March 2002 Arm Loans

EX-99 3 mar2002arm.htm EXHIBIT 99.1 March 2002 Arm Loans

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 2001-4
ARM Loans
	Retail		Correspondent		Broker		NLC		Total
Category	#	$	#	$	#	$	#	$	#	$
Original	111	$10,454,638	0	$0	88	$6,656,939	0	$0	199	$17,111,577
LTV/WAC	76.52%	10.44%	0.00%	0.00%	76.98%	10.70%	0.00%	0.00%	76.70%	10.54%
NON/2-4	6.36%	14.28%	0.00%	0.00%	7.10%	5.09%	0.00%	0.00%	6.64%	10.71%
Low/NIV	0.00%	10.94%	0.00%	0.00%	1.02%	30.95%	0.00%	0.00%	0.40%	18.73%
A/A-	26	$2,997,358	0	$0	30	$2,407,550	0	$0	56	$5,404,908
B	42	$3,930,025	0	$0	26	$1,689,229	0	$0	68	$5,619,254
C	25	$2,258,505	0	$0	16	$1,472,000	0	$0	41	$3,730,505
C-	4	$203,400	0	$0	12	$761,250	0	$0	16	$964,650
D	14	$1,065,350	0	$0	4	$326,910	0	$0	18	$1,392,260
Remaining	108	$10,168,923	0	$0	87	$6,598,850	0	$0	195	$16,767,773
LTV/WAC	76.50%	10.42%	0.00%	0.00%	77.05%	10.69%	0.00%	0.00%	76.72%	10.53%
A/A-	26	$2,987,020	0	$0	29	$2,370,054	0	$0	55	$5,357,074
B	40	$3,751,129	0	$0	26	$1,685,703	0	$0	66	$5,436,833
C	24	$2,201,643	0	$0	16	$1,469,386	0	$0	40	$3,671,029
C-	4	$166,315	0	$0	12	$747,201	0	$0	16	$913,516
D	14	$1,062,815	0	$0	4	$326,506	0	$0	18	$1,389,321
Paid Off	1.29%	$134,600	0.00%	$0	0.42%	$28,000	0.00%	$0	0.95%	$162,600
Status
CURRENT	104	$9,939,556	0	$0	82	$6,256,880	0	$0	186	$16,196,436
30-59	2	$102,852	0	$0	4	$295,211	0	$0	6	$398,063
60-89	1	$49,600	0	$0	1	$46,760	0	$0	2	$96,360
90-119	1	$76,915	0	$0	0	$0	0	$0	1	$76,915
120-219	0	$0	0	$0	0	$0	0	$0	0	$0
180-269	0	$0	0	$0	0	$0	0	$0	0	$0
270-359	0	$0	0	$0	0	$0	0	$0	0	$0
360+	0	$0	0	$0	0	$0	0	$0	0	$0
REO	0	$0	0	$0	0	$0	0	$0	0	$0
90+REO	1	$76,915	-	$0	-	$0	-	$0	1	$76,915
Loss To Date
% to Original	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
Severity	0.00%		0.00%		0.00%		0.00%		0.00%
Loss To Date by Grade	% Orig	$	% Orig	$	% Orig	$	% Orig	$	% Orig	$
A/A-	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
B	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
C	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
C-	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
D	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
Loss by Characteristic	% Orig	$	% Orig	$	% Orig	$	% Orig	$	% Orig	$
Low Doc	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
2-4 Unit	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
NIV	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
Non-Owner	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
90+ & REO
A/A-, B , C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
C- , D, NON	46.25%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	8.42%	0.00%
2-4, LOW , NIV	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
As of: Mar 2002

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 2001-3
ARM Loans
	Retail		Correspondent		Broker		NLC		Total
Category	#	$	#	$	#	$	#	$	#	$
Original	19	$1,152,425	0	$0	29	$2,774,236	0	$0	48	$3,926,661
LTV/WAC	74.26%	10.87%	0.00%	0.00%	79.23%	10.81%	0.00%	0.00%	77.77%	10.83%
NON/2-4	18.68%	11.25%	0.00%	0.00%	6.11%	14.28%	0.00%	0.00%	9.80%	13.39%
Low/NIV	2.86%	28.07%	0.00%	0.00%	0.00%	36.67%	0.00%	0.00%	0.84%	34.15%
A/A-	2	$89,850	0	$0	9	$1,198,251	0	$0	11	$1,288,101
B	6	$599,900	0	$0	9	$715,400	0	$0	15	$1,315,300
C	9	$367,825	0	$0	5	$470,460	0	$0	14	$838,285
C-	0	$0	0	$0	4	$263,625	0	$0	4	$263,625
D	2	$94,850	0	$0	2	$126,500	0	$0	4	$221,350
Remaining	16	$765,561	0	$0	29	$2,761,165	0	$0	45	$3,526,727
LTV/WAC	76.41%	10.82%	0.00%	0.00%	79.23%	10.81%	0.00%	0.00%	78.62%	10.81%
A/A-	2	$89,166	0	$0	9	$1,192,661	0	$0	11	$1,281,827
B	6	$447,820	0	$0	9	$711,331	0	$0	15	$1,159,151
C	6	$133,916	0	$0	5	$469,000	0	$0	11	$602,915
C-	0	$0	0	$0	4	$261,969	0	$0	4	$261,969
D	2	$94,659	0	$0	2	$126,205	0	$0	4	$220,864
Paid Off	8.29%	$95,550	0.00%	$0	0.00%	$0	0.00%	$0	2.43%	$95,550
Status
CURRENT	15	$740,100	0	$0	25	$2,548,993	0	$0	40	$3,289,093
30-59	0	$0	0	$0	2	$90,456	0	$0	2	$90,456
60-89	0	$0	0	$0	0	$0	0	$0	0	$0
90-119	1	$25,462	0	$0	2	$121,716	0	$0	3	$147,177
120-219	0	$0	0	$0	0	$0	0	$0	0	$0
180-269	0	$0	0	$0	0	$0	0	$0	0	$0
270-359	0	$0	0	$0	0	$0	0	$0	0	$0
360+	0	$0	0	$0	0	$0	0	$0	0	$0
REO	0	$0	0	$0	0	$0	0	$0	0	$0
90+REO	1	$25,462	-	$0	2	$121,716	-	$0	3	$147,177
Loss To Date
% to Original	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
Severity	0.00%		0.00%		0.00%		0.00%		0.00%
Loss To Date by Grade	% Orig	$	% Orig	$	% Orig	$	% Orig	$	% Orig	$
A/A-	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
B	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
C	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
C-	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
D	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
Loss by Characteristic	% Orig	$	% Orig	$	% Orig	$	% Orig	$	% Orig	$
Low Doc	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
2-4 Unit	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
NIV	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
Non-Owner	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
90+ & REO
A/A-, B , C	0.00%	0.00%	0.00%	0.00%	4.18%	10.10%	0.00%	0.00%	3.89%	6.20%
C- , D, NON	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
2-4, LOW , NIV	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
As of: Mar 2002

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 2001-2
ARM Loans
	Retail		Correspondent		Broker		NLC		Total
Category	#	$	#	$	#	$	#	$	#	$
Original	86	$8,396,490	0	$0	70	$6,124,956	0	$0	156	$14,521,446
LTV/WAC	75.46%	10.79%	0.00%	0.00%	80.90%	10.50%	0.00%	0.00%	77.76%	10.67%
NON/2-4	24.53%	12.13%	0.00%	0.00%	7.52%	11.47%	0.00%	0.00%	17.36%	11.85%
Low/NIV	12.03%	10.84%	0.00%	0.00%	2.00%	30.45%	0.00%	0.00%	7.80%	19.11%
A/A-	31	$2,696,200	0	$0	36	$3,911,651	0	$0	67	$6,607,851
B	27	$2,742,240	0	$0	21	$1,533,270	0	$0	48	$4,275,510
C	21	$2,002,800	0	$0	11	$480,600	0	$0	157.53%	$0
C-	1	$69,000	0	$0	1	$48,385	0	$0	2	$117,385
D	6	$886,250	0	$0	1	$151,050	0	$0	7	$1,037,300
Remaining	74	$6,474,693	0	$0	67	$5,702,633	0	$0	141	$12,177,326
LTV/WAC	76.12%	10.63%	0.00%	0.00%	81.41%	10.51%	0.00%	0.00%	78.60%	10.58%
A/A-	29	$2,431,214	0	$0	34	$3,586,564	0	$0	63	$6,017,778
B	22	$1,969,461	0	$0	21	$1,525,883	0	$0	43	$3,495,343
C	18	$1,395,244	0	$0	10	$391,512	0	$0	28	$1,786,756
C-	0	$0	0	$0	1	$48,182	0	$0	1	$48,182
D	4	$678,775	0	$0	1	$150,492	0	$0	5	$829,266
Paid Off	21.05%	$1,767,100	0.00%	$0	6.48%	$396,750	0.00%	$0	14.90%	$2,163,850
Status
CURRENT	54	$5,167,380	0	$0	53	$4,775,528	0	$0	107	$9,942,907
30-59	2	$142,426	0	$0	2	$52,763	0	$0	4	$195,189
60-89	3	$246,610	0	$0	1	$35,115	0	$0	4	$281,725
90-119	1	$33,736	0	$0	1	$43,183	0	$0	2	$76,919
120-179	5	$292,678	0	$0	2	$160,624	0	$0	7	$453,301
180-269	7	$401,714	0	$0	6	$569,491	0	$0	13	$971,205
270-359	2	$190,150	0	$0	1	$39,965	0	$0	3	$230,115
360+	0	$0	0	$0	0	$0	0	$0	0	$0
REO	0	$0	0	$0	1	$25,966	0	$0	1	$25,966
90+REO	15	$918,278	-	$0	11	$839,227	-	$0	26	$1,757,505
Loss To Date
% to Original	0.09%	$7,473	0.00%	$0	0.00%	$0	0.00%	$0	0.05%	$7,473
Severity	3.66%		0.00%		0.00%		0.00%		3.66%
Loss To Date by Grade	% Orig	$	% Orig	$	% Orig	$	% Orig	$	% Orig	$
A/A-	0.28%	$7,473	0.00%	$0	0.00%	$0	0.00%	$0	0.11%	$7,473
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	14.68%	16.20%	0.00%	0.00%	19.16%	3.60%	0.00%	0.00%	17.35%	10.70%
C- , D, NON	0.00%	10.48%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	8.58%
2-4, LOW , NIV	8.80%	12.01%	0.00%	0.00%	15.32%	100.00%	0.00%	0.00%	11.92%	38.02%
As of: Mar 2002

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 2001-1
ARM Loans
	Retail		Correspondent		Broker		NLC		Total
Category	#	$	#	$	#	$	#	$	#	$
Original	18	$2,379,197	1	$135,000	103	$10,141,112	0	$0	122	$12,655,309
LTV/WAC	73.58%	10.60%	77.20%	11.03%	90.85%	10.53%	0.00%	0.00%	87.46%	10.55%
NON/2-4	11.19%	10.34%	0.00%	0.00%	7.83%	9.31%	0.00%	0.00%	8.38%	9.41%
Low/NIV	0.00%	8.74%	0.00%	0.00%	0.77%	12.85%	0.00%	0.00%	0.62%	11.94%
A/A-	3	$249,250	0	$0	96	$9,575,511	0	$0	99	$9,824,761
B	8	$937,175	1	$135,000	6	$494,101	0	$0	15	$1,566,276
C	6	$1,078,772	0	$0	1	$71,500	0	$0	7	$1,150,272
C-	1	$114,000	0	$0	0	$0	0	$0	1	$114,000
D	0	$0	0	$0	0	$0	0	$0	0	$0
Remaining	17	$1,659,828	1	$134,289	92	$8,759,878	0	$0	110	$10,553,995
LTV/WAC	74.49%	10.61%	77.20%	11.03%	90.47%	10.46%	0.00%	0.00%	87.79%	10.49%
A/A-	3	$248,412	0	$0	85	$8,199,551	0	$0	88	$8,447,964
B	7	$542,070	1	$134,289	6	$489,175	0	$0	14	$1,165,534
C	6	$755,620	0	$0	1	$71,152	0	$0	7	$826,771
C-	1	$113,726	0	$0	0	$0	0	$0	1	$113,726
D	0	$0	0	$0	0	$0	0	$0	0	$0
Paid Off	10.38%	$247,000	0.00%	$0	11.13%	$1,128,500	0.00%	$0	10.87%	$1,375,500
Status
CURRENT	9	$615,752	1	$134,289	82	$7,545,808	0	$0	92	$8,295,849
30-59	0	$0	0	$0	0	$0	0	$0	0	$0
60-89	0	$0	0	$0	1	$173,343	0	$0	1	$173,343
90-119	2	$142,119	0	$0	0	$0	0	$0	2	$142,119
120-179	1	$48,588	0	$0	3	$251,912	0	$0	4	$300,499
180-269	3	$636,121	0	$0	1	$104,237	0	$0	4	$740,359
270-359	1	$41,215	0	$0	3	$248,827	0	$0	4	$290,043
360+	0	$0	0	$0	2	$435,750	0	$0	2	$435,750
REO	1	$176,033	0	$0	0	$0	0	$0	1	$176,033
90+REO	8	$1,044,077	-	$0	9	$1,040,727	-	$0	17	$2,084,803
Loss To Date
% to Original	0.00%	$0	0.00%	$0	0.48%	$48,539	0.00%	$0	0.38%	$48,539
Severity	0.00%		0.00%		26.97%		0.00%		26.97%
Loss To Date by Grade	% Orig	$	% Orig	$	% Orig	$	% Orig	$	% Orig	$
A/A-	0.00%	$0	0.00%	$0	0.51%	$48,539	0.00%	$0	0.49%	$48,539
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	46.72%	41.38%	0.00%	0.00%	11.55%	19.16%	0.00%	0.00%	12.58%	27.29%
C- , D, NON	100.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	100.00%	0.00%
2-4, LOW , NIV	19.88%	0.00%	0.00%	0.00%	23.71%	0.00%	0.00%	0.00%	22.76%	0.00%
As of: Mar 2002

