EX-99 4 jan2002fixed.htm EXHIBIT99.2 Aames Financial Corporation 8-K
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 $1,765,200 930 17937289
C- 44 $2,261,115 0 $0 3 $148,250 11 $1,111,500 625 3520865
D 38 $2,382,560 0 $0 3 $91,750 5 $390,700 287 $2,865,010
Remaining 1366 $106,307,290 1 $55,945 344 $38,254,391 233 $19,871,755 1944 $164,489,382
LTV/WAC 74.70% 10.04% 70.00% 12.75% 73.37% 9.57% 76.63% 9.81% 74.62% 9.90%
A/A- 594 $53,779,582 0 $0 220 $29,049,899 116 $10,172,279 930 $93,001,759
B 461 $34,726,058 1 $55,945 84 $6,806,010 79 $6,443,274 625 $48,031,287
C 231 $13,271,835 0 $0 34 $2,158,988 22 $1,757,188 287 $17,188,011
C- 42 $2,155,403 0 $0 3 $147,841 11 $1,108,842 56 $3,412,085
D 38 $2,374,412 0 $0 3 $91,654 5 $390,173 46 $2,856,238
Paid Off 3.07% $3,420,125 79.96% $223,500 2.19% $861,933 1.23% $249,540 2.78% $4,755,098
Status                    
CURRENT 1261 $98,961,177 0 $0 322 $36,914,686 224 $19,013,112 1807 $154,888,975
30-59 62 $4,134,200 0 $0 12 $763,174 4 $250,819 78 $5,148,193
60-89 18 $1,353,727 1 $55,945 4 $159,014 4 $383,888 27 $1,952,574
90-119 14 $1,127,733 0 $0 4 $336,365 1 $223,936 19 $1,688,033
220-229 11 $730,454 0 $0 2 $81,152 0 $0 13 $811,606
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 25 $1,858,187 - $0 6 $417,517 1 $223,936 32 $2,499,639
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 1.39% 0.91% 0.00% 0.00% 1.00% 1.24% 0.00% 0.00% 1.12% 0.84%
C- , D, NON 8.16% 5.81% 0.00% 0.00% 0.00% 0.00% 20.20% 0.00% 11.72% 4.83%
2-4, LOW , NIV 3.42% 0.00% 0.00% 0.00% 0.00% 0.00% 14.61% 0.00% 3.88% 0.00%
As of: Jan 2002                    
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 1196 $85,542,368 1 $86,570 272 $27,532,163 153 $13,054,292 1622 $126,215,394
LTV/WAC 74.67% 10.37% 72.40% 11.50% 71.55% 9.88% 78.66% 10.18% 74.40% 10.24%
A/A- 502 $41,253,891 0 $0 159 $18,787,017 78 $6,405,975 739 $66,446,882
B 398 $29,241,939 1 $86,570 79 $6,355,784 47 $4,150,085 525 $39,834,378
C 220 $11,287,353 0 $0 28 $2,103,058 19 $1,469,318 267 $14,859,730
C- 36 $1,844,936 0 $0 2 $88,424 5 $546,177 43 $2,479,538
D 40 $1,914,249 0 $0 4 $197,879 4 $482,738 48 $2,594,866
Paid Off 4.56% $4,215,015 57.25% $116,250 2.90% $838,006 1.71% $239,200 3.99% $5,408,471
Status                    
CURRENT 1040 $76,231,010 1 $86,570 245 $25,156,254 143 $12,223,270 1429 $113,697,105
30-59 43 $2,560,864 0 $0 9 $1,076,187 5 $460,591 57 $4,097,643
60-89 31 $2,131,029 0 $0 2 $211,949 1 $22,779 34 $2,365,757
90-119 18 $1,107,545 0 $0 4 $522,085 1 $43,962 23 $1,673,592
170-179 41 $2,544,907 0 $0 6 $263,116 2 $169,848 49 $2,977,870
180-269 21 $898,527 0 $0 6 $302,571 1 $133,843 28 $1,334,941
270-359 0 $0 0 $0 0 $0 0 $0 0 $0
360+ 0 $0 0 $0 0 $0 0 $0 0 $0
REO 2 $68,486 0 $0 0 $0 0 $0 2 $68,486
90+REO 82 $4,619,465 - $0 16 $1,087,772 4 $347,652 102 $6,054,889
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 0.49% $51,814
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 2.33% 5.71% 0.00% 0.00% 3.05% 6.38% 0.00% 5.15% 2.31% 5.75%
C- , D, NON 22.21% 22.93% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 16.53% 16.92%
2-4, LOW , NIV 4.94% 4.65% 0.00% 0.00% 6.59% 0.00% 0.00% 0.00% 5.01% 3.99%
As of: Jan 2002                    
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 1313 $89,086,139 3 $403,708 239 $17,836,399 127 $10,890,022 1682 $118,216,268
LTV/WAC 74.05% 10.67% 69.58% 10.72% 72.19% 11.27% 78.00% 10.95% 74.12% 10.79%
A/A- 477 $38,392,422 3 $403,708 134 $10,821,851 56 $5,216,829 670 $54,834,810
B 450 $31,044,035 0 $0 67 $4,760,458 36 $3,146,884 553 $38,951,377
C 275 $14,452,524 0 $0 29 $1,810,066 27 $1,804,060 331 $18,066,650
C- 63 $2,870,956 0 $0 5 $249,235 7 $639,410 75 $3,759,601
D 48 $2,326,203 0 $0 4 $194,788 1 $82,840 53 $2,603,831
Paid Off 11.67% $12,125,050 34.87% $217,133 11.01% $2,244,249 11.44% $1,431,200 11.65% $16,017,632
Status                    
CURRENT 1103 $74,953,067 3 $403,708 207 $15,556,688 109 $8,905,384 1422 $99,818,847
30-59 57 $4,108,859 0 $0 9 $1,045,470 5 $447,915 71 $5,602,243
60-89 31 $2,867,925 0 $0 2 $110,441 3 $325,778 36 $3,304,144
90-119 22 $1,346,699 0 $0 1 $34,533 2 $146,588 25 $1,527,820
120-179 43 $2,476,010 0 $0 6 $333,844 4 $360,858 53 $3,170,713
180-269 39 $2,578,621 0 $0 9 $514,964 3 $471,216 51 $3,564,800
270-359 15 $645,484 0 $0 2 $105,200 0 $0 17 $750,684
360+ 0 $0 0 $0 0 $0 0 $0 0 $0
REO 3 $109,475 0 $0 3 $135,259 1 $232,284 7 $477,018
90+REO 122 $7,156,289 - $0 21 $1,123,800 10 $1,210,946 153 $9,491,035
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 0.14% $51,814 0.00% $0 0.00% $0 0.00% $0 0.12% $51,814
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 0.88% $51,814 0.00% $0 0.00% $0 0.00% $0 0.53% $51,814
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 3.52% 6.93% 0.00% 0.00% 4.42% 9.42% 4.23% 22.05% 3.74% 8.46%
C- , D, NON 14.25% 29.05% 0.00% 0.00% 0.00% 37.27% 5.31% 0.00% 11.78% 28.74%
2-4, LOW , NIV 17.27% 8.96% 0.00% 0.00% 0.00% 0.00% 10.29% 27.53% 10.63% 9.30%
As of: Jan 2002                    
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 1128 $77,002,026 10 $679,723 325 $22,695,262 136 $10,667,775 1599 $111,044,786
LTV/WAC 73.34% 10.86% 70.65% 11.52% 74.01% 11.28% 74.94% 10.44% 73.61% 10.91%
A/A- 397 $30,919,448 5 $392,389 187 $14,592,637 73 $6,343,753 662 $52,248,227
