8-K 1 sam02004.txt AUGUST 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): August 25, 2004 STRUCTURED ASSET MORTGAGE INVESTMENTS INC. Mortgage Pass-Through Certificates, Series 2002-4 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-68542-11 90-0072992 Pooling and Servicing Agreement) (Commission 90-0073001 (State or other File Number) Pending jurisdiction IRS EIN of Incorporation) c/o Wells Fargo Bank, 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) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On August 25, 2004 a distribution was made to holders of STRUCTURED ASSET MORTGAGE INVESTMENTS INC., Mortgage Pass-Through Certificates, Series 2002-4 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2002-4 Trust, relating to the August 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 2002-4 Trust (Registrant) By: Wells Fargo Bank, N.A. as Master Servicer By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 9/3/2004 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 August 25, 2004 distribution. EX-99.1

Structured Asset Mortgage Investments Inc. Mortgage Pass-Through Certificates Record Date: 127/31/032004 Distribution Date: 18/2625/042004 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% ~~2,974,912~~0.1800 ~~13,488~~0.4700 ~~2,324,680~~0.4100 I-A-2 86358HPQ6 SEN 5.75000% ~~159,109~~0.6100 ~~754~~0.2100 ~~124,332~~0.7400 I-A-3 86358HPR4 SEN 6.00000% ~~1,591,096~~0.1100 ~~7,869~~0.9800 ~~1,243,327~~0.4500 I-A-4 86358HPS2 SEN 1.~~64125~~95000% ~~610,893~~0.4000 ~~826~~0.5400 ~~477,369~~0.3600 I-A-5 86358HPT0 SEN 6.~~85875~~55000% 0.00 ~~3,454~~0.1100 0.00 I-A-6 86358HPU7 SEN 5.95000% ~~14,000,000~~0.00 ~~69,416~~0.6700 0.00 I-A-7 86358HPV5 SEN 6.00000% 3926,~~500~~225,~~000~~038.0062 ~~195~~130,~~377~~960.3657 0753,605.0096 I-A-8 86358HQD4 SEN 6.00000% 31,~~026~~348,~~037~~798.4693 146,~~967~~735.5853 ~~214~~38,~~455~~759.3725 I-X 86358HQE2 SEN 0.~~62331~~59899% 0.00 3719,~~883~~611.9322 0.00 I-P 86358HQF9 PO 0.00000% 5647,~~123~~908.5697 0.00 84137.5249 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% 2011,~~749~~392,~~813~~832.2057 9452,~~081~~151.1959 21,~~176~~114,~~393~~456.5169 II-X 86358HPW3 SEN 0.~~62900~~61050% 0.00 138,~~396~~274.9936 0.00 II-P 86358HPX1 PO 0.00000% 1716,~~473~~239.7113 0.00 ~~173~~179.9662 III-A 86358HPY9 SEN 7.00000% 1511,~~521~~925,~~132~~994.4799 8969,~~566~~480.8696 ~~552~~697,~~801~~746.1810 III-X 86358HPZ6 SEN 0.~~14360~~14193% 0.00 21,~~031~~595.8583 0.00 III-P 86358HQA0 PO 0.00000% ~~360~~309,~~450~~852.0984 0.00 725,~~748~~476.0480 B-1 86358HQJ1 SUB 5.~~93106~~93485% 8,~~602~~462,~~340~~640.0219 4241,~~060~~801.5120 1920,~~653~~090.8290 B-2 86358HQK8 SUB 5.~~93106~~93485% 3,~~503~~446,~~399~~505.7240 17,~~129~~024.6201 8,~~004~~182.2425 B-3 86358HQL6 SUB 5.~~93106~~93485% 2,~~548~~507,~~985~~590.1831 12,~~463~~386.0824 5,~~823~~953.6820 B-4 86358HQM4 SUB 5.~~93106~~93485% 1,~~273~~252,~~522~~840.6697 6,~~226~~188.8041 2,~~909~~974.6233 B-5 86358HQN2 SUB 5.~~93106~~93485% ~~955~~939,~~384~~869.4827 4,~~671~~642.2848 2,~~182~~231.7732 B-6 86358HQP7 SUB 5.~~93106~~93485% 1,~~276~~255,~~564~~833.8559 6,~~241~~203.6719 2,~~916~~981.5643 Totals ~~116~~69,~~727~~131,~~238~~945.7078 ~~631~~377,~~908~~055.7059 72,~~162~~672,~~857~~775.2334

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A-1 0.00 ~~650,231~~0.7700 ~~2,338,168~~0.8800 0.00 I-A-2 0.00 ~~34,776~~0.8700 ~~125,086~~0.9500 0.00 I-A-3 0.00 ~~347,768~~0.6700 ~~1,251,197~~0.4300 0.00 I-A-4 0.00 ~~133,524~~0.0400 ~~478,195~~0.9000 0.00 I-A-5 0.00 0.00 ~~3,454~~0.1100 0.00 I-A-6 0.00 ~~14,000,000~~0.00 ~~69,416~~0.6700 0.00 I-A-7 0.00 3925,~~500~~471,~~000~~432.0066 ~~195~~884,~~377~~566.3653 0.00 I-A-8 0.00 21,~~811~~310,~~582~~039.0968 ~~229~~45,~~422~~494.9578 0.00 I-X 0.00 0.00 3719,~~883~~611.9322 0.00 I-P 0.00 5647,~~039~~771.0348 84137.5249 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 1810,~~573~~278,~~419~~375.6988 