Arm Loans

EX-99 3 aug2001arm.htm EXHIBIT 99.1 Arm Loans

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 2001-2
ARM Loans
	Retail		Correspondent		Broker		NLC		Total
Category	#	$	#	$	#	$	#	$	#	$
Original	86	$8,396,490	0	$0	70	$6,124,956	0	$0	156	$14,521,446
LTV/WAC	75.46%	10.79%	0.00%	0.00%	80.90%	10.50%	0.00%	0.00%	77.76%	10.67%
NON/2-4	24.53%	12.13%	0.00%	0.00%	7.52%	11.47%	0.00%	0.00%	17.36%	11.85%
Low/NIV	12.03%	10.84%	0.00%	0.00%	2.00%	30.45%	0.00%	0.00%	7.80%	19.11%
A/A-	31	$2,696,200	0	$0	36	$3,911,651	0	$0	67	$6,607,851
B	27	$2,742,240	0	$0	21	$1,533,270	0	$0	48	$4,275,510
C	21	$2,002,800	0	$0	11	$480,600	0	$0	32	$2,483,400
C-	1	$69,000	0	$0	1	$48,385	0	$0	2	$117,385
D	6	$886,250	0	$0	1	$151,050	0	$0	7	$1,037,300
Remaining	86	$8,379,535	0	$0	69	$5,878,376	0	$0	155	$14,257,911
LTV/WAC	75.46%	10.79%	0.00%	0.00%	80.98%	10.52%	0.00%	0.00%	77.74%	10.68%
A/A-	31	$2,688,109	0	$0	35	$3,668,707	0	$0	66	$6,356,816
B	27	$2,737,291	0	$0	21	$1,530,320	0	$0	48	$4,267,611
C	21	$1,999,871	0	$0	11	$480,105	0	$0	32	$2,479,976
C-	1	$68,906	0	$0	1	$48,315	0	$0	2	$117,220
D	6	$885,357	0	$0	1	$150,930	0	$0	7	$1,036,287
Paid Off	0.00%	$0	0.00%	$0	3.87%	$237,000	0.00%	$0	1.63%	$237,000
Status
CURRENT	76	$7,491,560	0	$0	68	$5,838,411	0	$0	144	$13,329,972
30-59	7	$397,915	0	$0	0	$0	0	$0	7	$397,915
60-89	3	$490,060	0	$0	1	$39,965	0	$0	4	$530,024
90-119	0	$0	0	$0	0	$0	0	$0	0	$0
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	-	$0	-	$0	-	$0	-	$0	0	$0
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	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
C- , D, NON	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
2-4, LOW , NIV	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
As of: August 2001

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 2001-1
ARM Loans
	Retail		Correspondent		Broker		NLC		Total
Category	#	$	#	$	#	$	#	$	#	$
Original	18	$2,379,197	1	$135,000	103	$10,141,112	0	$0	122	$12,655,309
LTV/WAC	73.58%	10.60%	77.20%	11.03%	90.85%	10.53%	0.00%	0.00%	87.46%	10.55%
NON/2-4	11.19%	10.34%	0.00%	0.00%	7.83%	9.31%	0.00%	0.00%	8.38%	9.41%
Low/NIV	0.00%	8.74%	0.00%	0.00%	0.77%	12.85%	0.00%	0.00%	0.62%	11.94%
A/A-	3	$249,250	0	$0	96	$9,575,511	0	$0	99	$9,824,761
B	8	$937,175	1	$135,000	6	$494,101	0	$0	15	$1,566,276
C	6	$1,078,772	0	$0	1	$71,500	0	$0	7	$1,150,272
C-	1	$114,000	0	$0	0	$0	0	$0	1	$114,000
D	0	$0	0	$0	0	$0	0	$0	0	$0
Remaining	18	$2,373,944	1	$134,656	102	$9,927,722	0	$0	121	$12,436,321
LTV/WAC	73.58%	10.60%	77.20%	11.03%	90.78%	10.51%	0.00%	0.00%	87.35%	10.54%
A/A-	3	$248,776	0	$0	95	$9,363,822	0	$0	98	$9,612,598
B	8	$934,246	1	$134,656	6	$492,556	0	$0	15	$1,561,457
C	6	$1,077,102	0	$0	1	$71,344	0	$0	7	$1,148,446
C-	1	$113,820	0	$0	0	$0	0	$0	1	$113,820
D	0	$0	0	$0	0	$0	0	$0	0	$0
Paid Off	0.00%	$0	0.00%	$0	1.82%	$184,850	0.00%	$0	1.46%	$184,850
Status
CURRENT	14	$1,695,868	1	$134,656	95	$9,068,723	0	$0	110	$10,899,246
30-59	1	$74,855	0	$0	1	$89,050	0	$0	2	$163,904
60-89	0	$0	0	$0	2	$118,600	0	$0	2	$118,600
90-119	1	$176,033	0	$0	1	$80,680	0	$0	2	$256,714
120-179	2	$427,188	0	$0	3	$570,669	0	$0	5	$997,857
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	$603,221	-	$0	4	$651,349	-	$0	7	$1,254,570
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	16.57%	0.00%	0.00%	0.00%	5.95%	19.03%	0.00%	0.00%	6.23%	6.00%
C- , D, NON	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
2-4, LOW , NIV	0.00%	0.00%	0.00%	0.00%	18.51%	0.00%	0.00%	0.00%	14.69%	0.00%
As of: August 2001

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 2000-2
ARM Loans
	Retail		Correspondent		Broker		NLC		Total
Category	#	$	#	$	#	$	#	$	#	$
Original	782	$79,900,173	72	$9,319,842	2110	$233,344,812	18	$1,710,500	2982	$324,275,327
LTV/WAC	74.82%	10.78%	71.43%	9.77%	79.17%	10.54%	74.98%	11.39%	77.85%	10.58%
NON/2-4	4.30%	2.95%	4.56%	5.46%	3.86%	5.65%	5.03%	28.27%	4.00%	5.10%
Low/NIV	16.81%	5.73%	0.00%	10.25%	2.20%	24.68%	6.14%	8.13%	5.76%	19.51%
A/A-	196	$24,047,678	31	$4,478,121	1085	$136,799,052	5	$413,400	1317	$165,738,251
B	260	$26,429,507	25	$3,199,792	563	$60,003,702	6	$599,500	854	$90,232,501
C	214	$19,118,059	13	$1,431,229	340	$28,321,240	4	$511,050	571	$49,381,578
C-	50	$4,744,425	1	$56,000	79	$5,409,962	3	$186,550	133	$10,396,937
D	62	$5,560,504	2	$154,700	43	$2,810,856	0	$0	107	$8,526,060
Remaining	692	$66,246,611	61	$7,392,654	1960	$207,408,253	15	$1,519,051	2728	$282,566,569
LTV/WAC	74.95%	10.76%	69.71%	9.76%	79.53%	10.53%	76.40%	11.26%	78.18%	10.57%
A/A-	169	$19,526,123	25	$3,356,304	1006	$122,918,742	5	$410,469	1205	$146,211,638
B	241	$22,632,930	22	$2,842,043	524	$53,460,316	4	$495,126	791	$79,430,416
C	189	$15,897,902	11	$983,868	312	$23,873,872	4	$509,577	516	$41,265,219
C-	44	$3,948,046	1	$55,893	76	$4,981,669	2	$103,879	123	$9,089,487
D	49	$4,241,609	2	$154,546	42	$2,173,654	0	$0	93	$6,569,809
Paid Off	13.87%	$11,079,509	17.85%	$1,663,871	7.77%	$18,142,253	10.84%	$185,500	9.58%	$31,071,133
Status
CURRENT	533	$50,386,073	51	$6,327,566	1670	$180,114,925	13	$1,418,430	2267	$238,246,994
30-59	43	$4,856,166	2	$382,265	77	$7,658,707	1	$48,747	123	$12,945,885
60-89	15	$1,631,357	2	$285,794	44	$4,305,517	1	$51,874	62	$6,274,540
90-119	19	$1,934,015	1	$55,135	31	$2,819,024	0	$0	51	$4,808,174
120-179	40	$3,519,264	1	$77,432	46	$3,885,635	0	$0	87	$7,482,330
180-269	27	$2,497,985	3	$185,631	74	$7,023,713	0	$0	104	$9,707,329
270-359	12	$1,278,662	0	$0	9	$951,683	0	$0	21	$2,230,346
360+	0	$0	0	$0	0	$0	0	$0	0	$0
REO	3	$143,089	1	$78,831	9	$649,049	0	$0	13	$870,970
90+REO	101	$9,373,015	6	$397,029	169	$15,329,105	-	$0	276	$25,099,148
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	9.47%	10.14%	4.66%	3.03%	4.61%	7.61%	0.00%	0.00%	5.25%	8.12%
C- , D, NON	28.99%	41.49%	0.00%	100.00%	33.72%	33.09%	0.00%	0.00%	31.07%	40.09%
2-4, LOW , NIV	13.44%	11.64%	0.00%	0.00%	10.67%	4.12%	0.00%	0.00%	10.40%	9.52%
As of: August 2001

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 2000-1
ARM Loans
	Retail		Correspondent		Broker		NLC		Total
Category	#	$	#	$	#	$	#	$	#	$
Original	534	$47,297,989	58	$7,593,887	1846	$192,904,929	34	$3,502,207	2472	$251,299,012
LTV/WAC	73.16%	10.83%	73.43%	10.20%	77.48%	10.76%	75.89%	10.12%	76.52%	10.74%
NON/2-4	6.38%	4.01%	2.35%	4.32%	3.70%	6.14%	3.30%	1.54%	4.16%	5.62%
Low/NIV	14.43%	5.36%	0.00%	13.82%	3.03%	27.19%	0.00%	3.18%	5.04%	22.34%
A/A-	123	$11,548,145	31	$4,404,773	828	$102,523,904	12	$1,717,350	994	$120,194,172
B	173	$16,182,010	13	$1,913,734	514	$51,961,039	10	$829,500	710	$70,886,283
C	141	$12,947,529	10	$1,019,630	332	$27,105,589	7	$546,507	490	$41,619,255
C-	41	$2,750,600	2	$191,300	100	$6,267,237	4	$337,600	147	$9,546,737
D	56	$3,869,705	2	$64,450	72	$5,047,160	1	$71,250	131	$9,052,565
Remaining	428	$35,614,091	47	$5,739,644	1579	$153,420,063	31	$3,046,646	2085	$197,820,444
LTV/WAC	73.84%	10.67%	73.32%	10.20%	77.86%	10.74%	77.49%	10.07%	77.00%	10.70%
A/A-	106	$9,840,720	24	$3,185,944	709	$82,631,254	11	$1,473,863	850	$97,131,781
B	141	$12,714,936	11	$1,572,634	456	$41,438,088	10	$825,632	618	$56,551,290
C	105	$8,873,745	8	$726,615	277	$20,858,776	7	$542,765	397	$31,001,901
C-	31	$1,539,452	2	$190,070	82	$4,858,648	2	$204,385	117	$6,792,556
D	45	$2,645,238	2	$64,381	55	$3,633,297	0	$0	102	$6,342,916
Paid Off	20.34%	$9,621,095	19.97%	$1,516,875	15.94%	$30,756,988	7.62%	$266,700	16.78%	$42,161,658
Status
CURRENT	325	$26,640,895	39	$4,975,725	1264	$127,688,710	24	$2,663,696	1652	$161,969,024
30-59	18	$1,367,756	1	$290,462	56	$4,501,835	1	$47,871	76	$6,207,925
60-89	6	$531,046	1	$88,096	43	$2,933,008	1	$60,145	51	$3,612,294
90-119	15	$1,930,206	2	$204,667	38	$3,227,506	1	$99,443	56	$5,461,822
120-179	20	$1,611,030	1	$51,647	49	$4,655,627	2	$128,603	72	$6,446,906
180-269	15	$975,874	1	$34,269	47	$4,175,050	0	$0	63	$5,185,193
270-359	15	$1,684,117	1	$29,995	51	$4,053,895	2	$46,889	69	$5,814,897
360+	4	$247,709	0	$0	8	$754,500	0	$0	12	$1,002,209
REO	10	$625,457	1	$64,784	23	$1,429,932	0	$0	34	$2,120,174
90+REO	79	$7,074,394	6	$385,362	216	$18,296,511	5	$274,934	306	$26,031,201
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	10.65%	16.28%	3.68%	8.84%	7.07%	14.71%	0.00%	12.04%	7.22%	14.86%
C- , D, NON	32.09%	38.81%	0.00%	46.59%	21.69%	32.82%	22.94%	0.00%	23.48%	35.46%
2-4, LOW , NIV	18.36%	32.09%	15.88%	0.00%	12.48%	19.19%	0.00%	0.00%	13.30%	25.61%
As of: August 2001