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 2000-2
ARM Loans
	Retail		Correspondent		Broker		NLC		Total
Category	#	$	#	$	#	$	#	$	#	$
Original	782	$79,900,173	72	$9,319,842	2110	$233,344,812	18	$1,710,500	2982	$324,275,327
LTV/WAC	74.82%	10.78%	71.43%	9.77%	79.17%	10.54%	74.98%	11.39%	77.85%	10.58%
NON/2-4	4.30%	2.95%	4.56%	5.46%	3.86%	5.65%	5.03%	28.27%	4.00%	5.10%
Low/NIV	16.81%	5.73%	0.00%	10.25%	2.20%	24.68%	6.14%	8.13%	5.76%	19.51%
A/A-	196	$24,047,678	31	$4,478,121	1085	$136,799,052	5	$413,400	1317	$165,738,251
B	260	$26,429,507	25	$3,199,792	563	$60,003,702	6	$599,500	854	$90,232,501
C	214	$19,118,059	13	$1,431,229	340	$28,321,240	4	$511,050	571	$49,381,578
C-	50	$4,744,425	1	$56,000	79	$5,409,962	3	$186,550	133	$10,396,937
D	62	$5,560,504	2	$154,700	43	$2,810,856	0	$0	107	$8,526,060
Remaining	571	$53,777,397	43	$4,891,053	1614	$163,337,188	13	$1,446,099	2241	$223,451,737
LTV/WAC	75.37%	10.74%	71.66%	9.92%	80.18%	10.56%	77.97%	11.20%	78.82%	10.59%
A/A-	144	$15,771,436	16	$1,685,403	830	$96,968,526	4	$370,031	994	$114,795,396
B	202	$19,123,493	17	$2,236,763	434	$41,849,773	4	$493,999	657	$63,704,028
C	149	$12,415,520	7	$758,538	253	$18,693,774	3	$478,349	412	$32,346,182
C-	37	$3,180,788	1	$55,802	62	$3,965,677	2	$103,721	102	$7,305,988
D	39	$3,286,159	2	$154,546	35	$1,859,438	0	$0	76	$5,300,143
Paid Off	30.15%	$24,093,147	43.16%	$4,022,113	26.11%	$60,922,888	14.88%	$254,500	27.54%	$89,292,648
Status
CURRENT	374	$34,630,517	33	$3,855,158	1252	$129,386,130	11	$1,345,536	1670	$169,217,341
30-59	34	$3,277,307	0	$0	63	$5,677,598	1	$48,690	98	$9,003,595
60-89	17	$2,074,273	1	$128,879	27	$2,615,393	0	$0	45	$4,818,546
90-119	6	$456,185	1	$206,960	36	$4,668,790	0	$0	43	$5,331,935
120-179	36	$3,348,876	3	$252,182	38	$3,774,310	0	$0	77	$7,375,368
180-269	32	$3,207,951	1	$174,668	52	$5,082,421	0	$0	85	$8,465,041
270-359	25	$2,608,198	1	$55,135	46	$3,743,663	1	$51,874	73	$6,458,869
360+	31	$3,008,995	1	$99,411	59	$4,966,134	0	$0	91	$8,074,541
REO	16	$1,165,096	2	$118,659	41	$3,422,747	0	$0	59	$4,706,502
90+REO	146	$13,795,300	9	$907,016	272	$25,658,066	1	$51,874	428	$40,412,255
Loss To Date
% to Original	0.18%	$147,780	0.49%	$45,900	0.13%	$314,899	0.00%	$0	0.16%	$508,579
Severity	11.06%		58.23%		25.62%		0.00%		19.23%
Loss To Date by Grade	% Orig	$	% Orig	$	% Orig	$	% Orig	$	% Orig	$
A/A-	0.03%	$6,863	1.02%	$45,900	0.05%	$68,260	0.00%	$0	0.07%	$121,023
B	0.36%	$94,182	0.00%	$0	0.14%	$84,786	0.00%	$0	0.20%	$178,968
C	0.25%	$47,152	0.00%	$0	0.49%	$138,066	0.00%	$0	0.38%	$185,219
C-	-0.01%	($380)	0.00%	$0	0.44%	$23,787	0.00%	$0	0.23%	$23,407
D	0.00%	($37)	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	($37)
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	0.43%	$56,568	0.00%	$0	0.34%	$56,568
NIV	0.00%	$0	0.00%	$0	0.34%	$197,747	0.00%	$0	0.31%	$197,747
Non-Owner	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
90+ & REO
A/A-, B , C	17.35%	22.22%	14.54%	14.88%	11.05%	17.32%	0.00%	10.50%	11.93%	18.65%
C- , D, NON	29.46%	67.85%	0.00%	100.00%	40.22%	34.92%	0.00%	0.00%	34.66%	57.23%
2-4, LOW , NIV	23.89%	28.23%	0.00%	0.00%	13.98%	22.76%	0.00%	0.00%	14.23%	26.39%
As of: Mar 2002

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 2000-1
ARM Loans
	Retail		Correspondent		Broker		NLC		Total
Category	#	$	#	$	#	$	#	$	#	$
Original	534	$47,297,989	58	$7,593,887	1846	$192,904,929	34	$3,502,207	2472	$251,299,012
LTV/WAC	73.16%	10.83%	73.43%	10.20%	77.48%	10.76%	75.89%	10.12%	76.52%	10.74%
NON/2-4	6.38%	4.01%	2.35%	4.32%	3.70%	6.14%	3.30%	1.54%	4.16%	5.62%
Low/NIV	14.43%	5.36%	0.00%	13.82%	3.03%	27.19%	0.00%	3.18%	5.04%	22.34%
A/A-	123	$11,548,145	31	$4,404,773	828	$102,523,904	12	$1,717,350	994	$120,194,172
B	173	$16,182,010	13	$1,913,734	514	$51,961,039	10	$829,500	710	$70,886,283
C	141	$12,947,529	10	$1,019,630	332	$27,105,589	7	$546,507	490	$41,619,255
C-	41	$2,750,600	2	$191,300	100	$6,267,237	4	$337,600	147	$9,546,737
D	56	$3,869,705	2	$64,450	72	$5,047,160	1	$71,250	131	$9,052,565
Remaining	356	$28,162,424	36	$3,589,586	1249	$114,895,774	26	$2,769,370	1667	$149,417,153
LTV/WAC	74.13%	10.73%	73.18%	10.40%	78.23%	10.77%	77.64%	9.85%	77.32%	10.74%
A/A-	85	$6,923,170	19	$1,769,501	561	$61,872,297	10	$1,468,192	675	$72,033,160
B	120	$10,395,674	8	$1,020,056	368	$31,418,801	8	$714,657	504	$43,549,188
C	84	$7,506,844	5	$576,197	210	$14,909,789	7	$539,631	306	$23,532,461
C-	29	$1,419,812	2	$189,446	66	$3,989,673	1	$46,889	98	$5,645,820
D	38	$1,916,923	2	$34,386	44	$2,705,214	0	$0	84	$4,656,524
Paid Off	37.45%	$17,714,535	42.94%	$3,260,604	37.84%	$73,004,697	20.05%	$702,150	37.68%	$94,681,986
Status
CURRENT	252	$18,708,139	27	$2,669,475	920	$87,359,248	19	$1,877,456	1218	$110,614,318
30-59	16	$1,820,758	3	$595,694	50	$4,218,660	2	$133,148	71	$6,768,259
60-89	8	$776,133	1	$51,439	22	$1,971,835	1	$74,455	32	$2,873,862
90-119	3	$336,200	1	$87,104	19	$1,990,485	0	$0	23	$2,413,789
120-179	14	$905,089	0	$0	37	$3,644,290	1	$484,044	52	$5,033,424
180-269	11	$886,246	1	$34,386	49	$4,223,500	0	$0	61	$5,144,132
270-359	13	$1,552,880	1	$117,219	33	$2,447,625	2	$153,377	49	$4,271,100
360+	26	$2,441,945	1	$34,269	62	$5,161,703	1	$46,889	90	$7,684,806
REO	13	$735,034	0	$0	57	$3,878,428	0	$0	70	$4,613,463
90+REO	80	$6,857,394	4	$272,978	257	$21,346,031	4	$684,310	345	$29,160,713
Loss To Date
% to Original	1.02%	$483,057	0.51%	$38,428	0.55%	$1,059,703	0.00%	$0	0.63%	$1,581,188
Severity	32.70%		40.54%		40.47%		0.00%		37.73%
Loss To Date by Grade	% Orig	$	% Orig	$	% Orig	$	% Orig	$	% Orig	$
A/A-	1.97%	$226,928	0.00%	$0	0.13%	$131,313	0.00%	$0	0.30%	$358,241
B	0.35%	$56,406	0.00%	$0	0.83%	$429,877	0.00%	$0	0.69%	$486,283
C	0.54%	$69,396	2.59%	$26,388	1.37%	$372,168	0.00%	$0	1.12%	$467,951
C-	1.53%	$42,068	0.00%	$0	1.64%	$102,617	0.00%	$0	1.52%	$144,685
D	2.28%	$88,258	18.68%	$12,040	0.47%	$23,729	0.00%	$0	1.37%	$124,026
Loss by Characteristic	% Orig	$	% Orig	$	% Orig	$	% Orig	$	% Orig	$
Low Doc	1.37%	$93,787	0.00%	$0	1.43%	$83,445	0.00%	$0	1.40%	$177,232
2-4 Unit	3.55%	$67,389	0.00%	$0	1.39%	$165,149	0.00%	$0	1.65%	$232,538
NIV	2.63%	$66,736	0.00%	$0	0.59%	$307,000	0.00%	$0	0.67%	$373,736
Non-Owner	4.56%	$137,438	0.00%	$0	0.88%	$62,586	0.00%	$0	1.91%	$200,024
90+ & REO
A/A-, B , C	11.32%	22.40%	6.62%	8.54%	12.96%	18.18%	32.97%	13.91%	13.06%	18.89%
C- , D, NON	27.26%	47.89%	0.00%	100.00%	33.80%	44.60%	100.00%	0.00%	31.57%	46.36%
2-4, LOW , NIV	19.48%	38.88%	0.00%	0.00%	27.18%	21.71%	0.00%	0.00%	25.41%	30.69%
As of: Mar 2002

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1999-2
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original	52	$5,034,900	108	$12,255,827	1751	$151,946,509	1911	$169,237,236
LTV/WAC	74.27%	10.35%	79.75%	10.06%	79.07%	10.44%	78.98%	10.41%
NON/2-4	4.82%	13.14%	3.40%	7.38%	3.02%	5.99%	3.10%	6.30%
Low/NIV	6.73%	22.91%	2.75%	14.24%	4.39%	27.45%	4.34%	26.36%
A/A-	24	$2,916,000	55	$6,823,461	838	$87,023,808	917	$96,763,269
B	10	$945,350	32	$3,541,493	502	$39,417,068	544	$43,903,911
C	3	$217,850	14	$1,216,010	161	$11,408,456	178	$12,842,316
C-	6	$346,300	3	$223,473	42	$3,071,270	51	$3,641,043
D	9	$609,400	4	$451,390	207	$10,905,907	220	$11,966,697
Unknown	0	$0	0	$0	0	$0	0	$0
Remaining	34	$3,269,075	22	$1,986,577	812	$63,605,257	868	$68,860,909
LTV/WAC	79.95%	8.60%	78.07%	11.42%	76.93%	10.52%	77.11%	10.46%
A/A-	19	$2,237,473	9	$857,834	364	$32,304,386	392	$35,399,693
B	11	$791,172	4	$556,954	232	$17,552,655	247	$18,900,781
C	2	$143,977	2	$80,713	80	$4,939,858	84	$5,164,548
C-	0	$0	0	$0	23	$1,198,656	23	$1,198,656
D	2	$96,453	7	$491,076	113	$7,609,702	122	$8,197,231
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	62.96%	$3,170,050	58.59%	$7,181,194	52.09%	$79,146,577	52.88%	$89,497,821
Status
CURRENT	26	$2,787,730	19	$1,503,608	641	$51,208,609	686	$55,499,947
30-59	1	$37,235	1	$125,115	25	$1,733,377	27	$1,895,727
60-89	1	$66,573	0	$0	8	$939,885	9	$1,006,458
90-119	0	$0	0	$0	11	$692,166	11	$692,166
120-179	0	$0	1	$26,788	22	$1,380,516	23	$1,407,304
180-269	2	$145,623	0	$0	30	$1,817,640	32	$1,963,263
270-359	1	$59,218	0	$0	21	$1,593,807	22	$1,653,025
360+	3	$172,696	1	$331,065	33	$2,714,256	37	$3,218,017
REO	0	$0	0	$0	21	$1,525,002	21	$1,525,002
90+REO	6	$377,537	2	$357,853	138	$9,723,387	146	$10,458,777
Loss To Date
% to Original	0.00%	$0	1.35%	$165,017	3.54%	$5,380,377	3.28%	$5,545,394
Severity	0.00%		34.77%		43.96%		43.62%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	0.00%	$0	0.61%	$41,858	1.78%	$1,550,632	1.65%	$1,592,490
B	0.00%	$0	1.02%	$36,285	4.47%	$1,762,117	4.10%	$1,798,402
C	0.00%	$0	2.07%	$25,154	7.09%	$809,422	6.50%	$834,576
C-	0.00%	$0	0.00%	$0	8.39%	$257,596	7.07%	$257,596
D	0.00%	$0	13.67%	$61,720	9.17%	$1,000,610	8.88%	$1,062,330
Unknown	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
Loss by Characteristic	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
Low Doc	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
2-4 Unit	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
NIV	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
Non-Owner	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
90+ & REO as % Rem
A/A- , B, C	5.10%	15.90%	0.00%	59.40%	7.60%	18.80%	7.20%	19.80%
C- , D, NON	0.00%	61.40%	0.00%	5.50%	15.20%	37.60%	15.20%	36.00%
2-4, LOW, NIV	0.00%	47.30%	0.00%	0.00%	21.00%	37.10%	18.70%	37.40%
As of: Mar 2002

