EX-99 4 june2001fixed.htm EXHIBIT 99.2 FIXED LOANS
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 2001-1
Fixed Rate Loans
  Retail Correspondent Broker NLC Total
Category # $ # $ # $ # $ # $
Original 1489 $103,942,224 5 $622,719 263 $20,388,790 143 $12,506,050 1900 $137,459,783
LTV/WAC 73.48% 10.70% 72.14% 11.09% 72.26% 11.23% 77.81% 11.07% 73.69% 10.81%
NON/2-4 6.62% 5.66% 8.86% 0.00% 9.62% 16.13% 16.03% 4.87% 7.93% 7.12%
Low/NIV 9.59% 5.08% 0.00% 100.00% 0.77% 27.44% 2.85% 15.93% 7.62% 9.82%
A/A- 538 $44,930,739 5 $622,719 150 $12,696,659 64 $5,938,200 757 $64,188,317
B 518 $36,051,872 0 $0 72 $5,306,830 38 $3,439,500 628 $44,798,202
C 303 $16,596,015 0 $0 32 $1,938,751 29 $2,154,225 364 $20,688,991
C- 72 $3,436,288 0 $0 5 $251,450 10 $856,125 87 $4,543,863
D 58 $2,927,310 0 $0 4 $195,100 2 $118,000 64 $3,240,410
Remaining 1458 $100,958,639 5 $506,294 259 $19,439,192 142 $12,306,492 1864 $133,210,617
LTV/WAC 73.56% 10.67% 73.67% 11.20% 72.04% 11.23% 77.89% 11.05% 73.74% 10.79%
A/A- 527 $43,741,911 5 $506,294 147 $11,788,121 64 $5,890,514 743 $61,926,841
B 509 $35,123,452 0 $0 72 $5,294,662 38 $3,429,985 619 $43,848,099
C 297 $16,201,509 0 $0 31 $1,910,802 28 $2,013,288 356 $20,125,598
C- 69 $3,248,567 0 $0 5 $250,636 10 $854,788 84 $4,353,990
D 56 $2,643,201 0 $0 4 $194,971 2 $117,916 62 $2,956,088
Paid Off 1.79% $1,860,530 0.00% $0 2.83% $576,551 1.10% $137,200 1.87% $2,574,281
Status                    
CURRENT 1384 $96,499,486 5 $506,294 249 $18,900,391 134 $11,462,408 1772 $127,368,579
30-59 52 $3,507,895 0 $0 6 $349,728 6 $497,803 64 $4,355,427
60-89 19 $801,406 0 $0 2 $97,297 2 $346,281 23 $1,244,984
90-119 3 $149,851 0 $0 2 $91,775 0 $0 5 $241,627
120-179 0 $0 0 $0 0 $0 0 $0 0 $0
180-269 0 $0 0 $0 0 $0 0 $0 0 $0
270-359 0 $0 0 $0 0 $0 0 $0 0 $0
360+ 0 $0 0 $0 0 $0 0 $0 0 $0
REO 0 $0 0 $0 0 $0 0 $0 0 $0
90+REO 3 $149,851 - $0 2 $91,775 - $0 5 $241,627
Loss To Date                    
% to Original 0.00% $0 0.00% $0 0.00% $0 0.09% $11,696 0.01% $11,696
Severity 0.00%   0.00%   0.00%   8.53%   8.53%  
Loss To Date by Grade % Orig $ % Orig $ % Orig $ % Orig $ % Orig $
A/A- 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
B 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
C 0.00% $0 0.00% $0 0.00% $0 0.54% $11,696 0.06% $11,696
C- 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
D 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ % Orig $ % Orig $ % Orig $ % Orig $
Low Doc 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
2-4 Unit 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
NIV 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Non-Owner 0.00% $0 0.00% $0 0.00% $0 0.58% $11,696 0.11% $11,696
90+ & REO                    
A/A-, B , C 0.00% 0.18% 0.00% 0.00% 0.59% 0.00% 0.00% 0.00% 0.11% 0.15%
C- , D, NON 0.00% 1.37% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.23%
2-4, LOW , NIV 0.64% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.38% 0.00%
As of: June 2001                    
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 2000-2
Fixed Rate Loans
  Retail Correspondent Broker NLC Total
Category # $ # $ # $ # $ # $
Original 1414 $104,047,486 10 $688,555 404 $30,341,148 156 $12,412,387 1984 $147,489,576
LTV/WAC 72.82% 10.84% 70.70% 11.51% 73.36% 11.27% 74.86% 10.51% 73.09% 10.91%
NON/2-4 6.91% 5.11% 0.00% 0.00% 10.74% 7.39% 3.74% 6.15% 7.40% 5.64%
Low/NIV 12.04% 4.86% 0.00% 14.35% 1.69% 22.78% 8.37% 11.13% 9.54% 9.12%
A/A- 505 $44,307,026 5 $399,800 233 $19,270,251 81 $7,162,457 824 $71,139,534
B 512 $36,184,380 1 $84,000 95 $6,413,695 46 $3,428,300 654 $46,110,375
C 288 $16,959,560 1 $52,000 56 $3,188,257 21 $1,431,800 366 $21,631,617
C- 59 $3,887,140 1 $38,500 14 $1,253,070 8 $389,830 82 $5,568,540
D 50 $2,709,380 2 $114,255 6 $215,875 0 $0 58 $3,039,510
Remaining 1336 $96,621,100 10 $684,135 375 $27,366,591 152 $12,149,009 1873 $136,820,835
LTV/WAC 73.01% 10.84% 70.68% 11.52% 73.63% 11.23% 74.90% 10.49% 73.29% 10.89%
A/A- 477 $40,815,847 5 $396,274 219 $17,796,504 79 $7,032,941 780 $66,041,567
B 487 $33,706,149 1 $83,660 87 $5,630,096 46 $3,411,440 621 $42,831,345
C 270 $15,883,010 1 $51,806 50 $2,621,833 20 $1,363,597 341 $19,920,246
C- 55 $3,670,648 1 $38,473 13 $1,103,150 7 $341,030 76 $5,153,301
D 47 $2,545,446 2 $113,922 6 $215,008 0 $0 55 $2,874,377
Paid Off 5.83% $6,064,610 0.00% $0 7.84% $2,377,688 1.61% $200,300 5.86% $8,642,598
Status                    
CURRENT 1198 $87,933,830 8 $563,543 336 $25,042,184 141 $11,535,467 1683 $125,075,025
30-59 50 $2,792,263 1 $82,119 13 $806,174 7 $369,198 71 $4,049,754
60-89 31 $1,608,930 0 $0 9 $627,018 0 $0 40 $2,235,948
90-119 13 $780,411 0 $0 6 $236,268 1 $77,440 20 $1,094,119
120-179 35 $2,799,946 1 $38,473 9 $583,698 3 $166,903 48 $3,589,020
180-269 8 $658,120 0 $0 2 $71,250 0 $0 10 $729,370
270-359 0 $0 0 $0 0 $0 0 $0 0 $0
360+ 0 $0 0 $0 0 $0 0 $0 0 $0
REO 1 $47,600 0 $0 0 $0 0 $0 1 $47,600
90+REO 57 $4,286,078 1 $38,473 17 $891,215 4 $244,343 79 $5,460,109
Loss To Date                    
% to Original 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Severity 0.00%   0.00%   0.00%   0.00%   0.00%  
Loss To Date by Grade % Orig $ % Orig $ % Orig $ % Orig $ % Orig $
A/A- 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
B 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
C 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
C- 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
D 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ % Orig $ % Orig $ % Orig $ % Orig $
Low Doc 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
2-4 Unit 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
NIV 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Non-Owner 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
90+ & REO                    
A/A-, B , C 1.90% 2.52% 0.00% 0.00% 1.30% 6.64% 0.00% 0.99% 1.52% 2.94%
C- , D, NON 25.38% 18.95% 100.00% 0.00% 6.51% 47.93% 9.68% 0.00% 20.86% 20.37%
2-4, LOW , NIV 5.60% 6.06% 0.00% 0.00% 0.00% 0.00% 0.00% 10.68% 3.55% 6.19%
As of: June 2001                    
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 2000-1
Fixed Rate Loans
  Retail Correspondent Broker NLC Total
Category # $ # $ # $ # $ # $
Original 2038 $142,587,670 13 $1,257,475 753 $53,086,385 161 $12,526,850 2965 $209,458,380
LTV/WAC 71.92% 10.89% 78.27% 10.55% 73.51% 11.23% 69.73% 9.99% 72.23% 10.92%
NON/2-4 7.25% 7.01% 0.00% 0.00% 7.84% 5.79% 6.64% 6.52% 7.32% 6.63%
Low/NIV 13.59% 3.39% 0.00% 0.00% 2.04% 24.11% 10.41% 11.51% 10.39% 9.11%
A/A- 675 $56,245,741 7 $618,035 393 $32,042,393 95 $7,727,950 1170 $96,634,119
B 724 $50,737,436 4 $541,440 189 $12,363,874 44 $3,231,250 961 $66,874,000
C 453 $26,494,423 1 $30,000 126 $6,477,900 17 $1,253,150 597 $34,255,473
C- 108 $4,933,450 0 $0 28 $1,415,460 5 $314,500 141 $6,663,410
D 78 $4,176,620 1 $68,000 17 $786,758 0 $0 96 $5,031,378
Remaining 1817 $123,455,761 13 $1,242,931 695 $47,665,884 147 $11,474,658 2672 $183,839,234
LTV/WAC 72.32% 10.87% 78.29% 10.56% 73.69% 11.21% 70.53% 9.88% 72.60% 10.90%
A/A- 601 $48,946,385 7 $608,763 365 $29,086,550 87 $7,141,248 1060 $85,782,945
B 649 $44,085,719 4 $536,504 175 $11,036,812 40 $2,882,796 868 $58,541,832
C 405 $23,419,890 1 $29,866 113 $5,515,483 17 $1,236,259 536 $30,201,497
C- 94 $3,684,551 0 $0 27 $1,322,189 3 $214,354 124 $5,221,095
D 68 $3,319,217 1 $67,798 15 $704,850 0 $0 84 $4,091,865
Paid Off 10.54% $15,032,682 0.00% $0 7.14% $3,788,266 7.30% $914,300 9.42% $19,735,248
Status                    
CURRENT 1591 $108,717,047 11 $1,028,930 591 $41,227,922 137 $10,763,355 2330 $161,737,254
30-59 73 $4,902,638 0 $0 37 $2,546,080 4 $315,676 114 $7,764,394
60-89 34 $2,169,069 0 $0 8 $512,190 0 $0 42 $2,681,258
90-119 23 $1,301,959 1 $110,251 6 $611,570 0 $0 30 $2,023,780
120-179 34 $2,301,997 0 $0 22 $1,352,510 2 $108,256 58 $3,762,763
180-269 40 $2,713,122 0 $0 19 $931,223 2 $169,170 61 $3,813,516
270-359 17 $1,068,533 1 $103,750 7 $253,452 2 $118,200 27 $1,543,936
360+ 0 $0 0 $0 0 $0 0 $0 0 $0
REO 5 $281,396 0 $0 5 $230,936 0 $0 10 $512,333
90+REO 119 $7,667,008 2 $214,001 59 $3,379,692 6 $395,627 186 $11,656,327
Loss To Date                    
% to Original 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Severity 0.00%   0.00%   0.00%   0.00%   0.00%  
Loss To Date by Grade % Orig $ % Orig $ % Orig $ % Orig $ % Orig $
A/A- 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
