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

© 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