<PAGE>
EXHIBIT 99.1
<PAGE>
AAMES 2000-2 MORGAN STANLEY DEAN WITTER
AS OF 12/29/00 351 records
NON-CONFORMING ARMS AND (CONFORMING ARMS TO FILL) Balance: 59,959,475
================================================================================
SUMMARY STATISTICS
Number of Mortgage Loans: 351
Total Current Balance: 59,959,475.20
Maximum Current Balance: 500,000.00
Minimum Current Balance: 18,491.37
Average Current Balance: 170,824.72
Total Original Balance: 60,005,413.00
Maximum Original Balance: 500,000.00
Minimum Original Balance: 18,500.00
Average Original Balance: 170,955.59
Weighted Average Coupon: 10.209
Maximum Coupon: 16.750
Minimum Coupon: 7.875
Weighted Average Coupon Net of MI: 10.007
Weighted Average Original Term: 358.1
Weighted Average Stated Remaining Term: 356.6
Weighted Average Seasoning: 1.5
Weighted Average Original LTV-calc: 74.55
Weighted Average Current LTV-calc: 74.50
Weighted Average Combined Original LTV-excludes subordinate liens: 74.64
Weighted Average Combined Original LTV-includes subordinate liens: 74.69
Weighted Average FICO score: 589.2
Pct 1st Liens: 100.00
Pct not 1st Liens: 0.00
Top 5 States: CA(52.4%),FL(6.7%),MI(5.7%),WA(4.2%),GA(2.7%)
Pct have First Payment date before 12/1/2000: 41.82
SUMMARY STATISTICS - ARMS
Number of Mortgage Loans: 351
Total Current Balance: 59,959,475.20
Maximum Balance: 500,000.00
Minimum Balance: 18,491.37
Average Current Balance: 170,824.72
Total Original Balance: 60,005,413.00
Weighted Average Coupon: 10.209
Maximum Coupon: 16.750
Minimum Coupon: 7.875
Weighted Average Coupon Net of MI: 10.007
Weighted Average Margin: 6.130
Weighted Average Maximum Rate: 16.212
Weighted Average Months to Roll: 28
Weighted Average Original Term: 358.1
Weighted Average Stated Remaining Term: 356.6
Weighted Average Seasoning: 1.5
Weighted Average Original LTV-calc: 74.55
Weighted Average Current LTV-calc: 74.50
Weighted Average Combined Original LTV-excludes subordinate liens: 74.64
Weighted Average Combined Original LTV-includes subordinate liens: 74.69
Weighted Average FICO score: 589.2
Top 5 States: CA(52.4%),FL(6.7%),MI(5.7%),WA(4.2%),GA(2.7%)
SUMMARY STATISTICS - FRS
================================================================================
Page 1 of 7
<PAGE>
AAMES 2000-2 MORGAN STANLEY DEAN WITTER
AS OF 12/29/00 351 records
NON-CONFORMING ARMS AND (CONFORMING ARMS TO FILL) Balance: 59,959,475
================================================================================
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
CURRENT MORTGAGE LOAN OF CURRENT CURRENT
PRINCIPAL BALANCE (BALCURR$) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
0.01 - 25,000.00 15 362,909.86 0.61
25,000.01 - 50,000.00 84 3,107,438.79 5.18
50,000.01 - 75,000.00 49 2,971,147.98 4.96
75,000.01 - 100,000.00 29 2,532,434.78 4.22
100,000.01 - 150,000.00 17 2,072,578.83 3.46
150,000.01 - 200,000.00 5 832,807.14 1.39
200,000.01 - 250,000.00 2 455,658.95 0.76
250,000.01 - 300,000.00 75 20,471,282.53 34.14
300,000.01 - 350,000.00 45 14,757,466.54 24.61
350,000.01 - 400,000.00 17 6,287,852.94 10.49
400,000.01 - 450,000.00 3 1,299,964.94 2.17
450,000.01 - 500,000.00 10 4,807,931.92 8.02
------------------------------------------------------------------------------
TOTAL: 351 59,959,475.20 100.00
------------------------------------------------------------------------------
Minimum: 18,491.37
Maximum: 500,000.00
Average: 170,824.72
</TABLE>
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
CURRENT MORTGAGE OF CURRENT CURRENT
RATES (RTCURR%) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
7.501 - 8.000 6 1,027,498.20 1.71
8.001 - 8.500 18 3,438,121.66 5.73
8.501 - 9.000 41 9,044,885.99 15.08
9.001 - 9.500 42 9,974,098.45 16.63
9.501 - 10.000 52 10,910,406.13 18.20
10.001 - 10.500 31 6,288,022.35 10.49
10.501 - 11.000 32 4,980,266.28 8.31
11.001 - 11.500 26 4,221,957.36 7.04
11.501 - 12.000 21 2,968,442.06 4.95
12.001 - 12.500 18 1,793,446.24 2.99
12.501 - 13.000 15 2,048,461.42 3.42
13.001 - 13.500 12 1,205,084.50 2.01
13.501 - 14.000 8 452,911.42 0.76
14.001 - 14.500 4 207,081.05 0.35
14.501 - 15.000 10 783,658.73 1.31
15.001 - 15.500 2 71,043.91 0.12
15.501 - 16.000 8 360,983.51 0.60
16.001 - 16.500 4 151,912.63 0.25
16.501 - 17.000 1 31,193.31 0.05
------------------------------------------------------------------------------
TOTAL: 351 59,959,475.20 100.00
------------------------------------------------------------------------------
Minimum: 7.875
Maximum: 16.750
Weighted Average: 10.209
</TABLE>
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
OF CURRENT CURRENT
ORIGINAL TERM(TERMORIG) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
169 - 180 8 647,921.67 1.08
349 - 360 343 59,311,553.53 98.92
------------------------------------------------------------------------------
TOTAL: 351 59,959,475.20 100.00
------------------------------------------------------------------------------
Minimum: 180
Maximum: 360
Weighted Average: 358.1
</TABLE>
================================================================================
Page 2 of 7
<PAGE>
AAMES 2000-2 MORGAN STANLEY DEAN WITTER
AS OF 12/29/00 351 records
NON-CONFORMING ARMS AND (CONFORMING ARMS TO FILL) Balance: 59,959,475
================================================================================
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
REMAINING TERM TO OF CURRENT CURRENT
STATED MATURITY(TERMSTDREM) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
169 - 180 8 647,921.67 1.08
349 - 360 343 59,311,553.53 98.92
------------------------------------------------------------------------------
TOTAL: 351 59,959,475.20 100.00
------------------------------------------------------------------------------
Minimum: 178
Maximum: 360
Weighted Average: 356.6
</TABLE>
<TABLE>
<CAPTION>
COMB
ORIG % OF
LOAN-TO-VALUE RATIO NUMBER TOTAL TOTAL
(LTVCOMBORIGTAPE%)- OF CURRENT CURRENT
DOESN'T INCLUDE SUB LIENS LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
10.01 - 15.00 1 49,976.67 0.08
20.01 - 25.00 1 37,858.86 0.06
25.01 - 30.00 3 461,764.17 0.77
30.01 - 35.00 2 59,695.62 0.10
35.01 - 40.00 4 641,528.78 1.07
40.01 - 45.00 10 777,348.50 1.30
45.01 - 50.00 12 1,021,253.88 1.70
50.01 - 55.00 12 1,192,206.09 1.99
55.01 - 60.00 16 1,944,329.05 3.24
60.01 - 65.00 44 4,726,005.02 7.88
65.01 - 70.00 44 6,951,493.05 11.59
70.01 - 75.00 56 9,707,336.31 16.19
75.01 - 80.00 95 22,035,462.06 36.75
