Aames Capital Corporation Form 8-K

-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, LW7LKhWcVjSJTAQ/lnjMLy3E8cJuuF+2KGuZkcJxhQEI0RUzRVDSogSYXhzlqqoM Lt06YCt8yVbsXF/FE6sk5w== 0001143996-03-000060.txt : 20030612 0001143996-03-000060.hdr.sgml : 20030612 20030612155807 ACCESSION NUMBER: 0001143996-03-000060 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 55 CONFORMED PERIOD OF REPORT: 20030527 ITEM INFORMATION: Other events FILED AS OF DATE: 20030612 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AAMES CAPITAL CORP CENTRAL INDEX KEY: 0000913951 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 954438859 STATE OF INCORPORATION: CA FISCAL YEAR END: 0630 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 033-84816 FILM NUMBER: 03742295 BUSINESS ADDRESS: STREET 1: 350 SOUTH GRAND AVE STREET 2: 43RD FLOOR CITY: LOS ANGELES STATE: CA ZIP: 90071 BUSINESS PHONE: 3232105000 MAIL ADDRESS: STREET 1: 350 SOUTH GRAND AVE STREET 2: 43RD FLOOR CITY: LOS ANGELES STATE: CA ZIP: 90071 8-K 1 acc8kmaystmt02-02.htm AAMES CAPITAL CORP FORM 8-K Aames Capital Corporation Form 8-K

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM 8-K

CURRENT REPORT

PURSUANT TO SECTION 13 OR 15(d) OF THE
SECURITIES AND EXCHANGE ACT OF 1934

May 27, 2003

Date of Report (Date of earliest event reported)

AAMES CAPITAL CORPORATION

(Exact name of Registrant as specified in its charter)

California	033-84816	95-4438859
(State or other jurisdiction of incorporation)	(Commission file numbers)	(I.R.S. employer identification no.)
350 South Grand Avenue Los Angeles, California		90071
(Address of principal executive offices)		(ZIP Code)
(323) 210-5000
(Registrant's telephone number, including area code)
NA
(Former name or former address, if changed since last report)

Item 5. Other Events.

Aames Capital Corporation, a wholly owned subsidiary of Aames Financial Corporation, is releasing a monthly statement regarding its Series 2002-2 Mortgage Pass-Through Certificates. A copy of this information is attached to this Form 8-K as Exhibits 20.1 (a)-(l). Aames Capital is providing this information in response to inquiries it received from members of the financial community.

Item 7. Financial Statements; Pro Forma Financial Information and Exhibits.

(a) Not applicable.

(b) Not applicable.

(c) Exhibits:

See Index to Exhibits

SIGNATURE

Pursuant to the requirements of the Securities Exchange Act of 1934, as amended, the Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.

AAMES CAPITAL CORPORATION

By: /s/ Patrick D. Grosso
Patrick D. Grosso
Assistant Secretary

Dated: June 12, 2003

Index to Exhibits

Index to Exhibits

EX-20 3 exhibit02-02a.htm EXHIBIT 20.1(A) Contents

Aames Mortgage Trust 2002-2

Mortgage Pass-Through Certificates

May 27, 2003 Distribution

Contents



		TABLE OF CONTENTS

				Page

		1.	Contents	1
		2.	Certificate Payment Report	2
		3.	Collection Account Report	8
		4.	Credit Enhancement Report	11
		5.	Collateral Report	12
		6.	Delinquency Report	15
		7.	REO Report	18
		8.	Prepayment Report	19
		9.	Prepayment Detail Report	22
		10.	Realized Loss Report	23
		11.	Realized Loss Detail Report	26
		12.	Triggers, Adj. Rate Cert. and Miscellaneous Report	27





			Total Number of Pages	27



		CONTACTS

			Administrator: Tim Avakian
			Direct Phone Number: (714)247-6279
			Address: Deutsche Bank
			1761 E. St. Andrew Place, Santa Ana, CA 92705

			Web Site: https://www.corporatetrust.db.com/invr
			Factor Information: (800) 735-7777
			Main Phone Number: (714) 247-6000



ISSUANCE INFORMATION

	Seller:	Aames Capital Corporation		Cut-Off Date: December 1, 2002
	Certificate Insurer(s):			Closing Date: December 12, 2002
				First Payment Date: January 27, 2003
	Servicer(s):	Countrywide Home Loans, Inc. Master Servicer


				Distribution Date: May 27, 2003
	Underwriter(s):	Morgan Stanley & Co. Inc Lead Underwriter		Record Date: April 30, 2003
		Lehman Brothers Underwriter
		Countrywide Securities Underwriter
		Greenwich Capital Markets, Inc. Underwriter

Page 1 of 27

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Aames Mortgage Trust 2002-2

Mortgage Pass-Through Certificates

REMIC I Series 2002-2

Certificate Payment Report for May 27, 2003 Distribution

	Distribution in Dollars - Current Period
			Prior						Current
	Class	Original	Principal			Total	Realized	Deferred	Principal
Class	Type	Face Value	Balance	Interest	Principal	Distribution	Losses	Interest	Balance
			(1)	(2)	(3)	(4)=(2)+(3)	(5)	(6)	(7)=(1)-(3)-(5)+(6)

I		255,356,214.97	249,477,463.78	1,517,467.13	3,324,746.67	4,842,213.80	-	-	246,152,717.11
I-A		44,643,785.03	44,643,785.03	271,549.48	-	271,549.48	-	-	44,643,785.03
I-B		15,000,000.00	15,000,000.00	91,238.73	-	91,238.73	-	-	15,000,000.00
P		100.00	100.00	67,795.29	-	67,795.29	-	-	100.00
R-I		-	-	-	-	-	-	-	-




Total		315,000,100.00	309,121,348.81	1,948,050.63	3,324,746.67	5,272,797.30	-	-	305,796,602.14

	Interest Accrual Detail			Current Period Factor Information per $1,000 of Original Face
					Orig. Principal	Prior				Current
	Period	Period			(with Notional)	Principal			Total	Principal
Class	Starting	Ending	Method	Cusip	Balance	Balance	Interest	Principal	Distribution	Balance
						(1)	(2)	(3)	(4)=(2)+(3)	(5)

I			A-30/360		255,356,214.97	976.978233	5.942550	13.020034	18.962584	963.958199
I-A			A-30/360		44,643,785.03	1,000.000000	6.082582	-	6.082582	1,000.000000
I-B			A-30/360		15,000,000.00	1,000.000000	6.082582	-	6.082582	1,000.000000
P			F-30/360	AA020203P	100.00	1,000.000000	677,952.900000	-	677,952.900000	1,000.000000
R-I			F-30/360		-	-	-	-	-	-

Page 2 of 27

Aames Mortgage Trust 2002-2

Mortgage Pass-Through Certificates

REMIC I I Series 2002-2

Certificate Payment Report for May 27, 2003 Distribution

	Distribution in Dollars - to Date
																Current
	Original			Unscheduled		Scheduled		Total		Total		Realized		Deferred		Principal
Class	Face Value	Interest		Principal		Principal		Principal		Distribution		Losses		Interest		Balance
	(1)	(2)		(3)		(4)		(5)=(3)+(4)		(6)=(2)+(5)		(7)		(8)		(9)=(1)-(5)-(7)+(8)

I	255,356,214.97		7,685,930.12		-		9,203,497.86		9,203,497.86		16,889,427.98		-		-		246,152,717.11
I-A	44,643,785.03		1,358,983.29		-		-		-		1,358,983.29		-		-		44,643,785.03
I-B	15,000,000.00		456,608.89		-		-		-		456,608.89		-		-		15,000,000.00
P	100.00		115,283.12		-		-		-		115,283.12		-		-		100.00
R-I	-		-		-		-		-		-		-		-		-




