8-K 1 sam02004.txt OCTOBER 8-K 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): October 27, 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 October 27, 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 October 27, 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 as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 11/5/03 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 October 27, 2003 distribution. EX-99.1

Structured Asset Mortgage Investments Inc. Mortgage Pass-Through Certificates Record Date: 89/3130/03 Distribution Date: 910/2527/03 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% 2818,~~096~~387,~~823~~860.9151 ~~124~~81,~~712~~780.7268 96,~~708~~949,~~963~~617.4061 I-A-2 86358HPQ6 SEN 5.75000% 1983,~~502,724~~452.9467 64,~~973~~572.3076 ~~519~~371,~~272~~691.2797 I-A-3 86358HPR4 SEN 6.00000% 159,~~027~~834,~~249~~526.4174 7247,~~764~~715.8473 53,~~192~~716,~~722~~919.6766 I-A-4 86358HPS2 SEN 1.~~61000~~62000% 53,~~769~~775,~~637~~917.2837 74,~~496~~946.6246 1,~~993~~427,~~719~~092.9172 I-A-5 86358HPT0 SEN 6.~~89000~~88000% 0.00 3221,~~081~~007.7918 0.00 I-A-6 86358HPU7 SEN 5.95000% 14,000,000.00 7069,~~804~~416.9567 0.00 I-A-7 86358HPV5 SEN 6.00000% 39,500,000.00 191,~~266~~648.6239 0.00 I-A-8 86358HQD4 SEN 6.00000% 54,~~343~~447,~~572~~905.7482 2521,~~874~~580.61 ~~895~~641,~~666~~112.9299 I-X 86358HQE2 SEN 0.~~61726~~61711% 0.00 6051,~~365~~326.0591 0.00 I-P 86358HQF9 PO 0.00000% 77,~~590~~491.8388 0.00 9814,225.9514 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% 4232,~~087~~806,~~922~~021.6732 ~~186~~145,~~814~~905.6997 94,~~281~~310,~~901~~692.3528 II-X 86358HPW3 SEN 0.~~62282~~62867% 0.00 2319,~~764~~303.0163 0.00 II-P 86358HPX1 PO 0.00000% 1817,~~161~~990.6584 0.00 ~~170~~171.8159 III-A 86358HPY9 SEN 7.00000% 2118,~~656~~950,~~607~~873.2293 ~~122~~107,~~343~~271.0544 2,~~705~~320,~~733~~661.2926 III-X 86358HPZ6 SEN 0.~~14028~~14283% 0.00 2,~~655~~388.6738 0.00 III-P 86358HQA0 PO 0.00000% ~~513~~441,~~284~~731.8057 0.00 7167,~~553~~458.2367 B-1 86358HQJ1 SUB 5.~~92910~~92957% 8,~~678~~659,~~428~~989.5771 41,~~526~~523.0679 18,~~438~~847.8641 B-2 86358HQK8 SUB 5.~~92910~~92957% 3,~~534~~526,~~387~~878.6421 16,911.9603 7,~~509~~675.4382 B-3 86358HQL6 SUB 5.~~92910~~92957% 2,~~571~~566,~~531~~067.2153 12,304.7104 5,~~463~~584.6773 B-4 86358HQM4 SUB 5.~~92910~~92957% 1,~~284~~282,~~787~~057.0933 6,147.6734 2,~~729~~790.7624 B-5 86358HQN2 SUB 5.~~92910~~92957% ~~963~~961,~~834~~787.9511 4,611.9367 2,~~047~~093.8421 B-6 86358HQP7 SUB 5.~~92910~~92957% 1,~~287~~285,~~856~~119.1487 6,162.3602 2,~~736~~796.2789 Totals ~~191~~161,~~914~~505,~~401~~672.0541 1856,~~015,582~~524.6170 3019,~~408~~859,~~728~~432.6319

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A-1 0.00 1811,~~387~~438,~~860~~242.5190 97,~~833~~031,~~676~~398.1229 0.00 I-A-2 0.00 ~~983~~611,~~452~~760.6771 ~~526~~376,~~245~~264.5773 0.00 I-A-3 0.00 96,~~834~~117,~~526~~607.7408 53,~~265~~764,~~487~~635.5139 0.00 I-A-4 0.00 32,~~775~~348,~~917~~824.3765 21,~~001~~432,~~216~~039.5318 0.00 I-A-5 0.00 0.00 3221,~~081~~007.7918 0.00 I-A-6 0.00 14,000,000.00 7069,~~804~~416.9567 0.00 I-A-7 0.00 39,500,000.00 191,~~266~~648.6239 0.00 I-A-8 0.00 43,~~447~~806,~~905~~792.8283 ~~921~~662,~~541~~693.5360 0.00 I-X 0.00 0.00 6051,~~365~~326.0591 0.00 I-P 0.00 7763,~~491~~266.8874 9814,225.9514 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 3228,~~806~~495,~~021~~329.3204 94,~~468~~456,~~716~~598.0425 0.00 II-X 0.00 0.00 2319,~~764~~303.0163 0.00 II-P 0.00 17,~~990~~819.8425 ~~170~~171.8159 0.00 III-A 0.00 1816,~~950~~630,~~873~~212.9367 2,~~828~~427,~~076~~932.3470 0.00 III-X 0.00 0.00 2,~~655~~388.6738 0.00 III-P 