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1999-2
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original	52	$5,034,900	108	$12,255,827	1751	$151,946,509	1911	$169,237,236
LTV/WAC	74.27%	10.35%	79.75%	10.06%	79.07%	10.44%	78.98%	10.41%
NON/2-4	4.82%	13.14%	3.40%	7.38%	3.02%	5.99%	3.10%	6.30%
Low/NIV	6.73%	22.91%	2.75%	14.24%	4.39%	27.45%	4.34%	26.36%
A/A-	24	$2,916,000	55	$6,823,461	838	$87,023,808	917	$96,763,269
B	10	$945,350	32	$3,541,493	502	$39,417,068	544	$43,903,911
C	3	$217,850	14	$1,216,010	161	$11,408,456	178	$12,842,316
C-	6	$346,300	3	$223,473	42	$3,071,270	51	$3,641,043
D	9	$609,400	4	$451,390	207	$10,905,907	220	$11,966,697
Unknown	0	$0	0	$0	0	$0	0	$0
Remaining	31	$2,419,538	59	$6,876,631	1162	$99,821,447	1252	$109,117,615
LTV/WAC	74.63%	10.32%	80.80%	9.89%	79.96%	10.33%	79.89%	10.30%
A/A-	14	$1,353,506	35	$4,398,808	605	$60,722,023	654	$66,474,337
B	7	$500,448	16	$1,702,122	344	$25,911,997	367	$28,114,567
C	2	$111,871	5	$538,224	87	$6,120,386	94	$6,770,482
C-	5	$309,354	2	$152,347	26	$1,707,506	33	$2,169,206
D	3	$144,359	1	$85,130	100	$5,359,534	104	$5,589,023
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	51.45%	$2,590,500	43.04%	$5,275,474	33.53%	$50,949,530	34.75%	$58,815,504
Status
CURRENT	22	$1,650,754	56	$6,451,751	956	$83,459,207	1034	$91,561,712
30-59	2	$210,380	1	$192,991	35	$2,759,952	38	$3,163,323
60-89	1	$150,426	0	$0	17	$1,177,622	18	$1,328,048
90-119	0	$0	0	$0	10	$594,544	10	$594,544
120-179	1	$66,092	1	$168,023	17	$1,600,987	19	$1,835,102
180-269	1	$71,226	1	$63,865	20	$1,578,103	22	$1,713,194
270-359	1	$45,376	0	$0	25	$2,207,403	26	$2,252,779
360+	3	$225,283	0	$0	47	$4,176,703	50	$4,401,986
REO	0	$0	0	$0	35	$2,266,925	35	$2,266,925
90+REO	6	$407,977	2	$231,888	154	$12,424,665	162	$13,064,530
Loss To Date
% to Original	0.00%	$0	1.35%	$165,017	2.20%	$3,348,759	2.08%	$3,513,776
Severity	0.00%		34.77%		39.48%		39.24%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	0.00%	$0	0.61%	$41,858	1.20%	$1,043,417	1.12%	$1,085,275
B	0.00%	$0	1.02%	$36,285	2.48%	$979,152	2.31%	$1,015,437
C	0.00%	$0	2.07%	$25,154	4.79%	$546,532	4.45%	$571,686
C-	0.00%	$0	0.00%	$0	2.71%	$83,358	2.29%	$83,358
D	0.00%	$0	13.67%	$61,720	6.38%	$696,300	6.33%	$758,020
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	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	8.50%	0.00%	3.80%	0.00%	8.30%	12.40%	8.00%	11.40%
C- , D, NON	36.00%	86.20%	0.00%	0.00%	47.50%	35.50%	42.50%	36.30%
2-4, LOW, NIV	16.40%	33.90%	0.00%	0.00%	21.10%	22.20%	18.90%	23.10%
As of: August 2001

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1999-1
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	104	$10,782,850	61	$5,969,315	2046	$185,142,838	2211	$201,895,003
LTV/WAC	77.65%	9.94%	75.93%	10.81%	76.40%	10.41%	76.45%	10.39%
NON/2-4	4.02%	9.78%	0.46%	9.98%	4.95%	5.37%	0.75%	1.08%
Low/NIV	6.09%	19.35%	1.70%	28.44%	4.67%	31.31%	0.52%	0.70%
A/A-	54	$6,662,000	23	$2,644,940	867	$95,227,223	944	$104,534,163
B	27	$2,407,650	10	$1,278,050	561	$48,493,613	598	$52,179,313
C	8	$599,600	5	$329,400	219	$14,666,437	232	$15,595,437
C-	1	$79,800	1	$60,200	77	$4,591,855	79	$4,731,855
D	14	$1,033,800	22	$1,656,725	322	$22,163,710	358	$24,854,235
Unknown	0	$0	0	$0	0	$0	0	$0
Remaining Pool	47	$4,885,909	26	$2,280,614	1063	$86,645,548	1136	$93,812,070
LTV/WAC	78.20%	9.68%	76.17%	12.55%	76.79%	10.97%	76.85%	10.95%
A/A-	26	$3,068,070	10	$890,777	475	$44,562,217	511	$48,521,064
B	13	$1,220,433	4	$557,725	304	$23,849,852	321	$25,628,010
C	3	$188,204	2	$80,925	105	$6,471,563	110	$6,740,692
C-	0	$0	0	$0	29	$1,457,696	29	$1,457,696
D	5	$409,201	10	$751,187	150	$10,304,219	165	$11,464,608
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	53.88%	$5,810,050	60.93%	$3,637,400	52.53%	$97,250,589	52.85%	$106,698,039
Delinquency Status
CURRENT	37	$3,945,388	25	$1,949,549	838	$69,914,430	900	$75,809,367
30-59	0	$0	0	$0	36	$2,909,071	36	$2,909,071
60-89	1	$145,849	0	$0	17	$1,253,623	18	$1,399,472
90-119	0	$0	0	$0	20	$1,687,981	20	$1,687,981
120-179	2	$179,522	0	$0	23	$1,844,907	25	$2,024,429
180-269	1	$263,920	0	$0	30	$1,779,151	31	$2,043,071
270-359	1	$59,332	1	$331,065	21	$1,748,891	23	$2,139,288
360+	5	$291,898	0	$0	44	$3,349,927	49	$3,641,825
REO	0	$0	0	$0	34	$2,157,567	34	$2,157,567
90+REO	9	$794,672	1	$331,065	172	$12,568,424	182	$13,694,161
Loss To Date
% to Original Pool Balance	0.27%	$28,692	1.18%	$70,641	2.56%	$4,748,393	2.40%	$4,847,726
Severity	19.69%		37.98%		41.09%		40.78%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	0.00%	$0	0.00%	$0	1.55%	$1,480,601	1.42%	$1,480,601
B	0.09%	$2,063	0.00%	$0	2.57%	$1,247,406	2.39%	$1,249,469
C	4.23%	$25,375	0.00%	$0	3.61%	$529,758	3.56%	$555,133
C-	0.00%	$0	16.67%	$10,038	3.78%	$173,475	3.88%	$183,513
D	0.12%	$1,253	3.66%	$60,603	5.94%	$1,317,154	5.55%	$1,379,010
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	0.00%	$0	2.91%	$193,975	2.64%	$193,975
2-4 Unit	0.00%	$0	0.00%	$0	5.66%	$515,317	4.83%	$515,317
NIV	0.00%	$0	2.08%	$36,285	2.75%	$1,145,011	2.65%	$1,181,296
Non-Owner	0.00%	$0	0.00%	$0	4.24%	$194,942	3.71%	$194,942
90+ & REO as % Rem
A/A- , B, C	7.30%	25.90%	0.00%	59.40%	8.00%	16.00%	7.80%	17.40%
C- , D, NON	0.00%	43.60%	0.00%	0.00%	21.00%	38.30%	21.00%	36.00%
2-4, LOW, NIV	0.00%	55.10%	0.00%	0.00%	25.80%	22.40%	22.60%	24.30%
As of: August 2001

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1998-C
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	173	$21,129,800	637	$76,598,960	1774	$161,871,473	2584	$259,600,233
LTV/WAC	79.91%	10.34%	80.07%	10.17%	78.52%	9.88%	79.09%	10.00%
NON/2-4	2.79%	4.35%	0.55%	5.57%	5.02%	4.66%	0.58%	0.84%
Low/NIV	7.85%	15.99%	2.24%	29.86%	2.09%	31.65%	0.40%	0.55%
A/A-	106	$14,771,000	371	$49,011,185	962	$100,957,142	1439	$164,739,327
B	47	$4,912,600	144	$16,505,215	534	$43,845,675	725	$65,263,490
C	11	$915,300	48	$4,000,515	122	$8,148,811	181	$13,064,626
C-	2	$114,200	6	$411,345	38	$2,486,170	46	$3,011,715
D	7	$416,700	68	$6,670,700	118	$6,433,675	193	$13,521,075
Unknown	0	$0	0	$0	0	$0	0	$0
Remaining Pool	53	$5,487,253	149	$16,433,061	541	$42,558,671	743	$64,478,985
LTV/WAC	79.75%	10.33%	81.80%	11.91%	79.38%	11.10%	80.02%	11.24%
A/A-	30	$3,838,785	96	$11,476,259	288	$25,865,344	414	$41,180,388
B	15	$1,085,296	36	$3,679,294	173	$11,938,900	224	$16,703,490
C	4	$283,459	1	$69,363	28	$1,886,533	33	$2,239,354
C-	1	$36,521	1	$51,962	14	$950,439	16	$1,038,922
D	3	$243,193	15	$1,156,184	38	$1,917,454	56	$3,316,831
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	73.32%	$15,491,400	78.09%	$59,814,515	73.21%	$118,505,558	74.66%	$193,811,473
Delinquency Status
CURRENT	37	$3,519,607	113	$11,552,040	418	$31,878,366	568	$46,950,013
30-59	3	$347,857	5	$427,708	12	$1,233,481	20	$2,009,046
60-89	1	$254,377	1	$114,274	8	$734,514	10	$1,103,165
90-119	2	$390,083	6	$1,098,887	16	$1,169,424	24	$2,658,394
120-179	3	$245,611	5	$898,623	15	$1,395,030	23	$2,539,264
180-269	0	$0	5	$475,244	19	$2,172,290	24	$2,647,534
270-359	1	$70,082	3	$421,028	12	$1,136,428	16	$1,627,538
360+	4	$537,056	6	$809,712	24	$1,845,111	34	$3,191,879
REO	2	$122,580	5	$635,546	17	$994,026	24	$1,752,152
90+REO	12	$1,365,412	30	$4,339,040	103	$8,712,309	145	$14,416,761
Loss To Date
% to Original Pool Balance	3.15%	$666,069	3.04%	$2,331,269	2.84%	$4,596,810	2.93%	$7,594,148
Severity	36.93%		37.77%		35.86%		36.52%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	2.32%	$343,187	1.86%	$913,823	2.20%	$2,217,364	2.11%	$3,474,374
B	5.60%	$275,182	4.10%	$676,130	3.12%	$1,368,630	3.55%	$2,319,942
C	5.21%	$47,700	7.25%	$289,931	5.55%	$452,351	6.05%	$789,982
C-	0.00%	$0	0.00%	$0	4.25%	$105,699	3.51%	$105,699
D	0.00%	$0	6.77%	$451,385	7.04%	$452,765	6.69%	$904,150
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	0.00%	$0	4.81%	$416,273	4.42%	$416,273
2-4 Unit	2.41%	$25,375	0.00%	$0	4.46%	$444,049	4.05%	$469,424
NIV	1.31%	$27,439	1.16%	$19,632	2.18%	$1,263,208	2.12%	$1,310,279
Non-Owner	6.53%	$25,375	0.00%	$0	4.56%	$418,661	4.63%	$444,036
90+ & REO as % Rem
A/A- , B, C	22.30%	22.50%	22.40%	37.20%	16.50%	24.20%	18.70%	27.00%
C- , D, NON	0.00%	90.20%	0.00%	28.60%	35.20%	30.30%	32.20%	34.10%
2-4, LOW, NIV	0.00%	52.20%	0.00%	77.50%	13.10%	46.50%	8.50%	54.30%
As of: August 2001