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1999-1
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	104	$10,782,850	61	$5,969,315	2046	$185,142,838	2211	$201,895,003
LTV/WAC	77.65%	9.94%	75.93%	10.81%	76.40%	10.41%	76.45%	10.39%
NON/2-4	4.02%	9.78%	0.46%	9.98%	4.95%	5.37%	0.75%	1.08%
Low/NIV	6.09%	19.35%	1.70%	28.44%	4.67%	31.31%	0.52%	0.70%
A/A-	54	$6,662,000	23	$2,644,940	867	$95,227,223	944	$104,534,163
B	27	$2,407,650	10	$1,278,050	561	$48,493,613	598	$52,179,313
C	8	$599,600	5	$329,400	219	$14,666,437	232	$15,595,437
C-	1	$79,800	1	$60,200	77	$4,591,855	79	$4,731,855
D	14	$1,033,800	22	$1,656,725	322	$22,163,710	358	$24,854,235
Unknown	0	$0	0	$0	0	$0	0	$0
Remaining Pool	43	$4,440,898	117	$12,140,977	425	$32,774,113	585	$49,355,988
LTV/WAC	79.79%	9.34%	81.66%	11.10%	79.66%	10.24%	80.16%	10.37%
A/A-	22	$2,900,450	76	$8,304,118	225	$20,049,959	323	$31,254,527
B	14	$1,035,891	28	$2,758,962	138	$9,029,278	180	$12,824,131
C	3	$225,506	1	$69,363	21	$1,340,419	25	$1,635,287
C-	1	$36,430	1	$51,851	11	$758,232	13	$846,513
D	3	$242,621	11	$956,683	30	$1,596,225	44	$2,795,530
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	68.44%	$7,380,000	65.83%	$3,929,350	64.97%	$120,286,326	65.18%	$131,595,676
Delinquency Status
CURRENT	32	$3,359,448	92	$9,339,920	337	$25,364,245	461	$38,063,613
30-59	3	$226,226	4	$524,740	10	$761,414	17	$1,512,380
60-89	0	$0	1	$24,877	4	$497,973	5	$522,850
90-119	0	$0	0	$0	8	$870,935	8	$870,935
120-179	1	$326,752	2	$167,533	15	$1,107,935	18	$1,602,220
180-269	1	$68,713	3	$242,244	11	$878,718	15	$1,189,675
270-359	1	$62,338	6	$735,281	9	$790,567	16	$1,588,186
360+	5	$397,422	2	$486,470	20	$1,600,153	27	$2,484,045
REO	0	$0	7	$619,912	11	$902,173	18	$1,522,085
90+REO	8	$855,225	20	$2,251,440	74	$6,150,481	102	$9,257,146
Loss To Date
% to Original Pool Balance	0.84%	$90,044	1.18%	$70,641	3.81%	$7,052,000	3.57%	$7,212,685
Severity	16.93%		37.98%		44.03%		43.11%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	0.00%	$0	0.00%	$0	2.10%	$2,001,769	1.91%	$2,001,769
B	1.16%	$27,899	0.00%	$0	4.61%	$2,236,537	4.34%	$2,264,436
C	4.23%	$25,375	0.00%	$0	5.26%	$770,857	5.11%	$796,232
C-	0.00%	$0	16.67%	$10,038	4.87%	$223,432	4.93%	$233,470
D	3.56%	$36,769	3.66%	$60,603	8.21%	$1,819,404	7.71%	$1,916,776
Unknown	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
Loss by Characteristic	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
Low Doc	0.00%	$0	0.00%	$0	4.91%	$327,344	4.45%	$327,344
2-4 Unit	0.00%	$0	0.00%	$0	7.45%	$677,707	6.35%	$677,707
NIV	0.00%	$0	2.08%	$36,285	4.51%	$1,881,187	4.30%	$1,917,472
Non-Owner	0.00%	$0	0.00%	$0	10.52%	$483,344	9.20%	$483,344
90+ & REO as % Rem
A/A- , B, C	13.40%	19.50%	14.30%	29.90%	15.70%	22.40%	15.10%	23.80%
C- , D, NON	0.00%	90.40%	0.00%	17.30%	30.90%	26.40%	27.70%	28.90%
2-4, LOW, NIV	0.00%	19.40%	0.00%	0.00%	7.80%	57.00%	4.90%	31.60%
As of: Mar 2002

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1998-C
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	173	$21,129,800	637	$76,598,960	1774	$161,871,473	2584	$259,600,233
LTV/WAC	79.91%	10.34%	80.07%	10.17%	78.52%	9.88%	79.09%	10.00%
NON/2-4	2.79%	4.35%	0.55%	5.57%	5.02%	4.66%	0.58%	0.84%
Low/NIV	7.85%	15.99%	2.24%	29.86%	2.09%	31.65%	0.40%	0.55%
A/A-	106	$14,771,000	371	$49,011,185	962	$100,957,142	1439	$164,739,327
B	47	$4,912,600	144	$16,505,215	534	$43,845,675	725	$65,263,490
C	11	$915,300	48	$4,000,515	122	$8,148,811	181	$13,064,626
C-	2	$114,200	6	$411,345	38	$2,486,170	46	$3,011,715
D	7	$416,700	68	$6,670,700	118	$6,433,675	193	$13,521,075
Unknown	0	$0	0	$0	0	$0	0	$0
Remaining Pool	39	$3,461,444	160	$15,894,321	534	$38,548,065	733	$57,903,830
LTV/WAC	77.40%	11.56%	78.95%	11.74%	78.42%	10.34%	78.51%	10.80%
A/A-	18	$1,711,752	82	$8,999,475	253	$21,285,385	353	$31,996,613
B	16	$1,384,752	37	$3,624,183	176	$11,902,920	229	$16,911,854
C	3	$209,470	15	$1,183,431	57	$2,923,053	75	$4,315,954
C-	2	$155,470	3	$182,865	13	$670,905	18	$1,009,240
D	0	$0	23	$1,904,367	35	$1,765,803	58	$3,670,170
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	78.27%	$16,537,500	83.79%	$64,183,835	79.26%	$128,298,648	80.52%	$209,019,983
Delinquency Status
CURRENT	33	$2,949,291	109	$10,548,598	419	$29,983,705	561	$43,481,594
30-59	1	$67,698	4	$321,204	9	$790,953	14	$1,179,855
60-89	1	$55,103	6	$589,377	4	$236,156	11	$880,636
90-119	0	$0	3	$311,401	9	$756,414	12	$1,067,815
120-179	0	$0	2	$122,673	10	$450,645	12	$573,318
180-269	1	$92,296	4	$472,127	9	$445,871	14	$1,010,294
270-359	0	$0	6	$622,661	15	$1,489,942	21	$2,112,603
360+	1	$122,173	17	$1,999,051	41	$2,795,841	59	$4,917,065
REO	2	$174,883	9	$907,229	18	$1,598,537	29	$2,680,649
90+REO	4	$389,352	41	$4,435,142	102	$7,537,250	147	$12,361,744
Loss To Date
% to Original Pool Balance	4.06%	$858,722	3.58%	$2,739,099	3.55%	$5,744,511	3.60%	$9,342,332
Severity	39.16%		36.12%		35.94%		36.27%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	3.46%	$510,502	2.44%	$1,197,368	2.76%	$2,785,543	2.73%	$4,493,413
B	6.12%	$300,521	4.65%	$767,660	3.80%	$1,666,496	4.19%	$2,734,677
C	5.21%	$47,700	7.25%	$289,931	7.21%	$587,702	7.08%	$925,333
C-	0.00%	$0	0.00%	$0	4.25%	$105,699	3.51%	$105,699
D	0.00%	$0	7.26%	$484,141	9.31%	$599,071	8.01%	$1,083,212
Unknown	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
Loss by Characteristic	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
Low Doc	3.70%	$24,281	0.00%	$0	6.01%	$520,349	5.79%	$544,630
2-4 Unit	2.41%	$25,375	0.00%	$0	7.64%	$759,857	6.77%	$785,233
NIV	2.55%	$53,274	1.16%	$19,632	3.62%	$2,097,236	3.51%	$2,170,142
Non-Owner	6.53%	$25,375	0.00%	$0	6.54%	$600,351	6.53%	$625,726
90+ & REO as % Rem
A/A- , B, C	17.40%	0.00%	20.90%	36.50%	14.70%	22.50%	16.60%	23.70%
C- , D, NON	0.00%	0.00%	18.70%	45.50%	22.70%	43.10%	18.50%	44.30%
2-4, LOW, NIV	0.00%	0.00%	13.60%	62.60%	20.60%	43.00%	15.50%	38.50%
As of: Mar 2002

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1998-B
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	223	$20,701,000	1063	$128,196,047	2550	$225,570,556	3836	$374,467,603
LTV/WAC	75.56%	11.11%	80.13%	11.05%	77.40%	10.62%	78.23%	10.80%
NON/2-4	4.85%	3.28%	0.91%	6.56%	6.53%	6.43%	0.40%	0.58%
Low/NIV	18.26%	16.11%	1.97%	27.77%	1.91%	38.70%	0.28%	0.38%
A/A-	103	$11,096,100	630	$83,840,520	1268	$130,730,863	2001	$225,667,483
B	70	$6,137,400	221	$25,127,140	783	$63,641,009	1074	$94,905,549
C	24	$2,027,000	74	$7,155,032	236	$14,035,800	334	$23,217,832
C-	10	$643,400	10	$993,375	67	$4,359,114	87	$5,995,889
D	16	$797,100	128	$11,079,980	196	$12,803,770	340	$24,680,850
Unknown	0	$0	0	$0	0	$0	0	$0
Remaining Pool	13	$1,179,693	71	$6,615,139	230	$18,271,232	314	$26,066,064
LTV/WAC	76.98%	11.53%	76.77%	11.97%	77.61%	10.04%	77.36%	10.60%
A/A-	9	$835,683	25	$2,664,492	107	$10,696,929	141	$14,197,105
B	3	$314,286	24	$2,098,560	80	$5,382,718	107	$7,795,564
C	0	$0	5	$638,359	23	$1,245,066	28	$1,883,425
C-	0	$0	1	$90,520	6	$292,902	7	$383,422
D	1	$29,723	16	$1,123,208	14	$653,617	31	$1,806,549
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	82.80%	$17,140,100	87.29%	$111,903,503	82.42%	$185,917,487	84.11%	$314,961,090
Delinquency Status
CURRENT	9	$745,288	51	$4,716,937	186	$14,910,983	246	$20,373,208
30-59	1	$102,069	0	$0	2	$194,821	3	$296,890
60-89	0	$0	2	$202,233	4	$375,200	6	$577,433
90-119	0	$0	1	$25,224	2	$43,795	3	$69,019
120-179	0	$0	1	$85,693	3	$156,951	4	$242,644
180-269	0	$0	1	$35,102	6	$741,010	7	$776,112
270-359	0	$0	1	$207,783	7	$444,920	8	$652,703
360+	3	$332,335	9	$715,789	8	$374,865	20	$1,422,989
REO	0	$0	5	$626,376	12	$1,028,687	17	$1,655,063
90+REO	3	$332,335	18	$1,695,967	38	$2,790,228	59	$4,818,530
Loss To Date
% to Original Pool Balance	3.06%	$633,080	6.52%	$8,362,516	5.21%	$11,750,320	5.54%	$20,745,916
Severity	44.80%		45.42%		44.32%		44.77%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	1.53%	$170,121	5.35%	$4,483,606	3.47%	$4,542,871	4.08%	$9,196,598
B	2.74%	$168,428	6.83%	$1,715,606	6.43%	$4,093,350	6.30%	$5,977,384
C	6.94%	$140,645	8.44%	$604,097	11.76%	$1,650,585	10.32%	$2,395,327
C-	1.19%	$7,642	6.21%	$61,692	5.53%	$241,109	5.18%	$310,443
D	18.35%	$146,245	13.52%	$1,497,515	9.55%	$1,222,405	11.61%	$2,866,165
Unknown	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
Loss by Characteristic	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
Low Doc	13.30%	$220,419	2.05%	$35,171	2.02%	$68,417	4.79%	$324,007
2-4 Unit	12.39%	$113,963	4.80%	$204,881	4.63%	$349,940	5.25%	$668,784
NIV	5.20%	$175,553	3.71%	$847,797	3.34%	$1,711,832	3.53%	$2,735,182
Non-Owner	6.23%	$36,719	12.58%	$53,047	5.06%	$411,229	5.49%	$500,995
90+ & REO as % Rem
A/A- , B, C	21.60%	38.80%	23.80%	21.80%	10.50%	15.60%	13.70%	18.20%
C- , D, NON	0.00%	100.00%	100.00%	32.50%	0.00%	49.80%	23.60%	39.90%
2-4, LOW, NIV	0.00%	56.40%	38.30%	0.00%	6.10%	0.00%	10.90%	23.80%
As of: Mar 2002