21,~~270~~166,~~474~~608.7028 0.00 II-X 0.00 0.00 138,~~396~~274.9936 0.00 II-P 0.00 1716,~~299~~059.7551 ~~173~~179.9662 0.00 III-A 0.00 1411,~~968~~228,~~331~~248.2989 ~~642~~767,~~368~~227.0406 0.00 III-X 0.00 0.00 21,~~031~~595.8583 0.00 III-P 0.00 ~~352~~284,~~702~~376.0504 725,~~748~~476.0480 0.00 B-1 0.00 8,~~582~~442,~~686~~549.2029 61,~~714~~892.3310 0.00 B-2 0.00 3,~~495~~438,~~395~~323.4915 25,~~133~~206.8626 0.00 B-3 0.00 2,~~543~~501,~~161~~637.5011 18,~~286~~339.7644 0.00 B-4 0.00 1,~~270~~249,~~613~~866.0364 9,~~136~~162.4274 0.00 B-5 0.00 ~~953~~937,~~201~~637.7096 6,~~854~~873.0580 0.00 B-6 0.00 1,~~273~~252,~~648~~852.2914 9,~~158~~184.2362 0.00 Totals 0.00 ~~109~~66,~~564~~459,~~381~~170.4643 73,~~794~~049,~~765~~830.93 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 ~~2,974,912~~0.1800 ~~35,632~~0.8300 ~~2,289,047~~0.5800 0.00 0.00 I-A-2 10,000,000.00 ~~159,109~~0.6100 ~~1,905~~0.7800 ~~122,426~~0.9700 0.00 0.00 I-A-3 100,000,000.00 ~~1,591,096~~0.1100 ~~19,057~~0.7900 ~~1,224,269~~0.6600 0.00 0.00 I-A-4 38,394,500.00 ~~610,893~~0.4000 ~~7,317~~0.1400 ~~470,052~~0.2100 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~~0.00 0.00 0.00 0.00 0.00 I-A-7 39,500,000.00 3926,~~500~~225,~~000~~038.0062 028,629.0096 0724,976.00 0.00 0.00 I-A-8 19,999,950.00 31,~~026~~348,~~037~~798.4693 31,~~287~~472.1849 ~~211~~37,~~168~~286.1977 0.00 0.00 I-X 0.00 0.00 0.00 0.00 0.00 0.00 I-P 78,647.00 5647,~~123~~908.5697 6358.9334 2079.5915 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 2011,~~749~~392,~~813~~832.2057 ~~112~~66,~~283~~174.4391 21,~~064~~048,~~110~~281.0878 0.00 0.00 II-X 0.00 0.00 0.00 0.00 0.00 0.00 II-P 52,290.00 1716,~~473~~239.7113 ~~173~~179.9662 0.00 0.00 0.00 III-A 43,527,000.00 1511,~~521~~925,~~132~~994.4799 1412,~~911~~214.1902 ~~537~~685,~~889~~532.9808 0.00 0.00 III-X 0.00 0.00 0.00 0.00 0.00 0.00 III-P 765,935.00 ~~360~~309,~~450~~852.0984 ~~372~~341.6737 725,~~375~~135.3743 0.00 0.00 B-1 8,869,000.00 8,~~602~~462,~~340~~640.02 19 20,~~653~~090.8290 0.00 0.00 0.00 B-2 3,612,000.00 3,~~503~~446,~~399~~505.7240 8,~~004~~182.2425 0.00 0.00 0.00 B-3 2,628,000.00 2,~~548~~507,~~985~~590.1831 5,~~823~~953.6820 0.00 0.00 0.00 B-4 1,313,000.00 1,~~273~~252,~~522~~840.6697 2,~~909~~974.6233 0.00 0.00 0.00 B-5 985,000.00 ~~955~~939,~~384~~869.4827 2,~~182~~231.7732 0.00 0.00 0.00 B-6 1,316,134.00 1,~~276~~255,~~564~~833.8559 2,~~916~~981.5643 0.00 0.00 0.00 Totals 656,885,606.00 ~~116~~69,~~727~~131,~~238~~945.7078 ~~236~~151,~~496~~484.5914 62,~~926~~521,~~360~~291.6321 0.00 0.00 (1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Principal Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution I-A-1 ~~2,324,680~~0.4100 ~~650,231~~0.7700 0.~~00347769~~00000000 ~~2,324,680~~0.4100 I-A-2 ~~124,332~~0.7400 ~~34,776~~0.8700 0.~~00347769~~00000000 ~~124,332~~0.7400 I-A-3 ~~1,243,327~~0.4500 ~~347,768~~0.6700 0.~~00347769~~00000000 ~~1,243,327~~0.4500 I-A-4 ~~477,369~~0.3600 ~~133,524~~0.0400 0.~~00347769~~00000000 ~~477,369~~0.3600 I-A-5 0.00 0.00 0.00000000 0.00 I-A-6 0.00 ~~14,000,000~~0.00 10.00000000 0.00 I-A-7 0753,605.0096 3925,~~500~~471,~~000~~432.0066 10.~~00000000~~64484640 0753,605.0096 I-A-8 ~~214~~38,~~455~~759.3725 21,~~811~~310,~~582~~039.0968 0.~~14057946~~06550215 ~~214~~38,~~455~~759.3725 I-X 0.00 0.00 0.00000000 0.00 I-P 84137.5249 5647,~~039~~771.0348 0.~~71253869~~60741643 84137.5249 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 21,~~176~~114,~~393~~456.5169 1810,~~573~~278,~~419~~375.6988 0.~~10046665~~05559741 21,~~176~~114,~~393~~456.5169 II-X 0.00 0.00 0.00000000 0.00 II-P ~~173~~179.9662 1716,~~299~~059.7551 0.~~33084242~~30712392 ~~173~~179.9662 III-A ~~552~~697,~~801~~746.1810 1411,~~968~~228,~~331~~248.2989 0.~~34388612~~25796055 ~~552~~697,~~801~~746.1810 III-X 0.00 0.00 0.00000000 0.00 III-P 725,~~748~~476.0480 ~~352~~284,~~702~~376.0504 0.~~46048562~~37127960 725,~~748~~476.0480 B-1 1920,~~653~~090.8290 8,~~582~~442,~~686~~549.2029 0.