B 414 $28,097,523 1 $83,344 76 $4,706,623 40 $3,031,770 531 $35,919,259
C 234 $12,998,772 1 $51,719 45 $2,363,259 18 $1,075,802 298 $16,489,552
C- 45 $2,840,021 1 $38,473 11 $819,054 5 $216,450 62 $3,913,999
D 38 $2,146,262 2 $113,798 6 $213,689 0 $0 46 $2,473,749
Paid Off 22.48% $23,390,150 0.00% $0 22.51% $6,828,663 9.81% $1,218,125 21.31% $31,436,938
Status                    
CURRENT 904 $62,021,915 6 $475,733 268 $19,111,927 120 $9,484,378 1298 $91,093,953
30-59 55 $3,871,486 3 $165,517 14 $1,033,454 2 $181,946 74 $5,252,403
60-89 28 $1,879,672 0 $0 9 $472,981 2 $196,324 39 $2,548,977
90-119 15 $926,215 0 $0 5 $432,629 2 $122,632 22 $1,481,476
120-179 34 $2,168,169 0 $0 2 $112,559 5 $455,947 41 $2,736,675
180-269 41 $2,628,172 0 $0 11 $800,723 2 $59,644 54 $3,488,539
270-359 35 $2,186,702 0 $0 8 $392,532 1 $33,017 44 $2,612,251
360+ 10 $1,027,920 1 $38,473 2 $71,250 0 $0 13 $1,137,643
REO 6 $291,775 0 $0 6 $267,207 2 $133,886 14 $692,868
90+REO 141 $9,228,953 1 $38,473 34 $2,076,900 12 $805,127 188 $12,149,453
Loss To Date                    
% to Original 0.00% $0 0.00% $0 0.00% $0 0.58% $71,898 0.05% $71,898
Severity 0.00%   0.00%   0.00%   85.91%   85.91%  
Loss To Date by Grade % Orig $ % Orig $ % Orig $ % Orig $ % Orig $
A/A- 0.16% $69,140 0.00% $0 0.00% $0 0.00% $0 0.10% $69,140
B 0.06% $19,962 0.00% $0 0.00% $0 0.00% $0 0.04% $19,962
C 0.24% $40,820 0.00% $0 0.00% $0 0.00% $0 0.19% $40,820
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 6.70% 9.84% 0.00% 0.00% 4.28% 17.63% 2.76% 11.48% 5.49% 10.97%
C- , D, NON 31.56% 37.53% 100.00% 0.00% 12.47% 48.22% 48.46% 0.00% 29.17% 36.73%
2-4, LOW , NIV 16.78% 8.96% 0.00% 0.00% 13.15% 0.00% 5.08% 13.11% 14.68% 8.91%
As of: Jan 2002                    
Collateral Performance by
Originiation 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 1504 $97,155,810 12 $892,615 610 $40,196,807 129 $9,395,314 2255 $147,640,547
LTV/WAC 72.56% 10.90% 76.58% 10.49% 73.82% 11.28% 70.44% 9.89% 72.80% 10.94%
A/A- 497 $38,439,779 7 $604,537 325 $24,569,351 77 $5,954,692 906 $69,568,358
B 538 $34,011,657 3 $258,386 150 $9,046,483 35 $2,204,139 726 $45,520,664
C 340 $19,220,234 1 $29,693 97 $4,741,869 16 $1,116,528 454 $25,108,324
C- 75 $2,778,117 0 $0 23 $1,135,140 1 $119,955 99 $4,033,212
D 54 $2,706,024 0 $0 15 $703,964 0 $0 69 $3,409,988
Paid Off 28.36% $40,444,932 22.19% $279,000 20.31% $10,779,261 20.41% $2,556,600 25.81% $54,059,793
Status                    
CURRENT 1223 $78,564,170 9 $600,981 478 $32,191,614 117 $8,420,702 1827 $119,777,468
30-59 67 $4,993,343 0 $0 19 $1,386,093 2 $171,068 88 $6,550,503
60-89 31 $1,699,966 0 $0 13 $672,795 1 $27,770 45 $2,400,532
90-119 14 $1,147,663 0 $0 9 $396,580 0 $0 23 $1,544,243
120-179 33 $1,871,947 1 $77,633 24 $1,545,827 1 $40,578 59 $3,535,985
180-269 39 $2,595,782 0 $0 17 $1,333,182 2 $193,660 58 $4,122,623
270-359 28 $2,534,592 1 $110,251 10 $657,480 1 $48,286 40 $3,350,609
360+ 42 $2,445,725 1 $103,750 17 $744,397 0 $0 60 $3,293,872
REO 27 $1,302,623 0 $0 23 $1,268,839 5 $493,251 55 $3,064,712
90+REO 183 $11,898,331 3 $291,634 100 $5,946,305 9 $775,774 295 $18,912,044
Loss To Date                    
% to Original 0.00% $0 15.20% $191,192 0.00% $0 1.27% $158,865 0.17% $350,057
Severity 0.00%   76.62%   0.00%   48.82%   60.89%  
Loss To Date by Grade % Orig $ % Orig $ % Orig $ % Orig $ % Orig $
A/A- 0.10% $53,654 0.00% $0 0.08% $24,239 0.00% $0 0.08% $77,893
B 0.38% $194,329 0.00% $0 0.90% $111,337 0.00% $0 0.46% $305,666
C 0.16% $41,933 0.00% $0 0.86% $55,616 0.00% $0 0.28% $97,549
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 0.60% $59,586 0.00% $0 0.00% $0 0.00% $0 0.43% $59,586
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 0.58% $24,239 0.00% $0 0.43% $66,171
90+ & REO                    
A/A-, B , C 5.00% 13.13% 35.40% 30.05% 10.25% 19.96% 3.93% 4.82% 7.03% 14.18%
C- , D, NON 17.00% 30.82% 0.00% 0.00% 29.86% 41.71% 100.00% 0.00% 23.09% 33.07%
2-4, LOW , NIV 19.57% 14.01% 0.00% 0.00% 16.46% 23.51% 0.00% 0.00% 17.38% 13.87%
As of: Jan 2002                    
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 1073 $67,907,395 38 $3,193,014 997 $71,793,190 2108 $142,893,599
LTV/WAC 74.38% 9.78% 81.68% 10.14% 76.99% 10.28% 75.85% 10.04%
A/A- 598 $41,343,257 26 $2,171,363 576 $47,411,830 1200 $90,926,449
B 292 $17,920,493 10 $943,928 268 $17,178,290 570 $36,042,711
C 90 $4,300,399 2 $77,724 103 $4,933,846 195 $9,311,968
C- 27 $1,016,445 0 $0 12 $553,026 39 $1,569,471
D 47 $1,702,221 0 $0 37 $1,667,957 84 $3,370,178
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 39.74% $46,495,110 37.14% $1,943,973 32.87% $35,939,819 36.44% $84,378,902
Status                
CURRENT 947 $59,577,306 36 $3,045,793 845 $62,160,050 1828 $124,783,149
30-59 24 $1,326,111 0 $0 20 $1,239,463 44 $2,565,574
60-89 11 $655,353 0 $0 18 $1,163,491 29 $1,818,844
90-119 3 $234,674 0 $0 9 $695,939 12 $930,613
120-179 19 $1,231,547 2 $147,221 12 $563,728 33 $1,942,496
180-269 17 $1,361,698 0 $0 24 $1,742,815 41 $3,104,513
270-359 5 $288,536 0 $0 9 $473,641 14 $762,177
360+ 23 $1,244,764 0 $0 31 $1,607,427 54 $2,852,191
REO 24 $1,987,405 0 $0 29 $2,146,636 53 $4,134,041
90+REO 91 $6,348,624 2 $147,221 114 $7,230,186 207 $13,726,031
