Aames 2001-1
Mortgage Pass-Through Certificates
Collateral Report for June 25, 2001 Distribution
COLLATERAL | | | | | GROUP 2 | GROUP 1 | TOTAL |
| Loan Count: | | | | | | | |
| Original | | | | | 378 | 1643 | 2021 |
| Prior | | | | | 378 | 1,622 | 2,000 |
| Prefunding | | | | | - | - | - |
| Scheduled Paid Offs | | | | - | - | - |
| Full Voluntary Prepayments | | | | (3) | (11) | (14) |
| Repurchases | | | | | - | - | - |
| Liquidations | | | | | - | - | - |
| Current | | | | | 375 | 1,611 | 1,986 |
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| Principal Balance: | | | | | | | |
| Original | | | | | 31,232,982.10 | 118,767,803.01 | 150,000,785.11 |
| Prior | | | | | 31,198,933.04 | 117,432,318.30 | 148,631,251.34 |
| Prefunding | | | | | - | - | - |
| Scheduled Principal | | | | (21,272.55) | (81,869.65) | (103,142.20) |
| Partial and Full Voluntary Prepayments | | | (481,543.05) | (865,932.34) | (1,347,475.39) |
| Repurchases | | | | | - | - | - |
| Liquidations | | | | | - | - | - |
| Current | | | | | 30,696,117.44 | 116,484,516.31 | 147,180,633.75 |
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PREFUNDING | | | | | GROUP 2 | GROUP 1 | TOTAL |
SPACE INTENTIONALLY LEFT BLANK |
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Current Prin Balance by Groups (in millions of dollars)
Total Current Principal Balance (in millions of dollars)
| | | | | | | Page 12 of 27 | © COPYRIGHT 2001 Deutsche Bank |
Aames 2001-1
Mortgage Pass-Through Certificates
Collateral Report for June 25, 2001 Distribution
CHARACTERISTICS | | | | | GROUP 2 | GROUP 1 | TOTAL |
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| Weighted Average Coupon Original | | | | 10.656586% | 10.827808% | 10.792156% |
| Weighted Average Coupon Prior | | | | 10.656699% | 10.828164% | 10.792434% |
| Weighted Average Coupon Current | | | | 10.656844% | 10.814762% | 10.781614% |
| Weighted Average Months to Maturity Original | | | 334 | 333 | 333 |
| Weighted Average Months to Maturity Prior | | | 333 | 331 | 331 |
| Weighted Average Months to Maturity Current | | | 330 | 329 | 329 |
| Weighted Avg Remaining Amortization Term Original | | | 334 | 332 | 333 |
| Weighted Avg Remaining Amortization Term Prior | | | 333 | 331 | 331 |
| Weighted Avg Remaining Amortization Term Current | | | 332 | 330 | 330 |
| Weighted Average Seasoning Original | | | 2.04 | 1.98 | 1.99 |
| Weighted Average Seasoning Prior | | | | 3.04 | 2.98 | 2.99 |
| Weighted Average Seasoning Current | | | 4.03 | 3.98 | 3.99 |
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Note: Original information refers to deal issue. | | | | | |
WAC by Groups
Total WAC
WARAT by Groups
Total WARAT
Note: Dates correspond to distribution dates.
| | | | | | | Page 13 of 27 | © COPYRIGHT 2001 Deutsche Bank |
Aames 2001-1
Mortgage Pass-Through Certificates
Collateral Report for June 25, 2001 Distribution
ARM CHARACTERISTICS | | | | GROUP 2 | GROUP 1 | TOTAL |
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| Weighted Average Margin Original | | | | 0.588% | 0.548% | |
| Weighted Average Margin Prior | | | | 0.588% | 0.548% | |
| Weighted Average Margin Current | | | | 0.588% | 0.554% | |
| Weighted Average Max Rate Original | | | 1.463% | 1.378% | |
| Weighted Average Max Rate Prior | | | | 1.464% | 1.380% | |
| Weighted Average Max Rate Current | | | 1.464% | 1.393% | |
| Weighted Average Min Rate Original | | | 0.939% | 0.877% | |
| Weighted Average Min Rate Prior | | | | 0.939% | 0.878% | |
| Weighted Average Min Rate Current | | | | 0.939% | 0.886% | |
| Weighted Average Cap Up Original | | | | 0.087% | 0.084% | |
| Weighted Average Cap Up Prior | | | | 0.087% | 0.084% | |
| Weighted Average Cap Up Current | | | | 0.087% | 0.084% | |
| Weighted Average Cap Down Original | | | 0.087% | 0.084% | |
| Weighted Average Cap Down Prior | | | | 0.087% | 0.084% | |
| Weighted Average Cap Down Current | | | 0.087% | 0.084% | |
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Note: Original information refers to deal issue. | | | | | |
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SERVICING FEES / ADVANCES | | | | GROUP 2 | GROUP 1 | TOTAL |
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| Current Servicing Fees | | | | 2,627.46 | 9,420.87 | 12,048.33 |
| Delinquent Servicing Fees | | | | 10,372.10 | 39,509.26 | 49,881.36 |
| Trustee Fees | | | | | 389.99 | 1,467.90 | 1,857.89 |
| TOTAL SERVICING FEES | | | | 13,389.55 | 50,398.03 | 63,787.58 |
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| Total Servicing Fees | | | | 13,389.55 | 50,398.03 | 63,787.58 |
| Compensating Month End Interest | | | | 1,481.91 | 2,060.71 | 3,542.62 |
| Delinquent Servicing Fees | | | | (10,372.10) | (39,509.26) | (49,881.36) |
| COLLECTED SERVICING FEES | | | | 4,499.36 | 12,949.48 | 17,448.84 |
| Prepayment Interest Shortfall | | | | 1,481.91 | 2,060.71 | 3,542.62 |
| Total Advanced Interest | | | | 211,648.45 | 816,116.03 | 1,027,764.48 |
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ADDITIONAL COLLATERAL INFORMATION | | | GROUP 2 | GROUP 1 | TOTAL |
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| Net Rate | | | | | 10.086748% | 10.217967% | 10.190600% |
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| | | | | | | Page 14 of 27 | © COPYRIGHT 2001 Deutsche Bank |
