Aames 2000-2
Mortgage Pass-Through Certificates
Collateral Report for May 25, 2001 Distribution
Collateral Report |
COLLATERAL | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
Loan Count: | ||||||||
Original | 353 | 2629 | 1983 | 4965 | ||||
Prior | 341 | 2,572 | 1,921 | 4,834 | ||||
Prefunding | - | - | - | - | ||||
Scheduled Paid Offs | - | - | - | - | ||||
Full Voluntary Prepayments | (5) | (30) | (19) | (54) | ||||
Repurchases | - | - | - | - | ||||
Liquidations | - | - | - | - | ||||
Current | 336 | 2,542 | 1,902 | 4,780 | ||||
Principal Balance: | ||||||||
Original | 60,473,582.84 | 263,669,032.53 | 147,312,048.99 | 471,454,664.36 | ||||
Prior | 57,207,349.02 | 257,472,216.01 | 142,008,942.07 | 456,688,507.10 | ||||
Prefunding | - | - | - | - | ||||
Scheduled Principal | (26,090.15) | (98,876.51) | (92,374.26) | (217,340.92) | ||||
Partial and Full Voluntary Prepayments | (1,277,818.98) | (3,088,432.17) | (1,476,128.76) | (5,842,379.91) | ||||
Repurchases | - | - | - | - | ||||
Liquidations | - | - | - | - | ||||
Current | 55,903,439.89 | 254,284,907.33 | 140,440,439.05 | 450,628,786.27 | ||||
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 May 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 | 10.184049% | 10.654960% | 10.898976% | 10.670299% | ||||
Weighted Average Coupon Current | 10.184677% | 10.656874% | 10.889763% | 10.670142% | ||||
Weighted Average Months to Maturity Original | 356 | 357 | 330 | 348 | ||||
Weighted Average Months to Maturity Prior | 353 | 354 | 324 | 345 | ||||
Weighted Average Months to Maturity Current | 352 | 353 | 325 | 344 | ||||
Weighted Avg Remaining Amortization Term Original | 356 | 356 | 330 | 348 | ||||
Weighted Avg Remaining Amortization Term Prior | 353 | 354 | 326 | 345 | ||||
Weighted Avg Remaining Amortization Term Current | 351 | 353 | 325 | 344 | ||||
Weighted Average Seasoning Original | 2.46 | 2.38 | 2.15 | 2.32 | ||||
Weighted Average Seasoning Prior | 5.48 | 5.37 | 5.14 | 5.31 | ||||
Weighted Average Seasoning Current | 6.49 | 6.37 | 6.14 | 6.31 | ||||
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 May 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 | 6.390% | 6.263% | ||||||
Weighted Average Margin Current | 6.391% | 6.263% | ||||||
Weighted Average Max Rate Original | ||||||||
Weighted Average Max Rate Prior | 16.187% | 16.658% | ||||||
Weighted Average Max Rate Current | 16.186% | 16.659% | ||||||
Weighted Average Min Rate Original | 10.220% | 10.665% | ||||||
Weighted Average Min Rate Prior | 10.184% | 10.655% | ||||||
Weighted Average Min Rate Current | 10.185% | 10.656% | ||||||
Weighted Average Cap Up Original | 2.000% | 2.002% | ||||||
Weighted Average Cap Up Prior | 2.000% | 2.002% | ||||||
Weighted Average Cap Up Current | 1.000% | 1.001% | ||||||
Weighted Average Cap Down Original | 2.000% | 2.002% | ||||||
Weighted Average Cap Down Prior | 2.000% | 2.002% | ||||||
Weighted Average Cap Down Current | 1.000% | 1.001% | ||||||
Note: Original information refers to deal issue. | ||||||||
SERVICING FEES / ADVANCES | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
Current Servicing Fees | 4,263.02 | 15,996.05 | 9,491.19 | 29,750.26 | ||||
Delinquent Servicing Fees | 19,573.38 | 91,284.04 | 49,679.20 | 160,536.62 | ||||
TOTAL SERVICING FEES | 23,836.40 | 107,280.09 | 59,170.39 | 190,286.88 | ||||
Total Servicing Fees | 23,836.40 | 107,280.09 | 59,170.39 | 190,286.88 | ||||
Compensating Interest | 6,287.77 | 12,605.76 | 7,245.65 | 26,139.18 | ||||
Delinquent Servicing Fees | (19,573.38) | (91,284.04) | (49,679.20) | (160,536.62) | ||||
COLLECTED SERVICING FEES | 10,550.79 | 28,601.81 | 16,736.84 | 55,889.44 | ||||
Prepayment Interest Shortfall | 6,287.77 | 12,605.76 | 7,245.65 | 26,139.18 | ||||
Total Advanced Interest | 382,039.65 | 1,860,222.64 | 1,037,273.26 | 3,279,535.55 | ||||
ADDITIONAL COLLATERAL INFORMATION | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
SPACE INTENTIONALLY LEFT BLANK | ||||||||
Page 12 of 27 | © COPYRIGHT 2001 Deutsche Bank |