Fixed Rate Loans

EX-99 4 aug2001fixed.htm EXHIBIT 99.2 Fixed Rate Loans

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 2001-2
Fixed Rate Loans
	Retail		Correspondent		Broker		NLC		Total
Category	#	$	#	$	#	$	#	$	#	$
Original	1248	$92,490,947	2	$203,050	284	$28,856,943	157	$14,005,470	1691	$135,556,410
LTV/WAC	74.64%	10.36%	73.89%	12.67%	71.61%	9.94%	78.28%	10.14%	74.37%	10.25%
NON/2-4	9.25%	8.00%	0.00%	0.00%	4.89%	8.75%	7.17%	4.47%	8.10%	7.79%
Low/NIV	8.14%	11.12%	0.00%	57.25%	2.02%	23.91%	3.48%	18.48%	6.34%	14.67%
A/A-	527	$44,979,707	0	$0	164	$19,459,651	79	$6,705,595	770	$71,144,953
B	418	$31,647,495	2	$203,050	83	$6,831,995	49	$4,705,550	552	$43,388,090
C	225	$11,828,180	0	$0	30	$2,223,272	20	$1,561,020	275	$15,612,472
C-	37	$2,071,760	0	$0	2	$89,450	5	$549,375	44	$2,710,585
D	41	$1,963,805	0	$0	5	$252,575	4	$483,930	50	$2,700,310
Remaining	1244	$91,163,280	2	$202,871	282	$28,553,091	156	$13,892,600	1684	$133,811,842
LTV/WAC	74.73%	10.37%	73.89%	12.67%	71.64%	9.93%	78.29%	10.14%	74.44%	10.25%
A/A-	523	$43,819,594	0	$0	163	$19,369,186	78	$6,627,370	764	$69,816,151
B	418	$31,512,841	2	$202,871	83	$6,693,136	49	$4,694,621	552	$43,103,469
C	225	$11,802,192	0	$0	29	$2,149,271	20	$1,538,990	274	$15,490,453
C-	37	$2,068,504	0	$0	2	$89,250	5	$548,069	44	$2,705,822
D	41	$1,960,149	0	$0	5	$252,248	4	$483,550	50	$2,695,947
Paid Off	0.92%	$850,600	0.00%	$0	0.38%	$110,056	0.38%	$53,000	0.75%	$1,013,656
Status
CURRENT	1202	$89,211,305	2	$202,871	267	$27,884,530	151	$13,477,905	1622	$130,776,610
30-59	28	$1,436,175	0	$0	8	$443,710	5	$414,696	41	$2,294,580
60-89	8	$371,900	0	$0	4	$177,092	0	$0	12	$548,992
90-119	2	$143,900	0	$0	1	$47,760	0	$0	3	$191,660
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	2	$143,900	-	$0	1	$47,760	-	$0	3	$191,660
Loss To Date
% to Original	0.00%	$0	0.00%	$0	0.00%	$0	0.08%	$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	0.75%	$11,696	0.07%	$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	0.00%	$11,696	0.11%	$11,696
90+ & REO
A/A-, B , C	0.00%	0.36%	0.00%	0.00%	0.00%	0.71%	0.00%	0.00%	0.00%	0.38%
C- , D, NON	1.43%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	1.09%	0.00%
2-4, LOW , NIV	0.00%	0.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.38%
As of: August 2001

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	1425	$97,938,842	3	$404,569	255	$18,907,949	139	$11,851,008	1822	$129,102,368
LTV/WAC	73.70%	10.67%	69.58%	10.72%	71.93%	11.24%	78.07%	11.03%	73.83%	10.79%
A/A-	518	$42,326,829	3	$404,569	143	$11,448,062	62	$5,608,756	726	$59,788,216
B	494	$33,998,082	0	$0	72	$5,144,146	38	$3,295,161	604	$42,437,389
C	294	$15,909,850	0	$0	31	$1,870,624	28	$2,011,400	353	$19,791,874
C-	68	$3,106,700	0	$0	5	$250,176	10	$852,769	83	$4,209,645
D	51	$2,597,380	0	$0	4	$194,941	1	$82,922	56	$2,875,243
Paid Off	3.46%	$3,596,405	34.87%	$217,133	4.53%	$923,676	2.05%	$256,700	3.63%	$4,993,914
Status
CURRENT	1321	$91,179,871	3	$404,569	236	$17,826,993	133	$10,869,615	1693	$120,281,047
30-59	36	$2,508,938	0	$0	5	$301,224	2	$333,002	43	$3,143,164
60-89	25	$1,896,694	0	$0	6	$340,435	2	$311,806	33	$2,548,935
90-119	27	$1,751,310	0	$0	4	$242,323	1	$119,905	32	$2,113,538
120-179	16	$602,028	0	$0	4	$196,975	1	$216,681	21	$1,015,684
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	43	$2,353,338	-	$0	8	$439,298	2	$336,585	53	$3,129,222
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	1.59%	1.16%	0.00%	0.00%	1.97%	0.93%	0.00%	3.64%	1.50%	1.32%
C- , D, NON	3.43%	9.42%	0.00%	0.00%	0.00%	37.24%	25.41%	0.00%	7.68%	11.04%
2-4, LOW , NIV	12.31%	2.63%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	7.29%	2.53%
As of: August 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	1294	$91,862,260	10	$683,462	362	$26,446,590	150	$11,775,670	1816	$130,767,982
LTV/WAC	73.07%	10.84%	70.68%	11.52%	73.91%	11.26%	75.13%	10.43%	73.42%	10.89%
A/A-	460	$38,926,928	5	$395,740	211	$17,028,593	79	$6,972,248	755	$63,323,509
B	476	$32,095,463	1	$83,569	86	$5,568,062	45	$3,224,510	608	$40,971,604
C	260	$14,746,966	1	$51,778	46	$2,532,844	20	$1,362,309	327	$18,693,896
C-	52	$3,583,906	1	$38,473	13	$1,102,407	6	$216,603	72	$4,941,389
D	46	$2,508,996	2	$113,903	6	$214,684	0	$0	54	$2,837,583
Paid Off	8.86%	$9,219,581	0.00%	$0	10.42%	$3,162,738	2.55%	$316,300	8.61%	$12,698,619
Status
CURRENT	1138	$81,002,648	8	$562,883	316	$23,691,584	136	$10,830,704	1598	$116,087,819
30-59	44	$3,416,277	0	$0	12	$658,394	6	$465,182	62	$4,539,853
60-89	22	$1,220,741	1	$82,106	10	$882,474	4	$283,194	37	$2,468,516
90-119	20	$1,384,214	0	$0	8	$445,105	1	$29,687	29	$1,859,006
120-179	34	$1,822,909	0	$0	7	$313,887	0	$0	41	$2,136,795
180-269	30	$2,621,909	1	$38,473	8	$419,395	2	$132,975	41	$3,212,753
270-359	2	$130,962	0	$0	1	$35,750	0	$0	3	$166,712
360+	0	$0	0	$0	0	$0	0	$0	0	$0
REO	4	$262,600	0	$0	0	$0	1	$33,928	5	$296,528
90+REO	90	$6,222,593	1	$38,473	24	$1,214,138	4	$196,590	119	$7,671,794
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	2.39%	5.87%	0.00%	0.00%	1.97%	9.44%	0.43%	1.05%	2.05%	5.97%
C- , D, NON	25.02%	29.00%	100.00%	0.00%	6.84%	48.00%	15.24%	0.00%	21.12%	29.28%
2-4, LOW , NIV	8.41%	6.23%	0.00%	0.00%	5.27%	0.00%	0.00%	3.20%	6.88%	5.75%
As of: August 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	1727	$115,438,051	13	$1,241,056	665	$45,398,624	143	$11,106,778	2548	$173,184,509
LTV/WAC	72.53%	10.87%	78.29%	10.56%	73.66%	11.23%	70.31%	9.90%	72.72%	10.90%
