Aames Mortgage Trust 2002-2
Mortgage Pass-Through Certificates
Collateral Report for June 25, 2003 Distribution
Collateral Report |
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 | |||||
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 | |||||
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 June 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 | 7.408592% | 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 | |||||
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
Collateral Report |
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% | ||||||
Note: Original information refers to deal issue. | ||||||||
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 | |||||
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 | |||||
ADDITIONAL COLLATERAL INFORMATION | GROUP 2 | GROUP 1 | TOTAL | |||||
Net Rate | 6.884632% | 7.350581% | 7.292399% | |||||
Page 14 of 27 | © COPYRIGHT 2003 Deutsche Bank |