Total	315,000,100.00	9,616,805.42		-		9,203,497.86		9,203,497.86		18,820,303.28		-		-		305,796,602.14

	Interest Detail
	Pass-	Prior Principal		Non-	Prior	Unscheduled		Paid or	Current
	Through	(with Notional)	Accrued	Supported	Unpaid	Interest	Optimal	Deferred	Unpaid
Class	Rate	Balance	Interest	Interest SF	Interest	Adjustments	Interest	Interest	Interest
			(1)	(2)	(3)	(4)	(5)=(1)-(2)+(3)+(4)	(6)	(7)=(5)-(6)

I	7.29910%	249,477,463.78	1,517,467.13	-	-	-	1,517,467.13	1,517,467.13	-
I-A	7.29910%	44,643,785.03	271,549.48	-	-	-	271,549.48	271,549.48	-
I-B	7.29910%	15,000,000.00	91,238.73	-	-	-	91,238.73	91,238.73	-
P		100.00	67,795.29	-	-	-	67,795.29	67,795.29	-
R-I		-	-	-	-	-	-	-	-


Total		309,121,348.81	1,948,050.63	-	-	-	1,948,050.63	1,948,050.63	-

Page 3 of 27

Aames Mortgage Trust 2002-2

Mortgage Pass-Through Certificates

REMIC II Series 2002-2

Certificate Payment Report for May 27, 2003 Distribution

	Distribution in Dollars - Current Period
			Prior						Current
	Class	Original	Principal			Total	Realized	Deferred	Principal
Class	Type	Face Value	Balance	Interest	Principal	Distribution	Losses	Interest	Balance
			(1)	(2)	(3)	(4)=(2)+(3)	(5)	(6)	(7)=(1)-(3)-(5)+(6)

II-A-1		115,500,000.00	115,500,000.00	702,538.22	-	702,538.22	-	-	115,500,000.00
II-A-2		16,800,000.00	16,800,000.00	102,187.38	-	102,187.38	-	-	16,800,000.00
II-M-1		8,662,500.00	8,662,500.00	52,690.37	-	52,690.37	-	-	8,662,500.00
II-M-2		6,300,000.00	6,300,000.00	38,320.27	-	38,320.27	-	-	6,300,000.00
II-M-3		5,512,500.00	5,512,500.00	33,530.23	-	33,530.23	-	-	5,512,500.00
II-B		4,725,000.00	4,725,000.00	28,740.20	-	28,740.20	-	-	4,725,000.00
II-Q		157,500,000.00	151,621,248.81	922,248.68	3,324,746.67	4,246,995.35	-	-	148,296,502.14
R-II		-	-	-	-	-	-	-	-



Total		315,000,000.00	309,121,248.81	1,880,255.35	3,324,746.67	5,205,002.02	-	-	305,796,502.14

	Interest Accrual Detail			Current Period Factor Information per $1,000 of Original Face
					Orig. Principal	Prior				Current
	Period	Period			(with Notional)	Principal			Total	Principal
Class	Starting	Ending	Method	Cusip	Balance	Balance	Interest	Principal	Distribution	Balance
						(1)	(2)	(3)	(4)=(2)+(3)	(5)

II-A-1			A-30/360		115,500,000.00	1,000.000000	6.082582	-	6.082582	1,000.000000
II-A-2			A-30/360		16,800,000.00	1,000.000000	6.082582	-	6.082582	1,000.000000
II-M-1			A-30/360		8,662,500.00	1,000.000000	6.082582	-	6.082582	1,000.000000
II-M-2			A-30/360		6,300,000.00	1,000.000000	6.082583	-	6.082583	1,000.000000
II-M-3			A-30/360		5,512,500.00	1,000.000000	6.082581	-	6.082581	1,000.000000
II-B			A-30/360		4,725,000.00	1,000.000000	6.082582	-	6.082582	1,000.000000
II-Q			A-30/360		157,500,000.00	962.674596	5.855547	21.109503	26.965050	941.565093
R-II			F-30/360		-	-	-	-	-	-

Page 4 of 27

Aames Mortgage Trust 2002-2

Mortgage Pass-Through Certificates

REMIC II Series 2002-2

Certificate Payment Report for May 27, 2003 Distribution

	Distribution in Dollars - to Date
									Current
	Original		Unscheduled	Scheduled	Total	Total	Realized	Deferred	Principal
Class	Face Value	Interest	Principal	Principal	Principal	Distribution	Losses	Interest	Balance
	(1)	(2)	(3)	(4)	(5)=(3)+(4)	(6)=(2)+(5)	(7)	(8)	(9)=(1)-(5)-(7)+(8)

II-A-1	115,500,000.00	3,515,888.46	-	-	-	3,515,888.46	-	-	115,500,000.00
II-A-2	16,800,000.00	511,401.96	-	-	-	511,401.96	-	-	16,800,000.00
II-M-1	8,662,500.00	263,691.64	-	-	-	263,691.64	-	-	8,662,500.00
II-M-2	6,300,000.00	191,775.73	-	-	-	191,775.73	-	-	6,300,000.00
II-M-3	5,512,500.00	167,803.77	-	-	-	167,803.77	-	-	5,512,500.00
II-B	4,725,000.00	143,831.80	-	-	-	143,831.80	-	-	4,725,000.00
II-Q	157,500,000.00	4,707,128.94	-	9,203,497.86	9,203,497.86	13,910,626.80	-	-	148,296,502.14
R-II	-	-	-	-	-	-	-	-	-


Total	315,000,000.00	9,501,522.30	-	9,203,497.86	9,203,497.86	18,705,020.16	-	-	305,796,502.14

	Interest Detail
	Pass-	Prior Principal		Non-	Prior	Unscheduled		Paid or	Current
	Through	(with Notional)	Accrued	Supported	Unpaid	Interest	Optimal	Deferred	Unpaid
Class	Rate	Balance	Interest	Interest SF	Interest	Adjustments	Interest	Interest	Interest
			(1)	(2)	(3)	(4)	(5)=(1)-(2)+(3)+(4)	(6)	(7)=(5)-(6)

II-A-1	7.29910%	115,500,000.00	702,538.22	-	-	-	702,538.22	702,538.22	-
II-A-2	7.29910%	16,800,000.00	102,187.38	-	-	-	102,187.38	102,187.38	-
II-M-1	7.29910%	8,662,500.00	52,690.37	-	-	-	52,690.37	52,690.37	-
II-M-2	7.29910%	6,300,000.00	38,320.27	-	-	-	38,320.27	38,320.27	-
II-M-3	7.29910%	5,512,500.00	33,530.23	-	-	-	33,530.23	33,530.23	-
II-B	7.29910%	4,725,000.00	28,740.20	-	-	-	28,740.20	28,740.20	-
II-Q	7.29910%	151,621,248.81	922,248.68	-	-	-	922,248.68	922,248.68	-
R-II		-	-	-	-	-	-	-	-


Total		309,121,248.81	1,880,255.35	-	-	-	1,880,255.35	1,880,255.35	-

Page 5 of 27

Aames Mortgage Trust 2002-2

Mortgage Pass-Through Certificates

REMIC III Series 2002-2

Certificate Payment Report for May 27, 2003 Distribution

	Distribution in Dollars - Current Period
			Prior						Current
	Class	Original	Principal			Total	Realized	Deferred	Principal
Class	Type	Face Value	Balance	Interest	Principal	Distribution	Losses	Interest	Balance
			(1)	(2)	(3)	(4)=(2)+(3)	(5)	(6)	(7)=(1)-(3)-(5)+(6)