A/A-	578	$46,328,785	7	$607,731	350	$27,496,545	84	$6,814,937	1019	$81,247,997
B	612	$40,750,298	4	$535,743	168	$10,583,710	40	$2,877,840	824	$54,747,592
C	386	$22,045,138	1	$29,814	108	$5,398,262	17	$1,234,076	512	$28,707,290
C-	87	$3,306,197	0	$0	24	$1,215,538	2	$179,925	113	$4,701,660
D	64	$3,007,633	1	$67,768	15	$704,569	0	$0	80	$3,779,971
Paid Off	15.09%	$21,520,447	0.00%	$0	12.22%	$6,489,616	10.08%	$1,262,300	13.98%	$29,272,363
Status
CURRENT	1494	$100,165,047	11	$1,027,054	555	$38,545,599	131	$10,102,714	2191	$149,840,414
30-59	60	$3,924,805	0	$0	24	$1,630,047	2	$166,433	86	$5,721,285
60-89	28	$1,952,696	0	$0	17	$1,123,870	2	$168,299	47	$3,244,866
90-119	21	$1,187,719	0	$0	11	$838,458	2	$273,706	34	$2,299,883
120-179	35	$2,303,360	1	$110,251	10	$843,895	0	$0	46	$3,257,506
180-269	39	$2,610,851	0	$0	26	$1,390,230	3	$157,472	68	$4,158,554
270-359	34	$2,620,333	0	$0	8	$460,785	1	$60,200	43	$3,141,318
360+	8	$292,068	1	$103,750	4	$124,116	0	$0	13	$519,934
REO	8	$381,171	0	$0	10	$441,623	2	$177,955	20	$1,000,749
90+REO	145	$9,395,503	2	$214,001	69	$4,099,107	8	$669,333	224	$14,377,944
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	3.53%	7.22%	35.21%	0.00%	4.30%	12.79%	1.00%	3.69%	3.81%	8.04%
C- , D, NON	15.41%	19.65%	0.00%	0.00%	25.04%	27.57%	100.00%	0.00%	21.14%	20.78%
2-4, LOW , NIV	8.40%	7.24%	0.00%	0.00%	10.87%	3.53%	0.00%	0.00%	8.54%	6.70%
As of: August 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	1227	$78,623,979	43	$3,678,542	1112	$81,114,217	2382	$163,416,739
LTV/WAC	74.23%	9.80%	81.66%	10.18%	77.06%	10.32%	75.80%	10.07%
A/A-	693	$48,579,913	28	$2,387,464	633	$53,476,772	1354	$104,444,150
B	319	$19,617,589	13	$1,212,914	307	$19,490,692	639	$40,321,195
C	108	$5,227,892	2	$78,164	115	$5,538,258	225	$10,844,314
C-	32	$1,386,245	0	$0	14	$616,489	46	$2,002,734
D	53	$1,862,419	0	$0	42	$1,943,657	95	$3,806,076
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	30.79%	$36,022,257	28.07%	$1,469,233	24.55%	$26,836,019	27.78%	$64,327,509
Status
CURRENT	1102	$69,741,360	41	$3,514,686	952	$70,496,745	2095	$143,752,791
30-59	23	$1,700,555	1	$71,126	27	$2,171,445	51	$3,943,126
60-89	14	$1,252,155	1	$92,730	14	$820,665	29	$2,165,550
90-119	15	$1,173,820	0	$0	13	$769,150	28	$1,942,970
120-179	12	$672,280	0	$0	19	$1,201,125	31	$1,873,405
180-269	16	$1,109,515	0	$0	15	$858,615	31	$1,968,130
270-359	13	$829,430	0	$0	22	$1,186,349	35	$2,015,779
360+	24	$1,610,039	0	$0	25	$1,756,693	49	$3,366,732
REO	8	$534,826	0	$0	25	$1,853,430	33	$2,388,256
90+REO	88	$5,929,910	-	$0	119	$7,625,362	207	$13,555,272
Loss To Date
% to Original	1.01%	$1,186,045	-0.20%	-$10,716	2.51%	$2,746,071	1.69%	$3,921,400
Severity	45.01%		-20.35%		53.74%		50.29%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	0.48%	$336,414	0.00%	$0	1.06%	$721,759	0.75%	$1,058,173
B	1.60%	$492,868	0.00%	$0	4.20%	$1,167,583	2.76%	$1,660,451
C	1.52%	$131,180	0.00%	$0	4.98%	$443,422	3.25%	$574,602
C-	2.55%	$61,788	0.00%	$0	7.16%	$77,197	3.97%	$138,985
D	3.46%	$148,616	-3.83%	($10,716)	9.97%	$336,110	5.97%	$474,010
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	3.90%	14.10%	0.00%	0.00%	6.20%	13.60%	5.00%	13.40%
C- , D, NON	9.30%	24.90%	0.00%	0.00%	26.10%	26.30%	14.50%	25.60%
2-4, LOW, NIV	11.60%	8.20%	0.00%	0.00%	9.30%	16.40%	9.90%	10.10%
As of: August 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	979	$56,142,681	12	$832,492	975	$75,473,685	1966	$132,448,858
LTV/WAC	72.51%	9.53%	82.32%	10.90%	75.16%	9.73%	74.08%	9.65%
A/A-	587	$40,185,658	3	$265,906	569	$50,765,931	1159	$91,217,494
B	194	$8,985,867	7	$499,204	249	$17,442,110	450	$26,927,181
C	82	$2,793,639	0	$0	67	$3,337,926	149	$6,131,565
C-	37	$1,306,119	0	$0	14	$912,340	51	$2,218,459
D	75	$2,497,680	2	$67,382	76	$3,015,379	153	$5,580,441
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	31.09%	$26,552,957	45.35%	$644,050	28.94%	$31,587,889	30.00%	$58,784,896
Delinquency Status
CURRENT	876	$50,917,465	12	$832,492	840	$65,793,053	1728	$117,543,010
30-59	32	$1,798,820	0	$0	38	$3,505,882	70	$5,304,702
60-89	13	$725,318	0	$0	10	$670,273	23	$1,395,591
90-119	8	$475,142	0	$0	7	$486,738	15	$961,880
120-179	9	$307,702	0	$0	14	$982,561	23	$1,290,263
180-269	10	$509,411	0	$0	15	$1,150,626	25	$1,660,037
270-359	8	$383,556	0	$0	10	$590,207	18	$973,763
360+	13	$602,533	0	$0	21	$1,186,084	34	$1,788,617
REO	10	$422,732	0	$0	20	$1,108,262	30	$1,530,994
90+REO	58	$2,701,076	-	$0	87	$5,504,478	145	$8,205,554
Loss To Date
% to Original Pool Balance	1.29%	$1,105,316	4.12%	$58,550	2.32%	$2,534,017	1.89%	$3,697,883
Severity	46.31%		32.53%		45.46%		45.42%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	0.39%	$224,666	8.53%	$58,550	1.00%	$685,693	0.77%	$968,909
B	1.45%	$207,871	0.00%	$0	2.27%	$593,066	1.95%	$800,937
C	6.61%	$405,718	0.00%	$0	7.69%	$466,694	7.08%	$872,412
C-	2.14%	$49,107	0.00%	$0	7.60%	$143,180	4.56%	$192,287
D	3.87%	$217,953	0.00%	$0	9.58%	$645,385	6.94%	$863,338
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	1.94%	$188,781	0.00%	$0	3.92%	$103,592	2.36%	$292,373
2-4 Unit	1.57%	$119,761	0.00%	$0	3.24%	$356,583	2.50%	$476,344
NIV	1.47%	$205,736	0.00%	$0	3.35%	$1,039,624	2.72%	$1,245,360
Non-Owner	1.14%	$83,639	0.00%	$0	6.71%	$622,115	4.23%	$705,754
90+ & REO as % Rem
A/A- , B, C	3.00%	6.10%	0.00%	0.00%	3.40%	11.30%	3.20%	9.40%
C- , D, NON	1.90%	27.50%	0.00%	0.00%	24.80%	27.70%	11.30%	27.30%
2-4, LOW, NIV	0.00%	14.70%	0.00%	0.00%	1.20%	7.30%	0.80%	11.20%
