Aames 2000-2
Mortgage Pass-Through Certificates
Collateral Report for March 26, 2001 Distribution
Collateral Report |
COLLATERAL | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
Loan Count: | ||||||||
Original | 353 | 2629 | 1983 | 4965 | ||||
Prior | 350 | 2,606 | 1,954 | 4,910 | ||||
Prefunding | - | - | - | - | ||||
Scheduled Paid Offs | - | - | - | - | ||||
Full Voluntary Prepayments | (2) | (11) | (12) | (25) | ||||
Repurchases | - | - | - | - | ||||
Liquidations | - | - | - | - | ||||
Current | 348 | 2,595 | 1,942 | 4,885 | ||||
Principal Balance: | ||||||||
Original | 60,473,582.84 | 263,669,032.53 | 147,312,048.99 | 471,454,664.36 | ||||
Prior | 59,430,688.61 | 261,147,058.88 | 144,530,963.56 | 465,108,711.05 | ||||
Prefunding | - | - | - | - | ||||
Scheduled Principal | (25,444.38) | (96,093.70) | (90,920.81) | (212,458.89) | ||||
Partial and Full Voluntary Prepayments | (131,096.10) | (1,253,921.16) | (975,889.41) | (2,360,906.67) | ||||
Repurchases | - | - | - | - | ||||
Liquidations | - | - | - | - | ||||
Current | 59,274,148.13 | 259,797,044.02 | 143,464,153.34 | 462,535,345.49 | ||||
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 26 | © COPYRIGHT 2001 Deutsche Bank |
Aames 2000-2
Mortgage Pass-Through Certificates
Collateral Report for March 26, 2001 Distribution
Collateral Report |
CHARACTERISTICS | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
Weighted Average Coupon Original | 10.219816% | 10.665342% | 10.904936% | 10.683059% | ||||
Weighted Average Coupon Prior | 10.208925% | 10.662647% | 10.900476% | 10.678874% | ||||
Weighted Average Coupon Current | 10.187708% | 10.657921% | 10.898176% | 10.672497% | ||||
Weighted Average Months to Maturity Original | 356 | 357 | 330 | 348 | ||||
Weighted Average Months to Maturity Prior | 355 | 356 | 329 | 347 | ||||
Weighted Average Months to Maturity Current | 354 | 355 | 327 | 346 | ||||
Weighted Avg Remaining Amortization Term Original | 356 | 356 | 330 | 348 | ||||
Weighted Avg Remaining Amortization Term Prior | 355 | 355 | 328 | 347 | ||||
Weighted Avg Remaining Amortization Term Current | 354 | 354 | 327 | 346 | ||||
Weighted Average Seasoning Original | 2.46 | 2.38 | 2.15 | 2.32 | ||||
Weighted Average Seasoning Prior | 3.46 | 3.38 | 3.15 | 3.32 | ||||
Weighted Average Seasoning Current | 4.46 | 4.38 | 4.14 | 4.32 | ||||
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 March 26, 2001 Distribution
Collateral Report |
ARM CHARACTERISTICS | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
Weighted Average Margin Original | 6.376% | 6.263% | ||||||
Weighted Average Margin Prior | 6.373% | 6.264% | ||||||
Weighted Average Margin Current | 6.391% | 6.265% | ||||||
Weighted Average Max Rate Original | ||||||||
Weighted Average Max Rate Prior | 16.212% | 16.665% | ||||||
Weighted Average Max Rate Current | 16.190% | 16.661% | ||||||
Weighted Average Min Rate Original | 10.220% | 10.665% | ||||||
Weighted Average Min Rate Prior | 10.209% | 10.663% | ||||||
Weighted Average Min Rate Current | 10.188% | 10.658% | ||||||
Weighted Average Cap Up Original | 2.000% | 2.002% | ||||||
Weighted Average Cap Up Prior | 2.000% | 2.002% | ||||||
Weighted Average Cap Up Current | 2.000% | 2.002% | ||||||
Weighted Average Cap Down Original | 2.000% | 2.002% | ||||||
Weighted Average Cap Down Prior | 2.000% | 2.002% | ||||||
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 | 3,166.20 | 15,571.73 | 9,669.77 | 28,407.70 | ||||
Delinquent Servicing Fees | 21,596.58 | 93,239.55 | 50,551.46 | 165,387.59 | ||||
TOTAL SERVICING FEES | 24,762.78 | 108,811.28 | 60,221.23 | 193,795.29 | ||||
Total Servicing Fees | 24,762.78 | 108,811.28 | 60,221.23 | 193,795.29 | ||||
Compensating Interest | 410.37 | 2,953.96 | 2,076.78 | 5,441.11 | ||||
Delinquent Servicing Fees | (21,596.58) | (93,239.55) | (50,551.46) | (165,387.59) | ||||
COLLECTED SERVICING FEES | 3,576.57 | 18,525.69 | 11,746.55 | 33,848.81 | ||||
Prepayment Interest Shortfall | 410.37 | 2,953.96 | 2,076.78 | 5,441.11 | ||||
Total Advanced Interest | 421,204.92 | 1,898,035.15 | 1,055,261.77 | 3,374,501.84 | ||||
ADDITIONAL COLLATERAL INFORMATION | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
SPACE INTENTIONALLY LEFT BLANK | ||||||||
Page 12 of 26 | © COPYRIGHT 2001 Deutsche Bank |