Loss To Date                
% to Original 1.30% $1,515,580 0.07% $3,542 3.38% $3,692,227 2.25% $5,211,349
Severity 42.44%   3.66%   52.68%   48.81%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.68% $482,538 0.45% $14,257 1.69% $1,152,690 1.16% $1,649,485
B 1.92% $590,066 0.00% $0 5.21% $1,449,162 3.38% $2,039,228
C 2.25% $194,009 0.00% $0 6.35% $565,622 4.29% $759,631
C- 2.82% $68,385 0.00% $0 10.07% $108,579 5.05% $176,964
D 3.85% $165,405 -3.83% ($10,716) 12.34% $416,174 7.18% $570,863
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 6.00% 15.40% 6.80% 0.00% 5.90% 16.90% 6.00% 15.70%
C- , D, NON 7.70% 30.40% 0.00% 0.00% 36.30% 22.80% 17.80% 26.70%
2-4, LOW, NIV 14.20% 8.10% 22.80% 0.00% 11.10% 7.90% 12.70% 8.00%
As of: Jan 2002                
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 865 $49,737,378 12 $829,702 870 $66,602,317 1747 $117,169,398
LTV/WAC 72.46% 9.48% 82.33% 10.90% 75.06% 9.71% 74.01% 9.62%
A/A- 518 $35,653,080 3 $265,147 510 $45,331,451 1031 $81,249,678
B 175 $8,157,682 7 $497,266 223 $14,951,362 405 $23,606,309
C 72 $2,400,980 0 $0 58 $2,915,113 130 $5,316,093
C- 36 $1,235,852 0 $0 12 $792,180 48 $2,028,032
D 60 $1,922,194 2 $67,290 67 $2,612,211 129 $4,601,695
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 38.47% $32,852,657 45.35% $644,050 36.93% $40,304,280 37.66% $73,800,987
Delinquency Status                
CURRENT 781 $45,056,370 10 $735,393 762 $60,017,702 1553 $105,809,465
30-59 20 $1,032,203 0 $0 19 $1,049,796 39 $2,081,999
60-89 12 $693,960 0 $0 14 $884,229 26 $1,578,189
90-119 7 $345,561 0 $0 9 $596,064 16 $941,625
120-179 9 $815,091 1 $58,506 7 $337,734 17 $1,211,331
180-269 9 $553,777 0 $0 14 $848,318 23 $1,402,095
270-359 7 $383,783 0 $0 13 $1,101,312 20 $1,485,095
360+ 15 $677,257 0 $0 20 $1,015,975 35 $1,693,232
REO 5 $179,375 1 $35,804 12 $751,188 18 $966,367
90+REO 52 $2,954,844 2 $94,310 75 $4,650,591 129 $7,699,745
Loss To Date                
% to Original Pool Balance 1.57% $1,344,527 4.12% $58,550 3.10% $3,381,243 2.44% $4,784,320
Severity 45.22%   32.53%   47.18%   46.36%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.43% $246,149 8.53% $58,550 1.37% $936,789 0.99% $1,241,488
B 1.96% $282,008 0.00% $0 3.59% $937,788 2.98% $1,219,796
C 6.92% $424,958 0.00% $0 10.00% $606,766 8.37% $1,031,724
C- 2.14% $49,107 0.00% $0 10.36% $195,330 5.80% $244,437
D 6.08% $342,305 0.00% $0 10.45% $704,569 8.41% $1,046,874
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 2.02% $196,378 0.00% $0 6.46% $170,595 2.96% $366,973
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 4.31% $1,336,885 3.51% $1,606,997
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 4.60% 5.60% 0.00% 11.80% 3.60% 11.10% 4.00% 9.20%
C- , D, NON 4.60% 22.20% 0.00% 53.20% 13.80% 25.70% 8.20% 24.60%
2-4, LOW, NIV 0.00% 14.20% 0.00% 0.00% 0.60% 11.80% 0.40% 13.00%
As of: Jan 2002                
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 1561 $81,637,153 269 $24,641,516 966 $72,744,195 2796 $179,022,864
LTV/WAC 72.85% 9.77% 80.33% 10.03% 74.03% 9.61% 74.36% 9.74%
A/A- 994 $59,064,260 176 $17,964,425 591 $51,635,865 1761 $128,664,550
B 354 $15,972,692 55 $4,165,642 259 $16,064,354 668 $36,202,688
C 115 $3,662,617 13 $601,785 60 $2,679,940 188 $6,944,342
C- 45 $1,410,177 2 $215,526 16 $555,114 63 $2,180,818
D 53 $1,527,406 23 $1,694,139 40 $1,808,921 116 $5,030,466
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 54.76% $107,111,700 52.90% $28,666,118 45.64% $63,595,064 51.24% $199,372,882
Delinquency Status                
CURRENT 1413 $73,625,804 226 $21,378,533 847 $64,789,696 2486 $159,794,033
30-59 31 $1,603,217 4 $370,326 20 $1,282,273 55 $3,255,816
60-89 13 $709,880 2 $92,083 13 $733,461 28 $1,535,424
90-119 10 $446,835 3 $162,884 6 $383,222 19 $992,941
120-179 10 $411,506 6 $499,970 19 $1,200,014 35 $2,111,490
180-269 24 $1,193,578 6 $525,011 9 $860,886 39 $2,579,475
270-359 18 $1,268,762 6 $307,444 8 $446,338 32 $2,022,544
360+ 19 $934,725 9 $652,845 27 $2,039,723 55 $3,627,293
REO 23 $1,442,845 7 $652,420 17 $1,008,582 47 $3,103,847
90+REO 104 $5,698,251 37 $2,800,574 86 $5,938,765 227 $14,437,590
Loss To Date                
% to Original Pool Balance 1.53% $2,997,367 3.90% $2,114,790 4.72% $6,583,065 3.01% $11,695,222
Severity 45.93%   46.09%   55.69%   50.99%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 1.05% $1,458,551 2.81% $1,070,488 2.22% $1,981,778 1.70% $4,510,817
B 1.97% $727,675 5.01% $451,909 7.79% $2,647,143 4.79% $3,826,727
C 2.17% $219,734 9.97% $267,332 13.00% $1,025,425 7.31% $1,512,491
C- 3.26% $141,546 10.92% $57,310 9.70% $128,983 5.29% $327,839
D 7.94% $449,859 7.01% $267,751 11.53% $799,736 9.24% $1,517,346
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 4.29% $1,308,560 3.85% $1,731,439
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 4.90% 11.80% 7.10% 11.00% 4.30% 14.20% 4.90% 12.70%
C- , D, NON 10.80% 13.50% 100.00% 44.40% 27.80% 27.80% 24.00% 29.00%
2-4, LOW, NIV 11.50% 9.30% 7.80% 12.80% 9.30% 3.40% 9.80% 8.80%
As of: Jan 2002                
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 856 $42,526,752 263 $22,830,855 511 $36,283,937 1630 $101,641,544
LTV/WAC 71.46% 10.29% 81.65% 9.82% 75.03% 9.77% 75.02% 10.00%