B 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
C 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
C- 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
D 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ % Orig $ % Orig $ % Orig $ % Orig $
Low Doc 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
2-4 Unit 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
NIV 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Non-Owner 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
90+ & REO                    
A/A-, B , C 2.92% 5.33% 35.15% 0.00% 4.40% 8.14% 0.00% 3.69% 3.41% 5.73%
C- , D, NON 17.16% 19.88% 0.00% 0.00% 23.02% 15.56% 83.94% 0.00% 21.38% 18.81%
2-4, LOW , NIV 8.08% 5.41% 0.00% 0.00% 10.63% 6.32% 0.00% 0.00% 8.25% 5.19%
As of: June 2001                    
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1999-2
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original 1811 $116,997,108 60 $5,234,114 1516 $109,332,528 3387 $231,563,750
LTV/WAC 72.96% 9.93% 80.02% 10.29% 76.36% 10.45% 74.72% 10.18%
NON/2-4 6.27% 6.51% 1.26% 9.03% 8.48% 10.06% 7.20% 8.24%
Low/NIV 8.30% 11.95% 0.62% 14.93% 2.41% 28.40% 5.35% 19.78%
A/A- 984 $70,497,890 37 $3,168,293 789 $68,103,491 1810 $141,769,674
B 490 $30,793,507 17 $1,633,601 449 $27,825,744 956 $60,252,852
C 176 $8,638,866 3 $152,740 177 $8,904,623 356 $17,696,229
C- 48 $2,424,267 0 $0 21 $1,078,400 69 $3,502,667
D 106 $4,294,400 3 $279,480 79 $3,371,520 188 $7,945,400
Unknown 2 $166,000 0 $0 0 $0 2 $166,000
Remaining 1298 $83,547,154 45 $3,933,167 1162 $85,250,750 2505 $172,731,071
LTV/WAC 74.05% 9.81% 81.48% 10.13% 76.85% 10.33% 75.60% 10.07%
A/A- 725 $50,688,082 28 $2,392,890 657 $55,960,554 1410 $109,041,526
B 353 $22,039,079 14 $1,391,312 323 $20,414,275 690 $43,844,667
C 111 $5,379,940 3 $148,965 122 $5,997,977 236 $11,526,882
C- 32 $1,390,863 0 $0 15 $766,993 47 $2,157,856
D 54 $1,920,667 0 $0 44 $2,062,561 98 $3,983,227
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 26.67% $31,206,832 23.27% $1,217,993 20.92% $22,871,163 23.88% $55,295,988
Status                
CURRENT 1169 $74,710,099 44 $3,802,445 991 $74,488,175 2204 $153,000,719
30-59 37 $2,871,310 1 $130,723 31 $1,855,744 69 $4,857,777
60-89 12 $776,851 0 $0 7 $341,712 19 $1,118,563
90-119 9 $627,455 0 $0 14 $818,305 23 $1,445,760
120-179 11 $581,496 0 $0 14 $844,069 25 $1,425,565
180-269 17 $1,204,223 0 $0 32 $2,005,729 49 $3,209,952
270-359 18 $1,161,069 0 $0 20 $1,228,767 38 $2,389,836
360+ 19 $1,199,494 0 $0 25 $1,637,000 44 $2,836,494
REO 6 $415,157 0 $0 28 $2,031,249 34 $2,446,406
90+REO 80 $5,188,894 - $0 133 $8,565,119 213 $13,754,013
Loss To Date                
% to Original 0.79% $922,771 -0.20% -$10,716 2.04% $2,233,213 1.36% $3,145,268
Severity 44.95%   -20.35%   55.26%   51.17%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.33% $231,143 0.00% $0 0.94% $641,603 0.62% $872,746
B 1.14% $350,442 0.00% $0 3.11% $866,679 2.02% $1,217,121
C 1.45% $124,895 0.00% $0 3.81% $338,970 2.62% $463,865
C- 2.55% $61,788 0.00% $0 7.16% $77,197 3.97% $138,985
D 3.24% $139,326 -3.83% ($10,716) 9.16% $308,765 5.50% $437,375
Unknown 9.14% $15,178 0.00% $0 0.00% $0 9.14% $15,178
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 0.00% $0 0.00% $0 0.00% $0 0.00% $0
2-4 Unit 0.00% $0 0.00% $0 0.00% $0 0.00% $0
NIV 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Non-Owner 0.00% $0 0.00% $0 0.00% $0 0.00% $0
90+ & REO as % Rem                
A/A- , B, C 3.40% 9.70% 0.00% 0.00% 5.80% 15.60% 4.50% 12.10%
C- , D, NON 9.30% 28.90% 0.00% 0.00% 49.20% 30.30% 23.50% 29.60%
2-4, LOW, NIV 10.00% 10.10% 0.00% 0.00% 8.70% 15.20% 9.00% 11.30%
As of: June 2001                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1999-1
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 1499 $85,404,511 18 $1,420,265 1465 $109,139,273 2982 $195,964,049
LTV/WAC 71.37% 9.77% 81.07% 10.59% 74.83% 10.00% 73.37% 9.90%
NON/2-4 4.81% 4.35% 1.97% 0.00% 7.38% 6.00% 1.03% 0.92%
Low/NIV 7.73% 16.67% 2.25% 19.08% 5.11% 27.92% 2.32% 2.87%
A/A- 831 $56,946,292 5 $686,250 765 $68,327,351 1601 $125,959,893
B 303 $14,354,928 7 $511,135 379 $26,116,580 689 $40,982,643
C 149 $6,139,900 3 $114,400 133 $6,070,379 285 $12,324,679
C- 58 $2,290,691 1 $40,500 30 $1,885,056 89 $4,216,247
D 157 $5,633,700 2 $67,980 158 $6,739,907 317 $12,441,587
Unknown 1 $39,000 0 $0 0 $0 1 $39,000
Remaining Pool 1030 $59,457,322 13 $1,040,292 1021 $78,829,366 2064 $139,326,980
LTV/WAC 72.73% 9.55% 83.85% 10.58% 75.27% 9.74% 74.25% 9.67%
A/A- 613 $42,395,321 4 $472,795 597 $53,286,631 1214 $96,154,746
B 204 $9,554,661 7 $500,094 260 $18,050,835 471 $28,105,589
C 91 $3,178,019 0 $0 71 $3,479,638 162 $6,657,657
C- 39 $1,365,537 0 $0 14 $913,022 53 $2,278,559
D 79 $2,587,661 2 $67,404 79 $3,099,241 160 $5,754,306
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 27.31% $23,324,174 30.49% $433,000 25.94% $28,315,046 26.57% $52,072,220
Delinquency Status                
CURRENT 928 $54,703,074 12 $982,401 889 $70,112,730 1829 $125,798,205
30-59 32 $1,439,692 1 $57,891 34 $2,712,299 67 $4,209,882
60-89 11 $400,360 0 $0 12 $843,231 23 $1,243,591
90-119 11 $703,466 0 $0 7 $369,932 18 $1,073,398
120-179 9 $398,264 0 $0 10 $979,784 19 $1,378,048
180-269 8 $432,135 0 $0 15 $921,581 23 $1,353,716
270-359 8 $375,556 0 $0 10 $490,144 18 $865,700
360+ 13 $587,632 0 $0 22 $1,140,226 35 $1,727,858
REO 10 $417,141 0 $0 22 $1,259,439 32 $1,676,580
90+REO 59 $2,914,194 - $0 86 $5,161,106 145 $8,075,300
Loss To Date                
% to Original Pool Balance 1.06% $908,741 4.12% $58,550 2.11% $2,299,000 1.67% $3,266,291
Severity 44.48%   32.53%   44.28%   44.05%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.29% $164,287 8.53% $58,550 0.94% $643,325 0.69% $866,162
B 1.26% $180,175 0.00% $0 2.03% $530,247 1.73% $710,422
C 5.13% $315,260 0.00% $0 6.20% $376,089 5.61% $691,349
C- 1.36% $31,066 0.00% $0 7.60% $143,180 4.13% $174,246
D 3.87% $217,953 0.00% $0 8.99% $606,159 6.62% $824,112
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 1.23% $119,620 0.00% $0 2.50% $65,874 1.50% $185,494
2-4 Unit 0.19% $14,489 0.00% $0 3.24% $356,583 1.94% $371,072
NIV 1.43% $199,451 0.00% $0 2.83% $878,630 2.35% $1,078,081
Non-Owner 0.83% $61,132 0.00% $0 6.46% $598,432 3.96% $659,564
90+ & REO as % Rem                
A/A- , B, C 2.90% 5.90% 0.00% 0.00% 2.80% 10.40% 2.80% 8.70%
C- , D, NON 4.10% 25.50% 0.00% 0.00% 24.80% 27.40% 12.40% 26.20%
2-4, LOW, NIV 0.00% 17.50% 0.00% 0.00% 1.10% 8.20% 0.70% 13.00%
As of: June 2001                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1998-C
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 3408 $195,607,000 585 $54,190,090 1855 $139,333,051 5848 $389,130,141
LTV/WAC 71.59% 9.99% 79.53% 10.20% 73.49% 9.96% 73.38% 10.01%
NON/2-4 3.95% 4.30% 0.32% 7.38% 6.82% 6.05% 0.52% 0.46%
Low/NIV 16.18% 9.48% 1.12% 18.11% 1.89% 31.25% 1.17% 1.44%
A/A- 2090 $138,443,300 350 $38,146,183 991 $89,175,620 3431 $265,765,103
B 749 $36,922,900 115 $9,019,685 522 $34,002,128 1386 $79,944,713
C 280 $10,107,200 50 $2,681,835 167 $7,890,191 497 $20,679,226
C- 115 $4,347,800 8 $525,000 35 $1,329,830 158 $6,202,630
D 171 $5,664,900 62 $3,817,387 140 $6,935,282 373 $16,417,569
Unknown 3 $120,900 0 $0 0 $0 3 $120,900
Remaining Pool 1870 $102,004,500 343 $32,345,964 1143 $86,688,516 3356 $221,038,980
LTV/WAC 72.99% 9.80% 80.91% 9.95% 73.94% 9.64% 74.52% 9.76%
A/A- 1199 $74,159,665 230 $24,225,314 689 $60,642,082 2118 $159,027,061
B 419 $19,465,210 67 $5,045,192 311 $19,722,963 797 $44,233,365
C 136 $4,665,260 18 $914,462 74 $3,334,751 228 $8,914,472
C- 54 $1,874,945 2 $215,657 17 $594,870 73 $2,685,473
D 62 $1,839,421 26 $1,945,338 52 $2,393,850 140 $6,178,609
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 44.46% $86,974,700 38.67% $20,953,014 35.75% $49,817,580 40.54% $157,745,294
Delinquency Status                
CURRENT 1705 $92,776,197 291 $28,356,573 1013 $77,975,882 3009 $199,108,652
30-59 50 $2,938,824 4 $623,991 15 $1,087,164 69 $4,649,979
60-89 13 $619,485 7 $550,871 10 $689,179 30 $1,859,535
90-119 13 $679,839 3 $261,311 6 $417,513 22 $1,358,663
120-179 10 $452,720 6 $289,196 11 $690,444 27 $1,432,360
180-269 28 $1,282,669 5 $461,168 23 $1,351,971 56 $3,095,808
270-359 18 $1,087,442 5 $133,305 11 $734,369 34 $1,955,116
360+ 18 $1,327,797 11 $904,870 21 $1,540,170 50 $3,772,837
REO 15 $839,527 11 $764,680 33 $2,201,823 59 $3,806,030
