 0.00 14,694.45 0.00 1,626.82 885.70
201003 5 884,938.06 995,909.77 0.00 100,529.54 0.00 7,802.26 6,258.87
201002 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
201001 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200912 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200911 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200910 1 122,571.77 151,968.10 0.00 27,738.96 0.00 1,012.49 503.74
200909 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200908 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200907 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200906 1 37,140.65 38,021.36 0.00 730.28 0.00 439.99 240.79
200905 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200904 2 449,329.46 451,183.14 0.00 16,036.41 0.00 3,924.20 3,982.77
200903 2 171,238.02 184,069.13 0.00 11,911.00 0.00 1,745.34 1,661.00
200902 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200901 3 379,395.57 402,909.23 0.00 21,010.27 0.00 2,864.21 1,850.25
200812 2 424,024.15 444,234.91 0.00 18,030.00 0.00 3,347.35 2,567.29
200811 5 508,507.98 599,450.18 0.00 87,297.12 0.00 4,765.31 4,111.72
200810 6 743,552.56 833,271.50 0.00 84,952.73 0.00 6,700.86 5,747.77
200809 5 612,518.25 650,817.96 0.00 35,583.83 0.00 6,535.55 4,874.78
200808 1 36,547.59 37,778.67 0.00 903.49 0.00 372.86 302.50
200807 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200806 1 9,516.26 10,896.36 0.00 796.51 130.48 188.06 67.17
200805 1 132,923.09 144,275.13 0.00 10,969.16 0.00 1,440.84 691.31
200804 1 294,863.39 334,761.51 0.00 38,697.80 0.00 3,139.18 3,066.29

Series 2004-FR2

Group 2 Loans
Beginning Scheduled
200803 1 287,593.02 299,961.86 0.00 11,875.95 0.00 3,087.91 3,108.12

200802 1 181,418.78 205,014.83 0.00 21,296.43 0.00 1,206.21 1,168.20
200801 2 397,161.40 417,308.56 0.00 19,931.89 0.00 4,236.46 4,229.58
200712 3 419,321.25 466,952.65 0.00 46,903.04 0.00 4,452.61 3,636.35
200711 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200710 3 622,024.98 665,201.80 0.00 41,473.98 0.00 6,097.12 6,111.13
200709 5 695,918.63 782,847.36 0.00 84,971.50 0.00 7,413.19 7,297.47
200708 3 648,812.69 692,389.92 0.00 41,697.49 0.00 6,673.98 6,674.21
200707 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200706 2 267,229.36 292,731.59 0.00 24,975.11 0.00 2,805.81 3,103.83
200705 1 271,592.81 282,636.59 0.00 9,472.94 0.00 1,919.60 1,903.24
200704 1 113,948.74 131,059.97 0.00 16,781.44 0.00 1,142.17 735.78
200703 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200702 1 83,454.56 89,783.59 0.00 6,023.26 0.00 599.23 644.67
200701 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200612 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200611 1 209,918.32 219,736.98 0.00 8,484.79 0.00 1,372.38 1,434.87
200610 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200609 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200608 2 300,790.38 314,867.83 0.00 12,374.44 0.00 2,467.40 2,582.18
200607 1 97,227.24 108,952.15 0.00 11,455.84 0.00 942.47 603.96
200606 1 185,356.71 190,317.33 0.00 4,240.65 0.00 1,728.11 1,499.05
200605 1 53,646.46 56,141.25 0.00 2,320.49 193.92 435.76 455.69
200604 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200603 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200602 1 141,150.57 154,576.93 0.00 12,321.20 0.00 1,075.07 1,176.46
200601 1 228,734.88 236,864.58 0.00 7,177.70 0.00 1,623.58 1,448.80
200512 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200511 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200510 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200509 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200508 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00

Series 2004-FR2

Group 2 Loans
Beginning Scheduled
200507 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00

200506 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200505 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200504 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200503 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200502 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200501 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200412 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200411 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200410 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
200409 0 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Total 78 11,510,059.11 12,281,178.23 0.00 805,000.69 324.40 104,918.63 93,234.02