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1998-A
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	96	$10,815,700	512	$53,120,014	994	$86,545,044	1602	$150,480,758
LTV/WAC	78.08%	10.93%	78.18%	11.44%	76.41%	10.78%	77.15%	11.02%
NON/2-4	2.74%	0.65%	2.25%	4.89%	9.42%	6.91%	1.01%	1.45%
Low/NIV	11.89%	14.84%	2.62%	33.03%	2.51%	40.32%	0.69%	0.94%
A/A-	55	$6,884,100	254	$29,321,852	504	$50,697,018	813	$86,902,970
B	29	$3,055,800	129	$13,854,006	288	$22,626,237	446	$39,536,043
C	1	$50,000	44	$3,579,588	89	$6,074,423	134	$9,704,011
C-	6	$560,300	9	$629,500	31	$1,991,120	46	$3,180,920
D	5	$265,500	76	$5,735,068	82	$5,156,246	163	$11,156,814
Unknown	0	$0	0	$0	0	$0	0	$0
Remaining Pool	30	$2,139,309	122	$10,189,376	668	$52,586,761	820	$64,915,445
LTV/WAC	74.69%	11.14%	79.64%	11.72%	76.19%	9.80%	76.68%	10.15%
A/A-	15	$994,946	58	$5,054,151	395	$35,147,724	468	$41,196,822
B	10	$679,670	37	$3,466,815	175	$11,951,108	222	$16,097,593
C	2	$142,693	12	$881,451	51	$2,834,051	65	$3,858,194
C-	3	$322,000	1	$44,048	9	$413,749	13	$779,797
D	0	$0	14	$742,910	38	$2,240,129	52	$2,983,040
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	88.86%	$9,610,800	87.31%	$46,378,314	78.15%	$67,631,791	82.15%	$123,620,905
Delinquency Status
CURRENT	23	$1,442,808	100	$8,185,177	574	$45,504,470	697	$55,132,455
30-59	0	$0	3	$198,327	9	$494,325	12	$692,652
60-89	1	$105,645	0	$0	6	$337,126	7	$442,771
90-119	0	$0	3	$335,155	4	$276,091	7	$611,246
120-179	0	$0	3	$273,743	11	$850,884	14	$1,124,627
180-269	1	$75,075	1	$63,575	20	$1,679,856	22	$1,818,506
270-359	1	$70,890	2	$303,782	10	$754,274	13	$1,128,946
360+	3	$411,815	6	$617,069	20	$1,445,288	29	$2,474,172
REO	1	$33,075	4	$212,547	14	$1,244,447	19	$1,490,069
90+REO	6	$590,855	19	$1,805,871	79	$6,250,840	104	$8,647,566
Loss To Date
% to Original Pool Balance	1.17%	$126,548	11.57%	$6,144,969	4.39%	$3,800,537	6.69%	$10,072,054
Severity	31.37%		60.80%		43.49%		52.32%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	1.72%	$118,545	11.59%	$3,397,592	3.07%	$1,554,098	5.83%	$5,070,235
B	0.26%	$8,004	7.59%	$1,052,136	5.32%	$1,203,292	5.72%	$2,263,432
C	0.00%	$0	12.89%	$461,384	6.88%	$417,622	9.06%	$879,006
C-	0.00%	$0	18.91%	$119,049	5.34%	$106,246	7.08%	$225,295
D	0.00%	$0	19.44%	$1,114,809	10.07%	$519,278	14.65%	$1,634,087
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	2.76%	$104,494	11.43%	$288,735	9.67%	$417,081	7.63%	$810,310
2-4 Unit	0.00%	$0	9.22%	$775,340	10.59%	$1,535,636	9.80%	$2,310,976
NIV	5.16%	$171,986	8.56%	$3,047,983	3.94%	$3,440,723	5.28%	$6,660,692
Non-Owner	11.09%	$111,443	40.81%	$475,348	12.72%	$1,874,296	14.56%	$2,461,087
90+ & REO as % Rem
A/A- , B, C	0.00%	60.60%	14.90%	11.70%	7.90%	14.40%	8.50%	15.80%
C- , D, NON	55.60%	0.00%	0.00%	47.50%	26.90%	36.90%	37.30%	39.50%
2-4, LOW, NIV	0.00%	39.10%	0.00%	10.60%	13.60%	32.00%	12.30%	30.70%
As of: Mar 2002

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1997-D
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	172	$19,620,200	1045	$119,360,650	2733	$243,684,583	3950	$382,665,433
LTV/WAC	75.51%	10.58%	78.94%	11.49%	75.84%	10.29%	76.79%	10.68%
NON/2-4	3.55%	3.70%	1.15%	5.60%	8.39%	6.10%	0.40%	0.57%
Low/NIV	24.94%	19.59%	3.47%	32.15%	1.88%	46.01%	0.27%	0.37%
A/A-	92	$12,859,400	570	$73,999,693	1516	$153,504,039	2178	$240,363,132
B	46	$4,024,600	236	$24,223,977	713	$57,400,764	995	$85,649,341
C	11	$957,700	85	$7,826,650	251	$16,514,283	347	$25,298,633
C-	13	$1,089,700	19	$1,730,550	64	$4,181,732	96	$7,001,982
D	10	$688,800	135	$11,579,780	189	$12,083,765	334	$24,352,345
Unknown	0	$0	0	$0	0	$0	0	$0
Remaining Pool	0	$0	1	$9,263	0	$0	1	$9,263
LTV/WAC	0.00%	0.00%	70.00%	8.50%	0.00%	0.00%	70.00%	8.50%
A/A-	0	$0	1	$9,263	0	$0	1	$9,263
B	0	$0	0	$0	0	$0	0	$0
C	0	$0	0	$0	0	$0	0	$0
C-	0	$0	0	$0	0	$0	0	$0
D	0	$0	0	$0	0	$0	0	$0
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	88.48%	$17,359,500	91.31%	$108,984,146	77.48%	$188,804,496	82.36%	$315,148,142
Delinquency Status
CURRENT	0	$0	1	$9,263	0	$0	1	$9,263
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	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	5.01%	$983,516	6.00%	$7,167,259	4.33%	$10,549,734	4.89%	$18,700,509
Severity	53.16%		48.42%		43.22%		45.55%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	3.17%	$407,951	4.24%	$3,137,649	2.97%	$4,558,354	3.37%	$8,103,954
B	8.14%	$327,783	8.36%	$2,024,866	5.35%	$3,072,446	6.33%	$5,425,095
C	8.39%	$80,307	7.63%	$597,418	6.92%	$1,143,142	7.20%	$1,820,867
C-	11.31%	$123,196	5.19%	$89,796	8.40%	$351,075	8.06%	$564,067
D	6.43%	$44,278	11.38%	$1,317,531	11.79%	$1,424,716	11.44%	$2,786,525
Unknown	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
Loss by Characteristic	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
Low Doc	0.00%	$0	18.62%	$259,452	13.11%	$284,932	11.22%	$544,384
2-4 Unit	0.00%	$0	18.06%	$468,933	5.75%	$343,966	9.40%	$812,899
NIV	2.77%	$44,467	15.19%	$2,665,014	3.10%	$1,081,527	7.01%	$3,791,008
Non-Owner	0.00%	$0	61.57%	$735,956	7.59%	$618,546	14.05%	$1,354,502
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: Mar 2002

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1997-C
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	131	$12,409,400	1065	$110,297,284	2315	$203,146,282	3511	$325,852,966
LTV/WAC	74.34%	10.86%	75.03%	11.58%	75.58%	10.45%	75.35%	10.84%
NON/2-4	4.42%	1.82%	1.65%	8.45%	10.29%	6.16%	0.47%	0.67%
Low/NIV	12.80%	32.46%	4.41%	36.18%	2.59%	46.19%	0.32%	0.43%
A/A-	64	$6,592,700	451	$53,686,083	1262	$127,919,803	1777	$188,198,586
B	42	$4,149,000	278	$29,969,275	567	$44,339,853	887	$78,458,128
C	12	$855,600	122	$9,473,416	232	$14,427,329	366	$24,756,345
C-	5	$441,900	37	$2,758,625	80	$5,594,596	122	$8,795,121
D	8	$370,200	177	$14,409,885	174	$10,864,701	359	$25,644,786
Unknown	0	$0	0	$0	0	$0	0	$0
Remaining Pool	14	$1,247,924	130	$10,708,192	502	$41,929,221	646	$53,885,337
LTV/WAC	77.05%	11.37%	74.03%	11.74%	75.72%	10.02%	75.42%	10.40%
A/A-	5	$414,941	50	$4,467,869	305	$28,278,532	360	$33,161,342
B	7	$700,453	39	$3,633,360	119	$8,964,027	165	$13,297,840
C	2	$132,530	13	$844,417	40	$2,081,203	55	$3,058,150
C-	0	$0	2	$151,224	14	$1,109,042	16	$1,260,265
D	0	$0	26	$1,611,323	24	$1,496,417	50	$3,107,740
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	89.64%	$11,123,500	90.02%	$99,293,302	78.51%	$159,497,146	82.83%	$269,913,948
Delinquency Status
CURRENT	12	$1,053,526	93	$7,673,228	425	$36,032,441	530	$44,759,195
30-59	0	$0	2	$109,878	11	$677,350	13	$787,228
60-89	0	$0	4	$310,666	3	$174,327	7	$484,993
90-119	0	$0	1	$51,388	9	$1,077,303	10	$1,128,691
120-179	1	$123,365	1	$126,360	10	$856,254	12	$1,105,979
180-269	0	$0	4	$292,610	10	$786,893	14	$1,079,503
270-359	0	$0	3	$469,222	7	$415,641	10	$884,863
360+	0	$0	14	$1,075,146	18	$1,292,525	32	$2,367,671
REO	1	$71,033	8	$599,693	9	$616,486	18	$1,287,212
90+REO	2	$194,398	31	$2,614,419	63	$5,045,102	96	$7,853,919
Loss To Date
% to Original Pool Balance	0.74%	$91,427	7.20%	$7,936,934	4.74%	$9,629,812	5.42%	$17,658,173
Severity	24.98%		52.02%		47.57%		49.23%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	-0.09%	($5,745)	5.15%	$2,765,506	3.22%	$4,117,351	3.65%	$6,877,112
B	1.76%	$72,887	6.49%	$1,945,103	5.82%	$2,581,576	5.86%	$4,599,566
C	0.00%	$0	12.15%	$1,151,426	8.90%	$1,283,714	9.84%	$2,435,140
C-	0.00%	$0	6.22%	$171,676	3.96%	$221,614	4.47%	$393,290
D	6.56%	$24,285	13.21%	$1,903,223	13.12%	$1,425,557	13.08%	$3,353,065
Unknown	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
Loss by Characteristic	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
Low Doc	7.89%	$386,051	13.77%	$570,024	3.53%	$161,833	8.21%	$1,117,908
2-4 Unit	16.74%	$121,569	16.13%	$1,079,034	3.51%	$522,047	7.73%	$1,722,650
NIV	4.13%	$158,566	7.56%	$2,899,955	4.26%	$4,781,890	5.08%	$7,840,411
Non-Owner	17.72%	$123,356	52.49%	$723,095	10.82%	$2,212,617	13.58%	$3,059,068
90+ & REO as % Rem
A/A- , B, C	29.70%	0.00%	11.30%	32.00%	7.10%	19.10%	7.90%	21.60%
C- , D, NON	0.00%	0.00%	25.10%	40.70%	53.70%	21.10%	50.20%	31.20%
2-4, LOW, NIV	44.70%	0.00%	34.20%	47.50%	3.50%	7.90%	15.20%	23.90%
As of: Mar 2002

