Aames 2000-1
Mortgage Pass-Through Certificates
Collateral Report for March 26, 2001 Distribution
Collateral Report |
COLLATERAL | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
Loan Count: | ||||||||
Original | 1129 | 1343 | 2965 | 5437 | ||||
Prior | 1,078 | 1,293 | 2,865 | 5,236 | ||||
Prefunding | - | - | - | - | ||||
Scheduled Paid Offs | - | - | - | - | ||||
Full Voluntary Prepayments | (13) | (18) | (31) | (62) | ||||
Repurchases | - | - | - | - | ||||
Liquidations | - | - | - | - | ||||
Current | 1,065 | 1,275 | 2,834 | 5,174 | ||||
Principal Balance: | ||||||||
Original | 125,560,028.42 | 125,560,262.45 | 208,881,572.38 | 460,001,863.25 | ||||
Prior | 119,822,194.61 | 119,783,885.56 | 201,501,708.58 | 441,107,788.75 | ||||
Prefunding | - | - | - | - | ||||
Scheduled Principal | (49,191.39) | (43,886.26) | (141,237.10) | (234,314.75) | ||||
Partial and Full Voluntary Prepayments | (1,316,131.01) | (1,800,709.03) | (2,272,207.89) | (5,389,047.93) | ||||
Repurchases | - | - | - | - | ||||
Liquidations | - | - | - | - | ||||
Current | 118,456,872.21 | 117,939,290.27 | 199,088,263.59 | 435,484,426.07 | ||||
PREFUNDING | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
Prefunding Beginning Balance | 0.00 | 0.00 | 0.00 | 0.00 | ||||
Balance of Subsequent Loans Transfered | 0.00 | 0.00 | 0.00 | 0.00 | ||||
Prefunded Amount Dispursed To Offered Certificates | 0.00 | 0.00 | 0.00 | 0.00 | ||||
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 27 | © COPYRIGHT 2001 Deutsche Bank |
Aames 2000-1
Mortgage Pass-Through Certificates
Collateral Report for March 26, 2001 Distribution
Collateral Report |
CHARACTERISTICS | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
Weighted Average Coupon Original | 10.627317% | 10.860670% | 10.921251% | 10.824484% | ||||
Weighted Average Coupon Prior | 10.624362% | 10.856118% | 10.908961% | 10.817075% | ||||
Weighted Average Coupon Current | 10.621373% | 10.849531% | 10.910940% | 10.815606% | ||||
Weighted Average Months to Maturity Original | 356 | 356 | 325 | 342 | ||||
Weighted Average Months to Maturity Prior | 352 | 352 | 319 | 337 | ||||
Weighted Average Months to Maturity Current | 351 | 351 | 318 | 336 | ||||
Weighted Avg Remaining Amortization Term Original | 355 | 355 | 324 | 341 | ||||
Weighted Avg Remaining Amortization Term Prior | 352 | 351 | 319 | 337 | ||||
Weighted Avg Remaining Amortization Term Current | 351 | 350 | 318 | 336 | ||||
Weighted Average Seasoning Original | 2.99 | 2.99 | 2.92 | 2.96 | ||||
Weighted Average Seasoning Prior | 6.99 | 6.97 | 6.86 | 6.92 | ||||
Weighted Average Seasoning Current | 7.98 | 7.95 | 7.84 | 7.91 | ||||
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 27 | © COPYRIGHT 2001 Deutsche Bank |
Aames 2000-1
Mortgage Pass-Through Certificates
Collateral Report for March 26, 2001 Distribution
Collateral Report |
ARM CHARACTERISTICS | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
Weighted Average Margin Original | 6.029% | 6.115% | ||||||
Weighted Average Margin Prior | 6.023% | 6.112% | ||||||
Weighted Average Margin Current | 6.027% | 6.111% | ||||||
Weighted Average Max Rate Original | ||||||||
Weighted Average Max Rate Prior | 16.633% | 16.851% | ||||||
Weighted Average Max Rate Current | 16.630% | 16.844% | ||||||
Weighted Average Min Rate Original | 10.627% | 10.858% | ||||||
Weighted Average Min Rate Prior | 10.618% | 10.847% | ||||||
Weighted Average Min Rate Current | 10.615% | 10.841% | ||||||
Weighted Average Cap Up Original | 2.005% | 2.001% | ||||||
Weighted Average Cap Up Prior | 2.006% | 2.001% | ||||||
Weighted Average Cap Up Current | 2.006% | 2.001% | ||||||
Weighted Average Cap Down Original | 2.005% | 2.001% | ||||||
Weighted Average Cap Down Prior | 2.006% | 2.001% | ||||||
Weighted Average Cap Down Current | 2.006% | 2.001% | ||||||
Note: Original information refers to deal issue. | ||||||||
SERVICING FEES / ADVANCES | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
Current Servicing Fees | 6,137.58 | 6,314.25 | 12,156.10 | 24,607.93 | ||||
Delinquent Servicing Fees | 43,788.33 | 43,595.70 | 71,802.94 | 159,186.97 | ||||
TOTAL SERVICING FEES | 49,925.91 | 49,909.95 | 83,959.04 | 183,794.90 | ||||
Total Servicing Fees | 49,925.91 | 49,909.95 | 83,959.04 | 183,794.90 | ||||
Compensating Interest | 8,531.30 | 10,937.09 | 10,021.52 | 29,489.91 | ||||
Delinquent Servicing Fees | (43,788.33) | (43,595.70) | (71,802.94) | (159,186.97) | ||||
COLLECTED SERVICING FEES | 14,668.88 | 17,251.34 | 22,177.62 | 54,097.84 | ||||
Prepayment Interest Shortfall | 8,531.30 | 10,937.09 | 10,021.52 | 29,489.91 | ||||
Total Advanced Interest | 888,530.73 | 904,167.56 | 1,502,654.98 | 3,295,353.27 | ||||
ADDITIONAL COLLATERAL INFORMATION | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
SPACE INTENTIONALLY LEFT BLANK | ||||||||
Page 12 of 27 | © COPYRIGHT 2001 Deutsche Bank |