Aames 2000-1
Mortgage Pass-Through Certificates
Collateral Report for May 25, 2001 Distribution
Collateral Report |
COLLATERAL | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
Loan Count: | ||||||||
Original | 1129 | 1343 | 2965 | 5437 | ||||
Prior | 1,043 | 1,254 | 2,778 | 5,075 | ||||
Prefunding | - | - | - | - | ||||
Scheduled Paid Offs | - | - | - | - | ||||
Full Voluntary Prepayments | (18) | (24) | (41) | (83) | ||||
Repurchases | - | - | - | - | ||||
Liquidations | - | - | - | - | ||||
Current | 1,025 | 1,230 | 2,737 | 4,992 | ||||
Principal Balance: | ||||||||
Original | 125,560,028.42 | 125,560,262.45 | 208,881,572.38 | 460,001,863.25 | ||||
Prior | 115,506,890.19 | 116,247,305.98 | 195,223,398.85 | 426,977,595.02 | ||||
Prefunding | - | - | - | - | ||||
Scheduled Principal | (45,796.58) | (44,246.42) | (141,106.46) | (231,149.46) | ||||
Partial and Full Voluntary Prepayments | (1,805,032.01) | (2,046,501.24) | (2,562,721.62) | (6,414,254.87) | ||||
Repurchases | - | - | - | - | ||||
Liquidations | - | - | - | - | ||||
Current | 113,656,061.60 | 114,156,558.32 | 192,519,570.77 | 420,332,190.69 | ||||
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 May 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 | 10.608437% | 10.846437% | 10.915012% | 10.813048% | ||||
Weighted Average Coupon Current | 10.585649% | 10.843972% | 10.905416% | 10.802184% | ||||
Weighted Average Months to Maturity Original | 356 | 356 | 325 | 342 | ||||
Weighted Average Months to Maturity Prior | 350 | 350 | 316 | 334 | ||||
Weighted Average Months to Maturity Current | 349 | 349 | 316 | 334 | ||||
Weighted Avg Remaining Amortization Term Original | 355 | 355 | 324 | 341 | ||||
Weighted Avg Remaining Amortization Term Prior | 350 | 349 | 317 | 335 | ||||
Weighted Avg Remaining Amortization Term Current | 349 | 348 | 316 | 334 | ||||
Weighted Average Seasoning Original | 2.99 | 2.99 | 2.92 | 2.96 | ||||
Weighted Average Seasoning Prior | 8.98 | 8.96 | 8.83 | 8.90 | ||||
Weighted Average Seasoning Current | 9.98 | 9.96 | 9.83 | 9.91 | ||||
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 May 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 | 6.021% | 6.109% | ||||||
Weighted Average Margin Current | 6.010% | 6.105% | ||||||
Weighted Average Max Rate Original | ||||||||
Weighted Average Max Rate Prior | 16.617% | 16.841% | ||||||
Weighted Average Max Rate Current | 16.594% | 16.839% | ||||||
Weighted Average Min Rate Original | 10.627% | 10.858% | ||||||
Weighted Average Min Rate Prior | 10.602% | 10.837% | ||||||
Weighted Average Min Rate Current | 10.579% | 10.836% | ||||||
Weighted Average Cap Up Original | 2.005% | 2.001% | ||||||
Weighted Average Cap Up Prior | 1.003% | 1.001% | ||||||
Weighted Average Cap Up Current | 1.003% | 1.001% | ||||||
Weighted Average Cap Down Original | 2.005% | 2.001% | ||||||
Weighted Average Cap Down Prior | 1.003% | 1.001% | ||||||
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 | 5,153.47 | 6,163.69 | 11,504.30 | 22,821.46 | ||||
Delinquent Servicing Fees | 42,974.41 | 42,272.69 | 69,838.79 | 155,085.89 | ||||
TOTAL SERVICING FEES | 48,127.88 | 48,436.38 | 81,343.09 | 177,907.35 | ||||
Total Servicing Fees | 48,127.88 | 48,436.38 | 81,343.09 | 177,907.35 | ||||
Compensating Interest | 10,663.75 | 12,626.63 | 13,596.97 | 36,887.35 | ||||
Delinquent Servicing Fees | (42,974.41) | (42,272.69) | (69,838.79) | (155,085.89) | ||||
COLLECTED SERVICING FEES | 15,817.22 | 18,790.32 | 25,101.27 | 59,708.81 | ||||
Prepayment Interest Shortfall | 10,663.75 | 12,626.63 | 13,596.97 | 36,887.35 | ||||
Total Advanced Interest | 867,254.29 | 876,505.72 | 1,462,707.66 | 3,206,467.67 | ||||
ADDITIONAL COLLATERAL INFORMATION | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
SPACE INTENTIONALLY LEFT BLANK | ||||||||
Page 12 of 27 | © COPYRIGHT 2001 Deutsche Bank |