As of: August 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	1763	$95,665,215	323	$30,304,975	1084	$81,989,639	3170	$207,959,829
LTV/WAC	73.04%	9.78%	80.80%	9.95%	74.03%	9.64%	74.56%	9.75%
A/A-	1136	$69,886,392	215	$22,558,596	655	$57,561,788	2006	$150,006,777
B	393	$18,268,784	64	$4,797,464	292	$18,403,988	749	$41,470,236
C	125	$4,175,583	18	$912,769	70	$3,100,457	213	$8,188,809
C-	49	$1,575,985	2	$215,559	17	$593,923	68	$2,385,468
D	60	$1,758,471	24	$1,820,587	50	$2,329,482	134	$5,908,540
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	47.66%	$93,235,700	42.40%	$22,977,764	39.09%	$54,462,435	43.86%	$170,675,899
Delinquency Status
CURRENT	1592	$86,472,854	274	$26,692,054	949	$72,926,317	2815	$186,091,225
30-59	40	$1,941,354	6	$366,549	25	$1,594,818	71	$3,902,721
60-89	22	$1,022,454	5	$395,567	9	$738,741	36	$2,156,762
90-119	15	$806,703	2	$271,756	8	$466,555	25	$1,545,014
120-179	19	$1,012,743	8	$547,872	13	$709,400	40	$2,270,015
180-269	17	$720,430	6	$479,981	17	$1,184,101	40	$2,384,512
270-359	23	$1,603,981	2	$41,202	12	$749,218	37	$2,394,401
360+	18	$1,057,492	12	$839,835	23	$1,687,984	53	$3,585,311
REO	17	$1,027,204	8	$670,158	28	$1,932,504	53	$3,629,866
90+REO	109	$6,228,553	38	$2,850,804	101	$6,729,762	248	$15,809,119
Loss To Date
% to Original Pool Balance	1.35%	$2,647,566	3.56%	$1,931,032	3.87%	$5,396,084	2.56%	$9,974,682
Severity	46.97%		48.41%		54.44%		51.05%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	0.99%	$1,369,558	2.43%	$925,971	1.88%	$1,676,411	1.49%	$3,971,940
B	1.35%	$497,880	5.03%	$453,333	6.08%	$2,068,159	3.78%	$3,019,372
C	2.17%	$219,734	8.45%	$226,667	11.93%	$940,996	6.71%	$1,387,397
C-	2.96%	$128,897	10.92%	$57,310	7.15%	$95,098	4.54%	$281,305
D	7.62%	$431,495	7.01%	$267,751	8.87%	$615,418	8.01%	$1,314,664
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	2.85%	$188,342	0.00%	$0	2.78%	$155,216	2.81%	$343,558
2-4 Unit	1.32%	$48,993	0.00%	$0	4.77%	$312,242	3.52%	$361,234
NIV	2.36%	$336,110	21.61%	$58,550	2.99%	$911,943	2.90%	$1,306,603
Non-Owner	4.01%	$164,689	0.00%	$0	6.54%	$527,061	5.67%	$691,750
90+ & REO as % Rem
A/A- , B, C	4.20%	11.70%	5.60%	7.20%	4.20%	14.00%	4.40%	12.20%
C- , D, NON	12.10%	20.00%	100.00%	45.10%	32.10%	32.00%	25.00%	32.50%
2-4, LOW, NIV	14.40%	9.10%	6.60%	10.20%	19.30%	5.90%	15.60%	8.80%
As of: August 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	974	$49,483,875	301	$26,597,279	571	$40,379,879	1846	$116,461,033
LTV/WAC	71.53%	10.31%	81.54%	9.80%	75.12%	9.80%	75.06%	10.02%
A/A-	517	$33,006,459	214	$20,322,904	346	$27,739,445	1077	$81,068,808
B	265	$10,940,926	58	$4,771,291	169	$10,558,991	492	$26,271,208
C	90	$2,843,476	14	$753,993	32	$1,132,474	136	$4,729,944
C-	56	$1,480,097	0	$0	6	$280,565	62	$1,760,662
D	46	$1,212,917	15	$749,091	18	$668,403	79	$2,630,411
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	53.01%	$60,278,840	49.80%	$27,331,385	48.40%	$39,491,936	50.80%	$127,102,161
Delinquency Status
CURRENT	886	$44,861,717	260	$23,400,779	505	$36,299,225	1651	$104,561,721
30-59	10	$374,471	4	$493,887	14	$1,133,462	28	$2,001,820
60-89	12	$612,985	4	$382,447	3	$148,470	19	$1,143,902
90-119	13	$883,815	8	$511,647	3	$111,811	24	$1,507,273
120-179	12	$604,805	5	$340,299	5	$206,696	22	$1,151,800
180-269	10	$491,063	1	$51,088	13	$677,368	24	$1,219,519
270-359	7	$345,165	6	$336,005	7	$462,828	20	$1,143,998
360+	11	$577,079	6	$679,412	13	$872,430	30	$2,128,921
REO	13	$732,775	7	$401,715	8	$467,589	28	$1,602,079
90+REO	66	$3,634,702	33	$2,320,166	49	$2,798,722	148	$8,753,590
Loss To Date
% to Original Pool Balance	2.01%	$2,288,907	3.73%	$2,045,593	4.47%	$3,645,268	3.19%	$7,979,768
Severity	51.02%		53.53%		46.65%		49.50%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	1.01%	$696,633	3.12%	$1,250,549	3.39%	$1,645,124	2.28%	$3,592,306
B	3.21%	$829,189	2.94%	$261,213	4.23%	$1,071,071	3.60%	$2,161,473
C	4.52%	$413,396	8.40%	$205,912	10.47%	$467,582	6.77%	$1,086,890
C-	1.32%	$64,626	15.20%	$39,053	6.34%	$39,564	2.48%	$143,243
D	6.23%	$285,063	9.14%	$288,867	15.46%	$421,928	9.52%	$995,858
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	12.28%	$323,971	3.49%	$1,217,455
2-4 Unit	0.40%	$33,927	19.21%	$768,570	6.49%	$547,377	6.48%	$1,349,874
NIV	1.64%	$304,630	2.41%	$236,167	3.88%	$1,690,719	3.10%	$2,231,516
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	5.10%	11.80%	5.30%	19.20%	3.90%	10.40%	4.70%	12.60%
C- , D, NON	8.60%	13.00%	0.00%	43.60%	0.00%	54.70%	7.20%	32.30%
2-4, LOW, NIV	5.80%	7.90%	18.80%	26.20%	7.60%	9.60%	9.60%	9.10%
As of: August 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	661	$29,623,944	220	$17,925,560	243	$16,480,568	1124	$64,030,072
LTV/WAC	70.73%	10.37%	79.26%	10.22%	73.28%	9.90%	73.77%	10.21%
A/A-	377	$21,476,800	138	$13,051,020	152	$11,917,180	667	$46,445,000
B	131	$4,617,313	45	$2,942,703	60	$3,472,148	236	$11,032,165
C	48	$1,309,666	19	$1,009,883	16	$608,516	83	$2,928,066
C-	68	$1,259,767	2	$57,367	3	$81,721	73	$1,398,855
D	37	$960,398	16	$864,587	12	$401,002	65	$2,225,987
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	58.28%	$45,997,939	54.54%	$22,238,123	45.35%	$14,238,396	54.59%	$82,474,458
Delinquency Status
CURRENT	607	$27,003,060	178	$14,620,798	212	$14,720,949	997	$56,344,807
30-59	15	$567,478	7	$525,544	3	$166,892	25	$1,259,914
60-89	7	$276,896	2	$39,567	4	$249,154	13	$565,617
90-119	2	$121,791	4	$326,512	4	$249,554	10	$697,857