90+REO 102 $5,669,994 41 $2,814,530 105 $6,936,290 248 $15,420,814
Loss To Date                
% to Original Pool Balance 1.34% $2,615,575 3.28% $1,777,813 3.60% $5,022,201 2.42% $9,415,589
Severity 47.25%   48.62%   53.65%   50.75%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.99% $1,367,964 2.18% $833,376 1.68% $1,500,583 1.39% $3,701,923
B 1.27% $467,484 4.82% $434,757 5.70% $1,939,590 3.55% $2,841,831
C 2.17% $219,734 8.45% $226,667 10.99% $867,497 6.35% $1,313,898
C- 2.96% $128,897 10.92% $57,310 7.15% $95,098 4.54% $281,305
D 7.62% $431,495 5.91% $225,703 8.93% $619,433 7.78% $1,276,631
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 1.95% $128,919 0.00% $0 2.35% $131,029 2.13% $259,948
2-4 Unit 1.32% $48,993 0.00% $0 4.77% $312,242 3.52% $361,234
NIV 2.09% $297,078 21.61% $58,550 2.61% $796,451 2.56% $1,152,079
Non-Owner 2.71% $111,444 0.00% $0 6.54% $527,061 5.24% $638,505
90+ & REO as % Rem                
A/A- , B, C 3.40% 10.10% 4.60% 6.60% 4.00% 14.10% 3.80% 11.50%
C- , D, NON 10.20% 22.80% 100.00% 51.40% 24.30% 32.30% 20.50% 35.50%
2-4, LOW, NIV 9.10% 7.50% 12.70% 10.20% 17.90% 11.10% 13.60% 8.00%
As of: June 2001                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1998-B
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 2158 $113,713,440 567 $54,884,117 1127 $81,587,317 3852 $250,184,874
LTV/WAC 69.66% 10.58% 79.78% 10.10% 74.26% 10.11% 73.38% 10.32%
NON/2-4 5.12% 3.98% 0.90% 8.52% 9.29% 8.13% 0.81% 0.72%
Low/NIV 20.71% 13.00% 3.96% 19.03% 1.57% 37.89% 1.82% 2.25%
A/A- 1084 $69,293,400 364 $40,140,965 588 $48,457,485 2036 $157,891,850
B 559 $25,805,400 107 $8,874,422 369 $25,311,307 1035 $59,991,129
C 239 $9,140,300 41 $2,451,600 95 $4,464,750 375 $16,056,650
C- 134 $4,900,140 5 $256,850 13 $624,050 152 $5,781,040
D 142 $4,574,200 50 $3,160,280 62 $2,729,725 254 $10,464,205
Unknown 0 $0 0 $0 0 $0 0 $0
Remaining Pool 1026 $51,965,801 317 $28,672,921 603 $43,382,518 1946 $124,021,239
LTV/WAC 71.44% 10.32% 81.34% 9.80% 75.24% 9.83% 75.06% 10.03%
A/A- 543 $34,482,429 223 $21,747,109 364 $29,497,283 1130 $85,726,821
B 278 $11,511,745 61 $5,139,149 178 $11,565,297 517 $28,216,190
C 93 $3,011,896 16 $883,009 34 $1,250,324 143 $5,145,229
C- 61 $1,616,887 1 $45,789 6 $281,089 68 $1,943,765
D 51 $1,342,845 16 $857,865 21 $788,525 88 $2,989,234
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 50.90% $57,877,640 45.97% $25,230,510 44.76% $36,519,961 47.82% $119,628,111
Delinquency Status                
CURRENT 924 $46,652,437 279 $25,770,744 531 $38,826,686 1734 $111,249,867
30-59 25 $1,334,627 11 $953,772 15 $1,040,264 51 $3,328,663
60-89 11 $555,723 4 $225,566 3 $153,828 18 $935,117
90-119 6 $288,075 0 $0 3 $117,768 9 $405,843
120-179 12 $628,092 4 $377,178 10 $547,873 26 $1,553,143
180-269 10 $584,233 3 $157,707 12 $694,231 25 $1,436,171
270-359 6 $308,202 6 $317,442 7 $437,218 19 $1,062,862
360+ 16 $811,537 7 $780,341 15 $1,184,591 38 $2,776,469
REO 16 $802,875 3 $90,169 7 $380,059 26 $1,273,103
90+REO 66 $3,423,014 23 $1,722,837 54 $3,361,740 143 $8,507,591
Loss To Date                
% to Original Pool Balance 1.82% $2,073,830 3.73% $2,045,593 4.27% $3,486,213 3.04% $7,605,636
Severity 49.96%   53.53%   48.40%   50.12%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.91% $630,076 3.12% $1,250,549 3.21% $1,554,077 2.18% $3,434,702
B 2.93% $755,292 2.94% $261,213 4.05% $1,025,277 3.40% $2,041,782
C 4.31% $394,006 8.40% $205,912 10.47% $467,582 6.65% $1,067,500
C- 1.32% $64,626 15.20% $39,053 6.34% $39,564 2.48% $143,243
D 5.02% $229,831 9.14% $288,867 14.64% $399,714 8.78% $918,412
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 2.82% $893,484 0.00% $0 9.98% $263,191 3.31% $1,156,675
2-4 Unit 0.40% $33,927 17.47% $698,863 5.90% $497,228 5.90% $1,230,018
NIV 1.64% $304,630 2.37% $232,729 3.51% $1,530,614 2.88% $2,067,973
Non-Owner 3.47% $268,197 78.39% $134,823 7.60% $722,853 6.47% $1,125,873
90+ & REO as % Rem                
A/A- , B, C 4.10% 11.00% 3.30% 14.00% 4.20% 12.40% 3.90% 12.20%
C- , D, NON 8.70% 16.70% 0.00% 33.40% 0.00% 57.00% 7.20% 32.10%
2-4, LOW, NIV 6.30% 7.70% 18.60% 0.00% 5.70% 9.60% 8.80% 7.10%
As of: June 2001                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1998-A
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 1718 $78,921,789 486 $40,773,151 461 $31,396,056 2665 $151,090,996
LTV/WAC 67.97% 10.67% 76.94% 10.46% 73.34% 10.23% 71.51% 10.52%
NON/2-4 6.63% 3.01% 1.82% 8.21% 10.21% 6.36% 1.33% 1.19%
Low/NIV 28.09% 15.18% 4.05% 28.22% 1.68% 40.20% 3.01% 3.72%
A/A- 875 $51,560,400 265 $27,274,677 251 $20,298,186 1391 $99,133,263
B 363 $13,106,500 105 $7,438,645 130 $7,746,352 598 $28,291,497
C 173 $5,471,700 63 $3,554,603 39 $1,751,635 275 $10,777,938
C- 185 $5,235,889 10 $402,726 8 $408,028 203 $6,046,643
D 122 $3,547,300 43 $2,102,500 33 $1,191,855 198 $6,841,655
Unknown 0 $0 0 $0 0 $0 0 $0
Remaining Pool 694 $31,670,814 236 $19,339,426 252 $17,340,716 1182 $68,350,957
LTV/WAC 70.80% 10.36% 79.37% 10.17% 73.26% 9.86% 73.85% 10.18%
A/A- 397 $23,109,955 148 $14,148,935 159 $12,667,394 704 $49,926,285
B 138 $4,924,939 48 $3,176,530 62 $3,580,160 248 $11,681,630
C 49 $1,334,949 21 $1,080,917 16 $609,936 86 $3,025,802
C- 71 $1,289,136 3 $67,448 3 $81,753 77 $1,438,338
D 39 $1,011,834 16 $865,596 12 $401,473 67 $2,278,903
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 55.66% $43,930,039 51.03% $20,806,606 42.66% $13,393,671 51.71% $78,130,316
Delinquency Status                
CURRENT 645 $28,970,118 196 $16,179,961 213 $14,937,952 1054 $60,088,031
30-59 14 $547,464 7 $539,143 10 $725,855 31 $1,812,462
60-89 5 $335,755 2 $138,628 5 $381,205 12 $855,588
90-119 2 $100,707 1 $73,559 2 $87,767 5 $262,033
120-179 2 $157,193 6 $517,043 4 $199,429 12 $873,665
180-269 6 $263,301 5 $514,727 4 $260,706 15 $1,038,734
270-359 2 $118,764 4 $247,542 2 $115,400 8 $481,706
360+ 16 $821,358 7 $427,101 8 $498,957 31 $1,747,416
REO 2 $356,155 8 $701,721 4 $133,445 14 $1,191,321
90+REO 30 $1,817,478 31 $2,481,693 24 $1,295,704 85 $5,594,875
Loss To Date                
% to Original Pool Balance 2.38% $1,874,754 6.62% $2,700,432 4.99% $1,565,584 4.06% $6,140,770
Severity 69.86%   52.11%   52.45%   56.59%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 1.42% $730,525 5.11% $1,393,954 2.37% $481,024 2.63% $2,605,503
B 4.75% $622,604 8.59% $638,700 7.03% $544,641 6.38% $1,805,945
C 4.58% $250,821 10.24% $363,951 10.74% $188,078 7.45% $802,850
C- 1.17% $61,495 7.19% $28,939 17.48% $71,321 2.68% $161,755
D 5.90% $209,309 13.07% $274,888 23.54% $280,520 11.18% $764,717
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 2.09% $491,885 2.87% $62,545 4.03% $51,655 2.24% $606,085
2-4 Unit 2.53% $114,216 10.56% $494,052 6.75% $447,468 6.67% $1,055,737
NIV 1.50% $221,110 5.36% $560,174 4.34% $1,342,991 3.78% $2,124,275
Non-Owner 4.04% $235,381 15.81% $77,838 7.83% $593,781 6.53% $907,000
90+ & REO as % Rem                
A/A- , B, C 3.70% 7.80% 10.30% 18.50% 5.30% 7.50% 6.00% 10.60%
C- , D, NON 7.70% 25.10% 42.50% 41.10% 53.30% 17.40% 11.90% 29.80%
2-4, LOW, NIV 1.60% 5.30% 20.20% 28.90% 4.80% 5.80% 8.40% 6.50%
As of: June 2001                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1997-D
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 2493 $129,898,935 526 $42,709,867 749 $46,948,976 3768 $219,557,778
LTV/WAC 68.31% 10.63% 76.99% 10.81% 70.56% 10.46% 70.48% 10.63%
NON/2-4 5.38% 6.32% 2.98% 11.16% 13.91% 6.35% 0.92% 0.82%
Low/NIV 30.46% 11.27% 2.43% 29.57% 2.63% 36.51% 2.07% 2.56%
A/A- 1296 $83,026,100 301 $28,789,555 381 $28,052,561 1978 $139,868,216
B 586 $26,277,800 128 $8,414,027 202 $12,314,866 916 $47,006,693
C 282 $9,675,000 43 $2,334,760 68 $2,695,032 393 $14,704,792
C- 151 $5,353,935 10 $636,500 26 $1,007,360 187 $6,997,795
D 178 $5,566,100 44 $2,535,025 72 $2,879,157 294 $10,980,282
Unknown 0 $0 0 $0 0 $0 0 $0
Remaining Pool 994 $49,254,320 201 $14,388,635 348 $21,560,315 1543 $85,203,269
LTV/WAC 69.48% 10.37% 77.71% 10.52% 71.62% 10.10% 71.41% 10.33%
A/A- 579 $34,867,675 125 $10,121,661 211 $15,252,449 915 $60,241,784
B 211 $8,686,778 48 $2,938,185 87 $4,573,331 346 $16,198,294
C 102 $2,776,608 13 $570,486 25 $850,450 140 $4,197,544
C- 50 $1,471,065 4 $201,226 9 $347,602 63 $2,019,893
D 52 $1,452,194 11 $557,078 16 $536,482 79 $2,545,754
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 58.54% $76,046,050 65.43% $27,945,812 52.26% $24,535,953 58.54% $128,527,815