0.00 ~~441~~374,~~731~~272.5791 7167,~~553~~458.2367 0.00 B-1 0.00 8,~~659~~641,~~989~~142.7130 5960,~~964~~371.9220 0.00 B-2 0.00 3,~~526~~519,~~878~~202.2139 24,~~421~~586.3985 0.00 B-3 0.00 2,~~566~~560,~~067~~482.5380 17,~~768~~888.3877 0.00 B-4 0.00 1,~~282~~279,~~057~~267.3309 8,~~877~~937.4358 0.00 B-5 0.00 ~~961~~959,~~787~~693.1190 6,~~659~~704.7788 0.00 B-6 0.00 1,~~285~~282,~~119~~322.8798 8,~~898~~958.6391 0.00 Totals 0.00 ~~161~~141,~~505~~646,~~672~~240.4124 3120,~~424~~715,~~311~~956.2489 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 2818,~~096~~387,~~823~~860.9151 6253,~~584~~327.1741 96,~~646~~896,~~379~~290.2220 0.00 0.00 I-A-2 10,000,000.00 1983,~~502,724~~452.9467 32,~~347~~852.2415 ~~515~~368,~~925~~839.0381 0.00 0.00 I-A-3 100,000,000.00 159,~~027~~834,~~249~~526.4174 3328,~~472~~521.3952 53,~~159~~688,~~250~~398.2813 0.00 0.00 I-A-4 38,394,500.00 53,~~769~~775,~~637~~917.2837 1210,~~851~~950.5670 1,~~980~~416,~~868~~142.3502 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 54,~~343~~447,~~572~~905.7482 54,~~773~~919.4954 ~~889~~636,~~893~~193.4346 0.00 0.00 I-X 0.00 0.00 0.00 0.00 0.00 0.00 I-P 78,647.00 77,~~590~~491.8388 9495.7727 414,129.1987 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 4232,~~087~~806,~~922~~021.6732 ~~202~~162,~~606~~376.3453 94,~~079~~148,~~295~~315.0175 0.00 0.00 II-X 0.00 0.00 0.00 0.00 0.00 0.00 II-P 52,290.00 1817,~~161~~990.6584 ~~170~~171.8159 0.00 0.00 0.00 III-A 43,527,000.00 2118,~~656~~950,~~607~~873.2293 2017,~~353~~746.7341 2,~~685~~302,~~379~~914.5685 0.00 0.00 III-X 0.00 0.00 0.00 0.00 0.00 0.00 III-P 765,935.00 ~~513~~441,~~284~~731.8057 ~~510~~444.3943 7167,~~042~~014.8423 0.00 0.00 B-1 8,869,000.00 8,~~678~~659,~~428~~989.5771 18,~~438~~847.8641 0.00 0.00 0.00 B-2 3,612,000.00 3,~~534~~526,~~387~~878.6421 7,~~509~~675.4382 0.00 0.00 0.00 B-3 2,628,000.00 2,~~571~~566,~~531~~067.2153 5,~~463~~584.6773 0.00 0.00 0.00 B-4 1,313,000.00 1,~~284~~282,~~787~~057.0933 2,~~729~~790.7624 0.00 0.00 0.00 B-5 985,000.00 ~~963~~961,~~834~~787.9511 2,~~047~~093.8421 0.00 0.00 0.00 B-6 1,316,134.00 1,~~287~~285,~~856~~119.1487 2,~~736~~796.2789 0.00 0.00 0.00 Totals 656,885,606.00 ~~191~~161,~~914~~505,~~401~~672.0541 ~~380~~321,~~690~~193.7285 3019,~~028~~538,~~037~~238.9132 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 96,~~708~~949,~~963~~617.4061 1811,~~387~~438,~~860~~242.5190 0.~~09834527~~06117607 96,~~708~~949,~~963~~617.4061 I-A-2 ~~519~~371,~~272~~691.2797 ~~983~~611,~~452~~760.6771 0.~~09834527~~06117607 ~~519~~371,~~272~~691.2797 I-A-3 53,~~192~~716,~~722~~919.6766 96,~~834~~117,~~526~~607.7408 0.~~09834527~~06117607 53,~~192~~716,~~722~~919.6766 I-A-4 1,~~993~~427,~~719~~092.9172 32,~~775~~348,~~917~~824.3765 0.~~09834527~~06117607 1,~~993~~427,~~719~~092.9172 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 ~~895~~641,~~666~~112.9299 43,~~447~~806,~~905~~792.8283 0.~~22239585~~19034012 ~~895~~641,~~666~~112.9299 I-X 0.00 0.00 0.00000000 0.00 I-P 9814,225.9514 7763,~~491~~266.8874 0.~~98531260~~80443933 9814,225.9514 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 94,~~281~~310,~~901~~692.3528 3228,~~806~~495,~~021~~329.3204 0.~~17745310~~15413587 94,~~281~~310,~~901~~692.3528 II-X 0.00 0.00 0.00000000 0.00 II-P ~~170~~171.8159 17,~~990~~819.8425 0.~~34405890~~34077740 ~~170~~171.8159 III-A 2,~~705~~320,~~733~~661.2926 1816,~~950~~630,~~873~~212.9367 0.~~43538204~~38206659 2,~~705~~320,~~733~~661.2926 III-X 0.00 0.00 0.00000000 0.00 III-P 7167,~~553~~458.2367 ~~441~~374,~~731~~272.5791 0.~~57672201~~48864840 7167,~~553~~458.2367 B-1 18,~~438~~847.8641 8,~~659~~641,~~989~~142.7130 0.