8-K 1 sam02004_jan.txt JAN. 8K UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 Form 8-K Current Report Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): January 26, 2004 STRUCTURED ASSET MORTGAGE INVESTMENTS INC. Mortgage Pass-Through Certificates, Series 2002-4 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-68542-11 90-0072992 Pooling and Servicing Agreement) (Commission 90-0073001 (State or other File Number) Pending jurisdiction IRS EIN of Incorporation) c/o Wells Fargo Bank Minnesota, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) ITEM 5. Other Events On January 26, 2004 a distribution was made to holders of STRUCTURED ASSET MORTGAGE INVESTMENTS INC., Mortgage Pass-Through Certificates, Series 2002-4 Trust. ITEM 7. Financial Statements and Exhibits (c) Exhibits furnished in accordance with Item 601(a) of Regulation S-K Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2002-4 Trust, relating to the January 26, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. STRUCTURED ASSET MORTGAGE INVESTMENTS INC. Mortgage Pass-Through Certificates, Series 2002-4 Trust By: Wells Fargo Bank Minnesota, N.A. as Master Servicer By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 2/3/04 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2002-4 Trust, relating to the January 26, 2004 distribution. EX-99.1

Structured Asset Mortgage Investments Inc. Mortgage Pass-Through Certificates Record Date: 1112/3031/03 Distribution Date: 121/26/0304 SAM Series: 2002-4 Contact: Customer Service - CTSLink Wells Fargo Bank Minnesota, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 Telephone: (301) 815-6600 Fax: (301) 815-6660 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Principal Class CUSIP Description Rate Balance Distribution Distribution I-A-1 86358HPP8 SEN 5.50000% 52,~~445~~974,~~328~~912.0018 2413,~~928~~488.7847 2,~~470~~324,~~415~~680.8241 I-A-2 86358HPQ6 SEN 5.75000% ~~291~~159,~~236~~109.8461 ~~1,393~~754.8921 ~~132~~124,~~127~~332.2374 I-A-3 86358HPR4 SEN 6.00000% 21,~~912~~591,~~368~~096.4011 147,~~544~~869.9498 1,~~321~~243,~~272~~327.2845 I-A-4 86358HPS2 SEN 1.~~61875~~64125% 1610,~~118,189~~893.2840 ~~1,506~~826.6454 ~~507~~477,~~295~~369.8936 I-A-5 86358HPT0 SEN 6.~~88125~~85875% 0.00 63,~~404~~454.6811 0.00 I-A-6 86358HPU7 SEN 5.95000% 14,000,000.00 69,416.67 0.00 I-A-7 86358HPV5 SEN 6.00000% 39,500,000.00 ~~197~~195,~~270~~377.7636 0.00 I-A-8 86358HQD4 SEN 6.00000% 3,~~253~~026,~~937~~037.1546 1614,~~250~~967.8158 ~~227~~214,~~899~~455.6937 I-X 86358HQE2 SEN 0.~~62386~~62331% 0.00 4037,~~710~~883.5893 0.00 I-P 86358HQF9 PO 0.00000% 56,~~203~~123.4956 0.00 7984.9352 R-I 86358HQB8 RES 6.00000% 0.00 0.00 0.00 R-II 86358HQC6 RES 6.00000% 0.00 0.00 0.00 R-III 86358HQH5 RES 6.00000% 0.00 0.00 0.00 II-A 86358HQG7 SEN 5.50000% 2420,~~809~~749,~~508~~813.3820 ~~113~~94,~~578~~081.2719 42,~~059~~176,~~695~~393.1851 II-X 86358HPW3 SEN 0.~~61549~~62900% 0.00 1513,~~330~~396.1399 0.00 II-P 86358HPX1 PO 0.00000% 17,~~646~~473.8871 0.00 173.1796 III-A 86358HPY9 SEN 7.00000% 15,~~869~~521,~~520~~132.2147 9289,~~464~~566.7586 ~~348~~552,~~387~~801.7418 III-X 86358HPZ6 SEN 0.~~14306~~14360% 0.00 2,~~086~~031.5085 0.00 III-P 86358HQA0 PO 0.00000% ~~368~~360,~~227~~450.2509 0.00 7,~~777~~748.1704 B-1 86358HQJ1 SUB 5.~~93054~~93106% 8,~~621~~602,~~905~~340.4302 42,~~560~~060.9951 19,~~565~~653.4182 B-2 86358HQK8 SUB 5.~~93054~~93106% 3,~~511~~503,~~367~~399.9672 17,~~333~~129.4562 78,~~968~~004.2324 B-3 86358HQL6 SUB 5.~~93054~~93106% 2,~~554~~548,~~782~~985.6718 12,~~611~~463.3808 5,~~797~~823.4868 B-4 86358HQM4 SUB 5.~~93054~~93106% 1,~~276~~273,~~419~~522.1966 6,~~300~~226.8980 2,~~896~~909.5462 B-5 86358HQN2 SUB 5.~~93054~~93106% ~~957~~955,~~557~~384.4348 4,~~726~~671.8728 2,~~172~~182.9577 B-6 86358HQP7 SUB 5.~~93054~~93106% 1,~~279~~276,~~468~~564.2985 6,~~315~~241.9467 2,~~903~~916.4456 Totals ~~125~~116,~~843~~727,~~666~~238.8570 ~~685~~631,~~736~~908.9270 97,~~116~~162,~~428~~857.1523