Delinquency Status                
CURRENT 921 $45,108,621 171 $12,311,104 305 $19,123,993 1397 $76,543,718
30-59 15 $685,726 4 $245,970 5 $366,181 24 $1,297,877
60-89 3 $227,649 0 $0 4 $163,553 7 $391,202
90-119 8 $320,589 4 $153,879 2 $110,031 14 $584,499
120-179 7 $239,066 4 $278,538 5 $277,179 16 $794,783
180-269 8 $678,328 2 $70,312 5 $383,127 15 $1,131,767
270-359 9 $686,508 0 $0 6 $200,200 15 $886,708
360+ 17 $1,109,801 9 $1,034,855 8 $419,875 34 $2,564,531
REO 6 $198,032 7 $293,977 8 $516,174 21 $1,008,183
90+REO 55 $3,232,324 26 $1,831,561 34 $1,906,586 115 $6,970,471
Loss To Date                
% to Original Pool Balance 2.30% $2,989,547 8.34% $3,560,445 5.73% $2,691,960 4.21% $9,241,952
Severity 57.33%   57.57%   65.78%   59.66%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.89% $736,842 5.31% $1,528,799 3.30% $925,816 2.28% $3,191,457
B 2.60% $684,220 9.63% $810,101 7.29% $897,943 5.09% $2,392,264
C 7.37% $713,206 24.39% $569,443 16.54% $445,633 11.75% $1,728,282
C- 2.90% $155,221 0.90% $5,730 3.13% $31,548 2.75% $192,499
D 12.58% $700,059 25.50% $646,372 13.58% $391,020 15.82% $1,737,451
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 2.10% $464,774 4.38% $72,201 0.09% $487 2.21% $537,462
2-4 Unit 4.20% $99,676 24.33% $814,238 1.69% $33,740 12.28% $947,653
NIV 2.34% $280,754 9.70% $1,115,695 4.89% $617,650 5.58% $2,014,099
Non-Owner 7.47% $390,925 71.28% $529,085 5.75% $184,361 12.03% $1,104,371
90+ & REO as % Rem                
A/A- , B, C 5.90% 5.90% 3.80% 29.60% 6.80% 11.60% 5.80% 11.80%
C- , D, NON 13.20% 21.40% 73.70% 64.60% 45.80% 16.90% 24.80% 29.90%
2-4, LOW, NIV 7.60% 5.80% 18.30% 14.50% 0.00% 0.00% 8.80% 5.80%
As of: June 2001                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1997-C
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 1857 $93,139,900 577 $44,292,659 631 $40,415,609 3065 $177,848,168
LTV/WAC 69.13% 10.71% 76.54% 11.20% 70.70% 10.44% 71.34% 10.77%
NON/2-4 3.96% 5.36% 2.24% 11.62% 13.39% 8.48% 1.13% 1.01%
Low/NIV 26.08% 12.93% 4.28% 25.52% 1.16% 37.99% 2.56% 3.16%
A/A- 963 $58,206,900 312 $28,286,497 359 $26,654,712 1634 $113,148,109
B 460 $20,003,100 125 $9,308,030 136 $8,011,120 721 $37,322,250
C 256 $8,616,100 64 $3,795,665 63 $2,932,080 383 $15,343,845
C- 76 $2,672,500 16 $741,680 18 $723,890 110 $4,138,070
D 102 $3,641,300 60 $2,160,787 55 $2,093,807 217 $7,895,894
Unknown 0 $0 0 $0 0 $0 0 $0
Remaining Pool 631 $30,233,271 191 $14,344,353 258 $15,684,822 1080 $60,262,445
LTV/WAC 71.33% 10.47% 77.16% 10.76% 71.85% 10.13% 72.85% 10.45%
A/A- 355 $19,834,037 114 $9,184,252 165 $11,010,644 634 $40,028,932
B 156 $6,954,331 46 $3,763,659 58 $3,439,527 260 $14,157,517
C 75 $2,106,099 15 $838,578 18 $623,171 108 $3,567,847
C- 24 $745,553 5 $182,443 4 $134,949 33 $1,062,945
D 21 $593,251 11 $375,421 13 $476,532 45 $1,445,204
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 64.36% $59,941,900 65.99% $29,227,853 59.18% $23,919,799 63.59% $113,089,552
Delinquency Status                
CURRENT 585 $27,686,577 157 $11,990,550 222 $13,856,292 964 $53,533,419
30-59 12 $501,463 6 $357,361 3 $119,968 21 $978,792
60-89 4 $223,457 1 $118,701 4 $253,478 9 $595,636
90-119 4 $297,495 3 $137,359 0 $0 7 $434,854
120-179 3 $91,354 5 $292,469 6 $324,191 14 $708,014
180-269 4 $396,631 5 $354,717 2 $102,131 11 $853,479
270-359 4 $323,372 1 $37,464 2 $91,768 7 $452,604
360+ 7 $323,781 11 $887,764 12 $585,722 30 $1,797,267
REO 8 $389,140 2 $167,969 7 $351,271 17 $908,380
90+REO 30 $1,821,773 27 $1,877,742 29 $1,455,083 86 $5,154,598
Loss To Date                
% to Original Pool Balance 1.95% $1,815,959 4.91% $2,176,452 4.51% $1,822,744 3.27% $5,815,155
Severity 49.32%   56.77%   50.15%   52.15%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 1.19% $694,949 4.22% $1,192,383 3.24% $864,945 2.43% $2,752,277
B 2.45% $490,899 6.07% $565,201 4.06% $325,652 3.70% $1,381,752
C 3.72% $320,599 6.65% $252,275 11.76% $344,915 5.98% $917,789
C- 3.36% $89,886 0.00% $0 5.57% $40,342 3.15% $130,228
D 6.03% $219,626 7.71% $166,593 11.79% $246,890 8.02% $633,109
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 3.10% $1,225,525 16.82% $174,319 12.71% $156,811 3.72% $1,556,655
2-4 Unit 2.06% $169,478 23.19% $1,105,105 5.51% $164,056 9.02% $1,438,639
NIV 2.28% $334,267 8.63% $1,089,639 7.99% $1,370,069 6.29% $2,793,975
Non-Owner 6.16% $430,521 54.25% $691,510 11.16% $729,138 12.51% $1,851,169
90+ & REO as % Rem                
A/A- , B, C 2.80% 13.90% 10.20% 13.20% 4.70% 19.60% 5.00% 15.10%
C- , D, NON 16.70% 11.90% 41.20% 52.50% 25.10% 33.10% 22.00% 29.40%
2-4, LOW, NIV 2.00% 5.60% 15.20% 13.70% 11.40% 0.00% 8.90% 6.60%
As of: June 2001                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1997-B
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 1836 $97,362,200 752 $50,943,403 605 $41,970,575 3193 $190,276,178
LTV/WAC 68.31% 10.41% 68.03% 11.08% 69.14% 10.25% 68.42% 10.56%
NON/2-4 5.72% 3.94% 1.68% 8.76% 10.40% 8.75% 1.06% 0.94%
Low/NIV 23.71% 13.49% 6.43% 38.46% 2.31% 37.84% 2.39% 2.95%
A/A- 1001 $61,097,500 341 $25,016,510 336 $26,667,463 1678 $112,781,473
B 446 $21,755,900 204 $14,007,488 146 $9,413,696 796 $45,177,084
C 230 $8,455,900 124 $6,858,310 58 $3,061,028 412 $18,375,238
C- 63 $2,490,600 26 $1,495,050 18 $867,890 107 $4,853,540
D 96 $3,562,300 57 $3,566,045 47 $1,960,498 200 $9,088,843
Unknown 0 $0 0 $0 0 $0 0 $0
Remaining Pool 622 $29,188,524 254 $14,434,106 235 $16,829,892 1111 $60,452,523
LTV/WAC 70.10% 10.20% 68.57% 10.73% 69.83% 9.77% 69.66% 10.20%
A/A- 359 $19,538,183 122 $7,357,763 159 $12,550,302 640 $39,446,248
B 142 $5,933,122 75 $4,498,881 48 $3,072,172 265 $13,504,175
C 78 $2,449,751 41 $1,917,709 13 $716,320 132 $5,083,780
C- 20 $527,019 5 $184,991 5 $149,975 30 $861,985
D 22 $698,468 11 $474,763 10 $341,123 43 $1,514,354
Unknown 1 $41,982 0 $0 0 $0 1 $41,982
Paid Off 66.62% $64,863,300 70.14% $35,729,391 57.90% $24,301,045 65.64% $124,893,736
Delinquency Status                
CURRENT 585 $27,296,868 232 $13,283,372 211 $15,352,517 1028 $55,932,757
30-59 10 $603,052 2 $87,012 6 $420,709 18 $1,110,773
60-89 4 $115,063 6 $349,197 1 $46,260 11 $510,520
90-119 0 $0 0 $0 1 $45,773 1 $45,773
120-179 2 $78,780 3 $230,752 2 $249,890 7 $559,422
180-269 5 $215,182 3 $172,309 3 $206,674 11 $594,165
270-359 4 $280,238 3 $98,425 1 $29,915 8 $408,578
360+ 11 $569,003 3 $95,725 6 $313,197 20 $977,925
REO 1 $30,337 2 $117,315 4 $164,957 7 $312,609
90+REO 23 $1,173,540 14 $714,526 17 $1,010,406 54 $2,898,472
Loss To Date                
% to Original Pool Balance 1.31% $1,278,460 4.14% $2,107,718 4.64% $1,945,548 2.80% $5,331,726
Severity 39.22%   61.58%   50.09%   50.46%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.68% $417,245 2.38% $594,827 3.40% $906,169 1.70% $1,918,241
B 1.94% $421,427 4.18% $585,306 6.10% $574,693 3.50% $1,581,426
C 2.51% $212,261 7.36% $505,096 8.55% $261,847 5.33% $979,204
C- 3.75% $93,504 3.41% $50,959 4.85% $42,111 3.84% $186,574
D 3.76% $134,022 10.42% $371,531 8.20% $160,727 7.33% $666,280
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 1.97% $478,380 10.71% $203,045 35.72% $167,969 3.19% $849,394
2-4 Unit 2.03% $101,532 4.73% $243,298 4.11% $141,007 3.58% $485,838
NIV 2.13% $256,295 4.02% $454,395 4.78% $734,232 3.73% $1,444,922
Non-Owner 7.90% $291,474 26.57% $263,542 6.57% $355,719 9.02% $910,735
90+ & REO as % Rem                
A/A- , B, C 1.70% 5.00% 2.10% 3.10% 2.70% 11.10% 2.10% 5.70%
C- , D, NON 14.50% 25.00% 0.00% 23.30% 48.00% 65.80% 17.20% 33.70%
2-4, LOW, NIV 9.30% 6.30% 7.10% 11.50% 0.00% 7.20% 4.90% 7.00%
As of: June 2001                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1997-A
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 2226 $112,665,600 712 $47,333,513 805 $56,810,229 3743 $216,809,342
LTV/WAC 69.49% 10.29% 69.40% 11.84% 66.71% 10.22% 68.74% 10.61%
NON/2-4 5.22% 4.12% 4.44% 8.87% 13.92% 7.79% 0.93% 0.83%
Low/NIV 24.60% 4.89% 7.48% 42.04% 5.11% 40.66% 2.10% 2.59%
A/A- 1168 $69,976,700 210 $18,104,137 459 $36,285,539 1837 $124,366,376
B 564 $25,650,100 155 $11,555,391 176 $12,224,490 895 $49,429,981
C 277 $9,231,400 145 $7,508,959 86 $4,249,865 508 $20,990,224
C- 68 $2,166,200 50 $2,406,000 20 $1,099,550 138 $5,671,750
D 149 $5,641,200 151 $7,726,426 64 $2,950,785 364 $16,318,411
Unknown 0 $0 1 $32,600 0 $0 1 $32,600