~~97643361~~97430852 18,~~438~~847.8641 B-2 7,~~509~~675.4382 3,~~526~~519,~~878~~202.2139 0.~~97643361~~97430852 7,~~509~~675.4382 B-3 5,~~463~~584.6773 2,~~566~~560,~~067~~482.5380 0.~~97643361~~97430852 5,~~463~~584.6773 B-4 2,~~729~~790.7624 1,~~282~~279,~~057~~267.3309 0.~~97643361~~97430852 2,~~729~~790.7624 B-5 2,~~047~~093.8421 ~~961~~959,~~787~~693.1190 0.~~97643361~~97430853 2,~~047~~093.8421 B-6 2,~~736~~796.2789 1,~~285~~282,~~119~~322.8798 0.~~97643543~~97431035 2,~~736~~796.2789 Totals 3019,~~408~~859,~~728~~432.6319 ~~161~~141,~~505~~646,~~672~~240.4124 0.~~24586575~~21563304 3019,~~408~~859,~~728~~432.6319

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 ~~150~~98.~~27249414~~34526741 0.~~33472393~~28521526 5136.~~59250275~~88398133 0.00000000 I-A-2 10,000,000.00 ~~150~~98.~~27249400~~34526700 0.~~33472400~~28521500 5136.~~59250300~~88398100 0.00000000 I-A-3 100,000,000.00 ~~150~~98.~~27249410~~34526740 0.~~33472390~~28521520 5136.~~59250280~~88398130 0.00000000 I-A-4 38,394,500.00 ~~150~~98.~~27249424~~34526742 0.~~33472398~~28521533 5136.~~59250283~~88398130 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 ~~267~~222.~~17930495~~39584699 0.~~28867522~~24597761 4431.~~49478274~~80975252 0.00000000 I-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 I-P 78,647.00 ~~986~~985.~~57075286~~31259934 1.~~20500464~~21136216 0179.~~05327603~~66190700 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 ~~227~~177.~~66041640~~45310294 10.~~09593063~~87832105 4922.~~11138283~~43891433 0.00000000 II-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-P 52,290.00 ~~347~~344.~~32549245~~05890228 3.~~26659017~~28150698 0.00000000 0.00000000 III-A 43,527,000.00 ~~497~~435.~~54421899~~38203713 0.~~46761160~~40771039 6152.~~69457027~~90773198 0.00000000 III-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 III-P 765,935.00 ~~670~~576.~~14146109~~72200644 0.~~66636203~~58024506 9287.~~75309263~~49336432 0.00000000 B-1 8,869,000.00 ~~978~~976.~~51263615~~43361258 2.~~07902357~~12508851 0.00000000 0.00000000 B-2 3,612,000.00 ~~978~~976.~~51263566~~43361296 2.~~07902270~~12508859 0.00000000 0.00000000 B-3 2,628,000.00 ~~978~~976.~~51263699~~43361111 2.~~07902207~~12508752 0.00000000 0.00000000 B-4 1,313,000.00 ~~978~~976.~~51263519~~43361005 2.~~07902513~~12508759 0.00000000 0.00000000 B-5 985,000.00 ~~978~~976.~~51263959~~43361421 2.~~07902538~~12508629 0.00000000 0.00000000 B-6 1,316,134.00 ~~978~~976.~~51445218~~43543135 2.~~07902083~~12507997 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 5137.~~92722673~~16919659 9861.~~34526741~~17607081 0.~~09834527~~06117607 5137.~~92722673~~16919659 I-A-2 0.00000000 5137.~~92722700~~16919700 9861.~~34526700~~17607100 0.~~09834527~~06117607 5137.~~92722700~~16919700 I-A-3 0.00000000 5137.~~92722670~~16919660 9861.~~34526740~~17607080 0.~~09834527~~06117607 5137.~~92722670~~16919660 I-A-4 0.00000000 5137.~~92722682~~16919663 9861.~~34526742~~17607079 0.~~09834527~~06117607 5137.~~92722682~~16919663 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 4432.~~78345796~~05572964 ~~222~~190.~~39584699~~34011735 0.~~22239585~~19034012 4432.~~78345796~~05572964 I-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-P 0.00000000 1180.~~25815352~~87326916 ~~985~~804.~~31259934~~43933017 0.~~98531260~~80443933 1180.~~25815352~~87326916 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 5023.~~20731346~~31723538 ~~177~~154.~~45310294~~13586756 0.~~17745310~~15413587 5023.~~20731346~~31723538 II-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-P 0.00000000 3.~~26659017~~28150698 ~~344~~340.~~05890228~~77739530 0.~~34405890~~34077740 3.~~26659017~~28150698 III-A 0.00000000 6253.~~16218186~~31544237 ~~435~~382.