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A-1 0.00 2650,~~974,912~~231.1877 2,~~495~~338,~~344~~168.6088 0.00 I-A-2 0.00 ~~159~~34,~~109~~776.6187 ~~133~~125,~~521~~086.1295 0.00 I-A-3 0.00 1347,~~591,096~~768.1167 1,~~335~~251,~~817~~197.2243 0.00 I-A-4 0.00 ~~610~~133,~~893~~524.4004 ~~508~~478,~~802~~195.5390 0.00 I-A-5 0.00 0.00 63,~~404~~454.6811 0.00 I-A-6 0.00 14,000,000.00 69,416.67 0.00 I-A-7 0.00 39,500,000.00 ~~197~~195,~~270~~377.7636 0.00 I-A-8 0.00 32,~~026~~811,~~037~~582.4609 ~~244~~229,~~150~~422.5095 0.00 I-X 0.00 0.00 4037,~~710~~883.5893 0.00 I-P 0.00 56,~~123~~039.5603 7984.9352 0.00 R-I 0.00 0.00 0.00 0.00 R-II 0.00 0.00 0.00 0.00 R-III 0.00 0.00 0.00 0.00 II-A 0.00 2018,~~749~~573,~~813~~419.2069 42,~~173~~270,~~273~~474.4570 0.00 II-X 0.00 0.00 1513,~~330~~396.1399 0.00 II-P 0.00 17,~~473~~299.7175 173.1796 0.00 III-A 0.00 1514,~~521~~968,~~132~~331.4729 ~~440~~642,~~852~~368.4904 0.00 III-X 0.00 0.00 2,~~086~~031.5085 0.00 III-P 0.00 ~~360~~352,~~450~~702.0905 7,~~777~~748.1704 0.00 B-1 0.00 8,~~602~~582,~~340~~686.0220 6261,~~126~~714.4033 0.00 B-2 0.00 3,~~503~~495,~~399~~395.7249 25,~~301~~133.6886 0.00 B-3 0.00 2,~~548~~543,~~985~~161.1850 18,~~408~~286.8676 0.00 B-4 0.00 1,~~273~~270,~~522~~613.6603 9,~~197~~136.4342 0.00 B-5 0.00 ~~955~~953,~~384~~201.4870 6,~~899~~854.8205 0.00 B-6 0.00 1,~~276~~273,~~564~~648.8529 9,~~219~~158.3823 0.00 Totals 0.00 ~~116~~109,~~727~~564,~~238~~381.7046 97,~~802~~794,~~165~~765.0793 0.00 All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee.

Principal Distribution Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) I-A-1 186,972,500.00 52,~~445~~974,~~328~~912.0018 3835,~~995~~632.6183 2,~~431~~289,~~420~~047.2158 0.00 0.00 I-A-2 10,000,000.00 ~~291~~159,~~236~~109.8461 21,~~085~~905.6378 ~~130~~122,~~041~~426.5997 0.00 0.00 I-A-3 100,000,000.00 21,~~912~~591,~~368~~096.4011 2019,~~856~~057.3479 1,~~300~~224,~~415~~269.9566 0.00 0.00 I-A-4 38,394,500.00 1610,~~118,189~~893.2840 87,~~007~~317.6914 ~~499~~470,~~288~~052.2021 0.00 0.00 I-A-5 0.00 0.00 0.00 0.00 0.00 0.00 I-A-6 14,000,000.00 14,000,000.00 0.00 0.00 0.00 0.00 I-A-7 39,500,000.00 39,500,000.00 0.00 0.00 0.00 0.00 I-A-8 19,999,950.00 3,~~253~~026,~~937~~037.1546 3,~~597~~287.4118 ~~224~~211,~~302~~168.2819 0.00 0.00 I-X 0.00 0.00 0.00 0.00 0.00 0.00 I-P 78,647.00 56,~~203~~123.4956 63.5393 1620.4059 0.00 0.00 R-I 50.00 0.00 0.00 0.00 0.00 0.00 R-II 50.00 0.00 0.00 0.00 0.00 0.00 R-III 50.00 0.00 0.00 0.00 0.00 0.00 II-A 184,871,500.00 2420,~~809~~749,~~508~~813.3820 ~~131~~112,~~496~~283.5243 32,~~928~~064,~~198~~110.6608 0.00 0.00 II-X 0.00 0.00 0.00 0.00 0.00 0.00 II-P 52,290.00 17,~~646~~473.8871 173.1796 0.00 0.00 0.00 III-A 43,527,000.00 15,~~869~~521,~~520~~132.2147 1514,~~124~~911.0219 ~~333~~537,~~263~~889.7298 0.00 0.00 III-X 0.00 0.00 0.00 0.00 0.00 0.00 III-P 765,935.00 ~~368~~360,~~227~~450.2509 ~~377~~372.0067 7,~~400~~375.1737 0.00 0.00 B-1 8,869,000.00 8,~~621~~602,~~905~~340.4302 19,~~565~~653.4182 0.00 0.00 0.00 B-2 3,612,000.00 3,~~511~~503,~~367~~399.9672 78,~~968~~004.2324 0.00 0.00 0.00 B-3 2,628,000.00 2,~~554~~548,~~782~~985.6718 5,~~797~~823.4868 0.00 0.00 0.00 B-4 1,313,000.00 1,~~276~~273,~~419~~522.1966 2,~~896~~909.5462 0.00 0.00 0.00 B-5 985,000.00 ~~957~~955,~~557~~384.4348 2,~~172~~182.9577 0.00 0.00 0.00 B-6 1,316,134.00 1,~~279~~276,~~468~~564.2985 2,~~903~~916.4456 0.00 0.00 0.00 Totals 656,885,606.00 ~~125~~116,~~843~~727,~~666~~238.8570 ~~262~~236,~~080~~496.9759 86,~~854~~926,~~347~~360.1863 0.00 0.00 (1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Principal Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution I-A-1 2,~~470~~324,~~415~~680.8241 2650,~~974,912~~231.1877 0.~~01591096~~00347769 2,~~470~~324,~~415~~680.8241 I-A-2 ~~132~~124,~~127~~332.2374 ~~159~~34,~~109~~776.6187 0.~~01591096~~00347769 ~~132~~124,~~127~~332.2374 I-A-3 1,~~321~~243,~~272~~327.2845 1347,~~591,096~~768.1167 0.~~01591096~~00347769 1,~~321~~243,~~272~~327.2845 I-A-4 ~~507~~477,~~295~~369.8936 ~~610~~133,~~893~~524.4004 0.~~01591096~~00347769 ~~507~~477,~~295~~369.8936 I-A-5 0.00 0.00 0.00000000 0.00 I-A-6 0.00 14,000,000.00 1.00000000 0.00 I-A-7 0.00 39,500,000.00 1.00000000 0.00 I-A-8 ~~227~~214,~~899~~455.6937 32,~~026~~811,~~037~~582.4609 0.~~15130225~~14057946 ~~227~~214,~~899~~455.6937 I-X 0.00 0.00 0.00000000 0.00 I-P 7984.9352 56,~~123~~039.5603 0.~~71361349~~71253869 7984.9352 R-I 0.00 0.00 0.00000000 0.00 R-II 0.00 0.00 0.00000000 0.00 R-III 0.00 0.00 0.00000000 0.00 II-A 42,~~059~~176,~~695~~393.1851 2018,~~749~~573,~~813~~419.2069 0.~~11223911~~10046665 42,~~059~~176,~~695~~393.1851 II-X 0.00 0.00 0.00000000 0.00 II-P 173.1796 17,~~473~~299.7175 0.~~33416925~~33084242 173.1796 III-A ~~348~~552,~~387~~801.7418 1514,~~521~~968,~~132~~331.4729 0.~~35658631~~34388612 ~~348~~552,~~387~~801.7418 III-X 0.00 0.00 0.00000000 0.00 III-P 7,~~777~~748.1704 ~~360~~352,~~450~~702.0905 0.~~47060141~~46048562 7,~~777~~748.1704 B-1 19,~~565~~653.4182 8,~~602~~582,~~340~~686.0220 0.~~96993348~~96771747 19,~~565~~653.4182 B-2 78,~~968~~004.2324 3,~~503~~495,~~399~~395.7249 0.~~96993348~~96771747 78,~~968~~004.2324 B-3 5,~~797~~823.4868 2,~~548~~543,~~985~~161.1850 0.~~96993348~~96771747 5,~~797~~823.4868 B-4 2,~~896~~909.5462 1,~~273~~270,~~522~~613.6603 0.~~96993348~~96771746 2,~~896~~909.5462 B-5 2,~~172~~182.9577 ~~955~~953,~~384~~201.4870 0.~~96993348~~96771746 2,~~172~~182.9577 B-6 2,~~903~~916.4456 1,~~276~~273,~~564~~648.8529 0.~~96993532~~96771931 2,~~903~~916.4456 Totals 97,~~116~~162,~~428~~857.1523 ~~116~~109,~~727~~564,~~238~~381.7046 0.~~17769797~~16679370 97,~~116~~162,~~428~~857.1523

Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion I-A-1 186,972,500.00 2915.~~12368396~~91096113 0.~~20856334~~19057792 1312.~~00415949~~24269655 0.00000000 I-A-2 10,000,000.00 2915.~~12368400~~91096100 0.~~20856300~~19057800 1312.~~00415900~~24269700 0.00000000 I-A-3 100,000,000.00 2915.~~12368400~~91096110 0.~~20856340~~19057790 1312.~~00415950~~24269660 0.00000000 I-A-4 38,394,500.00 2915.~~12368386~~91096121 0.~~20856347~~19057782 1312.~~00415945~~24269648 0.00000000 I-A-5 0.00 0.00000000 0.00000000 0.00000000 0.00000000 I-A-6 14,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A-7 39,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A-8 19,999,950.00 ~~162~~151.~~69726424~~30225126 0.~~17987095~~16435941 1110.~~21514204~~55843590 0.00000000 I-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 I-P 78,647.00 ~~714~~713.~~62980152~~61348812 0.~~80778669~~81287271 0.~~20852671~~26180274 0.00000000 R-I 50.00 0.00000000 0.00000000 0.00000000 0.00000000 R-II 50.00 0.00000000 0.00000000 0.00000000 0.00000000 R-III 50.00 0.00000000 0.00000000 0.00000000 0.00000000 II-A 184,871,500.00 ~~134~~112.~~19866437~~23911311 0.~~71128606~~60735933 2111.~~24826520~~16510701 0.00000000 II-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-P 52,290.00 ~~337~~334.~~48097151~~16924842 3.~~31172308~~32683113 0.00000000 0.00000000 III-A 43,527,000.00 ~~364~~356.~~59025915~~58631355 0.~~34746295~~34257335 712.~~65648264~~35761665 0.00000000 III-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 III-P 765,935.00 ~~480~~470.~~75522074~~60140874 0.~~49220887~~48655565 9.~~66161619~~62923747 0.00000000 B-1 8,869,000.00 ~~972~~969.~~13952306~~93347841 2.~~20604465~~21601308 0.00000000 0.00000000 B-2 3,612,000.00 ~~972~~969.~~13952381~~93347730 2.~~20604374~~21601329 0.00000000 0.00000000 B-3 2,628,000.00 ~~972~~969.~~13952435~~93347793 2.~~20604262~~21601218 0.00000000 0.00000000 B-4 1,313,000.00 ~~972~~969.~~13952018~~93348058 2.~~20604722~~21600914 0.00000000 0.00000000 B-5 985,000.00 ~~972~~969.~~13952284~~93348223 2.~~20604061~~21601015 0.00000000 0.00000000 B-6 1,316,134.00 ~~972~~969.~~14135491~~93531814 2.~~20603677~~21600536 0.00000000 0.00000000 (2) All classes are per $1000 denomination.

Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution I-A-1 0.00000000 1312.~~21272283~~43327447 153.~~91096113~~47768667 0.~~01591096~~00347769 1312.~~21272283~~43327447 I-A-2 0.00000000 1312.~~21272300~~43327400 153.~~91096100~~47768700 0.~~01591096~~00347769 1312.~~21272300~~43327400 I-A-3 0.00000000 1312.~~21272280~~43327450 153.~~91096110~~47768670 0.~~01591096~~00347769 1312.~~21272280~~43327450 I-A-4 0.00000000 1312.~~21272292~~43327456 153.~~91096121~~47768665 0.~~01591096~~00347769 1312.~~21272292~~43327456 I-A-5 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-A-6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A-7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A-8 0.00000000 1110.~~39501299~~72279531 ~~151~~140.~~30225126~~57945595 0.~~15130225~~14057946 1110.~~39501299~~72279531 I-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-P 0.00000000 1.~~01631340~~07467545 ~~713~~712.~~61348812~~53868552 0.~~71361349~~71253869 1.~~01631340~~07467545 R-I 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-II 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-III 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-A 0.00000000 2111.~~95955126~~77246633 ~~112~~100.~~23911311~~46664678 0.~~11223911~~10046665 2111.~~95955126~~77246633 II-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-P 0.00000000 3.~~31172308~~32683113 ~~334~~330.~~16924842~~84241729 0.~~33416925~~33084242 3.~~31172308~~32683113 III-A 0.00000000 812.~~00394560~~70019023 ~~356~~343.~~58631355~~88612333 0.~~35658631~~34388612 812.~~00394560~~70019023 III-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 III-P 0.00000000 10.~~15382506~~11579312 ~~470~~460.~~60140874~~48561562 0.~~47060141~~46048562 10.~~15382506~~11579312 B-1 0.00000000 2.~~20604465~~21601308 ~~969~~967.~~93347841~~71746533 0.~~96993348~~96771747 2.~~20604465~~21601308 B-2 0.00000000 2.~~20604374~~21601329 ~~969~~967.~~93347730~~71746678 0.~~96993348~~96771747 2.~~20604374~~21601329 B-3 0.00000000 2.~~20604262~~21601218 ~~969~~967.~~93347793~~71746575 0.~~96993348~~96771747 2.~~20604262~~21601218 B-4 0.00000000 2.~~20604722~~21600914 ~~969~~967.~~93348058~~71746382 0.~~96993348~~96771746 2.~~20604722~~21600914 B-5 0.00000000 2.~~20604061~~21601015 ~~969~~967.~~93348223~~71746193 0.~~96993348~~96771746 2.~~20604061~~21601015 B-6 0.00000000 2.~~20603677~~21600536 ~~969~~967.~~93531814~~71931278 0.~~96993532~~96771931 2.~~20603677~~21600536 (3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Interest Distribution Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall I-A-1 186,972,500.00 5.50000% 52,~~445~~974,~~328~~912.0018 2413,~~957~~635.7501 0.00 0.00 I-A-2 10,000,000.00 5.75000% ~~291~~159,~~236~~109.8461 ~~1,395~~762.5140 0.00 0.00 I-A-3 100,000,000.00 6.00000% 21,~~912~~591,~~368~~096.4011 147,~~561~~955.8448 0.00 0.00 I-A-4 38,394,500.00 1.~~61875~~64125% 1610,~~118,189~~893.2840 ~~1,508~~835.3952 0.00 0.00 I-A-5 0.00 6.~~88125~~85875% 1610,~~118,189~~893.2840 63,~~412~~491.1264 0.00 0.00 I-A-6 14,000,000.00 5.95000% 14,000,000.00 69,416.67 0.00 0.00 I-A-7 39,500,000.00 6.00000% 39,500,000.00 197,500.00 0.00 0.00 I-A-8 19,999,950.00 6.00000% 3,~~253~~026,~~937~~037.1546 1615,~~269~~130.6919 0.00 0.00 I-X 0.00 0.~~62386~~62331% 7873,~~398~~726,~~716~~556.3727 4038,~~757~~295.8951 0.00 0.00 I-P 78,647.00 0.00000% 56,~~203~~123.4956 0.00 0.00 0.00 R-I 50.00 6.00000% 0.00 0.00 0.00 0.00 R-II 50.00 6.00000% 0.00 0.00 0.00 0.00 R-III 50.00 6.00000% 0.00 0.00 0.00 0.00 II-A 184,871,500.00 5.50000% 2420,~~809~~749,~~508~~813.3820 ~~113~~95,~~710~~103.2531 0.00 0.00 II-X 0.00 0.~~61549~~62900% 2925,~~923~~836,~~391~~511.6499 1513,~~347~~542.9454 0.00 0.00 II-P 52,290.00 0.00000% 17,~~646~~473.8871 0.00 0.00 0.00 III-A 43,527,000.00 7.00000% 15,~~869~~521,~~520~~132.2147 9290,~~572~~539.2094 0.00 0.00 III-X 0.00 0.~~14306~~14360% 17,~~521~~164,~~558~~170.6827 2,~~088~~053.92 0.00 0.00 III-P 765,935.00 0.00000% ~~368~~360,~~227~~450.2509 0.00 0.00 0.00 B-1 8,869,000.00 5.~~93054~~93106% 8,~~621~~602,~~905~~340.4302 42,~~610~~517.4547 0.00 0.00 B-2 3,612,000.00 5.~~93054~~93106% 3,~~511~~503,~~367~~399.9672 17,~~353~~315.5972 0.00 0.00 B-3 2,628,000.00 5.~~93054~~93106% 2,~~554~~548,~~782~~985.6718 12,~~626~~598.0348 0.00 0.00 B-4 1,313,000.00 5.~~93054~~93106% 1,~~276~~273,~~419~~522.1966 6,~~308~~294.2145 0.00 0.00 B-5 985,000.00 5.~~93054~~93106% ~~957~~955,~~557~~384.4348 4,~~732~~722.3603 0.00 0.00 B-6 1,316,134.00 5.~~93054~~93106% 1,~~279~~276,~~468~~564.2985 6,~~323~~309.2848 0.00 0.00 Totals 656,885,606.00 ~~686~~638,~~453~~019.0976 0.00 0.00

