8-K 1 sam02004_sept.txt SEPTEMBER 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): September 25, 2003 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 September 25, 2003 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 September 25, 2003 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, Assistant Vice President By: Beth Belfield, Assistant Vice President Date: 9/26/03 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 September 25, 2003 distribution. EX-99.1

Structured Asset Mortgage Investments Inc. Mortgage Pass-Through Certificates Record Date: 78/31/03 Distribution Date: 89/25/03 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% 4228,~~400~~096,~~328~~823.3391 ~~186~~124,~~908~~712.6872 149,~~303~~708,~~504~~963.4240 I-A-2 86358HPQ6 SEN 5.75000% 21,~~267~~502,~~730~~724.7394 106,~~450~~973.9830 ~~765~~519,~~005~~272.7927 I-A-3 86358HPR4 SEN 6.00000% 2215,~~677~~027,~~307~~249.2741 ~~109~~72,~~053~~764.6884 75,~~650~~192,~~057~~722.8667 I-A-4 86358HPS2 SEN 1.~~60000~~61000% 85,~~706~~769,~~838~~637.7428 117,~~165~~496.5062 21,~~937~~993,~~201~~719.4691 I-A-5 86358HPT0 SEN 6.~~90000~~89000% 0.00 4832,~~151~~081.2179 0.00 I-A-6 86358HPU7 SEN 5.95000% 14,000,000.00 6870,~~028~~804.3995 0.00 I-A-7 86358HPV5 SEN 6.00000% 39,500,000.00 ~~189~~191,~~952~~266.9062 0.00 I-A-8 86358HQD4 SEN 6.00000% 65,~~663~~343,~~093~~572.1874 3225,~~042~~874.3861 1895,~~319,520~~666.4492 I-X 86358HQE2 SEN 0.~~61393~~61726% 0.00 7260,~~906~~365.0805 0.00 I-P 86358HQF9 PO 0.00000% 77,~~689~~590.2983 0.00 98.4695 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% 5142,~~647~~087,~~174~~922.1467 ~~227~~186,~~670~~814.5369 9,~~559~~281,~~251~~901.4735 II-X 86358HPW3 SEN 0.~~57219~~62282% 0.00 2623,~~078~~764.2801 0.00 II-P 86358HPX1 PO 0.00000% 1918,~~002~~161.7865 0.00 ~~841~~170.1481 III-A 86358HPY9 SEN 7.00000% 2421,~~360~~656,~~727~~607.1022 ~~136~~122,~~673~~343.9905 2,~~704~~705,~~119~~733.8829 III-X 86358HPZ6 SEN 0.~~14713~~14028% 0.00 32,~~090~~655.2167 0.00 III-P 86358HQA0 PO 0.00000% ~~556~~513,~~722~~284.5380 0.00 4371,~~437~~553.7323 B-1 86358HQJ1 SUB 5.~~92863~~92910% 8,~~697~~678,~~135~~428.5157 41,~~326~~526.4406 18,~~706~~438.9486 B-2 86358HQK8 SUB 5.~~92863~~92910% 3,~~542~~534,~~006~~387.2564 16,~~830~~911.6696 7,~~618~~509.6143 B-3 86358HQL6 SUB 5.~~92863~~92910% 2,~~577~~571,~~074~~531.3221 12,~~245~~304.5671 5,~~543~~463.1167 B-4 86358HQM4 SUB 5.~~92863~~92910% 1,~~287~~284,~~556~~787.5409 6,~~118~~147.1267 2,~~769~~729.4576 B-5 86358HQN2 SUB 5.~~92863~~92910% ~~965~~963,~~912~~834.5695 4,~~589~~611.7693 2,~~077~~047.6184 B-6 86358HQP7 SUB 5.~~92863~~92910% 1,~~290~~287,~~632~~856.1914 6,~~132~~162.7436 2,~~776~~736.0527 Totals ~~231~~191,~~236~~914,~~931~~401.4605 1,~~209~~015,~~416~~582.0961 3930,~~322~~408,~~530~~728.4263