80.01 - 85.00 23 3,815,378.23 6.36
85.01 - 90.00 24 5,657,439.92 9.44
90.01 - 95.00 3 786,991.34 1.31
95.01 - 100.00 1 93,407.65 0.16
------------------------------------------------------------------------------
TOTAL: 351 59,959,475.20 100.00
------------------------------------------------------------------------------
Minimum: 11.50
Maximum: 99.00
Weighted Average by Original Balance: 74.64
Weighted Average by Current Balance: 74.64
</TABLE>
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
OF CURRENT CURRENT
OCCUPANCY (CDOCCUP) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
Primary 343 57,765,555.67 96.34
Investment 6 1,409,833.99 2.35
Second Home 2 784,085.54 1.31
------------------------------------------------------------------------------
TOTAL: 351 59,959,475.20 100.00
</TABLE>
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
OF CURRENT CURRENT
PROPERTY TYPE(CDPROPERTY) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
Single Family Residence 327 56,026,858.13 93.44
Condo 13 2,561,907.52 4.27
2 Family 9 1,194,209.55 1.99
3 Family 1 100,000.00 0.17
Manufactured Housing 1 76,500.00 0.13
------------------------------------------------------------------------------
TOTAL: 351 59,959,475.20 100.00
</TABLE>
================================================================================
Page 3 of 7
<PAGE>
AAMES 2000-2 MORGAN STANLEY DEAN WITTER
AS OF 12/29/00 351 records
NON-CONFORMING ARMS AND (CONFORMING ARMS TO FILL) Balance: 59,959,475
================================================================================
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
OF CURRENT CURRENT
ORIGINATOR(CDCHANNELDESC) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
Broker/Wholesale 279 43,000,867.96 71.72
Retail 43 12,559,611.34 20.95
Correspondant 27 3,960,861.16 6.61
National Loan Center 2 438,134.74 0.73
------------------------------------------------------------------------------
TOTAL: 351 59,959,475.20 100.00
</TABLE>
<TABLE>
<CAPTION>
% OF
GEOGRAPHIC NUMBER TOTAL TOTAL
DISTRIBUTION OF CURRENT CURRENT
BY STATE(ADDPSTATE) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
Arizona 8 853,231.79 1.42
Arkansas 3 144,980.82 0.24
California 125 31,398,756.40 52.37
Colorado 5 1,466,699.89 2.45
Florida 26 4,035,850.07 6.73
Georgia 8 1,594,482.73 2.66
Hawaii 4 768,837.68 1.28
Idaho 1 45,500.00 0.08
Illinois 12 976,802.64 1.63
Indiana 14 573,706.81 0.96
Iowa 1 329,977.30 0.55
Kansas 1 29,982.41 0.05
Kentucky 6 229,928.53 0.38
Louisiana 14 664,946.50 1.11
Maryland 3 357,096.04 0.60
Massachusetts 3 703,100.03 1.17
Michigan 40 3,406,332.83 5.68
Minnesota 4 442,563.89 0.74
Missouri 10 1,502,081.85 2.51
Nevada 1 268,060.68 0.45
New Hampshire 1 83,951.67 0.14
New Jersey 4 1,485,020.38 2.48
New Mexico 1 56,000.00 0.09
New York 7 1,437,351.76 2.40
North Carolina 2 639,812.46 1.07
Ohio 10 717,977.83 1.20
Oklahoma 4 144,137.37 0.24
Oregon 3 445,122.46 0.74
Pennsylvania 3 113,261.99 0.19
Rhode Island 1 314,855.97 0.53
South Carolina 3 112,369.65 0.19
Tennessee 1 259,400.96 0.43
Texas 4 638,837.07 1.07
Utah 1 306,692.20 0.51
Virginia 5 909,062.08 1.52
Washington 12 2,502,702.46 4.17
------------------------------------------------------------------------------
TOTAL: 351 59,959,475.20 100.00
------------------------------------------------------------------------------
Number of States Represented: 36
</TABLE>
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
OF CURRENT CURRENT
LIEN POSITION(CDLIEN) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
1st Lien 351 59,959,475.20 100.00
------------------------------------------------------------------------------
TOTAL: 351 59,959,475.20 100.00
</TABLE>
================================================================================
Page 4 of 7
<PAGE>
AAMES 2000-2 MORGAN STANLEY DEAN WITTER
AS OF 12/29/00 351 records
NON-CONFORMING ARMS AND (CONFORMING ARMS TO FILL) Balance: 59,959,475
================================================================================
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
OF CURRENT CURRENT
PREPAYMENT TERM(CDPREPAYTERM) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
0 51 7,705,833.11 12.85
12 3 789,260.67 1.32
24 101 22,475,699.96 37.48
36 153 23,506,525.53 39.20
42 2 310,920.00 0.52
60 41 5,171,235.93 8.62
------------------------------------------------------------------------------
TOTAL: 351 59,959,475.20 100.00
</TABLE>
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
OF CURRENT CURRENT
DOCUMENTATION LEVEL(CDDOCTYPE) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
Full 270 41,632,683.69 69.43
Stated Documentation 57 12,978,420.04 21.65
Light 24 5,348,371.47 8.92
------------------------------------------------------------------------------
TOTAL: 351 59,959,475.20 100.00
</TABLE>
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
OF CURRENT CURRENT
CREDIT GRADE(GRADE) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
A 84 17,965,456.96 29.96
A- 61 13,541,303.52 22.58
A+ 10 2,104,608.61 3.51
B 94 14,022,909.73 23.39
B- 4 1,283,930.23 2.14
B+ 2 561,570.48 0.94
C 58 7,040,045.62 11.74
C- 10 963,755.43 1.61
D 28 2,475,894.62 4.13
------------------------------------------------------------------------------
TOTAL: 351 59,959,475.20 100.00
</TABLE>
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
OF CURRENT CURRENT
FICO SCORE(SCOREFICO1) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
451 - 500 7 1,199,547.14 2.00
501 - 550 110 13,056,048.64 21.77
551 - 600 129 23,576,446.90 39.32
601 - 610 18 3,258,885.02 5.44
611 - 620 12 2,645,228.20 4.41
621 - 630 13 2,653,539.77 4.43
631 - 640 15 3,303,656.04 5.51
641 - 650 6 1,517,212.01 2.53
651 - 660 10 2,456,504.75 4.10
661 - 670 10 2,756,568.42 4.60
671 - 680 4 629,940.76 1.05
681 - 690 5 1,036,543.86 1.73
691 - 700 2 320,500.00 0.53
701 - 720 4 746,311.37 1.24
721 - 740 1 33,724.18 0.06
741 - 760 2 155,129.08 0.26
761 - 780 3 613,689.06 1.02
------------------------------------------------------------------------------
TOTAL: 351 59,959,475.20 100.00
------------------------------------------------------------------------------
Minimum: 476
Maximum: 772
Weighted Average: 589.2
</TABLE>
================================================================================
Page 5 of 7
<PAGE>
AAMES 2000-2 MORGAN STANLEY DEAN WITTER
AS OF 12/29/00 351 records
NON-CONFORMING ARMS AND (CONFORMING ARMS TO FILL) Balance: 59,959,475