~~96771747~~95191671 1920,~~653~~090.8290 B-2 8,~~004~~182.2425 3,~~495~~438,~~395~~323.4915 0.~~96771747~~95191671 8,~~004~~182.2425 B-3 5,~~823~~953.6820 2,~~543~~501,~~161~~637.5011 0.~~96771747~~95191671 5,~~823~~953.6820 B-4 2,~~909~~974.6233 1,~~270~~249,~~613~~866.0364 0.~~96771746~~95191671 2,~~909~~974.6233 B-5 2,~~182~~231.7732 ~~953~~937,~~201~~637.7096 0.~~96771746~~95191671 2,~~182~~231.7732 B-6 2,~~916~~981.5643 1,~~273~~252,~~648~~852.2914 0.~~96771931~~95191838 2,~~916~~981.5643 Totals 72,~~162~~672,~~857~~775.2334 ~~109~~66,~~564~~459,~~381~~170.4643 0.~~16679370~~10117313 72,~~162~~672,~~857~~775.2334

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.~~91096113~~00000000 0.~~19057792~~00000000 120.~~24269655~~00000000 0.00000000 I-A-2 10,000,000.00 150.~~91096100~~00000000 0.~~19057800~~00000000 120.~~24269700~~00000000 0.00000000 I-A-3 100,000,000.00 150.~~91096110~~00000000 0.~~19057790~~00000000 120.~~24269660~~00000000 0.00000000 I-A-4 38,394,500.00 150.~~91096121~~00000000 0.~~19057782~~00000000 120.~~24269648~~00000000 0.00000000 I-A-5 0.00 0.00000000 0.00000000 0.00000000 0.00000000 I-A-6 14,000,000.00 ~~1000~~0.00000000 0.00000000 0.00000000 0.00000000 I-A-7 39,500,000.00 ~~1000~~663.~~00000000~~92502835 0.~~00000000~~72480911 018.~~00000000~~35382278 0.00000000 I-A-8 19,999,950.00 ~~151~~67.~~30225126~~44011510 0.~~16435941~~07362468 101.~~55843590~~86434316 0.00000000 I-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 I-P 78,647.00 ~~713~~609.~~61348812~~16462166 0.~~81287271~~74179562 01.~~26180274~~00639567 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 ~~112~~61.~~23911311~~62568362 0.~~60735933~~35795085 115.~~16510701~~67032658 0.00000000 II-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-P 52,290.00 ~~334~~310.~~16924842~~55899790 3.~~32683113~~43507363 0.00000000 0.00000000 III-A 43,527,000.00 ~~356~~273.~~58631355~~99074115 0.~~34257335~~28060790 1215.~~35761665~~74958256 0.00000000 III-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 III-P 765,935.00 ~~470~~404.~~60140874~~54195199 0.~~48655565~~44569056 932.~~62923747~~81666199 0.00000000 B-1 8,869,000.00 ~~969~~954.~~93347841~~18200361 2.~~21601308~~26529485 0.00000000 0.00000000 B-2 3,612,000.00 ~~969~~954.~~93347730~~18200443 2.~~21601329~~26529623 0.00000000 0.00000000 B-3 2,628,000.00 ~~969~~954.~~93347793~~18200533 2.~~21601218~~26529680 0.00000000 0.00000000 B-4 1,313,000.00 ~~969~~954.~~93348058~~18200305 2.~~21600914~~26529322 0.00000000 0.00000000 B-5 985,000.00 ~~969~~954.~~93348223~~18200000 2.~~21601015~~26529949 0.00000000 0.00000000 B-6 1,316,134.00 ~~969~~954.~~93531814~~18368494 2.~~21600536~~26529366 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 120.~~43327447~~00000000 30.~~47768667~~00000000 0.~~00347769~~00000000 120.~~43327447~~00000000 I-A-2 0.00000000 120.~~43327400~~00000000 30.~~47768700~~00000000 0.~~00347769~~00000000 120.~~43327400~~00000000 I-A-3 0.00000000 120.~~43327450~~00000000 30.~~47768670~~00000000 0.~~00347769~~00000000 120.~~43327450~~00000000 I-A-4 0.00000000 120.~~43327456~~00000000 30.~~47768665~~00000000 0.~~00347769~~00000000 120.~~43327456~~00000000 I-A-5 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-A-6 0.00000000 0.00000000 ~~1,000~~0.00000000 10.00000000 0.00000000 I-A-7 0.00000000 019.~~00000000~~07863190 ~~1,000~~644.~~00000000~~84639646 10.~~00000000~~64484640 019.~~00000000~~07863190 I-A-8 0.00000000 101.~~72279531~~93796734 ~~140~~65.~~57945595~~50214776 0.~~14057946~~06550215 101.~~72279531~~93796734 I-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-P 0.00000000 1.~~07467545~~74819129 ~~712~~607.~~53868552~~41643038 0.~~71253869~~60741643 1.~~07467545~~74819129 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 116.~~77246633~~02827743 ~~100~~55.~~46664678~~59740620 0.~~10046665~~05559741 116.~~77246633~~02827743 II-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-P 0.00000000 3.