EX-99 4 dec2001fix.htm EXHIBIT 99.2 Fixed Rate Loans
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 2001-3
Fixed Rate Loans
  Retail Correspondent Broker NLC Total
Category # $ # $ # $ # $ # $
Original 1392 $111,319,831 2 $279,500 352 $39,301,566 235 $20,355,325 1981 $171,256,222
LTV/WAC 74.69% 10.03% 58.73% 8.55% 73.06% 9.57% 76.66% 9.81% 74.52% 9.89%
NON/2-4 7.06% 7.36% 0.00% 0.00% 5.72% 8.43% 5.28% 7.55% 6.53% 7.62%
Low/NIV 2.50% 13.39% 0.00% 0.00% 2.38% 27.08% 3.26% 15.31% 2.56% 16.74%
A/A- 606 $56,890,946 1 $223,500 224 $29,685,780 118 $10,478,280 949 $97,278,506
B 467 $35,923,250 1 $56,000 86 $7,065,657 79 $6,609,645 633 49654552
C 237 $13,861,960 0 $0 36 $2,310,129 22 $1,765,200 935 17937289
C- 44 $2,261,115 0 $0 3 $148,250 11 $1,111,500 626 3520865
D 38 $2,382,560 0 $0 3 $91,750 5 $390,700 291 $2,865,010
Remaining 1376 $107,493,875 1 $55,945 344 $38,306,510 233 $20,025,225 1954 $165,881,555
LTV/WAC 74.72% 10.03% 70.00% 12.75% 73.34% 9.57% 76.59% 9.81% 74.63% 9.90%
A/A- 599 $54,612,552 0 $0 220 $29,069,180 116 $10,182,461 935 $93,864,193
B 462 $35,037,707 1 $55,945 84 $6,812,063 79 $6,584,215 626 $48,489,929
C 235 $13,310,594 0 $0 34 $2,185,683 22 $1,759,023 291 $17,255,299
C- 42 $2,157,145 0 $0 3 $147,920 11 $1,109,247 56 $3,414,313
D 38 $2,375,878 0 $0 3 $91,664 5 $390,279 46 $2,857,821
Paid Off 1.51% $1,683,175 79.96% $223,500 2.19% $861,933 1.23% $249,540 1.76% $3,018,148
Status                    
CURRENT 1304 $102,616,183 0 $0 329 $37,381,670 226 $19,462,813 1859 $159,460,666
30-59 45 $2,934,095 1 $55,945 9 $510,585 6 $338,475 61 $3,839,100
60-89 16 $1,213,143 0 $0 4 $333,104 1 $223,936 21 $1,770,183
90-119 10 $706,654 0 $0 2 $81,152 0 $0 12 $787,806
220-229 1 $23,800 0 $0 0 $0 0 $0 1 $23,800
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 11 $730,454 - $0 2 $81,152 - $0 13 $811,606
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 0.46% 0.56% 0.00% 0.00% 0.00% 0.59% 0.00% 0.00% 0.27% 0.49%
C- , D, NON 6.52% 4.09% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 4.12% 3.40%
2-4, LOW , NIV 1.83% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.14% 0.00%
As of: Dec 2001                    
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 1210 $87,730,128 1 $86,600 274 $27,871,369 154 $13,651,642 1639 $129,339,739
LTV/WAC 74.71% 10.37% 72.40% 11.50% 71.64% 9.89% 78.45% 10.15% 74.44% 10.24%
A/A- 510 $42,231,558 0 $0 160 $18,985,008 78 $6,591,189 748 $67,807,755
B 403 $30,022,823 1 $86,600 79 $6,495,112 48 $4,560,710 531 $41,165,245
C 221 $11,571,349 0 $0 28 $2,104,610 19 $1,470,618 268 $15,146,577
C- 36 $1,988,278 0 $0 2 $88,685 5 $546,212 43 $2,623,175
D 40 $1,916,120 0 $0 5 $197,953 4 $482,914 49 $2,596,987
Paid Off 3.41% $3,149,405 57.25% $116,250 2.61% $754,006 1.35% $189,200 3.10% $4,208,861
Status                    
CURRENT 1068 $78,622,329 1 $86,600 246 $25,773,215 141 $12,378,262 1456 $116,860,406
30-59 46 $3,333,435 0 $0 7 $701,204 6 $524,298 59 $4,558,937
60-89 28 $2,073,105 0 $0 8 $796,366 3 $380,438 39 $3,249,908
90-119 16 $811,678 0 $0 5 $204,704 1 $64,953 22 $1,081,336
170-179 42 $2,373,780 0 $0 5 $259,778 3 $303,691 50 $2,937,249
180-269 9 $486,300 0 $0 3 $136,102 0 $0 12 $622,402
270-359 0 $0 0 $0 0 $0 0 $0 0 $0
360+ 0 $0 0 $0 0 $0 0 $0 0 $0
REO 1 $29,500 0 $0 0 $0 0 $0 1 $29,500
90+REO 68 $3,701,259 - $0 13 $600,585 4 $368,644 85 $4,670,487
Loss To Date                    
% to Original 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Severity 0.00%   0.00%   0.00%   0.00%   0.00%  
Loss To Date by Grade % Orig $ % Orig $ % Orig $ % Orig $ % Orig $
A/A- 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
B 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
C 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
C- 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
D 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ % Orig $ % Orig $ % Orig $ % Orig $
Low Doc 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
2-4 Unit 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
NIV 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Non-Owner 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
90+ & REO                    
A/A-, B , C 1.66% 3.79% 0.00% 0.00% 0.47% 5.65% 0.99% 3.72% 1.26% 4.07%
C- , D, NON 15.61% 20.72% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 11.84% 15.29%
2-4, LOW , NIV 4.72% 4.54% 0.00% 0.00% 6.11% 0.00% 0.00% 0.00% 4.77% 3.91%
As of: Dec 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 1347 $91,063,511 3 $403,897 244 $18,022,196 131 $11,003,498 1725 $120,493,101
LTV/WAC 73.99% 10.67% 69.58% 10.72% 72.19% 11.26% 77.89% 10.97% 74.06% 10.79%
A/A- 492 $39,124,629 3 $403,897 137 $10,970,917 58 $5,220,830 690 $55,720,273
B 464 $31,639,844 0 $0 68 $4,796,195 36 $3,149,796 568 $39,585,834
C 280 $14,919,169 0 $0 30 $1,810,908 27 $1,910,370 337 $18,640,447
C- 63 $2,913,065 0 $0 5 $249,356 9 $639,662 77 $3,802,083
D 48 $2,466,804 0 $0 4 $194,820 1 $82,840 53 $2,744,464
Paid Off 8.95% $9,301,828 34.87% $217,133 9.48% $1,933,149 9.11% $1,138,700 9.16% $12,590,810
Status                    
CURRENT 1159 $79,111,107 3 $403,897 211 $16,273,746 112 $8,914,204 1485 $104,702,955
30-59 49 $3,729,428 0 $0 9 $492,903 7 $671,757 65 $4,894,088
60-89 29 $1,623,080 0 $0 2 $86,125 3 $233,274 34 $1,942,479
90-119 26 $1,746,970 0 $0 5 $274,728 2 $266,228 33 $2,287,925
120-179 38 $2,238,351 0 $0 5 $242,802 6 $798,130 49 $3,279,284
180-269 43 $2,504,445 0 $0 9 $516,631 1 $119,905 53 $3,140,981
270-359 1 $36,300 0 $0 0 $0 0 $0 1 $36,300
360+ 0 $0 0 $0 0 $0 0 $0 0 $0
REO 2 $73,830 0 $0 3 $135,259 0 $0 5 $209,089
90+REO 110 $6,599,896 - $0 22 $1,169,421 9 $1,184,263 141 $8,953,580
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 0.12% $20,084 0.00% $0 0.00% $0 0.00% $0 0.10% $20,084
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 3.78% 6.72% 0.00% 0.00% 4.05% 9.35% 4.23% 25.84% 3.85% 8.56%
C- , D, NON 9.48% 29.19% 0.00% 0.00% 0.00% 37.27% 5.31% 0.00% 8.16% 28.88%
2-4, LOW , NIV 16.68% 7.75% 0.00% 0.00% 0.00% 0.00% 10.28% 27.52% 10.41% 8.13%
As of: Dec 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 1170 $79,660,886 10 $677,165 337 $23,304,010 139 $11,086,642 1656 $114,728,702
