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

Aames 2001-1

Mortgage Pass-Through Certificates

Collateral Report for May 25, 2001 Distribution

Collateral Report

 

 

COLLATERAL

GROUP 2

GROUP 1

TOTAL

Loan Count:

Original

378

1643

2021

Prior

378

1,640

2,018

Prefunding

-

-

-

Scheduled Paid Offs

-

-

-

Full Voluntary Prepayments

-

(17)

(17)

Repurchases

-

-

-

Liquidations

-

(1)

(1)

Current

378

1,622

2,000

Principal Balance:

Original

31,232,982.10

118,767,803.01

150,000,785.11

Prior

31,215,254.27

118,585,236.78

149,800,491.05

Prefunding

-

-

-

Scheduled Principal

(16,321.23)

(68,903.81)

(85,225.04)

Partial and Full Voluntary Prepayments

-

(946,871.13)

(946,871.13)

Repurchases

-

-

-

Liquidations

-

(137,143.54)

(137,143.54)

Current

31,198,933.04

117,432,318.30

148,631,251.34

PREFUNDING

GROUP 2

GROUP 1

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 27

© COPYRIGHT 2001 Deutsche Bank

 

 

 

Aames 2001-1

Mortgage Pass-Through Certificates

Collateral Report for May 25, 2001 Distribution

Collateral Report

 

CHARACTERISTICS

GROUP 2

GROUP 1

TOTAL

Weighted Average Coupon Original

10.656586%

10.827808%

10.792156%

Weighted Average Coupon Prior

10.656586%

10.827808%

10.792156%

Weighted Average Coupon Current

10.656699%

10.828164%

10.792434%

Weighted Average Months to Maturity Original

334

333

333

Weighted Average Months to Maturity Prior

334

333

333

Weighted Average Months to Maturity Current

333

331

331

Weighted Avg Remaining Amortization Term Original

334

332

333

Weighted Avg Remaining Amortization Term Prior

334

332

333

Weighted Avg Remaining Amortization Term Current

333

331

331

Weighted Average Seasoning Original

2.04

1.98

1.99

Weighted Average Seasoning Prior

2.04

1.98

1.99

Weighted Average Seasoning Current

3.04

2.98

2.99

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 May 25, 2001 Distribution

Collateral Report

ARM CHARACTERISTICS

GROUP 2

GROUP 1

TOTAL

Weighted Average Margin Original

0.588%

0.548%

Weighted Average Margin Prior

0.588%

0.548%

Weighted Average Margin Current

0.588%

0.548%

Weighted Average Max Rate Original

1.463%

1.378%

Weighted Average Max Rate Prior

1.463%

1.378%

Weighted Average Max Rate Current

1.464%

1.380%

Weighted Average Min Rate Original

0.939%

0.877%

Weighted Average Min Rate Prior

0.939%

0.877%

Weighted Average Min Rate Current

0.939%

0.878%

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%

Note: Original information refers to deal issue.

SERVICING FEES / ADVANCES

GROUP 2

GROUP 1

TOTAL

Current Servicing Fees

686.81

3,485.19

4,172.00

Delinquent Servicing Fees

12,319.55

45,925.33

58,244.88

Trustee Fees

390.19

1,482.32

1,872.51

TOTAL SERVICING FEES

13,396.55

50,892.84

64,289.39

Total Servicing Fees

13,396.55

50,892.84

64,289.39

Compensating Month End Interest

0.00

4,713.90

4,713.90

Delinquent Servicing Fees

(12,319.55)

(45,925.33)

(58,244.88)

COLLECTED SERVICING FEES

1,077.00

9,681.41

10,758.41

Prepayment Interest Shortfall

0.00

4,713.90

4,713.90

Total Advanced Interest

250,383.75

947,933.94

1,198,317.69

ADDITIONAL COLLATERAL INFORMATION

GROUP 2

GROUP 1

TOTAL

Net Rate

10.091159%

10.221540%

10.194172%

 

Page 14 of 27

© COPYRIGHT 2001 Deutsche Bank