~~32683113~~43507363 ~~330~~307.~~84241729~~12392427 0.~~33084242~~30712392 3.~~32683113~~43507363 III-A 0.00000000 1216.~~70019023~~03019046 ~~343~~257.~~88612333~~96055069 0.~~34388612~~25796055 1216.~~70019023~~03019046 III-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 III-P 0.00000000 1033.~~11579312~~26235255 ~~460~~371.~~48561562~~27959944 0.~~46048562~~37127960 1033.~~11579312~~26235255 B-1 0.00000000 2.~~21601308~~26529485 ~~967~~951.~~71746533~~91670876 0.~~96771747~~95191671 2.~~21601308~~26529485 B-2 0.00000000 2.~~21601329~~26529623 ~~967~~951.~~71746678~~91670819 0.~~96771747~~95191671 2.~~21601329~~26529623 B-3 0.00000000 2.~~21601218~~26529680 ~~967~~951.~~71746575~~91670852 0.~~96771747~~95191671 2.~~21601218~~26529680 B-4 0.00000000 2.~~21600914~~26529322 ~~967~~951.~~71746382~~91670982 0.~~96771746~~95191671 2.~~21600914~~26529322 B-5 0.00000000 2.~~21601015~~26529949 ~~967~~951.~~71746193~~91671066 0.~~96771746~~95191671 2.~~21601015~~26529949 B-6 0.00000000 2.~~21600536~~26529366 ~~967~~951.~~71931278~~91837609 0.~~96771931~~95191838 2.~~21600536~~26529366 (3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Interest Distribution Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall I-A-1 186,972,500.00 5.50000% ~~2,974,912~~0.1800 ~~13,635~~0.0100 0.00 0.00 I-A-2 10,000,000.00 5.75000% ~~159,109~~0.6100 ~~762~~0.4000 0.00 0.00 I-A-3 100,000,000.00 6.00000% ~~1,591,096~~0.1100 ~~7,955~~0.4800 0.00 0.00 I-A-4 38,394,500.00 1.~~64125~~95000% ~~610,893~~0.4000 ~~835~~0.5200 0.00 0.00 I-A-5 0.00 6.~~85875~~55000% ~~610,893~~0.4000 ~~3,491~~0.6400 0.00 0.00 I-A-6 14,000,000.00 5.95000% ~~14,000,000~~0.00 ~~69,416~~0.6700 0.00 0.00 I-A-7 39,500,000.00 6.00000% 3926,~~500~~225,~~000~~038.0062 ~~197~~131,~~500~~125.0019 0.00 0.00 I-A-8 19,999,950.00 6.00000% 31,~~026~~348,~~037~~798.4693 156,~~130~~743.1999 0.00 0.00 I-X 0.00 0.~~62331~~59899% 7339,~~726~~337,~~556~~933.27 3819,~~295~~635.5188 0.00 0.00 I-P 78,647.00 0.00000% 5647,~~123~~908.5697 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% 2011,~~749~~392,~~813~~832.2057 9552,~~103~~217.3115 0.00 0.00 II-X 0.00 0.~~62900~~61050% 2516,~~836~~284,~~511~~424.99 13 8,~~542~~284.5476 0.00 0.00 II-P 52,290.00 0.00000% 1716,~~473~~239.7113 0.00 0.00 0.00 III-A 43,527,000.00 7.00000% 1511,~~521~~925,~~132~~994.4799 9069,~~539~~568.9430 0.00 0.00 III-X 0.00 0.~~14360~~14193% 1713,~~164~~509,~~170~~588.2738 21,~~053~~597.9284 0.00 0.00 III-P 765,935.00 0.00000% ~~360~~309,~~450~~852.0984 0.00 0.00 0.00 B-1 8,869,000.00 5.~~93106~~93485% 8,~~602~~462,~~340~~640.0219 4241,~~517~~853.4775 0.00 0.00 B-2 3,612,000.00 5.~~93106~~93485% 3,~~503~~446,~~399~~505.7240 17,~~315~~045.7241 0.00 0.00 B-3 2,628,000.00 5.~~93106~~93485% 2,~~548~~507,~~985~~590.1831 12,~~598~~401.4881 0.00 0.00 B-4 1,313,000.00 5.~~93106~~93485% 1,~~273~~252,~~522~~840.6697 6,~~294~~196.4519 0.00 0.00 B-5 985,000.00 5.~~93106~~93485% ~~955~~939,~~384~~869.4827 4,~~722~~648.0332 0.00 0.00 B-6 1,316,134.00 5.~~93106~~93485% 1,~~276~~255,~~564~~833.8559 6,~~309~~210.4899 0.00 0.00 Totals 656,885,606.00 ~~638~~377,~~019~~529.7658 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 ~~146~~0.5400 0.00 ~~13,488~~0.4700 0.00 ~~650,231~~0.7700 I-A-2 80.1900 0.00 ~~754~~0.2100 0.00 ~~34,776~~0.8700 I-A-3 850.5000 0.00 ~~7,869~~0.9800 0.00 ~~347,768~~0.6700 I-A-4 80.9800 0.00 ~~826~~0.5400 0.00 ~~133,524~~0.0400 I-A-5 370.5300 0.00 ~~3,454~~0.1100 0.00 ~~133,524~~0.0400 I-A-6 0.00 0.00 ~~69,416~~0.6700 0.00 ~~14,000,000~~0.00 I-A-7 ~~2,122~~164.6463 0.00 ~~195~~130,~~377~~960.3657 0.00 3925,~~500~~471,~~000~~432.0066 I-A-8 ~~162~~8.6147 0.00 146,~~967~~735.5853 0.00 21,~~811~~310,~~582~~039.0968 I-X ~~411~~24.5865 0.00 3719,~~883~~611.9322 0.00 6938,~~329~~532,~~478~~639.9897 I-P 0.00 0.00 0.00 0.00 5647,~~039~~771.0348 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 ~~1,022~~65.1256 0.00 