~~38203713~~06659476 0.~~43538204~~38206659 6253.~~16218186~~31544237 III-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 III-P 0.00000000 9388.~~41945465~~07362244 ~~576~~488.~~72200644~~64839706 0.~~57672201~~48864840 9388.~~41945465~~07362244 B-1 0.00000000 2.~~07902357~~12508851 ~~976~~974.~~43361258~~30852407 0.~~97643361~~97430852 2.~~07902357~~12508851 B-2 0.00000000 2.~~07902270~~12508859 ~~976~~974.~~43361296~~30852436 0.~~97643361~~97430852 2.~~07902270~~12508859 B-3 0.00000000 2.~~07902207~~12508752 ~~976~~974.~~43361111~~30852359 0.~~97643361~~97430852 2.~~07902207~~12508752 B-4 0.00000000 2.~~07902513~~12508759 ~~976~~974.~~43361005~~30852247 0.~~97643361~~97430852 2.~~07902513~~12508759 B-5 0.00000000 2.~~07902538~~12508629 ~~976~~974.~~43361421~~30852792 0.~~97643361~~97430853 2.~~07902538~~12508629 B-6 0.00000000 2.~~07902083~~12507997 ~~976~~974.~~43543135~~31035138 0.~~97643543~~97431035 2.~~07902083~~12507997 (3) Amount Does Not Include Excess Special Hazard, ~~Bankrupcy~~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% 2818,~~096~~387,~~823~~860.9151 ~~128~~84,~~777~~277.1169 0.00 0.00 I-A-2 10,000,000.00 5.75000% 1983,~~502,724~~452.9467 74,~~200~~712.5638 0.00 0.00 I-A-3 100,000,000.00 6.00000% 159,~~027~~834,~~249~~526.4174 7549,~~136~~172.2563 0.00 0.00 I-A-4 38,394,500.00 1.~~61000~~62000% 53,~~769~~775,~~637~~917.2837 75,~~740~~097.9349 0.00 0.00 I-A-5 0.00 6.~~89000~~88000% 53,~~769~~775,~~637~~917.2837 3321,~~127~~648.3359 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% 54,~~343~~447,~~572~~905.7482 2622,~~717~~239.8653 0.00 0.00 I-X 0.00 0.~~61726~~61711% ~~121~~102,~~178~~854,~~241~~982.8586 6252,~~332~~894.3507 0.00 0.00 I-P 78,647.00 0.00000% 77,~~590~~491.8388 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% 4232,~~087~~806,~~922~~021.6732 ~~192~~150,~~902~~360.9893 0.00 0.00 II-X 0.00 0.~~62282~~62867% 4737,~~278~~971,~~828~~855.7561 2419,~~538~~893.4803 0.00 0.00 II-P 52,290.00 0.00000% 1817,~~161~~990.6584 0.00 0.00 0.00 III-A 43,527,000.00 7.00000% 2118,~~656~~950,~~607~~873.2293 ~~126~~110,~~330~~546.2176 0.00 0.00 III-X 0.00 0.~~14028~~14283% 2320,~~457~~678,~~330~~833.3282 2,~~742~~461.2231 0.00 0.00 III-P 765,935.00 0.00000% ~~513~~441,~~284~~731.8057 0.00 0.00 0.00 B-1 8,869,000.00 5.~~92910~~92957% 8,~~678~~659,~~428~~989.5771 42,~~879~~791.4064 0.00 0.00 B-2 3,612,000.00 5.~~92910~~92957% 3,~~534~~526,~~387~~878.6421 17,~~463~~427.1238 0.00 0.00 B-3 2,628,000.00 5.~~92910~~92957% 2,~~571~~566,~~531~~067.2153 12,~~705~~679.72 0.00 0.00 B-4 1,313,000.00 5.~~92910~~92957% 1,~~284~~282,~~787~~057.0933 6,~~348~~335.03 0.00 0.00 B-5 985,000.00 5.~~92910~~92957% ~~963~~961,~~834~~787.9511 4,~~762~~752.2348 0.00 0.00 B-6 1,316,134.00 5.~~92910~~92957% 1,~~287~~285,~~856~~119.1487 6,~~363~~350.1917 0.00 0.00 Totals 656,885,606.00 1880,~~044,984~~557.6450 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 42,~~064~~497.3902 0.00 ~~124~~81,~~712~~780.7268 0.00 1811,~~387~~438,~~860~~242.5190 I-A-2 ~~227~~139.2662 0.00 64,~~973~~572.3076 0.00 ~~983~~611,~~452~~760.6771 I-A-3 21,~~371~~456.4191 0.00 7247,~~764~~715.8473 0.00 96,~~834~~117,~~526~~607.7408 I-A-4 ~~244~~151.3103 0.00 74,~~496~~946.6246 0.00 32,~~775~~348,~~917~~824.3765 I-A-5 ~~1,045~~641.5541 0.00 3221,~~081~~007.7918 0.00 32,~~775~~348,~~917~~824.3765 I-A-6 ~~(1,388~~0.