8-K 1 sam01004.txt MARCH 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): March 25, 2004 STRUCTURED ASSET MORTGAGE INVESTMENTS INC. Mortgage Pass-Through Certificates, Series 2001-4 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-56240-07 52-2316427 Pooling and Servicing Agreement) (Commission 52-2316428 (State or other File Number) IRS EIN jurisdiction of Incorporation) c/o Wells Fargo Bank, 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 March 25, 2004 a distribution was made to holders of STRUCTURED ASSET MORTGAGE INVESTMENTS INC., Mortgage Pass-Through Certificates, Series 2001-4 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 2001-4 Trust, relating to the March 25, 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 2001-4 Trust By: Wells Fargo Bank, N.A. as Trustee By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 4/5/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2001-4 Trust, relating to the March 25, 2004 distribution. EX-99.1

Structured Asset Mortgage Investments Inc. Mortgage Pass-Through Certificates Record Date: 112/3029/032004 Distribution Date: 123/2625/032004 SAM Series: 2001-4 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 A-1 86358HLZ0 SEN 9.~~25592~~26884% 2422,~~646~~132,~~873~~158.9497 ~~190~~170,~~107~~949.9145 ~~845~~541,~~820~~346.0518 A-2 86358HMD8 SEN 9.~~71648~~71477% 3,~~997~~570,~~795~~737.5069 3228,~~370~~907.4139 7451,~~791~~231.7600 B-1 86358HMA4 SUB 9.~~44105~~45074% ~~670~~653,~~768~~446.8204 5,~~277~~146.3029 5,~~715~~841.5337 B-2 86358HMB2 SUB 9.~~44105~~45074% ~~670~~653,~~768~~446.8204 5,~~277~~146.3029 5,~~715~~841.5337 B-3 86358HMC0 SUB 9.~~44105~~45074% ~~503~~490,~~076~~084.6253 3,~~957~~859.9772 4,~~286~~381.6503 B-4 86358HME6 SUB 9.~~44105~~45074% ~~167~~163,~~692~~361.2051 1,~~319~~286.3257 1,~~428~~460.8834 B-5 86358HMF3 SUB 9.~~44105~~45074% ~~134~~130,~~153~~689.7621 1,~~055~~029.4626 1,~~143~~168.1127 B-6 86358HMG1 SUB 9.~~44105~~45074% ~~108~~105,~~333~~536.9621 ~~852~~831.3216 ~~923~~943.1042 R-1 SAM0104R1 RES 0.00000% 0.00 0.00 0.00 R-2 SAM0104R2 RES 0.00000% 0.00 0.00 0.00 Totals 3027,899,~~463~~460.6220 ~~240,~~217,156.9913 ~~939~~612,~~824~~212.6198

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses A-1 0.00 2321,~~801~~590,~~053~~812.8978 1712,~~035,927~~295.9663 0.00 A-2 0.00 3,~~923~~519,~~003~~506.7469 ~~107~~80,~~162~~138.1739 0.00 B-1 0.00 ~~665~~647,~~053~~604.2967 10,~~992~~987.8366 0.00 B-2 0.00 ~~665~~647,~~053~~604.2967 10,~~992~~987.8366 0.00 B-3 0.00 ~~498~~485,~~789~~703.9750 8,~~244~~240.6275 0.00 B-4 0.00 ~~166~~161,~~263~~901.3216 2,~~748~~746.2091 0.00 B-5 0.00 ~~133~~129,~~010~~520.6693 2,~~198~~197.5753 0.00 B-6 01,813.0039 ~~107~~102,~~410~~779.8639 1,~~775~~774.4258 9799,~~603~~416.2766 R-1 0.00 0.00 0.00 0.00 R-2 0.00 0.00 0.00 0.00 Totals 01,813.0039 2927,~~959~~285,~~639~~433.0279 1829,~~180,042~~369.6011 9799,~~603~~416.2766 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) A-1 64,717,900.00 