Series 2004-FR2

EMC Serviced Cumulative Summary For Prior Modifications
Total (All Loans)
(1)
─────────── Performance From Time of Modification ───────────
To Date 6-Month Average 12-Month Average
Weighted Average Principal $ Amount Capitalized $ % of Orig Sched % of Current
Modification Type* Loan Count Seasoning Forgiven Amount Balance Balance Redefault Rate Redefault Rate Redefault Rate
No Modification Type Provided 17 3.18 0.00 (70,201.19) 0.63% 6.30% 5.88% 5.88% N/A
Arm to Hybrid Cap 1 58.00 0.00 12,321.20 0.03% 0.33% 100.00% 100.00% 0.00%
Fixed to Fixed Cap 7 34.29 0.00 39,900.07 0.27% 2.72% 57.14% 57.14% 57.14%
Fixed to Fixed Cap Rate Change 14 27.00 0.00 153,857.17 0.56% 5.58% 42.86% 42.86% 28.57%
Fixed to Fixed Cap Rate Change Term Change 7 28.29 0.00 6,310.45 0.03% 0.35% 42.86% 42.86% 42.86%
Fixed to Fixed Rate Change 1 28.00 0.00 0.00 0.00% 0.03% 0.00% 0.00% 0.00%
Fixed to Fixed Term Change 1 26.00 0.00 0.00 0.00% 0.00% 0.00% 0.00% 0.00%
Hybrid to ARM Cap Rate Change 3 26.67 0.00 37,232.75 0.17% 1.70% 66.67% 66.67% 66.67%
Hybrid to ARM Cap Rate Change Term Change Interest Only 1 27.00 0.00 307.18 0.08% 0.75% 0.00% 0.00% 0.00%
Hybrid to Fixed Cap Rate Change 15 22.33 0.00 283,539.72 0.55% 5.51% 46.67% 46.67% 46.67%
Hybrid to Hybrid Balloon Cap Rate Change 1 13.00 0.00 27,738.96 0.03% 0.32% 0.00% 0.00% 0.00%
Hybrid to Hybrid Cap 6 45.17 0.00 44,647.97 0.17% 1.66% 33.33% 33.33% 16.67%
Hybrid to Hybrid Cap Rate Change 17 36.94 0.00 219,227.82 0.84% 8.37% 47.06% 47.06% 41.18%
Hybrid to Hybrid Cap Rate Change Interest Only 3 24.33 0.00 17,085.76 0.08% 0.80% 33.33% 33.33% 33.33%
Hybrid to Hybrid Cap Rate Change Term Change 3 39.67 0.00 53,022.69 0.15% 1.50% 66.67% 66.67% 33.33%
Hybrid to Hybrid Cap Rate Change Term Change Interest Only 1 26.00 0.00 6,912.55 0.04% 0.35% 0.00% 0.00% 0.00%
HybridtoHybridCapRateChange 3 35.00 0.00 46,903.04 0.10% 0.99% 100.00% 100.00% 100.00%
Total 101 0.00 878,806.14 3.75% 37.26% 39.60% 39.60% 33.66%
(1)
Each time frame is independent from one another
* For loans with combination modification
** The information provided is only for EMC serviced loans.
*** Please note that month end information and reporting is based off of Modification Dates. However, performance measures are based off of Due Dates. This nuance may create loan count discrepancies.
DISCLAIMER: This information is unaudited, is for informational purposes only and does not constitute (i) investment advice or an offer to sell or a solicitation of an offer to buy any security, other investment or investment service, or (ii) a representation as to suitability of any security, other investment or investment service. Past
performance is not a representation as to future results. EMC Mortgage Corporation does not review and assumes no responsibility for any information received from or created by any third parties; provided further, for modification reporting, data subsequent to May 1, 2007, is more robust than data prior to May 1, 2007.

Series 2004-FR2

Group 1 Loans
(1)
Fixed to Fixed Rate Change 1 28.00 0.00 0.00 0.00% 0.03% 0.00% 0.00% 0.00%
Hybrid to ARM Cap Rate Change Term Change Interest Only 1 27.00 0.00 307.18 0.08% 0.75% 0.00% 0.00% 0.00%
Total 23 0.00 73,805.45 1.14% 11.28% 26.09% 26.09% 26.09%
(1)

Series 2004-FR2

Group 2 Loans
(1)
Arm to Hybrid Cap 1 58.00 0.00 12,321.20 0.03% 0.33% 100.00% 100.00% 0.00%
Fixed to Fixed Term Change 1 26.00 0.00 0.00 0.00% 0.00% 0.00% 0.00% 0.00%
Hybrid to Fixed Cap Rate Change 15 22.33 0.00 283,539.72 0.55% 5.51% 46.67% 46.67% 46.67%
Hybrid to Hybrid Balloon Cap Rate Change 1 13.00 0.00 27,738.96 0.03% 0.32% 0.00% 0.00% 0.00%
Hybrid to Hybrid Cap Rate Change Term Change 3 39.67 0.00 53,022.69 0.15% 1.50% 66.67% 66.67% 33.33%
Hybrid to Hybrid Cap Rate Change Term Change Interest Only 1 26.00 0.00 6,912.55 0.04% 0.35% 0.00% 0.00% 0.00%
HybridtoHybridCapRateChange 3 35.00 0.00 46,903.04 0.10% 0.99% 100.00% 100.00% 100.00%
Total 78 0.00 805,000.69 2.62% 25.98% 43.59% 43.59% 35.90%
(1)

Series 2004-FR2

Deferred Balance Detail
Total (All Loans)
Disclosure Control # Deferred Balance
14587633 948.26
14585438 3,517.15
14586064 2,626.87
14585000 1,849.09
14584022 3,792.32
Total Deferred Balance 12,733.69

Total Count 5
Total Servicing Advances = Total Deferred Balance + Total Advances (Principal & Interest)