A-1		231,000,000.00	223,234,081.61	840,848.37	3,504,652.43	4,345,500.80	-	-	219,729,429.18
A-2		33,600,000.00	32,851,401.63	123,192.76	482,982.83	606,175.59	-	-	32,368,418.80
M-1		17,325,000.00	17,325,000.00	81,571.88	-	81,571.88	-	-	17,325,000.00
M-2		12,600,000.00	12,600,000.00	61,110.00	-	61,110.00	-	-	12,600,000.00
M-3		11,025,000.00	11,025,000.00	57,330.00	-	57,330.00	-	-	11,025,000.00
B		9,450,000.00	9,450,000.00	53,313.75	-	53,313.75	-	-	9,450,000.00
C		-	2,635,765.57	-	-	-	-	662,888.59	3,298,654.16
R-III		-	-	-	-	-	-	-	-


Total		315,000,000.00	309,121,248.81	1,217,366.76	3,987,635.25	5,205,002.01	-	662,888.59	305,796,502.14

	Interest Accrual Detail			Current Period Factor Information per $1,000 of Original Face
					Orig. Principal	Prior				Current
	Period	Period			(with Notional)	Principal			Total	Principal
Class	Starting	Ending	Method	Cusip	Balance	Balance	Interest	Principal	Distribution	Balance
						(1)	(2)	(3)	(4)=(2)+(3)	(5)

A-1			A-30/360	00253CHV2	231,000,000.00	966.381306	3.640036	15.171656	18.811692	951.209650
A-2			A-30/360	00253CHW0	33,600,000.00	977.720287	3.666451	14.374489	18.040940	963.345798
M-1			A-30/360	00253CHX8	17,325,000.00	1,000.000000	4.708334	-	4.708334	1,000.000000
M-2			A-30/360	00253CHY6	12,600,000.00	1,000.000000	4.850000	-	4.850000	1,000.000000
M-3			A-30/360	00253CHZ3	11,025,000.00	1,000.000000	5.200000	-	5.200000	1,000.000000
B			A-30/360	00253CJA6	9,450,000.00	1,000.000000	5.641667	-	5.641667	1,000.000000
C			F-30/360	AA020203C	-	-	-	-	-	-
R-III			F-30/360		-	-	-	-	-	-

Page 6 of 27

Aames Mortgage Trust 2002-2

Mortgage Pass-Through Certificates

REMIC III Series 2002-2

Certificate Payment Report for May 27, 2003 Distribution

	Distribution in Dollars - to Date
									Current
	Original		Unscheduled	Scheduled	Total	Total	Realized	Deferred	Principal
Class	Face Value	Interest	Principal	Principal	Principal	Distribution	Losses	Interest	Balance
	(1)	(2)	(3)	(4)	(5)=(3)+(4)	(6)=(2)+(5)	(7)	(8)	(9)=(1)-(5)-(7)+(8)

A-1	231,000,000.00	4,279,993.51	-	11,270,570.81	11,270,570.81	15,550,564.32	-	-	219,729,429.18
A-2	33,600,000.00	621,898.29	-	1,231,581.20	1,231,581.20	1,853,479.49	-	-	32,368,418.80
M-1	17,325,000.00	407,859.40	-	-	-	407,859.40	-	-	17,325,000.00
M-2	12,600,000.00	305,550.00	-	-	-	305,550.00	-	-	12,600,000.00
M-3	11,025,000.00	286,650.00	-	-	-	286,650.00	-	-	11,025,000.00
B	9,450,000.00	266,568.75	-	-	-	266,568.75	-	-	9,450,000.00
	-	-	-	-	-	-	-	3,298,654.16	3,298,654.16
R-III	-	-	-	-	-	-	-	-	-



Total	315,000,000.00	6,168,519.95	-	12,502,152.01	12,502,152.01	18,670,671.96	-	3,298,654.16	305,796,502.14

	Interest Detail
	Pass-	Prior Principal		Non-	Prior	Unscheduled		Paid or	Current
	Through	(with Notional)	Accrued	Supported	Unpaid	Interest	Optimal	Deferred	Unpaid
Class	Rate	Balance	Interest	Interest SF	Interest	Adjustments	Interest	Interest	Interest
			(1)	(2)	(3)	(4)	(5)=(1)-(2)+(3)+(4)	(6)	(7)=(5)-(6)

A-1	4.52000%	223,234,081.61	840,848.37	-	-	-	840,848.37	840,848.37	-
A-2	4.50000%	32,851,401.63	123,192.76	-	-	-	123,192.76	123,192.76	-
M-1	5.65000%	17,325,000.00	81,571.88	-	-	-	81,571.88	81,571.88	-
M-2	5.82000%	12,600,000.00	61,110.00	-	-	-	61,110.00	61,110.00	-
M-3	6.24000%	11,025,000.00	57,330.00	-	-	-	57,330.00	57,330.00	-
B	6.77000%	9,450,000.00	53,313.75	-	-	-	53,313.75	53,313.75	-
C		2,635,765.57	-	-	-	-	-	662,888.59	-
R-III		-	-	-	-	-	-	-	-




Total		309,121,248.81	1,217,366.76	-	-	-	1,217,366.76	1,880,255.35	-

Page 7 of 27

EX-20 6 exhibit02-02c.htm EXHIBIT 20.1(C) Collection Account Report

Aames 2002-2

Mortgage Pass-Through Certificates

Series 2002-2

Collection Account Report for May 27, 2003 Distribution

Collection Account Report

SUMMARY		GROUP 2	GROUP 1	TOTAL

	Principal Collections	451,542.12	2,873,204.55	3,324,746.67
	Principal Withdrawals	0.00	0.00	0.00
	Principal Other Accounts	0.00	0.00	0.00
	TOTAL NET PRINCIPAL	451,542.12	2,873,204.55	3,324,746.67

	Interest Collections	228,603.51	1,753,477.21	1,982,080.72
	Interest Withdrawals	0.00	0.00	0.00
	Interest Other Accounts	0.00	0.00	0.00
	Interest Fees	(2,881.53)	(31,148.55)	(34,030.09)
	TOTAL NET INTEREST	225,721.98	1,722,328.66	1,948,050.63

	TOTAL AVAILABLE FUNDS TO BONDHOLDERS	677,264.10	4,595,533.21	5,272,797.30









PRINCIPAL - COLLECTIONS		GROUP 2	GROUP 1	TOTAL

	Scheduled Principal	34,715.21	260,165.22	294,880.43
	Curtailments	1,956.95	23,995.00	25,951.95
	Prepayments in Full	414,869.96	2,589,044.33	3,003,914.29
	Repurchases/Substitutions Shortfalls	0.00	0.00	0.00
	Liquidations	0.00	0.00	0.00
	Insurance Principal	0.00	0.00	0.00
	Other Additional Principal	0.00	0.00	0.00
	Delinquent Principal	0.00	0.00	0.00
	Advanced Principal	0.00	0.00	0.00
	Realized Losses	0.00	0.00	0.00
	Mortgage Replacement Amount	0.00	0.00	0.00

	TOTAL PRINCIPAL COLLECTED	451,542.12	2,873,204.55	3,324,746.67

Page 8 of 27

Aames 2002-2

Mortgage Pass-Through Certificates

Series 2002-2

Collection Account Report for May 27, 2003 Distribution

Collection Account Report

PRINCIPAL - WITHDRAWALS		GROUP 2	GROUP 1	TOTAL
SPACE INTENTIONALLY LEFT BLANK











PRINCIPAL - OTHER ACCOUNTS		GROUP 2	GROUP 1	TOTAL

	Prefunded Release Amount	0.00	0.00	0.00

	TOTAL OTHER ACCOUNTS PRINCIPAL	0.00	0.00	0.00








INTEREST - COLLECTIONS		GROUP 2	GROUP 1	TOTAL

	Scheduled Interest	242,783.82	1,773,558.97	2,016,342.79
	Repurchases/Substitutions	0.00	0.00	0.00
	Liquidations	0.00	0.00	0.00
	Month End Interest (PPIS)	(1,841.56)	(10,571.81)	(12,413.37)
	Delinquent Interest	(213,177.91)	(1,402,128.37)	(1,615,306.28)
	Realized Losses	0.00	0.00	0.00
	Compensating Month End Interest	1,841.56	10,571.81	12,413.37
	Other Interest Shortfall (Relief Act)	0.00	0.00	0.00
	Interest Advanced	198,997.60	1,314,251.32	1,513,248.92
	Prepayment Penalties	0.00	67,795.29	67,795.29