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A-1 0.00 2818,~~096~~387,~~823~~860.9151 149,~~490~~833,~~413~~676.1012 0.00 I-A-2 0.00 1983,~~502,724~~452.9467 ~~775~~526,~~456~~245.7757 0.00 I-A-3 0.00 159,~~027~~834,~~249~~526.4174 75,~~759~~265,~~111~~487.5451 0.00 I-A-4 0.00 53,~~769~~775,~~637~~917.2837 2,~~948~~001,~~366~~216.9653 0.00 I-A-5 0.00 0.00 4832,~~151~~081.2179 0.00 I-A-6 0.00 14,000,000.00 6870,~~028~~804.3995 0.00 I-A-7 0.00 39,500,000.00 ~~189~~191,~~952~~266.9062 0.00 I-A-8 0.00 54,~~343~~447,~~572~~905.7482 1921,~~351,562~~541.8253 0.00 I-X 0.00 0.00 7260,~~906~~365.0805 0.00 I-P 0.00 77,~~590~~491.8388 98.4695 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 4232,~~087~~806,~~922~~021.6732 9,~~786~~468,~~922~~716.0004 0.00 II-X 0.00 0.00 2623,~~078~~764.2801 0.00 II-P 0.00 1817,~~161~~990.6584 ~~841~~170.1481 0.00 III-A 0.00 2118,~~656~~950,~~607~~873.2293 2,~~840~~828,~~793~~076.8734 0.00 III-X 0.00 0.00 32,~~090~~655.2167 0.00 III-P 0.00 ~~513~~441,~~284~~731.8057 4371,~~437~~553.7323 0.00 B-1 0.00 8,~~678~~659,~~428~~989.5771 6059,~~033~~964.3892 0.00 B-2 0.00 3,~~534~~526,~~387~~878.6421 24,~~449~~421.2739 0.00 B-3 0.00 2,~~571~~566,~~531~~067.2153 17,~~788~~768.6738 0.00 B-4 0.00 1,~~284~~282,~~787~~057.0933 8,~~887~~877.5743 0.00 B-5 0.00 ~~963~~961,~~834~~787.9511 6,~~667~~659.3777 0.00 B-6 0.00 1,~~287~~285,~~856~~119.1487 8,~~908~~898.7963 0.00 Totals 0.00 ~~191~~161,~~914~~505,~~401~~672.0541 4031,~~531~~424,~~946~~311.5124 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 4228,~~400~~096,~~328~~823.3391 7862,~~765~~584.3317 149,~~224~~646,~~739~~379.0922 0.00 0.00 I-A-2 10,000,000.00 21,~~267~~502,~~730~~724.7394 43,~~212~~347.6724 ~~760~~515,~~793~~925.1203 0.00 0.00 I-A-3 100,000,000.00 2215,~~677~~027,~~307~~249.2741 4233,~~126~~472.6939 75,~~607~~159,~~931~~250.1628 0.00 0.00 I-A-4 38,394,500.00 85,~~706~~769,~~838~~637.7428 1612,~~174~~851.3356 21,~~921~~980,~~027~~868.1335 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 65,~~663~~343,~~093~~572.1874 75,~~266~~773.2249 1889,~~312,254~~893.2243 0.00 0.00 I-X 0.00 0.00 0.00 0.00 0.00 0.00 I-P 78,647.00 77,~~689~~590.2983 94.2777 4.19 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 5142,~~647~~087,~~174~~922.1467 ~~251~~202,~~835~~606.9234 9,~~307~~079,~~415~~295.5501 0.00 0.00 II-X 0.00 0.00 0.00 0.00 0.00 0.00 II-P 52,290.00 1918,~~002~~161.7865 ~~166~~170.9581 ~~674~~0.1900 0.00 0.00 III-A 43,527,000.00 2421,~~360~~656,~~727~~607.10 22 20,~~630~~353.2573 2,~~681~~685,~~489~~379.6356 0.00 0.00 III-X 0.00 0.00 0.00 0.00 0.00 0.00 III-P 765,935.00 ~~556~~513,~~722~~284.5380 ~~549~~510.2839 4271,~~888~~042.4584 0.00 0.00 B-1 8,869,000.00 8,~~697~~678,~~135~~428.5157 18,~~706~~438.9486 0.00 0.00 0.00 B-2 3,612,000.00 3,~~542~~534,~~006~~387.2564 7,~~618~~509.6143 0.00 0.00 0.00 B-3 2,628,000.00 2,~~577~~571,~~074~~531.3221 5,~~543~~463.1167 0.00 0.00 0.00 B-4 1,313,000.00 1,~~287~~284,~~556~~787.5409 2,~~769~~729.4576 0.00 0.00 0.00 B-5 985,000.00 ~~965~~963,~~912~~834.5695 2,~~077~~047.6184 0.00 0.00 0.00 B-6 1,316,134.00 1,~~290~~287,~~632~~856.1914 2,~~776~~736.0527 0.00 0.00 0.00 Totals 656,885,606.00 ~~231~~191,~~236~~914,~~931~~401.4605 ~~463~~380,~~313~~690.6872 3830,~~859~~028,~~216~~037.7391 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-1 149,~~303~~708,~~504~~963.4240 2818,~~096~~387,~~823~~860.9151 0.~~15027249~~09834527 149,~~303~~708,~~504~~963.4240 I-A-2 ~~765~~519,~~005~~272.7927 1983,~~502,724~~452.9467 0.~~15027249~~09834527 ~~765~~519,~~005~~272.7927 I-A-3 75,~~650~~192,~~057~~722.8667 159,~~027~~834,~~249~~526.4174 0.~~15027249~~09834527 75,~~650~~192,~~057~~722.8667 I-A-4 21,~~937~~993,~~201~~719.4691 53,~~769~~775,~~637~~917.2837 0.~~15027249~~09834527 21,~~937~~993,~~201~~719.4691 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 1895,~~319,520~~666.4492 54,~~343~~447,~~572~~905.7482 0.~~26717930~~22239585 1895,~~319,520~~666.4492 I-X 0.00 0.00 0.00000000 0.00 I-P 98.4695 77,~~590~~491.8388 0.~~98657075~~98531260 98.4695 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 9,~~559~~281,~~251~~901.4735 4232,~~087~~806,~~922~~021.6732 0.~~22766042~~17745310 9,~~559~~281,~~251~~901.4735 II-X 0.00 0.00 0.00000000 0.00 II-P ~~841~~170.1481 1817,~~161~~990.6584 0.~~34732549~~34405890 ~~841~~170.1481 III-A 2,~~704~~705,~~119~~733.8829 2118,~~656~~950,~~607~~873.2293 0.~~49754422~~43538204 2,~~704~~705,~~119~~733.8829 III-X 0.00 0.00 0.00000000 0.00 III-P 4371,~~437~~553.7323 ~~513~~441,~~284~~731.8057 0.~~67014146~~57672201 4371,~~437~~553.7323 B-1 18,~~706~~438.9486 8,~~678~~659,~~428~~989.5771 0.~~97851264~~97643361 18,~~706~~438.9486 B-2 7,~~618~~509.6143 3,~~534~~526,~~387~~878.6421 0.~~97851264~~97643361 7,~~618~~509.6143 B-3 5,~~543~~463.1167 2,~~571~~566,~~531~~067.2153 0.~~97851264~~97643361 5,~~543~~463.1167 B-4 2,~~769~~729.4576 1,~~284~~282,~~787~~057.0933 0.~~97851264~~97643361 2,~~769~~729.4576 B-5 2,~~077~~047.6184 ~~963~~961,~~834~~787.9511 0.~~97851264~~97643361 2,~~077~~047.6184 B-6 2,~~776~~736.0527 1,~~287~~285,~~856~~119.1487 0.~~97851445~~97643543 2,~~776~~736.0527 Totals 3930,~~322~~408,~~530~~728.4263 ~~191~~161,~~914~~505,~~401~~672.0541 0.~~29215802~~24586575 3930,~~322~~408,~~530~~728.4263

