Aames 2000-2
Mortgage Pass-Through Certificates
Collateral Report for April 25, 2001 Distribution
Collateral Report |
COLLATERAL | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
Loan Count: | ||||||||
Original | 353 | 2629 | 1983 | 4965 | ||||
Prior | 348 | 2,595 | 1,942 | 4,885 | ||||
Prefunding | - | - | - | - | ||||
Scheduled Paid Offs | - | - | - | - | ||||
Full Voluntary Prepayments | (7) | (23) | (21) | (51) | ||||
Repurchases | - | - | - | - | ||||
Liquidations | - | - | - | - | ||||
Current | 341 | 2,572 | 1,921 | 4,834 | ||||
Principal Balance: | ||||||||
Original | 60,473,582.84 | 263,669,032.53 | 147,312,048.99 | 471,454,664.36 | ||||
Prior | 59,274,148.13 | 259,797,044.02 | 143,464,153.34 | 462,535,345.49 | ||||
Prefunding | - | - | - | - | ||||
Scheduled Principal | (28,993.67) | (113,033.95) | (105,202.52) | (247,230.14) | ||||
Partial and Full Voluntary Prepayments | (2,037,805.44) | (2,211,794.06) | (1,350,008.75) | (5,599,608.25) | ||||
Repurchases | - | - | - | - | ||||
Liquidations | - | - | - | - | ||||
Current | 57,207,349.02 | 257,472,216.01 | 142,008,942.07 | 456,688,507.10 | ||||
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 2000-2
Mortgage Pass-Through Certificates
Collateral Report for April 25, 2001 Distribution
Collateral Report |
CHARACTERISTICS | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
Weighted Average Coupon Original | 10.219816% | 10.665342% | 10.904936% | 10.683059% | ||||
Weighted Average Coupon Prior | 10.187708% | 10.657921% | 10.898176% | 10.672497% | ||||
Weighted Average Coupon Current | 10.184049% | 10.654960% | 10.898976% | 10.670299% | ||||
Weighted Average Months to Maturity Original | 356 | 357 | 330 | 348 | ||||
Weighted Average Months to Maturity Prior | 354 | 355 | 327 | 346 | ||||
Weighted Average Months to Maturity Current | 353 | 354 | 324 | 345 | ||||
Weighted Avg Remaining Amortization Term Original | 356 | 356 | 330 | 348 | ||||
Weighted Avg Remaining Amortization Term Prior | 354 | 354 | 327 | 346 | ||||
Weighted Avg Remaining Amortization Term Current | 353 | 354 | 326 | 345 | ||||
Weighted Average Seasoning Original | 2.46 | 2.38 | 2.15 | 2.32 | ||||
Weighted Average Seasoning Prior | 4.46 | 4.38 | 4.14 | 4.32 | ||||
Weighted Average Seasoning Current | 5.48 | 5.37 | 5.14 | 5.31 | ||||
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 2000-2
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 | 6.376% | 6.263% | ||||||
Weighted Average Margin Prior | 6.391% | 6.265% | ||||||
Weighted Average Margin Current | 6.390% | 6.263% | ||||||
Weighted Average Max Rate Original | ||||||||
Weighted Average Max Rate Prior | 16.190% | 16.661% | ||||||
Weighted Average Max Rate Current | 16.187% | 16.658% | ||||||
Weighted Average Min Rate Original | 10.220% | 10.665% | ||||||
Weighted Average Min Rate Prior | 10.188% | 10.658% | ||||||
Weighted Average Min Rate Current | 10.184% | 10.655% | ||||||
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 | 4,722.12 | 20,716.67 | 12,867.20 | 38,305.99 | ||||
Delinquent Servicing Fees | 19,975.44 | 87,532.10 | 46,909.53 | 154,417.07 | ||||
TOTAL SERVICING FEES | 24,697.56 | 108,248.77 | 59,776.73 | 192,723.06 | ||||
Total Servicing Fees | 24,697.56 | 108,248.77 | 59,776.73 | 192,723.06 | ||||
Compensating Interest | 9,392.57 | 9,660.06 | 5,622.43 | 24,675.06 | ||||
Delinquent Servicing Fees | (19,975.44) | (87,532.10) | (46,909.53) | (154,417.07) | ||||
COLLECTED SERVICING FEES | 14,114.69 | 30,376.73 | 18,489.63 | 62,981.05 | ||||
Prepayment Interest Shortfall | 9,392.57 | 9,660.06 | 5,622.43 | 24,675.06 | ||||
Total Advanced Interest | 390,591.58 | 1,785,193.42 | 980,089.81 | 3,155,874.81 | ||||
ADDITIONAL COLLATERAL INFORMATION | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
SPACE INTENTIONALLY LEFT BLANK | ||||||||
Page 12 of 27 | © COPYRIGHT 2001 Deutsche Bank |