Aames 2002-2
Mortgage Pass-Through Certificates
Collateral Report for February 27, 2003 Distribution
COLLATERAL | GROUP 2 | GROUP 1 | TOTAL |
Loan Count: | | | | | | | |
Original | | | | | 120 | 2442 | 2562 |
Prior | | | | | 120 | 2,433 | 2,553 |
Prefunding | | | | | - | - | - |
Scheduled Paid Offs | | | | - | - | - |
Full Voluntary Prepayments | | | | - | (9) | (9) |
Repurchases | | | | | (1) | (1) | (2) |
Liquidations | | | | | - | - | - |
Current | | | | | 119 | 2,423 | 2,542 |
| | | | | | | |
Principal Balance: | | | | | | | |
Original | | | | | 39,910,844.29 | 275,047,145.10 | 314,957,989.39 |
Prior | | | | | 39,886,935.82 | 273,921,925.26 | 313,808,861.08 |
Prefunding | | | | | - | - | - |
Scheduled Principal | | | | (33,126.49) | (222,957.36) | (256,083.85) |
Partial and Full Voluntary Prepayments | | | - | (874,423.95) | (874,423.95) |
Repurchases | | | | | (449,666.03) | (244,800.00) | (694,466.03) |
Liquidations | | | | | - | - | - |
Current | | | | | 39,404,143.30 | 272,579,743.95 | 311,983,887.25 |
| | | | | | | | |
PREFUNDING | GROUP 2 | GROUP 1 | TOTAL |
SPACE INTENTIONALLY LEFT BLANK |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Current Prin Balance by Groups (in millions of dollars)
Total Current Principal Balance (in millions of dollars)
| | | | | | | Page 12 of 27 | © COPYRIGHT 2003 Deutsche Bank |
Aames 2002-2
Mortgage Pass-Through Certificates
Collateral Report for February 27, 2003 Distribution
CHARACTERISTICS | | | | | GROUP 2 | GROUP 1 | TOTAL |
| | | | | | | | |
| Weighted Average Coupon Original | | | | 7.409245% | 7.904597% | 7.841827% |
| Weighted Average Coupon Prior | | | | 7.409245% | 7.904597% | 7.841827% |
| Weighted Average Coupon Current | | | | 7.409289% | 7.898377% | 7.836211% |
| Weighted Average Months to Maturity Original | | | 338 | 325 | 327 |
| Weighted Average Months to Maturity Prior | | | 338 | 325 | 327 |
| Weighted Average Months to Maturity Current | | | 341 | 328 | 330 |
| Weighted Avg Remaining Amortization Term Original | | | 344 | 335 | 336 |
| Weighted Avg Remaining Amortization Term Prior | | | 344 | 335 | 336 |
| Weighted Avg Remaining Amortization Term Current | | | 343 | 334 | 335 |
| Weighted Average Seasoning Original | | | 2.56 | 2.96 | 2.91 |
| Weighted Average Seasoning Prior | | | | 2.56 | 2.96 | 2.91 |
| Weighted Average Seasoning Current | | | 3.56 | 3.95 | 3.90 |
| | | | | | | | |
Note: Original information refers to deal issue. | | | | | |
WAC by Groups
Total WAC
WARAT by Groups
Total WARAT
Note: Dates correspond to distribution dates.
| | | | | | | Page 13 of 27 | © COPYRIGHT 2003 Deutsche Bank |
Aames 2002-2
Mortgage Pass-Through Certificates
Series 2002-2
Collateral Report for February 27, 2003 Distribution
ARM CHARACTERISTICS | | | | GROUP 2 | GROUP 1 | TOTAL |
| | | | | | | | |
| Weighted Average Margin Original | | | | 0.594% | 0.605% | |
| Weighted Average Margin Prior | | | | 0.594% | 0.605% | |
| Weighted Average Margin Current | | | | 0.594% | 0.594% | |
| Weighted Average Max Rate Original | | | 1.389% | 1.342% | |
| Weighted Average Max Rate Prior | | | | 1.389% | 1.342% | |
| Weighted Average Max Rate Current | | | 1.389% | 1.319% | |
| Weighted Average Min Rate Original | | | 0.819% | 0.814% | |
| Weighted Average Min Rate Prior | | | | 0.819% | 0.814% | |
| Weighted Average Min Rate Current | | | | 0.819% | 0.799% | |
| Weighted Average Cap Up Original | | | | 0.095% | 0.088% | |
| Weighted Average Cap Up Prior | | | | 0.095% | 0.088% | |
| Weighted Average Cap Up Current | | | | 0.095% | 0.087% | |
| Weighted Average Cap Down Original | | | 0.095% | 0.088% | |
| Weighted Average Cap Down Prior | | | | 0.095% | 0.088% | |
| Weighted Average Cap Down Current | | | 0.095% | 0.087% | |
| | | | | | | | |
Note: Original information refers to deal issue. | | | | | |
| | | | | | | | |
SERVICING FEES / ADVANCES | | | | GROUP 2 | GROUP 1 | TOTAL |
|
| Current Servicing Fees | | | | 28,677.20 | 196,793.85 | 225,471.05 |
| Delinquent Servicing Fees | | | | 0.00 | 84.40 | 84.40 |
| Trustee Fees | | | | | 265.91 | 1,826.15 | 2,092.06 |
| TOTAL SERVICING FEES | | | | 28,943.11 | 198,704.40 | 227,647.51 |
| | | | | | | | |
| | | | | | | | |
| Total Servicing Fees | | | | 28,943.11 | 198,704.40 | 227,647.51 |
| Compensating Month End Interest | | | | 0.00 | 1,507.73 | 1,507.73 |
| Delinquent Servicing Fees | | | | 0.00 | (84.40) | (84.40) |
| COLLECTED SERVICING FEES | | | | 28,943.11 | 200,127.73 | 229,070.84 |
| Prepayment Interest Shortfall | | | | 0.00 | 1,507.73 | 1,507.73 |
| Total Advanced Interest | | | | 0.00 | 1,434.74 | 1,434.74 |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
ADDITIONAL COLLATERAL INFORMATION | | | GROUP 2 | GROUP 1 | TOTAL |
|
| | | | | | | | |
| Net Rate | | | | | 6.887652% | 7.366815% | 7.306295% |
| | | | | | | | |
| | | | | | | Page 14 of 27 | © COPYRIGHT 2003 Deutsche Bank |