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 ~~226~~150.~~77307267~~27249414 0.~~42126692~~33472393 7651.~~07931161~~59250275 0.00000000 I-A-2 10,000,000.00 ~~226~~150.~~77307300~~27249400 0.~~42126700~~33472400 7651.~~07931200~~59250300 0.00000000 I-A-3 100,000,000.00 ~~226~~150.~~77307270~~27249410 0.~~42126690~~33472390 7651.~~07931160~~59250280 0.00000000 I-A-4 38,394,500.00 ~~226~~150.~~77307271~~27249424 0.~~42126685~~33472398 7651.~~07931162~~59250283 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 ~~333~~267.~~15549189~~17930495 0.~~36331191~~28867522 6544.~~61287503~~49478274 0.00000000 I-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 I-P 78,647.00 ~~987~~986.~~82267601~~57075286 1.~~19864712~~20500464 0.05327603 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 ~~279~~227.~~36796175~~66041640 1.~~36222143~~09593063 5049.~~34532391~~11138283 0.00000000 II-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-P 52,290.00 ~~363~~347.~~41135972~~32549245 3.~~19277108~~26659017 120.~~89328744~~00000000 0.00000000 III-A 43,527,000.00 ~~559~~497.~~66933398~~54421899 0.~~51991293~~46761160 61.~~60520206~~69457027 0.00000000 III-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 III-P 765,935.00 ~~726~~670.~~85349279~~14146109 0.~~71713657~~66636203 5592.~~99489513~~75309263 0.00000000 B-1 8,869,000.00 ~~980~~978.~~62188635~~51263615 2.~~10925020~~07902357 0.00000000 0.00000000 B-2 3,612,000.00 ~~980~~978.~~62188538~~51263566 2.~~10924972~~07902270 0.00000000 0.00000000 B-3 2,628,000.00 ~~980~~978.~~62188737~~51263699 2.~~10925038~~07902207 0.00000000 0.00000000 B-4 1,313,000.00 ~~980~~978.~~62188880~~51263519 2.~~10925362~~07902513 0.00000000 0.00000000 B-5 985,000.00 ~~980~~978.~~62188832~~51263959 2.~~10924873~~07902538 0.00000000 0.00000000 B-6 1,316,134.00 ~~980~~978.~~62369789~~51445218 2.~~10924572~~07902083 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 7651.~~50057853~~92722673 ~~150~~98.~~27249414~~34526741 0.~~15027249~~09834527 7651.~~50057853~~92722673 I-A-2 0.00000000 7651.~~50057900~~92722700 ~~150~~98.~~27249400~~34526700 0.~~15027249~~09834527 7651.~~50057900~~92722700 I-A-3 0.00000000 7651.~~50057860~~92722670 ~~150~~98.~~27249410~~34526740 0.~~15027249~~09834527 7651.~~50057860~~92722670 I-A-4 0.00000000 7651.~~50057847~~92722682 ~~150~~98.~~27249424~~34526742 0.~~15027249~~09834527 7651.~~50057847~~92722682 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 6544.~~97618694~~78345796 ~~267~~222.~~17930495~~39584699 0.~~26717930~~22239585 6544.~~97618694~~78345796 I-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-P 0.00000000 1.~~25192315~~25815352 ~~986~~985.~~57075286~~31259934 0.~~98657075~~98531260 1.~~25192315~~25815352 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 5150.~~70754535~~20731346 ~~227~~177.~~66041640~~45310294 0.~~22766042~~17745310 5150.~~70754535~~20731346 II-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-P 0.00000000 163.~~08605852~~26659017 ~~347~~344.~~32549245~~05890228 0.~~34732549~~34405890 163.~~08605852~~26659017 III-A 0.00000000 62.~~12511499~~16218186 ~~497~~435.~~54421899~~38203713 0.~~49754422~~43538204 62.~~12511499~~16218186 III-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 III-P 0.00000000 5693.~~71203170~~41945465 ~~670~~576.~~14146109~~72200644 0.~~67014146~~57672201 5693.~~71203170~~41945465 B-1 0.00000000 2.~~10925020~~07902357 ~~978~~976.~~51263615~~43361258 0.~~97851264~~97643361 2.~~10925020~~07902357 B-2 0.00000000 2.~~10924972~~07902270 ~~978~~976.~~51263566~~43361296 0.~~97851264~~97643361 2.~~10924972~~07902270 B-3 0.00000000 2.~~10925038~~07902207 ~~978~~976.~~51263699~~43361111 0.~~97851264~~97643361 2.~~10925038~~07902207 B-4 0.00000000 2.~~10925362~~07902513 ~~978~~976.~~51263519~~43361005 0.~~97851264~~97643361 2.~~10925362~~07902513 B-5 0.00000000 2.~~10924873~~07902538 ~~978~~976.~~51263959~~43361421 0.~~97851264~~97643361 2.~~10924873~~07902538 B-6 0.00000000 2.~~10924572~~07902083 ~~978~~976.~~51445218~~43543135 0.~~97851445~~97643543 2.~~10924572~~07902083 (3) Amount Does Not Include Excess Special Hazard, Bankrupcy, 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% 4228,~~400~~096,~~328~~823.3391 ~~194~~128,~~334~~777.8411 0.00 0.00 I-A-2 10,000,000.00 5.75000% 21,~~267~~502,~~730~~724.7394 107,~~866~~200.2156 0.00 0.00 I-A-3 100,000,000.00 6.00000% 2215,~~677~~027,~~307~~249.2741 ~~113~~75,~~386~~136.5425 0.00 0.00 I-A-4 38,394,500.00 1.