LTV/WAC 73.32% 10.85% 70.70% 11.53% 74.15% 11.29% 75.08% 10.47% 73.64% 10.91%
A/A- 415 $32,421,972 5 $389,781 195 $14,866,534 75 $6,549,842 690 $54,228,129
B 426 $28,848,560 1 $83,386 79 $5,040,150 41 $3,033,995 547 $37,006,091
C 243 $13,401,869 1 $51,719 45 $2,364,217 18 $1,286,322 307 $17,104,127
C- 48 $2,841,473 1 $38,473 12 $819,349 5 $216,483 66 $3,915,779
D 38 $2,147,011 2 $113,805 6 $213,760 0 $0 46 $2,474,576
Paid Off 18.84% $19,599,670 0.00% $0 18.23% $5,532,513 7.40% $918,625 17.66% $26,050,808
Status                    
CURRENT 948 $65,155,777 8 $606,915 282 $19,872,562 121 $9,816,604 1359 $95,451,858
30-59 68 $4,136,603 1 $31,776 15 $994,326 3 $219,645 87 $5,382,350
60-89 21 $1,506,430 0 $0 10 $719,400 4 $311,982 35 $2,537,812
90-119 22 $1,345,624 0 $0 3 $186,010 2 $266,991 27 $1,798,625
120-179 33 $2,369,639 0 $0 4 $379,950 3 $175,083 40 $2,924,673
180-269 45 $2,475,430 0 $0 10 $549,503 3 $129,433 58 $3,154,367
270-359 24 $1,974,104 1 $38,473 6 $294,960 2 $132,975 33 $2,440,513
360+ 5 $443,120 0 $0 2 $71,250 0 $0 7 $514,370
REO 4 $254,159 0 $0 5 $236,047 1 $33,928 10 $524,134
90+REO 133 $8,862,076 1 $38,473 30 $1,717,722 11 $738,411 175 $11,356,682
Loss To Date                    
% to Original 0.00% $0 0.00% $0 0.00% $0 0.16% $20,084 0.01% $20,084
Severity 0.00%   0.00%   0.00%   110.33%   110.33%  
Loss To Date by Grade % Orig $ % Orig $ % Orig $ % Orig $ % Orig $
A/A- 0.07% $31,252 0.00% $0 0.00% $0 0.00% $0 0.04% $31,252
B 0.06% $19,962 0.00% $0 0.00% $0 0.00% $0 0.04% $19,962
C 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
C- 0.30% $11,569 0.00% $0 0.00% $0 0.00% $0 0.21% $11,569
D 0.64% $17,373 0.00% $0 0.00% $0 0.00% $0 0.57% $17,373
Loss by Characteristic % Orig $ % Orig $ % Orig $ % Orig $ % Orig $
Low Doc 0.09% $11,569 0.00% $0 0.00% $0 0.00% $0 0.08% $11,569
2-4 Unit 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
NIV 0.62% $31,252 0.00% $0 0.00% $0 0.00% $0 0.23% $31,252
Non-Owner 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
90+ & REO                    
A/A-, B , C 5.77% 9.06% 0.00% 0.00% 3.85% 10.37% 2.37% 9.92% 4.79% 9.29%
C- , D, NON 30.32% 33.91% 100.00% 0.00% 12.46% 48.21% 48.46% 0.00% 28.27% 33.58%
2-4, LOW , NIV 15.23% 6.12% 0.00% 0.00% 6.66% 0.00% 4.76% 10.72% 11.96% 6.31%
As of: Dec 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 1543 $100,352,178 12 $961,082 624 $41,736,502 133 $9,779,902 2312 $152,829,665
LTV/WAC 72.61% 10.89% 74.93% 10.73% 73.67% 11.25% 70.50% 9.89% 72.78% 10.93%
A/A- 511 $39,704,417 7 $605,186 332 $25,433,309 79 $6,154,879 929 $71,897,790
B 553 $35,121,745 3 $258,484 153 $9,537,110 36 $2,301,715 745 $47,219,053
C 347 $19,888,354 1 $29,706 101 $4,926,247 17 $1,203,355 466 $26,047,661
C- 75 $2,930,051 0 $0 23 $1,135,747 1 $119,955 99 $4,185,753
D 57 $2,707,611 1 $67,707 15 $704,089 0 $0 73 $3,479,407
Paid Off 25.84% $36,839,752 22.19% $279,000 18.45% $9,792,899 17.47% $2,188,600 23.44% $49,100,251
Status                    
CURRENT 1263 $81,994,144 9 $669,448 487 $33,450,931 119 $8,660,953 1878 $124,775,476
30-59 73 $4,612,665 0 $0 25 $1,267,669 3 $213,722 101 $6,094,056
60-89 24 $2,190,319 0 $0 14 $1,071,338 2 $129,454 40 $3,391,111
90-119 24 $1,314,359 1 $77,633 17 $1,002,078 0 $0 42 $2,394,070
120-179 29 $1,957,613 0 $0 15 $1,121,514 2 $166,412 46 $3,245,539
180-269 38 $2,986,374 0 $0 14 $962,889 2 $273,706 54 $4,222,969
270-359 28 $1,792,683 1 $110,251 16 $962,237 1 $48,286 46 $2,913,457
360+ 36 $2,198,804 1 $103,750 14 $689,830 0 $0 51 $2,992,384
REO 28 $1,305,217 0 $0 22 $1,208,014 4 $287,370 54 $2,800,602
90+REO 183 $11,555,051 3 $291,634 98 $5,946,563 9 $775,774 293 $18,569,022
Loss To Date                    
% to Original 0.00% $0 7.01% $88,106 0.00% $0 0.64% $80,156 0.08% $168,263
Severity 0.00%   87.88%   0.00%   39.21%   55.22%  
Loss To Date by Grade % Orig $ % Orig $ % Orig $ % Orig $ % Orig $
A/A- 0.04% $22,602 0.00% $0 0.00% $0 0.00% $0 0.02% $22,602
B 0.18% $88,858 0.00% $0 0.43% $53,033 0.00% $0 0.21% $141,891
C 0.16% $41,933 0.00% $0 0.54% $35,074 0.00% $0 0.22% $77,006
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 1.09% $52,736 0.00% $0 0.41% $53,033 0.00% $0 0.55% $105,769
Non-Owner 0.41% $41,933 0.00% $0 0.00% $0 0.00% $0 0.27% $41,933
90+ & REO                    
A/A-, B , C 5.47% 11.67% 35.36% 30.03% 9.34% 19.60% 3.81% 4.62% 6.95% 13.03%
C- , D, NON 17.98% 22.89% 0.00% 0.00% 37.71% 35.27% 100.00% 0.00% 25.68% 24.95%
2-4, LOW , NIV 23.08% 9.77% 0.00% 0.00% 14.85% 23.50% 0.00% 0.00% 19.27% 10.02%
As of: Dec 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 1100 $69,809,823 39 $3,229,717 1019 $73,535,831 2158 $146,575,370
LTV/WAC 74.46% 9.79% 81.71% 10.15% 77.01% 10.30% 75.90% 10.05%
A/A- 614 $42,531,253 26 $2,174,163 586 $48,495,285 1226 $93,200,700
B 298 $18,275,159 11 $977,741 275 $17,526,742 584 $36,779,642
C 93 $4,472,508 2 $77,814 107 $5,134,884 202 $9,685,206
C- 27 $1,018,327 0 $0 12 $553,200 39 $1,571,527
D 48 $1,751,830 0 $0 38 $1,777,434 86 $3,529,264
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 38.16% $44,649,685 36.47% $1,909,123 31.31% $34,234,249 34.89% $80,793,057
Status                
CURRENT 974 $61,294,500 37 $3,082,496 857 $62,758,576 1868 $127,135,572
30-59 21 $1,132,606 0 $0 25 $1,685,596 46 $2,818,202
60-89 9 $737,324 0 $0 14 $1,162,953 23 $1,900,277
90-119 11 $764,739 2 $147,221 11 $585,805 24 $1,497,765
120-179 15 $767,465 0 $0 17 $1,240,314 32 $2,007,779
180-269 21 $1,800,051 0 $0 24 $1,393,031 45 $3,193,082
270-359 7 $538,835 0 $0 10 $524,076 17 $1,062,911
360+ 23 $1,277,256 0 $0 31 $1,808,131 54 $3,085,387
REO 19 $1,497,048 0 $0 30 $2,377,348 49 $3,874,396
90+REO 96 $6,645,394 2 $147,221 123 $7,928,705 221 $14,721,320
Loss To Date                
% to Original 1.26% $1,476,455 0.07% $3,542 3.01% $3,287,836 2.06% $4,767,833
Severity 45.93%   3.66%   52.88%   50.03%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.64% $453,703 0.45% $14,257 1.30% $883,942 0.95% $1,351,902
B 1.91% $589,325 0.00% $0 4.92% $1,368,677 3.25% $1,958,002
C 2.22% $192,057 0.00% $0 5.73% $510,464 3.97% $702,521
