Aames 2000-2
Mortgage Pass-Through Certificates
Collateral Report for May 25, 2001 Distribution
COLLATERAL | | | | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL |
| Loan Count: | | | | | | | |
| Original | | | | 353 | 2629 | 1983 | 4965 |
| Prior | | | | 341 | 2,572 | 1,921 | 4,834 |
| Prefunding | | | | - | - | - | - |
| Scheduled Paid Offs | | | | - | - | - | - |
| Full Voluntary Prepayments | | | (5) | (30) | (19) | (54) |
| Repurchases | | | | - | - | - | - |
| Liquidations | | | | - | - | - | - |
| Current | | | | 336 | 2,542 | 1,902 | 4,780 |
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| Principal Balance: | | | | | | | |
| Original | | | | 60,473,582.84 | 263,669,032.53 | 147,312,048.99 | 471,454,664.36 |
| Prior | | | | 57,207,349.02 | 257,472,216.01 | 142,008,942.07 | 456,688,507.10 |
| Prefunding | | | | - | - | - | - |
| Scheduled Principal | | | | (26,090.15) | (98,876.51) | (92,374.26) | (217,340.92) |
| Partial and Full Voluntary Prepayments | | | (1,277,818.98) | (3,088,432.17) | (1,476,128.76) | (5,842,379.91) |
| Repurchases | | | | - | - | - | - |
| Liquidations | | | | - | - | - | - |
| Current | | | | 55,903,439.89 | 254,284,907.33 | 140,440,439.05 | 450,628,786.27 |
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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 May 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 | | | 10.184049% | 10.654960% | 10.898976% | 10.670299% |
| Weighted Average Coupon Current | | | 10.184677% | 10.656874% | 10.889763% | 10.670142% |
| Weighted Average Months to Maturity Original | | 356 | 357 | 330 | 348 |
| Weighted Average Months to Maturity Prior | | 353 | 354 | 324 | 345 |
| Weighted Average Months to Maturity Current | | 352 | 353 | 325 | 344 |
| Weighted Avg Remaining Amortization Term Original | | 356 | 356 | 330 | 348 |
| Weighted Avg Remaining Amortization Term Prior | | 353 | 354 | 326 | 345 |
| Weighted Avg Remaining Amortization Term Current | | 351 | 353 | 325 | 344 |
| Weighted Average Seasoning Original | | | 2.46 | 2.38 | 2.15 | 2.32 |
| Weighted Average Seasoning Prior | | | 5.48 | 5.37 | 5.14 | 5.31 |
| Weighted Average Seasoning Current | | | 6.49 | 6.37 | 6.14 | 6.31 |
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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 May 25, 2001 Distribution
ARM CHARACTERISTICS | | | | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL |
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| Weighted Average Margin Original | | | 6.376% | 6.263% | | |
| Weighted Average Margin Prior | | | 6.390% | 6.263% | | |
| Weighted Average Margin Current | | | 6.391% | 6.263% | | |
| Weighted Average Max Rate Original | | | | | | |
| Weighted Average Max Rate Prior | | | 16.187% | 16.658% | | |
| Weighted Average Max Rate Current | | | 16.186% | 16.659% | | |
| Weighted Average Min Rate Original | | | 10.220% | 10.665% | | |
| Weighted Average Min Rate Prior | | | 10.184% | 10.655% | | |
| Weighted Average Min Rate Current | | | 10.185% | 10.656% | | |
| Weighted Average Cap Up Original | | | 2.000% | 2.002% | | |
| Weighted Average Cap Up Prior | | | 2.000% | 2.002% | | |
| Weighted Average Cap Up Current | | | 1.000% | 1.001% | | |
| Weighted Average Cap Down Original | | | 2.000% | 2.002% | | |
| Weighted Average Cap Down Prior | | | 2.000% | 2.002% | | |
| Weighted Average Cap Down Current | | | 1.000% | 1.001% | | |
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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 | | | 4,263.02 | 15,996.05 | 9,491.19 | 29,750.26 |
| Delinquent Servicing Fees | | | 19,573.38 | 91,284.04 | 49,679.20 | 160,536.62 |
| TOTAL SERVICING FEES | | | 23,836.40 | 107,280.09 | 59,170.39 | 190,286.88 |
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| Total Servicing Fees | | | | 23,836.40 | 107,280.09 | 59,170.39 | 190,286.88 |
| Compensating Interest | | | 6,287.77 | 12,605.76 | 7,245.65 | 26,139.18 |
| Delinquent Servicing Fees | | | (19,573.38) | (91,284.04) | (49,679.20) | (160,536.62) |
| COLLECTED SERVICING FEES | | | 10,550.79 | 28,601.81 | 16,736.84 | 55,889.44 |
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| Prepayment Interest Shortfall | | | 6,287.77 | 12,605.76 | 7,245.65 | 26,139.18 |
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| Total Advanced Interest | | | 382,039.65 | 1,860,222.64 | 1,037,273.26 | 3,279,535.55 |
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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 |