	Gain on Liquidation	0.00	0.00	0.00
	TOTAL INTEREST COLLECTED	228,603.51	1,753,477.21	1,982,080.72

Page 9 of 27

Aames 2002-2

Mortgage Pass-Through Certificates

Series 2002-2

Collection Account Report for May 27, 2003 Distribution

Collection Account Report

INTEREST - WITHDRAWALS		GROUP 2	GROUP 1	TOTAL
SPACE INTENTIONALLY LEFT BLANK











INTEREST - OTHER ACCOUNTS		GROUP 2	GROUP 1	TOTAL

	Capitialized Interest Requirement	0.00	0.00	0.00

	TOTAL OTHER ACCOUNT INTEREST	0.00	0.00	0.00








INTEREST - FEES		GROUP 2	GROUP 1	TOTAL

	Current Servicing Fees	2,204.98	24,538.18	26,743.16
	Trustee Fee	262.16	1,798.64	2,060.81
	PMI Premium	414.39	4,811.73	5,226.12

	TOTAL INTEREST OTHER FEES	2,881.53	31,148.55	34,030.09

Page 10 of 27

EX-20 7 exhibit02-02d.htm EXHIBIT 20.1(D) Credit Enhancement Report

Aames Mortgage Trust 2002-2

Mortgage Pass-Through Certificates

Series 2002-2

Credit Enhancement Report for May 27, 2003 Distribution

Credit Enhancement Report

ACCOUNTS		GROUP 2	GROUP 1	TOTAL
SPACE INTENTIONALLY LEFT BLANK





















INSURANCE		GROUP 2	GROUP 1	TOTAL











	PMI Premiums	(414.39)	(4,811.73)	(5,226.12)




STRUCTURAL FEATURES		GROUP 2	GROUP 1	TOTAL

	Overcollateralization Amount			3,298,654.16
	Overcollateralization Requirement			10,389,564.34
	Excess Interest			730,683.87

Page 11 of 27

EX-20 8 exhibit02-02e.htm EXHIBIT 20.1(E) Collateral Report

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

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

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%

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Aames Mortgage Trust 2002-2

Mortgage Pass-Through Certificates

Delinquency Report for May 27, 2003 Distribution

Delinquency Report - Total

		<1 PAYMENT	1 PAYMENT	2 PAYMENTS	3+ PAYMENTS	TOTAL
DELINQUENT	Balance		3,898,885.06	749,416.16	139,786.22	4,788,087.44
	% Balance		1.27%	0.25%	0.05%	1.57%
	# Loans		45	8	2	55
	% # Loans		1.81%	0.32%	0.08%	2.21%
FORECLOSURE	Balance	-	97,326.54	1,001,989.26	1,524,398.30	2,623,714.10
	% Balance	0.00%	0.03%	0.33%	0.50%	0.86%
	# Loans	-	1	8	15	24
	% # Loans	0.00%	0.04%	0.32%	0.60%	0.96%
BANKRUPTCY	Balance	74,255.22	133,941.82	132,379.21	464,160.49	804,736.74
	% Balance	0.02%	0.04%	0.04%	0.15%	0.26%
	# Loans	1	2	2	4	9
	% # Loans	0.04%	0.08%	0.08%	0.16%	0.36%
REO	Balance	-	-	-	-	-
	% Balance	0.00%	0.00%	0.00%	0.00%	0.00%
	# Loans	-	-	-	-	-
	% # Loans	0.00%	0.00%	0.00%	0.00%	0.00%

TOTAL	Balance	74,255.22	4,130,153.42	1,883,784.63	2,128,345.01	8,216,538.28
	% Balance	0.02%	1.35%	0.62%	0.70%	2.69%
	# Loans	1	48	18	21	88
	% # Loans	0.04%	1.93%	0.72%	0.84%	3.53%
Note: <1 Payment = 0-29days, 1 Payment = 30-59days, 2 Payments = 60-89days, 3+ Payments = 90+

1 or 2 Payments Delinquent

3 or More Payments Delinquent

Total Foreclosure

Total Bankruptcy and REO

Note: Dates correspond to distribution dates.

Page 15 of 27

Aames Mortgage Trust 2002-2

Mortgage Pass-Through Certificates

Delinquency Report for May 27, 2003 Distribution

Delinquency Report - Group 1 Group

		<1 PAYMENT	1 PAYMENT	2 PAYMENTS	3+ PAYMENTS	TOTAL
DELINQUENT	Balance		3,756,685.80	749,416.16	139,786.22	4,645,888.18
	% Balance		1.41%	0.28%	0.05%	1.74%
	# Loans		44	8	2	54
	% # Loans		1.85%	0.34%	0.08%	2.27%
FORECLOSURE	Balance	-	97,326.54	900,608.05	1,210,108.29	2,208,042.88
	% Balance	0.00%	0.04%	0.34%	0.45%	0.83%
	# Loans	-	1	7	14	22
	% # Loans	0.00%	0.04%	0.29%	0.59%	0.93%
BANKRUPTCY	Balance	74,255.22	133,941.82	132,379.21	464,160.49	804,736.74
	% Balance	0.03%	0.05%	0.05%	0.17%	0.30%
	# Loans	1	2	2	4	9
	% # Loans	0.04%	0.08%	0.08%	0.17%	0.38%
REO	Balance	-	-	-	-	-
	% Balance	0.00%	0.00%	0.00%	0.00%	0.00%
	# Loans	-	-	-	-	-
	% # Loans	0.00%	0.00%	0.00%	0.00%	0.00%

TOTAL	Balance	74,255.22	3,987,954.16	1,782,403.42	1,814,055.00	7,658,667.80
	% Balance	0.03%	1.49%	0.67%	0.68%	2.87%
	# Loans	1	47	17	20	85
	% # Loans	0.04%	1.98%	0.72%	0.84%	3.58%
Note: <1 Payment = 0-29days, 1 Payment = 30-59days, 2 Payments = 60-89days, 3+ Payments = 90+

1 or 2 Payments Delinquent

3 or More Payments Delinquent

Total Foreclosure

Total Bankruptcy and REO

Note: Dates correspond to distribution dates.

