Aames 2000-1
Mortgage Pass-Through Certificates
Collateral Report for June 25, 2001 Distribution
Collateral Report |
COLLATERAL | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
Loan Count: | ||||||||
Original | 1129 | 1343 | 2965 | 5437 | ||||
Prior | 1,025 | 1,230 | 2,737 | 4,992 | ||||
Prefunding | - | - | - | - | ||||
Scheduled Paid Offs | - | - | - | - | ||||
Full Voluntary Prepayments | (27) | (37) | (64) | (128) | ||||
Repurchases | - | - | - | - | ||||
Liquidations | - | - | (1) | (1) | ||||
Current | 998 | 1,193 | 2,672 | 4,863 | ||||
Principal Balance: | ||||||||
Original | 125,560,028.42 | 125,560,262.45 | 208,881,572.38 | 460,001,863.25 | ||||
Prior | 113,656,061.60 | 114,156,558.32 | 192,519,570.77 | 420,332,190.69 | ||||
Prefunding | - | - | - | - | ||||
Scheduled Principal | (46,015.26) | (44,319.00) | (144,162.75) | (234,497.01) | ||||
Partial and Full Voluntary Prepayments | (3,710,193.60) | (3,807,125.56) | (4,549,524.40) | (12,066,843.56) | ||||
Repurchases | - | - | - | - | ||||
Liquidations | - | - | (9,959.59) | (9,959.59) | ||||
Current | 109,899,852.74 | 110,305,113.76 | 187,815,924.03 | 408,020,890.53 | ||||
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 June 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 | 10.585649% | 10.843972% | 10.905416% | 10.802184% | ||||
Weighted Average Coupon Current | 10.576877% | 10.836603% | 10.899431% | 10.795150% | ||||
Weighted Average Months to Maturity Original | 356 | 356 | 325 | 342 | ||||
Weighted Average Months to Maturity Prior | 349 | 349 | 316 | 334 | ||||
Weighted Average Months to Maturity Current | 348 | 348 | 314 | 332 | ||||
Weighted Avg Remaining Amortization Term Original | 355 | 355 | 324 | 341 | ||||
Weighted Avg Remaining Amortization Term Prior | 349 | 348 | 316 | 334 | ||||
Weighted Avg Remaining Amortization Term Current | 348 | 347 | 315 | 333 | ||||
Weighted Average Seasoning Original | 2.99 | 2.99 | 2.92 | 2.96 | ||||
Weighted Average Seasoning Prior | 9.98 | 9.96 | 9.83 | 9.91 | ||||
Weighted Average Seasoning Current | 10.97 | 10.96 | 10.82 | 10.90 | ||||
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 June 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 | 6.010% | 6.105% | ||||||
Weighted Average Margin Current | 6.005% | 6.102% | ||||||
Weighted Average Max Rate Original | ||||||||
Weighted Average Max Rate Prior | 16.594% | 16.839% | ||||||
Weighted Average Max Rate Current | 16.584% | 16.832% | ||||||
Weighted Average Min Rate Original | 10.627% | 10.858% | ||||||
Weighted Average Min Rate Prior | 10.579% | 10.836% | ||||||
Weighted Average Min Rate Current | 10.571% | 10.829% | ||||||
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 | 6,322.18 | 7,038.52 | 12,900.88 | 26,261.58 | ||||
Delinquent Servicing Fees | 41,034.51 | 40,526.72 | 67,315.61 | 148,876.84 | ||||
TOTAL SERVICING FEES | 47,356.69 | 47,565.24 | 80,216.49 | 175,138.42 | ||||
Total Servicing Fees | 47,356.69 | 47,565.24 | 80,216.49 | 175,138.42 | ||||
Compensating Interest | 21,110.62 | 20,240.73 | 19,715.13 | 61,066.48 | ||||
Delinquent Servicing Fees | (41,034.51) | (40,526.72) | (67,315.61) | (148,876.84) | ||||
COLLECTED SERVICING FEES | 27,432.80 | 27,279.25 | 32,616.01 | 87,328.06 | ||||
Prepayment Interest Shortfall | 21,110.62 | 20,240.73 | 19,715.13 | 61,066.48 | ||||
Total Advanced Interest | 829,414.36 | 841,558.54 | 1,409,497.31 | 3,080,470.21 | ||||
ADDITIONAL COLLATERAL INFORMATION | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
SPACE INTENTIONALLY LEFT BLANK | ||||||||
Page 12 of 28 | © COPYRIGHT 2001 Deutsche Bank |