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1998-B
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	223	$20,701,000	1063	$128,196,047	2550	$225,570,556	3836	$374,467,603
LTV/WAC	75.56%	11.11%	80.13%	11.05%	77.40%	10.62%	78.23%	10.80%
NON/2-4	4.85%	3.28%	0.91%	6.56%	6.53%	6.43%	0.40%	0.58%
Low/NIV	18.26%	16.11%	1.97%	27.77%	1.91%	38.70%	0.28%	0.38%
A/A-	103	$11,096,100	630	$83,840,520	1268	$130,730,863	2001	$225,667,483
B	70	$6,137,400	221	$25,127,140	783	$63,641,009	1074	$94,905,549
C	24	$2,027,000	74	$7,155,032	236	$14,035,800	334	$23,217,832
C-	10	$643,400	10	$993,375	67	$4,359,114	87	$5,995,889
D	16	$797,100	128	$11,079,980	196	$12,803,770	340	$24,680,850
Unknown	0	$0	0	$0	0	$0	0	$0
Remaining Pool	50	$4,067,598	219	$22,788,836	687	$51,128,183	956	$77,984,618
LTV/WAC	76.47%	11.69%	80.18%	12.41%	78.65%	11.05%	78.98%	11.48%
A/A-	21	$1,899,697	120	$13,768,660	337	$28,996,469	478	$44,664,827
B	18	$1,503,895	53	$5,527,696	219	$15,348,954	290	$22,380,545
C	5	$295,711	17	$1,273,009	71	$3,716,187	93	$5,284,907
C-	3	$209,044	3	$183,237	16	$848,960	22	$1,241,241
D	3	$159,251	26	$2,036,234	44	$2,217,613	73	$4,413,098
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	79.89%	$16,538,100	81.82%	$104,892,763	76.83%	$173,305,761	78.71%	$294,736,624
Delinquency Status
CURRENT	39	$3,239,608	149	$15,357,754	520	$38,650,466	708	$57,247,828
30-59	1	$96,380	8	$716,025	22	$1,574,973	31	$2,387,378
60-89	0	$0	3	$444,683	10	$767,786	13	$1,212,469
90-119	1	$102,614	3	$358,680	7	$475,407	11	$936,701
120-179	0	$0	6	$674,168	11	$588,274	17	$1,262,442
180-269	1	$92,579	12	$1,290,166	18	$1,618,722	31	$3,001,467
270-359	2	$100,805	13	$1,382,884	20	$1,516,781	35	$3,000,470
360+	3	$242,528	11	$1,102,429	40	$3,090,833	54	$4,435,790
REO	3	$193,085	14	$1,462,048	39	$2,844,942	56	$4,500,075
90+REO	10	$731,611	59	$6,270,375	135	$10,134,959	204	$17,136,945
Loss To Date
% to Original Pool Balance	2.39%	$494,360	5.94%	$7,619,136	4.47%	$10,076,182	4.86%	$18,189,678
Severity	42.74%		46.37%		43.92%		44.88%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	1.10%	$122,575	4.78%	$4,005,594	3.02%	$3,947,281	3.58%	$8,075,450
B	2.75%	$168,600	6.23%	$1,565,890	5.33%	$3,392,839	5.40%	$5,127,329
C	6.94%	$140,645	8.14%	$582,764	10.19%	$1,429,625	9.27%	$2,153,034
C-	1.19%	$7,642	6.21%	$61,692	4.91%	$213,852	4.72%	$283,186
D	6.89%	$54,899	12.66%	$1,403,196	8.53%	$1,092,585	10.33%	$2,550,680
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	13.30%	$220,419	2.05%	$35,171	1.95%	$66,093	4.76%	$321,683
2-4 Unit	12.39%	$113,963	4.80%	$204,881	4.09%	$308,936	4.93%	$627,780
NIV	5.20%	$175,553	3.29%	$751,448	2.50%	$1,279,495	2.85%	$2,206,496
Non-Owner	6.23%	$36,719	12.58%	$53,047	3.65%	$296,315	4.23%	$386,081
90+ & REO as % Rem
A/A- , B, C	22.30%	3.80%	22.40%	31.90%	14.00%	24.40%	17.00%	24.90%
C- , D, NON	0.00%	100.00%	0.00%	52.50%	31.20%	37.90%	21.30%	46.90%
2-4, LOW, NIV	17.40%	26.30%	19.80%	62.60%	18.70%	32.90%	18.70%	37.00%
As of: August 2001

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1998-A
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	96	$10,815,700	512	$53,120,014	994	$86,545,044	1602	$150,480,758
LTV/WAC	78.08%	10.93%	78.18%	11.44%	76.41%	10.78%	77.15%	11.02%
NON/2-4	2.74%	0.65%	2.25%	4.89%	9.42%	6.91%	1.01%	1.45%
Low/NIV	11.89%	14.84%	2.62%	33.03%	2.51%	40.32%	0.69%	0.94%
A/A-	55	$6,884,100	254	$29,321,852	504	$50,697,018	813	$86,902,970
B	29	$3,055,800	129	$13,854,006	288	$22,626,237	446	$39,536,043
C	1	$50,000	44	$3,579,588	89	$6,074,423	134	$9,704,011
C-	6	$560,300	9	$629,500	31	$1,991,120	46	$3,180,920
D	5	$265,500	76	$5,735,068	82	$5,156,246	163	$11,156,814
Unknown	0	$0	0	$0	0	$0	0	$0
Remaining Pool	18	$1,609,638	94	$8,926,015	299	$23,618,448	411	$34,154,101
LTV/WAC	78.37%	11.75%	77.14%	12.70%	77.27%	10.93%	77.28%	11.43%
A/A-	12	$1,118,507	35	$4,126,860	145	$13,904,085	192	$19,149,451
B	5	$461,407	28	$2,320,648	98	$6,473,057	131	$9,255,113
C	0	$0	7	$811,692	28	$1,527,958	35	$2,339,650
C-	0	$0	1	$90,520	6	$293,711	7	$384,231
D	1	$29,723	23	$1,576,295	22	$1,419,637	46	$3,025,656
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	84.81%	$9,172,300	82.85%	$44,007,814	71.96%	$62,281,186	76.73%	$115,461,300
Delinquency Status
CURRENT	13	$1,119,225	57	$4,916,557	229	$18,223,085	299	$24,258,867
30-59	0	$0	6	$884,468	6	$497,700	12	$1,382,168
60-89	0	$0	2	$384,499	6	$417,120	8	$801,619
90-119	1	$102,538	3	$268,210	3	$177,517	7	$548,265
120-179	1	$55,005	1	$135,203	8	$654,706	10	$844,914
180-269	0	$0	2	$146,764	13	$1,001,745	15	$1,148,509
270-359	3	$332,870	2	$164,217	5	$347,553	10	$844,640
360+	0	$0	13	$1,396,151	16	$1,059,146	29	$2,455,297
REO	0	$0	8	$629,946	13	$1,239,876	21	$1,869,822
90+REO	5	$490,413	29	$2,740,491	58	$4,480,543	92	$7,711,447
Loss To Date
% to Original Pool Balance	1.17%	$126,548	10.23%	$5,432,653	3.54%	$3,059,820	5.73%	$8,619,021
Severity	31.37%		62.40%		42.62%		52.91%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	1.72%	$118,545	10.15%	$2,977,529	2.28%	$1,157,556	4.89%	$4,253,630
B	0.26%	$8,004	6.70%	$927,658	4.27%	$966,547	4.81%	$1,902,209
C	0.00%	$0	11.73%	$419,760	6.40%	$388,914	8.33%	$808,674
C-	0.00%	$0	18.91%	$119,049	5.34%	$106,246	7.08%	$225,295
D	0.00%	$0	17.24%	$988,657	8.54%	$440,557	12.81%	$1,429,214
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	1.65%	$62,541	11.43%	$288,735	8.99%	$387,479	6.96%	$738,755
2-4 Unit	0.00%	$0	8.09%	$681,021	8.65%	$1,253,411	8.20%	$1,934,431
NIV	3.44%	$114,679	8.26%	$2,940,880	3.59%	$3,134,874	4.90%	$6,190,433
Non-Owner	2.97%	$29,857	40.81%	$475,348	10.39%	$1,530,581	12.04%	$2,035,786
90+ & REO as % Rem
A/A- , B, C	25.40%	38.30%	31.40%	19.00%	13.30%	19.90%	17.90%	20.60%
C- , D, NON	0.00%	100.00%	100.00%	37.60%	0.00%	53.80%	23.60%	45.80%
2-4, LOW, NIV	0.00%	56.30%	64.40%	0.00%	10.30%	10.70%	20.00%	23.80%
As of: August 2001

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1997-D
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	172	$19,620,200	1045	$119,360,650	2733	$243,684,583	3950	$382,665,433
LTV/WAC	75.51%	10.58%	78.94%	11.49%	75.84%	10.29%	76.79%	10.68%
NON/2-4	3.55%	3.70%	1.15%	5.60%	8.39%	6.10%	0.40%	0.57%
Low/NIV	24.94%	19.59%	3.47%	32.15%	1.88%	46.01%	0.27%	0.37%
A/A-	92	$12,859,400	570	$73,999,693	1516	$153,504,039	2178	$240,363,132
B	46	$4,024,600	236	$24,223,977	713	$57,400,764	995	$85,649,341
C	11	$957,700	85	$7,826,650	251	$16,514,283	347	$25,298,633
C-	13	$1,089,700	19	$1,730,550	64	$4,181,732	96	$7,001,982
D	10	$688,800	135	$11,579,780	189	$12,083,765	334	$24,352,345
Unknown	0	$0	0	$0	0	$0	0	$0
Remaining Pool	37	$2,799,426	165	$14,501,774	853	$68,975,085	1055	$86,276,285
LTV/WAC	74.02%	11.37%	78.99%	12.55%	76.02%	10.05%	76.46%	10.51%
A/A-	18	$1,276,092	75	$7,058,455	516	$46,731,684	609	$55,066,231
B	13	$958,503	49	$4,506,127	211	$14,602,303	273	$20,066,934
C	2	$143,811	17	$1,434,564	65	$3,828,149	84	$5,406,524
C-	4	$421,019	1	$44,302	16	$939,380	21	$1,404,701
D	0	$0	23	$1,458,326	45	$2,873,569	68	$4,331,895
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	85.09%	$16,694,600	87.66%	$104,629,181	70.68%	$172,236,831	76.71%	$293,560,612
Delinquency Status
CURRENT	25	$1,692,491	127	$11,077,926	731	$58,750,845	883	$71,521,262
30-59	0	$0	4	$286,632	14	$1,080,247	18	$1,366,879
60-89	2	$164,947	1	$162,373	10	$728,976	13	$1,056,296
90-119	0	$0	1	$63,486	5	$301,625	6	$365,111
120-179	0	$0	4	$588,749	21	$1,590,675	25	$2,179,424
180-269	3	$267,398	3	$237,661	11	$915,567	17	$1,420,626
270-359	0	$0	2	$151,655	10	$1,112,050	12	$1,263,705
360+	6	$641,514	12	$890,675	31	$2,628,478	49	$4,160,667
REO	1	$33,075	11	$1,042,618	20	$1,866,624	32	$2,942,317
90+REO	10	$941,987	33	$2,974,844	98	$8,415,019	141	$12,331,850
Loss To Date
% to Original Pool Balance	4.21%	$826,320	5.18%	$6,187,505	3.80%	$9,248,540	4.25%	$16,262,365
Severity	55.50%		46.38%		42.55%		44.47%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	2.85%	$367,074	4.09%	$3,025,725	2.55%	$3,910,065	3.04%	$7,302,864
B	5.25%	$211,465	6.92%	$1,676,743	4.84%	$2,775,360	5.44%	$4,663,568
C	8.39%	$80,307	3.84%	$300,830	6.24%	$1,031,184	5.58%	$1,412,321
C-	11.31%	$123,196	5.19%	$89,796	6.76%	$282,881	7.08%	$495,873
D	6.43%	$44,278	9.45%	$1,094,412	10.34%	$1,249,051	9.80%	$2,387,741
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	18.62%	$259,452	10.67%	$232,024	10.13%	$491,476
2-4 Unit	0.00%	$0	14.79%	$384,155	4.55%	$272,152	7.59%	$656,307
NIV	2.77%	$44,467	13.95%	$2,447,358	2.70%	$941,453	6.35%	$3,433,278
Non-Owner	0.00%	$0	61.57%	$735,956	6.56%	$534,998	13.18%	$1,270,954
90+ & REO as % Rem
A/A- , B, C	5.90%	71.70%	8.50%	20.00%	7.40%	15.50%	7.50%	19.20%
C- , D, NON	42.50%	0.00%	0.00%	62.50%	30.50%	42.60%	33.20%	49.30%
2-4, LOW, NIV	0.00%	33.40%	14.60%	10.40%	9.90%	19.60%	10.30%	23.40%
As of: August 2001