Page 16 of 27

Aames Mortgage Trust 2002-2

Mortgage Pass-Through Certificates

Delinquency Report for May 27, 2003 Distribution

Delinquency Report - Group 2 Group

		<1 PAYMENT	1 PAYMENT	2 PAYMENTS	3+ PAYMENTS	TOTAL
DELINQUENT	Balance		142,199.26	-	-	142,199.26
	% Balance		0.37%	0.00%	0.00%	0.37%
	# Loans		1	-	-	1
	% # Loans		0.85%	0.00%	0.00%	0.85%
FORECLOSURE	Balance	-	-	101,381.21	314,290.01	415,671.22
	% Balance	0.00%	0.00%	0.26%	0.81%	1.07%
	# Loans	-	-	1	1	2
	% # Loans	0.00%	0.00%	0.85%	0.85%	1.69%
BANKRUPTCY	Balance	-	-	-	-	-
	% Balance	0.00%	0.00%	0.00%	0.00%	0.00%
	# Loans	-	-	-	-	-
	% # Loans	0.00%	0.00%	0.00%	0.00%	0.00%
REO	Balance	-	-	-	-	-
	% Balance	0.00%	0.00%	0.00%	0.00%	0.00%
	# Loans	-	-	-	-	-
	% # Loans	0.00%	0.00%	0.00%	0.00%	0.00%

TOTAL	Balance	-	142,199.26	101,381.21	314,290.01	557,870.48
	% Balance	0.00%	0.37%	0.26%	0.81%	1.44%
	# Loans	-	1	1	1	3
	% # Loans	0.00%	0.85%	0.85%	0.85%	2.54%
Note: <1 Payment = 0-29days, 1 Payment = 30-59days, 2 Payments = 60-89days, 3+ Payments = 90+

1 or 2 Payments Delinquent

3 or More Payments Delinquent

Total Foreclosure

Total Bankruptcy and REO

Note: Dates correspond to distribution dates.

Page 17 of 27

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MM]F9GMF;UUB;(M>?XYF1_BF7]WB?E)F?[BF9X=F<"AJ5TJF4]1F@<\F?V@F@ MXCF@%[J?!\J==NF;V+.6)^F@`)F8$9J:W1F?"_B*#QJ=$]J>%.J.TXECN`B> M2(&,RVB%7JBC=,.,8`BD/AJDQ$BD*C*&1IJ,"@5Y,`:4?'D1OD:<:92;&EJ> M7/F,&9>9T)F<%3J+7,J*J7N* MG&9:HJ=YJ\`:K(9:J\I*FXQJGG+ZJ]OZF1#:DLP*KF-ZIXND>JULB:+BJJ?I M6J[LBJ'DZ:O9"J]@*JP<(:4&8:\%@:\$H:]D!H`W2JE:^JQ?BJR!6JRO%V:+ ME(Z&A*;8^J;=YY@)PS$*ZV8,>Z9U*I>36GGZMK$^[$@&[(B.[(D6[+^ MTG0HAXL::[(LVY[1(F[1*N[1,V[1.^[3/%A``.S\_ ` end EX-20 30 exhibit02-02g.htm EXHIBIT 20.1(G) REO Report

Aames Mortgage Trust 2002-2

Mortgage Pass-Through Certificates

REO Report for May 27, 2003 Distribution

REO Report - Mortgage Loans that Become REO During Current Distribution

SUMMARY

LOAN GROUP

Total Loan Count = 0

Loan Group 1 = Group 1 Group; REO Book Value = 000.00

Total Original Principal Balance = 000.00

Loan Group 2 = Group 2 Group; REO Book Value = 000.00

Total Current Balance = 000.00

REO Book Value = 000.00

REO Book Value reported corresponds to total REO loans, including loans that become REO during current distribution.

Loan Number

Original

Stated

Current

State &

&

Principal

Principal

Paid to

Note

LTV at

Original

Origination

Loan Group

Balance

Balance

Date

Rate

Origination

Term

Date

SPACE INTENTIONALLY LEFT BLANK

Page 18 of 27

© COPYRIGHT 2003 Deutsche Bank

EX-20 31 exhibit02-02h.htm EXHIBIT 20.1(H) Prepayment Report

Aames Mortgage Trust 2002-2

Mortgage Pass-Through Certificates

Prepayment Report for May 27, 2003 Distribution

Prepayment Report - Voluntary Prepayments

VOLUNTARY PREPAYMENTS

GROUP 2

GROUP 1

TOTAL

Current

Number of Paid in Full Loans

1

23

24

Number of Repurchased Loans

-

-

-

Total Number of Loans Prepaid in Full

1

23

24

Paid in Full Balance

414,869.96

2,589,044.33

3,003,914.29

Repurchased Loans Balance

-

-

-

Curtailments Amount

1,956.95

23,995.00

25,951.95

Total Prepayment Amount

416,826.91

2,613,039.33

3,029,866.24

Cumulative

Number of Paid in Full Loans

1

64

65

Number of Repurchased Loans

1

3

4

Total Number of Loans Prepaid in Full

2

67

69

Paid in Full Balance

414,869.96

6,245,143.89

6,660,013.85

Repurchased Loans Balance

449,666.03

451,800.00

901,466.03

Curtailments Amount

3,652.91

84,927.72

88,580.63

Total Prepayment Amount

868,188.90

6,781,871.61

7,650,060.51

SPACE INTENTIONALLY LEFT BLANK

Total Prepayments by Groups (in thousands of dollars)

Total Prepayments (in thousands of dollars)

Page 19 of 27

© COPYRIGHT 2003 Deutsche Bank

Aames Mortgage Trust 2002-2

Mortgage Pass-Through Certificates

Prepayment Report for May 27, 2003 Distribution

Prepayment Report - Voluntary Prepayments

VOLUNTARY PREPAYMENT RATES

GROUP 2

GROUP 1

TOTAL

SMM

1.06%

0.97%

0.98%

3 Months Avg SMM

0.36%

0.59%

0.56%

12 Months Avg SMM

Avg SMM Since Cut-off

0.44%

0.50%

0.49%

CPR

12.01%

11.03%

11.16%

3 Months Avg CPR

4.19%

6.88%

6.55%

12 Months Avg CPR

Avg CPR Since Cut-off

5.16%

5.84%

5.75%

PSA

917.76%

800.58%

814.87%

3 Months Avg PSA Approximation

377.41%

580.77%

556.79%

12 Months Avg PSA Approximation

Avg PSA Since Cut-off Approximation

565.57%

590.79%

587.83%

CPR by Groups

Total CPR

PSA by Groups

Total PSA

Page 20 of 27

© COPYRIGHT 2003 Deutsche Bank

Aames Mortgage Trust 2002-2

Mortgage Pass-Through Certificates

Prepayment Report for May 27, 2003 Distribution

Prepayment Report - Voluntary Prepayments

CPR Avg since Cut-Off by Groups

Total CPR Avg since Cut-Off

PSA Avg since Cut-Off by Groups

Total PSA since Cut-Off

PREPAYMENT CALCULATION METHODOLOGY

Single Monthly Mortality (SMM): (Voluntary partial and full prepayments + Repurchases)/(Beg Principal Balance - Sched Principal)

Conditional Prepayment Rate (CPR): 1-((1-SMM)^12)

PSA Standard Prepayment Model: CPR/(0.02*min(30,WAS))

Average SMM over period between nth month and mth month (AvgSMMn,m): [(1-SMMn) * (1-SMMn+1) *. . . . . *(1-SMMm)]^(1/months in period n,m)

Average CPR over period between the nth month and mth month (AvgCPRn,m): 1-((1-AvgSMMn,m)^12)

Average PSA Approximation over period between the nth month and mth month: AvgCPRn,m/(0.02*Avg WASn,m))

Average WASn,m: (min(30,WASn)+min(30,WASn+1)+. . . . . +min(30,WASm)/(number of months in the period n,m)

Weighted Average Seasoning (WAS)

Note: Prepayment rates are calculated since deal issue date and include partial and full voluntary prepayments and repurchases.

Dates correspond to distribution dates.