C- 2.82% $68,385 0.00% $0 10.07% $108,579 5.05% $176,964
D 3.67% $157,808 -3.83% ($10,716) 12.34% $416,174 7.09% $563,266
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 6.10% 15.10% 6.80% 0.00% 7.30% 16.60% 6.70% 15.40%
C- , D, NON 7.70% 32.20% 0.00% 0.00% 24.30% 24.40% 13.50% 28.30%
2-4, LOW, NIV 14.00% 8.70% 22.80% 0.00% 12.00% 13.10% 13.10% 9.70%
As of: Dec 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 891 $51,132,066 12 $830,113 903 $69,548,000 1806 $121,510,179
LTV/WAC 72.34% 9.47% 82.33% 10.90% 75.06% 9.70% 73.97% 9.61%
A/A- 535 $36,723,561 3 $265,315 529 $47,064,568 1067 $84,053,443
B 182 $8,420,435 7 $497,497 231 $15,857,315 420 $24,775,246
C 73 $2,427,103 0 $0 61 $3,072,692 134 $5,499,794
C- 36 $1,237,848 0 $0 13 $878,620 49 $2,116,469
D 61 $1,954,287 2 $67,301 69 $2,674,805 132 $4,696,394
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 36.80% $31,431,957 45.35% $644,050 34.17% $37,287,620 35.40% $69,363,627
Delinquency Status                
CURRENT 804 $46,474,500 10 $735,804 793 $62,353,279 1607 $109,563,583
30-59 20 $1,014,063 0 $0 20 $1,512,962 40 $2,527,025
60-89 14 $653,661 0 $0 11 $946,406 25 $1,600,067
90-119 7 $341,527 0 $0 6 $301,026 13 $642,553
120-179 9 $817,319 2 $94,309 12 $613,097 23 $1,524,725
180-269 10 $550,556 0 $0 16 $1,059,351 26 $1,609,907
270-359 7 $307,799 0 $0 11 $994,194 18 $1,301,993
360+ 13 $664,772 0 $0 20 $967,212 33 $1,631,984
REO 7 $307,870 0 $0 14 $800,473 21 $1,108,343
90+REO 53 $2,989,843 2 $94,309 79 $4,735,353 134 $7,819,505
Loss To Date                
% to Original Pool Balance 1.58% $1,346,754 4.12% $58,550 2.93% $3,193,869 2.35% $4,599,173
Severity 47.02%   32.53%   46.96%   46.72%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.44% $248,376 8.53% $58,550 1.37% $936,789 0.99% $1,243,715
B 1.96% $282,008 0.00% $0 3.14% $820,335 2.69% $1,102,343
C 6.92% $424,958 0.00% $0 9.62% $584,206 8.19% $1,009,164
C- 2.14% $49,107 0.00% $0 9.25% $174,380 5.30% $223,487
D 6.08% $342,305 0.00% $0 10.06% $678,158 8.20% $1,020,463
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 6.46% $170,595 2.90% $359,376
2-4 Unit 2.34% $177,767 0.00% $0 3.69% $405,578 3.06% $583,345
NIV 1.83% $255,855 1.82% $14,257 3.82% $1,186,405 3.18% $1,456,517
Non-Owner 2.00% $146,486 0.00% $0 7.55% $700,172 5.08% $846,658
90+ & REO as % Rem                
A/A- , B, C 4.40% 5.30% 0.00% 11.80% 3.50% 9.60% 3.90% 8.20%
C- , D, NON 4.60% 25.70% 0.00% 53.20% 22.20% 26.50% 11.90% 26.60%
2-4, LOW, NIV 0.00% 13.50% 0.00% 0.00% 0.60% 11.80% 0.40% 12.60%
As of: Dec 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 1599 $84,639,059 276 $25,270,430 991 $74,418,444 2866 $184,327,933
LTV/WAC 72.91% 9.76% 80.42% 10.02% 74.00% 9.61% 74.38% 9.74%
A/A- 1029 $61,836,435 180 $18,438,630 605 $52,777,428 1814 $133,052,493
B 355 $16,091,696 57 $4,286,269 264 $16,333,168 676 $36,711,133
C 116 $3,715,288 14 $635,264 64 $2,845,937 194 $7,196,489
C- 46 $1,464,330 2 $215,526 16 $555,688 64 $2,235,544
D 53 $1,531,310 23 $1,694,740 42 $1,906,224 118 $5,132,275
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 53.24% $104,146,900 51.75% $28,045,318 44.44% $61,920,643 49.88% $194,112,861
Delinquency Status                
CURRENT 1451 $76,592,802 232 $21,936,117 865 $66,053,564 2548 $164,582,483
30-59 30 $1,465,750 3 $365,526 23 $1,403,561 56 $3,234,837
60-89 9 $414,569 5 $255,105 13 $801,079 27 $1,470,753
90-119 10 $313,334 2 $173,444 8 $423,853 20 $910,631
120-179 12 $395,863 5 $355,677 17 $1,343,703 34 $2,095,243
180-269 23 $1,254,089 8 $587,623 11 $774,081 42 $2,615,793
270-359 18 $1,405,103 5 $291,657 9 $707,955 32 $2,404,715
360+ 22 $1,096,810 9 $677,569 26 $1,820,864 57 $3,595,243
REO 24 $1,700,739 7 $627,712 19 $1,089,783 50 $3,418,234
90+REO 109 $6,165,938 36 $2,713,682 90 $6,160,239 235 $15,039,859
Loss To Date                
% to Original Pool Balance 1.49% $2,923,601 3.91% $2,116,215 4.54% $6,321,716 2.92% $11,361,532
Severity 47.93%   46.55%   55.08%   51.36%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 1.01% $1,397,435 2.81% $1,070,488 2.16% $1,923,782 1.65% $4,391,705
B 1.97% $727,675 5.03% $453,333 7.48% $2,544,772 4.66% $3,725,780
C 2.17% $219,734 9.97% $267,332 12.49% $985,662 7.12% $1,472,728
C- 2.96% $128,897 10.92% $57,310 9.70% $128,983 5.08% $315,190
D 7.94% $449,859 7.01% $267,751 10.65% $738,517 8.87% $1,456,127
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 3.30% $217,700 0.00% $0 2.78% $155,216 3.06% $372,916
2-4 Unit 1.32% $48,993 0.00% $0 4.97% $325,785 3.65% $374,778
NIV 2.56% $364,329 21.61% $58,550 4.06% $1,237,143 3.69% $1,660,022
Non-Owner 5.17% $212,147 0.00% $0 7.03% $566,050 6.38% $778,197
90+ & REO as % Rem                
A/A- , B, C 5.20% 12.20% 6.50% 10.60% 4.30% 14.20% 5.00% 12.90%
C- , D, NON 13.90% 14.50% 100.00% 44.40% 27.80% 31.40% 25.60% 30.60%
2-4, LOW, NIV 19.20% 9.80% 7.80% 12.80% 10.00% 3.30% 13.20% 9.20%
As of: Dec 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 877 $43,899,908 273 $24,122,257 518 $36,803,930 1668 $104,826,094
LTV/WAC 71.53% 10.28% 81.62% 9.79% 74.97% 9.77% 75.06% 9.99%
A/A- 461 $29,449,733 196 $18,420,661 316 $25,278,671 973 $73,149,065
B 238 $9,570,820 50 $4,270,762 150 $9,587,801 438 $23,429,383
C 85 $2,553,822 14 $752,852 30 $1,054,817 129 $4,361,491
C- 52 $1,316,571 0 $0 6 $279,660 58 $1,596,231
D 41 $1,008,961 13 $677,981 16 $602,982 70 $2,289,925
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 57.91% $65,853,940 54.28% $29,791,447 52.64% $42,949,756 55.40% $138,595,143
Delinquency Status                
CURRENT 793 $39,601,081 235 $21,055,908 461 $32,868,522 1489 $93,525,511
30-59 26 $1,091,245 3 $127,037 7 $455,104 36 $1,673,386
60-89 8 $281,228 4 $511,542 1 $47,541 13 $840,311
90-119 3 $234,828 2 $80,225 4 $405,421 9 $720,474
120-179 10 $595,780 6 $542,247 10 $867,499 26 $2,005,526
180-269 10 $594,629 8 $522,771 7 $295,073 25 $1,412,473
270-359 6 $426,424 2 $122,491 7 $393,432 15 $942,347
360+ 10 $480,027 7 $709,722 14 $1,069,209 31 $2,258,958
REO 11 $594,667 6 $450,314 7 $402,128 24 $1,447,109
90+REO 50 $2,926,355 31 $2,427,770 49 $3,432,762 130 $8,786,887
Loss To Date                