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1997-C
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	131	$12,409,400	1065	$110,297,284	2315	$203,146,282	3511	$325,852,966
LTV/WAC	74.34%	10.86%	75.03%	11.58%	75.58%	10.45%	75.35%	10.84%
NON/2-4	4.42%	1.82%	1.65%	8.45%	10.29%	6.16%	0.47%	0.67%
Low/NIV	12.80%	32.46%	4.41%	36.18%	2.59%	46.19%	0.32%	0.43%
A/A-	64	$6,592,700	451	$53,686,083	1262	$127,919,803	1777	$188,198,586
B	42	$4,149,000	278	$29,969,275	567	$44,339,853	887	$78,458,128
C	12	$855,600	122	$9,473,416	232	$14,427,329	366	$24,756,345
C-	5	$441,900	37	$2,758,625	80	$5,594,596	122	$8,795,121
D	8	$370,200	177	$14,409,885	174	$10,864,701	359	$25,644,786
Unknown	0	$0	0	$0	0	$0	0	$0
Remaining Pool	16	$1,380,556	177	$14,607,859	615	$51,412,208	808	$67,400,623
LTV/WAC	75.76%	11.50%	74.03%	12.46%	75.75%	10.35%	75.37%	10.83%
A/A-	6	$489,162	69	$6,138,877	371	$34,256,709	446	$40,884,747
B	7	$703,472	51	$4,742,830	152	$11,469,158	210	$16,915,460
C	2	$132,719	18	$1,198,542	47	$2,458,442	67	$3,789,703
C-	1	$55,204	4	$353,454	17	$1,295,632	22	$1,704,289
D	0	$0	35	$2,174,156	28	$1,932,267	63	$4,106,423
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	88.59%	$10,993,700	86.44%	$95,344,736	73.81%	$149,943,804	78.65%	$256,282,240
Delinquency Status
CURRENT	14	$1,185,745	123	$10,412,200	522	$44,078,357	659	$55,676,302
30-59	0	$0	5	$387,431	12	$1,315,102	17	$1,702,533
60-89	0	$0	0	$0	4	$200,043	4	$200,043
90-119	0	$0	2	$168,912	7	$422,969	9	$591,881
120-179	1	$123,778	6	$379,721	17	$1,551,797	24	$2,055,296
180-269	0	$0	6	$818,690	10	$732,147	16	$1,550,837
270-359	0	$0	7	$612,445	8	$394,512	15	$1,006,957
360+	0	$0	12	$826,309	22	$1,932,252	34	$2,758,561
REO	1	$71,033	16	$1,002,152	13	$785,027	30	$1,858,212
90+REO	2	$194,811	49	$3,808,229	77	$5,818,704	128	$9,821,744
Loss To Date
% to Original Pool Balance	0.74%	$91,427	6.47%	$7,136,314	4.36%	$8,851,943	4.93%	$16,079,684
Severity	24.98%		50.09%		47.23%		48.20%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	-0.09%	($5,745)	4.50%	$2,417,754	3.01%	$3,853,637	3.33%	$6,265,646
B	1.76%	$72,887	6.18%	$1,850,889	5.05%	$2,240,550	5.31%	$4,164,326
C	0.00%	$0	11.53%	$1,092,548	8.08%	$1,165,681	9.12%	$2,258,229
C-	0.00%	$0	3.65%	$100,809	3.96%	$221,614	3.67%	$322,423
D	6.56%	$24,285	11.62%	$1,674,314	12.61%	$1,370,461	11.97%	$3,069,060
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	7.56%	$370,113	13.77%	$570,024	3.53%	$161,833	8.09%	$1,101,970
2-4 Unit	16.74%	$121,569	16.24%	$1,086,263	3.51%	$522,047	7.76%	$1,729,879
NIV	2.08%	$80,127	6.46%	$2,477,451	3.83%	$4,296,607	4.44%	$6,854,185
Non-Owner	17.72%	$123,356	52.49%	$723,095	9.99%	$2,042,728	12.83%	$2,889,179
90+ & REO as % Rem
A/A- , B, C	25.30%	0.00%	13.50%	33.50%	6.50%	15.50%	7.70%	19.90%
C- , D, NON	0.00%	0.00%	35.40%	44.80%	43.60%	29.30%	40.50%	37.50%
2-4, LOW, NIV	44.70%	0.00%	35.60%	36.10%	7.70%	15.60%	18.90%	23.70%
As of: August 2001

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1997-B
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	103	$9,523,800	1889	$207,318,764	1089	$93,167,943	3081	$310,010,507
LTV/WAC	73.48%	10.58%	73.93%	11.27%	73.53%	11.02%	73.80%	11.17%
NON/2-4	2.99%	4.50%	1.42%	4.89%	8.48%	5.03%	0.49%	0.71%
Low/NIV	9.18%	12.19%	8.39%	28.16%	6.75%	36.11%	0.34%	0.46%
A/A-	45	$5,192,100	768	$100,273,305	453	$44,907,069	1266	$150,372,474
B	33	$2,567,500	535	$57,922,743	313	$26,959,987	881	$87,450,230
C	14	$1,030,700	283	$23,871,246	132	$8,830,581	429	$33,732,527
C-	4	$328,900	73	$6,059,892	53	$3,521,292	130	$9,910,084
D	7	$404,600	230	$19,191,578	138	$8,949,014	375	$28,545,192
Unknown	0	$0	0	$0	0	$0	0	$0
Remaining Pool	17	$1,380,549	271	$22,670,739	199	$15,940,117	487	$39,991,405
LTV/WAC	76.63%	11.84%	74.21%	12.08%	76.23%	11.37%	75.10%	11.79%
A/A-	6	$565,770	96	$9,338,225	92	$8,105,546	194	$18,009,541
B	6	$301,845	91	$7,586,355	57	$4,817,095	154	$12,705,295
C	3	$389,014	39	$2,476,449	23	$1,309,544	65	$4,175,007
C-	1	$91,753	7	$755,221	5	$287,548	13	$1,134,523
D	1	$32,168	38	$2,514,490	22	$1,420,383	61	$3,967,040
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	84.77%	$8,073,800	88.76%	$184,018,408	82.25%	$76,633,622	86.68%	$268,725,830
Delinquency Status
CURRENT	14	$1,025,162	207	$17,423,461	150	$11,493,387	371	$29,942,010
30-59	0	$0	8	$652,920	8	$663,997	16	$1,316,917
60-89	0	$0	7	$441,303	4	$588,322	11	$1,029,625
90-119	1	$91,753	5	$451,351	2	$161,576	8	$704,680
120-179	0	$0	2	$180,940	6	$401,720	8	$582,660
180-269	0	$0	7	$530,180	3	$218,567	10	$748,747
270-359	2	$263,634	6	$526,695	7	$396,493	15	$1,186,822
360+	0	$0	14	$1,279,069	13	$1,212,224	27	$2,491,293
REO	0	$0	15	$1,184,819	6	$803,830	21	$1,988,649
90+REO	3	$355,387	49	$4,153,054	37	$3,194,410	89	$7,702,851
Loss To Date
% to Original Pool Balance	0.97%	$92,209	3.39%	$7,020,090	4.35%	$4,052,632	3.60%	$11,164,931
Severity	48.97%		44.05%		48.52%		45.61%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	0.91%	$47,344	1.52%	$1,519,923	2.08%	$931,966	1.66%	$2,499,233
B	0.00%	$0	3.91%	$2,263,949	4.54%	$1,223,727	3.99%	$3,487,676
C	0.00%	$0	4.87%	$1,162,164	9.47%	$836,023	5.92%	$1,998,187
C-	0.00%	$0	3.42%	$207,486	6.28%	$221,100	4.32%	$428,586
D	11.09%	$44,864	9.73%	$1,866,566	9.38%	$839,816	9.64%	$2,751,246
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	1.53%	$24,285	7.08%	$344,769	10.13%	$533,244	7.70%	$902,298
2-4 Unit	0.00%	$0	14.78%	$1,377,919	8.70%	$1,088,724	11.18%	$2,466,643
NIV	1.11%	$44,672	7.77%	$3,101,290	4.32%	$4,054,046	5.23%	$7,200,008
Non-Owner	0.00%	$0	59.99%	$1,094,508	10.09%	$2,110,103	13.76%	$3,204,611
90+ & REO as % Rem
A/A- , B, C	0.00%	0.00%	8.40%	22.60%	17.90%	11.50%	12.40%	17.90%
C- , D, NON	100.00%	100.00%	14.10%	36.00%	42.30%	56.30%	28.20%	43.80%
2-4, LOW, NIV	0.00%	100.00%	8.20%	21.70%	28.40%	8.90%	16.00%	20.50%
As of: August 2001