Page 21 of 27

© COPYRIGHT 2003 Deutsche Bank

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Aames Mortgage Trust 2002-2

Mortgage Pass-Through Certificates

Prepayment Detail Report for May 27, 2003 Distribution

Prepayment Detail Report - Loans Prepaid in Full During Current Distribution

SUMMARY

LOAN GROUP

Total Loan Count = 24

Loan Group 1 = Group 1 Group

Total Original Principal Balance = 3,025,660.00

Loan Group 2 = Group 2 Group

Total Prepayment Amount = 3,003,914.29

Loan Number

Original

Current

State &

Type Prepayment

&

Loan

Principal

Prepayment

Prepayment

Note

LTV at

&

Origination

Loan Group

Status

Balance

Amount

Date

Rate

Origination

Original Term

Date

22408518 1

216,000.00

214,348.20

Apr-17-03

7.990%

CA - 87.00%

Paid Off - 360

Apr-09-02

22409006 1

99,390.00

99,137.73

Apr-15-03

12.250%

CA - 65.00%

Paid Off - 360

Jun-11-02

22409126 1

144,000.00

143,247.44

Apr-02-03

8.250%

OR - 72.00%

Paid Off - 360

Jul-01-02

22409326 1

102,000.00

101,699.22

Apr-25-03

10.350%

MA - 80.30%

Paid Off - 360

Jul-16-02

22409742 1

93,000.00

92,515.13

Apr-07-03

8.500%

VA - 88.50%

Paid Off - 336

Jul-25-02

22409758 1

17,000.00

16,948.10

Apr-01-03

11.000%

OH - 26.10%

Paid Off - 360

Aug-08-02

22409790 1

135,920.00

135,191.56

Apr-04-03

8.125%

CA - 80.00%

Paid Off - 360

Jul-17-02

22409886 1

95,500.00

86,819.08

Apr-02-03

9.950%

CA - 63.60%

Paid Off - 181

Mar-09-93

22410238 1

111,000.00

110,412.42

Apr-15-03

7.500%

PA - 69.30%

Paid Off - 360

Jul-31-02

22411014 1

75,000.00

73,619.64

Apr-29-03

9.750%

MI - 69.40%

Paid Off - 180

Aug-20-02

22411214 1

68,000.00

67,744.48

Apr-29-03

7.500%

MO - 80.00%

Paid Off - 360

Sep-30-02

22413654 1

125,000.00

124,574.12

Apr-07-03

7.990%

CA - 62.50%

Paid Off - 360

Aug-30-02

22413838 1

120,000.00

119,570.99

Apr-22-03

7.750%

IL - 82.20%

Paid Off - 360

Sep-27-02

22415038 1

64,800.00

64,241.81

Apr-30-03

7.990%

WI - 80.00%

Paid Off - 240

Sep-30-02

22416071 1

55,500.00

54,900.06

Apr-10-03

8.875%

IA - 74.00%

Paid Off - 180

Oct-02-02

22416903 1

254,000.00

253,029.40

Apr-30-03

7.990%

MA - 89.00%

Paid Off - 360

Oct-21-02

22417279 1

30,000.00

29,941.88

Apr-30-03

10.700%

MI - 61.80%

Paid Off - 360

Oct-07-02

22418127 1

52,000.00

51,900.70

Apr-01-03

9.700%

FL - 75.00%

Paid Off - 360

Oct-31-02

22420599 1

93,600.00

93,425.03

Apr-04-03

9.800%

TN - 90.00%

Paid Off - 360

Oct-08-02

22423839 1

185,600.00

185,095.83

Apr-09-03

7.990%

CA - 80.00%

Paid Off - 360

Nov-01-02

22979135 1

91,000.00

90,144.24

Apr-04-03

7.000%

WI - 79.10%

Paid Off - 360

Sep-27-02

22980087 1

162,900.00

162,552.83

Apr-10-03

7.750%

CA - 90.00%

Paid Off - 360

Dec-03-02

22980607 1

218,450.00

217,984.44

Apr-07-03

7.750%

CA - 85.00%

Paid Off - 360

Dec-04-02

22412046 2

416,000.00

414,869.96

Apr-11-03

7.990%

CA - 80.00%

Paid Off - 360

Aug-19-02

Page 22 of 27

© COPYRIGHT 2003 Deutsche Bank

EX-20 43 exhibit02-02j.htm EXHIBIT 20.1(J) Realized Loss Report

Aames Mortgage Trust 2002-2

Mortgage Pass-Through Certificates

Realized Loss Report for May 27, 2003 Distribution

Realized Loss Report - Collateral

COLLATERAL REALIZED LOSSES

GROUP 2

GROUP 1

TOTAL

Current

Number of Loans Liquidated

-

-

-

Collateral Realized Loss/(Gain) Amount

-

-

-

Net Liquidation Proceeds

-

-

-

Cumulative

Number of Loans Liquidated

-

-

-

Collateral Realized Loss/(Gain) Amount

-

-

-

Net Liquidation Proceeds

-

-

-

Note: Collateral Realized Loss Amount may include adjustments to loans liquidated in prior periods.

Supplemental Gains/(Losses)

0.00

0.00

0.00

Collateral Loss Severity Approximation by Groups

Collateral Loss Severity Approximation

Page 23 of 27

© COPYRIGHT 2003 Deutsche Bank

Aames Mortgage Trust 2002-2

Mortgage Pass-Through Certificates

Realized Loss Report for May 27, 2003 Distribution

Realized Loss Report - Collateral

DEFAULT SPEEDS

GROUP 2

GROUP 1

TOTAL

MDR

0.00%

0.00%

0.00%

3 Months Avg MDR

0.00%

0.00%

0.00%

12 Months Avg MDR

Avg MDR Since Cut-off

0.00%

0.00%

0.00%

CDR

0.00%

0.00%

0.00%

3 Months Avg CDR

0.00%

0.00%

0.00%

12 Months Avg CDR

Avg CDR Since Cut-off

0.00%

0.00%

0.00%

SDA

0.00%

0.00%

0.00%

3 Months Avg SDA Approximation

0.00%

0.00%

0.00%

12 Months Avg SDA Approximation

Avg SDA Since Cut-off Approximation

0.00%

0.00%

0.00%

Loss Severity Approximation for Current Period

3 Months Avg Loss Severity Approximation

12 Months Avg Loss Severity Approximation

Avg Loss Severity Approximation Since Cut-off

CDR by Groups

Total CDR

SDA by Groups

Total SDA

Page 24 of 27

© COPYRIGHT 2003 Deutsche Bank

Aames Mortgage Trust 2002-2

Mortgage Pass-Through Certificates

Realized Loss Report for May 27, 2003 Distribution

Realized Loss Report - Collateral

CDR Avg since Cut-Off by Groups

Total CDR Avg since Cut-Off

SDA Avg since Cut-Off by Groups

Total SDA Avg since Cut-Off

COLLATERAL REALIZED LOSS CALCULATION METHODOLOGY

Monthly Default Rate (MDR): (Beg Principal Balance of Liquidated Loans)/(Total Beg Principal Balance)

Conditional Default Rate (CDR): 1-((1-MDR)^12)

SDA Standard Default Assumption: CDR/IF(WAS<61,MIN(30,WAS)*0.02,MAX(0.03,MIN(30,WAS)*0.02-0.0095*(WAS-60)))

Average MDR over period between nth month and mth month (AvgMDRn,m): [(1-MDRn) * (1-MDRn+1) *. . . . . *(1-MDRm)]^(1/months in period n,m)

Average CDR over period between the nth month and mth month (AvgCDRn,m): 1-((1-AvgMDRn,m)^12)

Average SDA Approximation over period between the nth month and mth month:

AvgCDRn,m/IF(Avg WASn,m<61,MIN(30,Avg WASn,m)*0.02,MAX(0.03,MIN(30,Avg WASn,m)*0.02-0.0095*(Avg WASn,m-60)))

Average WASn,m: (WASn + WASn+1 +. . . . . + WASm )/(number of months in the period n,m)

Loss Severity Approximation for current period: sum(Realized Loss Amount)/sum(Beg Principal Balance of Liquidated Loans)

Average Loss Severity Approximation over period between nth month and mth month: Avg(Loss Severityn,m)

Note: Default rates are calculated since deal issue date and include realized gains and additional realized losses and gains from prior periods.

