|
Aames Mortgage Trust 2002-2
Mortgage Pass-Through Certificates
Collateral Report for May 27, 2003 Distribution
Collateral Report |
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 | |||||
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 | |||||
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 May 27, 2003 Distribution
Collateral Report |
CHARACTERISTICS | GROUP 2 | GROUP 1 | TOTAL | |||||
Weighted Average Coupon Original | 7.409245% | 7.904597% | 7.841827% | |||||
Weighted Average Coupon Prior | 7.408406% | 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 | |||||
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
Collateral Report |
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% | ||||||
Note: Original information refers to deal issue. | ||||||||
SERVICING FEES / ADVANCES | GROUP 2 | GROUP 1 | TOTAL | |||||
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 | |||||
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 | |||||
ADDITIONAL COLLATERAL INFORMATION | GROUP 2 | GROUP 1 | TOTAL | |||||
Net Rate | 6.881644% | 7.353550% | 7.293561% | |||||
Page 14 of 27 | © COPYRIGHT 2003 Deutsche Bank |