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1997-B
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	103	$9,523,800	1889	$207,318,764	1089	$93,167,943	3081	$310,010,507
LTV/WAC	73.48%	10.58%	73.93%	11.27%	73.53%	11.02%	73.80%	11.17%
NON/2-4	2.99%	4.50%	1.42%	4.89%	8.48%	5.03%	0.49%	0.71%
Low/NIV	9.18%	12.19%	8.39%	28.16%	6.75%	36.11%	0.34%	0.46%
A/A-	45	$5,192,100	768	$100,273,305	453	$44,907,069	1266	$150,372,474
B	33	$2,567,500	535	$57,922,743	313	$26,959,987	881	$87,450,230
C	14	$1,030,700	283	$23,871,246	132	$8,830,581	429	$33,732,527
C-	4	$328,900	73	$6,059,892	53	$3,521,292	130	$9,910,084
D	7	$404,600	230	$19,191,578	138	$8,949,014	375	$28,545,192
Unknown	0	$0	0	$0	0	$0	0	$0
Remaining Pool	13	$917,602	215	$17,483,213	162	$12,369,536	390	$30,770,351
LTV/WAC	78.08%	11.73%	73.98%	11.06%	76.59%	10.61%	75.15%	10.90%
A/A-	3	$341,462	80	$7,303,758	76	$6,395,675	159	$14,040,895
B	6	$298,374	72	$5,969,379	48	$3,831,106	126	$10,098,860
C	2	$156,863	29	$1,768,114	17	$959,723	48	$2,884,700
C-	1	$88,796	6	$676,284	4	$228,874	11	$993,954
D	1	$32,107	28	$1,765,678	17	$954,158	46	$2,751,943
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	89.71%	$8,543,400	91.29%	$189,255,608	86.37%	$80,471,642	89.76%	$278,270,650
Delinquency Status
CURRENT	11	$796,699	166	$13,621,846	129	$9,792,474	306	$24,211,019
30-59	0	$0	6	$457,580	2	$95,704	8	$553,284
60-89	1	$88,796	2	$137,305	2	$114,670	5	$340,771
90-119	0	$0	6	$494,390	1	$51,125	7	$545,515
120-179	0	$0	5	$314,215	4	$382,841	9	$697,056
180-269	0	$0	8	$656,336	6	$358,565	14	$1,014,901
270-359	1	$32,107	3	$233,286	5	$356,059	9	$621,452
360+	0	$0	12	$993,322	8	$747,016	20	$1,740,338
REO	0	$0	7	$574,933	5	$471,082	12	$1,046,015
90+REO	1	$32,107	41	$3,266,482	29	$2,366,688	71	$5,665,277
Loss To Date
% to Original Pool Balance	0.97%	$92,209	3.77%	$7,815,862	4.88%	$4,549,320	4.02%	$12,457,391
Severity	48.97%		45.69%		48.91%		46.84%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	0.91%	$47,344	1.67%	$1,677,041	2.58%	$1,159,582	1.92%	$2,883,967
B	0.00%	$0	4.25%	$2,462,722	4.54%	$1,223,727	4.22%	$3,686,449
C	0.00%	$0	5.84%	$1,394,921	9.47%	$836,023	6.61%	$2,230,944
C-	0.00%	$0	3.42%	$207,486	6.35%	$223,496	4.35%	$430,982
D	11.09%	$44,864	10.81%	$2,073,691	12.36%	$1,106,491	11.30%	$3,225,046
Unknown	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
Loss by Characteristic	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
Low Doc	1.53%	$24,285	8.55%	$416,255	10.13%	$533,244	8.31%	$973,784
2-4 Unit	0.00%	$0	17.66%	$1,646,617	10.27%	$1,284,650	13.29%	$2,931,267
NIV	1.11%	$44,672	8.18%	$3,262,812	4.61%	$4,323,694	5.54%	$7,631,178
Non-Owner	0.00%	$0	59.99%	$1,094,508	11.40%	$2,383,428	14.93%	$3,477,936
90+ & REO as % Rem
A/A- , B, C	0.00%	0.00%	12.80%	23.70%	18.60%	14.40%	15.20%	19.50%
C- , D, NON	0.00%	100.00%	0.00%	37.90%	0.00%	53.60%	0.00%	44.10%
2-4, LOW, NIV	0.00%	0.00%	6.80%	19.70%	21.70%	0.00%	12.40%	13.90%
As of: Mar 2002

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1997-1
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	114	$11,656,400	2475	$265,425,519	1636	$142,044,653	4225	$419,126,572
LTV/WAC	71.95%	10.67%	71.47%	11.37%	71.23%	11.09%	71.40%	11.26%
NON/2-4	6.57%	3.61%	2.49%	5.67%	10.23%	5.48%	0.36%	0.52%
Low/NIV	11.74%	8.22%	11.14%	37.93%	6.29%	47.65%	0.25%	0.34%
A/A-	43	$5,115,800	850	$104,765,807	677	$67,491,508	1570	$177,373,115
B	36	$3,888,800	710	$77,904,516	470	$41,060,396	1216	$122,853,712
C	21	$1,646,000	341	$32,547,403	205	$15,832,711	567	$50,026,114
C-	1	$46,800	137	$12,405,728	78	$5,094,925	216	$17,547,453
D	13	$959,000	435	$37,559,565	206	$12,565,113	654	$51,083,678
Unknown	0	$0	2	$242,500	0	$0	2	$242,500
Remaining Pool	16	$1,495,266	292	$25,257,715	197	$14,012,537	505	$40,765,518
LTV/WAC	72.10%	10.69%	71.45%	11.59%	71.86%	11.12%	71.62%	11.40%
A/A-	5	$513,604	93	$8,664,833	78	$6,309,375	176	$15,487,812
B	6	$772,270	81	$7,279,599	44	$3,407,812	131	$11,459,681
C	1	$26,214	47	$3,117,143	28	$2,038,573	76	$5,181,931
C-	0	$0	12	$1,436,182	13	$575,265	25	$2,011,447
D	4	$183,178	59	$4,759,958	34	$1,681,512	97	$6,624,648
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	85.39%	$9,953,300	90.14%	$239,244,357	89.77%	$127,518,318	89.88%	$376,715,975
Delinquency Status
CURRENT	11	$1,205,565	188	$15,246,961	114	$8,073,608	313	$24,526,134
30-59	1	$135,462	9	$931,654	7	$432,171	17	$1,499,287
60-89	1	$26,214	8	$654,419	4	$288,869	13	$969,502
90-119	0	$0	7	$603,269	7	$266,972	14	$870,241
120-179	0	$0	7	$588,633	11	$710,909	18	$1,299,542
180-269	0	$0	5	$346,563	18	$1,252,415	23	$1,598,978
270-359	1	$22,161	9	$547,105	5	$257,316	15	$826,582
360+	2	$105,864	46	$4,320,463	26	$2,513,857	74	$6,940,184
REO	0	$0	13	$2,018,647	5	$216,420	18	$2,235,067
90+REO	3	$128,025	87	$8,424,680	72	$5,217,889	162	$13,770,594
Loss To Date
% to Original Pool Balance	2.41%	$280,862	4.74%	$12,586,281	5.01%	$7,117,560	4.77%	$19,984,703
Severity	36.67%		44.18%		49.11%		45.69%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	0.12%	$6,254	2.54%	$2,665,231	3.18%	$2,145,397	2.72%	$4,816,882
B	4.49%	$174,483	3.90%	$3,041,767	4.84%	$1,985,878	4.23%	$5,202,128
C	2.43%	$40,067	5.14%	$1,672,589	8.67%	$1,372,219	6.17%	$3,084,875
C-	0.00%	$0	4.62%	$573,331	5.90%	$300,537	4.98%	$873,868
D	6.26%	$60,058	12.34%	$4,633,364	10.45%	$1,313,529	11.76%	$6,006,951
Unknown	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
Loss by Characteristic	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
Low Doc	0.00%	$0	3.79%	$658,773	4.85%	$305,338	3.93%	$964,111
2-4 Unit	0.00%	$0	9.49%	$962,747	12.98%	$607,943	10.29%	$1,570,689
NIV	3.87%	$44,864	4.60%	$2,686,456	3.60%	$1,211,632	4.23%	$3,942,952
Non-Owner	0.00%	$0	30.12%	$887,742	7.76%	$613,402	13.48%	$1,501,144
90+ & REO as % Rem
A/A- , B, C	4.30%	0.00%	18.40%	26.60%	26.40%	34.70%	21.20%	27.20%
C- , D, NON	0.00%	57.80%	14.30%	75.30%	92.40%	41.70%	36.70%	66.30%
2-4, LOW, NIV	0.00%	57.80%	37.40%	47.30%	4.10%	11.30%	28.80%	38.90%
As of: Mar 2002

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1996-D
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	66	$5,555,500	2152	$213,125,559	1605	$141,157,348	3823	$359,838,407
LTV/WAC	66.39%	10.94%	69.02%	12.08%	70.62%	11.23%	69.61%	11.73%
NON/2-4	6.09%	2.10%	2.88%	6.85%	10.52%	4.75%	0.42%	0.61%
Low/NIV	32.60%	22.21%	10.03%	48.40%	3.59%	47.50%	0.29%	0.39%
A/A-	18	$1,999,200	492	$59,178,700	662	$65,757,242	1172	$126,935,142
B	17	$1,404,100	390	$44,254,540	468	$42,424,019	875	$88,082,659
C	12	$759,300	362	$32,844,117	246	$17,218,172	620	$50,821,589
C-	10	$630,000	227	$18,245,964	66	$5,052,805	303	$23,928,769
D	9	$762,900	681	$58,602,238	163	$10,705,110	853	$70,070,248
Unknown	0	$0	0	$0	0	$0	0	$0
Remaining Pool	10	$765,842	205	$16,354,021	142	$11,458,630	357	$28,578,493
LTV/WAC	67.91%	11.44%	67.58%	12.37%	71.11%	11.54%	69.01%	12.02%
A/A-	1	$121,084	42	$3,785,194	48	$4,674,284	91	$8,580,563
B	3	$252,429	25	$2,525,755	47	$3,922,655	75	$6,700,840
C	4	$241,488	38	$2,649,189	26	$1,586,368	68	$4,477,046
C-	1	$40,594	21	$1,318,744	4	$283,127	26	$1,642,465
D	1	$110,246	79	$6,075,139	17	$992,195	97	$7,177,580
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	85.80%	$4,766,600	92.10%	$196,292,067	91.36%	$128,965,981	91.71%	$330,024,648
Delinquency Status
CURRENT	8	$612,809	119	$9,106,791	78	$5,639,817	205	$15,359,417
30-59	0	$0	5	$334,508	7	$514,368	12	$848,876
60-89	0	$0	2	$143,272	1	$10,885	3	$154,157
90-119	1	$110,246	3	$363,534	2	$111,873	6	$585,653
120-179	0	$0	6	$544,954	8	$761,948	14	$1,306,902
180-269	0	$0	12	$1,153,821	5	$365,921	17	$1,519,742
270-359	1	$42,787	11	$921,080	3	$392,664	15	$1,356,531
360+	0	$0	35	$3,055,994	29	$3,127,993	64	$6,183,987
REO	0	$0	12	$730,065	9	$533,161	21	$1,263,226
90+REO	2	$153,033	79	$6,769,448	56	$5,293,560	137	$12,216,041
Loss To Date
% to Original Pool Balance	2.30%	$127,995	6.02%	$12,822,013	4.36%	$6,158,949	5.31%	$19,108,957
Severity	53.07%		44.35%		49.00%		45.80%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	0.00%	$0	2.72%	$1,610,911	2.26%	$1,484,233	2.44%	$3,095,144
B	1.58%	$22,168	3.19%	$1,410,792	4.40%	$1,866,470	3.75%	$3,299,430
C	0.00%	$0	7.19%	$2,361,516	9.15%	$1,575,439	7.75%	$3,936,955
C-	11.85%	$74,647	5.98%	$1,090,698	4.21%	$212,626	5.76%	$1,377,971
D	4.09%	$31,181	10.83%	$6,348,096	9.53%	$1,020,180	10.56%	$7,399,457
Unknown	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
Loss by Characteristic	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
Low Doc	4.39%	$60,058	4.10%	$1,212,209	6.86%	$612,617	4.73%	$1,884,884
2-4 Unit	0.00%	$0	14.58%	$2,192,849	4.78%	$372,268	11.03%	$2,565,117
NIV	15.02%	$143,853	5.75%	$5,799,983	4.53%	$3,068,396	5.32%	$9,012,232
Non-Owner	0.00%	$0	30.03%	$1,988,033	11.83%	$1,718,490	16.92%	$3,706,523
90+ & REO as % Rem
A/A- , B, C	0.00%	0.00%	23.10%	28.70%	37.80%	44.10%	30.80%	36.60%
C- , D, NON	0.00%	100.00%	41.10%	60.40%	30.60%	53.90%	38.30%	60.10%
2-4, LOW, NIV	0.00%	79.00%	21.00%	34.90%	65.60%	33.20%	44.50%	38.40%
As of: Mar 2002