120-179	6	$367,755	5	$494,759	2	$103,654	13	$966,168
180-269	6	$313,492	4	$458,709	4	$142,255	14	$914,456
270-359	4	$181,722	4	$182,863	2	$234,524	10	$599,109
360+	13	$735,509	8	$526,601	8	$480,141	29	$1,742,251
REO	1	$56,241	8	$750,206	4	$133,445	13	$939,892
90+REO	32	$1,776,510	33	$2,739,650	24	$1,343,573	89	$5,859,733
Loss To Date
% to Original Pool Balance	2.67%	$2,109,951	6.82%	$2,782,601	5.17%	$1,621,710	4.31%	$6,514,262
Severity	68.44%		52.81%		52.72%		57.00%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	1.83%	$943,511	5.28%	$1,439,239	2.49%	$506,274	2.91%	$2,889,024
B	4.92%	$644,815	9.08%	$675,585	7.43%	$575,517	6.70%	$1,895,917
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	2.32%	$547,117	2.87%	$62,545	4.03%	$51,655	2.45%	$661,317
2-4 Unit	3.08%	$139,229	10.56%	$494,052	6.75%	$447,468	6.83%	$1,080,749
NIV	1.50%	$221,110	5.36%	$560,174	4.52%	$1,397,321	3.88%	$2,178,605
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	3.60%	9.40%	12.00%	23.50%	6.10%	9.50%	6.60%	13.20%
C- , D, NON	7.80%	26.40%	50.00%	46.60%	53.30%	17.40%	12.20%	32.60%
2-4, LOW, NIV	4.40%	5.30%	20.20%	9.60%	4.80%	32.50%	9.50%	6.80%
As of: August 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	949	$46,521,756	195	$14,030,155	334	$20,557,613	1478	$81,109,525
LTV/WAC	69.40%	10.38%	77.62%	10.50%	71.67%	10.10%	71.40%	10.33%
A/A-	548	$32,677,718	120	$9,799,046	200	$14,424,534	868	$56,901,298
B	202	$8,302,730	48	$2,929,952	85	$4,424,133	335	$15,656,815
C	101	$2,747,188	13	$569,550	25	$846,769	139	$4,163,507
C-	48	$1,409,051	4	$200,837	8	$326,747	60	$1,936,636
D	50	$1,385,069	10	$530,771	16	$535,430	76	$2,451,270
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	60.61%	$78,726,200	66.21%	$28,277,962	54.36%	$25,522,105	60.36%	$132,526,267
Delinquency Status
CURRENT	875	$42,218,004	168	$11,931,612	292	$18,418,829	1335	$72,568,445
30-59	23	$1,209,736	1	$90,360	8	$433,912	32	$1,734,008
60-89	3	$88,691	3	$281,003	5	$243,195	11	$612,889
90-119	2	$89,260	3	$109,643	2	$84,378	7	$283,281
120-179	11	$473,126	3	$133,616	2	$129,560	16	$736,302
180-269	9	$636,690	1	$150,260	6	$441,535	16	$1,228,485
270-359	7	$644,750	1	$23,960	4	$172,245	12	$840,955
360+	14	$1,019,082	8	$1,005,449	6	$279,331	28	$2,303,862
REO	5	$142,417	7	$304,253	9	$354,630	21	$801,300
90+REO	48	$3,005,325	23	$1,727,181	29	$1,461,679	100	$6,194,185
Loss To Date
% to Original Pool Balance	2.52%	$3,277,934	8.66%	$3,696,577	6.04%	$2,833,889	4.47%	$9,808,400
Severity	59.64%		58.87%		63.08%		60.29%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	1.08%	$898,244	5.70%	$1,642,154	3.70%	$1,037,686	2.56%	$3,578,084
B	2.87%	$753,337	9.63%	$810,101	7.44%	$916,460	5.28%	$2,479,898
C	7.37%	$713,206	24.39%	$569,443	16.54%	$445,633	11.75%	$1,728,282
C-	3.15%	$168,802	0.90%	$5,730	4.28%	$43,090	3.11%	$217,622
D	13.37%	$744,345	26.40%	$669,149	13.58%	$391,020	16.43%	$1,804,514
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	2.12%	$469,439	4.38%	$72,201	0.09%	$487	2.23%	$542,127
2-4 Unit	4.20%	$99,676	24.33%	$814,238	1.69%	$33,740	12.28%	$947,653
NIV	4.27%	$511,287	10.09%	$1,160,980	5.09%	$642,900	6.41%	$2,315,167
Non-Owner	7.47%	$390,925	71.28%	$529,085	6.54%	$209,611	12.31%	$1,129,621
90+ & REO as % Rem
A/A- , B, C	6.10%	4.90%	2.80%	29.70%	4.80%	10.00%	5.20%	11.00%
C- , D, NON	9.90%	21.60%	73.80%	67.90%	42.40%	16.90%	22.00%	30.60%
2-4, LOW, NIV	6.00%	5.50%	19.20%	0.00%	0.00%	0.00%	7.90%	5.20%
As of: August 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	600	$28,568,214	178	$13,371,578	252	$15,274,576	1030	$57,214,368
LTV/WAC	71.41%	10.47%	77.34%	10.80%	71.84%	10.13%	72.91%	10.45%
A/A-	337	$18,865,260	102	$8,274,002	161	$10,676,988	600	$37,816,249
B	147	$6,499,634	45	$3,705,267	57	$3,399,285	249	$13,604,186
C	72	$1,888,267	15	$836,106	18	$621,691	105	$3,346,064
C-	23	$724,959	5	$181,249	3	$100,751	31	$1,006,960
D	21	$590,094	11	$374,955	13	$475,860	45	$1,440,909
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	66.17%	$61,634,500	68.17%	$30,195,778	60.11%	$24,295,649	65.29%	$116,125,927
Delinquency Status
CURRENT	556	$26,163,971	143	$10,955,063	214	$13,366,651	913	$50,485,685
30-59	9	$292,950	7	$454,288	6	$250,914	22	$998,152
60-89	5	$188,910	2	$113,073	4	$222,962	11	$524,945
90-119	5	$281,467	3	$234,068	3	$132,339	11	$647,874
120-179	3	$264,349	6	$270,971	5	$282,521	14	$817,841
180-269	4	$335,534	3	$306,334	0	$0	7	$641,868
270-359	2	$194,965	2	$71,921	2	$107,291	6	$374,177
360+	10	$533,717	11	$886,982	8	$334,932	29	$1,755,631
REO	6	$312,351	1	$78,878	10	$576,965	17	$968,194
90+REO	30	$1,922,383	26	$1,849,154	28	$1,434,048	84	$5,205,585
Loss To Date
% to Original Pool Balance	2.02%	$1,883,929	5.05%	$2,237,635	4.65%	$1,878,021	3.37%	$5,999,585
Severity	49.84%		56.54%		50.15%		52.25%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	1.22%	$711,164	4.43%	$1,253,566	3.41%	$909,745	2.54%	$2,874,475
B	2.71%	$542,654	6.07%	$565,201	4.06%	$325,652	3.84%	$1,433,507
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	7.02%	$50,819	3.40%	$140,705
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	3.40%	$1,347,051	16.82%	$174,319	12.71%	$156,811	4.01%	$1,678,181
2-4 Unit	3.59%	$294,787	23.19%	$1,105,105	5.51%	$164,056	9.80%	$1,563,948
NIV	2.28%	$334,267	8.81%	$1,112,416	8.65%	$1,481,939	6.59%	$2,928,622
Non-Owner	6.74%	$470,772	54.25%	$691,510	12.13%	$792,194	13.21%	$1,954,476
90+ & REO as % Rem