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1997-1
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	114	$11,656,400	2475	$265,425,519	1636	$142,044,653	4225	$419,126,572
LTV/WAC	71.95%	10.67%	71.47%	11.37%	71.23%	11.09%	71.40%	11.26%
NON/2-4	6.57%	3.61%	2.49%	5.67%	10.23%	5.48%	0.36%	0.52%
Low/NIV	11.74%	8.22%	11.14%	37.93%	6.29%	47.65%	0.25%	0.34%
A/A-	43	$5,115,800	850	$104,765,807	677	$67,491,508	1570	$177,373,115
B	36	$3,888,800	710	$77,904,516	470	$41,060,396	1216	$122,853,712
C	21	$1,646,000	341	$32,547,403	205	$15,832,711	567	$50,026,114
C-	1	$46,800	137	$12,405,728	78	$5,094,925	216	$17,547,453
D	13	$959,000	435	$37,559,565	206	$12,565,113	654	$51,083,678
Unknown	0	$0	2	$242,500	0	$0	2	$242,500
Remaining Pool	19	$1,816,289	352	$30,805,816	230	$16,568,853	601	$49,190,958
LTV/WAC	70.59%	10.94%	71.47%	12.38%	72.21%	12.00%	71.69%	12.20%
A/A-	6	$653,465	110	$10,422,152	88	$7,293,145	204	$18,368,762
B	7	$876,201	97	$8,717,546	55	$4,464,525	159	$14,058,272
C	2	$96,280	54	$3,802,199	34	$2,270,512	90	$6,168,991
C-	0	$0	15	$1,744,508	13	$576,054	28	$2,320,562
D	4	$190,343	76	$6,119,411	40	$1,964,617	120	$8,274,371
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	82.74%	$9,644,300	88.06%	$233,727,597	87.99%	$124,987,588	87.89%	$368,359,485
Delinquency Status
CURRENT	14	$1,591,469	223	$18,300,828	137	$10,017,814	374	$29,910,111
30-59	1	$26,813	9	$1,090,764	6	$373,208	16	$1,490,785
60-89	0	$0	7	$628,218	9	$672,782	16	$1,301,000
90-119	0	$0	8	$552,129	6	$368,038	14	$920,167
120-179	0	$0	6	$470,496	10	$661,618	16	$1,132,114
180-269	0	$0	19	$1,562,122	19	$1,061,664	38	$2,623,786
270-359	1	$22,624	14	$1,468,648	6	$355,710	21	$1,846,982
360+	2	$105,915	53	$5,759,212	31	$2,704,868	86	$8,569,995
REO	1	$69,468	13	$973,399	6	$353,152	20	$1,396,019
90+REO	4	$198,007	113	$10,786,006	78	$5,505,050	195	$16,489,063
Loss To Date
% to Original Pool Balance	2.07%	$240,795	4.42%	$11,723,619	4.62%	$6,565,939	4.42%	$18,530,353
Severity	34.60%		43.27%		47.87%		44.65%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	0.12%	$6,254	2.51%	$2,632,121	2.97%	$2,001,817	2.62%	$4,640,192
B	4.49%	$174,483	3.78%	$2,944,073	4.13%	$1,696,477	3.92%	$4,815,033
C	0.00%	$0	4.80%	$1,561,599	8.21%	$1,299,584	5.72%	$2,861,183
C-	0.00%	$0	4.44%	$551,196	5.90%	$300,537	4.85%	$851,733
D	6.26%	$60,058	10.74%	$4,034,630	10.09%	$1,267,524	10.50%	$5,362,212
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	3.35%	$582,381	4.85%	$305,338	3.61%	$887,719
2-4 Unit	0.00%	$0	8.93%	$905,628	11.80%	$552,650	9.56%	$1,458,278
NIV	3.87%	$44,864	4.25%	$2,482,960	3.03%	$1,019,168	3.81%	$3,546,992
Non-Owner	0.00%	$0	30.12%	$887,742	7.06%	$558,109	12.98%	$1,445,851
90+ & REO as % Rem
A/A- , B, C	3.50%	0.00%	15.50%	24.40%	21.60%	37.10%	17.50%	26.90%
C- , D, NON	0.00%	55.60%	21.80%	74.30%	86.90%	31.00%	37.90%	63.60%
2-4, LOW, NIV	0.00%	55.60%	41.70%	41.90%	15.20%	39.40%	34.20%	41.90%
As of: August 2001

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1996-D
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	66	$5,555,500	2152	$213,125,559	1605	$141,157,348	3823	$359,838,407
LTV/WAC	66.39%	10.94%	69.02%	12.08%	70.62%	11.23%	69.61%	11.73%
NON/2-4	6.09%	2.10%	2.88%	6.85%	10.52%	4.75%	0.42%	0.61%
Low/NIV	32.60%	22.21%	10.03%	48.40%	3.59%	47.50%	0.29%	0.39%
A/A-	18	$1,999,200	492	$59,178,700	662	$65,757,242	1172	$126,935,142
B	17	$1,404,100	390	$44,254,540	468	$42,424,019	875	$88,082,659
C	12	$759,300	362	$32,844,117	246	$17,218,172	620	$50,821,589
C-	10	$630,000	227	$18,245,964	66	$5,052,805	303	$23,928,769
D	9	$762,900	681	$58,602,238	163	$10,705,110	853	$70,070,248
Unknown	0	$0	0	$0	0	$0	0	$0
Remaining Pool	11	$803,677	248	$20,022,610	171	$13,674,225	430	$34,500,512
LTV/WAC	68.00%	11.97%	67.52%	12.98%	71.55%	12.39%	69.12%	12.72%
A/A-	1	$121,624	56	$5,162,122	62	$5,742,105	119	$11,025,851
B	3	$253,533	31	$3,178,774	56	$4,721,967	90	$8,154,274
C	4	$242,380	44	$3,023,976	29	$1,733,394	77	$4,999,750
C-	2	$75,476	26	$1,757,137	6	$412,811	34	$2,245,423
D	1	$110,664	91	$6,900,601	18	$1,063,948	110	$8,075,214
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	85.17%	$4,731,600	90.38%	$192,628,286	89.79%	$126,742,505	90.07%	$324,102,391
Delinquency Status
CURRENT	8	$615,372	142	$11,518,639	102	$7,509,354	252	$19,643,365
30-59	0	$0	7	$539,460	4	$164,703	11	$704,163
60-89	0	$0	6	$855,647	5	$391,040	11	$1,246,687
90-119	0	$0	7	$583,618	2	$146,484	9	$730,102
120-179	1	$110,664	9	$595,577	4	$365,037	14	$1,071,278
180-269	0	$0	14	$1,152,890	11	$855,386	25	$2,008,276
270-359	1	$42,901	11	$650,479	5	$496,107	17	$1,189,487
360+	1	$34,740	42	$3,524,421	34	$3,535,077	77	$7,094,238
REO	0	$0	10	$601,880	4	$211,037	14	$812,917
90+REO	3	$188,305	93	$7,108,865	60	$5,609,128	156	$12,906,298
Loss To Date
% to Original Pool Balance	1.91%	$105,914	5.72%	$12,183,254	4.24%	$5,979,560	5.08%	$18,268,728
Severity	51.36%		43.60%		50.52%		45.69%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	0.00%	$0	2.26%	$1,337,701	2.13%	$1,398,831	2.16%	$2,736,532
B	1.58%	$22,168	2.98%	$1,317,169	4.28%	$1,815,827	3.58%	$3,155,164
C	0.00%	$0	6.82%	$2,239,172	9.06%	$1,559,216	7.47%	$3,798,388
C-	8.34%	$52,566	5.97%	$1,089,851	4.21%	$212,626	5.66%	$1,355,043
D	4.09%	$31,181	10.58%	$6,199,362	9.28%	$993,060	10.31%	$7,223,603
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	4.39%	$60,058	4.10%	$1,212,209	5.74%	$512,548	4.48%	$1,784,815
2-4 Unit	0.00%	$0	13.19%	$1,983,426	3.51%	$273,529	9.71%	$2,256,955
NIV	15.02%	$143,853	5.35%	$5,384,699	4.21%	$2,850,449	4.95%	$8,379,001
Non-Owner	0.00%	$0	28.09%	$1,859,959	11.06%	$1,606,616	15.82%	$3,466,575
90+ & REO as % Rem
A/A- , B, C	0.00%	0.00%	17.50%	21.50%	33.30%	46.20%	25.50%	35.10%
C- , D, NON	46.00%	100.00%	29.80%	54.90%	42.80%	53.70%	32.70%	55.40%
2-4, LOW, NIV	0.00%	82.20%	41.60%	30.00%	67.40%	33.00%	52.90%	34.50%
As of: August 2001

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1996-C
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	84	$5,862,900	1999	$193,218,828	1686	$152,754,479	3769	$351,836,207
LTV/WAC	66.20%	11.48%	67.62%	12.05%	70.30%	11.41%	68.76%	11.76%
NON/2-4	3.87%	5.21%	5.00%	6.23%	9.19%	5.54%	0.43%	0.62%
Low/NIV	25.66%	36.85%	6.81%	56.16%	0.00%	25.55%	0.30%	0.40%
A/A-	12	$1,081,000	399	$44,170,136	721	$74,376,094	1132	$119,627,230
B	24	$1,864,200	288	$30,467,922	485	$45,851,720	797	$78,183,842
C	17	$908,500	263	$25,929,755	440	$30,104,715	720	$56,942,970
C-	9	$667,100	312	$27,086,703	7	$331,300	328	$28,085,103
D	22	$1,342,100	737	$65,564,312	33	$2,090,650	792	$68,997,062
Unknown	0	$0	0	$0	0	$0	0	$0
Remaining Pool	10	$511,692	195	$16,637,837	167	$12,794,467	372	$29,943,996
LTV/WAC	64.02%	12.48%	67.65%	12.85%	70.63%	12.03%	68.86%	12.50%
A/A-	3	$210,904	35	$3,090,760	74	$6,419,325	112	$9,720,988
B	0	$0	26	$2,626,241	52	$4,086,486	78	$6,712,727
C	1	$52,100	22	$2,052,517	35	$1,852,803	58	$3,957,420
C-	3	$171,163	28	$2,252,648	1	$59,333	32	$2,483,145
D	3	$77,524	84	$6,615,671	5	$376,520	92	$7,069,716
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	90.38%	$5,298,600	91.14%	$176,108,872	91.29%	$139,446,819	91.19%	$320,854,291
Delinquency Status
CURRENT	6	$288,428	118	$9,384,540	121	$9,276,006	245	$18,948,974
30-59	2	$108,211	3	$424,321	2	$225,575	7	$758,107
60-89	0	$0	4	$323,593	3	$227,896	7	$551,489
90-119	0	$0	5	$510,894	2	$88,184	7	$599,078
120-179	1	$62,952	6	$371,187	4	$234,798	11	$668,937
180-269	0	$0	8	$519,015	8	$581,591	16	$1,100,606
270-359	1	$52,100	7	$730,606	4	$196,652	12	$979,358
360+	0	$0	40	$4,027,517	18	$1,614,664	58	$5,642,181
REO	0	$0	4	$346,163	5	$349,100	9	$695,263
90+REO	2	$115,052	70	$6,505,382	41	$3,064,989	113	$9,685,423
Loss To Date
% to Original Pool Balance	2.19%	$128,299	6.22%	$12,015,026	4.87%	$7,431,603	5.56%	$19,574,928
Severity	56.10%		46.54%		46.49%		46.57%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	0.00%	$0	2.57%	$1,133,597	3.29%	$2,444,845	2.99%	$3,578,442
B	1.96%	$36,546	3.01%	$917,161	3.68%	$1,687,971	3.38%	$2,641,678
C	10.10%	$91,754	4.28%	$1,109,900	9.87%	$2,972,819	7.33%	$4,174,473
C-	0.00%	$0	5.68%	$1,539,528	24.36%	$80,699	5.77%	$1,620,227
D	0.00%	$0	11.16%	$7,314,839	11.73%	$245,269	10.96%	$7,560,108
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	4.62%	$83,747	9.46%	$2,021,921	9.41%	$476,609	9.14%	$2,582,277
2-4 Unit	0.00%	$0	8.18%	$1,193,714	11.97%	$802,732	9.32%	$1,996,446
NIV	0.00%	$0	6.41%	$6,608,136	4.25%	$2,850,196	5.52%	$9,458,332
Non-Owner	6.55%	$22,168	29.58%	$1,814,348	12.59%	$1,869,296	17.38%	$3,705,812
90+ & REO as % Rem
A/A- , B, C	0.00%	0.00%	18.70%	27.10%	16.60%	24.00%	16.90%	25.20%
C- , D, NON	36.80%	0.00%	19.60%	64.10%	0.00%	82.40%	20.30%	64.40%
2-4, LOW, NIV	0.00%	0.00%	56.40%	23.40%	21.00%	0.00%	40.20%	19.90%
As of: August 2001