A/A- 449 $28,336,322 187 $17,265,302 312 $24,922,878 948 $70,524,502
B 233 $9,437,164 49 $4,135,138 150 $9,576,339 432 $23,148,641
C 83 $2,466,980 14 $752,618 28 $954,913 125 $4,174,512
C- 50 $1,280,346 0 $0 6 $279,157 56 $1,559,503
D 41 $1,005,939 13 $677,797 15 $550,651 69 $2,234,387
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 59.10% $67,199,940 56.73% $31,135,322 53.24% $43,438,956 56.67% $141,774,218
Delinquency Status                
CURRENT 777 $38,454,809 226 $19,683,728 459 $32,623,693 1462 $90,762,230
30-59 14 $656,806 2 $208,248 6 $488,716 22 $1,353,770
60-89 19 $701,446 2 $301,657 1 $55,303 22 $1,058,406
90-119 3 $265,323 3 $260,582 4 $498,483 10 $1,024,388
120-179 10 $609,797 4 $237,849 7 $383,047 21 $1,230,693
180-269 7 $504,951 10 $787,852 7 $442,641 24 $1,735,444
270-359 6 $321,164 2 $122,427 7 $311,468 15 $755,059
360+ 11 $617,060 6 $668,324 13 $1,078,459 30 $2,363,843
REO 9 $395,396 8 $560,187 7 $402,128 24 $1,357,711
90+REO 46 $2,713,691 33 $2,637,221 45 $3,116,226 124 $8,467,138
Loss To Date                
% to Original Pool Balance 2.54% $2,890,607 4.08% $2,240,182 4.98% $4,059,122 3.67% $9,189,911
Severity 55.08%   54.03%   48.48%   51.72%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 1.53% $1,062,739 3.48% $1,397,105 3.77% $1,829,017 2.72% $4,288,861
B 4.06% $1,048,230 3.18% $282,426 4.62% $1,169,812 4.17% $2,500,468
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 18.55% $506,500 10.33% $1,080,430
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 3.05% $966,259 0.00% $0 13.03% $343,875 3.75% $1,310,134
2-4 Unit 0.72% $60,170 19.21% $768,570 10.29% $867,968 8.14% $1,696,707
NIV 1.95% $361,793 2.59% $254,112 4.66% $2,029,811 3.68% $2,645,716
Non-Owner 3.47% $268,197 78.39% $134,823 8.15% $774,817 6.76% $1,177,837
90+ & REO as % Rem                
A/A- , B, C 3.40% 12.20% 8.60% 18.20% 4.80% 14.80% 5.20% 14.30%
C- , D, NON 11.70% 16.40% 0.00% 44.10% 10.20% 49.20% 11.50% 32.90%
2-4, LOW, NIV 1.80% 7.30% 28.70% 32.10% 8.00% 11.10% 9.80% 9.00%
As of: Jan 2002                
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 580 $25,393,954 186 $14,835,178 213 $14,099,984 979 $54,329,117
LTV/WAC 70.76% 10.37% 78.55% 10.27% 72.92% 9.89% 73.45% 10.21%
A/A- 327 $18,256,203 119 $10,904,177 134 $10,096,342 580 $39,256,723
B 117 $4,153,055 33 $2,142,437 54 $3,114,876 204 $9,410,368
C 43 $1,149,501 19 $1,005,925 13 $506,844 75 $2,662,271
C- 59 $1,053,603 1 $28,564 2 $60,654 62 $1,142,822
D 34 $781,592 14 $754,074 10 $321,268 58 $1,856,934
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 63.81% $50,361,839 62.15% $25,341,994 52.87% $16,600,196 61.09% $92,304,029
Delinquency Status                
CURRENT 530 $22,871,948 160 $12,739,185 186 $12,740,859 876 $48,351,992
30-59 9 $332,945 2 $56,710 4 $334,254 15 $723,909
60-89 5 $111,883 3 $247,056 5 $147,972 13 $506,911
90-119 4 $162,699 1 $149,436 2 $120,656 7 $432,791
120-179 2 $86,339 4 $284,227 1 $20,631 7 $391,197
180-269 12 $647,618 1 $92,703 3 $169,369 16 $909,690
270-359 7 $549,529 2 $256,330 4 $178,343 13 $984,202
360+ 7 $453,628 7 $532,097 6 $287,484 20 $1,273,209
REO 4 $177,366 6 $477,434 2 $100,417 12 $755,217
90+REO 36 $2,077,179 21 $1,792,227 18 $876,900 75 $4,746,306
Loss To Date                
% to Original Pool Balance 2.83% $2,231,272 7.56% $3,084,014 6.00% $1,884,163 4.76% $7,199,449
Severity 69.15%   52.22%   54.00%   57.04%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 1.83% $943,511 5.55% $1,513,644 3.31% $672,267 3.16% $3,129,422
B 5.09% $666,732 11.64% $865,535 7.50% $581,129 7.47% $2,113,396
C 5.17% $282,614 10.24% $363,951 13.87% $243,036 8.25% $889,601
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 3.07% $721,951 2.87% $62,545 4.03% $51,655 3.10% $836,151
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 4.84% $1,497,594 4.22% $2,371,276
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 5.70% 13.90% 9.60% 17.70% 3.70% 9.70% 6.20% 13.40%
C- , D, NON 7.40% 23.10% 0.00% 43.30% 37.20% 28.10% 8.80% 32.20%
2-4, LOW, NIV 11.00% 4.10% 12.60% 12.20% 5.20% 0.00% 9.40% 4.30%
As of: Jan 2002                
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 848 $39,990,864 170 $11,959,628 300 $18,564,509 1318 $70,515,002
LTV/WAC 69.32% 10.42% 77.34% 10.54% 71.56% 10.10% 71.27% 10.36%
A/A- 477 $27,470,283 105 $8,223,549 180 $13,155,957 762 $48,849,789
B 186 $7,576,750 41 $2,556,882 78 $4,088,012 305 $14,221,644
C 96 $2,484,148 12 $537,891 21 $618,153 129 $3,640,192
C- 43 $1,167,044 2 $111,522 6 $190,752 51 $1,469,317
D 46 $1,292,640 10 $529,783 15 $511,635 71 $2,334,059
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 65.60% $85,217,600 70.79% $30,234,362 58.55% $27,490,000 65.10% $142,941,962
Delinquency Status                
CURRENT 778 $36,311,911 143 $9,884,190 273 $17,177,438 1194 $63,373,539
30-59 14 $581,689 4 $306,344 3 $203,835 21 $1,091,868
60-89 4 $260,626 4 $209,244 6 $256,668 14 $726,538
90-119 3 $84,475 2 $83,009 1 $39,484 6 $206,968
120-179 10 $475,201 1 $52,072 3 $133,858 14 $661,131
180-269 11 $476,361 2 $77,678 5 $353,049 18 $907,088
270-359 8 $260,766 1 $150,260 1 $53,683 10 $464,709
360+ 15 $972,593 8 $974,896 3 $130,152 26 $2,077,641
REO 5 $567,243 5 $221,935 5 $216,343 15 $1,005,521
