Aames Mortgage Trust 2002-2
Mortgage Pass-Through Certificates
Collateral Report for May 27, 2003 Distribution
COLLATERAL | | | | | GROUP 2 | GROUP 1 | TOTAL |
| Loan Count: | | | | | | | |
| Original | | | | | 120 | 2442 | 2562 |
| Prior | | | | | 119 | 2,398 | 2,517 |
| Prefunding | | | | | - | - | - |
| Scheduled Paid Offs | | | | - | - | - |
| Full Voluntary Prepayments | | | | (1) | (23) | (24) |
| Repurchases | | | | | - | - | - |
| Liquidations | | | | | - | - | - |
| Current | | | | | 118 | 2,375 | 2,493 |
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| Principal Balance: | | | | | | | |
| Original | | | | | 39,910,844.29 | 275,047,145.10 | 314,957,989.39 |
| Prior | | | | | 39,324,692.53 | 269,796,556.28 | 309,121,248.81 |
| Prefunding | | | | | - | - | - |
| Scheduled Principal | | | | (34,715.21) | (260,165.22) | (294,880.43) |
| Partial and Full Voluntary Prepayments | | | (416,826.91) | (2,613,039.33) | (3,029,866.24) |
| Repurchases | | | | | - | - | - |
| Liquidations | | | | | - | - | - |
| Current | | | | | 38,873,150.41 | 266,923,351.73 | 305,796,502.14 |
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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 May 27, 2003 Distribution
CHARACTERISTICS | | | | | GROUP 2 | GROUP 1 | TOTAL |
| | | | | | | | |
| Weighted Average Coupon Original | | | | 7.409245% | 7.904597% | 7.841827% |
| Weighted Average Coupon Prior | | | | 7.408406% | 7.892134% | 7.830854% |
| Weighted Average Coupon Current | | | | 7.408592% | 7.888428% | 7.827386% |
| Weighted Average Months to Maturity Original | | | 338 | 325 | 327 |
| Weighted Average Months to Maturity Prior | | | 331 | 323 | 324 |
| Weighted Average Months to Maturity Current | | | 334 | 325 | 326 |
| Weighted Avg Remaining Amortization Term Original | | | 344 | 335 | 336 |
| Weighted Avg Remaining Amortization Term Prior | | | 341 | 332 | 333 |
| Weighted Avg Remaining Amortization Term Current | | | 340 | 331 | 332 |
| Weighted Average Seasoning Original | | | 2.56 | 2.96 | 2.91 |
| Weighted Average Seasoning Prior | | | | 5.56 | 5.94 | 5.89 |
| Weighted Average Seasoning Current | | | 6.55 | 6.89 | 6.85 |
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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 May 27, 2003 Distribution
ARM CHARACTERISTICS | | | | GROUP 2 | GROUP 1 | TOTAL |
| | | | | | | | |
| Weighted Average Margin Original | | | | 0.594% | 0.605% | |
| Weighted Average Margin Prior | | | | 0.601% | 0.591% | |
| Weighted Average Margin Current | | | | 0.601% | 0.593% | |
| Weighted Average Max Rate Original | | | 1.389% | 1.342% | |
| Weighted Average Max Rate Prior | | | | 1.406% | 1.308% | |
| Weighted Average Max Rate Current | | | 1.407% | 1.313% | |
| Weighted Average Min Rate Original | | | 0.819% | 0.814% | |
| Weighted Average Min Rate Prior | | | | 0.829% | 0.793% | |
| Weighted Average Min Rate Current | | | | 0.830% | 0.796% | |
| Weighted Average Cap Up Original | | | | 0.095% | 0.088% | |
| Weighted Average Cap Up Prior | | | | 0.096% | 0.086% | |
| 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% | 0.086% | |
| Weighted Average Cap Down Current | | | 0.096% | 0.086% | |
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Note: Original information refers to deal issue. | | | | | |
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SERVICING FEES / ADVANCES | | | | GROUP 2 | GROUP 1 | TOTAL |
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| Current Servicing Fees | | | | 2,204.98 | 24,538.18 | 26,743.16 |
| Delinquent Servicing Fees | | | | 14,180.31 | 87,877.05 | 102,057.36 |
| Trustee Fees | | | | | 262.16 | 1,798.64 | 2,060.81 |
| TOTAL SERVICING FEES | | | | 16,647.45 | 114,213.87 | 130,861.33 |
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| Total Servicing Fees | | | | 16,647.45 | 114,213.87 | 130,861.33 |
| Compensating Month End Interest | | | | 1,841.56 | 10,571.81 | 12,413.37 |
| Delinquent Servicing Fees | | | | (14,180.31) | (87,877.05) | (102,057.36) |
| COLLECTED SERVICING FEES | | | | 4,308.70 | 36,908.63 | 41,217.34 |
| Prepayment Interest Shortfall | | | | 1,841.56 | 10,571.81 | 12,413.37 |
| Total Advanced Interest | | | | 198,997.60 | 1,314,251.32 | 1,513,248.92 |
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ADDITIONAL COLLATERAL INFORMATION | | | GROUP 2 | GROUP 1 | TOTAL |
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| Net Rate | | | | | 6.881644% | 7.353550% | 7.293561% |
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| | | | | | | Page 14 of 27 | © COPYRIGHT 2003 Deutsche Bank |
