EX-20 6 exhibit20-1e.htm EXHIBIT 20.1(E) Aames 2000-1 June 2001 Statement Collateral Report

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