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1996-C
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	84	$5,862,900	1999	$193,218,828	1686	$152,754,479	3769	$351,836,207
LTV/WAC	66.20%	11.48%	67.62%	12.05%	70.30%	11.41%	68.76%	11.76%
NON/2-4	3.87%	5.21%	5.00%	6.23%	9.19%	5.54%	0.43%	0.62%
Low/NIV	25.66%	36.85%	6.81%	56.16%	0.00%	25.55%	0.30%	0.40%
A/A-	12	$1,081,000	399	$44,170,136	721	$74,376,094	1132	$119,627,230
B	24	$1,864,200	288	$30,467,922	485	$45,851,720	797	$78,183,842
C	17	$908,500	263	$25,929,755	440	$30,104,715	720	$56,942,970
C-	9	$667,100	312	$27,086,703	7	$331,300	328	$28,085,103
D	22	$1,342,100	737	$65,564,312	33	$2,090,650	792	$68,997,062
Unknown	0	$0	0	$0	0	$0	0	$0
Remaining Pool	7	$330,653	151	$12,410,671	130	$8,860,783	288	$21,602,108
LTV/WAC	62.69%	12.06%	67.82%	12.14%	71.35%	10.77%	69.19%	11.58%
A/A-	3	$206,221	28	$2,429,881	57	$4,297,385	88	$6,933,486
B	0	$0	20	$1,827,890	38	$2,610,717	58	$4,438,607
C	0	$0	19	$1,824,131	30	$1,655,460	49	$3,479,591
C-	1	$48,316	22	$1,858,990	1	$59,131	24	$1,966,437
D	3	$76,116	62	$4,469,780	4	$238,090	69	$4,783,986
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	93.54%	$5,484,000	93.37%	$180,415,542	93.91%	$143,456,739	93.61%	$329,356,281
Delinquency Status
CURRENT	7	$330,653	85	$6,758,574	96	$6,455,343	188	$13,544,570
30-59	0	$0	9	$539,614	3	$210,688	12	$750,302
60-89	0	$0	2	$329,701	2	$102,398	4	$432,099
90-119	0	$0	1	$95,053	0	$0	1	$95,053
120-179	0	$0	3	$312,993	2	$273,845	5	$586,838
180-269	0	$0	7	$625,204	5	$363,110	12	$988,314
270-359	0	$0	6	$324,732	5	$219,311	11	$544,043
360+	0	$0	35	$3,128,696	14	$1,010,571	49	$4,139,267
REO	0	$0	3	$296,105	3	$225,518	6	$521,623
90+REO	-	$0	55	$4,782,783	29	$2,092,355	84	$6,875,138
Loss To Date
% to Original Pool Balance	2.17%	$127,310	6.56%	$12,680,251	5.07%	$7,751,986	5.84%	$20,559,547
Severity	36.05%		46.90%		46.75%		46.76%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	0.00%	$0	2.57%	$1,133,597	3.47%	$2,579,278	3.10%	$3,712,875
B	1.96%	$36,546	3.40%	$1,034,503	3.81%	$1,745,901	3.60%	$2,816,950
C	9.88%	$89,742	4.47%	$1,159,993	10.09%	$3,038,225	7.53%	$4,287,960
C-	0.15%	$1,022	5.68%	$1,539,528	24.36%	$80,699	5.77%	$1,621,249
D	0.00%	$0	11.92%	$7,812,630	14.73%	$307,884	11.77%	$8,120,514
Unknown	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
Loss by Characteristic	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
Low Doc	5.84%	$105,827	9.74%	$2,082,091	9.41%	$476,609	9.43%	$2,664,527
2-4 Unit	0.00%	$0	9.55%	$1,393,802	11.96%	$802,124	10.25%	$2,195,925
NIV	0.00%	$0	6.70%	$6,909,954	4.34%	$2,911,427	5.73%	$9,821,381
Non-Owner	6.55%	$22,168	29.58%	$1,814,348	12.97%	$1,925,697	17.65%	$3,762,213
90+ & REO as % Rem
A/A- , B, C	0.00%	0.00%	21.30%	20.40%	13.90%	24.90%	16.10%	23.00%
C- , D, NON	0.00%	0.00%	19.10%	67.00%	0.00%	72.30%	18.10%	66.20%
2-4, LOW, NIV	0.00%	0.00%	24.50%	19.00%	16.50%	0.00%	19.50%	16.90%
As of: Mar 2002

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1996-B
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	44	$3,478,600	1885	$179,551,230	0	$0	1929	$183,029,830
LTV/WAC	63.94%	11.44%	66.52%	12.19%	0.00%	0.00%	66.47%	12.18%
NON/2-4	15.55%	17.95%	3.38%	5.52%	0.00%	0.00%	0.83%	1.20%
Low/NIV	31.96%	24.24%	8.24%	49.54%	0.00%	0.00%	0.57%	0.77%
A/A-	8	$962,800	264	$32,906,858	0	$0	272	$33,869,658
B	9	$872,400	213	$24,982,910	0	$0	222	$25,855,310
C	10	$610,200	338	$32,813,845	0	$0	348	$33,424,045
C-	2	$95,800	220	$19,433,310	0	$0	222	$19,529,110
D	15	$937,400	850	$69,414,307	0	$0	865	$70,351,707
Unknown	0	$0	0	$0	0	$0	0	$0
Remaining Pool	2	$95,391	146	$10,152,778	0	$0	148	$10,248,169
LTV/WAC	67.43%	12.41%	64.40%	12.73%	0.00%	0.00%	64.43%	12.73%
A/A-	0	$0	13	$929,582	0	$0	13	$929,582
B	0	$0	9	$739,705	0	$0	9	$739,705
C	1	$37,433	25	$1,520,277	0	$0	26	$1,557,710
C-	1	$57,958	21	$1,237,141	0	$0	22	$1,295,099
D	0	$0	78	$5,726,074	0	$0	78	$5,726,074
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	97.19%	$3,380,900	94.15%	$169,045,208	0.00%	$0	94.21%	$172,426,108
Delinquency Status
CURRENT	0	$0	84	$5,617,725	0	$0	84	$5,617,725
30-59	0	$0	2	$124,174	0	$0	2	$124,174
60-89	0	$0	3	$272,199	0	$0	3	$272,199
90-119	0	$0	5	$314,975	0	$0	5	$314,975
120-179	0	$0	4	$260,549	0	$0	4	$260,549
180-269	0	$0	3	$183,294	0	$0	3	$183,294
270-359	0	$0	5	$302,621	0	$0	5	$302,621
360+	2	$95,391	35	$2,897,266	0	$0	37	$2,992,657
REO	0	$0	5	$179,975	0	$0	5	$179,975
90+REO	2	$95,391	57	$4,138,680	-	$0	59	$4,234,071
Loss To Date
% to Original Pool Balance	1.98%	$68,915	5.74%	$10,306,250	0.00%	$0	5.67%	$10,375,165
Severity	51.24%		44.29%		0.00%		44.33%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	0.00%	$0	2.70%	$888,953	0.00%	$0	2.62%	$888,953
B	0.00%	$0	4.56%	$1,138,274	0.00%	$0	4.40%	$1,138,274
C	0.00%	$0	4.45%	$1,459,748	0.00%	$0	4.37%	$1,459,748
C-	0.00%	$0	5.23%	$1,015,824	0.00%	$0	5.20%	$1,015,824
D	7.35%	$68,915	8.36%	$5,803,452	0.00%	$0	8.35%	$5,872,367
Unknown	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
Loss by Characteristic	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
Low Doc	0.00%	$0	9.13%	$1,201,263	0.00%	$0	8.19%	$1,201,263
2-4 Unit	0.00%	$0	10.84%	$1,306,050	11.17%	$945,202	10.82%	$2,251,252
NIV	1.96%	$42,373	7.47%	$8,108,590	2.31%	$902,209	6.05%	$9,053,172
Non-Owner	21.32%	$48,392	23.48%	$2,267,610	8.12%	$1,140,018	14.45%	$3,456,020
90+ & REO as % Rem
A/A- , B, C	0.00%	0.00%	14.70%	15.60%	0.00%	0.00%	14.70%	15.60%
C- , D, NON	100.00%	0.00%	34.60%	56.50%	0.00%	0.00%	37.50%	56.50%
2-4, LOW, NIV	100.00%	100.00%	25.50%	50.90%	0.00%	0.00%	30.10%	53.90%
As of: Mar 2002

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1996-A
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	34	$2,461,000	951	$99,064,240	0	$0	985	$101,525,240
LTV/WAC	58.70%	11.35%	66.01%	12.29%	0.00%	0.00%	65.83%	12.27%
NON/2-4	15.10%	13.04%	4.60%	5.46%	0.00%	0.00%	1.49%	2.15%
Low/NIV	22.39%	25.87%	9.87%	57.17%	0.00%	0.00%	1.03%	1.39%
A/A-	9	$968,600	178	$21,578,935	0	$0	187	$22,547,535
B	5	$388,600	118	$13,137,790	0	$0	123	$13,526,390
C	10	$495,400	148	$15,703,236	0	$0	158	$16,198,636
C-	0	$0	156	$14,641,429	0	$0	156	$14,641,429
D	10	$608,400	351	$34,002,850	0	$0	361	$34,611,250
Unknown	0	$0	0	$0	0	$0	0	$0
Remaining Pool	2	$85,406	68	$5,638,382	0	$0	70	$5,723,788
LTV/WAC	63.75%	11.33%	65.52%	12.23%	0.00%	0.00%	65.49%	12.22%
A/A-	1	$61,235	11	$920,114	0	$0	12	$981,349
B	0	$0	9	$801,859	0	$0	9	$801,859
C	0	$0	7	$673,035	0	$0	7	$673,035
C-	0	$0	12	$953,582	0	$0	12	$953,582
D	1	$24,171	29	$2,289,793	0	$0	30	$2,313,963
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	96.34%	$2,371,000	94.13%	$93,253,506	0.00%	$0	94.19%	$95,624,506
Delinquency Status
CURRENT	1	$61,235	47	$3,227,510	0	$0	48	$3,288,745
30-59	0	$0	0	$0	0	$0	0	$0
60-89	0	$0	2	$125,745	0	$0	2	$125,745
90-119	0	$0	1	$171,043	0	$0	1	$171,043
120-179	1	$24,171	3	$280,332	0	$0	4	$304,503
180-269	0	$0	0	$0	0	$0	0	$0
270-359	0	$0	5	$430,856	0	$0	5	$430,856
360+	0	$0	8	$1,191,553	0	$0	8	$1,191,553
REO	0	$0	2	$211,344	0	$0	2	$211,344
90+REO	1	$24,171	19	$2,285,128	-	$0	20	$2,309,299
Loss To Date
% to Original Pool Balance	3.85%	$94,676	7.16%	$7,090,892	0.00%	$0	7.08%	$7,185,568
Severity	67.29%		45.28%		0.00%		45.48%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	2.21%	$21,387	4.78%	$1,030,525	0.00%	$0	4.67%	$1,051,912
B	8.13%	$31,611	6.42%	$843,457	0.00%	$0	6.47%	$875,068
C	5.93%	$29,353	3.07%	$481,726	0.00%	$0	3.16%	$511,079
C-	#DIV/0!	$0	3.33%	$487,598	0.00%	$0	3.33%	$487,598
D	2.03%	$12,326	12.49%	$4,247,587	0.00%	$0	12.31%	$4,259,913
Unknown	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
Loss by Characteristic	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
Low Doc	6.20%	$68,915	8.16%	$1,206,510	0.00%	$0	8.02%	$1,275,425
2-4 Unit	8.53%	$53,281	9.35%	$927,552	0.00%	$0	9.31%	$980,832
NIV	0.00%	$0	5.72%	$5,086,119	0.00%	$0	5.66%	$5,086,119
Non-Owner	0.00%	$0	31.74%	$1,924,894	0.00%	$0	29.14%	$1,924,894
90+ & REO as % Rem
A/A- , B, C	0.00%	0.00%	25.60%	31.60%	0.00%	0.00%	24.00%	31.60%
C- , D, NON	0.00%	100.00%	33.00%	63.20%	0.00%	0.00%	33.00%	63.60%
2-4, LOW, NIV	0.00%	100.00%	58.80%	43.40%	0.00%	0.00%	58.80%	44.60%
As of: Mar 2002