90+REO 52 $2,836,639 19 $1,559,850 18 $926,569 89 $5,323,058
Loss To Date                
% to Original Pool Balance 2.70% $3,508,863 9.05% $3,865,684 6.86% $3,222,981 4.83% $10,597,528
Severity 59.33%   59.92%   63.08%   60.65%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 1.21% $1,005,231 5.70% $1,642,154 4.50% $1,262,598 2.80% $3,909,983
B 3.04% $798,779 10.98% $924,190 8.05% $991,859 5.78% $2,714,828
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 14.43% $415,527 16.90% $1,855,962
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 2.67% $590,760 4.38% $72,201 6.90% $36,376 2.87% $699,337
2-4 Unit 4.20% $99,676 28.56% $955,748 1.69% $33,740 14.11% $1,089,163
NIV 4.27% $511,287 10.63% $1,222,934 6.02% $759,576 6.91% $2,493,797
Non-Owner 8.14% $425,554 71.28% $529,085 8.11% $259,939 13.23% $1,214,578
90+ & REO as % Rem                
A/A- , B, C 6.10% 5.20% 3.40% 32.80% 4.10% 6.30% 5.10% 10.50%
C- , D, NON 8.30% 25.20% 53.80% 68.00% 18.00% 13.80% 13.00% 32.40%
2-4, LOW, NIV 7.90% 5.80% 22.20% 0.00% 3.90% 0.00% 10.10% 5.60%
As of: Jan 2002                
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 540 $25,199,513 166 $12,371,329 222 $13,501,153 928 $51,071,994
LTV/WAC 71.49% 10.44% 76.98% 10.79% 71.43% 10.13% 72.80% 10.44%
A/A- 304 $16,561,830 92 $7,444,076 143 $9,537,207 539 $33,543,113
B 131 $5,836,596 43 $3,542,312 49 $2,887,130 223 $12,266,039
C 68 $1,694,498 15 $831,514 18 $617,404 101 $3,143,416
C- 19 $621,278 5 $179,519 3 $100,258 27 $901,055
D 18 $485,311 11 $373,908 9 $359,153 38 $1,218,372
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 69.76% $64,974,900 70.45% $31,204,763 64.39% $26,024,099 68.71% $122,203,762
Delinquency Status                
CURRENT 492 $22,473,466 135 $10,247,133 198 $12,220,437 825 $44,941,036
30-59 11 $400,618 3 $106,266 1 $65,987 15 $572,871
60-89 10 $518,853 1 $58,584 3 $195,274 14 $772,711
90-119 6 $508,170 3 $185,538 1 $29,348 10 $723,056
120-179 4 $231,419 4 $286,145 4 $162,407 12 $679,971
180-269 4 $377,509 4 $192,894 2 $178,091 10 $748,494
270-359 1 $158,651 3 $336,636 3 $123,597 7 $618,884
360+ 9 $416,010 12 $761,728 7 $301,980 28 $1,479,718
REO 3 $114,816 1 $196,404 3 $224,032 7 $535,252
90+REO 27 $1,806,575 27 $1,959,345 20 $1,019,455 74 $4,785,375
Loss To Date                
% to Original Pool Balance 2.26% $2,100,332 5.11% $2,265,212 5.29% $2,138,762 3.66% $6,504,306
Severity 49.89%   56.12%   51.08%   52.31%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 1.40% $812,352 4.43% $1,253,566 3.65% $972,195 2.69% $3,038,113
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 3.69% $1,460,901 16.82% $174,319 12.71% $156,811 4.28% $1,792,031
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 10.06% $1,724,485 7.16% $3,181,467
Non-Owner 6.74% $470,772 54.25% $691,510 15.20% $992,781 14.57% $2,155,063
90+ & REO as % Rem                
A/A- , B, C 3.10% 17.80% 14.60% 13.10% 3.50% 18.60% 5.80% 16.60%
C- , D, NON 11.10% 4.30% 41.30% 42.30% 0.00% 14.50% 15.90% 19.00%
2-4, LOW, NIV 2.30% 8.00% 12.30% 16.90% 11.60% 0.00% 8.20% 9.00%
As of: Jan 2002                
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 508 $23,340,006 207 $11,632,873 201 $14,165,518 916 $49,138,398
LTV/WAC 69.84% 10.17% 68.87% 10.74% 69.85% 9.79% 69.61% 10.20%
A/A- 298 $15,790,339 98 $5,902,833 135 $10,752,440 531 $32,445,612
B 109 $4,520,199 63 $3,707,283 41 $2,548,637 213 $10,776,119
C 67 $2,045,090 33 $1,577,945 11 $396,299 111 $4,019,334
C- 16 $403,732 4 $99,897 5 $147,851 25 $651,479
D 17 $542,102 9 $344,916 9 $320,292 35 $1,207,310
Unknown 1 $38,544 0 $0 0 $0 1 $38,544
Paid Off 72.74% $70,816,600 75.71% $38,567,166 63.85% $26,797,833 71.57% $136,181,599
Delinquency Status                
CURRENT 477 $21,856,157 186 $10,717,344 178 $12,832,487 841 $45,405,988
30-59 6 $165,107 5 $175,431 5 $226,915 16 $567,453
60-89 3 $141,249 1 $64,851 2 $157,981 6 $364,081
90-119 1 $77,362 2 $75,023 2 $102,613 5 $254,998
120-179 7 $432,850 2 $91,545 0 $0 9 $524,395
180-269 3 $87,976 2 $31,789 7 $382,538 12 $502,303
270-359 1 $16,907 3 $247,495 1 $42,061 5 $306,463
360+ 7 $388,506 3 $90,590 4 $325,702 14 $804,798
REO 3 $173,893 3 $138,805 2 $95,221 8 $407,919
90+REO 22 $1,177,494 15 $675,247 16 $948,135 53 $2,800,876
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 5.09% $781,731 4.22% $1,631,785
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% 8.70% 1.70% 6.30% 0.90% 22.50% 1.60% 11.10%
C- , D, NON 28.60% 10.70% 0.00% 3.40% 48.60% 63.90% 28.80% 22.70%
2-4, LOW, NIV 10.80% 6.80% 0.00% 16.60% 0.00% 0.00% 3.90% 7.70%
As of: Jan 2002                
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 591 $28,901,964 175 $9,780,959 269 $18,049,285 1035 $56,732,209
LTV/WAC 69.73% 9.89% 69.40% 11.50% 67.09% 9.85% 68.83% 10.16%
A/A- 346 $20,016,905 49 $3,723,194 174 $12,762,491 569 $36,502,590
B 143 $6,062,837 49 $2,853,216 54 $3,477,823 246 $12,393,876
C 58 $1,699,315 38 $1,659,033 25 $1,125,993 121 $4,484,341
C- 13 $340,194 11 $371,369 2 $120,680 26 $832,243
D 31 $782,714 28 $1,174,147 14 $562,298 73 $2,519,159
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 70.78% $79,741,400 77.78% $36,815,848 66.03% $37,513,350 71.06% $154,070,598
Delinquency Status                