2422,~~646~~132,~~873~~158.9497 ~~198~~186,~~420~~825.9874 ~~647~~354,~~399~~520.0744 0.00 0.00 A-2 14,607,800.00 3,~~997~~570,~~795~~737.5069 4239,~~356~~822.5462 3211,~~435~~408.2238 0.00 0.00 B-1 822,000.00 ~~670~~653,~~768~~446.8204 5,~~715~~841.5337 0.00 0.00 0.00 B-2 822,000.00 ~~670~~653,~~768~~446.8204 5,~~715~~841.5337 0.00 0.00 0.00 B-3 616,500.00 ~~503~~490,~~076~~084.6253 4,~~286~~381.6503 0.00 0.00 0.00 B-4 205,500.00 ~~167~~163,~~692~~361.2051 1,~~428~~460.8834 0.00 0.00 0.00 B-5 164,400.00 ~~134~~130,~~153~~689.7621 1,~~143~~168.1127 0.00 0.00 0.00 B-6 246,813.60 ~~108~~105,~~333~~536.9621 ~~923~~943.1042 0.00 0.00 01,813.0039 R-1 0.00 0.00 0.00 0.00 0.00 0.00 R-2 0.00 0.00 0.00 0.00 0.00 0.00 Totals 82,202,913.60 3027,899,~~463~~460.6220 ~~259~~246,~~990~~284.3216 ~~679~~365,~~834~~928.2982 0.00 01,813.0039 (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 A-1 ~~845~~541,~~820~~346.0518 2321,~~801~~590,~~053~~812.8978 0.~~36776617~~33361424 ~~845~~541,~~820~~346.0518 A-2 7451,~~791~~231.7600 3,~~923~~519,~~003~~506.7469 0.~~26855541~~24093338 7451,~~791~~231.7600 B-1 5,~~715~~841.5337 ~~665~~647,~~053~~604.2967 0.~~80906726~~78784023 5,~~715~~841.5337 B-2 5,~~715~~841.5337 ~~665~~647,~~053~~604.2967 0.~~80906726~~78784023 5,~~715~~841.5337 B-3 4,~~286~~381.6503 ~~498~~485,~~789~~703.9750 0.~~80906727~~78784023 4,~~286~~381.6503 B-4 1,~~428~~460.8834 ~~166~~161,~~263~~901.3216 0.~~80906725~~78784019 1,~~428~~460.8834 B-5 1,~~143~~168.1127 ~~133~~129,~~010~~520.6693 0.~~80906727~~78784021 1,~~143~~168.1127 B-6 ~~923~~2,756.1081 ~~107~~102,~~410~~779.8639 0.~~43519020~~41642515 ~~923~~943.1042 R-1 0.00 0.00 0.00000000 0.00 R-2 0.00 0.00 0.00000000 0.00 Totals ~~939~~614,~~824~~026.6137 2927,~~959~~285,~~639~~433.0279 0.~~36445958~~33192782 ~~939~~612,~~824~~212.6198

Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion A-1 64,717,900.00 ~~380~~341.~~83550208~~97894199 32.~~06593663~~88677074 105.~~00340045~~47793485 0.00000000 A-2 14,607,800.00 ~~273~~244.~~67539944~~44048317 2.~~89958378~~72612029 20.~~22040417~~78097866 0.00000000 B-1 822,000.00 ~~816~~794.~~02046229~~94652068 67.~~95319951~~10628954 0.00000000 0.00000000 B-2 822,000.00 ~~816~~794.~~02046229~~94652068 67.~~95319951~~10628954 0.00000000 0.00000000 B-3 616,500.00 ~~816~~794.~~02047040~~94652068 67.~~95320357~~10629359 0.00000000 0.00000000 B-4 205,500.00 ~~816~~794.~~02043796~~94652068 67.~~95318735~~10627737 0.00000000 0.00000000 B-5 164,400.00 ~~816~~794.~~02043796~~94653285 67.~~95322384~~10626521 0.00000000 0.00000000 B-6 246,813.60 ~~438~~427.~~93026964~~59479218 3.~~74006943~~82239877 0.00000000 0.00000000 R-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R-2 0.00 0.00000000 0.00000000 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 A-1 0.00000000 138.~~06933708~~36470559 ~~367~~333.~~76616500~~61423625 0.~~36776617~~33361424 138.~~06933708~~36470559 A-2 0.00000000 53.~~11998795~~50709895 ~~268~~240.~~55541149~~93338422 0.