A/A- , B, C	3.10%	15.20%	11.30%	12.70%	4.90%	18.40%	5.40%	15.30%
C- , D, NON	17.10%	11.90%	41.20%	52.50%	57.40%	33.10%	25.50%	29.50%
2-4, LOW, NIV	2.10%	7.10%	12.10%	7.50%	11.50%	0.00%	7.80%	7.10%
As of: August 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	584	$27,240,066	238	$13,552,800	225	$15,762,566	1047	$56,555,432
LTV/WAC	70.01%	10.17%	68.42%	10.73%	69.87%	9.77%	69.59%	10.19%
A/A-	342	$18,507,182	114	$6,938,890	153	$12,040,931	609	$37,487,004
B	130	$5,325,440	70	$4,147,452	45	$2,797,498	245	$12,270,390
C	75	$2,346,994	39	$1,837,263	12	$434,008	126	$4,618,265
C-	18	$454,688	5	$184,700	5	$149,549	28	$788,938
D	18	$564,741	10	$444,495	10	$340,579	38	$1,349,814
Unknown	1	$41,022	0	$0	0	$0	1	$41,022
Paid Off	68.63%	$66,818,300	71.89%	$36,624,416	60.49%	$25,387,304	67.71%	$128,830,020
Delinquency Status
CURRENT	547	$25,408,816	213	$12,316,268	203	$14,632,106	963	$52,357,190
30-59	12	$441,448	5	$204,699	2	$149,184	19	$795,331
60-89	4	$255,761	3	$87,640	3	$126,044	10	$469,445
90-119	3	$171,996	1	$69,791	2	$92,152	6	$333,939
120-179	3	$166,373	6	$441,711	2	$136,125	11	$744,209
180-269	2	$117,835	2	$67,862	1	$39,985	5	$225,682
270-359	1	$60,431	3	$151,824	3	$196,554	7	$408,809
360+	10	$488,744	3	$95,689	5	$281,508	18	$865,941
REO	2	$128,663	2	$117,315	4	$108,908	8	$354,886
90+REO	21	$1,134,042	17	$944,192	17	$855,232	55	$2,933,466
Loss To Date
% to Original Pool Balance	1.36%	$1,325,818	4.16%	$2,121,094	4.64%	$1,947,307	2.83%	$5,394,219
Severity	38.74%		60.90%		47.07%		48.85%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	0.68%	$417,245	2.43%	$608,203	3.41%	$908,618	1.71%	$1,934,066
B	1.94%	$421,936	4.18%	$585,306	6.10%	$574,003	3.50%	$1,581,245
C	2.53%	$214,143	7.36%	$505,096	8.55%	$261,847	5.34%	$981,086
C-	3.75%	$93,504	3.41%	$50,959	4.85%	$42,111	3.84%	$186,574
D	5.02%	$178,989	10.42%	$371,531	8.20%	$160,727	7.83%	$711,247
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	5.43%	$279,544	4.11%	$141,007	3.85%	$522,084
NIV	2.13%	$256,295	4.56%	$515,578	4.78%	$734,232	3.89%	$1,506,105
Non-Owner	7.90%	$291,474	26.57%	$263,542	7.43%	$402,121	9.48%	$957,137
90+ & REO as % Rem
A/A- , B, C	1.80%	6.70%	3.70%	4.40%	1.90%	10.70%	2.20%	6.80%
C- , D, NON	16.80%	13.50%	45.50%	24.80%	48.20%	65.90%	29.50%	30.50%
2-4, LOW, NIV	9.50%	5.80%	9.00%	14.00%	0.00%	7.30%	5.30%	6.80%
As of: August 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	678	$33,753,741	204	$11,467,213	297	$20,099,868	1179	$65,320,823
LTV/WAC	70.24%	9.95%	69.42%	11.56%	67.11%	9.88%	69.13%	10.21%
A/A-	398	$23,517,433	58	$4,368,365	190	$14,198,299	646	$42,084,097
B	159	$6,794,709	54	$3,227,570	64	$3,997,789	277	$14,020,069
C	70	$2,028,927	42	$1,855,467	26	$1,182,132	138	$5,066,527
C-	17	$477,219	11	$373,305	2	$121,062	30	$971,585
D	34	$935,453	39	$1,642,506	15	$600,586	88	$3,178,545
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	66.36%	$74,769,000	74.04%	$35,043,898	62.48%	$35,496,175	67.02%	$145,309,073
Delinquency Status
CURRENT	620	$31,303,187	157	$9,087,234	273	$18,948,713	1050	$59,339,134
30-59	14	$463,812	4	$199,693	5	$156,395	23	$819,900
60-89	8	$345,835	5	$209,885	2	$127,269	15	$682,989
90-119	4	$159,337	3	$92,785	2	$100,111	9	$352,233
120-179	8	$430,368	5	$220,998	3	$126,735	16	$778,101
180-269	8	$253,425	5	$154,223	0	$0	13	$407,648
270-359	3	$185,272	3	$214,310	3	$189,747	9	$589,329
360+	9	$359,152	18	$890,824	5	$272,676	32	$1,522,652
REO	4	$253,352	4	$397,260	4	$178,222	12	$828,834
90+REO	36	$1,640,906	38	$1,970,400	17	$867,491	91	$4,478,797
Loss To Date
% to Original Pool Balance	1.60%	$1,807,444	7.74%	$3,665,787	3.76%	$2,137,748	3.51%	$7,610,979
Severity	45.45%		64.29%		39.16%		50.28%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	0.80%	$560,101	4.69%	$848,316	2.34%	$847,880	1.81%	$2,256,297
B	1.33%	$341,639	6.10%	$705,261	3.96%	$484,292	3.10%	$1,531,192
C	3.43%	$316,334	10.69%	$802,633	9.64%	$409,781	7.28%	$1,528,748
C-	4.64%	$100,549	17.75%	$427,136	5.41%	$59,473	10.35%	$587,158
D	8.67%	$488,820	11.42%	$882,440	11.40%	$336,322	10.46%	$1,707,582
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	0.81%	$187,451	5.83%	$190,918	8.43%	$81,609	1.68%	$459,978
2-4 Unit	6.11%	$234,122	10.94%	$488,301	5.94%	$218,085	7.86%	$940,508
NIV	1.26%	$165,461	3.96%	$776,065	5.14%	$816,886	3.62%	$1,758,412
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	3.30%	6.50%	4.80%	21.50%	2.90%	4.00%	3.30%	9.20%
C- , D, NON	5.00%	17.20%	18.70%	47.60%	0.00%	37.00%	9.60%	36.70%
2-4, LOW, NIV	3.40%	7.10%	0.00%	8.80%	0.00%	13.80%	1.30%	7.90%
As of: August 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	532	$25,303,209	238	$14,089,889	303	$20,367,067	1073	$59,760,165
LTV/WAC	70.82%	10.29%	68.66%	12.07%	67.17%	10.16%	69.07%	10.66%
A/A-	317	$17,576,918	78	$5,215,401	180	$13,907,798	575	$36,700,117
B	105	$4,535,149	42	$2,537,669	65	$4,205,753	212	$11,278,570
C	59	$1,650,200	43	$2,466,648	39	$1,429,688	141	$5,546,536
C-	23	$831,924	22	$1,238,663	4	$141,899	49	$2,212,486
D	28	$709,018	53	$2,631,508	15	$681,930	96	$4,022,456
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	71.79%	$73,077,400	79.96%	$58,784,475	67.90%	$45,576,292	73.19%	$177,438,167
Delinquency Status
CURRENT	487	$22,860,864	169	$10,084,391	263	$18,555,614	919	$51,500,869
30-59	6	$266,909	2	$74,404	6	$382,973	14	$724,286
60-89	8	$222,356	7	$438,553	1	$33,811	16	$694,720
90-119	4	$147,293	5	$208,531	1	$25,611	10	$381,435