Remaining Pool 718 $36,025,166 218 $12,446,322 303 $20,668,477 1239 $69,139,966
LTV/WAC 70.04% 9.95% 69.40% 11.50% 67.07% 9.93% 69.04% 10.22%
A/A- 421 $25,125,272 61 $4,672,733 193 $14,450,652 675 $44,248,657
B 169 $7,250,128 58 $3,655,969 65 $4,036,064 292 $14,942,161
C 74 $2,139,486 47 $2,055,566 26 $1,189,258 147 $5,384,310
C- 18 $490,533 11 $373,911 2 $121,222 31 $985,666
D 36 $1,019,747 41 $1,688,143 17 $871,282 94 $3,579,172
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 64.32% $72,467,200 71.97% $34,067,348 61.54% $34,960,600 65.26% $141,495,148
Delinquency Status                
CURRENT 655 $33,195,054 172 $10,104,159 279 $19,510,315 1106 $62,809,528
30-59 19 $656,688 3 $123,738 6 $252,788 28 $1,033,214
60-89 7 $352,547 3 $97,074 2 $105,893 12 $555,514
90-119 4 $209,796 4 $247,836 0 $0 8 $457,632
120-179 6 $298,750 1 $28,646 1 $47,989 8 $375,385
180-269 8 $341,700 5 $126,611 4 $232,580 17 $700,891
270-359 4 $235,041 4 $243,692 2 $76,323 10 $555,056
360+ 10 $459,848 19 $937,399 5 $283,285 34 $1,680,532
REO 5 $275,741 7 $537,168 4 $159,304 16 $972,213
90+REO 37 $1,820,876 40 $2,121,352 16 $799,481 93 $4,741,709
Loss To Date                
% to Original Pool Balance 1.50% $1,684,429 7.38% $3,494,945 3.70% $2,102,887 3.36% $7,282,261
Severity 44.08%   63.09%   38.74%   49.24%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.67% $469,354 4.69% $848,316 2.34% $847,880 1.74% $2,165,550
B 1.33% $341,639 4.97% $573,946 3.68% $449,431 2.76% $1,365,016
C 3.18% $293,639 10.69% $802,633 9.64% $409,781 7.18% $1,506,053
C- 4.64% $100,549 17.75% $427,136 5.41% $59,473 10.35% $587,158
D 8.50% $479,247 10.91% $842,914 11.40% $336,322 10.16% $1,658,483
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 0.62% $144,010 5.83% $190,918 8.43% $81,609 1.52% $416,537
2-4 Unit 6.11% $234,122 10.64% $474,925 5.94% $218,085 7.74% $927,132
NIV 1.24% $163,428 3.89% $762,690 5.14% $816,886 3.59% $1,743,004
Non-Owner 1.66% $92,319 24.56% $209,774 12.08% $527,194 7.69% $829,287
90+ & REO as % Rem                
A/A- , B, C 3.80% 7.10% 4.40% 24.50% 2.40% 4.70% 3.40% 10.70%
C- , D, NON 2.30% 10.50% 11.20% 44.80% 0.00% 25.50% 5.40% 30.30%
2-4, LOW, NIV 3.20% 5.10% 15.40% 9.90% 0.00% 13.70% 4.90% 6.50%
As of: June 2001                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1996-D
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 2083 $101,797,500 1140 $73,521,616 1005 $67,125,278 4228 $242,444,394
LTV/WAC 66.14% 10.63% 67.99% 12.47% 66.25% 10.52% 66.73% 11.16%
NON/2-4 4.41% 3.89% 5.67% 11.69% 12.79% 8.07% 0.83% 0.74%
Low/NIV 27.33% 13.17% 6.49% 40.53% 2.14% 43.05% 1.88% 2.32%
A/A- 1071 $64,013,400 341 $25,565,407 502 $40,111,347 1914 $129,690,154
B 466 $19,390,700 214 $13,953,605 255 $15,798,924 935 $49,143,229
C 275 $9,670,000 225 $13,048,515 155 $6,955,207 655 $29,673,722
C- 119 $3,738,500 101 $5,320,519 26 $1,044,600 246 $10,103,619
D 152 $4,984,900 259 $15,633,570 67 $3,215,200 478 $23,833,670
Unknown 0 $0 0 $0 0 $0 0 $0
Remaining Pool 557 $26,570,022 253 $14,967,714 311 $21,049,886 1121 $62,587,622
LTV/WAC 70.75% 10.30% 68.46% 12.08% 67.30% 10.18% 69.04% 10.68%
A/A- 333 $18,416,765 83 $5,463,642 184 $14,269,846 600 $38,150,254
B 109 $4,722,847 45 $2,814,210 67 $4,284,631 221 $11,821,687
C 63 $1,877,721 46 $2,657,125 41 $1,670,378 150 $6,205,225
C- 23 $836,234 24 $1,297,226 4 $142,199 51 $2,275,659
D 29 $716,455 55 $2,735,510 15 $682,832 99 $4,134,797
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 70.57% $71,833,800 78.73% $57,884,500 66.92% $44,918,767 72.03% $174,637,067
Delinquency Status                
CURRENT 496 $23,458,265 174 $10,488,554 270 $19,028,728 940 $52,975,547
30-59 16 $512,948 7 $374,646 4 $195,880 27 $1,083,474
60-89 10 $357,241 8 $351,499 3 $174,137 21 $882,877
90-119 4 $266,240 6 $350,058 2 $102,367 12 $718,665
120-179 12 $646,553 8 $631,770 4 $182,663 24 $1,460,986
180-269 5 $432,422 6 $306,196 5 $208,190 16 $946,808
270-359 3 $199,312 4 $137,479 5 $398,596 12 $735,387
360+ 9 $461,000 35 $2,139,610 11 $480,818 55 $3,081,428
REO 2 $236,041 5 $187,903 7 $278,508 14 $702,452
90+REO 35 $2,241,568 64 $3,753,016 34 $1,651,142 133 $7,645,726
Loss To Date                
% to Original Pool Balance 0.76% $775,686 11.69% $8,593,895 3.81% $2,555,087 4.92% $11,924,668
Severity 40.59%   64.77%   51.09%   59.09%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.34% $216,722 8.02% $2,051,505 1.20% $480,957 2.12% $2,749,184
B 1.22% $236,282 9.58% $1,337,012 5.52% $871,672 4.98% $2,444,966
C 1.06% $102,413 14.16% $1,847,440 11.21% $779,468 9.20% $2,729,321
C- 2.26% $84,377 12.69% $675,392 7.95% $83,065 8.34% $842,834
D 2.73% $135,892 17.16% $2,682,546 10.57% $339,925 13.25% $3,158,363
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 2.61% $724,488 12.91% $457,289 4.25% $123,446 3.82% $1,305,223
2-4 Unit 0.64% $29,511 20.15% $846,434 4.56% $201,748 8.12% $1,077,693
NIV 2.26% $124,595 7.67% $1,526,090 5.08% $1,173,870 5.82% $2,824,555
Non-Owner 5.03% $295,889 45.72% $961,338 6.26% $495,141 11.03% $1,752,368
90+ & REO as % Rem                
A/A- , B, C 5.70% 12.00% 10.70% 25.60% 4.80% 6.70% 6.10% 13.30%
C- , D, NON 19.30% 23.60% 26.20% 50.30% 25.40% 16.50% 23.60% 40.10%
2-4, LOW, NIV 20.70% 8.90% 33.00% 29.60% 10.30% 8.90% 19.40% 10.20%
As of: June 2001                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1996-C
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 1602 $74,900,200 793 $53,255,408 740 $47,310,845 3135 $175,466,453
LTV/WAC 62.45% 10.82% 65.35% 12.77% 66.24% 10.86% 64.35% 11.42%
NON/2-4 5.46% 4.68% 3.59% 8.88% 13.49% 10.57% 1.15% 1.02%
Low/NIV 26.88% 23.18% 6.68% 50.43% 0.00% 13.99% 2.59% 3.20%
A/A- 634 $35,203,200 176 $13,663,331 391 $28,092,663 1201 $76,959,194
B 400 $19,377,800 91 $6,669,880 190 $12,453,730 681 $38,501,410
C 299 $11,267,300 101 $6,926,963 156 $6,654,302 556 $24,848,565
C- 153 $5,425,300 112 $6,553,370 0 $0 265 $11,978,670
D 116 $3,626,600 313 $19,441,864 3 $110,150 432 $23,178,614
Unknown 0 $0 0 $0 0 $0 0 $0
Remaining Pool 363 $14,963,297 162 $11,102,036 210 $12,914,406 735 $38,979,739
LTV/WAC 63.17% 10.38% 67.56% 12.37% 65.82% 10.44% 65.30% 10.97%
A/A- 173 $7,931,359 44 $3,474,279 131 $8,752,103 348 $20,157,742
B 93 $4,264,232 20 $1,469,294 46 $2,725,867 159 $8,459,392
C 61 $1,821,980 25 $1,606,727 33 $1,436,437 119 $4,865,143
C- 20 $553,957 18 $1,254,482 0 $0 38 $1,808,439
D 16 $391,769 55 $3,297,254 0 $0 71 $3,689,023
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 77.12% $57,760,900 78.35% $41,727,472 71.01% $33,595,943 75.85% $133,084,315
Delinquency Status                
CURRENT 332 $13,797,493 116 $7,849,694 188 $11,725,182 636 $33,372,369
30-59 10 $451,636 5 $287,826 3 $272,796 18 $1,012,258
60-89 2 $54,592 3 $261,251 3 $183,302 8 $499,145
90-119 2 $47,817 1 $40,742 2 $109,521 5 $198,080
120-179 1 $48,578 4 $433,543 6 $247,267 11 $729,388
180-269 4 $187,191 8 $482,196 2 $94,536 14 $763,923
270-359 1 $19,786 2 $102,637 1 $28,143 4 $150,566
360+ 8 $238,325 16 $1,150,268 5 $253,658 29 $1,642,251
REO 3 $117,879 7 $493,878 0 $0 10 $611,757
90+REO 19 $659,576 38 $2,703,264 16 $733,125 73 $4,095,965
Loss To Date                
% to Original Pool Balance 0.85% $639,802 7.54% $4,016,322 4.10% $1,940,514 3.76% $6,596,638
Severity 44.34%   53.75%   46.20%   50.30%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.18% $64,868 1.66% $226,513 3.29% $925,412 1.58% $1,216,793
B 0.78% $150,213 2.93% $195,211 4.19% $521,619 2.25% $867,043
C 0.98% $110,911 4.92% $341,144 6.99% $465,366 3.69% $917,421
C- 1.94% $105,501 8.17% $535,733 0.00% $0 5.35% $641,234
D 5.74% $208,308 13.98% $2,717,720 25.53% $28,117 12.75% $2,954,145
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 1.17% $324,631 7.64% $364,877 3.35% $48,162 2.17% $737,670
2-4 Unit 0.63% $24,930 25.46% $2,187,457 6.34% $343,459 14.22% $2,555,846
NIV 0.69% $92,704 9.45% $2,816,651 5.45% $1,573,525 6.22% $4,482,880
Non-Owner 4.98% $223,537 56.53% $2,357,270 7.83% $671,989 18.86% $3,252,796
90+ & REO as % Rem                
A/A- , B, C 2.50% 2.50% 10.90% 9.60% 3.30% 5.70% 4.30% 4.80%
C- , D, NON 8.00% 39.90% 30.00% 46.90% 0.00% 0.00% 23.20% 46.10%
2-4, LOW, NIV 2.90% 7.00% 32.30% 14.20% 11.30% 0.00% 15.80% 8.50%
As of: June 2001                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1996-B
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 1332 $62,460,165 878 $57,413,366 0 $0 2210 $119,873,531
