Aames 2000-2
Mortgage Pass-Through Certificates
Collateral Report for June 25, 2001 Distribution
Collateral Report |
COLLATERAL | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
Loan Count: | ||||||||
Original | 353 | 2629 | 1983 | 4965 | ||||
Prior | 336 | 2,542 | 1,902 | 4,780 | ||||
Prefunding | - | - | - | - | ||||
Scheduled Paid Offs | - | - | - | - | ||||
Full Voluntary Prepayments | (8) | (24) | (29) | (61) | ||||
Repurchases | - | - | - | - | ||||
Liquidations | - | - | - | - | ||||
Current | 328 | 2,518 | 1,873 | 4,719 | ||||
Principal Balance: | ||||||||
Original | 60,473,582.84 | 263,669,032.53 | 147,312,048.99 | 471,454,664.36 | ||||
Prior | 55,903,439.89 | 254,284,907.33 | 140,440,439.05 | 450,628,786.27 | ||||
Prefunding | - | - | - | - | ||||
Scheduled Principal | (24,320.49) | (97,162.12) | (91,750.73) | (213,233.34) | ||||
Partial and Full Voluntary Prepayments | (1,308,382.18) | (3,456,220.64) | (2,204,394.75) | (6,968,997.57) | ||||
Repurchases | - | - | - | - | ||||
Liquidations | - | - | - | - | ||||
Current | 54,570,737.22 | 250,731,524.57 | 138,144,293.57 | 443,446,555.36 | ||||
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 June 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 | 10.184677% | 10.656874% | 10.889763% | 10.670142% | ||||
Weighted Average Coupon Current | 10.177631% | 10.657164% | 10.890790% | 10.670485% | ||||
Weighted Average Months to Maturity Original | 356 | 357 | 330 | 348 | ||||
Weighted Average Months to Maturity Prior | 352 | 353 | 325 | 344 | ||||
Weighted Average Months to Maturity Current | 351 | 352 | 323 | 343 | ||||
Weighted Avg Remaining Amortization Term Original | 356 | 356 | 330 | 348 | ||||
Weighted Avg Remaining Amortization Term Prior | 351 | 353 | 325 | 344 | ||||
Weighted Avg Remaining Amortization Term Current | 350 | 351 | 324 | 343 | ||||
Weighted Average Seasoning Original | 2.46 | 2.38 | 2.15 | 2.32 | ||||
Weighted Average Seasoning Prior | 6.49 | 6.37 | 6.14 | 6.31 | ||||
Weighted Average Seasoning Current | 7.49 | 7.37 | 7.14 | 7.31 | ||||
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 June 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% | 6.263% | ||||||
Weighted Average Margin Current | 6.392% | 6.263% | ||||||
Weighted Average Max Rate Original | ||||||||
Weighted Average Max Rate Prior | 16.186% | 16.659% | ||||||
Weighted Average Max Rate Current | 16.179% | 16.660% | ||||||
Weighted Average Min Rate Original | 10.220% | 10.665% | ||||||
Weighted Average Min Rate Prior | 10.185% | 10.656% | ||||||
Weighted Average Min Rate Current | 10.178% | 10.657% | ||||||
Weighted Average Cap Up Original | 2.000% | 2.002% | ||||||
Weighted Average Cap Up Prior | 1.000% | 1.001% | ||||||
Weighted Average Cap Up Current | 1.000% | 1.001% | ||||||
Weighted Average Cap Down Original | 2.000% | 2.002% | ||||||
Weighted Average Cap Down Prior | 1.000% | 1.001% | ||||||
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 | 3,915.10 | 15,571.28 | 10,090.25 | 29,576.63 | ||||
Delinquent Servicing Fees | 19,378.00 | 90,380.77 | 48,426.60 | 158,185.37 | ||||
TOTAL SERVICING FEES | 23,293.10 | 105,952.05 | 58,516.85 | 187,762.00 | ||||
Total Servicing Fees | 23,293.10 | 105,952.05 | 58,516.85 | 187,762.00 | ||||
Compensating Interest | 9,676.99 | 14,976.75 | 8,958.67 | 33,612.41 | ||||
Delinquent Servicing Fees | (19,378.00) | (90,380.77) | (48,426.60) | (158,185.37) | ||||
COLLECTED SERVICING FEES | 13,592.09 | 30,548.03 | 19,048.92 | 63,189.04 | ||||
Prepayment Interest Shortfall | 9,676.99 | 14,976.75 | 8,958.67 | 33,612.41 | ||||
Total Advanced Interest | 377,986.56 | 1,842,785.35 | 1,013,661.78 | 3,234,433.69 | ||||
ADDITIONAL COLLATERAL INFORMATION | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
SPACE INTENTIONALLY LEFT BLANK | ||||||||
Page 12 of 27 | © COPYRIGHT 2001 Deutsche Bank |