================================================================================
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
OF CURRENT CURRENT
MARGIN (ARMMARGIN%) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
3.501 - 4.000 4 1,223,132.37 2.04
4.001 - 4.500 8 1,364,714.38 2.28
4.501 - 5.000 14 1,185,288.74 1.98
5.001 - 5.500 67 12,051,680.06 20.10
5.501 - 6.000 74 12,810,195.43 21.36
6.001 - 6.500 96 18,151,338.09 30.27
6.501 - 7.000 34 6,755,533.83 11.27
7.001 - 7.500 16 2,099,312.27 3.50
7.501 - 8.000 11 2,387,552.02 3.98
8.001 - 8.500 10 887,059.02 1.48
8.501 - 9.000 7 614,538.76 1.02
9.001 - 9.500 10 429,130.23 0.72
------------------------------------------------------------------------------
TOTAL: 351 59,959,475.20 100.00
------------------------------------------------------------------------------
Minimum: 3.905
Maximum: 9.500
Weighted Average: 6.130
</TABLE>
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
MAXIMUM OF CURRENT CURRENT
MORTGAGE RATES (ARMMAX%) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
13.501 - 14.000 6 1,027,498.20 1.71
14.001 - 14.500 18 3,438,121.66 5.73
14.501 - 15.000 41 9,044,885.99 15.08
15.001 - 15.500 42 9,974,098.45 16.63
15.501 - 16.000 51 10,826,937.81 18.06
16.001 - 16.500 31 6,288,022.35 10.49
16.501 - 17.000 33 5,063,734.60 8.45
17.001 - 17.500 26 4,221,957.36 7.04
17.501 - 18.000 21 2,968,442.06 4.95
18.001 - 18.500 18 1,793,446.24 2.99
18.501 - 19.000 14 1,972,017.53 3.29
19.001 - 19.500 12 1,205,084.50 2.01
19.501 - 20.000 9 529,355.31 0.88
20.001 - 20.500 4 207,081.05 0.35
20.501 - 21.000 10 783,658.73 1.31
21.001 - 21.500 2 71,043.91 0.12
21.501 - 22.000 8 360,983.51 0.60
22.001 - 22.500 4 151,912.63 0.25
22.501 - 23.000 1 31,193.31 0.05
------------------------------------------------------------------------------
TOTAL: 351 59,959,475.20 100.00
------------------------------------------------------------------------------
Minimum: 13.875
Maximum: 22.750
Weighted Average: 16.212
</TABLE>
================================================================================
Page 6 of 7
<PAGE>
AAMES 2000-2 MORGAN STANLEY DEAN WITTER
AS OF 12/29/00 351 records
NON-CONFORMING ARMS AND (CONFORMING ARMS TO FILL) Balance: 59,959,475
================================================================================
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
MINIMUM OF CURRENT CURRENT
MORTGAGE RATES (ARMMIN%) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
7.501 - 8.000 6 1,027,498.20 1.71
8.001 - 8.500 18 3,438,121.66 5.73
8.501 - 9.000 41 9,044,885.99 15.08
9.001 - 9.500 42 9,974,098.45 16.63
9.501 - 10.000 52 10,910,406.13 18.20
10.001 - 10.500 31 6,288,022.35 10.49
10.501 - 11.000 32 4,980,266.28 8.31
11.001 - 11.500 26 4,221,957.36 7.04
11.501 - 12.000 21 2,968,442.06 4.95
12.001 - 12.500 18 1,793,446.24 2.99
12.501 - 13.000 15 2,048,461.42 3.42
13.001 - 13.500 12 1,205,084.50 2.01
13.501 - 14.000 8 452,911.42 0.76
14.001 - 14.500 4 207,081.05 0.35
14.501 - 15.000 10 783,658.73 1.31
15.001 - 15.500 2 71,043.91 0.12
15.501 - 16.000 8 360,983.51 0.60
16.001 - 16.500 4 151,912.63 0.25
16.501 - 17.000 1 31,193.31 0.05
------------------------------------------------------------------------------
TOTAL: 351 59,959,475.20 100.00
------------------------------------------------------------------------------
Minimum: 7.875
Maximum: 16.750
Weighted Average: 10.209
</TABLE>
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
OF CURRENT CURRENT
PRODUCT(CDPRODUCT) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
ARM - 2 Year/6 Month 180 32,101,843.64 53.54
ARM - 3 Year/6 Month 171 27,857,631.56 46.46
------------------------------------------------------------------------------
TOTAL: 351 59,959,475.20 100.00
</TABLE>
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
NEXT RATE OF CURRENT CURRENT
ADJUSTMENT DATE(ARMDTNRA) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
2002-02 1 321,351.80 0.54
2002-05 1 342,759.30 0.57
2002-06 1 83,468.32 0.14
2002-07 2 587,783.04 0.98
2002-08 2 282,305.26 0.47
2002-09 15 2,176,958.82 3.63
2002-10 60 8,547,773.74 14.26
2002-11 54 10,885,662.05 18.16
2002-12 43 8,818,781.31 14.71
2003-01 1 55,000.00 0.09
2003-02 1 306,692.20 0.51
2003-06 1 329,977.30 0.55
2003-08 2 414,440.78 0.69
2003-09 24 4,894,969.05 8.16
2003-10 48 6,788,269.17 11.32
2003-11 51 8,784,210.87 14.65
2003-12 41 5,429,072.19 9.05
2004-01 3 910,000.00 1.52
------------------------------------------------------------------------------
TOTAL: 351 59,959,475.20 100.00
------------------------------------------------------------------------------
Minimum: 2002-02-01
Maximum: 2004-01-01
Weighted Average: 2003-04-05
</TABLE>
================================================================================
Page 7 of 7
<PAGE>
AAMES 2000-2 MORGAN STANLEY DEAN WITTER
AS OF 12/29/00 1,974 records
FIXED RATE Balance: 146,387,008
================================================================================
SUMMARY STATISTICS
Number of Mortgage Loans: 1,974
Total Current Balance: 146,387,008.31
Maximum Current Balance: 479,725.23
Minimum Current Balance: 9,827.25
Average Current Balance: 74,157.55
Total Original Balance: 146,560,076.00
Maximum Original Balance: 480,000.00
Minimum Original Balance: 10,000.00
Average Original Balance: 74,245.23
Weighted Average Coupon: 10.901
Maximum Coupon: 16.830
Minimum Coupon: 7.625
Weighted Average Coupon Net of MI: 10.807
Weighted Average Original Term: 332.0
Weighted Average Stated Remaining Term: 330.8
Weighted Average Seasoning: 1.2
Weighted Average Original LTV-calc: 72.13
Weighted Average Current LTV-calc: 72.06
Weighted Average Combined Original LTV-excludes subordinate liens: 73.05
Weighted Average Combined Original LTV-includes subordinate liens: 73.03
Weighted Average FICO score: 589.7
Pct 1st Liens: 98.84
Pct not 1st Liens: 1.16
Top 5 States: CA(20.7%),TX(12.7%),NY(8.5%),MI(6.6%),FL(6.4%)
Pct have First Payment date before 12/1/2000: 30.72
SUMMARY STATISTICS - ARMS
SUMMARY STATISTICS - FRS
Number of Mortgage Loans: 1,974
Total Current Balance: 146,387,008.31
Maximum Balance: 479,725.23
Minimum Balance: 9,827.25
Average Current Balance: 74,157.55
Total Original Balance: 146,560,076.00
Weighted Average Coupon: 10.901
Maximum Coupon: 16.830
Minimum Coupon: 7.625
Weighted Average Coupon Net of MI: 10.807
Weighted Average Original Term: 332.0
Weighted Average Stated Remaining Term: 330.8