Interest Distribution Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (4) Distribution Shortfall Balance I-A-1 28146.9754 0.00 2413,~~928~~488.7847 0.00 2650,~~974,912~~231.1877 I-A-2 18.6219 0.00 ~~1,393~~754.8921 0.00 ~~159~~34,~~109~~776.6187 I-A-3 1685.9050 0.00 147,~~544~~869.9498 0.00 1347,~~591,096~~768.1167 I-A-4 18.7598 0.00 ~~1,506~~826.6454 0.00 ~~610~~133,~~893~~524.4004 I-A-5 737.4453 0.00 63,~~404~~454.6811 0.00 ~~610~~133,~~893~~524.4004 I-A-6 0.00 0.00 69,416.67 0.00 14,000,000.00 I-A-7 ~~229~~2,122.2464 0.00 ~~197~~195,~~270~~377.7636 0.00 39,500,000.00 I-A-8 18162.8861 0.00 1614,~~250~~967.8158 0.00 32,~~026~~811,~~037~~582.4609 I-X 47411.3158 0.00 4037,~~710~~883.5893 0.00 7369,~~726~~329,~~556~~478.2798 I-P 0.00 0.00 0.00 0.00 56,~~123~~039.5603 R-I 0.00 0.00 0.00 0.00 0.00 R-II 0.00 0.00 0.00 0.00 0.00 R-III 0.00 0.00 0.00 0.00 0.00 II-A ~~131~~1,022.9812 0.00 ~~113~~94,~~578~~081.2719 0.00 2018,~~749~~573,~~813~~419.2069 II-X 17145.8155 0.00 1513,~~330~~396.1399 0.00 2523,~~836~~632,~~511~~513.9944 II-P 0.00 0.00 0.00 0.00 17,~~473~~299.7175 III-A ~~107~~973.4508 0.00 9289,~~464~~566.7586 0.00 1514,~~521~~968,~~132~~331.4729 III-X 222.4207 0.00 2,~~086~~031.5085 0.00 1716,~~164~~602,~~170~~388.2787 III-P 0.00 0.00 0.00 0.00 ~~360~~352,~~450~~702.0905 B-1 49456.4696 0.00 42,~~560~~060.9951 0.00 8,~~602~~582,~~340~~686.0220 B-2 20186.1410 0.00 17,~~333~~129.4562 0.00 3,~~503~~495,~~399~~395.7249 B-3 14135.6540 0.00 12,~~611~~463.3808 0.00 2,~~548~~543,~~985~~161.1850 B-4 767.3265 0.00 6,~~300~~226.8980 0.00 1,~~273~~270,~~522~~613.6603 B-5 550.4975 0.00 4,~~726~~671.8728 0.00 ~~955~~953,~~384~~201.4870 B-6 767.3481 0.00 6,~~315~~241.9467 0.00 1,~~276~~273,~~564~~648.8529 Totals ~~716~~6,111.1706 0.00 ~~685~~631,~~736~~908.9270 0.00 (4) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Interest Distribution Factors Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class (5) Amount Rate Balance Interest Shortfall Shortfall I-A-1 186,972,500.00 5.50000% 2915.~~12368396~~91096113 0.~~13348353~~07292522 0.00000000 0.00000000 I-A-2 10,000,000.00 5.75000% 2915.~~12368400~~91096100 0.~~13955100~~07624000 0.00000000 0.00000000 I-A-3 100,000,000.00 6.00000% 2915.~~12368400~~91096110 0.~~14561840~~07955480 0.00000000 0.00000000 I-A-4 38,394,500.00 1.~~61875~~64125% 2915.~~12368386~~91096121 0.~~03928662~~02176145 0.00000000 0.00000000 I-A-5 0.00 6.~~88125~~85875% 2915.~~12368386~~91096121 0.~~16700621~~09094115 0.00000000 0.00000000 I-A-6 14,000,000.00 5.95000% 1000.00000000 4.95833357 0.00000000 0.00000000 I-A-7 39,500,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 I-A-8 19,999,950.00 6.00000% ~~162~~151.~~69726424~~30225126 0.~~81348653~~75651139 0.00000000 0.00000000 I-X 0.00 0.~~62386~~62331% ~~186~~175.~~24535920~~14609411 0.~~09682515~~09097548 0.00000000 0.00000000 I-P 78,647.00 0.00000% ~~714~~713.~~62980152~~61348812 0.00000000 0.00000000 0.00000000 R-I 50.00 6.00000% 0.00000000 0.00000000 0.00000000 0.00000000 R-II 50.00 6.00000% 0.00000000 0.00000000 0.00000000 0.00000000 R-III 50.00 6.00000% 0.00000000 0.00000000 0.00000000 0.00000000 II-A 184,871,500.00 5.50000% ~~134~~112.~~19866437~~23911311 0.~~61507723~~51442927 0.00000000 0.00000000 II-X 0.00 0.~~61549~~62900% ~~157~~135.~~20244214~~73203299 0.~~08063035~~07114569 0.00000000 0.00000000 II-P 52,290.00 0.00000% ~~337~~334.~~48097151~~16924842 0.00000000 0.00000000 0.00000000 III-A 43,527,000.00 7.00000% ~~364~~356.~~59025915~~58631355 2.~~12677648~~08008684 0.00000000 0.00000000 III-X 0.00 0.~~14306~~14360% ~~384~~376.~~30365131~~46498391 0.~~04581668~~04504901 0.00000000 0.00000000 III-P 765,935.00 0.00000% ~~480~~470.~~75522074~~60140874 0.00000000 0.00000000 0.00000000 B-1 8,869,000.00 5.~~93054~~93106% ~~972~~969.~~13952306~~93347841 4.~~80442553~~79394182 0.00000000 0.00000000 B-2 3,612,000.00 5.~~93054~~93106% ~~972~~969.~~13952381~~93347730 4.~~80442691~~79394241 0.00000000 0.00000000 B-3 2,628,000.00 5.~~93054~~93106% ~~972~~969.~~13952435~~93347793 4.~~80442542~~79394216 0.00000000 0.00000000 B-4 1,313,000.00 5.~~93054~~93106% ~~972~~969.~~13952018~~93348058 4.~~80442498~~79394516 0.00000000 0.00000000 B-5 985,000.00 5.~~93054~~93106% ~~972~~969.~~13952284~~93348223 4.~~80442640~~79393909 0.00000000 0.00000000 B-6 1,316,134.00 5.~~93054~~93106% ~~972~~969.~~14135491~~93531814 4.~~80443481~~79394955 0.00000000 0.00000000 (5) All classes are per $1000 denomination.

Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance I-A-1 0.~~00015494~~00078375 0.00000000 0.~~13332859~~07214146 0.00000000 153.~~91096113~~47768667 I-A-2 0.~~00016200~~00081900 0.00000000 0.~~13938900~~07542100 0.00000000 153.~~91096100~~47768700 I-A-3 0.~~00016900~~00085500 0.00000000 0.~~14544940~~07869980 0.00000000 153.~~91096110~~47768670 I-A-4 0.~~00004558~~00023389 0.00000000 0.~~03924104~~02152756 0.00000000 153.~~91096121~~47768665 I-A-5 0.~~00019378~~00097748 0.00000000 0.~~16681243~~08996367 0.00000000 153.~~91096121~~47768665 I-A-6 0.00000000 0.00000000 4.95833357 0.00000000 1000.00000000 I-A-7 0.~~00580354~~05373772 0.00000000 4.~~99419646~~94626228 0.00000000 1000.00000000 I-A-8 0.~~00094400~~00813052 0.00000000 0.~~81254253~~74838087 0.00000000 ~~151~~140.~~30225126~~57945595 I-X 0.~~00011239~~00097776 0.00000000 0.~~09671276~~08999773 0.00000000 ~~175~~164.~~14609411~~70032054 I-P 0.00000000 0.00000000 0.00000000 0.00000000 ~~713~~712.~~61348812~~53868552 R-I 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-II 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-III 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-A 0.~~00071390~~00552881 0.00000000 0.~~61436333~~50890045 0.00000000 ~~112~~100.~~23911311~~46664678 II-X 0.~~00009356~~00076465 0.00000000 0.~~08053679~~07038104 0.00000000 ~~135~~124.~~73203299~~15333366 II-P 0.00000000 0.00000000 0.00000000 0.00000000 ~~334~~330.~~16924842~~84241729 III-A 0.~~00246858~~02235578 0.00000000 2.~~12430790~~05773106 0.00000000 ~~356~~343.~~58631355~~88612333 III-X 0.~~00005308~~00048407 0.00000000 0.~~04576360~~04456495 0.00000000 ~~376~~364.~~46498391~~14332650 III-P 0.00000000 0.00000000 0.00000000 0.00000000 ~~470~~460.~~60140874~~48561562 B-1 0.~~00557673~~05152328 0.00000000 4.~~79884880~~74241854 0.00000000 ~~969~~967.~~93347841~~71746533 B-2 0.~~00557586~~05152270 0.00000000 4.~~79885105~~74241971 0.00000000 ~~969~~967.~~93347730~~71746678 B-3 0.~~00557458~~05152207 0.00000000 4.~~79885084~~74242009 0.00000000 ~~969~~967.~~93347793~~71746575 B-4 0.~~00557502~~05152323 0.00000000 4.~~79884996~~74242193 0.00000000 ~~969~~967.~~93348058~~71746382 B-5 0.~~00557360~~05152284 0.00000000 4.~~79885279~~74241624 0.00000000 ~~969~~967.~~93348223~~71746193 B-6 0.~~00557694~~05152211 0.00000000 4.~~79885787~~74242744 0.00000000 ~~969~~967.~~93531814~~71931278 (6) Amount Does Not Include Excess Special Hazard, Bankruptcy,or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 97,~~855~~836,~~371~~280.0922 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 2928,~~319~~188.9718 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 97,~~884~~864,~~691~~468.0640 Withdrawals Reimbursement for Servicer Advances 3829,~~693~~319.9697 Payment of Service Fee 4340,~~832~~382.0350 Payment of Interest and Principal 97,~~802~~794,~~165~~765.0793 Total Withdrawals (Pool Distribution Amount) 97,~~884~~864,~~691~~468.0640 Ending Balance 0.00

PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall ~~716~~6,111.1706 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall ~~716~~6,111.1706