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1996-B
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	44	$3,478,600	1885	$179,551,230	0	$0	1929	$183,029,830
LTV/WAC	63.94%	11.44%	66.52%	12.19%	0.00%	0.00%	66.47%	12.18%
NON/2-4	15.55%	17.95%	3.38%	5.52%	0.00%	0.00%	0.83%	1.20%
Low/NIV	31.96%	24.24%	8.24%	49.54%	0.00%	0.00%	0.57%	0.77%
A/A-	8	$962,800	264	$32,906,858	0	$0	272	$33,869,658
B	9	$872,400	213	$24,982,910	0	$0	222	$25,855,310
C	10	$610,200	338	$32,813,845	0	$0	348	$33,424,045
C-	2	$95,800	220	$19,433,310	0	$0	222	$19,529,110
D	15	$937,400	850	$69,414,307	0	$0	865	$70,351,707
Unknown	0	$0	0	$0	0	$0	0	$0
Remaining Pool	2	$95,506	181	$12,904,000	0	$0	183	$12,999,506
LTV/WAC	67.43%	12.41%	64.82%	13.00%	0.00%	0.00%	64.84%	12.99%
A/A-	0	$0	17	$1,338,379	0	$0	17	$1,338,379
B	0	$0	13	$1,149,959	0	$0	13	$1,149,959
C	1	$37,433	29	$1,879,238	0	$0	30	$1,916,671
C-	1	$58,073	26	$1,686,995	0	$0	27	$1,745,069
D	0	$0	96	$6,849,428	0	$0	96	$6,849,428
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	97.19%	$3,380,900	92.56%	$166,184,873	0.00%	$0	92.64%	$169,565,773
Delinquency Status
CURRENT	0	$0	102	$7,414,031	0	$0	102	$7,414,031
30-59	0	$0	7	$324,807	0	$0	7	$324,807
60-89	0	$0	3	$275,121	0	$0	3	$275,121
90-119	0	$0	5	$318,557	0	$0	5	$318,557
120-179	0	$0	6	$367,507	0	$0	6	$367,507
180-269	1	$37,433	6	$393,614	0	$0	7	$431,047
270-359	0	$0	10	$612,289	0	$0	10	$612,289
360+	1	$58,073	37	$3,032,417	0	$0	38	$3,090,490
REO	0	$0	5	$165,658	0	$0	5	$165,658
90+REO	2	$95,506	69	$4,890,042	-	$0	71	$4,985,548
Loss To Date
% to Original Pool Balance	1.98%	$68,915	5.62%	$10,090,254	0.00%	$0	5.55%	$10,159,169
Severity	51.24%		44.15%		0.00%		44.19%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	0.00%	$0	2.65%	$870,874	0.00%	$0	2.57%	$870,874
B	0.00%	$0	4.56%	$1,138,274	0.00%	$0	4.40%	$1,138,274
C	0.00%	$0	4.45%	$1,459,748	0.00%	$0	4.37%	$1,459,748
C-	0.00%	$0	4.99%	$969,725	0.00%	$0	4.97%	$969,725
D	7.35%	$68,915	8.14%	$5,651,633	0.00%	$0	8.13%	$5,720,548
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	9.13%	$1,201,263	0.00%	$0	8.19%	$1,201,263
2-4 Unit	0.00%	$0	10.11%	$1,218,489	10.34%	$874,758	10.06%	$2,093,247
NIV	2.01%	$43,362	7.04%	$7,637,567	2.31%	$902,209	5.73%	$8,583,138
Non-Owner	21.32%	$48,392	23.48%	$2,267,610	7.57%	$1,063,034	14.13%	$3,379,036
90+ & REO as % Rem
A/A- , B, C	0.00%	0.00%	18.80%	10.10%	0.00%	0.00%	18.80%	10.10%
C- , D, NON	100.00%	0.00%	24.20%	56.80%	0.00%	0.00%	26.70%	56.80%
2-4, LOW, NIV	100.00%	100.00%	15.10%	53.80%	0.00%	0.00%	19.80%	56.50%
As of: August 2001

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1996-A
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	34	$2,461,000	951	$99,064,240	0	$0	985	$101,525,240
LTV/WAC	58.70%	11.35%	66.01%	12.29%	0.00%	0.00%	65.83%	12.27%
NON/2-4	15.10%	13.04%	4.60%	5.46%	0.00%	0.00%	1.49%	2.15%
Low/NIV	22.39%	25.87%	9.87%	57.17%	0.00%	0.00%	1.03%	1.39%
A/A-	9	$968,600	178	$21,578,935	0	$0	187	$22,547,535
B	5	$388,600	118	$13,137,790	0	$0	123	$13,526,390
C	10	$495,400	148	$15,703,236	0	$0	158	$16,198,636
C-	0	$0	156	$14,641,429	0	$0	156	$14,641,429
D	10	$608,400	351	$34,002,850	0	$0	361	$34,611,250
Unknown	0	$0	0	$0	0	$0	0	$0
Remaining Pool	3	$210,181	94	$8,237,111	0	$0	97	$8,447,292
LTV/WAC	70.35%	11.72%	66.31%	12.48%	0.00%	0.00%	66.42%	12.46%
A/A-	2	$185,987	18	$1,821,447	0	$0	20	$2,007,435
B	0	$0	11	$1,052,977	0	$0	11	$1,052,977
C	0	$0	12	$911,476	0	$0	12	$911,476
C-	0	$0	15	$1,212,888	0	$0	15	$1,212,888
D	1	$24,194	38	$3,238,323	0	$0	39	$3,262,516
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	91.06%	$2,241,000	91.45%	$90,592,276	0.00%	$0	91.44%	$92,833,276
Delinquency Status
CURRENT	3	$210,181	66	$4,944,359	0	$0	69	$5,154,540
30-59	0	$0	1	$144,890	0	$0	1	$144,890
60-89	0	$0	2	$275,082	0	$0	2	$275,082
90-119	0	$0	0	$0	0	$0	0	$0
120-179	0	$0	1	$60,012	0	$0	1	$60,012
180-269	0	$0	4	$329,284	0	$0	4	$329,284
270-359	0	$0	2	$216,288	0	$0	2	$216,288
360+	0	$0	13	$1,819,135	0	$0	13	$1,819,135
REO	0	$0	5	$448,061	0	$0	5	$448,061
90+REO	-	$0	25	$2,872,780	-	$0	25	$2,872,780
Loss To Date
% to Original Pool Balance	3.85%	$94,676	6.66%	$6,593,775	0.00%	$0	6.59%	$6,688,451
Severity	67.29%		44.32%		0.00%		44.54%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	2.21%	$21,387	4.78%	$1,030,525	0.00%	$0	4.67%	$1,051,912
B	8.13%	$31,611	6.42%	$843,457	0.00%	$0	6.47%	$875,068
C	5.93%	$29,353	2.51%	$394,425	0.00%	$0	2.62%	$423,778
C-	#DIV/0!	$0	2.98%	$435,601	0.00%	$0	2.98%	$435,601
D	2.03%	$12,326	11.44%	$3,889,767	0.00%	$0	11.27%	$3,902,093
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	6.20%	$68,915	7.95%	$1,175,564	0.00%	$0	7.83%	$1,244,479
2-4 Unit	8.53%	$53,281	9.35%	$927,552	0.00%	$0	9.31%	$980,832
NIV	0.00%	$0	5.63%	$5,012,213	0.00%	$0	5.58%	$5,012,213
Non-Owner	0.00%	$0	31.74%	$1,924,894	0.00%	$0	29.14%	$1,924,894
90+ & REO as % Rem
A/A- , B, C	0.00%	0.00%	13.00%	7.80%	0.00%	0.00%	11.80%	7.80%
C- , D, NON	0.00%	0.00%	40.90%	61.00%	0.00%	0.00%	40.90%	60.50%
2-4, LOW, NIV	0.00%	0.00%	45.10%	25.60%	0.00%	0.00%	45.10%	25.30%
As of: August 2001

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1995-D
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	29	$2,509,900	735	$74,053,341	0	$0	764	$76,563,241
LTV/WAC	59.36%	11.34%	68.16%	12.27%	0.00%	0.00%	67.87%	12.24%
NON/2-4	0.00%	19.59%	3.15%	4.66%	0.00%	0.00%	1.98%	2.86%
Low/NIV	24.81%	10.68%	15.47%	53.93%	0.00%	0.00%	1.36%	1.85%
A/A-	6	$359,600	200	$22,741,061	0	$0	206	$23,100,661
B	11	$1,244,800	121	$11,706,675	0	$0	132	$12,951,475
C	5	$412,600	115	$11,681,262	0	$0	120	$12,093,862
C-	3	$218,500	119	$10,678,965	0	$0	122	$10,897,465
D	4	$274,400	180	$17,245,378	0	$0	184	$17,519,778
Unknown	0	$0	0	$0	0	$0	0	$0
Remaining Pool	6	$516,313	71	$6,104,797	0	$0	77	$6,621,110
LTV/WAC	62.00%	11.85%	68.90%	11.95%	0.00%	0.00%	68.36%	11.94%
A/A-	0	$0	16	$1,443,372	0	$0	16	$1,443,372
B	3	$268,859	17	$1,715,147	0	$0	20	$1,984,006
C	1	$67,250	12	$1,078,393	0	$0	13	$1,145,643
C-	1	$88,486	11	$756,055	0	$0	12	$844,541
D	1	$91,718	15	$1,111,830	0	$0	16	$1,203,548
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	78.78%	$1,977,200	91.46%	$67,727,971	0.00%	$0	91.04%	$69,705,171
Delinquency Status
CURRENT	4	$353,112	51	$4,294,494	0	$0	55	$4,647,606
30-59	0	$0	1	$40,228	0	$0	1	$40,228
60-89	1	$88,486	0	$0	0	$0	1	$88,486
90-119	0	$0	1	$90,815	0	$0	1	$90,815
120-179	1	$74,715	2	$100,026	0	$0	3	$174,741
180-269	0	$0	0	$0	0	$0	0	$0
270-359	0	$0	3	$442,987	0	$0	3	$442,987
360+	0	$0	8	$616,041	0	$0	8	$616,041
REO	0	$0	5	$520,205	0	$0	5	$520,205
90+REO	1	$74,715	19	$1,770,074	-	$0	20	$1,844,789
Loss To Date
% to Original Pool Balance	3.68%	$92,348	6.97%	$5,160,870	0.00%	$0	6.86%	$5,253,218
Severity	85.91%		40.81%		0.00%		41.19%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	0.00%	$0	3.88%	$883,177	0.00%	$0	3.82%	$883,177
B	0.00%	$0	4.73%	$553,889	0.00%	$0	4.28%	$553,889
C	0.00%	$0	5.49%	$641,432	0.00%	$0	5.30%	$641,432
C-	19.61%	$42,850	10.47%	$1,118,365	0.00%	$0	10.66%	$1,161,215
D	18.04%	$49,498	11.39%	$1,964,007	0.00%	$0	11.49%	$2,013,505
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	2.24%	$12,326	4.72%	$461,558	0.00%	$0	4.59%	$473,884
2-4 Unit	0.00%	$0	10.45%	$565,209	0.00%	$0	9.87%	$565,209
NIV	4.97%	$31,611	7.92%	$4,483,621	0.00%	$0	7.88%	$4,515,232
Non-Owner	17.57%	$65,323	17.00%	$774,386	0.00%	$0	17.04%	$839,709
90+ & REO as % Rem
A/A- , B, C	0.00%	27.80%	12.70%	34.30%	0.00%	0.00%	12.70%	33.50%
C- , D, NON	0.00%	0.00%	42.60%	41.50%	0.00%	0.00%	38.10%	38.40%
2-4, LOW, NIV	37.70%	0.00%	10.50%	27.30%	0.00%	0.00%	21.90%	22.40%
As of: August 2001

