Aames 2001-4
Mortgage Pass-Through Certificates
Series 2001-4
Collateral Report for February 25, 2002 Distribution
COLLATERAL | | | | | | | TOTAL |
| Loan Count: | | | | | | | |
| Original | | | | | | | 2548 |
| Prior | | | | | | | 2,541 |
| Prefunding | | | | | | | - |
| Scheduled Paid Offs | | | | | | - |
| Full Voluntary Prepayments | | | | | | (20) |
| Repurchases | | | | | | | - |
| Liquidations | | | | | | | - |
| Current | | | | | | | 2,521 |
| | | | | | | | |
| Principal Balance: | | | | | | | |
| Original | | | | | | | 234,955,499.20 |
| Prior | | | | | | | 234,180,183.32 |
| Prefunding | | | | | | | - |
| Scheduled Principal | | | | | | (190,137.57) |
| Partial and Full Voluntary Prepayments | | | | | (2,543,573.65) |
| Repurchases | | | | | | | - |
| Liquidations | | | | | | | - |
| Current | | | | | | | 231,446,472.10 |
| | | | | | | | |
PREFUNDING | | | | | | | TOTAL |
SPACE INTENTIONALLY LEFT BLANK |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Current Prin Balance by Groups (in millions of dollars)
Total Current Principal Balance (in millions of dollars)
| | | | | | | Page 12 of 25 | © COPYRIGHT 2002 Deutsche Bank |
Aames 2001-4
Mortgage Pass-Through Certificates
Series 2001-4
Collateral Report for February 25, 2002 Distribution
CHARACTERISTICS | | | | | | | TOTAL |
| | | | | | | | |
| Weighted Average Coupon Original | | | | | | 9.348728% |
| Weighted Average Coupon Prior | | | | | | 9.348728% |
| Weighted Average Coupon Current | | | | | | 9.347309% |
| Weighted Average Months to Maturity Original | | | | | 98 |
| Weighted Average Months to Maturity Prior | | | | | 98 |
| Weighted Average Months to Maturity Current | | | | | 326 |
| Weighted Avg Remaining Amortization Term Original | | | | | 335 |
| Weighted Avg Remaining Amortization Term Prior | | | | | 335 |
| Weighted Avg Remaining Amortization Term Current | | | | | 334 |
| Weighted Average Seasoning Original | | | | | 1.85 |
| Weighted Average Seasoning Prior | | | | | | 1.85 |
| Weighted Average Seasoning Current | | | | | 2.85 |
| | | | | | | | |
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 25 | © COPYRIGHT 2002 Deutsche Bank |
Aames 2001-4
Mortgage Pass-Through Certificates
Series 2001-4
Collateral Report for February 25, 2002 Distribution
ARM CHARACTERISTICS | | | | | | TOTAL |
| | | | | | | | |
| Weighted Average Margin Original | | | | | | 0.518% |
| Weighted Average Margin Prior | | | | | | 0.518% |
| Weighted Average Margin Current | | | | | | 0.518% |
| Weighted Average Max Rate Original | | | | | 1.204% |
| Weighted Average Max Rate Prior | | | | | | 1.204% |
| Weighted Average Max Rate Current | | | | | 1.205% |
| Weighted Average Min Rate Original | | | | | 0.767% |
| Weighted Average Min Rate Prior | | | | | | 0.767% |
| Weighted Average Min Rate Current | | | | | | 0.768% |
| Weighted Average Cap Up Original | | | | | | 0.218% |
| Weighted Average Cap Up Prior | | | | | | 0.218% |
| Weighted Average Cap Up Current | | | | | | 0.219% |
| Weighted Average Cap Down Original | | | | | 0.073% |
| Weighted Average Cap Down Prior | | | | | | 0.073% |
| Weighted Average Cap Down Current | | | | | 0.073% |
| | | | | | | | |
Note: Original information refers to deal issue. | | | | | |
| | | | | | | | |
SERVICING FEES / ADVANCES | | | | | | TOTAL |
|
| Current Servicing Fees | | | | | | 52,847.15 |
| Delinquent Servicing Fees | | | | | | 44,727.93 |
| Trustee Fees | | | | | | | 2,732.10 |
| TOTAL SERVICING FEES | | | | | | 100,307.18 |
| | | | | | | | |
| | | | | | | | |
| Total Servicing Fees | | | | | | 100,307.18 |
| Compensating Month End Interest | | | | | | 1,005.89 |
| Delinquent Servicing Fees | | | | | | (44,727.93) |
| COLLECTED SERVICING FEES | | | | | | 56,585.14 |
| Prepayment Interest Shortfall | | | | | | 1,005.89 |
| Total Advanced Interest | | | | | | 789,791.06 |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
ADDITIONAL COLLATERAL INFORMATION | | | | | TOTAL |
|
| Net Rate | | | | | | | 8.832567% |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | Page 14 of 25 | © COPYRIGHT 2002 Deutsche Bank |