% to Original Pool Balance 2.38% $2,706,496 4.08% $2,240,182 4.95% $4,041,729 3.59% $8,988,407
Severity 53.62%   54.03%   48.57%   51.32%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 1.31% $904,459 3.48% $1,397,105 3.77% $1,829,017 2.62% $4,130,581
B 3.96% $1,022,399 3.18% $282,426 4.62% $1,169,812 4.13% $2,474,637
C 4.52% $413,396 9.49% $232,731 11.52% $514,229 7.23% $1,160,356
C- 1.66% $81,179 15.20% $39,053 6.34% $39,564 2.76% $159,796
D 6.23% $285,063 9.14% $288,867 17.92% $489,107 10.16% $1,063,037
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 3.01% $953,917 0.00% $0 13.03% $343,875 3.72% $1,297,792
2-4 Unit 0.40% $33,927 19.21% $768,570 9.93% $837,431 7.87% $1,639,927
NIV 1.95% $361,793 2.59% $254,112 4.47% $1,946,565 3.56% $2,562,470
Non-Owner 3.47% $268,197 78.39% $134,823 7.83% $744,280 6.59% $1,147,300
90+ & REO as % Rem                
A/A- , B, C 3.60% 12.60% 6.90% 17.70% 5.30% 16.00% 5.00% 14.90%
C- , D, NON 11.40% 16.40% 0.00% 44.10% 10.20% 53.50% 11.20% 34.40%
2-4, LOW, NIV 1.80% 9.50% 22.10% 28.70% 8.00% 11.10% 9.30% 10.90%
As of: Dec 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 593 $25,987,876 194 $15,649,798 217 $14,312,577 1004 $55,950,250
LTV/WAC 70.73% 10.37% 78.80% 10.25% 72.89% 9.92% 73.54% 10.22%
A/A- 336 $18,708,607 123 $11,411,593 135 $10,159,117 594 $40,279,316
B 119 $4,219,296 37 $2,448,249 55 $3,185,318 211 $9,852,864
C 45 $1,211,530 19 $1,007,027 13 $507,513 77 $2,726,069
C- 59 $1,063,524 1 $28,586 2 $60,666 62 $1,152,776
D 34 $784,919 14 $754,343 12 $399,963 60 $1,939,225
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 63.07% $49,776,139 60.16% $24,528,934 52.25% $16,403,896 60.04% $90,708,969
Delinquency Status                
CURRENT 538 $23,310,220 164 $13,164,370 188 $12,810,569 890 $49,285,159
30-59 15 $461,282 4 $297,225 8 $524,733 27 $1,283,240
60-89 4 $192,406 1 $46,313 2 $50,712 7 $289,431
90-119 1 $26,378 3 $335,951 3 $190,274 7 $552,603
120-179 6 $261,217 3 $170,110 1 $20,631 10 $451,958
180-269 15 $898,670 1 $92,703 4 $191,946 20 $1,183,319
270-359 2 $192,607 2 $256,448 4 $202,977 8 $652,032
360+ 8 $467,731 10 $710,861 6 $289,874 24 $1,468,466
REO 4 $177,366 6 $575,817 1 $30,861 11 $784,044
90+REO 36 $2,023,969 25 $2,141,890 19 $926,563 80 $5,092,422
Loss To Date                
% to Original Pool Balance 2.80% $2,209,475 7.15% $2,913,914 5.78% $1,815,237 4.59% $6,938,626
Severity 68.79%   51.80%   52.78%   56.52%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 1.83% $943,511 5.44% $1,485,054 2.97% $603,341 3.06% $3,031,906
B 5.09% $666,732 9.73% $724,025 7.50% $581,129 6.97% $1,971,886
C 4.77% $260,817 10.24% $363,951 13.87% $243,036 8.05% $867,804
C- 1.42% $74,328 7.19% $28,939 26.28% $107,210 3.48% $210,477
D 7.44% $264,087 14.84% $311,945 23.54% $280,520 12.52% $856,552
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 2.39% $563,671 2.87% $62,545 4.03% $51,655 2.51% $677,871
2-4 Unit 5.47% $247,642 10.56% $494,052 6.75% $447,468 7.51% $1,189,162
NIV 2.12% $313,508 5.36% $560,174 4.79% $1,480,202 4.19% $2,353,884
Non-Owner 4.04% $235,381 15.81% $77,838 8.43% $638,970 6.85% $952,189
90+ & REO as % Rem                
A/A- , B, C 5.10% 13.90% 9.80% 23.90% 4.20% 9.50% 6.20% 15.00%
C- , D, NON 7.30% 24.50% 0.00% 43.30% 37.20% 22.60% 8.70% 31.40%
2-4, LOW, NIV 11.00% 5.40% 20.30% 12.20% 5.20% 0.00% 12.30% 5.40%
As of: Dec 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 869 $41,039,217 170 $11,972,013 306 $19,000,766 1345 $72,011,996
LTV/WAC 69.16% 10.41% 77.34% 10.54% 71.60% 10.10% 71.17% 10.35%
A/A- 496 $28,429,117 105 $8,232,162 181 $13,270,167 782 $49,931,445
B 188 $7,652,473 41 $2,559,932 80 $4,233,111 309 $14,445,516
C 96 $2,490,548 12 $538,237 23 $774,288 131 $3,803,073
C- 43 $1,172,515 2 $111,742 6 $190,795 51 $1,475,052
D 46 $1,294,564 10 $529,940 16 $532,405 72 $2,356,909
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 64.78% $84,152,800 70.79% $30,234,362 57.61% $27,045,925 64.42% $141,433,087
Delinquency Status                
CURRENT 799 $37,559,947 142 $9,853,965 275 $17,282,929 1216 $64,696,841
30-59 11 $284,994 4 $294,805 5 $272,748 20 $852,547
60-89 4 $131,030 3 $175,169 5 $309,369 12 $615,568
90-119 6 $291,286 3 $124,661 1 $65,480 10 $481,427
120-179 12 $593,077 2 $98,289 3 $130,394 17 $821,760
180-269 9 $352,615 2 $77,678 4 $261,837 15 $692,130
270-359 10 $354,353 1 $150,260 2 $158,576 13 $663,189
360+ 12 $864,345 8 $975,252 5 $190,162 25 $2,029,759
REO 6 $607,570 5 $221,935 6 $329,270 17 $1,158,775
90+REO 55 $3,063,246 21 $1,648,075 21 $1,135,719 97 $5,847,040
Loss To Date                
% to Original Pool Balance 2.67% $3,465,126 9.05% $3,865,684 6.71% $3,148,957 4.77% $10,479,767
Severity 59.36%   59.92%   63.86%   60.86%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 1.16% $961,494 5.70% $1,642,154 4.38% $1,229,016 2.74% $3,832,664
B 3.04% $798,779 10.98% $924,190 7.92% $975,923 5.74% $2,698,892
C 7.37% $713,206 24.39% $569,443 18.72% $504,563 12.15% $1,787,212
C- 4.12% $220,361 9.54% $60,748 4.81% $48,435 4.71% $329,544
D 13.86% $771,286 26.40% $669,149 13.58% $391,020 16.68% $1,831,455
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 2.57% $568,964 4.38% $72,201 6.90% $36,376 2.78% $677,541
2-4 Unit 4.20% $99,676 24.33% $814,238 1.69% $33,740 12.28% $947,653
NIV 4.27% $511,287 10.63% $1,222,934 6.02% $759,576 6.91% $2,493,797
Non-Owner 7.72% $403,758 71.28% $529,085 8.11% $259,939 12.99% $1,192,782
90+ & REO as % Rem                
A/A- , B, C 6.60% 5.40% 3.90% 32.70% 4.50% 7.40% 5.60% 10.80%
C- , D, NON 8.30% 23.50% 53.70% 68.00% 18.00% 17.00% 13.00% 32.00%
2-4, LOW, NIV 7.90% 7.50% 22.20% 0.00% 3.90% 0.00% 10.00% 7.10%
As of: Dec 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 550 $25,832,940 170 $12,638,599 226 $13,830,360 946 $52,301,899
LTV/WAC 71.36% 10.45% 77.06% 10.79% 71.45% 10.11% 72.77% 10.44%
A/A- 308 $17,026,023 95 $7,637,156 147 $9,861,499 550 $34,524,678
B 134 $5,929,525 44 $3,615,350 49 $2,891,008 227 $12,435,883
C 68 $1,704,587 15 $832,175 18 $618,196 101 $3,154,958
C- 20 $637,778 5 $179,874 3 $100,294 28 $917,947
D 20 $535,028 11 $374,044 9 $359,362 40 $1,268,434