~~26855541~~24093338 53.~~11998795~~50709895 B-1 0.00000000 67.~~95319951~~10628954 ~~809~~787.~~06726277~~84023114 0.~~80906726~~78784023 67.~~95319951~~10628954 B-2 0.00000000 67.~~95319951~~10628954 ~~809~~787.~~06726277~~84023114 0.~~80906726~~78784023 67.~~95319951~~10628954 B-3 0.00000000 67.~~95320357~~10629359 ~~809~~787.~~06726683~~84022709 0.~~80906727~~78784023 67.~~95320357~~10629359 B-4 0.00000000 67.~~95318735~~10627737 ~~809~~787.~~06725061~~84019465 0.~~80906725~~78784019 67.~~95318735~~10627737 B-5 0.00000000 67.~~95322384~~10626521 ~~809~~787.~~06727494~~84020681 0.~~80906727~~78784021 67.~~95322384~~10626521 B-6 07.~~00000000~~34720453 311.~~74006943~~16960330 ~~435~~416.~~19020022~~42514837 0.~~43519020~~41642515 3.~~74006943~~82239877 R-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (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 A-1 64,717,900.00 9.~~25592~~26884% 2422,~~646~~132,~~873~~158.9497 ~~190~~170,~~107~~949.9156 0.00 0.00 A-2 14,607,800.00 9.~~71648~~71477% 3,~~997~~570,~~795~~737.5069 3228,~~370~~907.41 0.00 0.00 B-1 822,000.00 9.~~44105~~45074% ~~670~~653,~~768~~446.8204 5,~~277~~146.3029 0.00 0.00 B-2 822,000.00 9.~~44105~~45074% ~~670~~653,~~768~~446.8204 5,~~277~~146.3029 0.00 0.00 B-3 616,500.00 9.~~44105~~45074% ~~503~~490,~~076~~084.6253 3,~~957~~859.9772 0.00 0.00 B-4 205,500.00 9.~~44105~~45074% ~~167~~163,~~692~~361.2051 1,~~319~~286.3257 0.00 0.00 B-5 164,400.00 9.~~44105~~45074% ~~134~~130,~~153~~689.7621 1,~~055~~029.4626 0.00 0.00 B-6 246,813.60 9.~~44105~~45074% ~~108~~105,~~333~~536.9621 ~~852~~831.3216 0.00 0.00 R-1 0.00 0.00000% 0.00 0.00 0.00 0.00 R-2 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 82,202,913.60 ~~240,~~217,156.9926 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 A-1 0.00 0.00 ~~190~~170,~~107~~949.9145 0.00 2321,~~801~~590,~~053~~812.8978 A-2 0.00 0.00 3228,~~370~~907.4139 0.00 3,~~923~~519,~~003~~506.7469 B-1 0.00 0.00 5,~~277~~146.3029 0.00 ~~665~~647,~~053~~604.2967 B-2 0.00 0.00 5,~~277~~146.3029 0.00 ~~665~~647,~~053~~604.2967 B-3 0.00 0.00 3,~~957~~859.9772 0.00 ~~498~~485,~~789~~703.9750 B-4 0.00 0.00 1,~~319~~286.3257 0.00 ~~166~~161,~~263~~901.3216 B-5 0.00 0.00 1,~~055~~029.4626 0.00 ~~133~~129,~~010~~520.6693 B-6 0.00 0.00 ~~852~~831.3216 0.00 ~~107~~102,~~410~~779.8639 R-1 0.00 0.00 0.00 0.00 0.00 R-2 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 ~~240,~~217,156.9913 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 A-1 64,717,900.00 9.~~25592~~26884% ~~380~~341.~~83550208~~97894199 2.~~93748577~~64145715 0.00000000 0.00000000 A-2 14,607,800.00 9.~~71648~~71477% ~~273~~244.~~67539944~~44048317 21.~~21596750~~97890237 0.00000000 0.00000000 B-1 822,000.00 9.~~44105~~45074% ~~816~~794.~~02046229~~94652068 6.~~42007299~~26069343 0.00000000 0.00000000 B-2 822,000.00 9.~~44105~~45074% ~~816~~794.~~02046229~~94652068 6.~~42007299~~26069343 0.00000000 0.00000000 B-3 616,500.00 9.~~44105~~45074% ~~816~~794.