120-179	9	$554,948	6	$462,985	5	$265,153	20	$1,283,086
180-269	2	$86,149	9	$476,874	6	$226,029	17	$789,052
270-359	5	$467,836	3	$186,078	3	$163,630	11	$817,544
360+	9	$460,812	34	$2,034,986	11	$467,727	54	$2,963,525
REO	2	$236,041	3	$123,087	7	$246,519	12	$605,647
90+REO	31	$1,953,079	60	$3,492,541	33	$1,394,669	124	$6,840,289
Loss To Date
% to Original Pool Balance	0.77%	$785,847	11.80%	$8,672,226	3.83%	$2,567,723	4.96%	$12,025,796
Severity	37.22%		64.80%		48.09%		57.72%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	0.34%	$217,332	8.02%	$2,051,505	1.22%	$489,622	2.13%	$2,758,459
B	1.24%	$240,227	9.83%	$1,370,997	5.52%	$871,672	5.05%	$2,482,896
C	1.12%	$108,019	14.50%	$1,891,786	11.26%	$783,439	9.38%	$2,783,244
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	2.65%	$734,061	13.22%	$468,347	4.25%	$123,446	3.88%	$1,325,854
2-4 Unit	0.64%	$29,511	23.95%	$1,006,217	4.56%	$201,748	9.33%	$1,237,476
NIV	3.91%	$215,342	8.33%	$1,657,406	5.23%	$1,208,731	6.35%	$3,081,479
Non-Owner	5.03%	$295,889	45.72%	$961,338	6.70%	$530,002	11.25%	$1,787,229
90+ & REO as % Rem
A/A- , B, C	5.80%	12.60%	12.40%	21.10%	4.30%	7.90%	6.20%	12.80%
C- , D, NON	12.50%	23.80%	25.40%	50.40%	25.30%	16.50%	20.50%	40.00%
2-4, LOW, NIV	20.80%	10.80%	33.10%	29.70%	10.30%	8.90%	19.40%	11.90%
As of: August 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	342	$13,856,961	148	$10,088,761	198	$11,959,431	688	$35,905,152
LTV/WAC	62.73%	10.43%	67.29%	12.48%	65.62%	10.44%	64.98%	11.01%
A/A-	157	$7,057,409	36	$2,808,856	123	$8,160,580	316	$18,026,846
B	89	$4,053,577	19	$1,394,235	43	$2,454,331	151	$7,902,143
C	61	$1,810,838	24	$1,543,152	32	$1,344,519	117	$4,698,509
C-	20	$550,171	18	$1,251,796	0	$0	38	$1,801,968
D	15	$384,966	51	$3,090,721	0	$0	66	$3,475,687
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	78.71%	$58,952,300	80.30%	$42,763,024	73.07%	$34,568,553	77.67%	$136,283,877
Delinquency Status
CURRENT	315	$12,680,815	106	$7,036,537	172	$10,541,426	593	$30,258,778
30-59	6	$325,949	3	$164,368	7	$493,123	16	$983,440
60-89	3	$150,594	3	$345,240	2	$138,353	8	$634,187
90-119	3	$155,959	2	$153,672	1	$74,569	6	$384,200
120-179	1	$48,549	2	$201,657	5	$215,072	8	$465,278
180-269	2	$118,914	4	$208,282	5	$215,149	11	$542,345
270-359	1	$21,967	7	$420,841	1	$28,115	9	$470,923
360+	9	$257,496	14	$1,024,245	5	$253,623	28	$1,535,364
REO	2	$96,719	7	$533,918	0	$0	9	$630,637
90+REO	18	$699,604	36	$2,542,615	17	$786,528	71	$4,028,747
Loss To Date
% to Original Pool Balance	0.92%	$687,495	7.69%	$4,095,295	4.10%	$1,940,514	3.83%	$6,723,304
Severity	43.86%		54.18%		46.20%		50.45%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	0.30%	$107,237	2.05%	$280,616	3.29%	$925,412	1.71%	$1,313,265
B	0.78%	$150,496	2.93%	$195,211	4.19%	$521,619	2.25%	$867,326
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	5.88%	$213,351	14.11%	$2,742,590	25.53%	$28,117	12.87%	$2,984,058
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	1.18%	$328,576	7.64%	$364,877	3.35%	$48,162	2.18%	$741,615
2-4 Unit	0.73%	$28,875	25.46%	$2,187,457	6.34%	$343,459	14.25%	$2,559,791
NIV	0.69%	$92,704	9.60%	$2,860,996	5.47%	$1,579,412	6.29%	$4,533,112
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	2.30%	1.50%	9.70%	10.10%	3.50%	9.40%	4.00%	5.50%
C- , D, NON	7.90%	40.60%	30.00%	48.20%	0.00%	0.00%	23.30%	47.40%
2-4, LOW, NIV	0.00%	6.20%	31.40%	14.20%	12.20%	0.00%	14.80%	8.00%
As of: August 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	275	$12,022,573	144	$8,983,321	0	$0	419	$21,005,894
LTV/WAC	62.85%	10.61%	66.44%	12.02%	0.00%	0.00%	64.38%	11.21%
A/A-	115	$6,196,212	43	$3,349,733	0	$0	158	$9,545,946
B	51	$2,675,369	21	$1,419,132	0	$0	72	$4,094,501
C	50	$1,501,921	23	$1,496,785	0	$0	73	$2,998,706
C-	26	$986,805	11	$471,743	0	$0	37	$1,458,548
D	17	$419,522	46	$2,245,927	0	$0	63	$2,665,450
Unknown	16	$242,744	0	$0	0	$0	16	$242,744
Paid Off	77.65%	$48,498,015	83.64%	$48,023,040	0.00%	$0	80.52%	$96,521,055
Delinquency Status
CURRENT	251	$10,933,158	109	$6,889,690	0	$0	360	$17,822,848
30-59	5	$241,475	3	$182,793	0	$0	8	$424,268
60-89	5	$119,997	4	$405,376	0	$0	9	$525,373
90-119	4	$169,867	0	$0	0	$0	4	$169,867
120-179	3	$210,617	4	$191,068	0	$0	7	$401,685
180-269	1	$88,642	5	$360,143	0	$0	6	$448,785
270-359	2	$59,539	3	$119,453	0	$0	5	$178,992
360+	4	$199,279	14	$747,013	0	$0	18	$946,292
REO	0	$0	2	$87,785	0	$0	2	$87,785
90+REO	14	$727,944	28	$1,505,462	-	$0	42	$2,233,406
Loss To Date
% to Original Pool Balance	0.93%	$580,694	10.69%	$6,135,131	0.00%	$0	5.60%	$6,715,825
Severity	37.54%		54.10%		0.00%		52.11%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	0.68%	$177,018	5.25%	$741,151	0.00%	$0	2.29%	$918,169
B	0.10%	$14,432	8.14%	$607,082	0.00%	$0	2.77%	$621,514
C	0.70%	$70,609	10.02%	$858,091	0.00%	$0	5.00%	$928,700
C-	2.77%	$165,229	8.43%	$508,599	0.00%	$0	5.62%	$673,828
D	1.03%	$31,621	16.09%	$3,420,207	0.00%	$0	14.19%	$3,451,828
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	1.66%	$334,341	7.19%	$255,830	0.00%	$0	2.49%	$590,171
2-4 Unit	4.19%	$146,929	12.66%	$599,063	6.42%	$321,079	8.06%	$1,067,071
NIV	0.77%	$134,014	9.75%	$2,618,090	2.25%	$148,669	5.71%	$2,900,773
Non-Owner	4.92%	$201,367	33.60%	$642,552	8.87%	$566,205	11.39%	$1,410,124
90+ & REO as % Rem
A/A- , B, C	2.20%	5.00%	8.40%	2.20%	0.00%	0.00%	4.40%	4.00%
C- , D, NON	17.20%	20.80%	4.90%	35.60%	0.00%	0.00%	13.20%	33.30%
2-4, LOW, NIV	11.70%	3.30%	0.00%	19.80%	0.00%	0.00%	7.20%	5.40%