9452,~~081~~151.1959 0.00 1810,~~573~~278,~~419~~375.6988 II-X ~~145~~10.5540 0.00 138,~~396~~274.9936 0.00 2315,~~632~~141,~~513~~469.4449 II-P 0.00 0.00 0.00 0.00 1716,~~299~~059.7551 III-A ~~973~~87.0834 0.00 8969,~~566~~480.8696 0.00 1411,~~968~~228,~~331~~248.2989 III-X 222.0701 0.00 21,~~031~~595.8583 0.00 1612,~~602~~785,~~388~~060.8798 III-P 0.00 0.00 0.00 0.00 ~~352~~284,~~702~~376.0504 B-1 ~~456~~52.9655 0.00 4241,~~060~~801.5120 0.00 8,~~582~~442,~~686~~549.2029 B-2 ~~186~~21.1040 0.00 17,~~129~~024.6201 0.00 3,~~495~~438,~~395~~323.4915 B-3 ~~135~~15.4057 0.00 12,~~463~~386.0824 0.00 2,~~543~~501,~~161~~637.5011 B-4 677.6578 0.00 6,~~226~~188.8041 0.00 1,~~270~~249,~~613~~866.0364 B-5 505.7584 0.00 4,~~671~~642.2848 0.00 ~~953~~937,~~201~~637.7096 B-6 677.8180 0.00 6,~~241~~203.6719 0.00 1,~~273~~252,~~648~~852.2914 Totals ~~6,111~~474.0600 0.00 ~~631~~377,~~908~~055.7059 0.00 (4) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Interest Distribution Factors Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class (5) Amount Rate Balance Interest Shortfall Shortfall I-A-1 186,972,500.00 5.50000% 150.~~91096113~~00000000 0.~~07292522~~00000000 0.00000000 0.00000000 I-A-2 10,000,000.00 5.75000% 150.~~91096100~~00000000 0.~~07624000~~00000000 0.00000000 0.00000000 I-A-3 100,000,000.00 6.00000% 150.~~91096110~~00000000 0.~~07955480~~00000000 0.00000000 0.00000000 I-A-4 38,394,500.00 1.~~64125~~95000% 150.~~91096121~~00000000 0.~~02176145~~00000000 0.00000000 0.00000000 I-A-5 0.00 6.~~85875~~55000% 150.~~91096121~~00000000 0.~~09094115~~00000000 0.00000000 0.00000000 I-A-6 14,000,000.00 5.95000% ~~1000~~0.00000000 40.~~95833357~~00000000 0.00000000 0.00000000 I-A-7 39,500,000.00 6.00000% ~~1000~~663.~~00000000~~92502835 53.~~00000000~~31962506 0.00000000 0.00000000 I-A-8 19,999,950.00 6.00000% ~~151~~67.~~30225126~~44011510 0.~~75651139~~33720034 0.00000000 0.00000000 I-X 0.00 0.~~62331~~59899% ~~175~~93.~~14609411~~45188099 0.~~09097548~~04664734 0.00000000 0.00000000 I-P 78,647.00 0.00000% ~~713~~609.~~61348812~~16462166 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% ~~112~~61.~~23911311~~62568362 0.~~51442927~~28245105 0.00000000 0.00000000 II-X 0.00 0.~~62900~~61050% ~~135~~85.~~73203299~~55017001 0.~~07114569~~04352396 0.00000000 0.00000000 II-P 52,290.00 0.00000% ~~334~~310.~~16924842~~55899790 0.00000000 0.00000000 0.00000000 III-A 43,527,000.00 7.00000% ~~356~~273.~~58631355~~99074115 21.~~08008684~~59827923 0.00000000 0.00000000 III-X 0.00 0.~~14360~~14193% ~~376~~296.~~46498391~~30835001 0.~~04504901~~03504573 0.00000000 0.00000000 III-P 765,935.00 0.00000% ~~470~~404.~~60140874~~54195199 0.00000000 0.00000000 0.00000000 B-1 8,869,000.00 5.~~93106~~93485% ~~969~~954.~~93347841~~18200361 4.~~79394182~~71910587 0.00000000 0.00000000 B-2 3,612,000.00 5.~~93106~~93485% ~~969~~954.~~93347730~~18200443 4.~~79394241~~71910576 0.00000000 0.00000000 B-3 2,628,000.00 5.~~93106~~93485% ~~969~~954.~~93347793~~18200533 4.~~79394216~~71910578 0.00000000 0.00000000 B-4 1,313,000.00 5.~~93106~~93485% ~~969~~954.~~93348058~~18200305 4.~~79394516~~71910891 0.00000000 0.00000000 B-5 985,000.00 5.~~93106~~93485% ~~969~~954.~~93348223~~18200000 4.~~79393909~~71910660 0.00000000 0.00000000 B-6 1,316,134.00 5.~~93106~~93485% ~~969~~954.~~93531814~~18368494 4.~~79394955~~71911675 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.~~00078375~~00000000 0.00000000 0.~~07214146~~00000000 0.00000000 30.~~47768667~~00000000 I-A-2 0.~~00081900~~00000000 0.00000000 0.~~07542100~~00000000 0.00000000 30.~~47768700~~00000000 I-A-3 0.~~00085500~~00000000 0.00000000 0.~~07869980~~00000000 0.00000000 30.~~47768670~~00000000 I-A-4 0.~~00023389~~00000000 0.00000000 0.~~02152756~~00000000 0.00000000 30.~~47768665~~00000000 I-A-5 0.~~00097748~~00000000 0.00000000 0.~~08996367~~00000000 0.00000000 30.~~47768665~~00000000 I-A-6 0.00000000 0.00000000 40.