~~02047040~~94652068 6.~~42006488~~26069749 0.00000000 0.00000000 B-4 205,500.00 9.~~44105~~45074% ~~816~~794.~~02043796~~94652068 6.~~42004866~~26068127 0.00000000 0.00000000 B-5 164,400.00 9.~~44105~~45074% ~~816~~794.~~02043796~~94653285 6.~~42007299~~26070560 0.00000000 0.00000000 B-6 246,813.60 9.~~44105~~45074% ~~438~~427.~~93026964~~59479218 3.~~45329431~~36756159 0.00000000 0.00000000 R-1 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 R-2 0.00 0.00000% 0.00000000 0.00000000 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 A-1 0.00000000 0.00000000 2.~~93748577~~64145546 0.00000000 ~~367~~333.~~76616500~~61423625 A-2 0.00000000 0.00000000 21.~~21596750~~97890100 0.00000000 ~~268~~240.~~55541149~~93338422 B-1 0.00000000 0.00000000 6.~~42007299~~26069343 0.00000000 ~~809~~787.~~06726277~~84023114 B-2 0.00000000 0.00000000 6.~~42007299~~26069343 0.00000000 ~~809~~787.~~06726277~~84023114 B-3 0.00000000 0.00000000 6.~~42006488~~26069749 0.00000000 ~~809~~787.~~06726683~~84022709 B-4 0.00000000 0.00000000 6.~~42004866~~26068127 0.00000000 ~~809~~787.~~06725061~~84019465 B-5 0.00000000 0.00000000 6.~~42007299~~26070560 0.00000000 ~~809~~787.~~06727494~~84020681 B-6 0.00000000 0.00000000 3.~~45329431~~36756159 0.00000000 ~~435~~416.~~19020022~~42514837 R-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (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 1835,~~173,712~~009.4737 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 7957,~~474~~706.7165 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0(1,813.0039) Prepayment Penalties 0.00 Total Deposits 1890,~~253,187~~902.1863 Withdrawals Reimbursement for Servicer Advances 6453,~~712~~936.5066 Payment of Service Fee 87,~~432~~596.0886 Payment of Interest and Principal 1829,~~180,042~~369.6011 Total Withdrawals (Pool Distribution Amount) 1890,~~253,187~~902.1863 Ending Balance 0.00

SERVICING FEES Gross Servicing Fee 65,~~045~~455.1204 MBIA Insurance Fee 2,~~386~~141.9682 Special Servicing Fee 0.00 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 87,~~432~~596.0886

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 43 0 0 43 ~~113~~62,~~272~~628.6405 0.00 0.00 ~~113~~62,~~272~~628.6405 30 Days ~~103~~86 1 0 0 ~~104~~87 2,~~796~~597,~~496~~973.8713 2148,~~350~~258.4571 0.00 0.00 2,~~817~~646,~~847~~231.3284 60 Days 2823 10 0 0 2923 ~~817~~525,~~447~~682.7399 ~~29,962~~0.2900 0.00 0.00 ~~847~~525,~~410~~682.0299 90 Days 57 1 0 0 68 ~~135~~310,~~725~~063.8396 9796,~~611~~966.3964 0.00 0.00 ~~233~~407,~~337~~030.2260 120 Days 47 1 0 0 58 ~~965~~170,~~134~~166.7664 3837,~~105~~822.4420 0.00 0.00 1207,~~003,240~~988.2084 150 Days 1 2 0 2 0 45 403,~~482~~756.7954 038,872.0015 ~~299~~46,~~188~~321.8666 0.00 ~~339~~88,~~671~~950.6535 180+ Days 40 21 9 0 1510 ~~99,853~~0.9300 5874,~~421~~746.7698 ~~213~~224,~~632~~981.2264 0.00 ~~371~~299,~~907~~728.9162 Totals ~~146~~124 109 11 0 ~~167~~144 43,~~855~~607,~~141~~643.9126 ~~358~~359,~~723~~294.9773 ~~512~~271,~~821~~303.0830 0.00 54,~~726~~238,~~686~~241.9629 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.