Dates correspond to distribution dates.

Page 25 of 27

© COPYRIGHT 2003 Deutsche Bank

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Aames Mortgage Trust 2002-2

Mortgage Pass-Through Certificates

Realized Loss Report for May 27, 2003 Distribution

Realized Loss Report - Loans Liquidated During Current Distribution

SUMMARY

LOAN GROUP

Total Loan Count = 0

Loan Group 1 = Group 1 Group

Total Original Principal Balance = 0.00

Loan Group 2 = Group 2 Group

Total Prior Principal Balance = 0.00

Total Realized Loss Amount = 0.00

Total Net Liquidation Proceeds = 0.00

Note: Total Realized Loss Amount may include adjustments to loans liquidated in prior periods.

Loan Number

Original

Prior

Current

State &

&

Loan

Principal

Principal

Realized

Note

LTV at

Original

Origination

Loan Group

Status

Balance

Balance

Loss/(Gain)

Rate

Origination

Term

Date

SPACE INTENTIONALLY LEFT BLANK

Page 26 of 27

© COPYRIGHT 2003 Deutsche Bank

EX-20 55 exhibit02-02l.htm EXHIBIT 20.1(L) Triggers, Adj. Rate Cert. and Miscellaneous Report

Aames Mortgage Trust 2002-2

Mortgage Pass-Through Certificates

Series 2002-2

Triggers, Adj. Rate Cert. and Miscellaneous Report for May 27, 2003 Distribution

Triggers, Adj. Rate Cert. and Miscellaneous Report

TRIGGER EVENTS

GROUP 2

GROUP 1

TOTAL

Delinquency Event Occurring?

No

No

Cummulative Loss Event Occurring?

No

No

ADJUSTABLE RATE CERTIFICATE INFORMATION

GROUP 2

GROUP 1

TOTAL

SPACE INTENTIONALLY LEFT BLANK

ADDITIONAL INFORMATION

GROUP 2

GROUP 1

TOTAL

SPACE INTENTIONALLY LEFT BLANK

Page 27 of 27

© COPYRIGHT 2003 Deutsche Bank

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20.1(a)	Aames Capital Corporation, Mortgage Pass-Through Certificates, Series 2002-2 - Statement to Certificateholders (Contents)
20.1(b)	Aames Capital Corporation, Mortgage Pass-Through Certificates, Series 2002-2 - Statement to Certificateholders (Certificate Payment Report)
20.1(c)	Aames Capital Corporation, Mortgage Pass-Through Certificates, Series 2002-2 - Statement to Certificateholders (Collection Account Report)
20.1(d)	Aames Capital Corporation, Mortgage Pass-Through Certificates, Series 2002-2 - Statement to Certificateholders (Credit Enhancement Report )
20.1(e)	Aames Capital Corporation, Mortgage Pass-Through Certificates, Series 2002-2 - Statement to Certificateholders (Collateral Report)
20.1(f)	Aames Capital Corporation, Mortgage Pass-Through Certificates, Series 2002-2 - Statement to Certificateholders (Delinquency Report)
20.1(g)	Aames Capital Corporation, Mortgage Pass-Through Certificates, Series 2002-2 - Statement to Certificateholders (REO Report)
20.1(h)	Aames Capital Corporation, Mortgage Pass-Through Certificates, Series 2002-2 - Statement to Certificateholders (Prepayment Report)
20.1(i)	Aames Capital Corporation, Mortgage Pass-Through Certificates, Series 2002-2 - Statement to Certificateholders (Prepayment Detail Report)
20.1(j)	Aames Capital Corporation, Mortgage Pass-Through Certificates, Series 2002-2 - Statement to Certificateholders (Realized Loss Report)
20.1(k)	Aames Capital Corporation, Mortgage Pass-Through Certificates, Series 2002-2 - Statement to Certificateholders (Realized Loss Detail Report)
20.1(l)	Aames Capital Corporation, Mortgage Pass-Through Certificates, Series 2002-2 - Statement to Certificateholders (Triggers, Adj. Rate Cert. and Miscellaneous Report)
Note that an unofficial copy of the May 2003 Statement to Certificateholders for Aames Capital Corporation, Mortgage Pass-Through Certificates, Series 2002-2, which includes all reports filed as Exhibits 20.1(a)-(l), is included in this filing in one PDF format file.

SUMMARY			LOAN GROUP

Total Loan Count = 0			Loan Group 1 = Group 1 Group; REO Book Value = 000.00
Total Original Principal Balance = 000.00			Loan Group 2 = Group 2 Group; REO Book Value = 000.00
Total Current Balance = 000.00
REO Book Value = 000.00

REO Book Value reported corresponds to total REO loans, including loans that become REO during current distribution.

Loan Number	Original	Stated		Current	State &
&	Principal	Principal	Paid to	Note	LTV at	Original	Origination
Loan Group	Balance	Balance	Date	Rate	Origination	Term	Date
SPACE INTENTIONALLY LEFT BLANK

VOLUNTARY PREPAYMENTS		GROUP 2	GROUP 1	TOTAL

	Current
	Number of Paid in Full Loans	1	23	24
	Number of Repurchased Loans	-	-	-
	Total Number of Loans Prepaid in Full	1	23	24

	Paid in Full Balance	414,869.96	2,589,044.33	3,003,914.29
	Repurchased Loans Balance	-	-	-
	Curtailments Amount	1,956.95	23,995.00	25,951.95
	Total Prepayment Amount	416,826.91	2,613,039.33	3,029,866.24

	Cumulative
	Number of Paid in Full Loans	1	64	65
	Number of Repurchased Loans	1	3	4
	Total Number of Loans Prepaid in Full	2	67	69

	Paid in Full Balance	414,869.96	6,245,143.89	6,660,013.85
	Repurchased Loans Balance	449,666.03	451,800.00	901,466.03
	Curtailments Amount	3,652.91	84,927.72	88,580.63
	Total Prepayment Amount	868,188.90	6,781,871.61	7,650,060.51

SPACE INTENTIONALLY LEFT BLANK

VOLUNTARY PREPAYMENT RATES		GROUP 2	GROUP 1	TOTAL

	SMM	1.06%	0.97%	0.98%
	3 Months Avg SMM	0.36%	0.59%	0.56%
	12 Months Avg SMM
	Avg SMM Since Cut-off	0.44%	0.50%	0.49%

	CPR	12.01%	11.03%	11.16%
	3 Months Avg CPR	4.19%	6.88%	6.55%
	12 Months Avg CPR
	Avg CPR Since Cut-off	5.16%	5.84%	5.75%

	PSA	917.76%	800.58%	814.87%
	3 Months Avg PSA Approximation	377.41%	580.77%	556.79%
	12 Months Avg PSA Approximation
	Avg PSA Since Cut-off Approximation	565.57%	590.79%	587.83%

PREPAYMENT CALCULATION METHODOLOGY
	Single Monthly Mortality (SMM): (Voluntary partial and full prepayments + Repurchases)/(Beg Principal Balance - Sched Principal)
	Conditional Prepayment Rate (CPR): 1-((1-SMM)^12)
	PSA Standard Prepayment Model: CPR/(0.02*min(30,WAS))
	Average SMM over period between nth month and mth month (AvgSMMn,m): [(1-SMMn) * (1-SMMn+1) . . . . . (1-SMMm)]^(1/months in period n,m)
	Average CPR over period between the nth month and mth month (AvgCPRn,m): 1-((1-AvgSMMn,m)^12)
	Average PSA Approximation over period between the nth month and mth month: AvgCPRn,m/(0.02*Avg WASn,m))
	Average WASn,m: (min(30,WASn)+min(30,WASn+1)+. . . . . +min(30,WASm)/(number of months in the period n,m)
	Weighted Average Seasoning (WAS)

	Note: Prepayment rates are calculated since deal issue date and include partial and full voluntary prepayments and repurchases.
	Dates correspond to distribution dates.