~~95833357~~00000000 0.00000000 ~~1000~~0.00000000 I-A-7 0.~~05373772~~00416785 0.00000000 43.~~94626228~~31545747 0.00000000 ~~1000~~644.~~00000000~~84639646 I-A-8 0.~~00813052~~00042350 0.00000000 0.~~74838087~~33677734 0.00000000 ~~140~~65.~~57945595~~50214776 I-X 0.~~00097776~~00005856 0.00000000 0.~~08999773~~04658876 0.00000000 ~~164~~91.~~70032054~~53881217 I-P 0.00000000 0.00000000 0.00000000 0.00000000 ~~712~~607.~~53868552~~41643038 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.~~00552881~~00035462 0.00000000 0.~~50890045~~28209643 0.00000000 ~~100~~55.~~46664678~~59740620 II-X 0.~~00076465~~00005464 0.00000000 0.~~07038104~~04346932 0.00000000 ~~124~~79.~~15333366~~54566147 II-P 0.00000000 0.00000000 0.00000000 0.00000000 ~~330~~307.~~84241729~~12392427 III-A 0.~~02235578~~00200657 0.00000000 21.~~05773106~~59627266 0.00000000 ~~343~~257.~~88612333~~96055069 III-X 0.~~00048407~~00004409 0.00000000 0.~~04456495~~03500164 0.00000000 ~~364~~280.~~14332650~~41715389 III-P 0.00000000 0.00000000 0.00000000 0.00000000 ~~460~~371.~~48561562~~27959944 B-1 0.~~05152328~~00592513 0.00000000 4.~~74241854~~71318074 0.00000000 ~~967~~951.~~71746533~~91670876 B-2 0.~~05152270~~00592470 0.00000000 4.~~74241971~~71318106 0.00000000 ~~967~~951.~~71746678~~91670819 B-3 0.~~05152207~~00592466 0.00000000 4.~~74242009~~71318113 0.00000000 ~~967~~951.~~71746575~~91670852 B-4 0.~~05152323~~00592536 0.00000000 4.~~74242193~~71318355 0.00000000 ~~967~~951.~~71746382~~91670982 B-5 0.~~05152284~~00592893 0.00000000 4.~~74241624~~71317766 0.00000000 ~~967~~951.~~71746193~~91671066 B-6 0.~~05152211~~00592645 0.00000000 4.~~74242744~~71319030 0.00000000 ~~967~~951.~~71931278~~91837609 (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 73,~~836~~072,~~280~~402.2220 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 2833,~~188~~812.1855 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 73,~~864~~106,~~468~~214.4075 Withdrawals Reimbursement for Servicer Advances 2933,~~319~~713.9791 Payment of Service Fee 4022,~~382~~669.5091 Payment of Interest and Principal 73,~~794~~049,~~765~~830.93 Total Withdrawals (Pool Distribution Amount) 73,~~864~~106,~~468~~214.4075 Ending Balance 0.00

PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall ~~6,111~~474.0600 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall ~~6,111~~474.0600

SERVICING FEES Gross Servicing Fee 3922,~~799~~669.1791 MBIA Insurance Fee ~~583~~0.3300 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 4022,~~382~~669.5091

OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance ~~Reserve~~Rounding Account ~~999~~0.9900 0.00 0.00 ~~999~~0.9900 Class A6 Reserve Account 0.00 0.00 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 01 0 0 01 077,726.0051 0.00 0.00 077,726.0051 30 Days 9 0 0 0 9 2,~~980~~481,~~626~~291.9605 0.00 0.00 0.00 2,~~980~~481,~~626~~291.9605 60 Days 13 0 0 0 13 ~~319~~841,~~788~~819.8721 0.00 0.00 0.00 ~~319~~841,~~788~~819.8721 90 Days 0 01 0 0 01 0.00 0417,037.0060 0.00 0.00 0417,037.0060 120 Days 0 10 0 0 10 0.00 ~~382,686~~0.9600 0.00 0.00 ~~382,686~~0.9600 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 1 1 2 ~~0.00~~4 0.00 387,206.45 55382,~~276~~686.2196 ~~442~~483,~~482~~701.6630 1,253,594.71 Totals 1012 13 1 12 1318 3,~~300~~323,~~415~~110.8326 881,970.56 382,686.96 ~~387~~483,~~206~~701.4530 555,~~276.21 4~~071,~~125,585~~469.4508 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~~366300% 0.000000% 0.000000% 0.~~000000~~366300% 0.~~000000~~116667% 0.000000% 0.000000% 0.~~000000~~116667% 30 Days 23.~~233251~~296703% 0.000000% 0.000000% 0.000000% 23.~~233251~~296703% 23.~~714985~~724414% 0.000000% 0.000000% 0.000000% 23.~~714985~~724414% 60 Days 01.~~248139~~098901% 0.000000% 0.000000% 0.000000% 01.~~248139~~098901% 01.~~291288~~263569% 0.000000% 0.000000% 0.000000% 01.~~291288~~263569% 90 Days 0.000000% 0.~~000000~~366300% 0.000000% 0.000000% 0.~~000000~~366300% 0.000000% 0.