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1995-C
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	57	$4,654,100	685	$68,275,030	0	$0	742	$72,929,130
LTV/WAC	59.95%	11.61%	65.14%	12.35%	0.00%	0.00%	64.81%	12.30%
NON/2-4	9.37%	4.37%	3.62%	6.80%	0.00%	0.00%	2.08%	3.00%
Low/NIV	9.30%	33.80%	13.00%	57.74%	0.00%	0.00%	1.43%	1.94%
A/A-	18	$1,509,600	109	$12,831,175	0	$0	127	$14,340,775
B	17	$1,708,700	88	$10,076,615	0	$0	105	$11,785,315
C	15	$964,500	108	$9,564,750	0	$0	123	$10,529,250
C-	1	$65,000	185	$16,321,995	0	$0	186	$16,386,995
D	6	$406,300	195	$19,480,495	0	$0	201	$19,886,795
Unknown	0	$0	0	$0	0	$0	0	$0
Remaining Pool	6	$338,296	62	$5,070,935	0	$0	68	$5,409,231
LTV/WAC	61.62%	11.64%	67.81%	12.15%	0.00%	0.00%	67.43%	12.12%
A/A-	3	$236,503	15	$1,204,352	0	$0	18	$1,440,855
B	0	$0	13	$1,227,030	0	$0	13	$1,227,030
C	2	$46,949	8	$530,460	0	$0	10	$577,409
C-	0	$0	15	$1,252,971	0	$0	15	$1,252,971
D	1	$54,844	11	$856,122	0	$0	12	$910,966
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	91.57%	$4,261,600	92.22%	$62,960,390	0.00%	$0	92.17%	$67,221,990
Delinquency Status
CURRENT	6	$338,296	45	$3,583,564	0	$0	51	$3,921,860
30-59	0	$0	1	$132,683	0	$0	1	$132,683
60-89	0	$0	1	$94,111	0	$0	1	$94,111
90-119	0	$0	1	$105,259	0	$0	1	$105,259
120-179	0	$0	2	$79,848	0	$0	2	$79,848
180-269	0	$0	2	$151,456	0	$0	2	$151,456
270-359	0	$0	2	$364,118	0	$0	2	$364,118
360+	0	$0	3	$159,937	0	$0	3	$159,937
REO	0	$0	5	$399,958	0	$0	5	$399,958
90+REO	-	$0	15	$1,260,576	-	$0	15	$1,260,576
Loss To Date
% to Original Pool Balance	0.95%	$44,072	8.30%	$5,667,072	0.00%	$0	7.83%	$5,711,144
Severity	20.77%		39.74%		0.00%		39.46%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	1.13%	$17,049	3.59%	$460,947	0.00%	$0	3.33%	$477,996
B	-0.29%	($4,963)	7.42%	$747,671	0.00%	$0	6.30%	$742,708
C	2.36%	$22,778	4.94%	$472,417	0.00%	$0	4.70%	$495,195
C-	0.00%	$0	9.44%	$1,540,380	0.00%	$0	9.40%	$1,540,380
D	2.27%	$9,209	12.55%	$2,445,656	0.00%	$0	12.34%	$2,454,865
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	14.83%	$92,348	7.13%	$816,580	0.00%	$0	7.53%	$908,928
2-4 Unit	0.00%	$0	9.77%	$336,955	0.00%	$0	8.55%	$336,955
NIV	0.00%	$0	8.47%	$3,384,470	0.00%	$0	8.42%	$3,384,470
Non-Owner	0.00%	$0	30.75%	$717,258	0.00%	$0	30.75%	$717,258
90+ & REO as % Rem
A/A- , B, C	0.00%	0.00%	4.40%	12.20%	0.00%	0.00%	3.70%	12.20%
C- , D, NON	0.00%	0.00%	42.00%	52.70%	0.00%	0.00%	42.00%	49.50%
2-4, LOW, NIV	0.00%	0.00%	0.00%	26.50%	0.00%	0.00%	0.00%	26.50%
As of: August 2001

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1995-B
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	59	$4,495,700	535	$55,626,100	0	$0	594	$60,121,800
LTV/WAC	59.69%	11.67%	65.45%	12.19%	0.00%	0.00%	65.02%	12.15%
NON/2-4	6.73%	4.31%	4.96%	6.37%	0.00%	0.00%	2.52%	3.64%
Low/NIV	19.89%	35.27%	16.28%	52.49%	0.00%	0.00%	1.73%	2.36%
A/A-	17	$1,528,800	100	$11,866,260	0	$0	117	$13,395,060
B	17	$1,143,000	75	$7,698,200	0	$0	92	$8,841,200
C	13	$974,800	94	$9,739,425	0	$0	107	$10,714,225
C-	3	$231,400	139	$13,732,625	0	$0	142	$13,964,025
D	9	$617,700	127	$12,589,590	0	$0	136	$13,207,290
Unknown	0	$0	0	$0	0	$0	0	$0
Remaining Pool	4	$212,548	53	$4,937,256	0	$0	57	$5,149,804
LTV/WAC	60.01%	11.74%	65.12%	11.36%	0.00%	0.00%	64.90%	11.38%
A/A-	2	$87,514	14	$1,286,588	0	$0	16	$1,374,102
B	1	$57,557	10	$915,146	0	$0	11	$972,703
C	0	$0	10	$1,013,133	0	$0	10	$1,013,133
C-	1	$67,477	13	$1,408,460	0	$0	14	$1,475,937
D	0	$0	6	$313,929	0	$0	6	$313,929
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	95.07%	$4,274,200	90.43%	$50,301,015	0.00%	$0	90.77%	$54,575,215
Delinquency Status
CURRENT	4	$212,548	39	$3,576,593	0	$0	43	$3,789,141
30-59	0	$0	2	$352,362	0	$0	2	$352,362
60-89	0	$0	0	$0	0	$0	0	$0
90-119	0	$0	1	$108,539	0	$0	1	$108,539
120-179	0	$0	3	$205,507	0	$0	3	$205,507
180-269	0	$0	2	$137,679	0	$0	2	$137,679
270-359	0	$0	0	$0	0	$0	0	$0
360+	0	$0	3	$250,921	0	$0	3	$250,921
REO	0	$0	3	$305,656	0	$0	3	$305,656
90+REO	-	$0	12	$1,008,302	-	$0	12	$1,008,302
Loss To Date
% to Original Pool Balance	0.60%	$27,193	10.89%	$6,058,199	0.00%	$0	10.12%	$6,085,392
Severity	16.53%		45.42%		0.00%		45.07%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	0.00%	$0	2.83%	$335,576	0.00%	$0	2.51%	$335,576
B	0.65%	$7,378	2.95%	$227,195	0.00%	$0	2.65%	$234,573
C	0.00%	$0	12.00%	$1,169,136	0.00%	$0	10.91%	$1,169,136
C-	0.00%	$0	12.06%	$1,655,559	0.00%	$0	11.86%	$1,655,559
D	3.21%	$19,814	21.21%	$2,670,733	0.00%	$0	20.37%	$2,690,547
Unknown	#DIV/0!	$0	0.00%	$0	0.00%	$0	0.00%	$0
Loss by Characteristic	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
Low Doc	2.13%	$9,209	12.92%	$1,146,904	0.00%	$0	12.42%	$1,156,113
2-4 Unit	-2.44%	($4,963)	17.51%	$812,582	0.00%	$0	16.67%	$807,619
NIV	-0.32%	($4,963)	8.40%	$3,311,282	0.00%	$0	8.07%	$3,306,319
Non-Owner	-1.14%	($4,963)	31.35%	$775,892	0.00%	$0	26.48%	$770,929
90+ & REO as % Rem
A/A- , B, C	0.00%	0.00%	8.40%	9.20%	0.00%	0.00%	7.90%	8.70%
C- , D, NON	0.00%	0.00%	17.50%	26.20%	0.00%	0.00%	16.70%	26.20%
2-4, LOW, NIV	0.00%	0.00%	57.30%	29.30%	0.00%	0.00%	57.30%	29.30%
As of: August 2001

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1995-A
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	55	$4,558,700	424	$49,703,485	0	$0	479	$54,262,185
LTV/WAC	58.78%	11.96%	64.99%	11.87%	0.00%	0.00%	64.47%	11.88%
NON/2-4	6.38%	3.95%	6.59%	5.59%	0.00%	0.00%	2.79%	4.03%
Low/NIV	28.19%	30.94%	18.17%	44.25%	0.00%	0.00%	1.92%	2.61%
A/A-	9	$808,400	130	$15,737,430	0	$0	139	$16,545,830
B	6	$456,200	77	$9,038,850	0	$0	83	$9,495,050
C	20	$1,789,000	65	$8,257,050	0	$0	85	$10,046,050
C-	4	$295,900	93	$9,727,550	0	$0	97	$10,023,450
D	16	$1,209,200	57	$6,738,755	0	$0	73	$7,947,955
Unknown	0	$0	2	$203,850	0	$0	2	$203,850
Remaining Pool	4	$91,778	40	$4,349,053	0	$0	44	$4,440,831
LTV/WAC	41.53%	11.62%	67.40%	12.05%	0.00%	0.00%	66.86%	12.04%
A/A-	0	$0	13	$1,320,862	0	$0	13	$1,320,862
B	1	$20,485	10	$957,327	0	$0	11	$977,812
C	3	$71,292	7	$821,311	0	$0	10	$892,604
C-	0	$0	5	$592,428	0	$0	5	$592,428
D	0	$0	4	$517,624	0	$0	4	$517,624
Unknown	0	$0	1	$139,501	0	$0	1	$139,501
Paid Off	97.47%	$4,443,200	90.87%	$45,165,860	0.00%	$0	91.42%	$49,609,060
Delinquency Status
CURRENT	4	$91,778	35	$3,756,253	0	$0	39	$3,848,031
30-59	0	$0	1	$40,232	0	$0	1	$40,232
60-89	0	$0	2	$404,484	0	$0	2	$404,484
90-119	0	$0	1	$37,632	0	$0	1	$37,632
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	1	$110,452	0	$0	1	$110,452
REO	0	$0	0	$0	0	$0	0	$0
90+REO	-	$0	2	$148,084	-	$0	2	$148,084
Loss To Date
% to Original Pool Balance	0.56%	$25,562	5.39%	$2,679,164	0.00%	$0	4.98%	$2,704,726
Severity	8.23%		33.90%		0.00%		32.93%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	0.00%	$0	2.90%	$455,775	0.00%	$0	2.75%	$455,775
B	0.00%	$0	2.44%	$220,328	0.00%	$0	2.32%	$220,328
C	0.00%	$0	6.82%	$562,835	0.00%	$0	5.60%	$562,835
C-	-10.38%	($30,702)	9.38%	$912,372	0.00%	$0	8.80%	$881,670
D	4.65%	$56,264	7.83%	$527,855	0.00%	$0	7.35%	$584,119
Unknown	#DIV/0!	$0	0.00%	$0	0.00%	$0	0.00%	$0
Loss by Characteristic	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
Low Doc	2.22%	$19,814	8.17%	$739,659	0.00%	$0	7.63%	$759,473
2-4 Unit	0.00%	$0	13.08%	$463,267	0.00%	$0	12.40%	$463,267
NIV	0.47%	$7,378	14.11%	$4,121,041	0.00%	$0	13.41%	$4,128,419
Non-Owner	0.00%	$0	17.44%	$481,576	0.00%	$0	15.72%	$481,576
90+ & REO as % Rem
A/A- , B, C	0.00%	0.00%	8.40%	0.00%	0.00%	0.00%	8.40%	0.00%
C- , D, NON	0.00%	0.00%	6.40%	0.00%	0.00%	0.00%	6.40%	0.00%
2-4, LOW, NIV	0.00%	0.00%	0.00%	3.60%	0.00%	0.00%	0.00%	3.50%
As of: August 2001