CURRENT 544 $27,015,679 136 $7,975,248 240 $16,574,809 920 $51,565,736
30-59 11 $493,485 6 $192,440 6 $261,611 23 $947,536
60-89 8 $272,137 2 $163,699 3 $261,281 13 $697,117
90-119 1 $133,596 1 $28,579 4 $202,970 6 $365,145
120-179 4 $99,774 4 $140,690 6 $270,395 14 $510,859
180-269 9 $306,328 5 $132,576 3 $134,521 17 $573,425
270-359 5 $165,582 3 $200,784 1 $28,008 9 $394,374
360+ 6 $244,425 16 $803,768 3 $173,448 25 $1,221,641
REO 3 $170,957 2 $143,175 3 $142,242 8 $456,374
90+REO 28 $1,120,662 31 $1,449,572 20 $951,584 79 $3,521,818
Loss To Date                
% to Original Pool Balance 1.69% $1,905,843 8.32% $3,938,131 3.99% $2,268,184 3.74% $8,112,158
Severity 45.15%   63.73%   39.81%   50.39%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.88% $613,852 5.11% $924,663 2.50% $905,938 1.97% $2,444,453
B 1.36% $349,002 6.79% $784,051 4.19% $511,863 3.33% $1,644,916
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 12.94% $999,648 12.92% $381,130 11.46% $1,869,598
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% 6.10% 2.60% 17.60% 3.60% 4.20% 2.90% 8.20%
C- , D, NON 6.80% 6.90% 11.20% 47.90% 0.00% 45.30% 7.80% 34.60%
2-4, LOW, NIV 3.90% 5.20% 0.00% 10.80% 1.50% 28.90% 2.10% 8.20%
As of: Jan 2002                
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 456 $20,930,408 214 $12,542,444 259 $17,174,540 929 $50,647,392
LTV/WAC 70.89% 10.26% 68.99% 12.07% 66.80% 10.13% 69.03% 10.67%
A/A- 269 $14,394,619 70 $4,684,695 153 $11,752,579 492 $30,831,894
B 93 $3,837,265 36 $2,216,737 58 $3,522,602 187 $9,576,605
C 48 $1,360,738 39 $2,108,090 31 $1,153,253 118 $4,622,081
C- 19 $668,097 21 $1,161,936 4 $140,923 44 $1,970,957
D 27 $669,689 48 $2,370,984 13 $605,183 88 $3,645,857
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 76.31% $77,680,200 82.14% $60,390,375 72.75% $48,831,007 77.09% $186,901,582
Delinquency Status                
CURRENT 408 $18,386,275 147 $8,406,447 227 $15,684,382 782 $42,477,104
30-59 9 $401,492 4 $221,225 3 $213,890 16 $836,607
60-89 5 $197,953 3 $262,628 0 $0 8 $460,581
90-119 7 $248,759 6 $269,109 5 $215,844 18 $733,712
120-179 6 $303,822 6 $477,857 2 $70,601 14 $852,280
180-269 5 $241,651 9 $683,109 3 $155,658 17 $1,080,418
270-359 3 $212,669 3 $140,167 5 $232,239 11 $585,075
360+ 12 $816,997 31 $1,826,617 11 $483,980 54 $3,127,594
REO 1 $120,790 5 $255,284 3 $117,945 9 $494,019
90+REO 34 $1,944,688 60 $3,652,143 29 $1,276,267 123 $6,873,098
Loss To Date                
% to Original Pool Balance 0.88% $893,641 11.93% $8,769,190 4.16% $2,790,142 5.14% $12,452,973
Severity 37.46%   64.28%   49.41%   57.46%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.37% $239,379 8.02% $2,051,505 1.34% $535,838 2.18% $2,826,722
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 12.80% $890,482 9.78% $2,903,538
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 2.68% $741,424 13.22% $468,347 4.25% $123,446 3.90% $1,333,217
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% 15.30% 13.80% 25.40% 5.10% 9.50% 7.20% 15.50%
C- , D, NON 23.70% 25.20% 55.70% 47.50% 25.00% 16.40% 42.70% 38.20%
2-4, LOW, NIV 19.30% 14.00% 34.20% 33.00% 10.00% 9.40% 19.30% 14.90%
As of: Jan 2002                
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 300 $11,591,851 131 $8,661,371 175 $10,213,307 606 $30,466,529
LTV/WAC 62.22% 10.49% 67.00% 12.46% 65.80% 10.51% 64.78% 11.06%
A/A- 137 $6,027,111 31 $2,295,252 109 $7,035,506 277 $15,357,869
B 77 $3,237,575 18 $1,323,389 38 $2,022,614 133 $6,583,578
C 55 $1,585,353 21 $1,347,270 28 $1,155,187 104 $4,087,810
C- 17 $391,449 17 $1,106,298 0 $0 34 $1,497,747
D 14 $350,364 44 $2,589,162 0 $0 58 $2,939,526
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 81.87% $61,322,200 82.97% $44,185,874 76.78% $36,326,128 80.83% $141,834,202
Delinquency Status                
CURRENT 276 $10,352,740 94 $6,232,353 152 $9,054,720 522 $25,639,813
30-59 5 $231,446 3 $153,600 3 $160,516 11 $545,562
60-89 3 $222,714 3 $127,163 3 $151,028 9 $500,905
90-119 0 $0 2 $153,318 2 $92,930 4 $246,248
120-179 5 $229,788 3 $163,590 2 $130,815 10 $524,193
180-269 4 $288,461 2 $97,429 5 $275,475 11 $661,365
270-359 0 $0 3 $293,941 2 $85,816 5 $379,757
360+ 6 $244,735 18 $1,191,134 5 $203,568 29 $1,639,437
REO 1 $21,967 3 $248,844 1 $58,439 5 $329,250
90+REO 16 $784,951 31 $2,148,256 17 $847,043 64 $3,780,250
Loss To Date                
% to Original Pool Balance 1.15% $857,758 8.29% $4,412,365 4.23% $2,003,384 4.15% $7,273,507
Severity 51.41%   55.42%   46.90%   52.32%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.41% $145,218 2.05% $280,616 3.41% $958,570 1.80% $1,384,404
B 0.78% $150,496 3.99% $266,288 4.19% $521,619 2.44% $938,403
C 2.16% $243,194 5.31% $367,781 7.44% $495,078 4.45% $1,106,053
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 1.19% $329,879 7.64% $364,877 3.35% $48,162 2.18% $742,918
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 5.98% $1,728,680 6.58% $4,746,302
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 4.30% 4.40% 14.50% 6.20% 5.70% 9.80% 6.50% 6.40%
C- , D, NON 13.30% 40.00% 33.90% 44.90% 0.00% 0.00% 28.60% 44.30%
2-4, LOW, NIV 0.00% 5.80% 24.10% 14.40% 17.80% 0.00% 15.30% 7.90%
As of: Jan 2002                