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 69.07% $64,327,400 69.87% $30,947,263 63.59% $25,702,099 68.02% $120,976,762
Delinquency Status                
CURRENT 504 $23,157,068 139 $10,519,804 200 $12,489,424 843 $46,166,296
30-59 13 $577,723 4 $205,577 2 $53,773 19 $837,073
60-89 5 $329,000 1 $68,832 2 $133,697 8 $531,529
90-119 6 $402,557 2 $101,440 3 $182,149 11 $686,146
120-179 4 $132,244 4 $255,068 4 $215,200 12 $602,512
180-269 4 $377,745 5 $311,626 3 $162,260 12 $851,631
270-359 1 $158,651 2 $218,044 1 $32,494 4 $409,189
360+ 10 $583,136 12 $761,804 7 $301,980 29 $1,646,920
REO 3 $114,816 1 $196,404 4 $259,383 8 $570,603
90+REO 28 $1,769,149 26 $1,844,386 22 $1,153,466 76 $4,767,001
Loss To Date                
% to Original Pool Balance 2.26% $2,100,332 5.11% $2,265,212 5.29% $2,136,107 3.66% $6,501,651
Severity 49.89%   56.12%   51.46%   52.44%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 1.40% $812,352 4.43% $1,253,566 3.64% $969,540 2.68% $3,035,458
B 3.06% $611,860 6.37% $592,778 5.71% $457,302 4.45% $1,661,940
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 7.30% $265,636 7.71% $166,593 14.97% $313,532 9.44% $745,761
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 3.68% $1,455,158 16.82% $174,319 12.71% $156,811 4.27% $1,786,288
2-4 Unit 3.59% $294,787 24.52% $1,168,040 5.51% $164,056 10.20% $1,626,883
NIV 2.28% $334,267 8.89% $1,122,715 9.92% $1,699,978 7.11% $3,156,960
Non-Owner 6.74% $470,772 54.25% $691,510 14.82% $968,274 14.40% $2,130,556
90+ & REO as % Rem                
A/A- , B, C 3.10% 15.60% 13.10% 14.00% 4.30% 20.80% 5.70% 16.40%
C- , D, NON 10.90% 8.30% 41.30% 23.90% 0.00% 14.50% 15.60% 14.70%
2-4, LOW, NIV 2.30% 8.30% 12.20% 16.90% 11.60% 0.00% 8.20% 9.30%
As of: Dec 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 521 $24,024,982 212 $11,929,867 207 $14,492,606 940 $50,447,454
LTV/WAC 69.89% 10.18% 68.40% 10.74% 69.68% 9.79% 69.48% 10.20%
A/A- 304 $16,229,812 100 $6,033,054 140 $10,981,911 544 $33,244,778
B 113 $4,660,103 63 $3,712,054 42 $2,645,150 218 $11,017,307
C 70 $2,146,289 36 $1,739,616 11 $396,733 117 $4,282,638
C- 16 $405,830 4 $100,050 5 $148,372 25 $654,252
D 17 $543,399 9 $345,092 9 $320,440 35 $1,208,931
Unknown 1 $39,549 0 $0 0 $0 1 $39,549
Paid Off 72.04% $70,138,900 75.12% $38,268,066 63.03% $26,455,933 70.88% $134,862,899
Delinquency Status                
CURRENT 486 $22,182,061 192 $10,994,778 187 $13,331,998 865 $46,508,837
30-59 8 $395,698 5 $259,690 3 $181,123 16 $836,511
60-89 4 $199,045 0 $0 1 $56,987 5 $256,032
90-119 2 $92,783 2 $83,526 2 $76,927 6 $253,236
120-179 5 $255,731 2 $83,121 3 $238,917 10 $577,769
180-269 5 $320,175 4 $267,735 5 $211,591 14 $799,501
270-359 2 $77,429 1 $11,612 1 $42,076 4 $131,117
360+ 6 $328,166 3 $90,599 4 $325,727 13 $744,492
REO 3 $173,893 3 $138,805 1 $27,261 7 $339,959
90+REO 23 $1,248,177 15 $675,398 16 $922,499 54 $2,846,074
Loss To Date                
% to Original Pool Balance 1.40% $1,359,233 4.35% $2,217,151 4.85% $2,035,241 2.95% $5,611,625
Severity 37.85%   59.99%   47.68%   48.56%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.70% $427,626 2.48% $619,474 3.67% $978,133 1.80% $2,025,233
B 1.94% $421,758 4.18% $585,306 6.10% $574,003 3.50% $1,581,067
C 2.53% $214,143 7.81% $535,613 8.55% $261,847 5.51% $1,011,603
C- 3.75% $93,504 3.41% $50,959 4.85% $42,111 3.84% $186,574
D 5.68% $202,201 11.94% $425,800 9.14% $179,148 8.88% $807,149
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 2.78% $334,476 4.56% $515,578 5.07% $779,076 4.21% $1,629,130
Non-Owner 9.67% $356,879 26.57% $263,542 8.53% $461,916 10.72% $1,082,337
90+ & REO as % Rem                
A/A- , B, C 2.00% 8.50% 1.60% 6.30% 0.90% 19.50% 1.60% 10.40%
C- , D, NON 28.50% 10.60% 0.00% 3.40% 48.50% 63.90% 28.70% 22.70%
2-4, LOW, NIV 10.80% 6.70% 0.00% 14.00% 0.00% 0.00% 3.90% 7.50%
As of: Dec 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 606 $29,431,015 182 $10,198,623 274 $18,700,665 1062 $58,330,303
LTV/WAC 69.81% 9.90% 69.50% 11.51% 67.24% 9.85% 68.93% 10.16%
A/A- 357 $20,399,806 51 $3,885,128 178 $13,356,900 586 $37,641,834
B 147 $6,196,095 51 $2,982,813 55 $3,532,708 253 $12,711,616
C 58 $1,708,315 39 $1,707,650 25 $1,127,527 122 $4,543,493
C- 13 $341,305 11 $371,835 2 $120,732 26 $833,873
D 31 $785,493 30 $1,251,197 14 $562,798 75 $2,599,487
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 70.31% $79,214,900 76.90% $36,401,598 64.88% $36,858,950 70.33% $152,475,448
Delinquency Status                
CURRENT 558 $27,479,835 139 $8,193,600 247 $17,385,239 944 $53,058,674
30-59 8 $229,135 5 $254,160 2 $129,765 15 $613,060
60-89 7 $482,107 4 $170,440 5 $280,524 16 $933,071
90-119 4 $149,878 2 $64,555 2 $46,581 8 $261,014
120-179 5 $147,403 5 $193,716 8 $298,725 18 $639,844
180-269 7 $225,782 5 $128,054 3 $184,140 15 $537,976
270-359 6 $185,355 3 $200,867 0 $0 9 $386,222
360+ 7 $284,145 16 $804,021 3 $173,726 26 $1,261,892
REO 4 $247,376 3 $189,211 4 $201,965 11 $638,552
90+REO 33 $1,239,939 34 $1,580,424 20 $905,137 87 $3,725,500
Loss To Date                
% to Original Pool Balance 1.68% $1,888,981 8.17% $3,865,051 3.96% $2,249,651 3.69% $8,003,683
Severity 46.09%   63.01%   39.91%   50.44%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.86% $604,353 5.11% $924,663 2.45% $887,405 1.94% $2,416,421
B 1.33% $341,639 6.79% $784,051 4.19% $511,863 3.31% $1,637,553
C 3.83% $353,619 10.69% $802,633 9.64% $409,781 7.46% $1,566,033
C- 4.64% $100,549 17.75% $427,136 5.41% $59,473 10.35% $587,158
D 8.67% $488,820 11.99% $926,569 12.92% $381,130 11.01% $1,796,519
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 0.91% $210,486 5.83% $190,918 10.33% $100,029 1.84% $501,433
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 13.41% $584,958 8.23% $887,051
90+ & REO as % Rem                
A/A- , B, C 2.60% 6.60% 2.50% 19.00% 3.30% 5.50% 2.80% 9.20%
C- , D, NON 6.90% 10.70% 16.60% 48.60% 0.00% 33.10% 10.20% 33.80%
2-4, LOW, NIV 3.60% 6.90% 0.00% 9.60% 1.50% 16.90% 2.10% 8.20%
As of: Dec 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 471 $21,897,571 219 $12,856,357 271 $18,000,278 961 $52,754,207
