| STRUCTURED ASSET MORTGAGE INVESTMENTS TRUST 2000-1 | Dec 31 |
| STRUCTURED ASSET MORTGAGE INVESTMENTS TRUST 2002-3 | |
| STRUCTURED ASSET MORTGAGE INVESTMENTS TRUST 2003-AR1 | Nov 30 |
| STRUCTURED ASSET MORTGAGE INVESTMENTS TRUST 2003 AR3 | Nov 30 |
| STRUCTURED ASSET MORTGAGE INVEST MORT PA THR CE SER 2002-AR2 | |
| STRUCTURED ASSET MORTGAGE INVEST MRT PSTHR CERT SER 2002-4 | Dec 31 |
| STRUCTURED ASSET MORTGAGE INVEST PASS THRO CERT SER 2002-3 | Dec 31 |
| STRUCTURED ASSET MORTGAGE INVEST TRUST 2003-AR2 | Dec 31 |
| STRUCTURED ASSET MORTGAGE INV INC MOR PAS-THR CER SER 2001-3 | Dec 31 |
| STRUCTURED ASSET MORT INVEST INC CDMC MO BK PS TH C S 2000 8 | Dec 31 |
| STRUCTURED ASSET MORT INVEST INC MORT PAS THR CERT SE 03 CL1 | Nov 30 |
| STRUCTURED ASSET MORT INVESTMENT THORNBURG SEC TRUST 2004-1 | Dec 31 |
| STRUCTURED ASSET MORT INV II INC BEAR STEARNS ALT A TR 04 1 | Dec 31 |
| STRUCTURED ASSET MORT INV II INC BEAR STEARNS ALT A TR 04 10 | Dec 31 |
| STRUCTURED ASSET MORT INV II INC BEAR STEARNS ALT A TR 04 11 | Dec 31 |
| STRUCTURED ASSET MORT INV II INC BEAR STEARNS ALT A TR 04 3 | Dec 31 |
| STRUCTURED ASSET MORT INV II INC BEAR STEARNS ALT A TR 04 5 | Dec 31 |
| STRUCTURED ASSET MORT INV II INC BEAR STEARNS ALT A TR 04 6 | Dec 31 |
| STRUCTURED ASSET MORT INV II INC BEAR STEARNS ALT A TR 04 7 | Dec 31 |
| STRUCTURED ASSET MORT INV II INC BEAR STEARNS ALT A TR 04 8 | Dec 31 |
| STRUCTURED ASSET MORT INV II INC BEAR STEARNS ALT A TR 04 9 | Dec 31 |
| STRUCTURED ASSET MORT INV II INC BEAR STEARNS ALT A TR 05 2 | Dec 31 |
| STRUCTURED ASSET MORT INV II INC BEAR STEARNS ALT A TR 05 3 | Dec 31 |
| STRUCTURED ASSET MORT INV II INC BEAR STEARNS ARM TR 2004 1 | Dec 31 |
| STRUCTURED ASSET MORT INV II INC BEAR STEARNS ARM TR 2004 2 | Dec 31 |
| STRUCTURED ASSET MORT INV II INC BEAR STEARNS ARM TRUST 03-7 | Dec 31 |
| STRUCTURED ASSET MORT INV II INC PRIME MORTGAGE TRUST 2003 2 | Dec 31 |
| STRUCTURED ASSET MORT INV INC BEAR STEARNS ALT A TR 03 4 | Nov 30 |
| STRUCTURED ASSET MORT INV INC BEAR STEARNS ARM TRUST 2002-10 | Dec 31 |
| STRUCTURED ASSET MORT INV INC BEAR STEARNS ARM TRUST 2002-11 | Dec 31 |
| STRUCTURED ASSET MORT INV INC BEAR STEARNS ARM TRUST 2002-12 | Dec 31 |
| STRUCTURED ASSET MORT INV INC BEAR STEARNS ARM TRUST 2002-9 | Dec 31 |
| STRUCTURED ASSET MORT INV INC BEAR STEARNS ARM TRUST 2003 3 | Nov 30 |