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 236 $9,832,792 130 $8,030,943 0 $0 366 $17,863,734
LTV/WAC 62.66% 10.58% 66.84% 12.02% 0.00% 0.00% 64.54% 11.23%
A/A- 100 $5,243,125 39 $3,029,585 0 $0 139 $8,272,710
B 41 $2,118,390 19 $1,263,440 0 $0 60 $3,381,831
C 44 $1,102,475 20 $1,254,297 0 $0 64 $2,356,772
C- 23 $828,734 10 $394,833 0 $0 33 $1,223,568
D 15 $346,589 42 $2,088,788 0 $0 57 $2,435,377
Unknown 13 $193,477 0 $0 0 $0 13 $193,477
Paid Off 81.35% $50,812,415 85.27% $48,953,840 0.00% $0 83.23% $99,766,255
Delinquency Status                
CURRENT 217 $9,092,053 95 $6,033,002 0 $0 312 $15,125,055
30-59 6 $127,086 7 $429,127 0 $0 13 $556,213
60-89 2 $207,735 1 $80,173 0 $0 3 $287,908
90-119 1 $9,074 1 $89,324 0 $0 2 $98,398
120-179 3 $129,429 6 $362,355 0 $0 9 $491,784
180-269 2 $51,719 2 $153,178 0 $0 4 $204,897
270-359 1 $45,656 2 $125,253 0 $0 3 $170,909
360+ 4 $170,040 12 $511,925 0 $0 16 $681,965
REO 0 $0 4 $246,605 0 $0 4 $246,605
90+REO 11 $405,918 27 $1,488,640 - $0 38 $1,894,558
Loss To Date                
% to Original Pool Balance 0.95% $591,199 10.98% $6,305,251 0.00% $0 5.75% $6,896,450
Severity 37.18%   53.61%   0.00%   51.65%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.68% $177,018 5.51% $777,566 0.00% $0 2.39% $954,584
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 1.16% $201,921 9.90% $2,659,464 2.25% $148,669 5.92% $3,010,054
Non-Owner 4.92% $201,367 33.60% $642,552 9.39% $599,363 11.65% $1,443,282
90+ & REO as % Rem                
A/A- , B, C 2.20% 1.60% 6.50% 9.60% 0.00% 0.00% 3.80% 4.60%
C- , D, NON 15.30% 33.40% 5.90% 45.50% 0.00% 0.00% 12.30% 43.80%
2-4, LOW, NIV 0.00% 2.60% 15.60% 20.10% 0.00% 0.00% 6.70% 5.30%
As of: Jan 2002                
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 164 $7,004,978 115 $7,346,898 0 $0 279 $14,351,876
LTV/WAC 65.47% 10.47% 65.29% 11.97% 0.00% 0.00% 65.38% 11.24%
A/A- 59 $2,998,434 37 $2,268,529 0 $0 96 $5,266,963
B 43 $1,936,397 12 $1,038,751 0 $0 55 $2,975,148
C 46 $1,676,006 16 $830,349 0 $0 62 $2,506,356
C- 11 $283,913 17 $966,894 0 $0 28 $1,250,807
D 5 $110,228 33 $2,242,374 0 $0 38 $2,352,603
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 80.47% $34,351,100 86.50% $49,696,216 0.00% $0 83.93% $84,047,316
Delinquency Status                
CURRENT 159 $6,793,933 99 $6,219,558 0 $0 258 $13,013,491
30-59 2 $108,769 4 $392,731 0 $0 6 $501,500
60-89 0 $0 2 $163,693 0 $0 2 $163,693
90-119 2 $72,897 1 $47,157 0 $0 3 $120,054
120-179 1 $29,379 1 $79,789 0 $0 2 $109,168
180-269 0 $0 3 $102,819 0 $0 3 $102,819
270-359 0 $0 1 $42,405 0 $0 1 $42,405
360+ 0 $0 4 $298,745 0 $0 4 $298,745
REO 0 $0 0 $0 0 $0 0 $0
90+REO 3 $102,276 10 $570,915 - $0 13 $673,191
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) 11.90% $3,606,494 0.00% $0 9.79% $3,606,336
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% 3.50% 0.00% 0.00% 0.00% 1.50% 0.00%
C- , D, NON 10.30% 0.00% 12.00% 14.90% 0.00% 0.00% 11.60% 14.20%
2-4, LOW, NIV 0.00% 4.40% 0.00% 21.50% 0.00% 0.00% 0.00% 8.90%
As of: Jan 2002                
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 198 $7,719,490 74 $4,635,477 0 $0 272 $12,354,967
LTV/WAC 60.65% 10.27% 67.22% 12.26% 0.00% 0.00% 63.12% 11.02%
A/A- 84 $3,575,656 27 $1,944,880 0 $0 111 $5,520,536
B 41 $1,814,795 12 $782,873 0 $0 53 $2,597,668
C 54 $1,693,403 15 $815,759 0 $0 69 $2,509,162
C- 14 $528,099 11 $546,376 0 $0 25 $1,074,476
D 5 $107,537 9 $545,589 0 $0 14 $653,125
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 84.15% $49,150,400 84.35% $26,720,015 0.00% $0 84.22% $75,870,415
Delinquency Status                
CURRENT 190 $7,473,413 58 $3,712,275 0 $0 248 $11,185,688
30-59 2 $15,300 4 $199,959 0 $0 6 $215,259
60-89 2 $53,274 0 $0 0 $0 2 $53,274
90-119 0 $0 0 $0 0 $0 0 $0
120-179 1 $76,019 2 $178,954 0 $0 3 $254,973
180-269 1 $22,528 2 $105,285 0 $0 3 $127,813
270-359 1 $22,578 1 $102,892 0 $0 2 $125,470
360+ 0 $0 2 $68,220 0 $0 2 $68,220
REO 1 $56,377 5 $267,892 0 $0 6 $324,269
90+REO 4 $177,502 12 $723,243 - $0 16 $900,745
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% 4.20% 4.10% 0.00% 0.00% 0.00% 1.50% 2.90%
C- , D, NON 0.00% 0.00% 26.30% 43.50% 0.00% 0.00% 13.40% 36.30%
2-4, LOW, NIV 0.00% 2.50% 38.50% 17.80% 0.00% 0.00% 13.30% 4.20%
As of: Jan 2002                
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 85 $2,723,444 26 $1,474,832 0 $0 111 $4,198,276
LTV/WAC 54.74% 11.36% 67.19% 12.27% 0.00% 0.00% 59.11% 11.68%
A/A- 35 $1,237,189 10 $646,373 0 $0 45 $1,883,561
B 29 $976,701 5 $287,914 0 $0 34 $1,264,615
C 15 $368,101 5 $161,052 0 $0 20 $529,153
C- 3 $52,722 5 $256,835 0 $0 8 $309,557
D 3 $88,731 1 $122,659 0 $0 4 $211,390
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 88.02% $25,155,800 92.16% $19,083,949 0.00% $0 89.76% $44,239,749
Delinquency Status                
CURRENT 83 $2,695,751 22 $1,313,909 0 $0 105 $4,009,660
30-59 2 $27,694 1 $20,315 0 $0 3 $48,009
60-89 0 $0 0 $0 0 $0 0 $0
90-119 0 $0 1 $52,763 0 $0 1 $52,763
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 $87,845 0 $0 2 $87,845
REO 0 $0 0 $0 0 $0 0 $0
90+REO - $0 3 $140,608 - $0 3 $140,608
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% 8.20% 0.00% 0.00% 0.00% 2.80% 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% 21.90% 21.10% 0.00% 0.00% 14.10% 5.80%