~~60000~~61000% 85,~~706~~769,~~838~~637.7428 117,~~609~~740.1293 0.00 0.00 I-A-5 0.00 6.~~90000~~89000% 85,~~706~~769,~~838~~637.7428 5033,~~064~~127.3233 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% 65,~~663~~343,~~093~~572.1874 3326,~~315~~717.4786 0.00 0.00 I-X 0.00 0.~~61393~~61726% ~~148~~121,~~166~~178,~~578~~241.6485 7562,~~802~~332.7535 0.00 0.00 I-P 78,647.00 0.00000% 77,~~689~~590.2983 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% 5142,~~647~~087,~~174~~922.1467 ~~236~~192,~~716~~902.2198 0.00 0.00 II-X 0.00 0.~~57219~~62282% 5647,~~864~~278,~~267~~828.6875 2724,~~114~~538.4148 0.00 0.00 II-P 52,290.00 0.00000% 1918,~~002~~161.7865 0.00 0.00 0.00 III-A 43,527,000.00 7.00000% 2421,~~360~~656,~~727~~607.1022 ~~142~~126,~~104~~330.2421 0.00 0.00 III-X 0.00 0.~~14713~~14028% 2623,~~206~~457,~~085~~330.0332 32,~~212~~742.9922 0.00 0.00 III-P 765,935.00 0.00000% ~~556~~513,~~722~~284.5380 0.00 0.00 0.00 B-1 8,869,000.00 5.~~92863~~92910% 8,~~697~~678,~~135~~428.5157 42,~~968~~879.40 0.00 0.00 B-2 3,612,000.00 5.~~92863~~92910% 3,~~542~~534,~~006~~387.2564 17,~~499~~463.3612 0.00 0.00 B-3 2,628,000.00 5.~~92863~~92910% 2,~~577~~571,~~074~~531.3221 12,~~732~~705.1072 0.00 0.00 B-4 1,313,000.00 5.~~92863~~92910% 1,~~287~~284,~~556~~787.5409 6,~~361~~348.2003 0.00 0.00 B-5 985,000.00 5.~~92863~~92910% ~~965~~963,~~912~~834.5695 4,~~772~~762.1123 0.00 0.00 B-6 1,316,134.00 5.~~92863~~92910% 1,~~290~~287,~~632~~856.1914 6,~~376~~363.4019 0.00 0.00 Totals 656,885,606.00 1,~~256~~044,~~153~~984.3464 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 74,~~426~~064.1539 0.00 ~~186~~124,~~908~~712.6872 0.00 2818,~~096~~387,~~823~~860.9151 I-A-2 ~~415~~227.2326 0.00 106,~~450~~973.9830 0.00 1983,~~502,724~~452.9467 I-A-3 42,~~332~~371.8641 0.00 ~~109~~72,~~053~~764.6884 0.00 159,~~027~~834,~~249~~526.4174 I-A-4 ~~443~~244.6231 0.00 117,~~165~~496.5062 0.00 53,~~769~~775,~~637~~917.2837 I-A-5 1,~~913~~045.1255 0.00 4832,~~151~~081.2179 0.00 53,~~769~~775,~~637~~917.2837 I-A-6 (1,388.28) 0.00 6870,~~028~~804.3995 0.00 14,000,000.00 I-A-7 76,~~547~~233.1038 0.00 ~~189~~191,~~952~~266.9062 0.00 39,500,000.00 I-A-8 ~~1,273~~843.0925 0.00 3225,~~042~~874.3861 0.00 54,~~343~~447,~~572~~905.7482 I-X 21,~~896~~967.6630 0.00 7260,~~906~~365.0805 0.00 ~~121~~102,~~178~~854,~~241~~982.8586 I-P 0.00 0.00 0.00 0.00 77,~~590~~491.8388 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 96,~~045~~088.6829 0.00 ~~227~~186,~~670~~814.5369 0.00 4232,~~087~~806,~~922~~021.6732 II-X ~~1,036~~774.1347 0.00 2623,~~078~~764.2801 0.00 4737,~~278~~971,~~828~~855.7561 II-P 0.00 0.00 0.00 0.00 1817,~~161~~990.6584 III-A 53,~~430~~987.2616 0.00 ~~136~~122,~~673~~343.9905 0.00 2118,~~656~~950,~~607~~873.2293 III-X ~~122~~86.7855 0.00 32,~~090~~655.2167 0.00 2320,~~457~~678,~~330~~833.3282 III-P 0.00 0.00 0.00 0.00 ~~513~~441,~~284~~731.8057 B-1 1,~~641~~353.9633 0.00 41,~~326~~526.4406 0.00 8,~~678~~659,~~428~~989.5771 B-2 ~~668~~551.7116 0.00 16,~~830~~911.6696 0.00 3,~~534~~526,~~387~~878.6421 B-3 ~~486~~401.5301 0.00 12,~~245~~304.5671 0.00 2,~~571~~566,~~531~~067.2153 B-4 ~~243~~200.0835 0.00 6,~~118~~147.1267 0.00 1,~~284~~282,~~787~~057.0933 B-5 ~~182~~150.3630 0.00 4,~~589~~611.7693 0.00 ~~963~~961,~~834~~787.9511 B-6 ~~243~~200.6683 0.00 6,~~132~~162.7436 0.00 1,~~287~~285,~~856~~119.1487 Totals 4629,~~737~~402.2602 0.00 1,~~209~~015,~~416~~582.0961 0.00 (4) Amount Does Not Include Excess Special Hazard, Bankrupcy, 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% ~~226~~150.~~77307267~~27249414 10.~~03937659~~68874893 0.00000000 0.00000000 I-A-2 10,000,000.00 5.75000% ~~226~~150.~~77307300~~27249400 10.~~08662100~~72005600 0.00000000 0.00000000 I-A-3 100,000,000.00 6.00000% ~~226~~150.~~77307270~~27249410 10.~~13386540~~75136250 0.00000000 0.00000000 I-A-4 38,394,500.00 1.~~60000~~61000% ~~226~~150.~~77307271~~27249424 0.~~30236414~~20161560 0.00000000 0.00000000 I-A-5 0.00 6.~~90000~~89000% ~~226~~150.~~77307271~~27249424 10.~~30394510~~86281447 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% ~~333~~267.~~15549189~~17930495 1.~~66577766~~33589634 0.00000000 0.00000000 I-X 0.00 0.