~~28)~~00 0.00 7069,~~804~~416.9567 0.00 14,000,000.00 I-A-7 65,~~233~~851.3861 0.00 191,~~266~~648.6239 0.00 39,500,000.00 I-A-8 ~~843~~658.2592 0.00 2521,~~874~~580.61 0.00 43,~~447~~806,~~905~~792.8283 I-X 1,~~967~~567.3017 0.00 6051,~~365~~326.0591 0.00 ~~102~~89,~~854~~721,~~982~~218.8668 I-P 0.00 0.00 0.00 0.00 7763,~~491~~266.8874 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 64,~~088~~454.2996 0.00 ~~186~~145,~~814~~905.6997 0.00 3228,~~806~~495,~~021~~329.3204 II-X ~~774~~589.4740 0.00 2319,~~764~~303.0163 0.00 3733,~~971~~635,~~855~~512.6101 II-P 0.00 0.00 0.00 0.00 17,~~990~~819.8425 III-A 3,~~987~~275.1633 0.00 ~~122~~107,~~343~~271.0544 0.00 1816,~~950~~630,~~873~~212.9367 III-X 8672.5592 0.00 2,~~655~~388.6738 0.00 2018,~~678~~289,~~833~~509.8242 III-P 0.00 0.00 0.00 0.00 ~~441~~374,~~731~~272.5791 B-1 1,~~353~~267.3385 0.00 41,~~526~~523.0679 0.00 8,~~659~~641,~~989~~142.7130 B-2 ~~551~~516.1635 0.00 16,911.9603 0.00 3,~~526~~519,~~878~~202.2139 B-3 ~~401~~375.0168 0.00 12,304.7104 0.00 2,~~566~~560,~~067~~482.5380 B-4 ~~200~~187.3570 0.00 6,147.6734 0.00 1,~~282~~279,~~057~~267.3309 B-5 ~~150~~140.3081 0.00 4,611.9367 0.00 ~~961~~959,~~787~~693.1190 B-6 ~~200~~188.8315 0.00 6,162.3602 0.00 1,~~285~~282,~~119~~322.8798 Totals 2924,~~402~~032.0284 0.00 1856,~~015,582~~524.6170 0.00 (4) Amount Does Not Include Excess Special Hazard, ~~Bankrupcy~~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% ~~150~~98.~~27249414~~34526741 0.~~68874893~~45074912 0.00000000 0.00000000 I-A-2 10,000,000.00 5.75000% ~~150~~98.~~27249400~~34526700 0.~~72005600~~47123800 0.00000000 0.00000000 I-A-3 100,000,000.00 6.00000% ~~150~~98.~~27249410~~34526740 0.~~75136250~~49172630 0.00000000 0.00000000 I-A-4 38,394,500.00 1.~~61000~~62000% ~~150~~98.~~27249424~~34526742 0.~~20161560~~13276615 0.00000000 0.00000000 I-A-5 0.00 6.~~89000~~88000% ~~150~~98.~~27249424~~34526742 0.~~86281447~~56384612 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% ~~267~~222.~~17930495~~39584699 1.~~33589634~~11197928 0.00000000 0.00000000 I-X 0.00 0.~~61726~~61711% ~~287~~244.~~87314673~~34409280 0.~~14807782~~12565608 0.00000000 0.00000000 I-P 78,647.00 0.00000% ~~986~~985.~~57075286~~31259934 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% ~~227~~177.~~66041640~~45310294 10.~~04344358~~81332672 0.00000000 0.00000000 II-X 0.00 0.~~62282~~62867% ~~248~~199.~~37917541~~48502183 0.~~12891283~~10450797 0.00000000 0.00000000 II-P 52,290.00 0.00000% ~~347~~344.~~32549245~~05890228 0.00000000 0.00000000 0.00000000 III-A 43,527,000.00 7.00000% ~~497~~435.~~54421899~~38203713 2.~~90234131~~53972844 0.00000000 0.00000000 III-X 0.00 0.~~14028~~14283% ~~514~~453.~~49405025~~55276246 0.~~06014563~~05398438 0.00000000 0.00000000 III-P 765,935.00 0.00000% ~~670~~576.~~14146109~~72200644 0.00000000 0.00000000 0.00000000 B-1 8,869,000.00 5.~~92910~~92957% ~~978~~976.~~51263615~~43361258 4.~~83475025~~82485511 0.00000000 0.00000000 B-2 3,612,000.00 5.~~92910~~92957% ~~978~~976.~~51263566~~43361296 4.~~83475083~~82485604 0.00000000 0.00000000 B-3 2,628,000.00 5.~~92910~~92957% ~~978~~976.~~51263699~~43361111 4.~~83474886~~82485540 0.00000000 0.00000000 B-4 1,313,000.00 5.~~92910~~92957% ~~978~~976.~~51263519~~43361005 4.~~83475248~~82485149 0.00000000 0.00000000 B-5 985,000.00 5.~~92910~~92957% ~~978~~976.~~51263959~~43361421 4.~~83475127~~82485279 0.00000000 0.00000000 B-6 1,316,134.00 5.~~92910~~92957% ~~978~~976.~~51445218~~43543135 4.~~83475847~~82486586 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.~~02173790~~01335501 0.00000000 0.~~66701103~~43739416 0.00000000 9861.~~34526741~~17607081 I-A-2 0.~~02272600~~01396200 0.00000000 0.~~69733000~~45727600 0.00000000 9861.~~34526700~~17607100 I-A-3 0.~~02371410~~01456910 0.00000000 0.~~72764840~~47715730 0.00000000 9861.~~34526740~~17607080 I-A-4 0.~~00636315~~00393364 0.00000000 0.~~19525245~~12883252 0.00000000 9861.~~34526742~~17607079 I-A-5 0.~~02723176~~01670578 0.00000000 0.~~83558296~~54714035 0.00000000 9861.