~~317209~~256191% 0.000000% 0.000000% 0.~~317209~~256191% 0.~~374870~~227563% 0.000000% 0.000000% 0.~~374870~~227563% 30 Days 87.~~168121~~344150% 0.~~079302~~085397% 0.000000% 0.000000% 87.~~247423~~429547% 9.~~254874~~439905% 0.~~070658~~175351% 0.000000% 0.000000% 9.~~325533~~615256% 60 Days 21.~~220460~~964133% 0.~~079302~~000000% 0.000000% 0.000000% 21.~~299762~~964133% 21.~~705305~~910103% 0.~~099159~~000000% 0.000000% 0.000000% 21.~~804463~~910103% 90 Days 0.~~396511~~597780% 0.~~079302~~085397% 0.000000% 0.000000% 0.~~475813~~683177% 01.~~449178~~126638% 0.~~323040~~352335% 0.000000% 0.000000% 01.~~772219~~478972% 120 Days 0.~~317209~~597780% 0.~~079302~~085397% 0.000000% 0.000000% 0.~~396511~~683177% 30.~~194068~~618312% 0.~~126108~~137429% 0.000000% 0.000000% 30.~~320176~~755741% 150 Days 0.~~158604~~085397% 0.~~000000~~170794% 0.~~158604~~170794% 0.000000% 0.~~317209~~426985% 0.~~133976~~013650% 0.~~000000~~141244% 0.~~990151~~168313% 0.000000% 10.~~124127~~323207% 180+ Days 0.~~317209~~000000% 0.~~158604~~085397% 0.~~713719~~768574% 0.000000% 10.~~189532~~853971% 0.~~330462~~000000% 0.~~193344~~271598% 0.~~707006~~817485% 0.000000% 1.~~230812~~089083% Totals 1110.~~578113~~589240% 0.~~793021~~768574% 0.~~872324~~939368% 0.000000% 1312.~~243458~~297182% 1613.~~067863~~108607% 1.~~187180~~305521% 10.~~697157~~985798% 0.000000% 1815.~~952200~~399926%

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 32 0 0 32 7929,~~633~~305.2766 0.00 0.00 7929,~~633~~305.2766 30 Days 9077 10 0 0 9177 2,~~394~~322,~~685~~646.4064 ~~21,350~~0.4500 0.00 0.00 2,~~416~~322,~~035~~646.8564 60 Days 2119 10 0 0 2219 ~~559~~424,~~278~~548.5208 ~~29,962~~0.2900 0.00 0.00 ~~589~~424,~~240~~548.8108 90 Days 5 1 0 0 6 ~~135~~134,~~725~~122.8339 9796,~~611~~966.3964 0.00 0.00 ~~233~~231,~~337~~089.2203 120 Days 43 1 0 0 54 ~~965~~67,~~134~~081.7666 3837,~~105~~822.4420 0.00 0.00 1104,~~003,240~~903.2086 150 Days 1 02 12 0 25 303,~~959~~756.4454 038,872.0015 8746,~~683~~321.3466 0.00 ~~118~~88,~~642~~950.7835 180 Days 40 21 9 0 1510 ~~99,853~~0.9300 5874,~~421~~746.7698 ~~213~~224,~~632~~981.2264 0.00 ~~371~~299,~~907~~728.9162 Totals ~~125~~105 97 1011 0 ~~144~~123 42,~~185~~952,~~637~~155.8831 ~~325~~277,~~084~~713.6063 ~~301~~271,~~315~~303.5630 0.00 43,~~812~~501,~~038~~172.0424 0-29 Days 0.~~284360~~204708% 0.000000% 0.000000% 0.~~284360~~204708% 0.~~308177~~124355% 0.000000% 0.000000% 0.~~308177~~124355% 30 Days 87.~~530806~~881269% 0.~~094787~~000000% 0.000000% 0.000000% 87.~~625592~~881269% 9.~~267322~~855844% 0.~~082625~~000000% 0.000000% 0.000000% 9.~~349947~~855844% 60 Days 1.~~990521~~944729% 0.~~094787~~000000% 0.000000% 0.000000% 21.~~085308~~944729% 21.~~164382~~801514% 0.~~115953~~000000% 0.000000% 0.000000% 21.~~280335~~801514% 90 Days 0.~~473934~~511771% 0.~~094787~~102354% 0.000000% 0.000000% 0.~~568720~~614125% 0.