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1995-D
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	29	$2,509,900	735	$74,053,341	0	$0	764	$76,563,241
LTV/WAC	59.36%	11.34%	68.16%	12.27%	0.00%	0.00%	67.87%	12.24%
NON/2-4	0.00%	19.59%	3.15%	4.66%	0.00%	0.00%	1.98%	2.86%
Low/NIV	24.81%	10.68%	15.47%	53.93%	0.00%	0.00%	1.36%	1.85%
A/A-	6	$359,600	200	$22,741,061	0	$0	206	$23,100,661
B	11	$1,244,800	121	$11,706,675	0	$0	132	$12,951,475
C	5	$412,600	115	$11,681,262	0	$0	120	$12,093,862
C-	3	$218,500	119	$10,678,965	0	$0	122	$10,897,465
D	4	$274,400	180	$17,245,378	0	$0	184	$17,519,778
Unknown	0	$0	0	$0	0	$0	0	$0
Remaining Pool	4	$355,526	53	$4,362,279	0	$0	57	$4,717,805
LTV/WAC	70.62%	11.61%	68.56%	11.47%	0.00%	0.00%	68.72%	11.48%
A/A-	0	$0	11	$1,044,196	0	$0	11	$1,044,196
B	3	$267,543	12	$1,028,087	0	$0	15	$1,295,629
C	0	$0	10	$936,924	0	$0	10	$936,924
C-	1	$87,983	7	$373,455	0	$0	8	$461,438
D	0	$0	13	$979,618	0	$0	13	$979,618
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	85.30%	$2,141,000	93.85%	$69,496,421	0.00%	$0	93.57%	$71,637,421
Delinquency Status
CURRENT	3	$281,221	42	$3,303,675	0	$0	45	$3,584,896
30-59	0	$0	0	$0	0	$0	0	$0
60-89	0	$0	3	$317,505	0	$0	3	$317,505
90-119	1	$74,305	0	$0	0	$0	1	$74,305
120-179	0	$0	1	$206,992	0	$0	1	$206,992
180-269	0	$0	0	$0	0	$0	0	$0
270-359	0	$0	0	$0	0	$0	0	$0
360+	0	$0	6	$457,061	0	$0	6	$457,061
REO	0	$0	1	$77,046	0	$0	1	$77,046
90+REO	1	$74,305	8	$741,099	-	$0	9	$815,404
Loss To Date
% to Original Pool Balance	3.68%	$92,348	7.54%	$5,587,113	0.00%	$0	7.42%	$5,679,461
Severity	85.91%		40.84%		0.00%		41.19%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	0.00%	$0	4.06%	$922,925	0.00%	$0	4.00%	$922,925
B	0.00%	$0	5.03%	$588,684	0.00%	$0	4.55%	$588,684
C	0.00%	$0	6.43%	$750,974	0.00%	$0	6.21%	$750,974
C-	19.61%	$42,850	12.66%	$1,351,707	0.00%	$0	12.80%	$1,394,557
D	18.04%	$49,498	11.44%	$1,972,823	0.00%	$0	11.54%	$2,022,321
Unknown	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
Loss by Characteristic	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
Low Doc	2.24%	$12,326	5.27%	$515,324	0.00%	$0	5.11%	$527,650
2-4 Unit	0.00%	$0	10.45%	$565,209	0.00%	$0	9.87%	$565,209
NIV	4.97%	$31,611	8.70%	$4,926,973	0.00%	$0	8.66%	$4,958,584
Non-Owner	17.57%	$65,323	17.00%	$774,386	0.00%	$0	17.04%	$839,709
90+ & REO as % Rem
A/A- , B, C	0.00%	27.80%	6.90%	4.90%	0.00%	0.00%	6.90%	9.60%
C- , D, NON	0.00%	0.00%	0.00%	34.20%	0.00%	0.00%	0.00%	34.20%
2-4, LOW, NIV	37.70%	0.00%	0.00%	42.90%	0.00%	0.00%	16.80%	38.00%
As of: Mar 2002

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1995-C
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	57	$4,654,100	685	$68,275,030	0	$0	742	$72,929,130
LTV/WAC	59.95%	11.61%	65.14%	12.35%	0.00%	0.00%	64.81%	12.30%
NON/2-4	9.37%	4.37%	3.62%	6.80%	0.00%	0.00%	2.08%	3.00%
Low/NIV	9.30%	33.80%	13.00%	57.74%	0.00%	0.00%	1.43%	1.94%
A/A-	18	$1,509,600	109	$12,831,175	0	$0	127	$14,340,775
B	17	$1,708,700	88	$10,076,615	0	$0	105	$11,785,315
C	15	$964,500	108	$9,564,750	0	$0	123	$10,529,250
C-	1	$65,000	185	$16,321,995	0	$0	186	$16,386,995
D	6	$406,300	195	$19,480,495	0	$0	201	$19,886,795
Unknown	0	$0	0	$0	0	$0	0	$0
Remaining Pool	5	$312,715	45	$3,682,645	0	$0	50	$3,995,359
LTV/WAC	63.43%	11.71%	68.23%	11.21%	0.00%	0.00%	67.86%	11.25%
A/A-	3	$233,521	13	$1,094,066	0	$0	16	$1,327,586
B	0	$0	11	$1,094,583	0	$0	11	$1,094,583
C	1	$24,872	3	$124,538	0	$0	4	$149,411
C-	0	$0	8	$661,822	0	$0	8	$661,822
D	1	$54,322	10	$707,636	0	$0	11	$761,958
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	92.53%	$4,306,600	94.28%	$64,367,190	0.00%	$0	94.17%	$68,673,790
Delinquency Status
CURRENT	5	$312,715	38	$2,939,519	0	$0	43	$3,252,234
30-59	0	$0	0	$0	0	$0	0	$0
60-89	0	$0	1	$169,634	0	$0	1	$169,634
90-119	0	$0	0	$0	0	$0	0	$0
120-179	0	$0	0	$0	0	$0	0	$0
180-269	0	$0	1	$71,753	0	$0	1	$71,753
270-359	0	$0	1	$84,059	0	$0	1	$84,059
360+	0	$0	3	$366,961	0	$0	3	$366,961
REO	0	$0	1	$50,719	0	$0	1	$50,719
90+REO	-	$0	6	$573,492	-	$0	6	$573,492
Loss To Date
% to Original Pool Balance	0.95%	$44,072	8.66%	$5,914,516	0.00%	$0	8.17%	$5,958,588
Severity	20.77%		40.33%		0.00%		40.05%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	1.13%	$17,049	3.59%	$460,947	0.00%	$0	3.33%	$477,996
B	-0.29%	($4,963)	7.60%	$765,392	0.00%	$0	6.45%	$760,429
C	2.36%	$22,778	4.94%	$472,417	0.00%	$0	4.70%	$495,195
C-	0.00%	$0	10.84%	$1,770,103	0.00%	$0	10.80%	$1,770,103
D	2.27%	$9,209	12.55%	$2,445,656	0.00%	$0	12.34%	$2,454,865
Unknown	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
Loss by Characteristic	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
Low Doc	14.83%	$92,348	8.08%	$926,122	0.00%	$0	8.43%	$1,018,470
2-4 Unit	0.00%	$0	10.68%	$368,599	0.00%	$0	9.35%	$368,599
NIV	0.00%	$0	9.18%	$3,666,376	0.00%	$0	9.12%	$3,666,376
Non-Owner	0.00%	$0	30.75%	$717,258	0.00%	$0	30.75%	$717,258
90+ & REO as % Rem
A/A- , B, C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
C- , D, NON	0.00%	0.00%	18.50%	63.70%	0.00%	0.00%	18.50%	59.20%
2-4, LOW, NIV	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
As of: Mar 2002

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1995-B
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	59	$4,495,700	535	$55,626,100	0	$0	594	$60,121,800
LTV/WAC	59.69%	11.67%	65.45%	12.19%	0.00%	0.00%	65.02%	12.15%
NON/2-4	6.73%	4.31%	4.96%	6.37%	0.00%	0.00%	2.52%	3.64%
Low/NIV	19.89%	35.27%	16.28%	52.49%	0.00%	0.00%	1.73%	2.36%
A/A-	17	$1,528,800	100	$11,866,260	0	$0	117	$13,395,060
B	17	$1,143,000	75	$7,698,200	0	$0	92	$8,841,200
C	13	$974,800	94	$9,739,425	0	$0	107	$10,714,225
C-	3	$231,400	139	$13,732,625	0	$0	142	$13,964,025
D	9	$617,700	127	$12,589,590	0	$0	136	$13,207,290
Unknown	0	$0	0	$0	0	$0	0	$0
Remaining Pool	4	$211,575	40	$3,873,125	0	$0	44	$4,084,701
LTV/WAC	60.01%	11.74%	65.79%	11.01%	0.00%	0.00%	65.49%	11.05%
A/A-	2	$87,074	9	$880,885	0	$0	11	$967,959
B	1	$57,295	9	$867,527	0	$0	10	$924,822
C	0	$0	7	$659,529	0	$0	7	$659,529
C-	1	$67,206	10	$1,189,205	0	$0	11	$1,256,411
D	0	$0	5	$275,980	0	$0	5	$275,980
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	95.07%	$4,274,200	92.36%	$51,376,600	0.00%	$0	92.56%	$55,650,800
Delinquency Status
CURRENT	4	$211,575	32	$3,278,772	0	$0	36	$3,490,347
30-59	0	$0	0	$0	0	$0	0	$0
60-89	0	$0	1	$74,200	0	$0	1	$74,200
90-119	0	$0	0	$0	0	$0	0	$0
120-179	0	$0	3	$204,766	0	$0	3	$204,766
180-269	0	$0	0	$0	0	$0	0	$0
270-359	0	$0	0	$0	0	$0	0	$0
360+	0	$0	4	$315,388	0	$0	4	$315,388
REO	0	$0	0	$0	0	$0	0	$0
90+REO	-	$0	7	$520,154	-	$0	7	$520,154
Loss To Date
% to Original Pool Balance	0.60%	$27,193	11.41%	$6,347,467	0.00%	$0	10.60%	$6,374,660
Severity	16.53%		46.51%		0.00%		46.16%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	0.00%	$0	2.83%	$335,576	0.00%	$0	2.51%	$335,576
B	0.65%	$7,378	2.95%	$227,195	0.00%	$0	2.65%	$234,573
C	0.00%	$0	14.51%	$1,412,801	0.00%	$0	13.19%	$1,412,801
C-	0.00%	$0	12.26%	$1,684,017	0.00%	$0	12.06%	$1,684,017
D	3.21%	$19,814	21.35%	$2,687,878	0.00%	$0	20.50%	$2,707,692
Unknown	#DIV/0!	$0	0.00%	$0	0.00%	$0	0.00%	$0
Loss by Characteristic	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
Low Doc	2.13%	$9,209	14.15%	$1,256,027	0.00%	$0	13.59%	$1,265,236
2-4 Unit	-2.44%	($4,963)	17.51%	$812,582	0.00%	$0	16.67%	$807,619
NIV	-0.32%	($4,963)	8.71%	$3,431,882	0.00%	$0	8.36%	$3,426,919
Non-Owner	-1.14%	($4,963)	31.35%	$775,892	0.00%	$0	26.48%	$770,929
90+ & REO as % Rem
A/A- , B, C	0.00%	0.00%	0.00%	9.70%	0.00%	0.00%	0.00%	9.10%
C- , D, NON	0.00%	0.00%	16.20%	16.50%	0.00%	0.00%	15.30%	16.50%
2-4, LOW, NIV	0.00%	0.00%	32.40%	37.70%	0.00%	0.00%	32.40%	37.70%
As of: Mar 2002

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1995-A
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	55	$4,558,700	424	$49,703,485	0	$0	479	$54,262,185
LTV/WAC	58.78%	11.96%	64.99%	11.87%	0.00%	0.00%	64.47%	11.88%
NON/2-4	6.38%	3.95%	6.59%	5.59%	0.00%	0.00%	2.79%	4.03%
Low/NIV	28.19%	30.94%	18.17%	44.25%	0.00%	0.00%	1.92%	2.61%
A/A-	9	$808,400	130	$15,737,430	0	$0	139	$16,545,830
B	6	$456,200	77	$9,038,850	0	$0	83	$9,495,050
C	20	$1,789,000	65	$8,257,050	0	$0	85	$10,046,050
C-	4	$295,900	93	$9,727,550	0	$0	97	$10,023,450
D	16	$1,209,200	57	$6,738,755	0	$0	73	$7,947,955
Unknown	0	$0	2	$203,850	0	$0	2	$203,850
Remaining Pool	4	$88,709	36	$4,019,575	0	$0	40	$4,108,283
LTV/WAC	41.56%	11.62%	67.33%	11.50%	0.00%	0.00%	66.77%	11.50%
A/A-	0	$0	11	$1,152,488	0	$0	11	$1,152,488
B	1	$19,624	8	$807,744	0	$0	9	$827,368
C	3	$69,084	7	$813,831	0	$0	10	$882,915
C-	0	$0	5	$591,249	0	$0	5	$591,249
D	0	$0	4	$515,173	0	$0	4	$515,173
Unknown	0	$0	1	$139,091	0	$0	1	$139,091
Paid Off	97.47%	$4,443,200	91.50%	$45,479,360	0.00%	$0	92.00%	$49,922,560
Delinquency Status
CURRENT	4	$88,709	34	$3,694,861	0	$0	38	$3,783,570
30-59	0	$0	0	$0	0	$0	0	$0
60-89	0	$0	1	$30,054	0	$0	1	$30,054
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	1	$294,660	0	$0	1	$294,660
360+	0	$0	0	$0	0	$0	0	$0
REO	0	$0	0	$0	0	$0	0	$0
90+REO	-	$0	1	$294,660	-	$0	1	$294,660
Loss To Date
% to Original Pool Balance	0.56%	$25,562	5.42%	$2,691,950	0.00%	$0	5.01%	$2,717,512
Severity	8.23%		33.58%		0.00%		32.63%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	0.00%	$0	2.98%	$468,561	0.00%	$0	2.83%	$468,561
B	0.00%	$0	2.44%	$220,328	0.00%	$0	2.32%	$220,328
C	0.00%	$0	6.82%	$562,835	0.00%	$0	5.60%	$562,835
C-	-10.38%	($30,702)	9.38%	$912,372	0.00%	$0	8.80%	$881,670
D	4.65%	$56,264	7.83%	$527,855	0.00%	$0	7.35%	$584,119
Unknown	#DIV/0!	$0	0.00%	$0	0.00%	$0	0.00%	$0
Loss by Characteristic	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
Low Doc	2.22%	$19,814	8.36%	$756,804	0.00%	$0	7.80%	$776,618
2-4 Unit	0.00%	$0	19.97%	$706,932	0.00%	$0	18.93%	$706,932
NIV	0.47%	$7,378	14.11%	$4,121,041	0.00%	$0	13.41%	$4,128,419
Non-Owner	0.00%	$0	17.44%	$481,576	0.00%	$0	15.72%	$481,576
90+ & REO as % Rem
A/A- , B, C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
C- , D, NON	0.00%	0.00%	49.80%	0.00%	0.00%	0.00%	49.80%	0.00%
2-4, LOW, NIV	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
As of: Mar 2002