Series 2004-FR2

Group 1 Loans
14587633 948.26
14585438 3,517.15

Total Count 2

Series 2004-FR2

Group 2 Loans
14585000 1,849.09
14586064 2,626.87
14584022 3,792.32

Total Count 3

Series 2004-FR2

Current Period Repurchased Loan Detail
Total (All Loans)
Disclosure Control # State Repurchase Date Original Balance Beginning Scheduled Balance Current Rate Current Payment Repurchase Code
No Repurchased Loan Detail Reported for the Current Period
Total 0.00 0.00 0.00

% of current Pool Balance 0.00 % 0.00 % 0.00 %

B - Breach D - Delinquency E - EPD (Early Payment Default) R - REO

Series 2004-FR2

Group 1 Loans
Total 0.00 0.00 0.00



Series 2004-FR2

Group 2 Loans
Total 0.00 0.00 0.00



Series 2004-FR2

Substitution Detail History
─── Loans Substituted Into Pool ─── ────────── Loans Substituted Out of Pool ──────────
Beginning Principal
Investor # Period Beginning Principal Balance Investor # Period Balance Adjusted for Principal Substitution Code
No Substituted Loans Reported

Series 2004-FR2

Substitution Detail History Summary
─── Loans Substituted Into Pool ─── ─── Loans Substituted Out of Pool ───
Period Count Beginning Principal Balance Count Beginning Principal Balance Adjusted for Principal Difference Into vs. Out
No History of Substituted Loans Reported

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Bear Stearns Asset Backed Securities I LLC

Distribution Date: 26-Nov-10

Outside Parties To The Transaction Contact Information:

Distribution Count: 75 Underwriter: Bear Stearns Asset Backed Securities, Inc.

The Loan Level Data will include fields as determined by EMC.

23-Nov-2010 09:58 © 2010 Bank of America Corporation

Statement to Certificate Holders 3

23-Nov-2010 09:58 © 2010 Bank of America Corporation

Distribution Date: 26-Nov-10

Original Face Value Beginning Principal Ending Certificate Interest Pass-Through

Total 469,386,126.79 47,266,512.68 359,552.18 (156,786.58) 0.00 47,063,747.08 59,266.40 (8,157.84)

Total P&I Payment 418,818.58

23-Nov-2010 09:57 Page 3 of 88 © 2010 Bank of America Corporation

Distribution Date: 26-Nov-10

* Per $1,000 of Original Face Value

23-Nov-2010 09:57 Page 4 of 88 © 2010 Bank of America Corporation

Distribution Date: 26-Nov-10

Pool Source of Funds Non-Pool Source of Funds

Interest Summary Principal Summary Cap Agreement

Interest Summary Principal Summary Class A-1 0.00

P&I Due Certificate Holders 418,818.58

23-Nov-2010 09:57 Page 5 of 88 © 2010 Bank of America Corporation

Distribution Date: 26-Nov-10

Advances (Principal & Interest)

23-Nov-2010 09:57 Page 6 of 88 © 2010 Bank of America Corporation

Distribution Date: 26-Nov-10

Advances (Principal & Interest)

23-Nov-2010 09:57 Page 7 of 88 © 2010 Bank of America Corporation

Distribution Date: 26-Nov-10

Pool Detail Performance Indicators Misc/Additional Information

23-Nov-2010 09:57 Page 8 of 88 © 2010 Bank of America Corporation

Distribution Date: 26-Nov-10

Pool Detail Performance Indicators Misc/Additional Information

Average Loan Balance 215,302.53

23-Nov-2010 09:57 Page 9 of 88 © 2010 Bank of America Corporation

Distribution Date: 26-Nov-10

Pool Detail Performance Indicators Misc/Additional Information

Average Loan Balance 164,649.06

23-Nov-2010 09:57 Page 10 of 88 © 2010 Bank of America Corporation

Distribution Date: 26-Nov-10

── Accrual ── ──────── Outstanding ────────

23-Nov-2010 09:57 Page 11 of 88 © 2010 Bank of America Corporation

Distribution Date: 26-Nov-10

─────────────────────────── Additions ──────────────────────────── ─────────── Deductions ──────────

Current Basis Risk

23-Nov-2010 09:57 Page 12 of 88 © 2010 Bank of America Corporation

Distribution Date: 26-Nov-10

──────────────── Losses ─────────────── ─ Credit Support ─

Unscheduled Extra Prior Rated

23-Nov-2010 09:57 Page 13 of 88 © 2010 Bank of America Corporation

Distribution Date: 26-Nov-10

I-A-1 073879FC7 NR Aaa NR AAA WR 25-Jun-06 NR 11-Sep-06

23-Nov-2010 09:57 Page 14 of 88 © 2010 Bank of America Corporation

Distribution Date: 26-Nov-10

23-Nov-2010 09:57 Page 15 of 88 © 2010 Bank of America Corporation

Distribution Date: 26-Nov-10

23-Nov-2010 09:57 Page 16 of 88 © 2010 Bank of America Corporation

Distribution Date: 26-Nov-10

Total (All Loans)

Total (All Loans)

Delinquency Balances are Exclusive of REO, Foreclosures and Bankruptcies.

23-Nov-2010 09:58 Page 17 of 88 © 2010 Bank of America Corporation

Distribution Date: 26-Nov-10