~~525253~~569131% 0.~~377752~~411465% 0.000000% 0.000000% 0.~~903004~~980596% 120 Days 0.~~379147~~307062% 0.~~094787~~102354% 0.000000% 0.000000% 0.~~473934~~409417% 30.~~735027~~284652% 0.~~147466~~160494% 0.000000% 0.000000% 30.~~882493~~445146% 150 Days 0.~~094787~~102354% 0.~~000000~~204708% 0.~~094787~~204708% 0.000000% 0.~~189573~~511771% 0.~~119812~~015940% 0.~~000000~~164949% 0.~~339330~~196560% 0.000000% 0.~~459142~~377449% 180 Days 0.~~379147~~000000% 0.~~189573~~102354% 0.~~853081~~921187% 0.000000% 1.~~421801~~023541% 0.~~386430~~000000% 0.~~226090~~317179% 0.~~826747~~954680% 0.000000% 1.~~439266~~271859% Totals 1110.~~848341~~747185% 0.~~853081~~716479% 01.~~947867~~125896% 0.000000% 1312.~~649289~~589560% 1612.~~198226~~527081% 1.~~258062~~178441% 1.~~166077~~151240% 0.000000% 1814.~~622366~~856762% 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 1 0 0 1 33,~~639~~322.3739 0.00 0.00 33,~~639~~322.3739 30 Days 139 01 0 0 1310 ~~401~~275,~~811~~326.4749 048,258.0071 0.00 0.00 ~~401~~323,~~811~~585.4720 60 Days 74 0 0 0 74 ~~258~~101,~~169~~134.2191 0.00 0.00 0.00 ~~258~~101,~~169~~134.2191 90 Days 02 0 0 0 02 0175,941.0057 0.00 0.00 0.00 0175,941.0057 120 Days 04 0 0 0 04 0103,084.0098 0.00 0.00 0.00 0103,084.0098 150 Days 10 0 10 0 20 ~~9,523~~0.3500 0.00 ~~211,505~~0.5200 0.00 ~~221,028~~0.8700 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 2119 12 10 0 2321 ~~669~~655,~~504~~487.0395 3381,~~639~~581.3710 ~~211,505~~0.5200 0.00 ~~914~~737,~~648~~069.9205 0-29 Days 0.~~485437~~515464% 0.000000% 0.000000% 0.~~485437~~515464% 0.~~768658~~842540% 0.000000% 0.000000% 0.~~768658~~842540% 30 Days 64.~~310680~~639175% 0.~~000000~~515464% 0.000000% 0.000000% 65.~~310680~~154639% 96.~~181378~~961491% 01.~~000000~~220197% 0.000000% 0.000000% 98.~~181378~~181688% 60 Days 32.~~398058~~061856% 0.000000% 0.000000% 0.000000% 32.~~398058~~061856% 52.~~899157~~557145% 0.000000% 0.000000% 0.000000% 52.~~899157~~557145% 90 Days 01.~~000000~~030928% 0.000000% 0.000000% 0.000000% 01.~~000000~~030928% 04.~~000000~~448594% 0.000000% 0.000000% 0.000000% 04.~~000000~~448594% 120 Days 02.~~000000~~061856% 0.000000% 0.000000% 0.000000% 02.~~000000~~061856% 02.~~000000~~606452% 0.000000% 0.000000% 0.000000% 02.~~000000~~606452% 150 Days 0.~~485437~~000000% 0.000000% 0.~~485437~~000000% 0.000000% 0.~~970874~~000000% 0.~~217608~~000000% 0.000000% 40.~~832894~~000000% 0.000000% 50.~~050502~~000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 109.~~194175~~793814% 01.~~485437~~030928% 0.~~485437~~000000% 0.000000% 1110.~~165049~~824742% 1516.~~298143~~573681% 02.~~768658~~062737% 40.~~832894~~000000% 0.000000% 2018.~~899695~~636418%

OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 7957,~~474~~706.7165

