Aames Mortgage Trust 2002-2
Mortgage Pass-Through Certificates
Collateral Report for March 25, 2003 Distribution
COLLATERAL | | | | | GROUP 2 | GROUP 1 | TOTAL |
| Loan Count: | | | | | | | |
| Original | | | | | 120 | 2442 | 2562 |
| Prior | | | | | 119 | 2,423 | 2,542 |
| Prefunding | | | | | - | - | - |
| Scheduled Paid Offs | | | | - | - | - |
| Full Voluntary Prepayments | | | | - | (9) | (9) |
| Repurchases | | | | | - | - | - |
| Liquidations | | | | | - | - | - |
| Current | | | | | 119 | 2,414 | 2,533 |
| | | | | | | | |
| Principal Balance: | | | | | | | |
| Original | | | | | 39,910,844.29 | 275,047,145.10 | 314,957,989.39 |
| Prior | | | | | 39,404,143.30 | 272,579,743.95 | 311,983,887.25 |
| Prefunding | | | | | - | - | - |
| Scheduled Principal | | | | (36,669.15) | (305,019.36) | (341,688.51) |
| Partial and Full Voluntary Prepayments | | | (764.42) | (895,625.61) | (896,390.03) |
| Repurchases | | | | | - | - | - |
| Liquidations | | | | | - | - | - |
| Current | | | | | 39,366,709.73 | 271,379,098.98 | 310,745,808.71 |
| | | | | | | | |
PREFUNDING | | | | | GROUP 2 | GROUP 1 | TOTAL |
SPACE INTENTIONALLY LEFT BLANK |
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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 Mortgage Trust 2002-2
Mortgage Pass-Through Certificates
Collateral Report for March 25, 2003 Distribution
CHARACTERISTICS | | | | GROUP 2 | GROUP 1 | TOTAL |
| | | | | | | | |
| Weighted Average Coupon Original | | | | 7.409245% | 7.904597% | 7.841827% |
| Weighted Average Coupon Prior | | | | 7.409289% | 7.898377% | 7.836211% |
| Weighted Average Coupon Current | | | | 7.408294% | 7.896043% | 7.834439% |
| Weighted Average Months to Maturity Original | | | 338 | 325 | 327 |
| Weighted Average Months to Maturity Prior | | | 341 | 328 | 330 |
| Weighted Average Months to Maturity Current | | | 333 | 319 | 321 |
| Weighted Avg Remaining Amortization Term Original | | | 344 | 335 | 336 |
| Weighted Avg Remaining Amortization Term Prior | | | 343 | 334 | 335 |
| Weighted Avg Remaining Amortization Term Current | | | 342 | 332 | 334 |
| Weighted Average Seasoning Original | | | 2.56 | 2.96 | 2.91 |
| Weighted Average Seasoning Prior | | | | 3.56 | 3.95 | 3.90 |
| Weighted Average Seasoning Current | | | 4.56 | 4.95 | 4.90 |
| | | | | | | | |
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 Mortgage Trust 2002-2
Mortgage Pass-Through Certificates
Series 2002-2
Collateral Report for March 25, 2003 Distribution
ARM CHARACTERISTICS | | | | GROUP 2 | GROUP 1 | TOTAL |
| | | | | | | | |
| Weighted Average Margin Original | | | | 0.594% | 0.605% | |
| Weighted Average Margin Prior | | | | 0.594% | 0.594% | |
| Weighted Average Margin Current | | | | 0.601% | 0.597% | |
| Weighted Average Max Rate Original | | | 1.389% | 1.342% | |
| Weighted Average Max Rate Prior | | | | 1.389% | 1.319% | |
| Weighted Average Max Rate Current | | | 1.405% | 1.325% | |
| Weighted Average Min Rate Original | | | 0.819% | 0.814% | |
| Weighted Average Min Rate Prior | | | | 0.819% | 0.799% | |
| Weighted Average Min Rate Current | | | | 0.829% | 0.803% | |
| Weighted Average Cap Up Original | | | | 0.095% | 0.088% | |
| Weighted Average Cap Up Prior | | | | 0.095% | 0.087% | |
| Weighted Average Cap Up Current | | | | 0.096% | 0.087% | |
| Weighted Average Cap Down Original | | | 0.095% | 0.088% | |
| Weighted Average Cap Down Prior | | | | 0.095% | 0.087% | |
| Weighted Average Cap Down Current | | | 0.096% | 0.087% | |
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Note: Original information refers to deal issue. | | | | | |
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SERVICING FEES / ADVANCES | | | | GROUP 2 | GROUP 1 | TOTAL |
|
| Current Servicing Fees | | | | 2,984.60 | 29,012.18 | 31,996.78 |
| Delinquent Servicing Fees | | | | 13,433.79 | 84,562.71 | 97,996.50 |
| Trustee Fees | | | | | 262.69 | 1,817.20 | 2,079.89 |
| TOTAL SERVICING FEES | | | | 16,681.08 | 115,392.09 | 132,073.17 |
| | | | | | | | |
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| Total Servicing Fees | | | | 16,681.08 | 115,392.09 | 132,073.17 |
| Compensating Month End Interest | | | | 0.00 | 2,944.13 | 2,944.13 |
| Delinquent Servicing Fees | | | | (13,433.79) | (84,562.71) | (97,996.50) |
| COLLECTED SERVICING FEES | | | | 3,247.29 | 33,773.51 | 37,020.80 |
| Prepayment Interest Shortfall | | | | 0.00 | 2,944.13 | 2,944.13 |
| Total Advanced Interest | | | | 187,860.59 | 1,266,137.60 | 1,453,998.19 |
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ADDITIONAL COLLATERAL INFORMATION | | | GROUP 2 | GROUP 1 | TOTAL |
|
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| Net Rate | | | | | 6.887764% | 7.364175% | 7.303821% |
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| | | | | | | Page 14 of 27 | © COPYRIGHT 2003 Deutsche Bank |
