Aames 2000-1
Mortgage Pass-Through Certificates
Collateral Report for April 25, 2001 Distribution
Collateral Report |
COLLATERAL | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
Loan Count: | ||||||||
Original | 1129 | 1343 | 2965 | 5437 | ||||
Prior | 1,065 | 1,275 | 2,834 | 5,174 | ||||
Prefunding | - | - | - | - | ||||
Scheduled Paid Offs | - | - | - | - | ||||
Full Voluntary Prepayments | (22) | (21) | (56) | (99) | ||||
Repurchases | - | - | - | - | ||||
Liquidations | - | - | - | - | ||||
Current | 1,043 | 1,254 | 2,778 | 5,075 | ||||
Principal Balance: | ||||||||
Original | 125,560,028.42 | 125,560,262.45 | 208,881,572.38 | 460,001,863.25 | ||||
Prior | 118,456,872.21 | 117,939,290.27 | 199,088,263.59 | 435,484,426.07 | ||||
Prefunding | - | - | - | - | ||||
Scheduled Principal | (50,818.03) | (48,023.11) | (154,481.43) | (253,322.57) | ||||
Partial and Full Voluntary Prepayments | (2,899,163.99) | (1,643,961.18) | (3,710,383.31) | (8,253,508.48) | ||||
Repurchases | - | - | - | - | ||||
Liquidations | - | - | - | - | ||||
Current | 115,506,890.19 | 116,247,305.98 | 195,223,398.85 | 426,977,595.02 | ||||
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 28 | © COPYRIGHT 2001 Deutsche Bank |
Aames 2000-1
Mortgage Pass-Through Certificates
Collateral Report for April 25, 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 | 10.621373% | 10.849531% | 10.910940% | 10.815606% | ||||
Weighted Average Coupon Current | 10.608437% | 10.846437% | 10.915012% | 10.813048% | ||||
Weighted Average Months to Maturity Original | 356 | 356 | 325 | 342 | ||||
Weighted Average Months to Maturity Prior | 351 | 351 | 318 | 336 | ||||
Weighted Average Months to Maturity Current | 350 | 350 | 316 | 334 | ||||
Weighted Avg Remaining Amortization Term Original | 355 | 355 | 324 | 341 | ||||
Weighted Avg Remaining Amortization Term Prior | 351 | 350 | 318 | 336 | ||||
Weighted Avg Remaining Amortization Term Current | 350 | 349 | 317 | 335 | ||||
Weighted Average Seasoning Original | 2.99 | 2.99 | 2.92 | 2.96 | ||||
Weighted Average Seasoning Prior | 7.98 | 7.95 | 7.84 | 7.91 | ||||
Weighted Average Seasoning Current | 8.98 | 8.96 | 8.83 | 8.90 | ||||
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 28 | © COPYRIGHT 2001 Deutsche Bank |
Aames 2000-1
Mortgage Pass-Through Certificates
Collateral Report for April 25, 2001 Distribution
Collateral Report |
ARM CHARACTERISTICS | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
Weighted Average Margin Original | 6.029% | 6.115% | ||||||
Weighted Average Margin Prior | 6.027% | 6.111% | ||||||
Weighted Average Margin Current | 6.021% | 6.109% | ||||||
Weighted Average Max Rate Original | ||||||||
Weighted Average Max Rate Prior | 16.630% | 16.844% | ||||||
Weighted Average Max Rate Current | 16.617% | 16.841% | ||||||
Weighted Average Min Rate Original | 10.627% | 10.858% | ||||||
Weighted Average Min Rate Prior | 10.615% | 10.841% | ||||||
Weighted Average Min Rate Current | 10.602% | 10.837% | ||||||
Weighted Average Cap Up Original | 2.005% | 2.001% | ||||||
Weighted Average Cap Up Prior | 2.006% | 2.001% | ||||||
Weighted Average Cap Up Current | 1.003% | 1.001% | ||||||
Weighted Average Cap Down Original | 2.005% | 2.001% | ||||||
Weighted Average Cap Down Prior | 2.006% | 2.001% | ||||||
Weighted Average Cap Down Current | 1.003% | 1.001% | ||||||
Note: Original information refers to deal issue. | ||||||||
SERVICING FEES / ADVANCES | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
Current Servicing Fees | 8,270.05 | 7,292.41 | 16,080.59 | 31,643.05 | ||||
Delinquent Servicing Fees | 41,086.98 | 41,848.96 | 66,872.85 | 149,808.79 | ||||
TOTAL SERVICING FEES | 49,357.03 | 49,141.37 | 82,953.44 | 181,451.84 | ||||
Total Servicing Fees | 49,357.03 | 49,141.37 | 82,953.44 | 181,451.84 | ||||
Compensating Interest | 15,869.57 | 9,161.50 | 16,862.33 | 41,893.40 | ||||
Delinquent Servicing Fees | (41,086.98) | (41,848.96) | (66,872.85) | (149,808.79) | ||||
COLLECTED SERVICING FEES | 24,139.62 | 16,453.91 | 32,942.92 | 73,536.45 | ||||
Prepayment Interest Shortfall | 15,869.57 | 9,161.50 | 16,862.33 | 41,893.40 | ||||
Total Advanced Interest | 832,922.68 | 869,249.87 | 1,404,691.68 | 3,106,864.23 | ||||
ADDITIONAL COLLATERAL INFORMATION | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
SPACE INTENTIONALLY LEFT BLANK | ||||||||
Page 12 of 28 | © COPYRIGHT 2001 Deutsche Bank |