| STRUCTURED ASSET MORT INV INC MORT PASS THR CERT 2002-AR3 | Dec 31 |
| STRUCTURED ASSET MORT INV INC MORT PASS THR CERT SER 1998-11 | Dec 31 |
| STRUCTURED ASSET MORT INV INC MORT PASS THR CERT SER 1998-6 | Dec 31 |
| STRUCTURED ASSET MORT INV INC MORT PASS THR CERT SER 1998-7 | Dec 31 |
| STRUCTURED ASSET MORT INV INC MORT PASS THR CERT SER 1999-1 | Dec 31 |
| STRUCTURED ASSET MORT INV INC MORT PASS THR CERT SER 1999 4 | Dec 31 |
| STRUCTURED ASSET MORT INV INC MORT PASS THR CERT SER 2000-3 | Dec 31 |
| STRUCTURED ASSET MORT INV INC MORT PASS THR CERT SER 2002-2 | Dec 31 |
| STRUCTURED ASSET MORT INV INC MORT PASS THR CRT SR 2002-AR4 | Dec 31 |
| STRUCTURED ASSET MORT INV INC MORT PAS THR CERTS SER 2003-3 | Nov 30 |
| STRUCTURED ASSET MORT INV INC MORT PS THR CERT SER 2002-AR5 | Dec 31 |
| STRUCTURED ASSET MORT INV INC THORNBURG MORT SEC TR 2003-2 | Dec 31 |
| STRUCTURED ASSET MORT INV MORT PASS THR CERT SER 2001-4 | Dec 31 |
| STRUCTURED ASSET MORT INV MORT PASS THR CERT SER 2002-4 | Dec 31 |
| STRUCTURED ASSET MORT PASS THRU CERTS SERIES 2003 AR4 | Dec 31 |
| Structured Asset Mort Pass Thru Certs Series 2004 AR3 | Dec 31 |
| STRUCTURED ASSET MORT PRIME MORT TR PAS THR CER SER 2004 CL2 | Dec 31 |
| STRUCTURED ASSET SEC CORP COMM MORT PAS THR CERT SER 2000 C5 | Dec 31 |
| STRUCTURED ASSET SEC CORP COMM MORT PAS THR CERT SER 2002-C2 | Dec 31 |
| STRUCTURED ASSET SEC CORP COM MORT PAS THR CERTS SER 2000-C1 | Dec 31 |
| STRUCTURED ASSET SEC CORP COM MORT PAS THR CERTS SER 2000-C3 | Dec 31 |
| STRUCTURED ASSET SEC CORP II COM MORT PAS THR CER SE 03 C1 | |
| STRUCTURED ASSET SEC CORP II COM MORT PAS THR CER SE 03 C3 | |
| STRUCTURED ASSET SEC CORP II COM MORT PAS THR CERT SE 02 C7 | |
| STRUCTURED ASSET SEC CORP II LB UBS COMM MORT TR 2003-C7 | |
| STRUCTURED ASSET SEC CORP II LB UBS COMM MORT TR 2004 C1 | |
| STRUCTURED ASSET SEC CORP II LB UBS COMM MORT TR 2004 C1 | |
| STRUCTURED ASSET SEC CORP II LB-UBS COMM MORT TRUST 2004-C4 | |
| STRUCTURED ASSET SEC CORP LB UBS COMM MORT TR 2002-C4 | Dec 31 |
| STRUCTURED ASSET SEC CORP LB-UBS COMM MORT TRUST 2004-C2 | |
| STRUCTURED ASSET SEC CORP LB UBS COM MORT TR 2003-C8 | |
| STRUCTURED ASSET SEC CORP MOR PASS THR CER SER 2003-35 | Dec 31 |
| STRUCTURED ASSET SEC CORP MOR PASS THR CERT SER 2001-9 | Dec 31 |
| STRUCTURED ASSET SEC CORP MOR PASS THRU CER SER 2002-10H | Dec 31 |