As of: August 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	186	$8,325,700	126	$8,486,036	0	$0	312	$16,811,737
LTV/WAC	65.58%	10.45%	65.83%	11.92%	0.00%	0.00%	65.71%	11.19%
A/A-	65	$3,497,153	42	$2,987,581	0	$0	107	$6,484,733
B	51	$2,424,672	13	$1,142,308	0	$0	64	$3,566,980
C	52	$1,955,433	16	$835,023	0	$0	68	$2,790,456
C-	13	$335,730	17	$970,161	0	$0	30	$1,305,892
D	5	$112,713	38	$2,550,963	0	$0	43	$2,663,676
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	77.34%	$33,013,400	84.51%	$48,552,766	0.00%	$0	81.45%	$81,566,166
Delinquency Status
CURRENT	181	$8,111,053	108	$7,303,184	0	$0	289	$15,414,237
30-59	2	$112,051	3	$256,210	0	$0	5	$368,261
60-89	0	$0	2	$172,881	0	$0	2	$172,881
90-119	0	$0	1	$23,850	0	$0	1	$23,850
120-179	1	$34,373	2	$117,161	0	$0	3	$151,534
180-269	2	$68,223	1	$80,296	0	$0	3	$148,519
270-359	0	$0	1	$32,152	0	$0	1	$32,152
360+	0	$0	7	$471,206	0	$0	7	$471,206
REO	0	$0	1	$29,097	0	$0	1	$29,097
90+REO	3	$102,596	13	$753,762	-	$0	16	$856,358
Loss To Date
% to Original Pool Balance	1.34%	$573,225	7.36%	$4,227,348	0.00%	$0	4.79%	$4,800,573
Severity	36.86%		49.23%		0.00%		47.34%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	1.20%	$206,314	4.22%	$586,390	0.00%	$0	2.55%	$792,704
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	9.49%	$2,113,171	0.00%	$0	9.04%	$2,140,932
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	29.56%	$1,100,867	0.00%	$0	16.66%	$1,118,156
NIV	0.00%	($158)	11.34%	$3,436,374	0.00%	$0	9.33%	$3,436,216
Non-Owner	1.98%	$81,581	38.38%	$939,015	0.00%	$0	15.54%	$1,020,596
90+ & REO as % Rem
A/A- , B, C	0.00%	0.00%	2.70%	0.00%	0.00%	0.00%	1.20%	0.00%
C- , D, NON	9.00%	0.00%	12.00%	20.20%	0.00%	0.00%	11.20%	19.30%
2-4, LOW, NIV	0.00%	3.80%	0.00%	21.40%	0.00%	0.00%	0.00%	8.00%
As of: August 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	223	$8,874,606	78	$4,889,010	0	$0	301	$13,763,616
LTV/WAC	60.64%	10.28%	66.44%	12.24%	0.00%	0.00%	62.70%	10.98%
A/A-	95	$4,287,902	28	$2,075,586	0	$0	123	$6,363,488
B	46	$1,984,899	12	$787,642	0	$0	58	$2,772,541
C	61	$1,893,112	17	$881,463	0	$0	78	$2,774,575
C-	16	$598,855	12	$597,544	0	$0	28	$1,196,399
D	5	$109,839	9	$546,775	0	$0	14	$656,613
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	82.15%	$47,982,600	83.60%	$26,485,015	0.00%	$0	82.66%	$74,467,615
Delinquency Status
CURRENT	212	$8,554,730	63	$4,040,209	0	$0	275	$12,594,939
30-59	4	$125,986	1	$53,896	0	$0	5	$179,882
60-89	3	$53,400	2	$161,368	0	$0	5	$214,768
90-119	2	$104,261	1	$39,715	0	$0	3	$143,976
120-179	0	$0	4	$208,202	0	$0	4	$208,202
180-269	2	$36,229	1	$102,969	0	$0	3	$139,198
270-359	0	$0	2	$146,882	0	$0	2	$146,882
360+	0	$0	3	$101,115	0	$0	3	$101,115
REO	0	$0	1	$34,653	0	$0	1	$34,653
90+REO	4	$140,490	12	$633,536	-	$0	16	$774,026
Loss To Date
% to Original Pool Balance	0.37%	$215,690	8.32%	$2,635,795	0.00%	$0	3.17%	$2,851,485
Severity	16.20%		49.94%		0.00%		43.14%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	0.02%	$3,811	3.11%	$275,304	0.00%	$0	0.82%	$279,115
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	23.27%	$578,539	0.00%	$0	14.85%	$605,811
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	0.00%	0.00%	3.90%	0.00%	0.00%	0.00%	1.30%	0.00%
C- , D, NON	0.00%	0.00%	28.80%	24.50%	0.00%	0.00%	14.40%	20.40%
2-4, LOW, NIV	0.00%	1.20%	0.00%	35.50%	0.00%	0.00%	0.00%	4.70%
As of: August 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	94	$3,155,098	31	$1,891,357	0	$0	125	$5,046,455
LTV/WAC	55.18%	11.31%	67.68%	12.41%	0.00%	0.00%	59.86%	11.72%
A/A-	41	$1,512,780	12	$750,913	0	$0	53	$2,263,693
B	31	$1,057,389	7	$458,571	0	$0	38	$1,515,961
C	16	$439,741	5	$163,857	0	$0	21	$603,598
C-	3	$54,815	5	$258,592	0	$0	8	$313,407
D	3	$90,372	2	$259,424	0	$0	5	$349,796
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	86.54%	$24,732,200	90.11%	$18,658,899	0.00%	$0	88.04%	$43,391,099
Delinquency Status
CURRENT	92	$3,112,644	27	$1,550,173	0	$0	119	$4,662,817
30-59	2	$42,453	1	$116,797	0	$0	3	$159,250
60-89	0	$0	0	$0	0	$0	0	$0
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	$87,935	0	$0	2	$87,935
REO	0	$0	1	$136,453	0	$0	1	$136,453
90+REO	-	$0	3	$224,388	-	$0	3	$224,388
Loss To Date
% to Original Pool Balance	0.51%	$146,611	11.15%	$2,309,661	0.00%	$0	4.98%	$2,456,272
Severity	19.76%		51.77%		0.00%		47.20%
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	1.22%	$61,649	10.90%	$364,099	0.00%	$0	5.08%	$425,748
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%	39.00%
2-4, LOW, NIV	0.00%	0.00%	16.00%	0.00%	0.00%	0.00%	11.30%	0.00%
As of: August 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	54	$1,757,238	32	$1,786,462	0	$0	86	$3,543,700
LTV/WAC	58.91%	12.02%	61.73%	13.67%	0.00%	0.00%	60.33%	12.85%
A/A-	23	$785,931	3	$239,222	0	$0	26	$1,025,153
B	11	$577,883	10	$444,031	0	$0	21	$1,021,913
C	16	$317,587	7	$313,387	0	$0	23	$630,974
C-	2	$43,653	8	$558,421	0	$0	10	$602,075
D	2	$32,184	4	$231,401	0	$0	6	$263,585
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	86.71%	$14,212,500	91.92%	$21,720,153	0.00%	$0	89.79%	$35,932,653
Delinquency Status
CURRENT	53	$1,751,950	27	$1,365,996	0	$0	80	$3,117,946
30-59	0	$0	1	$23,447	0	$0	1	$23,447
60-89	0	$0	0	$0	0	$0	0	$0
90-119	1	$5,288	0	$0	0	$0	1	$5,288
120-179	0	$0	0	$0	0	$0	0	$0
180-269	0	$0	1	$70,031	0	$0	1	$70,031
270-359	0	$0	0	$0	0	$0	0	$0
360+	0	$0	2	$102,688	0	$0	2	$102,688
REO	0	$0	1	$224,300	0	$0	1	$224,300
90+REO	1	$5,288	4	$397,019	-	$0	5	$402,307