LTV/WAC 70.94% 10.25% 68.54% 12.05% 66.97% 10.14% 69.00% 10.65%
A/A- 281 $15,279,926 72 $4,820,117 162 $12,501,554 515 $32,601,597
B 94 $3,890,220 36 $2,218,513 58 $3,526,232 188 $9,634,965
C 50 $1,385,049 40 $2,154,946 34 $1,225,653 124 $4,765,648
C- 19 $670,640 22 $1,234,820 4 $141,192 45 $2,046,652
D 27 $671,736 49 $2,427,961 13 $605,648 89 $3,705,345
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 75.30% $76,649,900 81.69% $60,056,625 71.47% $47,972,032 76.17% $184,678,557
Delinquency Status                
CURRENT 416 $19,118,080 150 $8,578,179 229 $16,013,444 795 $43,709,703
30-59 14 $548,793 5 $336,798 10 $578,456 29 $1,464,047
60-89 11 $297,169 5 $375,232 4 $145,077 20 $817,478
90-119 4 $257,173 5 $180,111 2 $121,929 11 $559,213
120-179 5 $239,040 5 $435,940 3 $155,290 13 $830,270
180-269 6 $321,072 11 $746,104 2 $69,360 19 $1,136,536
270-359 3 $223,636 5 $246,291 5 $234,194 13 $704,121
360+ 11 $771,817 31 $1,868,847 11 $484,185 53 $3,124,849
REO 1 $120,790 2 $88,856 5 $198,343 8 $407,989
90+REO 30 $1,933,528 59 $3,566,149 28 $1,263,301 117 $6,762,978
Loss To Date                
% to Original Pool Balance 0.88% $892,338 11.93% $8,769,190 4.03% $2,702,393 5.10% $12,363,921
Severity 39.13%   64.28%   48.56%   57.54%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.37% $238,076 8.02% $2,051,505 1.22% $489,788 2.14% $2,779,369
B 1.61% $312,722 9.80% $1,367,175 5.69% $898,607 5.25% $2,578,504
C 1.25% $121,270 14.50% $1,891,786 12.20% $848,782 9.64% $2,861,838
C- 2.26% $84,377 12.69% $675,392 7.95% $83,065 8.34% $842,834
D 2.73% $135,892 17.80% $2,783,331 11.89% $382,150 13.85% $3,301,373
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 8.77% $1,733,752 5.55% $1,281,109 6.68% $3,230,203
Non-Owner 6.42% $377,426 45.72% $961,338 6.70% $530,002 11.76% $1,868,766
90+ & REO as % Rem                
A/A- , B, C 6.70% 12.70% 13.40% 23.30% 5.00% 8.50% 7.10% 13.60%
C- , D, NON 23.60% 25.10% 47.30% 45.50% 25.10% 11.10% 38.00% 36.20%
2-4, LOW, NIV 19.20% 14.70% 34.20% 32.90% 9.90% 9.40% 19.30% 15.40%
As of: Dec 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 308 $12,122,325 135 $8,920,753 183 $10,606,449 626 $31,649,527
LTV/WAC 62.31% 10.47% 67.17% 12.43% 65.60% 10.49% 64.78% 11.03%
A/A- 141 $6,235,391 33 $2,409,385 114 $7,253,490 288 $15,898,266
B 80 $3,481,112 19 $1,383,593 40 $2,162,088 139 $7,026,792
C 56 $1,660,467 22 $1,429,278 29 $1,190,871 107 $4,280,616
C- 17 $393,843 17 $1,107,999 0 $0 34 $1,501,842
D 14 $351,512 44 $2,590,499 0 $0 58 $2,942,011
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 81.14% $60,773,300 82.47% $43,920,924 75.92% $35,917,028 80.14% $140,611,252
Delinquency Status                
CURRENT 287 $10,997,045 97 $6,325,958 162 $9,581,848 546 $26,904,851
30-59 2 $188,202 4 $261,432 1 $52,247 7 $501,881
60-89 1 $49,717 1 $41,325 3 $114,886 5 $205,928
90-119 2 $25,997 4 $318,274 1 $74,384 7 $418,655
120-179 5 $414,789 3 $115,169 4 $209,339 12 $739,297
180-269 2 $75,167 2 $242,231 6 $311,632 10 $629,030
270-359 1 $64,441 3 $162,382 1 $20,655 5 $247,478
360+ 6 $200,080 18 $1,263,661 5 $241,458 29 $1,705,199
REO 2 $106,885 3 $190,321 0 $0 5 $297,206
90+REO 18 $887,359 33 $2,292,038 17 $857,468 68 $4,036,865
Loss To Date                
% to Original Pool Balance 0.96% $717,421 8.15% $4,341,289 4.16% $1,970,227 4.01% $7,028,937
Severity 45.36%   54.93%   46.44%   51.20%  
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 1.25% $140,837 5.31% $367,781 7.44% $495,078 4.04% $1,003,696
C- 1.94% $105,501 8.17% $535,733 0.00% $0 5.35% $641,234
D 5.88% $213,351 15.23% $2,961,947 25.53% $28,117 13.82% $3,203,415
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 1.25% $49,620 25.46% $2,187,457 7.93% $429,542 14.84% $2,666,618
NIV 0.69% $92,704 9.82% $2,924,918 5.84% $1,686,980 6.52% $4,704,602
Non-Owner 4.98% $223,537 56.53% $2,357,270 8.79% $754,619 19.34% $3,335,426
90+ & REO as % Rem                
A/A- , B, C 5.50% 4.10% 13.80% 10.20% 6.00% 9.20% 7.00% 6.90%
C- , D, NON 13.30% 39.80% 41.60% 44.90% 0.00% 0.00% 34.20% 44.30%
2-4, LOW, NIV 0.00% 5.70% 24.00% 14.40% 17.80% 0.00% 15.30% 7.80%
As of: Dec 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 240 $10,057,051 131 $8,240,595 0 $0 371 $18,297,646
LTV/WAC 62.54% 10.57% 67.03% 11.98% 0.00% 0.00% 64.56% 11.21%
A/A- 102 $5,320,281 40 $3,232,154 0 $0 142 $8,552,435
B 43 $2,253,717 19 $1,264,656 0 $0 62 $3,518,372
C 44 $1,107,347 20 $1,255,145 0 $0 64 $2,362,491
C- 23 $831,961 10 $398,053 0 $0 33 $1,230,014
D 15 $348,141 42 $2,090,588 0 $0 57 $2,438,729
Unknown 13 $195,605 0 $0 0 $0 13 $195,605
Paid Off 80.94% $50,558,365 84.91% $48,747,590 0.00% $0 82.84% $99,305,955
Delinquency Status                
CURRENT 220 $9,155,519 100 $6,358,333 0 $0 320 $15,513,852
30-59 8 $396,899 2 $142,838 0 $0 10 $539,737
60-89 1 $97,936 1 $89,324 0 $0 2 $187,260
90-119 1 $9,191 2 $184,374 0 $0 3 $193,565
120-179 1 $11,817 4 $178,115 0 $0 5 $189,932
180-269 4 $169,721 3 $352,856 0 $0 7 $522,577
270-359 1 $45,656 2 $121,549 0 $0 3 $167,205
360+ 4 $170,311 14 $626,101 0 $0 18 $796,412
REO 0 $0 3 $187,104 0 $0 3 $187,104
90+REO 11 $406,696 28 $1,650,099 - $0 39 $2,056,795
Loss To Date                
% to Original Pool Balance 0.95% $591,199 10.98% $6,302,715 0.00% $0 5.75% $6,893,914
Severity 37.18%   54.54%   0.00%   52.44%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.68% $177,018 5.49% $775,030 0.00% $0 2.38% $952,048
B 0.10% $14,432 8.14% $607,082 0.00% $0 2.77% $621,514
C 0.70% $70,609 11.58% $991,797 0.00% $0 5.72% $1,062,406
C- 2.94% $175,734 8.43% $508,599 0.00% $0 5.70% $684,333
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 7.01% $350,792 8.28% $1,096,783
NIV 0.94% $163,940 9.90% $2,659,464 2.25% $148,669 5.85% $2,972,073
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% 1.50% 13.90% 9.60% 0.00% 0.00% 6.60% 4.40%
C- , D, NON 15.30% 33.30% 5.80% 41.20% 0.00% 0.00% 12.20% 40.10%
2-4, LOW, NIV 0.00% 2.50% 15.60% 20.00% 0.00% 0.00% 6.60% 5.20%
As of: Dec 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 171 $7,219,698 116 $7,422,455 0 $0 287 $14,642,152
LTV/WAC 65.55% 10.48% 65.38% 11.97% 0.00% 0.00% 65.46% 11.24%