SUMMARY					LOAN GROUP

Total Loan Count = 24					Loan Group 1 = Group 1 Group
Total Original Principal Balance = 3,025,660.00					Loan Group 2 = Group 2 Group
Total Prepayment Amount = 3,003,914.29




Loan Number		Original			Current	State &	Type Prepayment
&	Loan	Principal	Prepayment	Prepayment	Note	LTV at	&	Origination
Loan Group	Status	Balance	Amount	Date	Rate	Origination	Original Term	Date

22408518 1		216,000.00	214,348.20	Apr-17-03	7.990%	CA - 87.00%	Paid Off - 360	Apr-09-02
22409006 1		99,390.00	99,137.73	Apr-15-03	12.250%	CA - 65.00%	Paid Off - 360	Jun-11-02
22409126 1		144,000.00	143,247.44	Apr-02-03	8.250%	OR - 72.00%	Paid Off - 360	Jul-01-02
22409326 1		102,000.00	101,699.22	Apr-25-03	10.350%	MA - 80.30%	Paid Off - 360	Jul-16-02
22409742 1		93,000.00	92,515.13	Apr-07-03	8.500%	VA - 88.50%	Paid Off - 336	Jul-25-02
22409758 1		17,000.00	16,948.10	Apr-01-03	11.000%	OH - 26.10%	Paid Off - 360	Aug-08-02
22409790 1		135,920.00	135,191.56	Apr-04-03	8.125%	CA - 80.00%	Paid Off - 360	Jul-17-02
22409886 1		95,500.00	86,819.08	Apr-02-03	9.950%	CA - 63.60%	Paid Off - 181	Mar-09-93
22410238 1		111,000.00	110,412.42	Apr-15-03	7.500%	PA - 69.30%	Paid Off - 360	Jul-31-02
22411014 1		75,000.00	73,619.64	Apr-29-03	9.750%	MI - 69.40%	Paid Off - 180	Aug-20-02
22411214 1		68,000.00	67,744.48	Apr-29-03	7.500%	MO - 80.00%	Paid Off - 360	Sep-30-02
22413654 1		125,000.00	124,574.12	Apr-07-03	7.990%	CA - 62.50%	Paid Off - 360	Aug-30-02
22413838 1		120,000.00	119,570.99	Apr-22-03	7.750%	IL - 82.20%	Paid Off - 360	Sep-27-02
22415038 1		64,800.00	64,241.81	Apr-30-03	7.990%	WI - 80.00%	Paid Off - 240	Sep-30-02
22416071 1		55,500.00	54,900.06	Apr-10-03	8.875%	IA - 74.00%	Paid Off - 180	Oct-02-02
22416903 1		254,000.00	253,029.40	Apr-30-03	7.990%	MA - 89.00%	Paid Off - 360	Oct-21-02
22417279 1		30,000.00	29,941.88	Apr-30-03	10.700%	MI - 61.80%	Paid Off - 360	Oct-07-02
22418127 1		52,000.00	51,900.70	Apr-01-03	9.700%	FL - 75.00%	Paid Off - 360	Oct-31-02
22420599 1		93,600.00	93,425.03	Apr-04-03	9.800%	TN - 90.00%	Paid Off - 360	Oct-08-02
22423839 1		185,600.00	185,095.83	Apr-09-03	7.990%	CA - 80.00%	Paid Off - 360	Nov-01-02
22979135 1		91,000.00	90,144.24	Apr-04-03	7.000%	WI - 79.10%	Paid Off - 360	Sep-27-02
22980087 1		162,900.00	162,552.83	Apr-10-03	7.750%	CA - 90.00%	Paid Off - 360	Dec-03-02
22980607 1		218,450.00	217,984.44	Apr-07-03	7.750%	CA - 85.00%	Paid Off - 360	Dec-04-02
22412046 2		416,000.00	414,869.96	Apr-11-03	7.990%	CA - 80.00%	Paid Off - 360	Aug-19-02

COLLATERAL REALIZED LOSSES		GROUP 2	GROUP 1	TOTAL

	Current
	Number of Loans Liquidated	-	-	-
	Collateral Realized Loss/(Gain) Amount	-	-	-
	Net Liquidation Proceeds	-	-	-

	Cumulative
	Number of Loans Liquidated	-	-	-
	Collateral Realized Loss/(Gain) Amount	-	-	-
	Net Liquidation Proceeds	-	-	-

	Note: Collateral Realized Loss Amount may include adjustments to loans liquidated in prior periods.


	Supplemental Gains/(Losses)	0.00	0.00	0.00

DEFAULT SPEEDS		GROUP 2	GROUP 1	TOTAL

	MDR	0.00%	0.00%	0.00%
	3 Months Avg MDR	0.00%	0.00%	0.00%
	12 Months Avg MDR
	Avg MDR Since Cut-off	0.00%	0.00%	0.00%

	CDR	0.00%	0.00%	0.00%
	3 Months Avg CDR	0.00%	0.00%	0.00%
	12 Months Avg CDR
	Avg CDR Since Cut-off	0.00%	0.00%	0.00%

	SDA	0.00%	0.00%	0.00%
	3 Months Avg SDA Approximation	0.00%	0.00%	0.00%
	12 Months Avg SDA Approximation
	Avg SDA Since Cut-off Approximation	0.00%	0.00%	0.00%

	Loss Severity Approximation for Current Period
	3 Months Avg Loss Severity Approximation
	12 Months Avg Loss Severity Approximation
	Avg Loss Severity Approximation Since Cut-off

COLLATERAL REALIZED LOSS CALCULATION METHODOLOGY
	Monthly Default Rate (MDR): (Beg Principal Balance of Liquidated Loans)/(Total Beg Principal Balance)
	Conditional Default Rate (CDR): 1-((1-MDR)^12)
	SDA Standard Default Assumption: CDR/IF(WAS<61,MIN(30,WAS)0.02,MAX(0.03,MIN(30,WAS)0.02-0.0095*(WAS-60)))
	Average MDR over period between nth month and mth month (AvgMDRn,m): [(1-MDRn) * (1-MDRn+1) . . . . . (1-MDRm)]^(1/months in period n,m)
	Average CDR over period between the nth month and mth month (AvgCDRn,m): 1-((1-AvgMDRn,m)^12)
	Average SDA Approximation over period between the nth month and mth month:
	AvgCDRn,m/IF(Avg WASn,m<61,MIN(30,Avg WASn,m)0.02,MAX(0.03,MIN(30,Avg WASn,m)0.02-0.0095*(Avg WASn,m-60)))
	Average WASn,m: (WASn + WASn+1 +. . . . . + WASm )/(number of months in the period n,m)
	Loss Severity Approximation for current period: sum(Realized Loss Amount)/sum(Beg Principal Balance of Liquidated Loans)
	Average Loss Severity Approximation over period between nth month and mth month: Avg(Loss Severityn,m)
	Note: Default rates are calculated since deal issue date and include realized gains and additional realized losses and gains from prior periods.
	Dates correspond to distribution dates.

TRIGGER EVENTS		GROUP 2	GROUP 1	TOTAL

	Delinquency Event Occurring?		No	No
	Cummulative Loss Event Occurring?		No	No



















ADJUSTABLE RATE CERTIFICATE INFORMATION		GROUP 2	GROUP 1	TOTAL
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ADDITIONAL INFORMATION		GROUP 2	GROUP 1	TOTAL
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