Weighted Average Seasoning: 1.2
Weighted Average Original LTV-calc: 72.13
Weighted Average Current LTV-calc: 72.06
Weighted Average Combined Original LTV-excludes subordinate liens: 73.05
Weighted Average Combined Original LTV-includes subordinate liens: 73.03
Weighted Average FICO score: 589.7
Top 5 States: CA(20.7%),TX(12.7%),NY(8.5%),MI(6.6%),FL(6.4%)
================================================================================
Page 1 of 7
<PAGE>
AAMES 2000-2 MORGAN STANLEY DEAN WITTER
AS OF 12/29/00 1,974 records
FIXED RATE Balance: 146,387,008
================================================================================
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
CURRENT MORTGAGE LOAN OF CURRENT CURRENT
PRINCIPAL BALANCE (BALCURR$) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
0.01 - 25,000.00 136 2,678,803.30 1.83
25,000.01 - 50,000.00 689 26,388,223.83 18.03
50,000.01 - 75,000.00 472 29,013,453.96 19.82
75,000.01 - 100,000.00 268 23,298,315.88 15.92
100,000.01 - 150,000.00 248 29,614,289.22 20.23
150,000.01 - 200,000.00 89 15,339,163.80 10.48
200,000.01 - 250,000.00 34 7,549,868.14 5.16
250,000.01 - 300,000.00 15 3,982,162.24 2.72
300,000.01 - 350,000.00 13 4,308,630.15 2.94
350,000.01 - 400,000.00 4 1,533,888.32 1.05
400,000.01 - 450,000.00 3 1,270,409.55 0.87
450,000.01 - 500,000.00 3 1,409,799.92 0.96
------------------------------------------------------------------------------
TOTAL: 1,974 146,387,008.31 100.00
------------------------------------------------------------------------------
Minimum: 9,827.25
Maximum: 479,725.23
Average: 74,157.55
</TABLE>
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
CURRENT MORTGAGE OF CURRENT CURRENT
RATES (RTCURR%) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
7.501 - 8.000 4 461,642.54 0.32
8.001 - 8.500 26 2,974,158.63 2.03
8.501 - 9.000 81 9,216,220.59 6.30
9.001 - 9.500 137 15,931,473.42 10.88
9.501 - 10.000 254 22,833,739.30 15.60
10.001 - 10.500 212 16,181,871.62 11.05
10.501 - 11.000 298 22,079,758.60 15.08
11.001 - 11.500 175 11,884,320.06 8.12
11.501 - 12.000 217 14,089,251.70 9.62
12.001 - 12.500 161 9,526,609.80 6.51
12.501 - 13.000 142 8,760,780.42 5.98
13.001 - 13.500 94 4,081,088.56 2.79
13.501 - 14.000 80 4,105,833.70 2.80
14.001 - 14.500 40 2,048,808.37 1.40
14.501 - 15.000 36 1,571,064.16 1.07
15.001 - 15.500 11 396,982.85 0.27
15.501 - 16.000 1 78,750.00 0.05
16.001 - 16.500 4 124,357.77 0.08
16.501 - 17.000 1 40,296.22 0.03
------------------------------------------------------------------------------
TOTAL: 1,974 146,387,008.31 100.00
------------------------------------------------------------------------------
Minimum: 7.625
Maximum: 16.830
Weighted Average: 10.901
</TABLE>
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
OF CURRENT CURRENT
ORIGINAL TERM(TERMORIG) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
109 - 120 27 944,413.21 0.65
169 - 180 378 17,819,868.89 12.17
229 - 240 99 5,530,163.55 3.78
289 - 300 1 121,907.89 0.08
349 - 360 1,469 121,970,654.77 83.32
------------------------------------------------------------------------------
TOTAL: 1,974 146,387,008.31 100.00
------------------------------------------------------------------------------
Minimum: 120
Maximum: 360
Weighted Average: 332.0
</TABLE>
================================================================================
Page 2 of 7
<PAGE>
AAMES 2000-2 MORGAN STANLEY DEAN WITTER
AS OF 12/29/00 1,974 records
FIXED RATE Balance: 146,387,008
================================================================================
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
REMAINING TERM TO OF CURRENT CURRENT
STATED MATURITY(TERMSTDREM) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
13 - 24 1 65,040.12 0.04
73 - 84 1 11,371.69 0.01
109 - 120 26 879,373.09 0.60
157 - 168 5 110,191.50 0.08
169 - 180 372 17,698,305.70 12.09
217 - 228 2 39,553.35 0.03
229 - 240 97 5,490,610.20 3.75
289 - 300 1 121,907.89 0.08
337 - 348 4 188,691.72 0.13
349 - 360 1,465 121,781,963.05 83.19
------------------------------------------------------------------------------
TOTAL: 1,974 146,387,008.31 100.00
------------------------------------------------------------------------------
Minimum: 21
Maximum: 360
Weighted Average: 330.8
</TABLE>
<TABLE>
<CAPTION>
COMB
ORIG % OF
LOAN-TO-VALUE RATIO NUMBER TOTAL TOTAL
(LTVCOMBORIGTAPE%)- OF CURRENT CURRENT
DOESN'T INCLUDE SUB LIENS LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
5.01 - 10.00 3 98,617.02 0.07
10.01 - 15.00 4 119,864.75 0.08
15.01 - 20.00 13 453,900.89 0.31
20.01 - 25.00 24 827,908.89 0.57
25.01 - 30.00 22 808,773.57 0.55
30.01 - 35.00 26 1,030,285.62 0.70
35.01 - 40.00 36 1,561,272.98 1.07
40.01 - 45.00 37 1,704,549.48 1.16
45.01 - 50.00 51 2,779,432.16 1.90
50.01 - 55.00 58 3,351,904.14 2.29
55.01 - 60.00 111 6,684,886.58 4.57
60.01 - 65.00 159 10,531,003.24 7.19
65.01 - 70.00 261 19,318,958.27 13.20
70.01 - 75.00 350 26,671,416.35 18.22
75.01 - 80.00 563 49,720,152.51 33.96
80.01 - 85.00 117 9,984,571.29 6.82
85.01 - 90.00 100 7,903,086.73 5.40
90.01 - 95.00 22 1,631,781.86 1.11
95.01 - 100.00 17 1,204,641.98 0.82
------------------------------------------------------------------------------
TOTAL: 1,974 146,387,008.31 100.00
------------------------------------------------------------------------------
Minimum: 6.00
Maximum: 100.00
Weighted Average by Original Balance: 73.05
Weighted Average by Current Balance: 73.05
</TABLE>
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
OF CURRENT CURRENT
OCCUPANCY (CDOCCUP) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
Primary 1,781 135,333,619.67 92.45
Investment 187 10,627,053.93 7.26
Second Home 6 426,334.71 0.29
------------------------------------------------------------------------------
TOTAL: 1,974 146,387,008.31 100.00
</TABLE>
================================================================================
Page 3 of 7
<PAGE>
AAMES 2000-2 MORGAN STANLEY DEAN WITTER
AS OF 12/29/00 1,974 records
FIXED RATE Balance: 146,387,008
================================================================================
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
OF CURRENT CURRENT
PROPERTY TYPE(CDPROPERTY) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
Single Family Residence 1,772 132,473,186.74 90.50
2 Family 90 5,864,857.33 4.01
Townhouse 32 2,654,176.07 1.81
Condo 36 2,003,446.96 1.37
4 Family 14 1,463,096.49 1.00