A/A- 59 $3,008,529 38 $2,339,792 0 $0 97 $5,348,322
B 46 $2,067,035 12 $1,039,522 0 $0 58 $3,106,557
C 48 $1,707,140 16 $831,609 0 $0 64 $2,538,750
C- 13 $326,198 17 $967,537 0 $0 30 $1,293,735
D 5 $110,795 33 $2,243,994 0 $0 38 $2,354,789
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 79.86% $34,091,900 86.38% $49,626,866 0.00% $0 83.60% $83,718,766
Delinquency Status                
CURRENT 166 $7,005,313 101 $6,385,820 0 $0 267 $13,391,133
30-59 1 $71,514 3 $288,894 0 $0 4 $360,408
60-89 1 $39,699 1 $106,371 0 $0 2 $146,070
90-119 1 $33,371 0 $0 0 $0 1 $33,371
120-179 2 $69,800 4 $187,919 0 $0 6 $257,719
180-269 0 $0 2 $112,081 0 $0 2 $112,081
270-359 0 $0 1 $42,405 0 $0 1 $42,405
360+ 0 $0 4 $298,965 0 $0 4 $298,965
REO 0 $0 0 $0 0 $0 0 $0
90+REO 3 $103,171 11 $641,370 - $0 14 $744,541
Loss To Date                
% to Original Pool Balance 1.34% $573,225 7.45% $4,277,535 0.00% $0 4.84% $4,850,760
Severity 36.86%   49.32%   0.00%   47.43%  
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 9.71% $2,163,358 0.00% $0 9.26% $2,191,119
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% $253,765 12.27% $438,127 0.00% $0 2.77% $691,892
2-4 Unit 0.58% $17,289 29.56% $1,100,867 0.00% $0 16.66% $1,118,156
NIV 0.00% ($158) 11.89% $3,603,959 0.00% $0 9.79% $3,603,801
Non-Owner 2.23% $92,087 38.38% $939,015 0.00% $0 15.70% $1,031,102
90+ & REO as % Rem                
A/A- , B, C 0.00% 0.00% 3.40% 0.00% 0.00% 0.00% 1.50% 0.00%
C- , D, NON 21.40% 0.00% 12.00% 18.00% 0.00% 0.00% 14.30% 17.10%
2-4, LOW, NIV 0.00% 4.20% 0.00% 21.50% 0.00% 0.00% 0.00% 8.60%
As of: Dec 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 206 $8,133,056 75 $4,674,298 0 $0 281 $12,807,354
LTV/WAC 61.12% 10.25% 67.06% 12.27% 0.00% 0.00% 63.28% 10.98%
A/A- 88 $3,902,596 27 $1,947,535 0 $0 115 $5,850,131
B 42 $1,838,498 12 $783,875 0 $0 54 $2,622,373
C 56 $1,718,159 16 $850,364 0 $0 72 $2,568,523
C- 15 $565,653 11 $546,617 0 $0 26 $1,112,270
D 5 $108,150 9 $545,906 0 $0 14 $654,057
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 83.35% $48,686,300 84.24% $26,685,015 0.00% $0 83.66% $75,371,315
Delinquency Status                
CURRENT 195 $7,573,163 62 $3,912,633 0 $0 257 $11,485,796
30-59 5 $327,849 1 $38,269 0 $0 6 $366,118
60-89 0 $0 0 $0 0 $0 0 $0
90-119 1 $76,019 0 $0 0 $0 1 $76,019
120-179 2 $57,089 3 $232,902 0 $0 5 $289,991
180-269 2 $76,358 2 $105,285 0 $0 4 $181,643
270-359 1 $22,578 2 $143,668 0 $0 3 $166,246
360+ 0 $0 1 $27,545 0 $0 1 $27,545
REO 0 $0 4 $213,996 0 $0 4 $213,996
90+REO 6 $232,044 12 $723,396 - $0 18 $955,440
Loss To Date                
% to Original Pool Balance 0.41% $241,975 8.32% $2,635,795 0.00% $0 3.19% $2,877,770
Severity 17.83%   49.94%   0.00%   43.37%  
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 0.90% $130,951 7.32% $372,821 0.00% $0 2.57% $503,772
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 8.09% $2,275,149 0.00% $0 7.21% $2,324,423
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% 6.00% 4.10% 0.00% 0.00% 0.00% 1.40% 4.20%
C- , D, NON 3.50% 0.00% 26.30% 43.50% 0.00% 0.00% 14.70% 36.30%
2-4, LOW, NIV 0.00% 3.50% 32.10% 17.80% 0.00% 0.00% 12.40% 4.90%
As of: Dec 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 87 $2,832,147 27 $1,562,564 0 $0 114 $4,394,711
LTV/WAC 54.81% 11.33% 67.49% 12.15% 0.00% 0.00% 59.31% 11.62%
A/A- 36 $1,286,404 11 $732,988 0 $0 47 $2,019,392
B 30 $1,033,903 5 $288,258 0 $0 35 $1,322,160
C 15 $369,747 5 $161,403 0 $0 20 $531,150
C- 3 $53,072 5 $257,193 0 $0 8 $310,265
D 3 $89,020 1 $122,723 0 $0 4 $211,743
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 87.62% $25,042,800 91.73% $18,994,599 0.00% $0 89.35% $44,037,399
Delinquency Status                
CURRENT 85 $2,772,189 24 $1,421,937 0 $0 109 $4,194,126
30-59 2 $59,958 0 $0 0 $0 2 $59,958
60-89 0 $0 1 $52,763 0 $0 1 $52,763
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 $87,863 0 $0 2 $87,863
REO 0 $0 0 $0 0 $0 0 $0
90+REO - $0 2 $87,863 - $0 2 $87,863
Loss To Date                
% to Original Pool Balance 0.51% $146,611 12.27% $2,541,539 0.00% $0 5.45% $2,688,150
Severity 19.76%   55.27%   0.00%   50.34%  
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 34.52% $1,481,532 0.00% $0 28.22% $1,481,569
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 0.98% $89,851 9.55% $1,534,995 0.00% $0 6.44% $1,624,846
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% 14.50% 0.00% 0.00% 0.00% 12.00% 0.00%
2-4, LOW, NIV 0.00% 0.00% 16.00% 0.00% 0.00% 0.00% 11.40% 0.00%
As of: Dec 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 52 $1,692,788 26 $1,320,761 0 $0 78 $3,013,549
LTV/WAC 58.99% 12.01% 61.98% 13.49% 0.00% 0.00% 60.30% 12.66%
A/A- 22 $749,755 3 $237,860 0 $0 25 $987,616
B 11 $572,331 10 $441,201 0 $0 21 $1,013,533
C 15 $297,837 7 $309,203 0 $0 22 $607,040
C- 2 $42,095 3 $152,202 0 $0 5 $194,296
D 2 $30,769 3 $180,295 0 $0 5 $211,064
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 87.05% $14,267,400 93.89% $22,186,153 0.00% $0 91.09% $36,453,553
Delinquency Status                
CURRENT 51 $1,688,527 23 $1,198,829 0 $0 74 $2,887,356
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 $4,261 2 $99,282 0 $0 3 $103,543
180-269 0 $0 0 $0 0 $0 0 $0
270-359 0 $0 0 $0 0 $0 0 $0
360+ 0 $0 1 $22,650 0 $0 1 $22,650
REO 0 $0 0 $0 0 $0 0 $0
90+REO 1 $4,261 3 $121,932 - $0 4 $126,193
Loss To Date                
% to Original Pool Balance 0.92% $150,595 11.37% $2,685,793 0.00% $0 7.09% $2,836,388
Severity 46.68%   65.07%   0.00%   63.73%  
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 18.00% $874,207 0.00% $0 14.59% $878,527
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 13.11% $1,282,843 0.00% $0 8.45% $1,385,651
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% 6.70% 0.00% 0.00% 0.00% 2.90%
C- , D, NON 0.00% 0.00% 60.80% 0.00% 0.00% 0.00% 47.60% 0.00%
2-4, LOW, NIV 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
As of: Dec 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 61 $1,756,938 22 $1,008,083 0 $0 83 $2,765,021
LTV/WAC 52.84% 12.12% 67.11% 12.49% 0.00% 0.00% 58.04% 12.25%
A/A- 22 $545,633 9 $541,895 0 $0 31 $1,087,527
