Aames Mortgage Trust 2002-2
Mortgage Pass-Through Certificates
Collateral Report for June 25, 2003 Distribution
COLLATERAL | | | | | GROUP 2 | GROUP 1 | TOTAL |
| Loan Count: | | | | | | | |
| Original | | | | | 120 | 2442 | 2562 |
| Prior | | | | | 118 | 2,375 | 2,493 |
| Prefunding | | | | | - | - | - |
| Scheduled Paid Offs | | | | - | - | - |
| Full Voluntary Prepayments | | | | (3) | (29) | (32) |
| Repurchases | | | | | - | - | - |
| Liquidations | | | | | - | - | - |
| Current | | | | | 115 | 2,346 | 2,461 |
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| Principal Balance: | | | | | | | |
| Original | | | | | 39,910,844.29 | 275,047,145.10 | 314,957,989.39 |
| Prior | | | | | 38,873,150.41 | 266,923,351.73 | 305,796,502.14 |
| Prefunding | | | | | - | - | - |
| Scheduled Principal | | | | (37,450.84) | (274,582.09) | (312,032.93) |
| Partial and Full Voluntary Prepayments | | | (1,297,719.50) | (3,563,724.09) | (4,861,443.59) |
| Repurchases | | | | | - | - | - |
| Liquidations | | | | | - | - | - |
| Current | | | | | 37,537,980.07 | 263,085,045.55 | 300,623,025.62 |
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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 June 25, 2003 Distribution
CHARACTERISTICS | | | | GROUP 2 | GROUP 1 | TOTAL |
| | | | | | | | |
| Weighted Average Coupon Original | | | | 7.409245% | 7.904597% | 7.841827% |
| Weighted Average Coupon Prior | | | | 7.408592% | 7.888428% | 7.827386% |
| Weighted Average Coupon Current | | | | 7.402425% | 7.883164% | 7.822052% |
| Weighted Average Months to Maturity Original | | | 338 | 325 | 327 |
| Weighted Average Months to Maturity Prior | | | 334 | 325 | 326 |
| Weighted Average Months to Maturity Current | | | 333 | 323 | 324 |
| Weighted Avg Remaining Amortization Term Original | | | 344 | 335 | 336 |
| Weighted Avg Remaining Amortization Term Prior | | | 340 | 331 | 332 |
| Weighted Avg Remaining Amortization Term Current | | | 338 | 330 | 331 |
| Weighted Average Seasoning Original | | | 2.56 | 2.96 | 2.91 |
| Weighted Average Seasoning Prior | | | | 6.55 | 6.89 | 6.85 |
| Weighted Average Seasoning Current | | | 7.54 | 7.87 | 7.83 |
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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 June 25, 2003 Distribution
ARM CHARACTERISTICS | | | | GROUP 2 | GROUP 1 | TOTAL |
| | | | | | | | |
| Weighted Average Margin Original | | | | 0.594% | 0.605% | |
| Weighted Average Margin Prior | | | | 0.601% | 0.593% | |
| Weighted Average Margin Current | | | | 0.608% | 0.582% | |
| Weighted Average Max Rate Original | | | 1.389% | 1.342% | |
| Weighted Average Max Rate Prior | | | | 1.407% | 1.313% | |
| Weighted Average Max Rate Current | | | 1.422% | 1.290% | |
| Weighted Average Min Rate Original | | | 0.819% | 0.814% | |
| Weighted Average Min Rate Prior | | | | 0.830% | 0.796% | |
| Weighted Average Min Rate Current | | | | 0.839% | 0.783% | |
| Weighted Average Cap Up Original | | | | 0.095% | 0.088% | |
| Weighted Average Cap Up Prior | | | | 0.096% | 0.086% | |
| Weighted Average Cap Up Current | | | | 0.097% | 0.084% | |
| Weighted Average Cap Down Original | | | 0.095% | 0.088% | |
| Weighted Average Cap Down Prior | | | | 0.096% | 0.086% | |
| Weighted Average Cap Down Current | | | 0.097% | 0.084% | |
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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 | | | | 3,353.56 | 26,662.93 | 30,016.49 |
| Delinquent Servicing Fees | | | | 12,843.59 | 84,555.13 | 97,398.72 |
| Trustee Fees | | | | | 259.15 | 1,779.49 | 2,038.64 |
| TOTAL SERVICING FEES | | | | 16,456.30 | 112,997.55 | 129,453.85 |
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| Total Servicing Fees | | | | 16,456.30 | 112,997.55 | 129,453.85 |
| Compensating Month End Interest | | | | 1,880.75 | 12,352.15 | 14,232.90 |
| Delinquent Servicing Fees | | | | (12,843.59) | (84,555.13) | (97,398.72) |
| COLLECTED SERVICING FEES | | | | 5,493.46 | 40,794.57 | 46,288.03 |
| Prepayment Interest Shortfall | | | | 1,880.75 | 12,352.15 | 14,232.90 |
| Total Advanced Interest | | | | 180,233.21 | 1,265,414.79 | 1,445,648.00 |
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ADDITIONAL COLLATERAL INFORMATION | | | GROUP 2 | GROUP 1 | TOTAL |
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| Net Rate | | | | | 6.884632% | 7.350581% | 7.292399% |
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| | | | | | | Page 14 of 27 | © COPYRIGHT 2003 Deutsche Bank |
