Aames Mortgage Trust 2002-2
Mortgage Pass-Through Certificates
Collateral Report for April 25, 2003 Distribution
Collateral Report |
COLLATERAL | GROUP 2 | GROUP 1 | TOTAL | |||||
Loan Count: | ||||||||
Original | 120 | 2442 | 2562 | |||||
Prior | 119 | 2,414 | 2,533 | |||||
Prefunding | - | - | - | |||||
Scheduled Paid Offs | - | - | - | |||||
Full Voluntary Prepayments | - | (16) | (16) | |||||
Repurchases | - | - | - | |||||
Liquidations | - | - | - | |||||
Current | 119 | 2,398 | 2,517 | |||||
Principal Balance: | ||||||||
Original | 39,910,844.29 | 275,047,145.10 | 314,957,989.39 | |||||
Prior | 39,366,709.73 | 271,379,098.98 | 310,745,808.71 | |||||
Prefunding | - | - | - | |||||
Scheduled Principal | (41,085.66) | (286,935.15) | (328,020.81) | |||||
Partial and Full Voluntary Prepayments | (931.54) | (1,295,607.55) | (1,296,539.09) | |||||
Repurchases | - | - | - | |||||
Liquidations | - | - | - | |||||
Current | 39,324,692.53 | 269,796,556.28 | 309,121,248.81 | |||||
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 Mortgage Trust 2002-2
Mortgage Pass-Through Certificates
Collateral Report for April 25, 2003 Distribution
Collateral Report |
CHARACTERISTICS | GROUP 2 | GROUP 1 | TOTAL | |||||
Weighted Average Coupon Original | 7.409245% | 7.904597% | 7.841827% | |||||
Weighted Average Coupon Prior | 7.408294% | 7.896043% | 7.834439% | |||||
Weighted Average Coupon Current | 7.408406% | 7.892134% | 7.830854% | |||||
Weighted Average Months to Maturity Original | 338 | 325 | 327 | |||||
Weighted Average Months to Maturity Prior | 333 | 319 | 321 | |||||
Weighted Average Months to Maturity Current | 331 | 323 | 324 | |||||
Weighted Avg Remaining Amortization Term Original | 344 | 335 | 336 | |||||
Weighted Avg Remaining Amortization Term Prior | 342 | 332 | 334 | |||||
Weighted Avg Remaining Amortization Term Current | 341 | 332 | 333 | |||||
Weighted Average Seasoning Original | 2.56 | 2.96 | 2.91 | |||||
Weighted Average Seasoning Prior | 4.56 | 4.95 | 4.90 | |||||
Weighted Average Seasoning Current | 5.56 | 5.94 | 5.89 | |||||
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 April 25, 2003 Distribution
Collateral Report |
ARM CHARACTERISTICS | GROUP 2 | GROUP 1 | TOTAL | |||||
Weighted Average Margin Original | 0.594% | 0.605% | ||||||
Weighted Average Margin Prior | 0.601% | 0.597% | ||||||
Weighted Average Margin Current | 0.601% | 0.591% | ||||||
Weighted Average Max Rate Original | 1.389% | 1.342% | ||||||
Weighted Average Max Rate Prior | 1.405% | 1.325% | ||||||
Weighted Average Max Rate Current | 1.406% | 1.308% | ||||||
Weighted Average Min Rate Original | 0.819% | 0.814% | ||||||
Weighted Average Min Rate Prior | 0.829% | 0.803% | ||||||
Weighted Average Min Rate Current | 0.829% | 0.793% | ||||||
Weighted Average Cap Up Original | 0.095% | 0.088% | ||||||
Weighted Average Cap Up Prior | 0.096% | 0.087% | ||||||
Weighted Average Cap Up Current | 0.096% | 0.086% | ||||||
Weighted Average Cap Down Original | 0.095% | 0.088% | ||||||
Weighted Average Cap Down Prior | 0.096% | 0.087% | ||||||
Weighted Average Cap Down Current | 0.096% | 0.086% | ||||||
Note: Original information refers to deal issue. | ||||||||
SERVICING FEES / ADVANCES | GROUP 2 | GROUP 1 | TOTAL | |||||
Current Servicing Fees | 2,836.45 | 26,422.15 | 29,258.60 | |||||
Delinquent Servicing Fees | 13,566.35 | 86,652.48 | 100,218.83 | |||||
Trustee Fees | 262.44 | 1,809.19 | 2,071.64 | |||||
TOTAL SERVICING FEES | 16,665.24 | 114,883.82 | 131,549.07 | |||||
Total Servicing Fees | 16,665.24 | 114,883.82 | 131,549.07 | |||||
Compensating Month End Interest | 0.00 | 3,703.70 | 3,703.70 | |||||
Delinquent Servicing Fees | (13,566.35) | (86,652.48) | (100,218.83) | |||||
COLLECTED SERVICING FEES | 3,098.89 | 31,935.04 | 35,033.94 | |||||
Prepayment Interest Shortfall | 0.00 | 3,703.70 | 3,703.70 | |||||
Total Advanced Interest | 190,245.91 | 1,293,697.37 | 1,483,943.28 | |||||
ADDITIONAL COLLATERAL INFORMATION | GROUP 2 | GROUP 1 | TOTAL | |||||
Net Rate | 6.887946% | 7.359027% | 7.299098% | |||||
Page 14 of 27 | © COPYRIGHT 2003 Deutsche Bank |