~~34526742~~17607079 I-A-6 (0.~~09916286)~~00000000 0.00000000 54.~~05749643~~95833357 0.00000000 1000.00000000 I-A-7 0.~~15780709~~14814203 0.00000000 4.~~84219291~~85185797 0.00000000 1000.00000000 I-A-8 0.~~04216261~~03294608 0.00000000 1.~~29373373~~07903320 0.00000000 ~~222~~190.~~39584699~~34011735 I-X 0.~~00467355~~00372300 0.00000000 0.~~14340427~~12193310 0.00000000 ~~244~~213.~~34409280~~14329334 I-P 0.00000000 0.00000000 0.00000000 0.00000000 ~~985~~804.~~31259934~~43933017 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.~~03293255~~02409760 0.00000000 10.~~01051103~~78922911 0.00000000 ~~177~~154.~~45310294~~13586756 II-X 0.~~00406868~~00309641 0.00000000 0.~~12484415~~10141156 0.00000000 ~~199~~176.~~48502183~~70405461 II-P 0.00000000 0.00000000 0.00000000 0.00000000 ~~344~~340.~~05890228~~77739530 III-A 0.~~09160199~~07524824 0.00000000 2.~~81073931~~46448044 0.00000000 ~~435~~382.~~38203713~~06659476 III-X 0.~~00189832~~00159937 0.00000000 0.~~05824731~~05238479 0.00000000 ~~453~~401.~~55276246~~14725974 III-P 0.00000000 0.00000000 0.00000000 0.00000000 ~~576~~488.~~72200644~~64839706 B-1 0.~~15259105~~14295298 0.00000000 4.~~68215808~~68190213 0.00000000 ~~976~~974.~~43361258~~30852407 B-2 0.~~15259136~~14295404 0.00000000 4.~~68215947~~68190199 0.00000000 ~~976~~974.~~43361296~~30852436 B-3 0.~~15259132~~14295282 0.00000000 4.~~68215753~~68190259 0.00000000 ~~976~~974.~~43361111~~30852359 B-4 0.~~15258949~~14295506 0.00000000 4.~~68215537~~68190404 0.00000000 ~~976~~974.~~43361005~~30852247 B-5 0.~~15258883~~14295431 0.00000000 4.~~68216244~~68189848 0.00000000 ~~976~~974.~~43361421~~30852792 B-6 0.~~15259085~~14295657 0.00000000 4.~~68216762~~68190929 0.00000000 ~~976~~974.~~43543135~~31035138 (6) Amount Does Not Include Excess Special Hazard, ~~Bankrupcy~~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 3120,~~495~~762,~~702~~889.3394 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 2330,~~654~~947.3093 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 3120,~~519~~793,~~356~~837.6387 Withdrawals Reimbursement for Servicer Advances 3123,~~010~~654.1130 Payment of Service Fee 6454,~~035~~226.2868 Payment of Interest and Principal 3120,~~424~~715,~~311~~956.2489 Total Withdrawals (Pool Distribution Amount) 3120,~~519~~793,~~356~~837.6387 Ending Balance 0.00

PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 2924,~~402~~032.0284 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 2924,~~402~~032.0284

SERVICING FEES Gross Servicing Fee 6353,~~451~~643.9535 MBIA Insurance Fee 583.33 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 6454,~~035~~226.2868

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 69 0 0 0 69 23,~~210~~207,~~836~~107.4064 0.00 0.00 0.00 23,~~210~~207,~~836~~107.4064 60 Days 10 0 0 0 10 ~~402,848~~0.8200 0.00 0.00 0.00 ~~402,848~~0.8200 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 10 0 10 0 20 ~~431,448~~0.6800 0.00 ~~385,759~~0.1600 0.00 ~~817,207~~0.8400 180+ Days 0 1 02 0 13 0.00 55,276.21 0818,655.0013 0.00 55873,~~276~~931.2134 Totals 89 1 12 0 1012 3,~~045~~207,~~133~~107.9064 55,276.21 ~~385~~818,~~759~~655.1613 0.00 34,~~486~~081,~~169~~038.2798 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.~~081081~~818182% 0.000000% 0.000000% 0.000000% 1.~~081081~~818182% 12.~~366186~~259574% 0.000000% 0.000000% 0.000000% 12.~~366186~~259574% 60 Days 0.~~180180~~000000% 0.000000% 0.000000% 0.000000% 0.~~180180~~000000% 0.~~248940~~000000% 0.000000% 0.000000% 0.000000% 0.~~248940~~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.~~180180~~000000% 0.000000% 0.~~180180~~000000% 0.000000% 0.~~360360~~000000% 0.~~266614~~000000% 0.000000% 0.~~238380~~000000% 0.000000% 0.~~504994~~000000% 180+ Days 0.000000% 0.~~180180~~202020% 0.~~000000~~404040% 0.000000% 0.~~180180~~606061% 0.000000% 0.~~034158~~038945% 0.~~000000~~576785% 0.000000% 0.~~034158~~615730% Totals 1.~~441441~~818182% 0.~~180180~~202020% 0.~~180180~~404040% 0.000000% 12.~~801802~~424242% 12.~~881740~~259574% 0.~~034158~~038945% 0.~~238380~~576785% 0.000000% 2.~~154278~~875304%