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	1.55%	$102,808	10.74%	$1,050,965	0.00%	$0	7.03%	$1,153,773
Non-Owner	0.60%	$11,103	41.68%	$476,374	0.00%	$0	16.29%	$487,477
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%	65.90%	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 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	66	$1,939,487	26	$1,347,851	0	$0	92	$3,287,338
LTV/WAC	52.18%	12.07%	66.25%	12.68%	0.00%	0.00%	57.95%	12.32%
A/A-	26	$694,668	10	$558,760	0	$0	36	$1,253,428
B	4	$175,211	3	$56,044	0	$0	7	$231,255
C	19	$565,891	8	$365,168	0	$0	27	$931,058
C-	6	$108,811	3	$326,831	0	$0	9	$435,642
D	11	$394,906	2	$41,049	0	$0	13	$435,955
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	88.57%	$19,100,150	90.45%	$14,050,431	0.00%	$0	89.36%	$33,150,581
Delinquency Status
CURRENT	65	$1,918,122	21	$1,087,207	0	$0	86	$3,005,329
30-59	0	$0	0	$0	0	$0	0	$0
60-89	0	$0	0	$0	0	$0	0	$0
90-119	0	$0	1	$22,450	0	$0	1	$22,450
120-179	0	$0	2	$83,157	0	$0	2	$83,157
180-269	0	$0	0	$0	0	$0	0	$0
270-359	1	$21,365	0	$0	0	$0	1	$21,365
360+	0	$0	2	$155,037	0	$0	2	$155,037
REO	0	$0	0	$0	0	$0	0	$0
90+REO	1	$21,365	5	$260,644	-	$0	6	$282,009
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%	11.00%	34.80%	0.00%	0.00%	4.90%	8.40%
C- , D, NON	0.00%	0.00%	0.00%	53.40%	0.00%	0.00%	0.00%	5.00%
2-4, LOW, NIV	0.00%	2.90%	0.00%	36.40%	0.00%	0.00%	0.00%	9.20%
As of: August 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	104	$3,889,365	11	$705,462	0	$0	115	$4,594,827
LTV/WAC	59.67%	11.27%	62.95%	11.64%	0.00%	0.00%	60.18%	11.33%
A/A-	53	$2,315,058	2	$99,920	0	$0	55	$2,414,978
B	10	$360,710	2	$75,211	0	$0	12	$435,921
C	30	$883,172	5	$275,199	0	$0	35	$1,158,372
C-	4	$108,434	2	$255,132	0	$0	6	$363,566
D	7	$221,991	0	$0	0	$0	7	$221,991
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	83.35%	$23,816,895	84.09%	$3,955,055	0.00%	$0	83.45%	$27,771,950
Delinquency Status
CURRENT	101	$3,634,626	11	$705,462	0	$0	112	$4,340,088
30-59	2	$134,133	0	$0	0	$0	2	$134,133
60-89	0	$0	0	$0	0	$0	0	$0
90-119	0	$0	0	$0	0	$0	0	$0
120-179	0	$0	0	$0	0	$0	0	$0
180-269	1	$120,605	0	$0	0	$0	1	$120,605
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	$120,605	-	$0	-	$0	1	$120,605
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	5.20%	0.00%	0.00%	0.00%	0.00%	0.00%	5.00%	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%	11.70%	0.00%	0.00%	0.00%	0.00%	0.00%	11.00%
As of: August 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	101	$3,238,220	16	$961,434	0	$0	117	$4,199,654
LTV/WAC	54.76%	11.44%	66.22%	11.52%	0.00%	0.00%	57.39%	11.46%
A/A-	42	$1,359,245	7	$428,402	0	$0	49	$1,787,647
B	14	$445,764	3	$216,313	0	$0	17	$662,078
C	16	$493,839	0	$0	0	$0	16	$493,839
C-	3	$58,849	3	$226,218	0	$0	6	$285,066
D	26	$880,523	3	$90,501	0	$0	29	$971,024
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	84.26%	$21,131,550	86.85%	$6,804,430	0.00%	$0	84.88%	$27,935,980
Delinquency Status
CURRENT	97	$3,110,111	13	$798,112	0	$0	110	$3,908,223
30-59	0	$0	1	$18,257	0	$0	1	$18,257
60-89	1	$82,499	1	$86,119	0	$0	2	$168,618
90-119	1	$18,964	0	$0	0	$0	1	$18,964
120-179	1	$8,168	0	$0	0	$0	1	$8,168
180-269	1	$18,478	0	$0	0	$0	1	$18,478
270-359	0	$0	0	$0	0	$0	0	$0
360+	0	$0	0	$0	0	$0	0	$0
REO	0	$0	1	$58,946	0	$0	1	$58,946
90+REO	3	$45,610	1	$58,946	-	$0	4	$104,556
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%	5.20%	26.10%	0.00%	0.00%	0.00%	20.70%	4.70%
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
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	74	$1,872,314	7	$450,739	0	$0	81	$2,323,054
LTV/WAC	54.34%	10.85%	60.29%	10.38%	0.00%	0.00%	55.49%	10.76%
A/A-	21	$532,800	2	$111,588	0	$0	23	$644,388
B	16	$357,589	1	$105,486	0	$0	17	$463,075
C	13	$272,603	0	$0	0	$0	13	$272,603
C-	1	$21,747	1	$50,239	0	$0	2	$71,987
D	22	$665,585	2	$94,584	0	$0	24	$760,170
Unknown	1	$21,990	1	$88,842	0	$0	2	$110,832
Paid Off	85.22%	$15,167,640	74.15%	$1,431,200	0.00%	$0	84.14%	$16,598,840
Delinquency Status
CURRENT	71	$1,793,732	7	$450,739	0	$0	78	$2,244,471
30-59	0	$0	0	$0	0	$0	0	$0
60-89	0	$0	0	$0	0	$0	0	$0
90-119	1	$5,477	0	$0	0	$0	1	$5,477
120-179	1	$11,521	0	$0	0	$0	1	$11,521
180-269	0	$0	0	$0	0	$0	0	$0
270-359	0	$0	0	$0	0	$0	0	$0
360+	1	$61,584	0	$0	0	$0	1	$61,584
REO	0	$0	0	$0	0	$0	0	$0
90+REO	3	$78,582	-	$0	-	$0	3	$78,582
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%	1.50%	0.00%	0.00%	0.00%	0.00%	0.00%	1.20%
C- , D, NON	0.00%	9.30%	0.00%	0.00%	0.00%	0.00%	0.00%	8.10%
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-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	51	$1,337,596	3	$106,388	0	$0	54	$1,443,984
LTV/WAC	52.36%	10.67%	59.92%	11.19%	0.00%	0.00%	52.92%	10.71%
A/A-	2	$41,888	0	$0	0	$0	2	$41,888
B	22	$478,048	1	$58,434	0	$0	23	$536,482
C	5	$158,889	0	$0	0	$0	5	$158,889
C-	1	$36,368	1	$32,823	0	$0	2	$69,191
D	11	$301,089	0	$0	0	$0	11	$301,089
Unknown	10	$321,313	1	$15,131	0	$0	11	$336,444
Paid Off	83.07%	$9,643,115	40.76%	$89,300	0.00%	$0	82.28%	$9,732,415
Delinquency Status
CURRENT	50	$1,326,595	3	$106,388	0	$0	53	$1,432,983
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	$11,001	0	$0	0	$0	1	$11,001
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	$11,001	-	$0	-	$0	1	$11,001
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%	3.70%	0.00%	0.00%	0.00%	0.00%	0.00%	3.70%
2-4, LOW, NIV	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
As of: August 2001