3 Family 13 948,344.71 0.65
Manufactured Housing 12 837,527.63 0.57
02 5 142,372.38 0.10
------------------------------------------------------------------------------
TOTAL: 1,974 146,387,008.31 100.00
</TABLE>
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
OF CURRENT CURRENT
ORIGINATOR(CDCHANNELDESC) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
Retail 1,405 103,029,230.99 70.38
Broker/Wholesale 404 30,317,307.92 20.71
National Loan Center 155 12,354,165.03 8.44
Correspondant 10 686,304.37 0.47
------------------------------------------------------------------------------
TOTAL: 1,974 146,387,008.31 100.00
</TABLE>
================================================================================
Page 4 of 7
<PAGE>
AAMES 2000-2 MORGAN STANLEY DEAN WITTER
AS OF 12/29/00 1,974 records
FIXED RATE Balance: 146,387,008
================================================================================
<TABLE>
<CAPTION>
% OF
GEOGRAPHIC NUMBER TOTAL TOTAL
DISTRIBUTION OF CURRENT CURRENT
BY STATE(ADDPSTATE) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
Arizona 29 1,731,065.36 1.18
Arkansas 4 148,877.59 0.10
California 263 30,356,586.77 20.74
Colorado 16 1,347,965.24 0.92
Connecticut 10 808,969.46 0.55
Delaware 1 70,132.15 0.05
District of Columbia 5 551,333.16 0.38
Florida 151 9,417,997.32 6.43
Georgia 26 1,802,473.66 1.23
Hawaii 21 2,630,858.05 1.80
Idaho 15 1,124,497.25 0.77
Illinois 83 6,580,315.01 4.50
Indiana 25 1,438,552.67 0.98
Iowa 57 3,315,639.24 2.26
Kansas 6 191,698.45 0.13
Kentucky 13 985,195.18 0.67
Louisiana 32 1,589,309.86 1.09
Maine 1 171,835.29 0.12
Maryland 9 653,647.95 0.45
Massachusetts 14 1,692,900.87 1.16
Michigan 163 9,630,079.35 6.58
Minnesota 32 3,234,576.49 2.21
Mississippi 13 588,138.56 0.40
Missouri 69 3,632,258.95 2.48
Montana 7 637,495.69 0.44
Nebraska 6 458,722.62 0.31
Nevada 28 2,603,000.01 1.78
New Hampshire 1 42,364.84 0.03
New Jersey 26 2,660,703.16 1.82
New Mexico 5 612,955.83 0.42
New York 152 12,401,178.23 8.47
North Carolina 38 2,431,796.91 1.66
Ohio 126 8,438,790.71 5.76
Oklahoma 32 1,273,461.02 0.87
Oregon 23 2,086,357.84 1.43
Pennsylvania 63 3,119,416.64 2.13
Rhode Island 4 298,374.17 0.20
South Carolina 12 559,150.21 0.38
Tennessee 39 2,025,635.40 1.38
Texas 293 18,583,575.49 12.69
Utah 11 1,052,668.20 0.72
Virginia 11 511,242.75 0.35
Washington 26 2,132,256.74 1.46
West Virginia 4 242,045.06 0.17
Wisconsin 9 520,912.91 0.36
------------------------------------------------------------------------------
TOTAL: 1,974 146,387,008.31 100.00
------------------------------------------------------------------------------
Number of States Represented: 44 States and the District of Columbia
</TABLE>
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
LIEN OF CURRENT CURRENT
POSITION(CDLIEN) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
1st Lien 1,914 144,694,477.10 98.84
2nd Lien 60 1,692,531.21 1.16
------------------------------------------------------------------------------
TOTAL: 1,974 146,387,008.31 100.00
</TABLE>
================================================================================
Page 5 of 7
<PAGE>
AAMES 2000-2 MORGAN STANLEY DEAN WITTER
AS OF 12/29/00 1,974 records
FIXED RATE Balance: 146,387,008
================================================================================
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
OF CURRENT CURRENT
PREPAYMENT TERM(CDPREPAYTERM) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
0 643 41,330,297.54 28.23
6 1 24,986.77 0.02
12 152 12,507,734.20 8.54
24 3 314,951.48 0.22
30 1 39,200.00 0.03
36 197 13,094,164.14 8.94
42 29 3,135,299.35 2.14
60 948 75,940,374.83 51.88
------------------------------------------------------------------------------
TOTAL: 1,974 146,387,008.31 100.00
</TABLE>
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
OF CURRENT CURRENT
DOCUMENTATION LEVEL(CDDOCTYPE) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
Full 1,650 119,827,348.32 81.86
Light 159 13,568,350.57 9.27
Stated Documentation 165 12,991,309.42 8.87
------------------------------------------------------------------------------
TOTAL: 1,974 146,387,008.31 100.00
</TABLE>
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
OF CURRENT CURRENT
CREDIT GRADE(GRADE) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
A 269 23,102,824.28 15.78
A- 502 43,212,339.06 29.52
A+ 47 3,815,928.41 2.61
B 357 23,901,817.22 16.33
B- 81 5,986,012.12 4.09
B+ 215 16,112,738.60 11.01
C 263 14,884,912.63 10.17
C- 80 5,466,562.62 3.73
C+ 102 6,865,972.01 4.69
D 58 3,037,901.36 2.08
------------------------------------------------------------------------------
TOTAL: 1,974 146,387,008.31 100.00
</TABLE>
================================================================================
Page 6 of 7
<PAGE>
AAMES 2000-2 MORGAN STANLEY DEAN WITTER
AS OF 12/29/00 1,974 records
FIXED RATE Balance: 146,387,008
================================================================================
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
OF CURRENT CURRENT
FICO SCORE(SCOREFICO1) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
LESS THAN = 0 13 839,043.76 0.57
1 - 400 2 86,266.68 0.06
451 - 500 47 3,499,330.84 2.39
501 - 550 490 31,800,701.22 21.72
551 - 600 706 52,698,754.68 36.00
601 - 610 111 8,850,048.38 6.05
611 - 620 129 10,901,540.09 7.45
621 - 630 106 8,609,378.49 5.88
631 - 640 96 7,236,538.86 4.94
641 - 650 62 4,634,200.59 3.17
651 - 660 56 4,728,537.74 3.23
661 - 670 38 2,989,206.92 2.04
671 - 680 22 1,811,401.65 1.24
681 - 690 15 1,066,397.81 0.73
691 - 700 16 1,803,741.45 1.23
701 - 720 32 2,570,886.49 1.76
721 - 740 18 1,398,756.24 0.96
741 - 760 12 618,142.46 0.42
761 - 780 2 137,740.88 0.09
781 - 800 1 106,393.08 0.07
------------------------------------------------------------------------------
TOTAL: 1,974 146,387,008.31 100.00
------------------------------------------------------------------------------
Minimum: 100
Maximum: 787
Weighted Average: 589.7
</TABLE>
MARGIN (ARMMARGIN%)
MAXIMUM MORTGAGE RATES (ARMMAX%)
MINIMUM MORTGAGE RATES (ARMMIN%)
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
OF CURRENT CURRENT
PRODUCT(CDPRODUCT) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
Fixed - 10 Year 26 879,373.09 0.60
Fixed - 15 Year 377 17,781,395.66 12.15
Fixed - 20 Year 99 5,530,163.55 3.78
Fixed - 25 Year 1 121,907.89 0.08
Fixed - 30 Year 1,469 121,970,654.77 83.32