SERVICING FEES Gross Servicing Fee 4339,~~248~~799.7017 MBIA Insurance Fee 583.33 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 4340,~~832~~382.0350

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENCY STATUS DELINQUENT BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 119 0 0 0 119 32,~~442~~980,~~307~~626.0396 0.00 0.00 0.00 32,~~442~~980,~~307~~626.0396 60 Days 01 0 0 0 01 0319,788.0087 0.00 0.00 0.00 0319,788.0087 90 Days 0 10 0 0 10 0.00 ~~382,686~~0.9600 0.00 0.00 ~~382,686~~0.9600 120 Days 0 01 0 0 01 0.00 0382,686.0096 0.00 0.00 0382,686.0096 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 1 1 2 0.00 0.00 387,206.45 55,276.21 442,482.66 Totals 1110 1 1 1 1413 3,~~442~~300,~~307~~415.0383 382,686.96 387,206.45 55,276.21 4,~~267~~125,~~476~~585.6545 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.~~588235~~233251% 0.000000% 0.000000% 0.000000% 2.~~588235~~233251% 2.~~943023~~714985% 0.000000% 0.000000% 0.000000% 2.~~943023~~714985% 60 Days 0.~~000000~~248139% 0.000000% 0.000000% 0.000000% 0.~~000000~~248139% 0.~~000000~~291288% 0.000000% 0.000000% 0.000000% 0.~~000000~~291288% 90 Days 0.000000% 0.~~235294~~000000% 0.000000% 0.000000% 0.~~235294~~000000% 0.000000% 0.~~327181~~000000% 0.000000% 0.000000% 0.~~327181~~000000% 120 Days 0.000000% 0.~~000000~~248139% 0.000000% 0.000000% 0.~~000000~~248139% 0.000000% 0.~~000000~~348581% 0.000000% 0.000000% 0.~~000000~~348581% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.~~235294~~248139% 0.~~235294~~248139% 0.~~470588~~496278% 0.000000% 0.000000% 0.~~331045~~352698% 0.~~047259~~050350% 0.~~378304~~403047% Totals 2.~~588235~~481390% 0.~~235294~~248139% 0.~~235294~~248139% 0.~~235294~~248139% 3.~~294118~~225806% 23.~~943023~~006273% 0.~~327181~~348581% 0.~~331045~~352698% 0.~~047259~~050350% 3.~~648508~~757902%

Delinquency Status By Groups

DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 87 0 0 0 87 32,~~156~~826,~~564~~642.4120 0.00 0.00 0.00 32,~~156~~826,~~564~~642.4120 60 Days 01 0 0 0 01 0319,788.0087 0.00 0.00 0.00 0319,788.0087 90 Days 0 10 0 0 10 0.00 ~~382,686~~0.9600 0.00 0.00 ~~382,686~~0.9600 120 Days 0 01 0 0 01 0.00 0382,686.0096 0.00 0.00 0382,686.0096 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 8 1 0 0 9 3,~~156~~146,~~564~~431.4107 382,686.96 0.00 0.00 3,~~539~~529,~~251~~118.3703 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 4.~~371585~~046243% 0.000000% 0.000000% 0.000000% 4.~~371585~~046243% 4.~~276864~~072899% 0.000000% 0.000000% 0.000000% 4.~~276864~~072899% 60 Days 0.~~000000~~578035% 0.000000% 0.000000% 0.000000% 0.~~000000~~578035% 0.~~000000~~460783% 0.000000% 0.000000% 0.000000% 0.~~000000~~460783% 90 Days 0.000000% 0.~~546448~~000000% 0.000000% 0.000000% 0.~~546448~~000000% 0.000000% 0.~~518507~~000000% 0.000000% 0.000000% 0.~~518507~~000000% 120 Days 0.000000% 0.~~000000~~578035% 0.000000% 0.000000% 0.~~000000~~578035% 0.000000% 0.~~000000~~551412% 0.000000% 0.000000% 0.~~000000~~551412% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 4.~~371585~~624277% 0.~~546448~~578035% 0.000000% 0.000000% 45.~~918033~~202312% 4.~~276864~~533682% 0.~~518507~~551412% 0.000000% 0.000000% 45.~~795370~~085094% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 1 0 1 0.00 0.00 387,206.45 0.00 387,206.45 Totals 0 0 1 0 1 0.00 0.00 387,206.45 0.00 387,206.45 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 1.~~388889~~515152% 0.000000% 1.~~388889~~515152% 0.000000% 0.000000% 1.~~490263~~629041% 0.000000% 1.~~490263~~629041% Totals 0.000000% 0.000000% 1.~~388889~~515152% 0.000000% 1.~~388889~~515152% 0.000000% 0.000000% 1.~~490263~~629041% 0.000000% 1.~~490263~~629041% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group III No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 32 0 0 0 32 ~~285~~153,~~742~~984.6276 0.00 0.00 0.00 ~~285~~153,~~742~~984.6276 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 1 1 0.00 0.00 0.00 55,276.21 55,276.21 Totals 32 0 0 1 43 ~~285~~153,~~742~~984.6276 0.00 0.00 55,276.21 ~~341~~209,~~018~~260.8397 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.~~764706~~219512% 0.000000% 0.000000% 0.000000% 1.~~764706~~219512% 10.~~663521~~926833% 0.000000% 0.000000% 0.000000% 10.~~663521~~926833% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.~~588235~~609756% 0.~~588235~~609756% 0.000000% 0.000000% 0.000000% 0.~~321804~~332707% 0.~~321804~~332707% Totals 1.~~764706~~219512% 0.000000% 0.000000% 0.~~588235~~609756% 21.~~352941~~829268% 10.~~663521~~926833% 0.000000% 0.000000% 0.~~321804~~332707% 1.~~985325~~259541%

OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 2928,~~319~~188.9718

COLLATERAL STATEMENT Collateral Description Fixed 30 Year Weighted Average Gross Coupon 6.~~963736~~974230% Weighted Average Pass-Through Rate 6.~~551332~~565080% Weighted Average Maturity(Stepdown Calculation ) ~~278~~277 Beginning Scheduled Collateral Loan Count ~~451~~425 Number Of Loans Paid In Full 2622 Ending Scheduled Collateral Loan Count ~~425~~403 Beginning Scheduled Collateral Balance ~~125~~116,~~843~~727,~~666~~238.6953 Ending Scheduled Collateral Balance ~~116~~109,~~727~~564,~~238~~381.5329 Ending Actual Collateral Balance at 3031-~~Nov~~Dec-2003 ~~116~~109,~~964~~784,~~991~~285.0672 Monthly P &I Constant ~~992~~914,~~366~~898.0579 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 97,~~664~~662,~~176~~205.3347 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans ~~116~~109,~~727~~564,~~238~~381.5329 Scheduled Principal ~~262~~236,~~080~~496.9862 Unscheduled Principal 86,~~854~~926,~~347~~360.1862

Miscellaneous Reporting Average Loss Severity 0.00 Class I-A-6 Policy Payment 80746.5706 Group 1 Subordinate Percentage 1516.~~089447~~028660% Group 2 Subordinate Percentage 1719.~~040992~~633668% Group 3 Subordinate Percentage 7.~~484320~~632755% Group 1 Subordinate Prep Percentage 0.000000% Group 2 Subordinate Prep Percentage 0.000000% Group 3 Subordinate Prep Percentage 0.000000% Group 1 Senior Prep Percentage 100.000000% Group 2 Senior Prep Percentage 100.000000% Group 3 Senior Prep Percentage 100.000000% Group 1 Senior Percentage 8483.~~910553~~971340% Group 2 Senior Percentage 8280.~~959008~~366332% Group 3 Senior Percentage 92.~~515680~~367245%

Group Level Collateral Statement Group Group I Group II Group III Collateral Description Fixed 30 Year Fixed 30 Year Fixed 30 Year Weighted Average Coupon Rate 7.~~049703~~047110 6.~~573254~~585318 7.~~245951~~246597 Weighted Average Net Rate 6.~~619555~~618742 6.~~112244~~125276 6.~~995949~~996597 Weighted Average Maturity ~~327~~326 ~~152~~151 ~~335~~334 Beginning Loan Count ~~195~~183 8272 ~~174~~170 Loans Paid In Full 12 10 46 6 Ending Loan Count ~~183~~173 7266 ~~170~~164 Beginning Scheduled Balance 7873,~~398~~726,~~716~~556.3727 2925,~~923~~836,~~391~~511.6499 17,~~521~~164,~~558~~170.6827 Ending scheduled Balance 7369,~~726~~329,~~556~~478.2798 2523,~~836~~632,~~511~~513.9944 1716,~~164~~602,~~170~~388.2787 Record Date 1112/3031/2003 1112/3031/2003 1112/3031/2003 Principal And Interest Constant ~~547~~513,~~248~~058.5305 ~~322~~281,~~592~~673.7117 ~~122~~120,~~524~~167.8157 Scheduled Principal 8680,~~675~~092.4710 ~~158~~139,~~680~~888.9947 16,~~724~~516.5205 Unscheduled Principal 4,~~585~~316,~~484~~985.6319 32,~~928~~064,~~198~~110.6608 ~~340~~545,~~663~~265.8935 Scheduled Interest ~~460~~432,~~573~~965.0695 ~~163~~141,~~911~~784.7270 ~~105~~103,~~800~~651.2952 Servicing Fees 2826,~~102~~318.5340 119,~~495~~904.8290 3,~~650~~575.3587 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 0.00 0.00 0.00 Pool Insurance Fee 0.00 0.00 0.00 Spread Fee 1 0.00 0.00 0.00 Spread Fee 2 0.00 0.00 0.00 Spread Fee 3 0.00 0.00 0.00 Net Interest ~~432~~406,~~470~~647.5355 ~~152~~131,~~415~~879.9080 ~~102~~100,~~149~~075.9465 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 6.~~619555~~618742 6.~~112246~~125276 6.~~995951~~996597

Group Level Collateral Statement Group Total Collateral Description Fixed 30 Year Weighted Average Coupon Rate 6.~~963736~~974230 Weighted Average Net Rate 6.~~551332~~565079 Weighted Average Maturity ~~278~~277 Beginning Loan Count ~~451~~425 Loans Paid In Full 2622 Ending Loan Count ~~425~~403 Beginning Scheduled Balance ~~125~~116,~~843~~727,~~666~~238.6953 Ending scheduled Balance ~~116~~109,~~727~~564,~~238~~381.5329 Record Date 1112/3031/2003 Principal And Interest Constant ~~992~~914,~~366~~898.0579 Scheduled Principal ~~262~~236,~~080~~496.9862 Unscheduled Principal 86,~~854~~926,~~347~~360.1862 Scheduled Interest ~~730~~678,~~285~~402.0717 Servicing Fees 4339,~~248~~799.7017 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 0.00 Pool Insurance Fee 0.00 Spread Fee 1 0.00 Spread Fee 2 0.00 Spread Fee 3 0.00 Net Interest ~~687~~638,~~036~~603.3700 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalties 0.00 Special Servicing Fee 0.00 Pass-Through Rate 6.~~551332~~565080

Filing Compare · STRUCTURED ASSET MORT INV MORT PASS THR CERT SER 2002-4