As of: Jan 2002                
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 $1,684,943 25 $1,296,014 0 $0 77 $2,980,957
LTV/WAC 59.01% 12.01% 62.41% 13.51% 0.00% 0.00% 60.49% 12.66%
A/A- 22 $745,567 3 $237,505 0 $0 25 $983,072
B 11 $570,963 9 $417,972 0 $0 20 $988,935
C 15 $296,110 7 $308,117 0 $0 22 $604,227
C- 2 $41,646 3 $152,167 0 $0 5 $193,813
D 2 $30,657 3 $180,253 0 $0 5 $210,910
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 87.05% $14,267,400 94.02% $22,216,153 0.00% $0 91.16% $36,483,553
Delinquency Status                
CURRENT 51 $1,680,682 22 $1,174,083 0 $0 73 $2,854,765
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 1 $29,407 0 $0 2 $33,668
180-269 0 $0 1 $69,874 0 $0 1 $69,874
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 $121,931 - $0 4 $126,192
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% 7.00% 0.00% 0.00% 0.00% 3.00%
C- , D, NON 0.00% 0.00% 60.80% 0.00% 0.00% 0.00% 47.70% 0.00%
2-4, LOW, NIV 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
As of: Jan 2002                
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 60 $1,720,209 21 $984,737 0 $0 81 $2,704,946
LTV/WAC 52.66% 12.14% 67.05% 12.48% 0.00% 0.00% 57.90% 12.26%
A/A- 22 $542,150 9 $540,830 0 $0 31 $1,082,980
B 3 $144,189 3 $55,640 0 $0 6 $199,829
C 19 $553,326 5 $177,045 0 $0 24 $730,371
C- 6 $104,644 2 $170,904 0 $0 8 $275,548
D 10 $375,900 2 $40,318 0 $0 12 $416,218
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 89.81% $19,367,850 92.94% $14,437,231 0.00% $0 91.12% $33,805,081
Delinquency Status                
CURRENT 59 $1,699,526 17 $864,107 0 $0 76 $2,563,633
30-59 0 $0 0 $0 0 $0 0 $0
60-89 0 $0 1 $18,922 0 $0 1 $18,922
90-119 0 $0 0 $0 0 $0 0 $0
120-179 0 $0 2 $82,266 0 $0 2 $82,266
180-269 0 $0 0 $0 0 $0 0 $0
270-359 1 $20,683 0 $0 0 $0 1 $20,683
360+ 0 $0 1 $19,441 0 $0 1 $19,441
REO 0 $0 0 $0 0 $0 0 $0
90+REO 1 $20,683 3 $101,707 - $0 4 $122,390
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% 11.30% 34.90% 0.00% 0.00% 5.60% 9.70%
C- , D, NON 0.00% 0.00% 0.00% 53.10% 0.00% 0.00% 0.00% 5.10%
2-4, LOW, NIV 0.00% 3.30% 0.00% 39.50% 0.00% 0.00% 0.00% 10.40%
As of: Jan 2002                
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 101 $3,766,364 9 $534,014 0 $0 110 $4,300,377
LTV/WAC 59.76% 11.25% 61.27% 11.49% 0.00% 0.00% 59.95% 11.28%
A/A- 52 $2,270,011 2 $99,454 0 $0 54 $2,369,465
B 10 $355,084 2 $73,358 0 $0 12 $428,442
C 28 $816,289 4 $206,907 0 $0 32 $1,023,197
C- 4 $107,060 1 $154,294 0 $0 5 $261,355
D 7 $217,919 0 $0 0 $0 7 $217,919
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 83.67% $23,908,695 87.79% $4,129,055 0.00% $0 84.25% $28,037,750
Delinquency Status                
CURRENT 98 $3,643,866 9 $534,014 0 $0 107 $4,177,880
30-59 2 $15,211 0 $0 0 $0 2 $15,211
60-89 1 $107,287 0 $0 0 $0 1 $107,287
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: Jan 2002                
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 $2,944,191 13 $701,134 0 $0 107 $3,645,325
LTV/WAC 54.55% 11.45% 67.35% 11.53% 0.00% 0.00% 57.01% 11.47%
A/A- 38 $1,203,500 6 $319,040 0 $0 44 $1,522,540
B 14 $435,494 2 $125,907 0 $0 16 $561,401
C 14 $398,093 0 $0 0 $0 14 $398,093
C- 2 $44,363 2 $166,568 0 $0 4 $210,932
D 26 $862,741 3 $89,619 0 $0 29 $952,360
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 91 $2,904,316 13 $701,134 0 $0 104 $3,605,450
30-59 1 $14,430 0 $0 0 $0 1 $14,430
60-89 0 $0 0 $0 0 $0 0 $0
90-119 1 $17,564 0 $0 0 $0 1 $17,564
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 $25,444 - $0 - $0 2 $25,444
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: Jan 2002                
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 $1,631,699 6 $358,277 0 $0 75 $1,989,976
LTV/WAC 54.47% 10.93% 60.49% 9.96% 0.00% 0.00% 55.56% 10.75%
A/A- 20 $484,955 2 $110,969 0 $0 22 $595,924
B 14 $305,899 1 $104,934 0 $0 15 $410,833
C 13 $263,443 0 $0 0 $0 13 $263,443
C- 1 $20,957 1 $50,006 0 $0 2 $70,963
D 20 $534,597 2 $92,367 0 $0 22 $626,964
Unknown 1 $21,849 0 $0 0 $0 1 $21,849
Paid Off 86.54% $15,402,140 78.94% $1,523,600 0.00% $0 85.80% $16,925,740
Delinquency Status                
CURRENT 66 $1,518,478 6 $358,277 0 $0 72 $1,876,755
30-59 1 $40,970 0 $0 0 $0 1 $40,970
60-89 1 $10,782 0 $0 0 $0 1 $10,782
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% 11.50% 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: Jan 2002                
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 43 $1,120,735 3 $104,645 0 $0 46 $1,225,380
LTV/WAC 51.84% 10.66% 59.92% 11.19% 0.00% 0.00% 52.53% 10.71%
A/A- 2 $37,924 0 $0 0 $0 2 $37,924
B 17 $380,396 1 $58,162 0 $0 18 $438,559
C 4 $110,203 0 $0 0 $0 4 $110,203
C- 1 $34,938 1 $31,885 0 $0 2 $66,823
D 10 $268,669 0 $0 0 $0 10 $268,669
Unknown 9 $288,605 1 $14,598 0 $0 10 $303,203
Paid Off 85.61% $9,938,815 40.76% $89,300 0.00% $0 84.78% $10,028,115
Delinquency Status                
CURRENT 41 $1,090,394 3 $104,645 0 $0 44 $1,195,039
30-59 1 $19,921 0 $0 0 $0 1 $19,921
60-89 1 $10,421 0 $0 0 $0 1 $10,421
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 0.29% $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% 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: Jan 2002