~~000000~~625973% 0.000000% 0.000000% 0.~~000000~~625973% 120 Days 0.000000% 0.~~248139~~000000% 0.000000% 0.000000% 0.~~248139~~000000% 0.000000% 0.~~348581~~000000% 0.000000% 0.000000% 0.~~348581~~000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.~~000000~~366300% 0.~~248139~~366300% 0.~~248139~~732601% 01.~~496278~~465201% 0.000000% 0.~~000000~~581196% 0.~~352698~~574413% 0.~~050350~~726035% 01.~~403047~~881644% Totals 24.~~481390~~395604% 01.~~248139~~098901% 0.~~248139~~366300% 0.~~248139~~732601% 36.~~225806~~593407% 34.~~006273~~987984% 01.~~348581~~323837% 0.~~352698~~574413% 0.~~050350~~726035% 37.~~757902~~612268%

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 21,~~826~~970,~~642~~738.2036 0.00 0.00 0.00 21,~~826~~970,~~642~~738.2036 60 Days 12 0 0 0 12 ~~319~~767,~~788~~210.8785 0.00 0.00 0.00 ~~319~~767,~~788~~210.8785 90 Days 0 01 0 0 01 0.00 0417,037.0060 0.00 0.00 0417,037.0060 120 Days 0 10 0 0 10 0.00 ~~382,686~~0.9600 0.00 0.00 ~~382,686~~0.9600 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 01 01 02 0.00 0.00 0382,686.0096 0428,425.0009 0811,112.0005 Totals 87 1 01 01 910 32,~~146~~737,~~431~~949.0721 417,037.60 382,686.96 0428,425.0009 ~~0.00~~ 3,~~529~~966,~~118~~098.0386 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 45.~~046243~~319149% 0.000000% 0.000000% 0.000000% 45.~~046243~~319149% 45.~~072899~~108007% 0.000000% 0.000000% 0.000000% 45.~~072899~~108007% 60 Days 02.~~578035~~127660% 0.000000% 0.000000% 0.000000% 02.~~578035~~127660% 01.~~460783~~988553% 0.000000% 0.000000% 0.000000% 01.~~460783~~988553% 90 Days 0.000000% 01.~~000000~~063830% 0.000000% 0.000000% 01.~~000000~~063830% 0.000000% 01.~~000000~~080930% 0.000000% 0.000000% 01.~~000000~~080930% 120 Days 0.000000% 0.~~578035~~000000% 0.000000% 0.000000% 0.~~578035~~000000% 0.000000% 0.~~551412~~000000% 0.000000% 0.000000% 0.~~551412~~000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 01.~~000000~~063830% 01.~~000000~~063830% 02.~~000000~~127660% 0.000000% 0.000000% 0.~~000000~~991896% 01.~~000000~~110446% 02.~~000000~~102342% Totals 47.~~624277~~446809% 01.~~578035~~063830% 01.~~000000~~063830% 01.~~000000~~063830% 510.~~202312~~638298% 47.~~533682~~096560% 01.~~551412~~080930% 0.~~000000~~991896% 01.~~000000~~110446% 510.~~085094~~279832% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 1 0 0 1 0.00 ~~0.00~~ 387,206.45 0.00 0.00 387,206.45 Totals 0 0 1 0 0 1 0.00 ~~0.00~~ 387,206.45 0.00 0.00 387,206.45 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 02.~~000000~~222222% 10.~~515152~~000000% 0.000000% 12.~~515152~~222222% 0.000000% 02.~~000000~~539714% 10.~~629041~~000000% 0.000000% 12.~~629041~~539714% Totals 0.000000% 02.~~000000~~222222% 10.~~515152~~000000% 0.000000% 12.~~515152~~222222% 0.000000% 02.~~000000~~539714% 10.~~629041~~000000% 0.000000% 12.~~629041~~539714% 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 01 0 0 01 077,726.0051 0.00 0.00 077,726.0051 30 Days 24 0 0 0 24 ~~153~~510,~~984~~552.7669 0.00 0.00 0.00 ~~153~~510,~~984~~552.7669 60 Days 01 0 0 0 01 074,608.0036 0.00 0.00 0.00 074,608.0036 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 1 1 0.00 0.00 0.00 55,276.21 55,276.21 Totals 25 01 0 1 37 ~~153~~585,~~984~~161.7605 077,726.0051 0.00 55,276.21 ~~209~~718,~~260~~163.9777 0-29 Days 0.~~000000~~746269% 0.000000% 0.000000% 0.~~000000~~746269% 0.~~000000~~607481% 0.000000% 0.000000% 0.~~000000~~607481% 30 Days 12.~~219512~~985075% 0.000000% 0.000000% 0.000000% 12.~~219512~~985075% 03.~~926833~~990285% 0.000000% 0.000000% 0.000000% 03.~~926833~~990285% 60 Days 0.~~000000~~746269% 0.000000% 0.000000% 0.000000% 0.~~000000~~746269% 0.~~000000~~583110% 0.000000% 0.000000% 0.000000% 0.~~000000~~583110% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.~~609756~~746269% 0.~~609756~~746269% 0.000000% 0.000000% 0.000000% 0.~~332707~~432018% 0.~~332707~~432018% Totals 13.~~219512~~731343% 0.~~000000~~746269% 0.000000% 0.~~609756~~746269% 15.~~829268~~223881% 04.~~926833~~573395% 0.~~000000~~607481% 0.000000% 0.~~332707~~432018% 15.~~259541~~612894%

OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 2833,~~188~~812.1855

COLLATERAL STATEMENT Collateral Description Fixed 30 Year Weighted Average Gross Coupon 6.~~974230~~946708% Weighted Average Pass-Through Rate 6.~~565080~~553200% Weighted Average Maturity(Stepdown Calculation ) ~~277~~270 Beginning Scheduled Collateral Loan Count ~~425~~285 Number Of Loans Paid In Full 2212 Ending Scheduled Collateral Loan Count ~~403~~273 Beginning Scheduled Collateral Balance ~~116~~69,~~727~~131,~~238~~945.5378 Ending Scheduled Collateral Balance ~~109~~66,~~564~~459,~~381~~170.2944 Ending Actual Collateral Balance at 31-~~Dec~~Jul-~~2003~~2004 ~~109~~66,~~784~~622,~~285~~317.7265 Monthly P &I Constant ~~914~~551,~~898~~683.7964 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 72,~~662~~893,~~205~~741.4712 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans ~~109~~66,~~564~~459,~~381~~170.2944 Scheduled Principal ~~236~~151,~~496~~484.6213 Unscheduled Principal 62,~~926~~521,~~360~~291.6221

Miscellaneous Reporting Average Loss Severity 0.00 Class I-A-6 Policy Payment ~~746~~0.0600 Group 1 Subordinate Percentage 1629.~~028660~~819747% Group 2 Subordinate Percentage 1929.~~633668~~968628% Group 3 Subordinate Percentage 79.~~632755~~649736% 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 8370.~~971340~~180253% Group 2 Senior Percentage 8070.~~366332~~031372% Group 3 Senior Percentage 9290.~~367245~~350264%

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.~~047110~~017693 6.~~585318~~539067 7.~~246597~~231378 Weighted Average Net Rate 6.~~618742~~591684 6.~~125276~~105021 6.~~996597~~981379 Weighted Average Maturity ~~326~~319 ~~151~~144 ~~334~~327 Beginning Loan Count ~~183~~96 7248 ~~170~~141 Loans Paid In Full 102 63 67 Ending Loan Count ~~173~~94 6645 ~~164~~134 Beginning Scheduled Balance 7339,~~726~~337,~~556~~933.27 2516,~~836~~284,~~511~~424.9913 1713,~~164~~509,~~170~~588.2738 Ending scheduled Balance 6938,~~329~~532,~~478~~639.9897 2315,~~632~~141,~~513~~469.4449 1612,~~602~~785,~~388~~060.8798 Record Date 1207/31/~~2003~~2004 1207/31/~~2003~~2004 1207/31/~~2003~~2004 Principal And Interest Constant ~~513~~273,~~058~~002.0566 ~~281~~183,~~673~~410.1731 ~~120~~95,~~167~~270.5767 Scheduled Principal 8042,~~092~~951.1038 ~~139~~94,~~888~~672.4786 1613,~~516~~859.0589 Unscheduled Principal 4762,~~316,985~~341.1992 21,~~064~~048,~~110~~281.0878 ~~545~~710,~~265~~667.3551 Scheduled Interest ~~432~~230,~~965~~051.9528 ~~141~~88,~~784~~737.7045 ~~103~~81,~~651~~410.5278 Servicing Fees 2613,~~318~~965.4027 95,~~904~~890.9016 32,~~575~~814.8748 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 ~~406~~216,~~647~~086.5501 ~~131~~82,~~879~~847.8029 ~~100~~78,~~075~~596.6530 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 6.~~618742~~591684 6.~~125276~~105020 6.~~996597~~981378

Group Level Collateral Statement Group Total Collateral Description Fixed 30 Year Weighted Average Coupon Rate 6.~~974230~~946708 Weighted Average Net Rate 6.~~565079~~553201 Weighted Average Maturity ~~277~~270 Beginning Loan Count ~~425~~285 Loans Paid In Full 2212 Ending Loan Count ~~403~~273 Beginning Scheduled Balance ~~116~~69,~~727~~131,~~238~~945.5378 Ending scheduled Balance ~~109~~66,~~564~~459,~~381~~170.2944 Record Date 1207/31/~~2003~~2004 Principal And Interest Constant ~~914~~551,~~898~~683.7964 Scheduled Principal ~~236~~151,~~496~~484.6213 Unscheduled Principal 62,~~926~~521,~~360~~291.6221 Scheduled Interest ~~678~~400,~~402~~199.1751 Servicing Fees 3922,~~799~~669.1791 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 ~~638~~377,~~603~~529.0060 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalties 0.00 Special Servicing Fee 0.00 Pass-Through Rate 6.~~565080~~553200

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