LTV/WAC 61.69% 10.97% 65.01% 12.70% 0.00% 0.00% 63.28% 11.80%
NON/2-4 6.60% 4.78% 4.26% 6.49% 0.00% 0.00% 1.68% 1.50%
Low/NIV 34.30% 10.45% 6.22% 52.78% 0.00% 0.00% 3.79% 4.69%
A/A- 476 $25,914,500 173 $14,105,714 0 $0 649 $40,020,214
B 293 $14,983,000 91 $7,457,095 0 $0 384 $22,440,095
C 252 $10,018,295 140 $8,566,900 0 $0 392 $18,585,195
C- 140 $5,967,800 107 $6,031,791 0 $0 247 $11,999,591
D 93 $3,074,400 367 $21,251,866 0 $0 460 $24,326,266
Unknown 78 $2,502,170 0 $0 0 $0 78 $2,502,170
Remaining Pool 287 $12,520,630 163 $11,005,909 0 $0 450 $23,526,539
LTV/WAC 62.84% 10.61% 67.20% 12.05% 0.00% 0.00% 64.88% 11.28%
A/A- 123 $6,588,437 51 $4,538,404 0 $0 174 $11,126,841
B 52 $2,689,085 22 $1,439,364 0 $0 74 $4,128,449
C 51 $1,525,038 25 $1,631,908 0 $0 76 $3,156,946
C- 27 $1,043,478 11 $473,593 0 $0 38 $1,517,071
D 17 $422,163 54 $2,922,640 0 $0 71 $3,344,804
Unknown 17 $252,429 0 $0 0 $0 17 $252,429
Paid Off 76.81% $47,973,465 80.07% $45,970,940 0.00% $0 78.37% $93,944,405
Delinquency Status                
CURRENT 262 $11,419,331 120 $8,306,985 0 $0 382 $19,726,316
30-59 11 $394,372 4 $194,308 0 $0 15 $588,680
60-89 2 $35,104 3 $167,874 0 $0 5 $202,978
90-119 1 $188,563 1 $88,577 0 $0 2 $277,140
120-179 3 $121,385 4 $181,406 0 $0 7 $302,791
180-269 2 $102,106 7 $429,015 0 $0 9 $531,121
270-359 1 $47,163 0 $0 0 $0 1 $47,163
360+ 5 $212,605 22 $1,442,953 0 $0 27 $1,655,558
REO 0 $0 2 $194,791 0 $0 2 $194,791
90+REO 12 $671,822 36 $2,336,742 - $0 48 $3,008,564
Loss To Date                
% to Original Pool Balance 0.93% $580,694 10.10% $5,798,522 0.00% $0 5.32% $6,379,216
Severity 37.54%   53.83%   0.00%   51.79%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.68% $177,018 4.53% $639,234 0.00% $0 2.04% $816,252
B 0.10% $14,432 8.14% $607,082 0.00% $0 2.77% $621,514
C 0.70% $70,609 9.21% $789,028 0.00% $0 4.63% $859,637
C- 2.77% $165,229 8.43% $508,599 0.00% $0 5.62% $673,828
D 1.03% $31,621 15.31% $3,254,579 0.00% $0 13.51% $3,286,200
Unknown 4.87% $121,786 0.00% $0 0.00% $0 4.87% $121,786
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 1.63% $329,017 7.19% $255,830 0.00% $0 2.47% $584,847
2-4 Unit 2.91% $101,961 12.14% $574,193 6.42% $321,079 7.53% $997,234
NIV 0.77% $134,014 9.45% $2,539,117 2.25% $148,669 5.55% $2,821,800
Non-Owner 3.95% $161,441 33.60% $642,552 8.87% $566,205 11.06% $1,370,198
90+ & REO as % Rem                
A/A- , B, C 1.80% 4.10% 11.90% 0.00% 0.00% 0.00% 5.90% 2.70%
C- , D, NON 13.50% 20.70% 22.90% 42.60% 0.00% 0.00% 16.40% 39.90%
2-4, LOW, NIV 11.70% 2.30% 32.40% 12.60% 0.00% 0.00% 20.70% 4.10%
As of: June 2001                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1996-A
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 954 $42,687,500 770 $57,454,950 0 $0 1724 $100,142,450
LTV/WAC 62.48% 10.85% 65.10% 12.54% 0.00% 0.00% 63.98% 11.82%
NON/2-4 6.53% 3.73% 2.54% 4.33% 0.00% 0.00% 2.01% 1.79%
Low/NIV 38.95% 9.62% 7.82% 48.94% 0.00% 0.00% 4.54% 5.61%
A/A- 338 $17,136,400 165 $13,896,968 0 $0 503 $31,033,368
B 247 $11,851,100 84 $7,101,987 0 $0 331 $18,953,087
C 212 $8,196,800 101 $6,452,996 0 $0 313 $14,649,796
C- 112 $4,102,400 119 $7,729,884 0 $0 231 $11,832,284
D 45 $1,400,800 301 $22,273,115 0 $0 346 $23,673,915
Unknown 0 $0 0 $0 0 $0 0 $0
Remaining Pool 197 $9,067,669 133 $8,944,859 0 $0 330 $18,012,528
LTV/WAC 65.71% 10.43% 65.92% 11.96% 0.00% 0.00% 65.81% 11.19%
A/A- 73 $4,053,832 44 $3,130,880 0 $0 117 $7,184,712
B 53 $2,521,014 14 $1,182,737 0 $0 67 $3,703,751
C 53 $2,037,903 17 $865,145 0 $0 70 $2,903,048
C- 13 $341,266 18 $1,043,055 0 $0 31 $1,384,321
D 5 $113,654 40 $2,723,043 0 $0 45 $2,836,697
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 75.59% $32,268,700 83.71% $48,093,266 0.00% $0 80.25% $80,361,966
Delinquency Status                
CURRENT 189 $8,740,906 112 $7,512,024 0 $0 301 $16,252,930
30-59 3 $188,658 1 $57,636 0 $0 4 $246,294
60-89 0 $0 4 $303,770 0 $0 4 $303,770
90-119 0 $0 0 $0 0 $0 0 $0
120-179 3 $80,742 3 $198,467 0 $0 6 $279,209
180-269 1 $30,444 3 $233,459 0 $0 4 $263,903
270-359 0 $0 0 $0 0 $0 0 $0
360+ 0 $0 9 $610,405 0 $0 9 $610,405
REO 1 $26,919 1 $29,097 0 $0 2 $56,016
90+REO 5 $138,105 16 $1,071,428 - $0 21 $1,209,533
Loss To Date                
% to Original Pool Balance 1.31% $558,378 7.24% $4,157,605 0.00% $0 4.71% $4,715,983
Severity 36.68%   49.05%   0.00%   47.17%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 1.12% $191,467 4.22% $586,390 0.00% $0 2.51% $777,857
B 0.51% $60,099 4.06% $288,093 0.00% $0 1.84% $348,192
C 1.96% $160,504 4.39% $283,490 0.00% $0 3.03% $443,994
C- 2.89% $118,547 12.37% $956,205 0.00% $0 9.08% $1,074,752
D 1.98% $27,761 9.17% $2,043,429 0.00% $0 8.75% $2,071,190
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 1.14% $243,260 12.27% $438,127 0.00% $0 2.73% $681,387
2-4 Unit 0.58% $17,289 25.49% $949,202 0.00% $0 14.40% $966,491
NIV 0.00% ($158) 10.23% $3,099,765 0.00% $0 8.42% $3,099,607
Non-Owner 1.98% $81,581 35.04% $857,084 0.00% $0 14.29% $938,665
90+ & REO as % Rem                
A/A- , B, C 0.70% 0.00% 2.60% 0.00% 0.00% 0.00% 1.50% 0.00%
C- , D, NON 8.90% 0.00% 11.10% 29.50% 0.00% 0.00% 10.60% 28.30%
2-4, LOW, NIV 0.00% 4.00% 27.30% 21.30% 0.00% 0.00% 11.50% 7.90%
As of: June 2001                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1995-D
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 1268 $58,411,200 482 $31,678,815 0 $0 1750 $90,090,015
LTV/WAC 60.90% 10.55% 64.94% 12.80% 0.00% 0.00% 62.32% 11.34%
NON/2-4 6.24% 1.41% 3.23% 4.40% 0.00% 0.00% 2.24% 1.99%
Low/NIV 29.92% 15.65% 10.70% 50.73% 0.00% 0.00% 5.05% 6.24%
A/A- 497 $25,180,800 117 $8,847,013 0 $0 614 $34,027,813
B 302 $14,536,100 84 $5,096,059 0 $0 386 $19,632,159
C 317 $12,798,800 96 $6,207,350 0 $0 413 $19,006,150
C- 105 $4,256,600 104 $5,880,421 0 $0 209 $10,137,021
D 47 $1,638,900 81 $5,647,972 0 $0 128 $7,286,872
Unknown 0 $0 0 $0 0 $0 0 $0
Remaining Pool 234 $9,320,925 81 $5,051,597 0 $0 315 $14,372,521
LTV/WAC 61.07% 10.28% 66.52% 12.25% 0.00% 0.00% 62.98% 10.97%
A/A- 98 $4,438,830 29 $2,149,097 0 $0 127 $6,587,926
B 51 $2,229,970 13 $809,030 0 $0 64 $3,039,000
C 63 $1,920,450 17 $882,729 0 $0 80 $2,803,179
C- 17 $620,924 12 $598,453 0 $0 29 $1,219,376
D 5 $110,751 10 $612,288 0 $0 15 $723,039
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 81.38% $47,533,700 83.11% $26,327,705 0.00% $0 81.99% $73,861,405
Delinquency Status                
CURRENT 225 $8,909,692 67 $4,299,161 0 $0 292 $13,208,853
30-59 6 $269,153 1 $39,715 0 $0 7 $308,868
60-89 0 $0 1 $19,794 0 $0 1 $19,794
90-119 0 $0 3 $197,404 0 $0 3 $197,404
120-179 1 $13,431 1 $80,861 0 $0 2 $94,292
180-269 1 $23,015 2 $209,079 0 $0 3 $232,094
270-359 0 $0 1 $40,833 0 $0 1 $40,833
360+ 0 $0 5 $164,749 0 $0 5 $164,749
REO 1 $105,634 0 $0 0 $0 1 $105,634
90+REO 3 $142,080 12 $692,926 - $0 15 $835,006
Loss To Date                
% to Original Pool Balance 0.39% $228,536 8.32% $2,635,795 0.00% $0 3.18% $2,864,331
Severity 18.70%   49.94%   0.00%   44.07%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.07% $16,657 3.11% $275,304 0.00% $0 0.86% $291,961
B 0.72% $104,666 7.32% $372,821 0.00% $0 2.43% $477,487
C -0.02% ($3,089) 6.56% $407,488 0.00% $0 2.13% $404,399
C- 1.63% $69,313 11.44% $672,804 0.00% $0 7.32% $742,117
D 2.50% $40,988 16.07% $907,377 0.00% $0 13.01% $948,365
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 0.89% $148,438 13.85% $622,237 0.00% $0 3.65% $770,675
2-4 Unit 1.71% $27,272 20.47% $508,797 0.00% $0 13.14% $536,069
NIV 1.20% $49,274 8.08% $2,272,377 0.00% $0 7.20% $2,321,651
Non-Owner 2.05% $57,158 40.78% $594,145 0.00% $0 15.35% $651,303
90+ & REO as % Rem                
A/A- , B, C 2.40% 0.00% 3.80% 0.00% 0.00% 0.00% 2.80% 0.00%
C- , D, NON 0.00% 0.00% 28.80% 37.90% 0.00% 0.00% 14.20% 32.10%
2-4, LOW, NIV 0.00% 1.20% 0.00% 35.30% 0.00% 0.00% 0.00% 4.50%
As of: June 2001                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1995-C
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 737 $28,579,800 319 $20,707,288 0 $0 1056 $49,287,088
LTV/WAC 57.06% 11.67% 63.90% 13.38% 0.00% 0.00% 59.94% 12.39%
NON/2-4 6.47% 2.41% 5.52% 4.98% 0.00% 0.00% 4.09% 3.65%
Low/NIV 32.58% 23.17% 15.39% 47.25% 0.00% 0.00% 9.23% 11.40%
A/A- 271 $11,320,400 56 $4,819,334 0 $0 327 $16,139,734
B 238 $9,368,100 70 $3,712,039 0 $0 308 $13,080,139
C 145 $5,033,600 66 $3,339,858 0 $0 211 $8,373,458
