Aames 2000-2
Mortgage Pass-Through Certificates
Collateral Report for April 25, 2001 Distribution
COLLATERAL | | | | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL |
| Loan Count: | | | | | | | |
| Original | | | | 353 | 2629 | 1983 | 4965 |
| Prior | | | | 348 | 2,595 | 1,942 | 4,885 |
| Prefunding | | | | - | - | - | - |
| Scheduled Paid Offs | | | - | - | - | - |
| Full Voluntary Prepayments | | | (7) | (23) | (21) | (51) |
| Repurchases | | | | - | - | - | - |
| Liquidations | | | | - | - | - | - |
| Current | | | | 341 | 2,572 | 1,921 | 4,834 |
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| Principal Balance: | | | | | | | |
| Original | | | | 60,473,582.84 | 263,669,032.53 | 147,312,048.99 | 471,454,664.36 |
| Prior | | | | 59,274,148.13 | 259,797,044.02 | 143,464,153.34 | 462,535,345.49 |
| Prefunding | | | | - | - | - | - |
| Scheduled Principal | | | (28,993.67) | (113,033.95) | (105,202.52) | (247,230.14) |
| Partial and Full Voluntary Prepayments | | (2,037,805.44) | (2,211,794.06) | (1,350,008.75) | (5,599,608.25) |
| Repurchases | | | | - | - | - | - |
| Liquidations | | | | - | - | - | - |
| Current | | | | 57,207,349.02 | 257,472,216.01 | 142,008,942.07 | 456,688,507.10 |
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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 |
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| 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 |
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Current Prin Balance by Groups (in millions of dollars)
Total Current Principal Balance (in millions of dollars)
| | | | | | | Page 10 of 27 | © COPYRIGHT 2001 Deutsche Bank |
Aames 2000-2
Mortgage Pass-Through Certificates
Collateral Report for April 25, 2001 Distribution
CHARACTERISTICS | | | | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL |
| | | | | | | | |
| Weighted Average Coupon Original | | | 10.219816% | 10.665342% | 10.904936% | 10.683059% |
| Weighted Average Coupon Prior | | | 10.187708% | 10.657921% | 10.898176% | 10.672497% |
| Weighted Average Coupon Current | | | 10.184049% | 10.654960% | 10.898976% | 10.670299% |
| Weighted Average Months to Maturity Original | | 356 | 357 | 330 | 348 |
| Weighted Average Months to Maturity Prior | | 354 | 355 | 327 | 346 |
| Weighted Average Months to Maturity Current | | 353 | 354 | 324 | 345 |
| Weighted Avg Remaining Amortization Term Original | | 356 | 356 | 330 | 348 |
| Weighted Avg Remaining Amortization Term Prior | | 354 | 354 | 327 | 346 |
| Weighted Avg Remaining Amortization Term Current | | 353 | 354 | 326 | 345 |
| Weighted Average Seasoning Original | | 2.46 | 2.38 | 2.15 | 2.32 |
| Weighted Average Seasoning Prior | | | 4.46 | 4.38 | 4.14 | 4.32 |
| Weighted Average Seasoning Current | | 5.48 | 5.37 | 5.14 | 5.31 |
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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 11 of 27 | © COPYRIGHT 2001 Deutsche Bank |
Aames 2000-2
Mortgage Pass-Through Certificates
Collateral Report for April 25, 2001 Distribution
ARM CHARACTERISTICS | | | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL |
| | | | | | | | |
| Weighted Average Margin Original | | | 6.376% | 6.263% | | |
| Weighted Average Margin Prior | | | 6.391% | 6.265% | | |
| Weighted Average Margin Current | | | 6.390% | 6.263% | | |
| Weighted Average Max Rate Original | | | | | |
| Weighted Average Max Rate Prior | | | 16.190% | 16.661% | | |
| Weighted Average Max Rate Current | | 16.187% | 16.658% | | |
| Weighted Average Min Rate Original | | 10.220% | 10.665% | | |
| Weighted Average Min Rate Prior | | | 10.188% | 10.658% | | |
| Weighted Average Min Rate Current | | | 10.184% | 10.655% | | |
| Weighted Average Cap Up Original | | | 2.000% | 2.002% | | |
| Weighted Average Cap Up Prior | | | 2.000% | 2.002% | | |
| Weighted Average Cap Up Current | | | 2.000% | 2.002% | | |
| Weighted Average Cap Down Original | | 2.000% | 2.002% | | |
| Weighted Average Cap Down Prior | | | 2.000% | 2.002% | | |
| Weighted Average Cap Down Current | | 2.000% | 2.002% | | |
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Note: Original information refers to deal issue. | | | | | |
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SERVICING FEES / ADVANCES | | | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL |
|
| Current Servicing Fees | | | 4,722.12 | 20,716.67 | 12,867.20 | 38,305.99 |
| Delinquent Servicing Fees | | | 19,975.44 | 87,532.10 | 46,909.53 | 154,417.07 |
| TOTAL SERVICING FEES | | | 24,697.56 | 108,248.77 | 59,776.73 | 192,723.06 |
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| Total Servicing Fees | | | 24,697.56 | 108,248.77 | 59,776.73 | 192,723.06 |
| Compensating Interest | | | 9,392.57 | 9,660.06 | 5,622.43 | 24,675.06 |
| Delinquent Servicing Fees | | | (19,975.44) | (87,532.10) | (46,909.53) | (154,417.07) |
| COLLECTED SERVICING FEES | | | 14,114.69 | 30,376.73 | 18,489.63 | 62,981.05 |
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| Prepayment Interest Shortfall | | | 9,392.57 | 9,660.06 | 5,622.43 | 24,675.06 |
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| Total Advanced Interest | | | 390,591.58 | 1,785,193.42 | 980,089.81 | 3,155,874.81 |
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ADDITIONAL COLLATERAL INFORMATION | | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL |
SPACE INTENTIONALLY LEFT BLANK |
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| | | | | | | Page 12 of 27 | © COPYRIGHT 2001 Deutsche Bank |