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1994-D
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	104	$8,030,100	246	$28,553,276	0	$0	350	$36,583,376
LTV/WAC	54.81%	11.38%	66.69%	11.37%	0.00%	0.00%	64.08%	11.37%
NON/2-4	13.60%	5.60%	3.65%	5.56%	0.00%	0.00%	4.14%	5.98%
Low/NIV	32.59%	33.86%	13.22%	31.20%	0.00%	0.00%	2.85%	3.87%
A/A-	26	$2,369,700	80	$9,636,161	0	$0	106	$12,005,861
B	10	$692,400	56	$6,283,970	0	$0	66	$6,976,370
C	35	$1,974,500	36	$3,490,135	0	$0	71	$5,464,635
C-	12	$864,300	57	$7,288,350	0	$0	69	$8,152,650
D	21	$2,129,200	17	$1,854,660	0	$0	38	$3,983,860
Unknown	0	$0	0	$0	0	$0	0	$0
Remaining Pool	15	$924,652	19	$1,784,725	0	$0	34	$2,709,377
LTV/WAC	58.72%	11.48%	69.55%	10.51%	0.00%	0.00%	65.86%	10.84%
A/A-	4	$212,158	7	$848,231	0	$0	11	$1,060,388
B	1	$16,324	5	$409,979	0	$0	6	$426,303
C	4	$143,034	5	$343,015	0	$0	9	$486,049
C-	4	$296,676	2	$183,500	0	$0	6	$480,177
D	2	$256,460	0	$0	0	$0	2	$256,460
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	87.40%	$7,018,300	93.40%	$26,667,565	0.00%	$0	92.08%	$33,685,865
Delinquency Status
CURRENT	15	$924,652	17	$1,692,994	0	$0	32	$2,617,646
30-59	0	$0	0	$0	0	$0	0	$0
60-89	0	$0	1	$47,909	0	$0	1	$47,909
90-119	0	$0	0	$0	0	$0	0	$0
120-179	0	$0	0	$0	0	$0	0	$0
180-269	0	$0	1	$43,821	0	$0	1	$43,821
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	-	$0	1	$43,821	-	$0	1	$43,821
Loss To Date
% to Original Pool Balance	0.10%	$7,995	4.43%	$1,265,737	0.00%	$0	3.48%	$1,273,732
Severity	5.38%		31.67%		0.00%		30.73%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	0.00%	$0	1.95%	$187,798	0.00%	$0	1.56%	$187,798
B	0.00%	$0	5.15%	$323,739	0.00%	$0	4.64%	$323,739
C	0.77%	$15,299	9.68%	$337,882	0.00%	$0	6.46%	$353,181
C-	0.00%	$0	4.80%	$349,610	0.00%	$0	4.29%	$349,610
D	-0.34%	($7,304)	3.60%	$66,709	0.00%	$0	1.49%	$59,405
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	-0.47%	($6,066)	3.69%	$333,172	0.00%	$0	3.17%	$327,106
2-4 Unit	0.00%	$0	12.79%	$355,364	0.00%	$0	12.01%	$355,364
NIV	2.24%	$31,628	7.33%	$1,611,908	0.00%	$0	7.02%	$1,643,536
Non-Owner	3.65%	$10,614	5.36%	$175,451	0.00%	$0	5.22%	$186,065
90+ & REO as % Rem
A/A- , B, C	0.00%	0.00%	5.20%	0.00%	0.00%	0.00%	4.10%	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%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
As of: August 2001

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1994-C
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	115	$8,035,600	127	$14,211,925	0	$0	242	$22,247,525
LTV/WAC	57.19%	11.03%	64.21%	11.04%	0.00%	0.00%	61.67%	11.04%
NON/2-4	10.09%	3.99%	4.96%	13.14%	0.00%	0.00%	6.81%	9.83%
Low/NIV	12.96%	17.62%	0.00%	0.00%	0.00%	0.00%	4.68%	6.36%
A/A-	50	$3,885,400	48	$6,070,210	0	$0	98	$9,955,610
B	2	$203,500	14	$1,735,165	0	$0	16	$1,938,665
C	33	$1,949,500	32	$3,090,650	0	$0	65	$5,040,150
C-	2	$80,400	27	$2,851,650	0	$0	29	$2,932,050
D	28	$1,916,800	5	$354,250	0	$0	33	$2,271,050
Unknown	0	$0	1	$110,000	0	$0	1	$110,000
Remaining Pool	15	$1,109,628	5	$420,977	0	$0	20	$1,530,605
LTV/WAC	60.87%	11.49%	71.29%	10.62%	0.00%	0.00%	63.73%	11.25%
A/A-	8	$526,219	4	$327,170	0	$0	12	$853,390
B	0	$0	0	$0	0	$0	0	$0
C	4	$297,014	0	$0	0	$0	4	$297,014
C-	0	$0	1	$93,807	0	$0	1	$93,807
D	3	$286,395	0	$0	0	$0	3	$286,395
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	85.09%	$6,837,500	96.85%	$13,764,725	0.00%	$0	92.60%	$20,602,225
Delinquency Status
CURRENT	12	$738,597	5	$420,977	0	$0	17	$1,159,574
30-59	1	$147,477	0	$0	0	$0	1	$147,477
60-89	0	$0	0	$0	0	$0	0	$0
90-119	1	$120,846	0	$0	0	$0	1	$120,846
120-179	0	$0	0	$0	0	$0	0	$0
180-269	1	$102,708	0	$0	0	$0	1	$102,708
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	$223,554	-	$0	-	$0	2	$223,554
Loss To Date
% to Original Pool Balance	0.74%	$59,466	3.08%	$438,407	0.00%	$0	2.24%	$497,873
Severity	39.99%		32.19%		0.00%		32.95%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	0.00%	$0	2.79%	$169,519	0.00%	$0	1.70%	$169,519
B	0.00%	$0	6.59%	$114,375	0.00%	$0	5.90%	$114,375
C	2.79%	$54,387	3.66%	$113,213	0.00%	$0	3.33%	$167,600
C-	0.00%	$0	1.45%	$41,300	0.00%	$0	1.41%	$41,300
D	0.26%	$5,079	0.00%	$0	0.00%	$0	0.22%	$5,079
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	5.92%	$223,535	0.00%	$0	3.50%	$223,535
2-4 Unit	0.00%	$0	4.45%	$70,762	0.00%	$0	3.47%	$70,762
NIV	0.29%	$7,995	2.29%	$204,175	0.00%	$0	1.82%	$212,170
Non-Owner	0.00%	$0	4.60%	$47,924	0.00%	$0	2.25%	$47,924
90+ & REO as % Rem
A/A- , B, C	42.50%	0.00%	0.00%	0.00%	0.00%	0.00%	26.20%	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%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
As of: August 2001

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1994-B
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	164	$11,803,600	88	$9,620,970	0	$0	252	$21,424,570
LTV/WAC	58.41%	10.82%	64.82%	10.75%	0.00%	0.00%	61.29%	10.78%
NON/2-4	13.18%	7.43%	5.18%	4.35%	0.00%	0.00%	7.07%	10.21%
Low/NIV	0.00%	0.00%	9.55%	37.40%	0.00%	0.00%	4.86%	6.61%
A/A-	59	$4,747,100	9	$823,125	0	$0	68	$5,570,225
B	32	$2,268,600	0	$0	0	$0	32	$2,268,600
C	37	$2,416,400	15	$1,961,650	0	$0	52	$4,378,050
C-	3	$181,700	8	$772,685	0	$0	11	$954,385
D	33	$2,189,800	18	$2,077,350	0	$0	51	$4,267,150
Unknown	0	$0	38	$3,986,160	0	$0	38	$3,986,160
Remaining Pool	30	$1,893,533	6	$467,517	0	$0	36	$2,361,050
LTV/WAC	61.88%	11.01%	67.42%	10.80%	0.00%	0.00%	62.97%	10.97%
A/A-	13	$1,000,994	2	$152,600	0	$0	15	$1,153,594
B	5	$149,605	0	$0	0	$0	5	$149,605
C	7	$386,869	2	$174,850	0	$0	9	$561,718
C-	1	$99,946	1	$56,857	0	$0	2	$156,803
D	4	$256,120	0	$0	0	$0	4	$256,120
Unknown	0	$0	1	$83,210	0	$0	1	$83,210
Paid Off	81.78%	$9,653,500	94.63%	$9,104,670	0.00%	$0	87.55%	$18,758,170
Delinquency Status
CURRENT	27	$1,657,788	5	$401,485	0	$0	32	$2,059,273
30-59	1	$83,504	0	$0	0	$0	1	$83,504
60-89	1	$48,514	0	$0	0	$0	1	$48,514
90-119	0	$0	0	$0	0	$0	0	$0
120-179	0	$0	0	$0	0	$0	0	$0
180-269	1	$103,727	0	$0	0	$0	1	$103,727
270-359	0	$0	0	$0	0	$0	0	$0
360+	0	$0	0	$0	0	$0	0	$0
REO	0	$0	1	$66,031	0	$0	1	$66,031
90+REO	1	$103,727	1	$66,031	-	$0	2	$169,758
Loss To Date
% to Original Pool Balance	0.65%	$76,444	3.20%	$307,603	0.00%	$0	1.79%	$384,047
Severity	11.34%		40.18%		0.00%		26.68%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	1.08%	$51,472	0.00%	$0	0.00%	$0	0.92%	$51,472
B	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
C	-0.57%	($13,815)	1.57%	$30,780	0.00%	$0	0.39%	$16,965
C-	16.14%	$29,333	0.00%	$0	0.00%	$0	3.07%	$29,333
D	0.43%	$9,453	5.98%	$124,186	0.00%	$0	3.13%	$133,639
Unknown	0.00%	$0	3.83%	$152,638	0.00%	$0	3.83%	$152,638
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	17.48%	$326,354	0.00%	$0	14.92%	$326,354
NIV	0.24%	$3,452	0.00%	$0	0.00%	$0	0.24%	$3,452
Non-Owner	0.00%	$0	9.69%	$68,317	0.00%	$0	4.51%	$68,317
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%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
2-4, LOW, NIV	0.00%	0.00%	0.00%	28.50%	0.00%	0.00%	0.00%	28.50%
As of: August 2001

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1994-A
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	159	$11,950,100	2	$153,600	0	$0	161	$12,103,700
LTV/WAC	55.48%	10.23%	47.11%	10.83%	0.00%	0.00%	55.37%	10.24%
NON/2-4	6.50%	6.46%	0.00%	0.00%	0.00%	0.00%	12.52%	18.07%
Low/NIV	0.67%	8.26%	48.83%	0.00%	0.00%	0.00%	8.60%	11.70%
A/A-	59	$4,359,900	0	$0	0	$0	59	$4,359,900
B	38	$2,686,500	0	$0	0	$0	38	$2,686,500
C	22	$1,831,400	0	$0	0	$0	22	$1,831,400
C-	6	$430,200	1	$75,000	0	$0	7	$505,200
D	19	$1,372,800	0	$0	0	$0	19	$1,372,800
Unknown	15	$1,269,300	1	$78,600	0	$0	16	$1,347,900
Remaining Pool	18	$1,098,762	0	$0	0	$0	18	$1,098,762
LTV/WAC	55.91%	10.58%	0.00%	0.00%	0.00%	0.00%	55.91%	10.58%
A/A-	4	$223,676	0	$0	0	$0	4	$223,676
B	4	$195,260	0	$0	0	$0	4	$195,260
C	4	$206,131	0	$0	0	$0	4	$206,131
C-	2	$164,370	0	$0	0	$0	2	$164,370
D	3	$203,758	0	$0	0	$0	3	$203,758
Unknown	1	$105,568	0	$0	0	$0	1	$105,568
Paid Off	89.88%	$10,740,300	100.00%	$153,600	0.00%	$0	90.00%	$10,893,900
Delinquency Status
CURRENT	17	$980,877	0	$0	0	$0	17	$980,877
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	1	$117,885	0	$0	0	$0	1	$117,885
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	1	$117,885	-	$0	-	$0	1	$117,885
Loss To Date
% to Original Pool Balance	-0.11%	-$13,653	0.00%	$0	0.00%	$0	-0.11%	-$13,653
Severity	-4.30%		0.00%		0.00%		-4.30%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	-0.57%	($24,857)	0.00%	$0	0.00%	$0	-0.57%	($24,857)
B	0.39%	$10,408	0.00%	$0	0.00%	$0	0.39%	$10,408
C	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
D	0.06%	$797	0.00%	$0	0.00%	$0	0.06%	$797
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	0.61%	$5,588	0.00%	$0	0.61%	$5,588
2-4 Unit	0.68%	$5,971	28.35%	$118,598	0.00%	$0	9.61%	$124,569
NIV	0.00%	$0	4.15%	$149,378	0.00%	$0	4.15%	$149,378
Non-Owner	3.40%	$52,913	0.00%	$0	0.00%	$0	2.58%	$52,913
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	71.70%	0.00%	0.00%	0.00%	0.00%	0.00%	71.70%	0.00%
2-4, LOW, NIV	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
As of: August 2001