Aames 2001-3
Mortgage Pass-Through Certificates
Series 2001-3
Collateral Report for March 25, 2002 Distribution
COLLATERAL | | | | | GROUP 2 | GROUP 1 | TOTAL |
| Loan Count: | | | | | | | |
| Original | | | | | 57 | 1971 | 2028 |
| Prior | | | | | 54 | 1,926 | 1,980 |
| Prefunding | | | | | - | - | - |
| Scheduled Paid Offs | | | | - | - | - |
| Full Voluntary Prepayments | | | | (3) | (19) | (22) |
| Repurchases | | | | | - | - | - |
| Liquidations | | | | | - | - | - |
| Current | | | | | 51 | 1,907 | 1,958 |
| | | | | | | | |
| Principal Balance: | | | | | | | |
| Original | | | | | 18,927,869.30 | 156,080,445.17 | 175,008,314.47 |
| Prior | | | | | 17,509,882.52 | 151,124,165.41 | 168,634,047.93 |
| Prefunding | | | | | - | - | - |
| Scheduled Principal | | | | (9,075.31) | (112,515.48) | (121,590.79) |
| Partial and Full Voluntary Prepayments | | | (672,862.19) | (1,528,469.60) | (2,201,331.79) |
| Repurchases | | | | | - | - | - |
| Liquidations | | | | | - | - | - |
| Current | | | | | 16,827,945.02 | 149,483,180.33 | 166,311,125.35 |
| | | | | | | | |
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 2002 Deutsche Bank |
Aames 2001-3
Mortgage Pass-Through Certificates
Series 2001-3
Collateral Report for March 25, 2002 Distribution
CHARACTERISTICS | | | | | GROUP 2 | GROUP 1 | TOTAL |
| | | | | | | | |
| Weighted Average Coupon Original | | | | 9.193687% | 10.003105% | 9.915564% |
| Weighted Average Coupon Prior | | | | 9.173189% | 10.000214% | 9.915044% |
| Weighted Average Coupon Current | | | | 9.173305% | 10.003869% | 9.917628% |
| Weighted Average Months to Maturity Original | | | 354 | 332 | 334 |
| Weighted Average Months to Maturity Prior | | | 336 | 321 | 323 |
| Weighted Average Months to Maturity Current | | | 346 | 319 | 322 |
| Weighted Avg Remaining Amortization Term Original | | | 354 | 331 | 334 |
| Weighted Avg Remaining Amortization Term Prior | | | 349 | 327 | 329 |
| Weighted Avg Remaining Amortization Term Current | | | 348 | 326 | 328 |
| Weighted Average Seasoning Original | | | 2.48 | 2.31 | 2.33 |
| Weighted Average Seasoning Prior | | | | 6.52 | 6.30 | 6.33 |
| Weighted Average Seasoning Current | | | 7.51 | 7.30 | 7.32 |
| | | | | | | | |
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 2002 Deutsche Bank |
Aames 2001-3
Mortgage Pass-Through Certificates
Series 2001-3
Collateral Report for March 25, 2002 Distribution
ARM CHARACTERISTICS | | | | GROUP 2 | GROUP 1 | TOTAL |
| | | | | | | | |
| Weighted Average Margin Original | | | | 0.182% | 0.146% | |
| Weighted Average Margin Prior | | | | 0.196% | 0.149% | |
| Weighted Average Margin Current | | | | 0.196% | 0.146% | |
| Weighted Average Max Rate Original | | | 0.429% | 0.369% | |
| Weighted Average Max Rate Prior | | | | 0.463% | 0.377% | |
| Weighted Average Max Rate Current | | | 0.463% | 0.369% | |
| Weighted Average Min Rate Original | | | 0.271% | 0.239% | |
| Weighted Average Min Rate Prior | | | | 0.292% | 0.244% | |
| Weighted Average Min Rate Current | | | | 0.292% | 0.239% | |
| Weighted Average Cap Up Original | | | | 0.079% | 0.066% | |
| Weighted Average Cap Up Prior | | | | 0.028% | 0.022% | |
| Weighted Average Cap Up Current | | | | 0.028% | 0.022% | |
| Weighted Average Cap Down Original | | | 0.026% | 0.022% | |
| Weighted Average Cap Down Prior | | | | 0.028% | 0.022% | |
| Weighted Average Cap Down Current | | | 0.028% | 0.022% | |
| | | | | | | | |
Note: Original information refers to deal issue. | | | | | |
| | | | | | | | |
SERVICING FEES / ADVANCES | | | | GROUP 2 | GROUP 1 | TOTAL |
|
| Current Servicing Fees | | | | 1,187.99 | 11,707.07 | 12,895.06 |
| Delinquent Servicing Fees | | | | 6,107.79 | 51,261.33 | 57,369.12 |
| Trustee Fees | | | | | 218.87 | 1,889.05 | 2,107.93 |
| TOTAL SERVICING FEES | | | | 7,514.65 | 64,857.45 | 72,372.11 |
| | | | | | | | |
| | | | | | | | |
| Total Servicing Fees | | | | 7,514.65 | 64,857.45 | 72,372.11 |
| Compensating Month End Interest | | | | 2,916.06 | 7,079.34 | 9,995.40 |
| Delinquent Servicing Fees | | | | (6,107.79) | (51,261.33) | (57,369.12) |
| COLLECTED SERVICING FEES | | | | 4,322.92 | 20,675.46 | 24,998.39 |
| Prepayment Interest Shortfall | | | | 2,916.06 | 7,079.34 | 9,995.40 |
| Total Advanced Interest | | | | 106,071.03 | 982,775.42 | 1,088,846.45 |
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ADDITIONAL COLLATERAL INFORMATION | | | GROUP 2 | GROUP 1 | TOTAL |
|
| Net Rate | | | | | 8.599435% | 9.476162% | 9.387452% |
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| | | | | | | Page 14 of 27 | © COPYRIGHT 2002 Deutsche Bank |