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 58 0 0 0 58 2,~~134~~922,~~604~~286.8453 0.00 0.00 0.00 2,~~134~~922,~~604~~286.8453 60 Days 10 0 0 0 10 ~~402,848~~0.8200 0.00 0.00 0.00 ~~402,848~~0.8200 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 10 0 0 0 10 ~~431,448~~0.6800 0.00 0.00 0.00 ~~431,448~~0.6800 180 Days 0 0 01 0 01 0.00 0.00 0431,448.0068 0.00 0431,448.0068 Totals 78 0 01 0 79 2,~~968~~922,~~902~~286.3453 0.00 0431,448.0068 0.00 23,~~968~~353,~~902~~735.3421 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 13.~~945525~~587444% 0.000000% 0.000000% 0.000000% 13.~~945525~~587444% 23.~~073082~~253375% 0.000000% 0.000000% 0.000000% 23.~~073082~~253375% 60 Days 0.~~389105~~000000% 0.000000% 0.000000% 0.000000% 0.~~389105~~000000% 0.~~391238~~000000% 0.000000% 0.000000% 0.000000% 0.~~391238~~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.~~389105~~000000% 0.000000% 0.000000% 0.000000% 0.~~389105~~000000% 0.~~419014~~000000% 0.000000% 0.000000% 0.000000% 0.~~419014~~000000% 180 Days 0.000000% 0.000000% 0.~~000000~~448430% 0.000000% 0.~~000000~~448430% 0.000000% 0.000000% 0.~~000000~~480331% 0.000000% 0.~~000000~~480331% Totals 23.~~723735~~587444% 0.000000% 0.~~000000~~448430% 0.000000% 24.~~723735~~035874% 23.~~883333~~253375% 0.000000% 0.~~000000~~480331% 0.000000% 23.~~883333~~733706% 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 01 0 0 0 01 0284,821.0011 0.00 0.00 0.00 0284,821.0011 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 10 0 10 0.00 0.00 ~~385,759~~0.1600 0.00 ~~385,759~~0.1600 180 Days 0 0 01 0 01 0.00 0.00 0387,206.0045 0.00 0387,206.0045 Totals 01 0 1 0 12 0284,821.0011 0.00 ~~385~~387,~~759~~206.1645 0.00 ~~385~~672,~~759~~027.1656 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 01.~~000000~~086957% 0.000000% 0.000000% 0.000000% 01.~~000000~~086957% 0.~~000000~~842437% 0.000000% 0.000000% 0.000000% 0.~~000000~~842437% 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.~~980392~~000000% 0.000000% 0.~~980392~~000000% 0.000000% 0.000000% 10.~~010784~~000000% 0.000000% 10.~~010784~~000000% 180 Days 0.000000% 0.000000% 01.~~000000~~086957% 0.000000% 01.~~000000~~086957% 0.000000% 0.000000% 01.~~000000~~145270% 0.000000% 01.~~000000~~145270% Totals 01.~~000000~~086957% 0.000000% 01.~~980392~~086957% 0.000000% 02.~~980392~~173913% 0.~~000000~~842437% 0.000000% 1.~~010784~~145270% 0.000000% 1.~~010784~~987706% 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 10 0 0 0 10 ~~76,231~~0.5600 0.00 0.00 0.00 ~~76,231~~0.5600 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 10 1 0 0 21 ~~76,231~~0.5600 55,276.21 0.00 0.00 ~~131~~55,~~507~~276.7721 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~510204~~000000% 0.000000% 0.000000% 0.000000% 0.~~510204~~000000% 0.~~368387~~000000% 0.000000% 0.000000% 0.000000% 0.~~368387~~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.~~510204~~555556% 0.000000% 0.000000% 0.~~510204~~555556% 0.000000% 0.~~267121~~302027% 0.000000% 0.000000% 0.~~267121~~302027% Totals 0.~~510204~~000000% 0.~~510204~~555556% 0.000000% 0.000000% 10.~~020408~~555556% 0.~~368387~~000000% 0.~~267121~~302027% 0.000000% 0.000000% 0.~~635507~~302027%

OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 2330,~~654~~947.3093