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1994-D
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	104	$8,030,100	246	$28,553,276	0	$0	350	$36,583,376
LTV/WAC	54.81%	11.38%	66.69%	11.37%	0.00%	0.00%	64.08%	11.37%
NON/2-4	13.60%	5.60%	3.65%	5.56%	0.00%	0.00%	4.14%	5.98%
Low/NIV	32.59%	33.86%	13.22%	31.20%	0.00%	0.00%	2.85%	3.87%
A/A-	26	$2,369,700	80	$9,636,161	0	$0	106	$12,005,861
B	10	$692,400	56	$6,283,970	0	$0	66	$6,976,370
C	35	$1,974,500	36	$3,490,135	0	$0	71	$5,464,635
C-	12	$864,300	57	$7,288,350	0	$0	69	$8,152,650
D	21	$2,129,200	17	$1,854,660	0	$0	38	$3,983,860
Unknown	0	$0	0	$0	0	$0	0	$0
Remaining Pool	14	$894,205	15	$1,277,861	0	$0	29	$2,172,066
LTV/WAC	59.85%	11.24%	67.95%	9.93%	0.00%	0.00%	64.62%	10.47%
A/A-	4	$209,050	6	$616,542	0	$0	10	$825,592
B	1	$15,590	3	$195,899	0	$0	4	$211,489
C	3	$120,039	4	$282,845	0	$0	7	$402,884
C-	4	$294,162	2	$182,574	0	$0	6	$476,736
D	2	$255,364	0	$0	0	$0	2	$255,364
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	87.75%	$7,046,800	95.23%	$27,191,276	0.00%	$0	93.59%	$34,238,076
Delinquency Status
CURRENT	14	$894,205	14	$1,234,320	0	$0	28	$2,128,525
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	0	$0	1	$43,541	0	$0	1	$43,541
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	1	$43,541	-	$0	1	$43,541
Loss To Date
% to Original Pool Balance	0.10%	$7,995	4.43%	$1,265,737	0.00%	$0	3.48%	$1,273,732
Severity	5.38%		31.67%		0.00%		30.73%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	0.00%	$0	1.95%	$187,798	0.00%	$0	1.56%	$187,798
B	0.00%	$0	5.15%	$323,739	0.00%	$0	4.64%	$323,739
C	0.77%	$15,299	9.68%	$337,882	0.00%	$0	6.46%	$353,181
C-	0.00%	$0	4.80%	$349,610	0.00%	$0	4.29%	$349,610
D	-0.34%	($7,304)	3.60%	$66,709	0.00%	$0	1.49%	$59,405
Unknown	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
Loss by Characteristic	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
Low Doc	-0.47%	($6,066)	3.69%	$333,172	0.00%	$0	3.17%	$327,106
2-4 Unit	0.00%	$0	12.79%	$355,364	0.00%	$0	12.01%	$355,364
NIV	2.24%	$31,628	7.33%	$1,611,908	0.00%	$0	7.02%	$1,643,536
Non-Owner	3.65%	$10,614	5.36%	$175,451	0.00%	$0	5.22%	$186,065
90+ & REO as % Rem
A/A- , B, C	0.00%	0.00%	7.10%	0.00%	0.00%	0.00%	5.30%	0.00%
C- , D, NON	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
2-4, LOW, NIV	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
As of: Mar 2002

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1994-C
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	115	$8,035,600	127	$14,211,925	0	$0	242	$22,247,525
LTV/WAC	57.19%	11.03%	64.21%	11.04%	0.00%	0.00%	61.67%	11.04%
NON/2-4	10.09%	3.99%	4.96%	13.14%	0.00%	0.00%	6.81%	9.83%
Low/NIV	12.96%	17.62%	0.00%	0.00%	0.00%	0.00%	4.68%	6.36%
A/A-	50	$3,885,400	48	$6,070,210	0	$0	98	$9,955,610
B	2	$203,500	14	$1,735,165	0	$0	16	$1,938,665
C	33	$1,949,500	32	$3,090,650	0	$0	65	$5,040,150
C-	2	$80,400	27	$2,851,650	0	$0	29	$2,932,050
D	28	$1,916,800	5	$354,250	0	$0	33	$2,271,050
Unknown	0	$0	1	$110,000	0	$0	1	$110,000
Remaining Pool	10	$597,064	5	$417,171	0	$0	15	$1,014,235
LTV/WAC	60.23%	10.51%	71.29%	10.23%	0.00%	0.00%	64.78%	10.40%
A/A-	7	$419,186	4	$323,837	0	$0	11	$743,023
B	0	$0	0	$0	0	$0	0	$0
C	2	$138,009	0	$0	0	$0	2	$138,009
C-	0	$0	1	$93,334	0	$0	1	$93,334
D	1	$39,869	0	$0	0	$0	1	$39,869
Unknown	0	$0	0	$0	0	$0	0	$0
Paid Off	91.65%	$7,364,700	96.85%	$13,764,725	0.00%	$0	94.97%	$21,129,425
Delinquency Status
CURRENT	7	$362,967	5	$417,171	0	$0	12	$780,138
30-59	1	$76,869	0	$0	0	$0	1	$76,869
60-89	0	$0	0	$0	0	$0	0	$0
90-119	1	$36,856	0	$0	0	$0	1	$36,856
120-179	1	$120,373	0	$0	0	$0	1	$120,373
180-269	0	$0	0	$0	0	$0	0	$0
270-359	0	$0	0	$0	0	$0	0	$0
360+	0	$0	0	$0	0	$0	0	$0
REO	0	$0	0	$0	0	$0	0	$0
90+REO	2	$157,229	-	$0	-	$0	2	$157,229
Loss To Date
% to Original Pool Balance	0.74%	$59,466	3.08%	$438,407	0.00%	$0	2.24%	$497,873
Severity	39.99%		32.19%		0.00%		32.95%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	0.00%	$0	2.79%	$169,519	0.00%	$0	1.70%	$169,519
B	0.00%	$0	6.59%	$114,375	0.00%	$0	5.90%	$114,375
C	2.79%	$54,387	3.66%	$113,213	0.00%	$0	3.33%	$167,600
C-	0.00%	$0	1.45%	$41,300	0.00%	$0	1.41%	$41,300
D	0.26%	$5,079	0.00%	$0	0.00%	$0	0.22%	$5,079
Unknown	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
Loss by Characteristic	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
Low Doc	0.00%	$0	5.92%	$223,535	0.00%	$0	3.50%	$223,535
2-4 Unit	0.00%	$0	4.45%	$70,762	0.00%	$0	3.47%	$70,762
NIV	0.29%	$7,995	2.29%	$204,175	0.00%	$0	1.82%	$212,170
Non-Owner	0.00%	$0	4.60%	$47,924	0.00%	$0	2.25%	$47,924
90+ & REO as % Rem
A/A- , B, C	37.50%	0.00%	0.00%	0.00%	0.00%	0.00%	21.20%	0.00%
C- , D, NON	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
2-4, LOW, NIV	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
As of: Mar 2002

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1994-B
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	164	$11,803,600	88	$9,620,970	0	$0	252	$21,424,570
LTV/WAC	58.41%	10.82%	64.82%	10.75%	0.00%	0.00%	61.29%	10.78%
NON/2-4	13.18%	7.43%	5.18%	4.35%	0.00%	0.00%	7.07%	10.21%
Low/NIV	0.00%	0.00%	9.55%	37.40%	0.00%	0.00%	4.86%	6.61%
A/A-	59	$4,747,100	9	$823,125	0	$0	68	$5,570,225
B	32	$2,268,600	0	$0	0	$0	32	$2,268,600
C	37	$2,416,400	15	$1,961,650	0	$0	52	$4,378,050
C-	3	$181,700	8	$772,685	0	$0	11	$954,385
D	33	$2,189,800	18	$2,077,350	0	$0	51	$4,267,150
Unknown	0	$0	38	$3,986,160	0	$0	38	$3,986,160
Remaining Pool	25	$1,469,330	5	$396,219	0	$0	30	$1,865,549
LTV/WAC	58.77%	10.12%	67.87%	10.19%	0.00%	0.00%	60.70%	10.13%
A/A-	11	$740,401	2	$148,857	0	$0	13	$889,257
B	3	$86,260	0	$0	0	$0	3	$86,260
C	7	$382,984	1	$108,154	0	$0	8	$491,139
C-	1	$99,289	1	$56,511	0	$0	2	$155,800
D	3	$160,396	0	$0	0	$0	3	$160,396
Unknown	0	$0	1	$82,697	0	$0	1	$82,697
Paid Off	85.42%	$10,083,100	95.36%	$9,174,220	0.00%	$0	89.88%	$19,257,320
Delinquency Status
CURRENT	24	$1,366,122	5	$396,219	0	$0	29	$1,762,341
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	0	$0	0	$0	0	$0	0	$0
180-269	1	$103,209	0	$0	0	$0	1	$103,209
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	$103,209	-	$0	-	$0	1	$103,209
Loss To Date
% to Original Pool Balance	0.65%	$76,444	3.53%	$339,439	0.00%	$0	1.94%	$415,883
Severity	11.34%		40.65%		0.00%		27.56%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	1.08%	$51,472	0.00%	$0	0.00%	$0	0.92%	$51,472
B	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
C	-0.57%	($13,815)	3.19%	$62,615	0.00%	$0	1.11%	$48,800
C-	16.14%	$29,333	0.00%	$0	0.00%	$0	3.07%	$29,333
D	0.43%	$9,453	5.98%	$124,186	0.00%	$0	3.13%	$133,639
Unknown	0.00%	$0	3.83%	$152,638	0.00%	$0	3.83%	$152,638
Loss by Characteristic	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
Low Doc	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
2-4 Unit	0.00%	$0	17.48%	$326,354	0.00%	$0	14.92%	$326,354
NIV	0.24%	$3,452	0.00%	$0	0.00%	$0	0.24%	$3,452
Non-Owner	0.00%	$0	9.69%	$68,317	0.00%	$0	4.51%	$68,317
90+ & REO as % Rem
A/A- , B, C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
C- , D, NON	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
2-4, LOW, NIV	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
As of: Mar 2002

Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1994-A
ARM Loans
	Retail		Correspondent		Broker		Total
Category	#	$	#	$	#	$	#	$
Original Pool	159	$11,950,100	2	$153,600	0	$0	161	$12,103,700
LTV/WAC	55.48%	10.23%	47.11%	10.83%	0.00%	0.00%	55.37%	10.24%
NON/2-4	6.50%	6.46%	0.00%	0.00%	0.00%	0.00%	12.52%	18.07%
Low/NIV	0.67%	8.26%	48.83%	0.00%	0.00%	0.00%	8.60%	11.70%
A/A-	59	$4,359,900	0	$0	0	$0	59	$4,359,900
B	38	$2,686,500	0	$0	0	$0	38	$2,686,500
C	22	$1,831,400	0	$0	0	$0	22	$1,831,400
C-	6	$430,200	1	$75,000	0	$0	7	$505,200
D	19	$1,372,800	0	$0	0	$0	19	$1,372,800
Unknown	15	$1,269,300	1	$78,600	0	$0	16	$1,347,900
Remaining Pool	15	$834,218	0	$0	0	$0	15	$834,218
LTV/WAC	55.96%	9.35%	0.00%	0.00%	0.00%	0.00%	55.96%	9.35%
A/A-	4	$220,593	0	$0	0	$0	4	$220,593
B	3	$129,568	0	$0	0	$0	3	$129,568
C	3	$131,467	0	$0	0	$0	3	$131,467
C-	1	$46,114	0	$0	0	$0	1	$46,114
D	3	$201,579	0	$0	0	$0	3	$201,579
Unknown	1	$104,897	0	$0	0	$0	1	$104,897
Paid Off	92.15%	$11,011,600	100.00%	$153,600	0.00%	$0	92.25%	$11,165,200
Delinquency Status
CURRENT	15	$834,218	0	$0	0	$0	15	$834,218
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	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	-0.11%	-$13,653	0.00%	$0	0.00%	$0	-0.11%	-$13,653
Severity	-4.30%		0.00%		0.00%		-4.30%
Loss To Date by Grade	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
A/A-	-0.57%	($24,857)	0.00%	$0	0.00%	$0	-0.57%	($24,857)
B	0.39%	$10,408	0.00%	$0	0.00%	$0	0.39%	$10,408
C	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
C-	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
D	0.06%	$797	0.00%	$0	0.00%	$0	0.06%	$797
Unknown	0.00%	$0	0.00%	$0	0.00%	$0	0.00%	$0
Loss by Characteristic	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss	% Orig	$ Loss
Low Doc	0.00%	$0	4.07%	$37,423	0.00%	$0	4.07%	$37,423
2-4 Unit	0.68%	$5,971	28.35%	$118,598	0.00%	$0	9.61%	$124,569
NIV	0.00%	$0	4.15%	$149,378	0.00%	$0	4.15%	$149,378
Non-Owner	3.40%	$52,913	6.39%	$31,835	0.00%	$0	4.13%	$84,748
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: Mar 2002