Balloon - 10/30 1 65,040.12 0.04
Balloon - 15/30 1 38,473.23 0.03
------------------------------------------------------------------------------
TOTAL: 1,974 146,387,008.31 100.00
</TABLE>
NEXT RATE ADJUSTMENT DATE(ARMDTNRA)
================================================================================
Page 7 of 7
<PAGE>
AAMES 2000-2 MORGAN STANLEY DEAN WITTER
AS OF 12/29/00 2,621 records
CONFORMING ARMS Balance: 262,638,903
================================================================================
SUMMARY STATISTICS
Number of Mortgage Loans: 2,621
Total Current Balance: 262,638,902.54
Maximum Current Balance: 367,034.06
Minimum Current Balance: 10,195.94
Average Current Balance: 100,205.61
Total Original Balance: 262,820,714.00
Maximum Original Balance: 367,200.00
Minimum Original Balance: 10,200.00
Average Original Balance: 100,274.98
Weighted Average Coupon: 10.663
Maximum Coupon: 16.700
Minimum Coupon: 7.750
Weighted Average Coupon Net of MI: 10.314
Weighted Average Original Term: 358.9
Weighted Average Stated Remaining Term: 357.5
Weighted Average Seasoning: 1.4
Weighted Average Original LTV-calc: 78.54
Weighted Average Current LTV-calc: 78.49
Weighted Average Combined Original LTV-excludes subordinate liens: 78.61
Weighted Average Combined Original LTV-includes subordinate liens: 79.10
Weighted Average FICO score: 585.3
Pct 1st Liens: 100.00
Pct not 1st Liens: 0.00
Top 5 States: CA(25.8%),FL(13.6%),WA(5.0%),OH(3.9%),MN(3.7%)
Pct have First Payment date before 12/1/2000: 39.21
SUMMARY STATISTICS - ARMS
Number of Mortgage Loans: 2,621
Total Current Balance: 262,638,902.54
Maximum Balance: 367,034.06
Minimum Balance: 10,195.94
Average Current Balance: 100,205.61
Total Original Balance: 262,820,714.00
Weighted Average Coupon: 10.663
Maximum Coupon: 16.700
Minimum Coupon: 7.750
Weighted Average Coupon Net of MI: 10.314
Weighted Average Margin: 6.264
Weighted Average Maximum Rate: 16.665
Weighted Average Months to Roll: 30
Weighted Average Original Term: 358.9
Weighted Average Stated Remaining Term: 357.5
Weighted Average Seasoning: 1.4
Weighted Average Original LTV-calc: 78.54
Weighted Average Current LTV-calc: 78.49
Weighted Average Combined Original LTV-excludes subordinate liens: 78.61
Weighted Average Combined Original LTV-includes subordinate liens: 79.10
Weighted Average FICO score: 585.3
Top 5 States: CA(25.8%),FL(13.6%),WA(5.0%),OH(3.9%),MN(3.7%)
SUMMARY STATISTICS - FRS
================================================================================
Page 1 of 8
<PAGE>
AAMES 2000-2 MORGAN STANLEY DEAN WITTER
AS OF 12/29/00 2,621 records
CONFORMING ARMS Balance: 262,638,903
================================================================================
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
CURRENT MORTGAGE LOAN OF CURRENT CURRENT
PRINCIPAL BALANCE (BALCURR$) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
0.01 - 25,000.00 31 654,083.10 0.25
25,000.01 - 50,000.00 475 18,631,897.35 7.09
50,000.01 - 75,000.00 593 37,030,251.70 14.10
75,000.01 - 100,000.00 425 37,142,715.82 14.14
100,000.01 - 150,000.00 614 74,702,849.71 28.44
150,000.01 - 200,000.00 299 51,579,388.83 19.64
200,000.01 - 250,000.00 155 34,566,809.94 13.16
250,000.01 - 300,000.00 21 5,652,569.88 2.15
300,000.01 - 350,000.00 6 1,953,863.75 0.74
350,000.01 - 400,000.00 2 724,472.46 0.28
------------------------------------------------------------------------------
TOTAL: 2,621 262,638,902.54 100.00
------------------------------------------------------------------------------
Minimum: 10,195.94
Maximum: 367,034.06
Average: 100,205.61
</TABLE>
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
OF CURRENT CURRENT
CURRENT MORTGAGE RATES (RTCURR%) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
7.501 - 8.000 9 1,457,653.04 0.56
8.001 - 8.500 31 4,419,562.95 1.68
8.501 - 9.000 164 22,356,001.93 8.51
9.001 - 9.500 188 24,943,846.46 9.50
9.501 - 10.000 347 43,134,826.54 16.42
10.001 - 10.500 347 38,547,156.69 14.68
10.501 - 11.000 389 40,226,784.27 15.32
11.001 - 11.500 280 24,581,199.32 9.36
11.501 - 12.000 303 24,107,558.78 9.18
12.001 - 12.500 189 14,293,058.11 5.44
12.501 - 13.000 151 10,476,091.54 3.99
13.001 - 13.500 71 4,464,021.57 1.70
13.501 - 14.000 82 5,678,021.11 2.16
14.001 - 14.500 34 2,104,882.72 0.80
14.501 - 15.000 21 1,218,163.68 0.46
15.001 - 15.500 5 152,889.64 0.06
15.501 - 16.000 7 367,007.07 0.14
16.001 - 16.500 2 62,236.46 0.02
16.501 - 17.000 1 47,940.66 0.02
------------------------------------------------------------------------------
TOTAL: 2,621 262,638,902.54 100.00
------------------------------------------------------------------------------
Minimum: 7.750
Maximum: 16.700
Weighted Average: 10.663
</TABLE>
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
OF CURRENT CURRENT
ORIGINAL TERM(TERMORIG) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
169 - 180 20 1,433,665.22 0.55
229 - 240 4 346,676.78 0.13
349 - 360 2,597 260,858,560.54 99.32
------------------------------------------------------------------------------
TOTAL: 2,621 262,638,902.54 100.00
------------------------------------------------------------------------------
Minimum: 180
Maximum: 360
Weighted Average: 358.9
</TABLE>
================================================================================
Page 2 of 8
<PAGE>
AAMES 2000-2 MORGAN STANLEY DEAN WITTER
AS OF 12/29/00 2,621 records
CONFORMING ARMS Balance: 262,638,903
================================================================================
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
REMAINING TERM TO OF CURRENT CURRENT
STATED MATURITY(TERMSTDREM) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
169 - 180 20 1,433,665.22 0.55
229 - 240 4 346,676.78 0.13
337 - 348 2 206,814.49 0.08
349 - 360 2,595 260,651,746.05 99.24
------------------------------------------------------------------------------
TOTAL: 2,621 262,638,902.54 100.00
------------------------------------------------------------------------------
Minimum: 178
Maximum: 360
Weighted Average: 357.5
</TABLE>
<TABLE>
<CAPTION>
COMB
ORIG % OF
LOAN-TO-VALUE RATIO NUMBER TOTAL TOTAL
(LTVCOMBORIGTAPE%)- OF CURRENT CURRENT
DOESN'T INCLUDE SUB LIENS LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
5.01 - 10.00 1 25,961.25 0.01
10.01 - 15.00 1 29,988.08 0.01
20.01 - 25.00 5 444,578.63 0.17
25.01 - 30.00 8 374,037.76 0.14
30.01 - 35.00 7 461,552.45 0.18
35.01 - 40.00 8 540,606.60 0.21