| STRUCTURED ASSET SEC CORP MORT BACK PS THR CERT SER 2003-3XS | Dec 31 |
| STRUCTURED ASSET SEC CORP MORTGAGE PAS THR CERT SE 2002-27A | Dec 31 |
| STRUCTURED ASSET SEC CORP MORT PASS TH CERTS SER 2003-32 | Dec 31 |
| STRUCTURED ASSET SEC CORP MORT PASS THR CER SE 1999-BC2 | Dec 31 |
| STRUCTURED ASSET SEC CORP MORT PASS THR CERT SER 1997 2 TRST | Dec 31 |
| STRUCTURED ASSET SEC CORP MORT PASS THR CERT SER 1999 1 | Dec 31 |
| STRUCTURED ASSET SEC CORP MORT PASS THR CERT SER 1999 ALS3 | Dec 31 |
| STRUCTURED ASSET SEC CORP MORT PASS THR CERT SER 1999-C2 | Dec 31 |
| STRUCTURED ASSET SEC CORP MORT PASS THR CERT SER 1999-SPI | Dec 31 |
| STRUCTURED ASSET SEC CORP MORT PASS THR CERT SER 2000-2 | Dec 31 |
| STRUCTURED ASSET SEC CORP MORT PASS THR CERT SER 2000-5 | |
| STRUCTURED ASSET SEC CORP MORT PASS THR CERT SER 2001-10A | Dec 31 |
| STRUCTURED ASSET SEC CORP MORT PASS THR CERT SER 2001-11 | Dec 31 |
| STRUCTURED ASSET SEC CORP MORT PASS THR CERT SER 2001-13 | Dec 31 |
| STRUCTURED ASSET SEC CORP MORT PASS-THR CERT SER 2001-14A | Dec 31 |
| STRUCTURED ASSET SEC CORP MORT PASS THR CERT SER 2001 15A | Dec 31 |
| STRUCTURED ASSET SEC CORP MORT PASS THR CERT SER 2001-2 | Dec 31 |
| STRUCTURED ASSET SEC CORP MORT PASS THR CERT SER 2001-21A | Dec 31 |
| STRUCTURED ASSET SEC CORP MORT PASS THR CERT SER 2001-5 | Dec 31 |
| STRUCTURED ASSET SEC CORP MORT PASS THR CERT SER 2001-SB1 | Dec 31 |
| STRUCTURED ASSET SEC CORP MORT PASS THR CERT SER 2002 14A | Dec 31 |
| STRUCTURED ASSET SEC CORP MORT PASS THR CERT SER 2002-15 | Dec 31 |
| STRUCTURED ASSET SEC CORP MORT PASS THR CERT SER 2002-18A | Dec 31 |
| STRUCTURED ASSET SEC CORP MORT PASS THR CERT SER 2002-24 | Dec 31 |
| STRUCTURED ASSET SEC CORP MORT PASS THR CERT SER 2002-25A | Dec 31 |
| STRUCTURED ASSET SEC CORP MORT PASS THR CERT SER 2002-26 | Dec 31 |
| STRUCTURED ASSET SEC CORP MORT PASS THR CERT SER 2002-3 | Dec 31 |
| STRUCTURED ASSET SEC CORP MORT PASS THR CERT SER 2002-BC1 | Dec 31 |
| STRUCTURED ASSET SEC CORP MORT PASS THR CERT SER 2002-BC1 | Dec 31 |
| STRUCTURED ASSET SEC CORP MORT PASS THR CERT SER 2002-BC10 | Dec 31 |
| STRUCTURED ASSET SEC CORP MORT PASS THR CERT SER 2002-BC2 | Dec 31 |
| STRUCTURED ASSET SEC CORP MORT PASS THR CERT SER 2002-BC7 | Dec 31 |
| STRUCTURED ASSET SEC CORP MORT PASS THR CERT SER 2002-BC9 | Dec 31 |