Aames 2000-2
Mortgage Pass-Through Certificates
Collateral Report for January 25, 2001 Distribution
Collateral Report |
COLLATERAL | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
Loan Count: | ||||||||
Original | 353 | 2629 | 1983 | 4965 | ||||
Prior | - | - | - | - | ||||
Prefunding | - | - | - | - | ||||
Scheduled Paid Offs | - | - | - | - | ||||
Full Voluntary Prepayments | (2) | (8) | (9) | (19) | ||||
Repurchases | - | - | - | - | ||||
Liquidations | - | - | - | - | ||||
Current | 351 | 2,621 | 1,974 | 4,946 | ||||
Principal Balance: | ||||||||
Original | 60,473,582.84 | 263,669,032.53 | 147,312,048.99 | 471,454,664.36 | ||||
Prior | - | - | - | - | ||||
Prefunding | - | - | - | - | ||||
Scheduled Principal | (17,914.82) | (77,783.72) | (77,119.70) | (172,818.24) | ||||
Partial and Full Voluntary Prepayments | (496,192.82) | (952,346.27) | (847,920.98) | (2,296,460.07) | ||||
Repurchases | - | - | - | - | ||||
Liquidations | - | - | - | - | ||||
Current | 59,959,475.20 | 262,638,902.54 | 146,387,008.31 | 468,985,386.05 | ||||
PREFUNDING | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
Prefunding Beginning Balance | 0.00 | 0.00 | 48,000.00 | 48,000.00 | ||||
Balance of Subsequent Loans Transfered | 0.00 | 0.00 | 0.00 | 0.00 | ||||
Prefunded Amount Dispursed To Offered Certificates | 0.00 | 0.00 | (48,000.00) | (48,000.00) | ||||
Prefunding Ending Balance | 0.00 | 0.00 | 0.00 | 0.00 | ||||
Capitalized Interest Beginning Balance | 0.00 | 0.00 | 0.00 | 0.00 | ||||
Capitalized Interest Requirement | 0.00 | 0.00 | 0.00 | 0.00 | ||||
Capitalized Interest Released to Seller | 0.00 | 0.00 | 0.00 | 0.00 | ||||
Capitalized Interest Ending Balance | 0.00 | 0.00 | 0.00 | 0.00 | ||||
Current Prin Balance by Groups (in millions of dollars)
Total Current Principal Balance (in millions of dollars)
Page 10 of 26 | © COPYRIGHT 2001 Deutsche Bank |
Aames 2000-2
Mortgage Pass-Through Certificates
Collateral Report for January 25, 2001 Distribution
Collateral Report |
CHARACTERISTICS | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
Weighted Average Coupon Original | 10.219816% | 10.665342% | 10.904936% | 10.683059% | ||||
Weighted Average Coupon Prior | ||||||||
Weighted Average Coupon Current | 10.219816% | 10.665342% | 10.904936% | 10.683059% | ||||
Weighted Average Months to Maturity Original | 356 | 357 | 330 | 348 | ||||
Weighted Average Months to Maturity Prior | - | - | - | - | ||||
Weighted Average Months to Maturity Current | 356 | 357 | 330 | 348 | ||||
Weighted Avg Remaining Amortization Term Original | 356 | 356 | 330 | 348 | ||||
Weighted Avg Remaining Amortization Term Prior | - | - | - | - | ||||
Weighted Avg Remaining Amortization Term Current | 356 | 356 | 330 | 348 | ||||
Weighted Average Seasoning Original | 2.46 | 2.38 | 2.15 | 2.32 | ||||
Weighted Average Seasoning Prior | - | - | - | - | ||||
Weighted Average Seasoning Current | 2.46 | 2.38 | 2.15 | 2.32 | ||||
Note: Original information refers to deal issue. | ||||||||
WAC by Groups
Total WAC
WARAT by Groups
Total WARAT
Note: Dates correspond to distribution dates.
Page 11 of 26 | © COPYRIGHT 2001 Deutsche Bank |
Aames 2000-2
Mortgage Pass-Through Certificates
Collateral Report for January 25, 2001 Distribution
Collateral Report |
ARM CHARACTERISTICS | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
Weighted Average Margin Original | 6.376% | 6.263% | ||||||
Weighted Average Margin Prior | ||||||||
Weighted Average Margin Current | 6.376% | 6.263% | ||||||
Weighted Average Max Rate Original | ||||||||
Weighted Average Max Rate Prior | ||||||||
Weighted Average Max Rate Current | ||||||||
Weighted Average Min Rate Original | 10.220% | 10.665% | ||||||
Weighted Average Min Rate Prior | ||||||||
Weighted Average Min Rate Current | 10.220% | 10.665% | ||||||
Weighted Average Cap Up Original | 2.000% | 2.002% | ||||||
Weighted Average Cap Up Prior | ||||||||
Weighted Average Cap Up Current | 2.000% | 2.002% | ||||||
Weighted Average Cap Down Original | 2.000% | 2.002% | ||||||
Weighted Average Cap Down Prior | ||||||||
Weighted Average Cap Down Current | 2.000% | 2.002% | ||||||
Note: Original information refers to deal issue. | ||||||||
SERVICING FEES / ADVANCES | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
Current Servicing Fees | 3,078.12 | 15,368.59 | 9,728.10 | 28,174.81 | ||||
Delinquent Servicing Fees | 22,119.21 | 94,493.51 | 51,651.92 | 168,264.64 | ||||
TOTAL SERVICING FEES | 25,197.33 | 109,862.10 | 61,380.02 | 196,439.45 | ||||
Total Servicing Fees | 25,197.33 | 109,862.10 | 61,380.02 | 196,439.45 | ||||
Compensating Interest | 1,327.71 | 5,421.96 | 3,463.44 | 10,213.11 | ||||
Delinquent Servicing Fees | (22,119.21) | (94,493.51) | (51,651.92) | (168,264.64) | ||||
COLLECTED SERVICING FEES | 4,405.83 | 20,790.55 | 13,191.54 | 38,387.92 | ||||
Prepayment Interest Shortfall | 1,327.71 | 5,421.96 | 3,463.44 | 10,213.11 | ||||
Total Advanced Interest | 431,511.83 | 1,925,946.90 | 1,079,171.45 | 3,436,630.18 | ||||
ADDITIONAL COLLATERAL INFORMATION | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
SPACE INTENTIONALLY LEFT BLANK | ||||||||
Page 12 of 26 | © COPYRIGHT 2001 Deutsche Bank |