COLLATERAL STATEMENT Collateral Description Fixed 30 Year Weighted Average Gross Coupon 6.~~934466~~945521% Weighted Average Pass-Through Rate 6.~~537714~~546947% Weighted Average Maturity(Stepdown Calculation ) ~~281~~280 Beginning Scheduled Collateral Loan Count ~~641~~555 Number Of Loans Paid In Full 8660 Ending Scheduled Collateral Loan Count ~~555~~495 Beginning Scheduled Collateral Balance ~~191~~161,~~914~~505,~~400~~672.9229 Ending Scheduled Collateral Balance ~~161~~141,~~505~~646,~~672~~240.2911 Ending Actual Collateral Balance at 3130-~~Aug~~Sep-2003 ~~161~~141,~~825~~934,~~398~~196.52 Monthly P &I Constant 1,~~489~~255,~~710~~978.6306 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 3120,~~253~~528,~~026~~592.0889 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans ~~161~~141,~~505~~646,~~672~~240.2911 Scheduled Principal ~~380~~321,~~690~~193.7385 Unscheduled Principal 3019,~~028~~538,~~037~~238.9033

Miscellaneous Reporting Average Loss Severity 0.00 Class I-A-6 Policy Payment 32,~~579~~056.1771 Group 1 Subordinate Percentage 911.~~794036~~527647% Group 2 Subordinate Percentage 1013.~~945134~~563421% Group 3 Subordinate Percentage 56.~~611204~~355788% 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 9088.~~205964~~472353% Group 2 Senior Percentage 8986.~~054866~~436579% Group 3 Senior Percentage 9493.~~388796~~644212%

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.~~030712~~029205 6.~~537624~~556680 7.~~237112~~243300 Weighted Average Net Rate 6.~~613421~~612590 6.~~120706~~126061 6.~~987112~~993300 Weighted Average Maturity ~~330~~329 ~~155~~154 ~~338~~337 Beginning Loan Count ~~301~~257 ~~125~~102 ~~215~~196 Loans Paid In Full 4434 2310 1916 Ending Loan Count ~~257~~223 ~~102~~92 ~~196~~180 Beginning Scheduled Balance ~~121~~102,~~178~~854,~~241~~982.8586 4737,~~278~~971,~~828~~855.7561 2320,~~457~~678,~~330~~833.3282 Ending scheduled Balance ~~102~~89,~~854~~721,~~982~~218.8668 3733,~~971~~635,~~855~~512.6101 2018,~~678~~289,~~833~~509.8242 Record Date 0809/3130/2003 0809/3130/2003 0809/3130/2003 Principal And Interest Constant ~~840~~716,~~912~~261.9530 ~~485~~395,~~254~~502.1428 ~~163~~144,~~543~~214.5448 Scheduled Principal ~~130~~113,~~938~~770.5068 ~~227~~188,~~678~~027.1385 2219,~~074~~395.1032 Unscheduled Principal 1813,~~192~~019,~~320~~993.4950 94,~~079~~148,~~295~~315.0175 2,~~756~~369,~~422~~929.4008 Scheduled Interest ~~709~~602,~~974~~490.4562 ~~257~~207,~~576~~474.0143 ~~141~~124,~~469~~819.4416 Servicing Fees 4235,~~138~~709.8409 1613,~~426~~626.17 4,~~886~~308.9409 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 ~~667~~566,~~835~~781.6153 ~~241~~193,~~149~~848.8426 ~~136~~120,~~582~~511.5007 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.~~613421~~612590 6.~~120705~~126061 6.~~987112~~993300

Group Level Collateral Statement Group Total Collateral Description Fixed 30 Year Weighted Average Coupon Rate 6.~~934466~~945521 Weighted Average Net Rate 6.~~537714~~546947 Weighted Average Maturity ~~281~~280 Beginning Loan Count ~~641~~555 Loans Paid In Full 8660 Ending Loan Count ~~555~~495 Beginning Scheduled Balance ~~191~~161,~~914~~505,~~400~~672.9229 Ending scheduled Balance ~~161~~141,~~505~~646,~~672~~240.2911 Record Date 0809/3130/2003 Principal And Interest Constant 1,~~489~~255,~~710~~978.6306 Scheduled Principal ~~380~~321,~~690~~193.7385 Unscheduled Principal 3019,~~028~~538,~~037~~238.9033 Scheduled Interest 1934,~~109,019~~784.9021 Servicing Fees 6353,~~451~~643.9535 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 1881,~~045,567~~140.9586 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.~~537714~~546947

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