B 4 $172,896 3 $55,732 0 $0 7 $228,628
C 19 $556,204 6 $198,962 0 $0 25 $755,166
C- 6 $105,235 2 $171,067 0 $0 8 $276,302
D 10 $376,971 2 $40,428 0 $0 12 $417,398
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 89.63% $19,328,850 92.76% $14,408,881 0.00% $0 90.94% $33,737,731
Delinquency Status                
CURRENT 60 $1,736,139 17 $865,595 0 $0 77 $2,601,734
30-59 0 $0 2 $40,660 0 $0 2 $40,660
60-89 0 $0 0 $0 0 $0 0 $0
90-119 0 $0 1 $60,870 0 $0 1 $60,870
120-179 0 $0 1 $21,505 0 $0 1 $21,505
180-269 0 $0 0 $0 0 $0 0 $0
270-359 1 $20,799 0 $0 0 $0 1 $20,799
360+ 0 $0 1 $19,452 0 $0 1 $19,452
REO 0 $0 0 $0 0 $0 0 $0
90+REO 1 $20,799 3 $101,827 - $0 4 $122,626
Loss To Date                
% to Original Pool Balance 0.63% $135,387 7.30% $1,133,984 0.00% $0 3.42% $1,269,371
Severity 15.12%   50.13%   0.00%   40.20%  
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 10.56% $329,205 0.00% $0 3.83% $374,044
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 16.89% $2,107,488 0.00% $0 12.26% $2,258,083
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% 11.20% 34.90% 0.00% 0.00% 5.60% 8.50%
C- , D, NON 0.00% 0.00% 0.00% 53.20% 0.00% 0.00% 0.00% 5.20%
2-4, LOW, NIV 0.00% 3.10% 0.00% 39.40% 0.00% 0.00% 0.00% 10.00%
As of: Dec 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 103 $3,827,995 9 $534,884 0 $0 112 $4,362,879
LTV/WAC 59.79% 11.27% 61.28% 11.49% 0.00% 0.00% 59.97% 11.30%
A/A- 52 $2,278,312 2 $99,549 0 $0 54 $2,377,861
B 10 $356,571 2 $73,713 0 $0 12 $430,285
C 30 $866,148 4 $207,074 0 $0 34 $1,073,222
C- 4 $107,525 1 $154,548 0 $0 5 $262,073
D 7 $219,439 0 $0 0 $0 7 $219,439
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 83.46% $23,847,895 87.79% $4,129,055 0.00% $0 84.07% $27,976,950
Delinquency Status                
CURRENT 98 $3,612,829 9 $534,884 0 $0 107 $4,147,713
30-59 4 $207,967 0 $0 0 $0 4 $207,967
60-89 1 $7,199 0 $0 0 $0 1 $7,199
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 0 $0 0 $0 0 $0
REO 0 $0 0 $0 0 $0 0 $0
90+REO - $0 - $0 - $0 - $0
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 4.85% $318,457 0.00% $0 2.75% $426,234
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 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% 0.00% 0.00% 0.00% 0.00% 0.00%
As of: Dec 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 94 $2,956,616 13 $702,109 0 $0 107 $3,658,725
LTV/WAC 54.54% 11.45% 67.36% 11.53% 0.00% 0.00% 57.00% 11.47%
A/A- 38 $1,208,439 6 $319,611 0 $0 44 $1,528,051
B 14 $437,410 2 $126,054 0 $0 16 $563,464
C 14 $399,555 0 $0 0 $0 14 $399,555
C- 2 $44,389 2 $166,690 0 $0 4 $211,079
D 26 $866,822 3 $89,754 0 $0 29 $956,576
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 85.34% $21,401,050 90.26% $7,071,555 0.00% $0 86.51% $28,472,605
Delinquency Status                
CURRENT 87 $2,804,854 13 $702,109 0 $0 100 $3,506,963
30-59 5 $126,211 0 $0 0 $0 5 $126,211
60-89 0 $0 0 $0 0 $0 0 $0
90-119 1 $17,670 0 $0 0 $0 1 $17,670
120-179 0 $0 0 $0 0 $0 0 $0
180-269 1 $7,880 0 $0 0 $0 1 $7,880
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 $25,550 - $0 - $0 2 $25,550
Loss To Date                
% to Original Pool Balance 1.25% $313,172 3.62% $283,249 0.00% $0 1.81% $596,421
Severity 35.05%   50.94%   0.00%   41.15%  
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 2.55% $38,392 0.00% $0 1.75% $38,392
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% 2.90% 0.00% 0.00% 0.00% 0.00% 0.00% 2.70%
2-4, LOW, NIV 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
As of: Dec 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 69 $1,643,977 6 $359,013 0 $0 75 $2,002,990
LTV/WAC 54.47% 10.93% 60.47% 9.96% 0.00% 0.00% 55.54% 10.75%
A/A- 20 $489,563 2 $111,095 0 $0 22 $600,658
B 14 $308,797 1 $105,047 0 $0 15 $413,843
C 13 $265,247 0 $0 0 $0 13 $265,247
C- 1 $21,118 1 $50,054 0 $0 2 $71,172
D 20 $537,374 2 $92,818 0 $0 22 $630,192
Unknown 1 $21,878 0 $0 0 $0 1 $21,878
Paid Off 86.54% $15,402,140 78.94% $1,523,600 0.00% $0 85.80% $16,925,740
Delinquency Status                
CURRENT 67 $1,571,630 6 $359,013 0 $0 73 $1,930,643
30-59 0 $0 0 $0 0 $0 0 $0
60-89 1 $10,878 0 $0 0 $0 1 $10,878
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+ 1 $61,469 0 $0 0 $0 1 $61,469
REO 0 $0 0 $0 0 $0 0 $0
90+REO 1 $61,469 - $0 - $0 1 $61,469
Loss To Date                
% to Original Pool Balance 1.12% $200,161 0.00% $0 0.00% $0 1.01% $200,161
Severity 36.72%   #DIV/0!   0.00%   36.72%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.00% $0 0.00% $0 0.00% $0 0.00% $0
B 1.46% $56,674 0.00% $0 0.00% $0 1.42% $56,674
C 1.02% $32,182 0.00% $0 0.00% $0 0.98% $32,182
C- 0.00% $0 0.00% $0 0.00% $0 0.00% $0
D 2.35% $111,305 0.00% $0 0.00% $0 2.21% $111,305
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 0.61% $27,776 0.00% $0 0.00% $0 0.61% $27,776
2-4 Unit 0.00% $0 3.37% $22,516 0.00% $0 1.25% $22,516
NIV 4.35% $234,933 11.21% $24,588 0.00% $0 4.62% $259,521
Non-Owner 0.00% $0 11.39% $31,605 0.00% $0 1.57% $31,605
90+ & REO as % Rem                
A/A- , B, C 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
C- , D, NON 0.00% 11.40% 0.00% 0.00% 0.00% 0.00% 0.00% 9.80%
2-4, LOW, NIV 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
As of: Dec 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 46 $1,207,726 3 $105,047 0 $0 49 $1,312,773
LTV/WAC 52.39% 10.67% 59.92% 11.19% 0.00% 0.00% 52.99% 10.71%
A/A- 2 $38,730 0 $0 0 $0 2 $38,730
B 18 $395,284 1 $58,218 0 $0 19 $453,501
C 5 $155,175 0 $0 0 $0 5 $155,175
C- 1 $35,226 1 $32,123 0 $0 2 $67,349
D 10 $269,891 0 $0 0 $0 10 $269,891
Unknown 10 $313,421 1 $14,706 0 $0 11 $328,127
Paid Off 84.76% $9,840,115 40.76% $89,300 0.00% $0 83.95% $9,929,415
Delinquency Status                
CURRENT 45 $1,197,083 3 $105,047 0 $0 48 $1,302,130
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 $10,644 0 $0 0 $0 1 $10,644
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 $10,644 - $0 - $0 1 $10,644
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% 3.90% 0.00% 0.00% 0.00% 0.00% 0.00% 3.90%
2-4, LOW, NIV 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
As of: Dec 2001