40.01 - 45.00 11 663,367.10 0.25
45.01 - 50.00 29 1,999,818.18 0.76
50.01 - 55.00 33 2,107,414.68 0.80
55.01 - 60.00 65 5,383,770.20 2.05
60.01 - 65.00 153 13,320,935.79 5.07
65.01 - 70.00 284 26,775,367.61 10.19
70.01 - 75.00 499 45,112,103.96 17.18
75.01 - 80.00 808 86,333,942.46 32.87
80.01 - 85.00 185 20,091,021.21 7.65
85.01 - 90.00 352 39,988,890.59 15.23
90.01 - 95.00 166 18,111,972.84 6.90
95.01 - 100.00 6 873,573.15 0.33
------------------------------------------------------------------------------
TOTAL: 2,621 262,638,902.54 100.00
------------------------------------------------------------------------------
Minimum: 6.50
Maximum: 100.00
Weighted Average by Original Balance: 78.61
Weighted Average by Current Balance: 78.61
</TABLE>
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
OF CURRENT CURRENT
OCCUPANCY (CDOCCUP) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
Primary 2,444 250,645,817.56 95.43
Investment 166 11,302,154.79 4.30
Second Home 11 690,930.19 0.26
------------------------------------------------------------------------------
TOTAL: 2,621 262,638,902.54 100.00
</TABLE>
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
OF CURRENT CURRENT
PROPERTY TYPE(CDPROPERTY) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
Single Family Residence 2,305 230,544,410.04 87.78
Condo 151 13,854,931.73 5.28
2 Family 87 8,330,558.07 3.17
3 Family 25 3,723,676.34 1.42
4 Family 23 3,349,180.76 1.28
Townhouse 20 2,075,049.03 0.79
Manufactured Housing 10 761,096.57 0.29
------------------------------------------------------------------------------
TOTAL: 2,621 262,638,902.54 100.00
</TABLE>
================================================================================
Page 3 of 8
<PAGE>
AAMES 2000-2 MORGAN STANLEY DEAN WITTER
AS OF 12/29/00 2,621 records
CONFORMING ARMS Balance: 262,638,903
================================================================================
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
OF CURRENT CURRENT
ORIGINATOR(CDCHANNELDESC) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
Broker/Wholesale 1,826 189,284,963.27 72.07
Retail 734 66,735,003.08 25.41
Correspondant 45 5,347,812.76 2.04
National Loan Center 16 1,271,123.43 0.48
------------------------------------------------------------------------------
TOTAL: 2,621 262,638,902.54 100.00
</TABLE>
<TABLE>
<CAPTION>
% OF
GEOGRAPHIC NUMBER TOTAL TOTAL
DISTRIBUTION OF CURRENT CURRENT
BY STATE(ADDPSTATE) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
Arizona 52 4,722,687.86 1.80
Arkansas 7 598,633.66 0.23
California 446 67,641,022.47 25.75
Colorado 51 6,894,866.23 2.63
Connecticut 40 3,711,127.81 1.41
Delaware 2 122,800.45 0.05
District of Columbia 2 150,600.98 0.06
Florida 399 35,609,855.33 13.56
Georgia 41 4,120,227.82 1.57
Hawaii 50 9,504,279.47 3.62
Idaho 9 673,725.36 0.26
Illinois 82 7,369,905.81 2.81
Indiana 63 3,988,325.25 1.52
Iowa 54 3,829,607.99 1.46
Kansas 10 747,049.90 0.28
Kentucky 28 1,748,004.19 0.67
Louisiana 34 2,546,786.98 0.97
Maine 3 275,773.78 0.11
Maryland 18 1,780,603.09 0.68
Massachusetts 29 3,695,773.03 1.41
Michigan 107 8,163,928.51 3.11
Minnesota 96 9,714,317.74 3.70
Mississippi 35 2,666,516.66 1.02
Missouri 123 7,341,703.47 2.80
Montana 22 1,992,001.51 0.76
Nebraska 23 1,427,517.67 0.54
Nevada 28 3,449,048.70 1.31
New Hampshire 5 549,875.80 0.21
New Jersey 3 494,536.85 0.19
New Mexico 3 338,925.15 0.13
New York 72 7,603,563.35 2.90
North Carolina 84 6,255,110.97 2.38
Ohio 142 10,128,983.75 3.86
Oklahoma 18 871,042.23 0.33
Oregon 32 3,632,211.88 1.38
Pennsylvania 49 3,534,623.77 1.35
Rhode Island 2 118,461.65 0.05
South Carolina 27 2,084,567.80 0.79
Tennessee 33 2,634,680.68 1.00
Texas 107 9,163,292.51 3.49
Utah 23 2,581,955.43 0.98
Virginia 36 2,732,767.21 1.04
Washington 100 13,232,120.25 5.04
West Virginia 5 262,882.73 0.10
Wisconsin 26 1,932,608.81 0.74
------------------------------------------------------------------------------
TOTAL: 2,621 262,638,902.54 100.00
------------------------------------------------------------------------------
Number of States Represented: 44 States and the District of Columbia
</TABLE>
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
LIEN OF CURRENT CURRENT
POSITION(CDLIEN) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
1st Lien 2,621 262,638,902.54 100.00
------------------------------------------------------------------------------
TOTAL: 2,621 262,638,902.54 100.00
</TABLE>
================================================================================
Page 4 of 8
<PAGE>
AAMES 2000-2 MORGAN STANLEY DEAN WITTER
AS OF 12/29/00 2,621 records
CONFORMING ARMS Balance: 262,638,903
================================================================================
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
OF CURRENT CURRENT
PREPAYMENT TERM(CDPREPAYTERM) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
0 286 27,996,864.89 10.66
12 15 2,166,064.64 0.82
24 439 61,746,224.40 23.51
36 1,491 134,197,381.09 51.10
42 68 6,895,764.34 2.63
60 322 29,636,603.18 11.28
------------------------------------------------------------------------------
TOTAL: 2,621 262,638,902.54 100.00
</TABLE>
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
DOCUMENTATION OF CURRENT CURRENT
LEVEL(CDDOCTYPE) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
Full 2,024 200,318,484.53 76.27
Stated Documentation 469 49,202,418.94 18.73
Light 128 13,117,999.07 4.99
------------------------------------------------------------------------------
TOTAL: 2,621 262,638,902.54 100.00
</TABLE>
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
CREDIT OF CURRENT CURRENT
GRADE(GRADE) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
A 594 68,927,780.05 26.24
A- 531 59,163,981.25 22.53
A+ 34 3,536,940.68 1.35
B 599 58,644,336.62 22.33
B- 63 5,928,872.59 2.26
B+ 90 9,242,379.16 3.52
C 437 35,797,642.84 13.63
C- 122 9,187,299.03 3.50
C+ 72 6,163,112.95 2.35
D 79 6,046,557.37 2.30
------------------------------------------------------------------------------
TOTAL: 2,621 262,638,902.54 100.00
</TABLE>
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
FICO OF CURRENT CURRENT
SCORE(SCOREFICO1) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
LESS THAN = 0 9 563,565.73 0.21
1 - 400 3 171,227.08 0.07
401 - 450 3 182,871.71 0.07
451 - 500 63 5,139,884.91 1.96
501 - 550 686 60,410,024.20 23.00
551 - 600 986 102,989,146.98 39.21