~~61393~~61726% ~~351~~287.~~98711074~~87314673 0.~~18007834~~14807782 0.00000000 0.00000000 I-P 78,647.00 0.00000% ~~987~~986.~~82267601~~57075286 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% ~~279~~227.~~36796175~~66041640 1.~~28043647~~04344358 0.00000000 0.00000000 II-X 0.00 0.~~57219~~62282% ~~298~~248.~~73624813~~37917541 0.~~14244547~~12891283 0.00000000 0.00000000 II-P 52,290.00 0.00000% ~~363~~347.~~41135972~~32549245 0.00000000 0.00000000 0.00000000 III-A 43,527,000.00 7.00000% ~~559~~497.~~66933398~~54421899 32.~~26473775~~90234131 0.00000000 0.00000000 III-X 0.00 0.~~14713~~14028% ~~574~~514.~~78300575~~49405025 0.~~07047112~~06014563 0.00000000 0.00000000 III-P 765,935.00 0.00000% ~~726~~670.~~85349279~~14146109 0.00000000 0.00000000 0.00000000 B-1 8,869,000.00 5.~~92863~~92910% ~~980~~978.~~62188635~~51263615 4.~~84478521~~83475025 0.00000000 0.00000000 B-2 3,612,000.00 5.~~92863~~92910% ~~980~~978.~~62188538~~51263566 4.~~84478405~~83475083 0.00000000 0.00000000 B-3 2,628,000.00 5.~~92863~~92910% ~~980~~978.~~62188737~~51263699 4.~~84478691~~83474886 0.00000000 0.00000000 B-4 1,313,000.00 5.~~92863~~92910% ~~980~~978.~~62188880~~51263519 4.~~84478294~~83475248 0.00000000 0.00000000 B-5 985,000.00 5.~~92863~~92910% ~~980~~978.~~62188832~~51263959 4.~~84478173~~83475127 0.00000000 0.00000000 B-6 1,316,134.00 5.~~92863~~92910% ~~980~~978.~~62369789~~51445218 4.~~84479544~~83475847 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.~~03971787~~02173790 0.00000000 0.~~99965867~~66701103 0.00000000 ~~150~~98.~~27249414~~34526741 I-A-2 0.~~04152300~~02272600 0.00000000 10.~~04509800~~69733000 0.00000000 ~~150~~98.~~27249400~~34526700 I-A-3 0.~~04332860~~02371410 0.00000000 10.~~09053680~~72764840 0.00000000 ~~150~~98.~~27249410~~34526740 I-A-4 0.~~01155426~~00636315 0.00000000 0.~~29080988~~19525245 0.00000000 ~~150~~98.~~27249424~~34526742 I-A-5 0.~~04982797~~02723176 0.00000000 10.~~25411739~~83558296 0.00000000 ~~150~~98.~~27249424~~34526742 I-A-6 (0.09916286) 0.00000000 45.~~85917071~~05749643 0.00000000 1000.00000000 I-A-7 0.~~19106582~~15780709 0.00000000 4.~~80893418~~84219291 0.00000000 1000.00000000 I-A-8 0.~~06365466~~04216261 0.00000000 1.~~60212301~~29373373 0.00000000 ~~267~~222.~~17930495~~39584699 I-X 0.~~00688136~~00467355 0.00000000 0.~~17319696~~14340427 0.00000000 ~~287~~244.~~87314673~~34409280 I-P 0.00000000 0.00000000 0.00000000 0.00000000 ~~986~~985.~~57075286~~31259934 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.~~04892955~~03293255 0.00000000 1.~~23150691~~01051103 0.00000000 ~~227~~177.~~66041640~~45310294 II-X 0.~~00544331~~00406868 0.00000000 0.~~13700216~~12484415 0.00000000 ~~248~~199.~~37917541~~48502183 II-P 0.00000000 0.00000000 0.00000000 0.00000000 ~~347~~344.~~32549245~~05890228 III-A 0.~~12475613~~09160199 0.00000000 32.~~13998185~~81073931 0.00000000 ~~497~~435.~~54421899~~38203713 III-X 0.~~00269296~~00189832 0.00000000 0.~~06777816~~05824731 0.00000000 ~~514~~453.~~49405025~~55276246 III-P 0.00000000 0.00000000 0.00000000 0.00000000 ~~670~~576.~~14146109~~72200644 B-1 0.~~18513474~~15259105 0.00000000 4.~~65965047~~68215808 0.00000000 ~~978~~976.~~51263615~~43361258 B-2 0.~~18513566~~15259136 0.00000000 4.~~65965116~~68215947 0.00000000 ~~978~~976.~~51263566~~43361296 B-3 0.~~18513318~~15259132 0.00000000 4.~~65964992~~68215753 0.00000000 ~~978~~976.~~51263699~~43361111 B-4 0.~~18513328~~15258949 0.00000000 4.~~65964966~~68215537 0.00000000 ~~978~~976.~~51263519~~43361005 B-5 0.~~18513706~~15258883 0.00000000 4.~~65965482~~68216244 0.00000000 ~~978~~976.~~51263959~~43361421 B-6 0.~~18513312~~15259085 0.00000000 4.~~65966231~~68216762 0.00000000 ~~978~~976.~~51445218~~43543135 (6) Amount Does Not Include Excess Special Hazard, Bankrupcy,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 4031,~~615~~495,~~527~~702.6533 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 3123,~~010~~654.1130 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 4031,~~646~~519,~~537~~356.7663 Withdrawals Reimbursement for Servicer Advances 3531,~~794~~010.2511 Payment of Service Fee 7864,~~797~~035.0028 Payment of Interest and Principal 4031,~~531~~424,~~946~~311.5124 Total Withdrawals (Pool Distribution Amount) 4031,~~646~~519,~~537~~356.7663 Ending Balance 0.00

PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 4829,~~001~~402.6002 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 4829,~~001~~402.6102

SERVICING FEES Gross Servicing Fee 7863,~~213~~451.6795 MBIA Insurance Fee 583.33 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 7864,~~797~~035.0028

OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Reserve Account 999.99 0.00 0.00 999.99 Class A6 Reserve Account ~~1,264~~0.3500 ~~1,264~~0.3500 0.00 0.00

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 96 0 0 0 96 32,~~476~~210,~~543~~836.8840 0.00 0.00 0.00 32,~~476~~210,~~543~~836.8840 60 Days 01 0 0 0 01 0402,848.0082 0.00 0.00 0.00 0402,848.0082 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 20 0 0 0 20 ~~817,207~~0.8400 0.00 0.00 0.00 ~~817,207~~0.8400 150 Days 01 0 01 0 02 0431,448.0068 0.00 0385,759.0016 0.00 0817,207.0084 180+ Days 0 1 0 0 1 0.00 55,276.21 0.00 0.00 55,276.21 Totals 118 1 01 0 1210 43,~~293~~045,~~751~~133.7290 55,276.21 0385,759.0016 0.00 43,~~349~~486,~~027~~169.9327 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 1.~~404056~~081081% 0.000000% 0.000000% 0.000000% 1.~~404056~~081081% 1.~~808232~~366186% 0.000000% 0.000000% 0.000000% 1.~~808232~~366186% 60 Days 0.~~000000~~180180% 0.000000% 0.000000% 0.000000% 0.~~000000~~180180% 0.~~000000~~248940% 0.000000% 0.000000% 0.000000% 0.~~000000~~248940% 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.~~312012~~000000% 0.000000% 0.000000% 0.000000% 0.~~312012~~000000% 0.~~425049~~000000% 0.000000% 0.000000% 0.000000% 0.~~425049~~000000% 150 Days 0.~~000000~~180180% 0.000000% 0.~~000000~~180180% 0.000000% 0.~~000000~~360360% 0.~~000000~~266614% 0.000000% 0.~~000000~~238380% 0.000000% 0.~~000000~~504994% 180+ Days 0.000000% 0.~~156006~~180180% 0.000000% 0.000000% 0.~~156006~~180180% 0.000000% 0.~~028750~~034158% 0.000000% 0.000000% 0.~~028750~~034158% Totals 1.~~716069~~441441% 0.~~156006~~180180% 0.~~000000~~180180% 0.000000% 1.~~872075~~801802% 21.~~233281~~881740% 0.~~028750~~034158% 0.~~000000~~238380% 0.000000% 2.~~262032~~154278%