C- 52 $1,899,200 65 $4,544,239 0 $0 117 $6,443,439
D 31 $958,500 62 $4,291,818 0 $0 93 $5,250,318
Unknown 0 $0 0 $0 0 $0 0 $0
Remaining Pool 104 $3,426,600 32 $1,959,156 0 $0 136 $5,385,755
LTV/WAC 55.23% 11.32% 67.44% 12.44% 0.00% 0.00% 59.67% 11.73%
A/A- 45 $1,600,976 12 $753,931 0 $0 57 $2,354,907
B 34 $1,170,464 8 $521,337 0 $0 42 $1,691,801
C 19 $508,967 5 $165,062 0 $0 24 $674,030
C- 3 $55,230 5 $259,281 0 $0 8 $314,512
D 3 $90,962 2 $259,544 0 $0 5 $350,506
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 85.35% $24,393,000 89.80% $18,595,899 0.00% $0 87.22% $42,988,899
Delinquency Status                
CURRENT 99 $3,299,156 27 $1,598,269 0 $0 126 $4,897,425
30-59 5 $127,443 1 $19,478 0 $0 6 $146,921
60-89 0 $0 1 $116,987 0 $0 1 $116,987
90-119 0 $0 0 $0 0 $0 0 $0
120-179 0 $0 0 $0 0 $0 0 $0
180-269 0 $0 0 $0 0 $0 0 $0
270-359 0 $0 0 $0 0 $0 0 $0
360+ 0 $0 2 $87,970 0 $0 2 $87,970
REO 0 $0 1 $136,453 0 $0 1 $136,453
90+REO - $0 3 $224,423 - $0 3 $224,423
Loss To Date                
% to Original Pool Balance 0.49% $140,745 11.15% $2,309,661 0.00% $0 4.97% $2,450,406
Severity 19.36%   51.77%   0.00%   47.22%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.03% $2,932 5.68% $273,634 0.00% $0 1.71% $276,566
B 0.73% $68,696 3.36% $124,848 0.00% $0 1.48% $193,544
C 1.11% $55,784 10.90% $364,099 0.00% $0 5.01% $419,883
C- 0.70% $13,297 6.55% $297,427 0.00% $0 4.82% $310,724
D 0.00% $37 29.12% $1,249,654 0.00% $0 23.80% $1,249,691
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 0.30% $53,017 11.89% $402,816 0.00% $0 2.18% $455,833
2-4 Unit 0.00% $0 13.30% $185,528 0.00% $0 8.36% $185,528
NIV 0.70% $63,566 9.55% $1,534,995 0.00% $0 6.34% $1,598,561
Non-Owner 0.24% $8,679 42.53% $435,419 0.00% $0 9.51% $444,098
90+ & REO as % Rem                
A/A- , B, C 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
C- , D, NON 0.00% 0.00% 14.40% 52.60% 0.00% 0.00% 11.90% 38.90%
2-4, LOW, NIV 0.00% 0.00% 16.00% 0.00% 0.00% 0.00% 11.30% 0.00%
As of: June 2001                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1995-B
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 417 $16,390,500 425 $23,630,253 0 $0 842 $40,020,753
LTV/WAC 58.00% 12.26% 63.17% 13.72% 0.00% 0.00% 61.05% 13.12%
NON/2-4 7.85% 2.32% 5.96% 5.98% 0.00% 0.00% 5.04% 4.49%
Low/NIV 28.10% 36.30% 17.77% 52.79% 0.00% 0.00% 11.36% 14.04%
A/A- 157 $6,285,800 96 $5,771,612 0 $0 253 $12,057,412
B 95 $4,431,350 91 $4,956,509 0 $0 186 $9,387,859
C 100 $3,533,150 75 $3,924,970 0 $0 175 $7,458,120
C- 38 $1,164,400 89 $4,857,400 0 $0 127 $6,021,800
D 26 $920,200 74 $4,119,762 0 $0 100 $5,039,962
Unknown 1 $55,600 0 $0 0 $0 1 $55,600
Remaining Pool 60 $2,163,262 35 $1,934,904 0 $0 95 $4,098,166
LTV/WAC 60.91% 11.96% 61.87% 13.55% 0.00% 0.00% 61.36% 12.71%
A/A- 26 $999,157 4 $295,952 0 $0 30 $1,295,109
B 11 $581,035 12 $533,099 0 $0 23 $1,114,134
C 18 $482,405 7 $315,406 0 $0 25 $797,811
C- 3 $67,896 8 $558,775 0 $0 11 $626,671
D 2 $32,770 4 $231,672 0 $0 6 $264,441
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 84.05% $13,775,800 91.25% $21,563,153 0.00% $0 88.30% $35,338,953
Delinquency Status                
CURRENT 57 $2,057,506 28 $1,409,195 0 $0 85 $3,466,701
30-59 3 $105,756 2 $53,161 0 $0 5 $158,917
60-89 0 $0 1 $75,416 0 $0 1 $75,416
90-119 0 $0 0 $0 0 $0 0 $0
120-179 0 $0 1 $70,061 0 $0 1 $70,061
180-269 0 $0 0 $0 0 $0 0 $0
270-359 0 $0 0 $0 0 $0 0 $0
360+ 0 $0 1 $80,121 0 $0 1 $80,121
REO 0 $0 2 $246,950 0 $0 2 $246,950
90+REO - $0 4 $397,132 - $0 4 $397,132
Loss To Date                
% to Original Pool Balance 0.92% $150,595 9.75% $2,303,758 0.00% $0 6.13% $2,454,353
Severity 46.68%   59.02%   0.00%   58.08%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- -0.07% ($4,157) 3.39% $195,916 0.00% $0 1.59% $191,759
B 0.75% $33,285 3.46% $171,260 0.00% $0 2.18% $204,545
C 1.72% $60,694 5.57% $218,552 0.00% $0 3.74% $279,246
C- 0.37% $4,320 10.13% $492,172 0.00% $0 8.24% $496,492
D 6.13% $56,453 29.76% $1,225,857 0.00% $0 25.44% $1,282,310
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 0.17% $16,234 20.33% $647,924 0.00% $0 5.31% $664,158
2-4 Unit 5.64% $38,822 4.10% $42,264 0.00% $0 4.72% $81,086
NIV 1.46% $96,942 10.74% $1,050,965 0.00% $0 7.00% $1,147,907
Non-Owner 0.28% $5,237 41.68% $476,374 0.00% $0 16.09% $481,611
90+ & REO as % Rem                
A/A- , B, C 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
C- , D, NON 0.00% 0.00% 71.10% 0.00% 0.00% 0.00% 63.40% 0.00%
2-4, LOW, NIV 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
As of: June 2001                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1995-A
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 531 $21,565,150 265 $15,533,351 0 $0 796 $37,098,501
LTV/WAC 54.50% 12.21% 64.23% 12.86% 0.00% 0.00% 58.57% 12.48%
NON/2-4 7.91% 2.99% 8.36% 7.67% 0.00% 0.00% 5.43% 4.84%
Low/NIV 31.27% 41.49% 14.42% 42.30% 0.00% 0.00% 12.26% 15.14%
A/A- 187 $8,145,050 76 $4,664,777 0 $0 263 $12,809,827
B 42 $1,803,400 61 $3,506,720 0 $0 103 $5,310,120
C 163 $6,658,500 56 $3,118,735 0 $0 219 $9,777,235
C- 52 $1,472,900 37 $2,797,721 0 $0 89 $4,270,621
D 84 $3,376,700 35 $1,445,398 0 $0 119 $4,822,098
Unknown 3 $108,600 0 $0 0 $0 3 $108,600
Remaining Pool 71 $2,106,965 26 $1,354,187 0 $0 97 $3,461,152
LTV/WAC 50.79% 12.05% 66.23% 12.68% 0.00% 0.00% 56.83% 12.30%
A/A- 27 $740,707 10 $561,792 0 $0 37 $1,302,499
B 4 $176,346 3 $56,289 0 $0 7 $232,635
C 21 $612,042 8 $366,331 0 $0 29 $978,372
C- 7 $122,318 3 $327,786 0 $0 10 $450,104
D 12 $455,552 2 $41,989 0 $0 14 $497,541
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 87.81% $18,935,850 90.45% $14,050,431 0.00% $0 88.92% $32,986,281
Delinquency Status                
CURRENT 70 $2,085,490 18 $848,071 0 $0 88 $2,933,561
30-59 0 $0 2 $162,881 0 $0 2 $162,881
60-89 0 $0 0 $0 0 $0 0 $0
90-119 0 $0 1 $84,782 0 $0 1 $84,782
120-179 0 $0 2 $41,989 0 $0 2 $41,989
180-269 0 $0 1 $61,398 0 $0 1 $61,398
270-359 1 $21,475 0 $0 0 $0 1 $21,475
360+ 0 $0 2 $155,065 0 $0 2 $155,065
REO 0 $0 0 $0 0 $0 0 $0
90+REO 1 $21,475 6 $343,234 - $0 7 $364,709
Loss To Date                
% to Original Pool Balance 0.63% $135,387 7.31% $1,135,347 0.00% $0 3.43% $1,270,734
Severity 15.12%   53.46%   0.00%   42.09%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.32% $26,090 7.09% $330,822 0.00% $0 2.79% $356,912
B -0.87% ($15,707) 3.74% $131,169 0.00% $0 2.17% $115,462
C 0.67% $44,839 10.60% $330,567 0.00% $0 3.84% $375,406
C- 0.26% $3,808 3.23% $90,259 0.00% $0 2.20% $94,067
D 2.26% $76,358 17.47% $252,530 0.00% $0 6.82% $328,888
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 0.00% $0 5.02% $210,949 0.00% $0 2.40% $210,949
2-4 Unit 0.00% $0 13.31% $188,129 0.00% $0 10.48% $188,129
NIV 2.53% $150,595 13.83% $1,725,453 0.00% $0 10.18% $1,876,048
Non-Owner 5.05% $65,014 24.73% $348,093 0.00% $0 15.33% $413,107
90+ & REO as % Rem                
A/A- , B, C 0.00% 0.00% 10.90% 34.70% 0.00% 0.00% 4.70% 8.40%
C- , D, NON 0.00% 0.00% 25.90% 100.00% 0.00% 0.00% 18.80% 8.40%
2-4, LOW, NIV 0.00% 2.90% 0.00% 36.20% 0.00% 0.00% 0.00% 9.00%
As of: June 2001                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1994-D
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 745 $28,574,595 75 $4,703,203 0 $0 820 $33,277,798
LTV/WAC 55.81% 11.72% 63.20% 12.15% 0.00% 0.00% 56.86% 11.78%
NON/2-4 8.60% 3.93% 0.00% 8.19% 0.00% 0.00% 6.06% 5.40%
Low/NIV 33.62% 38.89% 13.34% 33.44% 0.00% 0.00% 13.66% 16.88%
A/A- 278 $12,205,295 19 $1,263,000 0 $0 297 $13,468,295
B 64 $2,887,100 22 $1,251,650 0 $0 86 $4,138,750
C 200 $6,929,000 15 $684,350 0 $0 215 $7,613,350
C- 49 $1,752,900 13 $933,003 0 $0 62 $2,685,903
D 154 $4,800,300 6 $571,200 0 $0 160 $5,371,500
Unknown 0 $0 0 $0 0 $0 0 $0
Remaining Pool 107 $4,012,681 13 $779,170 0 $0 120 $4,791,851
LTV/WAC 59.64% 11.28% 61.37% 11.71% 0.00% 0.00% 59.92% 11.35%
A/A- 54 $2,352,948 3 $136,077 0 $0 57 $2,489,025
B 11 $400,746 3 $111,929 0 $0 14 $512,675
C 30 $890,971 5 $275,656 0 $0 35 $1,166,627
C- 4 $109,203 2 $255,508 0 $0 6 $364,712
D 8 $258,812 0 $0 0 $0 8 $258,812
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 82.95% $23,701,895 82.26% $3,869,055 0.00% $0 82.85% $27,570,950
Delinquency Status                
CURRENT 102 $3,731,831 12 $743,193 0 $0 114 $4,475,024
30-59 4 $159,999 0 $0 0 $0 4 $159,999
60-89 0 $0 0 $0 0 $0 0 $0
90-119 0 $0 0 $0 0 $0 0 $0
120-179 0 $0 1 $35,977 0 $0 1 $35,977