COLLATERAL STATEMENT Collateral Description Fixed 30 Year Weighted Average Gross Coupon 9.~~664226~~666982% Weighted Average Net Coupon 9.~~429460~~432352% Weighted Average Pass-Through Rate 9.~~429460~~432352% Weighted Average Maturity(Stepdown Calculation ) ~~249~~246 Beginning Scheduled Collateral Loan Count 1,~~288~~196 Number Of Loans Paid In Full 2725 Ending Scheduled Collateral Loan Count 1,~~261~~171 Beginning Scheduled Collateral Balance 3027,899,~~463~~460.6219 Ending Scheduled Collateral Balance 2927,~~959~~285,~~639~~433.0180 Ending Actual Collateral Balance at 3029-~~Nov~~Feb-~~2003~~2004 3027,~~216~~521,~~475~~180.3314 Monthly P &I Constant ~~508~~471,~~839~~037.8117 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 01,813.0039 Cumulative Realized Loss 9799,~~603~~416.2968 Ending Scheduled Balance for Premium Loans 2927,~~959~~285,~~639~~433.0180 Scheduled Principal ~~259~~246,~~990~~284.3218 Unscheduled Principal ~~679~~367,~~834~~742.2921

Miscellaneous Reporting Senior Percentage Group I 9392.~~060148~~505367% Senior Percentage Group II 9089.~~558960~~848190% Senior Prep. Percentage Group I 100.000000% Senior Prep. Percentage Group II 100.000000% Subordinate Percentage Group I 67.~~939852~~494633% Subordinate Percentage Group II 910.~~441040~~151810% Subordinate Prep. Percentage Group I 0.000000% Subordinate Prep. Percentage Group II 0.000000%

Group Level Collateral Statement Group Group I Group II Total Collateral Description Fixed 30 Year Fixed 30 Year Fixed 30 Year Weighted Average Coupon Rate 9.~~597179~~600912 10.~~066468~~064738 9.~~664226~~666982 Weighted Average Net Rate 9.~~364952~~368835 9.~~816469~~814740 9.~~429460~~432352 Weighted Average Maturity ~~249~~246 ~~209~~206 ~~249~~246 Beginning Loan Count ~~1,077~~999 ~~211~~197 1,~~288~~196 Loans Paid In Full 22 53 2725 Ending Loan Count ~~1,055~~977 ~~206~~194 1,~~261~~171 Beginning Scheduled Balance 2623,~~484~~925,~~886~~270.0528 43,~~414~~974,~~577~~189.5791 3027,899,~~463~~460.6219 Ending scheduled Balance 2523,~~624~~368,~~268~~127.9919 43,~~335~~917,~~370~~306.0261 2927,~~959~~285,~~639~~433.0180 Record Date 1102/3029/~~2003~~2004 1102/3029/~~2003~~2004 1102/3029/~~2003~~2004 Principal And Interest Constant ~~425~~393,~~034~~382.8140 8377,~~805~~654.0077 ~~508~~471,~~839~~037.8117 Scheduled Principal ~~213~~201,~~217~~962.9906 4644,~~772~~322.3312 ~~259~~246,~~990~~284.3218 Unscheduled Principal ~~647~~355,~~399~~181.0703 3212,~~435~~561.2218 ~~679~~367,~~834~~742.2921 Scheduled Interest ~~211~~191,~~816~~420.8234 3733,~~032~~332.6765 ~~248~~224,~~849~~752.4999 Servicing Fees 54,~~125~~627.4209 ~~919~~827.7095 65,~~045~~455.1204 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 ~~206~~186,~~691~~793.4025 3632,~~112~~504.9770 ~~242~~219,~~804~~297.3795 Realized Loss Amount 0660.0059 01,152.0080 01,813.0039 Cumulative Realized Loss 8889,~~786~~447.8140 89,~~816~~969.4828 9799,~~603~~416.2968 Percentage of Cumulative Losses 0.~~1324~~1334 0.~~0582~~0659 0.~~1187~~1209 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 9.~~364952~~368835 9.~~816468~~814738 9.~~429460~~432352

Filing Compare · STRUCTURED ASSET MORT INV MORT PASS THR CERT SER 2001-4