601 - 610 184 19,136,035.92 7.29
611 - 620 151 16,558,243.36 6.30
621 - 630 115 12,030,348.61 4.58
631 - 640 93 10,024,219.69 3.82
641 - 650 105 11,139,105.05 4.24
651 - 660 68 7,823,401.21 2.98
661 - 670 51 5,735,511.15 2.18
671 - 680 27 2,921,786.28 1.11
681 - 690 19 1,733,102.85 0.66
691 - 700 20 2,006,873.64 0.76
701 - 720 15 1,602,897.54 0.61
721 - 740 10 1,134,154.84 0.43
741 - 760 8 804,211.93 0.31
761 - 780 4 505,199.91 0.19
781 - 800 1 27,089.95 0.01
------------------------------------------------------------------------------
TOTAL: 2,621 262,638,902.54 100.00
------------------------------------------------------------------------------
Minimum: 70
Maximum: 783
Weighted Average: 585.3
</TABLE>
================================================================================
Page 5 of 8
<PAGE>
AAMES 2000-2 MORGAN STANLEY DEAN WITTER
AS OF 12/29/00 2,621 records
CONFORMING ARMS Balance: 262,638,903
================================================================================
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
OF CURRENT CURRENT
MARGIN (ARMMARGIN%) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
LESS THAN = 3.000 2 217,664.24 0.08
3.001 - 3.500 12 1,139,201.39 0.43
3.501 - 4.000 13 1,128,215.09 0.43
4.001 - 4.500 17 1,912,652.25 0.73
4.501 - 5.000 64 5,749,248.13 2.19
5.001 - 5.500 265 27,415,172.66 10.44
5.501 - 6.000 548 55,143,940.03 21.00
6.001 - 6.500 933 103,042,807.75 39.23
6.501 - 7.000 401 38,276,259.63 14.57
7.001 - 7.500 196 15,658,266.74 5.96
7.501 - 8.000 106 8,214,284.78 3.13
8.001 - 8.500 34 2,810,286.77 1.07
8.501 - 9.000 23 1,593,685.69 0.61
9.001 - 9.500 5 221,617.39 0.08
9.501 - 10.000 2 115,600.00 0.04
------------------------------------------------------------------------------
TOTAL: 2,621 262,638,902.54 100.00
------------------------------------------------------------------------------
Minimum: 2.675
Maximum: 9.750
Weighted Average: 6.264
</TABLE>
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
MAXIMUM OF CURRENT CURRENT
MORTGAGE RATES (ARMMAX%) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
13.501 - 14.000 9 1,457,653.04 0.56
14.001 - 14.500 30 4,358,932.57 1.66
14.501 - 15.000 164 22,356,001.93 8.51
15.001 - 15.500 189 25,004,476.84 9.52
15.501 - 16.000 345 42,989,071.21 16.37
16.001 - 16.500 347 38,393,573.43 14.62
16.501 - 17.000 389 40,203,956.09 15.31
17.001 - 17.500 280 24,713,643.23 9.41
17.501 - 18.000 304 24,188,549.63 9.21
18.001 - 18.500 189 14,293,058.11 5.44
18.501 - 19.000 152 10,584,823.55 4.03
19.001 - 19.500 71 4,464,021.57 1.70
19.501 - 20.000 82 5,678,021.11 2.16
20.001 - 20.500 34 2,104,882.72 0.80
20.501 - 21.000 20 1,162,955.37 0.44
21.001 - 21.500 5 152,889.64 0.06
21.501 - 22.000 8 422,215.38 0.16
22.001 - 22.500 2 62,236.46 0.02
22.501 - 23.000 1 47,940.66 0.02
------------------------------------------------------------------------------
TOTAL: 2,621 262,638,902.54 100.00
------------------------------------------------------------------------------
Minimum: 13.750
Maximum: 22.700
Weighted Average: 16.665
</TABLE>
================================================================================
Page 6 of 8
<PAGE>
AAMES 2000-2 MORGAN STANLEY DEAN WITTER
AS OF 12/29/00 2,621 records
CONFORMING ARMS Balance: 262,638,903
================================================================================
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
MINIMUM MORTGAGE OF CURRENT CURRENT
RATES (ARMMIN%) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
7.501 - 8.000 9 1,457,653.04 0.56
8.001 - 8.500 31 4,419,562.95 1.68
8.501 - 9.000 164 22,356,001.93 8.51
9.001 - 9.500 188 24,943,846.46 9.50
9.501 - 10.000 347 43,134,826.54 16.42
10.001 - 10.500 347 38,547,156.69 14.68
10.501 - 11.000 389 40,226,784.27 15.32
11.001 - 11.500 280 24,581,199.32 9.36
11.501 - 12.000 303 24,107,558.78 9.18
12.001 - 12.500 189 14,293,058.11 5.44
12.501 - 13.000 151 10,476,091.54 3.99
13.001 - 13.500 71 4,464,021.57 1.70
13.501 - 14.000 82 5,678,021.11 2.16
14.001 - 14.500 34 2,104,882.72 0.80
14.501 - 15.000 21 1,218,163.68 0.46
15.001 - 15.500 5 152,889.64 0.06
15.501 - 16.000 7 367,007.07 0.14
16.001 - 16.500 2 62,236.46 0.02
16.501 - 17.000 1 47,940.66 0.02
------------------------------------------------------------------------------
TOTAL: 2,621 262,638,902.54 100.00
------------------------------------------------------------------------------
Minimum: 7.750
Maximum: 16.700
Weighted Average: 10.663
</TABLE>
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
OF CURRENT CURRENT
PRODUCT(CDPRODUCT) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
ARM - 6 Month 2 131,488.88 0.05
ARM - 2 Year/6 Month 712 90,995,977.87 34.65
ARM - 3 Year/6 Month 1,907 171,511,435.79 65.30
------------------------------------------------------------------------------
TOTAL: 2,621 262,638,902.54 100.00
</TABLE>
================================================================================
Page 7 of 8
<PAGE>
AAMES 2000-2 MORGAN STANLEY DEAN WITTER
AS OF 12/29/00 2,621 records
CONFORMING ARMS Balance: 262,638,903
================================================================================
<TABLE>
<CAPTION>
% OF
NUMBER TOTAL TOTAL
NEXT RATE OF CURRENT CURRENT
ADJUSTMENT DATE(ARMDTNRA) LOANS BALANCE BALANCE
------------------------------------------------------------------------------
<S> <C> <C> <C>
2001-04 1 103,888.88 0.04
2001-06 1 27,600.00 0.01
2001-12 1 49,951.38 0.02
2002-01 1 37,300.64 0.01
2002-03 1 134,767.53 0.05
2002-05 1 84,714.93 0.03
2002-06 5 897,747.18 0.34
2002-07 16 1,676,421.92 0.64
2002-08 13 1,539,025.85 0.59
2002-09 60 7,780,515.86 2.96
2002-10 151 19,094,523.00 7.27
2002-11 269 34,855,649.88 13.27
2002-12 189 24,169,172.81 9.20
2003-01 6 833,050.00 0.32
2003-02 1 26,661.31 0.01
2003-04 3 374,921.14 0.14
2003-05 7 712,140.88 0.27
2003-06 10 988,057.63 0.38
2003-07 24 2,465,463.34 0.94
2003-08 37 3,675,497.72 1.40
2003-09 227 22,636,720.23 8.62
2003-10 446 40,538,549.82 15.44
2003-11 623 54,586,267.14 20.78
2003-12 496 42,644,058.47 16.24
2004-01 32 2,706,235.00 1.03
------------------------------------------------------------------------------
TOTAL: 2,621 262,638,902.54 100.00
------------------------------------------------------------------------------
Minimum: 2001-04-01
Maximum: 2004-01-01
Weighted Average: 2003-06-15
</TABLE>
================================================================================
Page 8 of 8