180-269 1 $120,851 0 $0 0 $0 1 $120,851
270-359 0 $0 0 $0 0 $0 0 $0
360+ 0 $0 0 $0 0 $0 0 $0
REO 0 $0 0 $0 0 $0 0 $0
90+REO 1 $120,851 1 $35,977 - $0 2 $156,828
Loss To Date                
% to Original Pool Balance 0.78% $224,217 6.24% $293,461 0.00% $0 1.56% $517,678
Severity 20.41%   37.56%   0.00%   27.54%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.12% $14,668 14.62% $184,599 0.00% $0 1.48% $199,267
B 0.21% $5,927 0.00% $0 0.00% $0 0.14% $5,927
C 1.62% $112,040 4.71% $32,227 0.00% $0 1.89% $144,267
C- 3.15% $55,159 -1.24% ($11,543) 0.00% $0 1.62% $43,616
D 0.76% $36,423 15.44% $88,178 0.00% $0 2.32% $124,601
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 0.05% $3,667 14.84% $332,388 0.00% $0 3.74% $336,055
2-4 Unit 0.00% $0 3.20% $38,090 0.00% $0 2.07% $38,090
NIV 1.20% $107,777 4.87% $319,819 0.00% $0 2.76% $427,596
Non-Owner 2.67% $45,495 11.80% $153,288 0.00% $0 6.61% $198,783
90+ & REO as % Rem                
A/A- , B, C 5.10% 0.00% 26.40% 0.00% 0.00% 0.00% 6.30% 0.00%
C- , D, NON 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
2-4, LOW, NIV 0.00% 11.60% 0.00% 0.00% 0.00% 0.00% 0.00% 10.90%
As of: June 2001                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1994-C
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 713 $25,077,750 131 $7,834,805 0 $0 844 $32,912,555
LTV/WAC 54.04% 11.73% 63.97% 12.22% 0.00% 0.00% 56.41% 11.84%
NON/2-4 6.93% 4.50% 3.54% 8.53% 0.00% 0.00% 6.13% 5.46%
Low/NIV 18.02% 21.53% 0.35% 2.80% 0.00% 0.00% 13.82% 17.07%
A/A- 240 $9,276,640 36 $2,425,695 0 $0 276 $11,702,335
B 65 $2,726,585 13 $867,440 0 $0 78 $3,594,025
C 169 $5,819,950 29 $1,696,075 0 $0 198 $7,516,025
C- 28 $693,600 21 $1,504,166 0 $0 49 $2,197,766
D 207 $6,447,800 32 $1,341,429 0 $0 239 $7,789,229
Unknown 4 $113,175 0 $0 0 $0 4 $113,175
Remaining Pool 105 $3,362,314 17 $1,121,832 0 $0 122 $4,484,145
LTV/WAC 54.46% 11.45% 67.18% 11.50% 0.00% 0.00% 57.64% 11.46%
A/A- 42 $1,369,728 7 $429,564 0 $0 49 $1,799,292
B 14 $449,982 4 $375,000 0 $0 18 $824,982
C 19 $586,347 0 $0 0 $0 19 $586,347
C- 3 $59,361 3 $226,446 0 $0 6 $285,807
D 27 $896,895 3 $90,822 0 $0 30 $987,717
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 83.81% $21,018,150 84.74% $6,639,430 0.00% $0 84.03% $27,657,580
Delinquency Status                
CURRENT 97 $3,182,720 14 $958,337 0 $0 111 $4,141,057
30-59 3 $43,012 1 $18,325 0 $0 4 $61,337
60-89 1 $82,591 1 $86,223 0 $0 2 $168,814
90-119 0 $0 0 $0 0 $0 0 $0
120-179 2 $18,274 0 $0 0 $0 2 $18,274
180-269 2 $35,717 0 $0 0 $0 2 $35,717
270-359 0 $0 0 $0 0 $0 0 $0
360+ 0 $0 1 $58,946 0 $0 1 $58,946
REO 0 $0 0 $0 0 $0 0 $0
90+REO 4 $53,991 1 $58,946 - $0 5 $112,937
Loss To Date                
% to Original Pool Balance 1.25% $313,172 3.45% $270,155 0.00% $0 1.77% $583,327
Severity 35.05%   54.48%   0.00%   41.98%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 1.91% $176,728 1.51% $36,639 0.00% $0 1.82% $213,367
B 0.00% $0 0.00% $0 0.00% $0 0.00% $0
C 0.45% $25,910 6.56% $111,275 0.00% $0 1.83% $137,185
C- 0.00% $0 1.68% $25,297 0.00% $0 1.15% $25,297
D 1.71% $110,533 7.23% $96,943 0.00% $0 2.66% $207,476
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 0.43% $41,406 6.28% $39,377 0.00% $0 0.79% $80,783
2-4 Unit 2.03% $22,763 0.00% $0 0.00% $0 1.51% $22,763
NIV 1.43% $158,877 8.02% $126,153 0.00% $0 2.25% $285,030
Non-Owner 1.70% $41,785 0.00% $0 0.00% $0 1.70% $41,785
90+ & REO as % Rem                
A/A- , B, C 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
C- , D, NON 0.00% 4.10% 26.00% 0.00% 0.00% 0.00% 20.60% 3.70%
2-4, LOW, NIV 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
As of: June 2001                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1994-B
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 476 $17,797,985 25 $1,930,050 0 $0 501 $19,728,035
LTV/WAC 54.73% 11.02% 57.62% 10.86% 0.00% 0.00% 55.01% 11.00%
NON/2-4 7.47% 2.86% 0.00% 0.00% 0.00% 0.00% 10.22% 9.11%
Low/NIV 0.00% 0.00% 8.81% 28.81% 0.00% 0.00% 23.05% 28.48%
A/A- 142 $5,490,200 5 $361,950 0 $0 147 $5,852,150
B 102 $3,884,745 1 $112,500 0 $0 103 $3,997,245
C 85 $3,167,250 1 $105,000 0 $0 86 $3,272,250
C- 16 $502,200 3 $221,700 0 $0 19 $723,900
D 130 $4,729,590 4 $306,500 0 $0 134 $5,036,090
Unknown 1 $24,000 11 $822,400 0 $0 12 $846,400
Remaining Pool 76 $1,957,163 7 $452,325 0 $0 83 $2,409,488
LTV/WAC 54.90% 10.83% 60.25% 10.38% 0.00% 0.00% 55.90% 10.75%
A/A- 23 $601,660 2 $111,826 0 $0 25 $713,487
B 16 $363,140 1 $105,700 0 $0 17 $468,840
C 13 $276,077 0 $0 0 $0 13 $276,077
C- 1 $22,053 1 $50,330 0 $0 2 $72,382
D 22 $672,187 2 $95,446 0 $0 24 $767,634
Unknown 1 $22,045 1 $89,023 0 $0 2 $111,068
Paid Off 84.69% $15,072,840 74.15% $1,431,200 0.00% $0 83.66% $16,504,040
Delinquency Status                
CURRENT 72 $1,837,144 7 $452,325 0 $0 79 $2,289,469
30-59 2 $46,798 0 $0 0 $0 2 $46,798
60-89 0 $0 0 $0 0 $0 0 $0
90-119 0 $0 0 $0 0 $0 0 $0
120-179 1 $11,609 0 $0 0 $0 1 $11,609
180-269 0 $0 0 $0 0 $0 0 $0
270-359 1 $61,612 0 $0 0 $0 1 $61,612
360+ 0 $0 0 $0 0 $0 0 $0
REO 0 $0 0 $0 0 $0 0 $0
90+REO 2 $73,221 - $0 - $0 2 $73,221
Loss To Date                
% to Original Pool Balance 1.12% $200,161 0.00% $0 0.00% $0 1.01% $200,161
Severity 36.72%   #DIV/0!   0.00%   36.72%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.00% $0 0.00% $0 0.00% $0 0.00% $0
B 1.46% $56,674 0.00% $0 0.00% $0 1.42% $56,674
C 1.02% $32,182 0.00% $0 0.00% $0 0.98% $32,182
C- 0.00% $0 0.00% $0 0.00% $0 0.00% $0
D 2.35% $111,305 0.00% $0 0.00% $0 2.21% $111,305
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 0.61% $27,776 0.00% $0 0.00% $0 0.61% $27,776
2-4 Unit 0.00% $0 3.37% $22,516 0.00% $0 1.25% $22,516
NIV 4.35% $234,933 11.21% $24,588 0.00% $0 4.62% $259,521
Non-Owner 0.00% $0 11.39% $31,605 0.00% $0 1.57% $31,605
90+ & REO as % Rem                
A/A- , B, C 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
C- , D, NON 0.00% 9.20% 0.00% 0.00% 0.00% 0.00% 0.00% 8.00%
2-4, LOW, NIV 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
As of: June 2001                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1994-A
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 334 $11,608,770 6 $219,100 0 $0 340 $11,827,870
LTV/WAC 50.65% 10.72% 60.44% 11.28% 0.00% 0.00% 50.83% 10.73%
NON/2-4 7.25% 4.36% 0.00% 0.00% 0.00% 0.00% 17.05% 15.19%
Low/NIV 0.48% 10.87% 0.00% 60.61% 0.00% 0.00% 38.44% 47.50%
A/A- 20 $630,000 0 $0 0 $0 20 $630,000
B 104 $3,623,440 2 $86,200 0 $0 106 $3,709,640
C 39 $1,581,150 0 $0 0 $0 39 $1,581,150
C- 20 $705,725 1 $46,600 0 $0 21 $752,325
D 76 $2,596,655 0 $0 0 $0 76 $2,596,655
Unknown 75 $2,471,800 3 $86,300 0 $0 78 $2,558,100
Remaining Pool 54 $1,479,178 3 $107,486 0 $0 57 $1,586,664
LTV/WAC 52.68% 10.66% 59.92% 11.20% 0.00% 0.00% 53.17% 10.70%
A/A- 2 $43,429 0 $0 0 $0 2 $43,429
B 24 $533,093 1 $58,540 0 $0 25 $591,632
C 6 $235,858 0 $0 0 $0 6 $235,858
C- 1 $36,925 1 $33,502 0 $0 2 $70,426
D 11 $304,520 0 $0 0 $0 11 $304,520
Unknown 10 $325,354 1 $15,444 0 $0 11 $340,798
Paid Off 81.81% $9,496,865 40.76% $89,300 0.00% $0 81.05% $9,586,165
Delinquency Status                
CURRENT 52 $1,451,950 3 $107,486 0 $0 55 $1,559,436
30-59 0 $0 0 $0 0 $0 0 $0
60-89 0 $0 0 $0 0 $0 0 $0
90-119 0 $0 0 $0 0 $0 0 $0
120-179 2 $27,228 0 $0 0 $0 2 $27,228
180-269 0 $0 0 $0 0 $0 0 $0
270-359 0 $0 0 $0 0 $0 0 $0
360+ 0 $0 0 $0 0 $0 0 $0
REO 0 $0 0 $0 0 $0 0 $0
90+REO 2 $27,228 - $0 - $0 2 $27,228
Loss To Date                
% to Original Pool Balance 0.29% $33,295 0.00% $0 0.00% $0 0.28% $33,295
Severity 8.47%   0.00%   0.00%   8.47%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.00% $0 0.00% $0 0.00% $0 0.00% $0
B 0.35% $12,778 0.00% $0 0.00% $0 0.34% $12,778
C 0.26% $4,190 0.00% $0 0.00% $0 0.26% $4,190
C- -1.10% ($7,743) 0.00% $0 0.00% $0 -1.03% ($7,743)
D -0.07% ($1,704) 0.00% $0 0.00% $0 -0.07% ($1,704)
Unknown 1.04% $25,773 0.00% $0 0.00% $0 1.01% $25,773
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 0.00% $0 0.00% $0 0.00% $0 0.00% $0
2-4 Unit 4.61% $23,477 0.00% $0 0.00% $0 4.61% $23,477
NIV 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Non-Owner 3.15% $41,835 0.00% $0 0.00% $0 3.15% $41,835
90+ & REO as % Rem                
A/A- , B, C 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
C- , D, NON 0.00% 3.60% 0.00% 0.00% 0.00% 0.00% 0.00% 3.60%
2-4, LOW, NIV 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
As of: June 2001