Delinquency Status By Groups

~~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 75 0 0 0 75 2,~~979~~134,~~132~~604.7584 0.00 0.00 0.00 2,~~979~~134,~~132~~604.7584 60 Days 01 0 0 0 01 0402,848.0082 0.00 0.00 0.00 0402,848.0082 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 10 0 0 0 10 ~~431,448~~0.6800 0.00 0.00 0.00 ~~431,448~~0.6800 150 Days 01 0 0 0 01 0431,448.0068 0.00 0.00 0.00 0431,448.0068 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 87 0 0 0 87 32,~~410~~968,~~581~~902.4334 0.00 0.00 0.00 32,~~410~~968,~~581~~902.4334 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 21.~~325581~~945525% 0.000000% 0.000000% 0.000000% 21.~~325581~~945525% 2.~~455945~~073082% 0.000000% 0.000000% 0.000000% 2.~~455945~~073082% 60 Days 0.~~000000~~389105% 0.000000% 0.000000% 0.000000% 0.~~000000~~389105% 0.~~000000~~391238% 0.000000% 0.000000% 0.000000% 0.~~000000~~391238% 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.~~332226~~000000% 0.000000% 0.000000% 0.000000% 0.~~332226~~000000% 0.~~355679~~000000% 0.000000% 0.000000% 0.000000% 0.~~355679~~000000% 150 Days 0.~~000000~~389105% 0.000000% 0.000000% 0.000000% 0.~~000000~~389105% 0.~~000000~~419014% 0.000000% 0.000000% 0.000000% 0.~~000000~~419014% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 2.~~657807~~723735% 0.000000% 0.000000% 0.000000% 2.~~657807~~723735% 2.~~811623~~883333% 0.000000% 0.000000% 0.000000% 2.~~811623~~883333% 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 10 0 0 0 10 ~~385,634~~0.5000 0.00 0.00 0.00 ~~385,634~~0.5000 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 10 0 0 0 10 ~~385,759~~0.1600 0.00 0.00 0.00 ~~385,759~~0.1600 150 Days 0 0 01 0 01 0.00 0.00 0385,759.0016 0.00 0385,759.0016 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 2 0 0 1 0 21 ~~771,393.66~~ 0.00 0.00 385,759.16 0.00 ~~771~~385,~~393~~759.6616 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~800000~~000000% 0.000000% 0.000000% 0.000000% 0.~~800000~~000000% 0.~~812081~~000000% 0.000000% 0.000000% 0.000000% 0.~~812081~~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.~~800000~~000000% 0.000000% 0.000000% 0.000000% 0.~~800000~~000000% 0.~~812343~~000000% 0.000000% 0.000000% 0.000000% 0.~~812343~~000000% 150 Days 0.000000% 0.000000% 0.~~000000~~980392% 0.000000% 0.~~000000~~980392% 0.000000% 0.000000% 01.~~000000~~010784% 0.000000% 01.~~000000~~010784% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 10.~~600000~~000000% 0.000000% 0.~~000000~~980392% 0.000000% 10.~~600000~~980392% 10.~~624424~~000000% 0.000000% 01.~~000000~~010784% 0.000000% 1.~~624424~~010784% 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 1 0 0 0 1 ~~111~~76,~~776~~231.6356 0.00 0.00 0.00 ~~111~~76,~~776~~231.6356 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 1 0 0 1 0.00 55,276.21 0.00 0.00 55,276.21 Totals 1 1 0 0 2 ~~111~~76,~~776~~231.6356 55,276.21 0.00 0.00 ~~167~~131,~~052~~507.8477 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~465116~~510204% 0.000000% 0.000000% 0.000000% 0.~~465116~~510204% 0.~~476215~~368387% 0.000000% 0.000000% 0.000000% 0.~~476215~~368387% 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.~~465116~~510204% 0.000000% 0.000000% 0.~~465116~~510204% 0.000000% 0.~~235500~~267121% 0.000000% 0.000000% 0.~~235500~~267121% Totals 0.~~465116~~510204% 0.~~465116~~510204% 0.000000% 0.000000% 01.~~930233~~020408% 0.~~476215~~368387% 0.~~235500~~267121% 0.000000% 0.000000% 0.~~711714~~635507%

OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 3123,~~010~~654.1130

COLLATERAL STATEMENT Collateral Description Fixed 30 Year Weighted Average Gross Coupon 6.~~927702~~934466% Weighted Average Pass-Through Rate 6.~~521813~~537714% Weighted Average Maturity(Stepdown Calculation ) ~~282~~281 Beginning Scheduled Collateral Loan Count ~~746~~641 Number Of Loans Paid In Full ~~105~~86 Ending Scheduled Collateral Loan Count ~~641~~555 Beginning Scheduled Collateral Balance ~~231~~191,~~236~~914,~~931~~400.3592 Ending Scheduled Collateral Balance ~~191~~161,~~914~~505,~~400~~672.9229 Ending Actual Collateral Balance at 31-~~Jul~~Aug-2003 ~~192~~161,~~262~~825,~~024~~398.6552 Monthly P &I Constant 1,~~798~~489,~~899~~710.5563 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 4031,~~404~~253,~~688~~026.4108 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans ~~191~~161,~~914~~505,~~400~~672.9229 Scheduled Principal ~~463~~380,~~313~~690.7073 Unscheduled Principal 3830,~~859~~028,~~216~~037.7390

Miscellaneous Reporting Average Loss Severity 0.00 Class I-A-6 Policy Payment 3,579.17 Group 1 ~~Senior~~Subordinate Percentage 919.~~982120~~794036% Group 2 ~~Senior~~Subordinate Percentage 9010.~~855721~~945134% Group 3 ~~Senior~~Subordinate Percentage 945.~~975959~~611204% Group 1 ~~Senior~~Subordinate Prep Percentage ~~100~~0.000000% Group 2 ~~Senior~~Subordinate Prep Percentage ~~100~~0.000000% Group 3 ~~Senior~~Subordinate Prep Percentage ~~100~~0.000000% Group 1 ~~Subordinate~~Senior Prep Percentage 8100.~~017880~~000000% Group 2 ~~Subordinate~~Senior Prep Percentage 9100.~~144279~~000000% Group 3 ~~Subordinate~~Senior Prep Percentage 5100.~~024041~~000000% Group 1 ~~Subordinate~~Senior ~~Prep~~ Percentage 090.~~000000~~205964% Group 2 ~~Subordinate~~Senior ~~Prep~~ Percentage 089.~~000000~~054866% Group 3 ~~Subordinate~~Senior ~~Prep~~ Percentage 094.~~000000~~388796% ~~Average Loss Severity 0.00~~

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.~~035259~~030712 6.~~499645~~537624 7.~~248422~~237112 Weighted Average Net Rate 6.~~610780~~613421 6.~~070354~~120706 6.~~998423~~987112 Weighted Average Maturity ~~331~~330 ~~156~~155 ~~339~~338 Beginning Loan Count ~~363~~301 ~~148~~125 ~~235~~215 Loans Paid In Full 6244 23 2019 Ending Loan Count ~~301~~257 ~~125~~102 ~~215~~196 Beginning Scheduled Balance ~~148~~121,~~166~~178,~~578~~241.6485 5647,~~864~~278,~~267~~828.6875 2623,~~206~~457,~~085~~330.0332 Ending scheduled Balance ~~121~~102,~~178~~854,~~241~~982.8586 4737,~~278~~971,~~828~~855.7561 2320,~~457~~678,~~330~~833.3282 Record Date 0708/31/2003 0708/31/2003 0708/31/2003 Principal And Interest Constant 1840,~~030,246~~912.4295 ~~585~~485,~~982~~254.5414 ~~182~~163,~~670~~543.5954 Scheduled Principal ~~161~~130,~~587~~938.8850 ~~277~~227,~~349~~678.1913 2422,~~376~~074.6310 Unscheduled Principal 2618,~~826~~192,~~748~~320.9149 9,~~308~~079,~~089~~295.7401 2,~~724~~756,~~378~~422.0840 Scheduled Interest ~~868~~709,~~658~~974.5445 ~~307~~257,~~997~~576.9501 ~~158~~141,~~293~~469.9644 Servicing Fees 5242,~~411~~138.3384 2016,~~342~~426.7717 54,~~459~~886.5794 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 ~~816~~667,~~247~~835.2161 ~~287~~241,~~655~~149.1884 ~~152~~136,~~834~~582.3950 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.00 0.00 0.00 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 6.~~610780~~613421 6.~~070354~~120705 6.~~998422~~987112

Group Level Collateral Statement Group Total Collateral Description Fixed 30 Year Weighted Average Coupon Rate 6.~~927702~~934466 Weighted Average Net Rate 6.~~521813~~537714 Weighted Average Maturity ~~282~~281 Beginning Loan Count ~~746~~641 Loans Paid In Full ~~105~~86 Ending Loan Count ~~641~~555 Beginning Scheduled Balance ~~231~~191,~~236~~914,~~931~~400.3592 Ending scheduled Balance ~~191~~161,~~914~~505,~~400~~672.9229 Record Date 0708/31/2003 Principal And Interest Constant 1,~~798~~489,~~899~~710.5563 Scheduled Principal ~~463~~380,~~313~~690.7073 Unscheduled Principal 3830,~~859~~028,~~216~~037.7390 Scheduled Interest 1,~~334~~109,~~950~~019.4590 Servicing Fees 7863,~~213~~451.6795 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 1,~~256~~045,~~736~~567.7895 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.00 Prepayment Penalties 0.00 Special Servicing Fee 0.00 Pass-Through Rate 6.~~521813~~537714

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