EX-99 3 nov02arm.htm EXHIBIT 99.1 ARM LOANS November 2002 Arm Loans
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 2002-1
ARM Loans
  Retail Correspondent Broker NLC Total
Category # $ # $ # $ # $ # $
Original 84 $9,321,571 0 $0 74 $7,267,202 0 $0 158 $16,588,773
LTV/WAC 74.54% 8.97% 0.00% 0.00% 80.31% 9.13% 0.00% 0.00% 77.07% 9.04%
NON/2-4 2.63% 10.91% 0.00% 0.00% 3.03% 13.93% 0.00% 0.00% 2.80% 12.24%
Low/NIV 0.00% 19.71% 0.00% 0.00% 1.04% 19.78% 0.00% 0.00% 0.46% 19.74%
A/A- 34 $4,372,050 0 $0 42 $4,535,841 0 $0 76 $8,907,891
B 32 $3,449,595 0 $0 18 $1,763,851 0 $0 50 $5,213,446
C 8 $579,060 0 $0 8 $670,000 0 $0 16 $1,249,060
C- 0 $0 0 $0 5 $261,960 0 $0 5 $261,960
D 10 $920,866 0 $0 1 $35,550 0 $0 11 $956,416
Remaining 70 $7,381,654 0 $0 69 $6,436,892 0 $0 139 $13,818,546
LTV/WAC 74.28% 8.88% 0.00% 0.00% 79.91% 9.18% 0.00% 0.00% 76.90% 9.02%
A/A- 30 $3,956,109 0 $0 39 $3,951,591 0 $0 69 $7,907,701
B 24 $2,330,439 0 $0 18 $1,754,266 0 $0 42 $4,084,705
C 7 $456,511 0 $0 6 $434,361 0 $0 13 $890,872
C- 0 $0 0 $0 5 $261,213 0 $0 5 $261,213
D 9 $638,594 0 $0 1 $35,461 0 $0 2 $169,944
Paid Off 20.40% $1,901,410 0.00% $0 10.93% $794,650 0.00% $0 16.25% $2,696,060
Status                    
CURRENT 63 $6,794,331 0 $0 68 $6,201,417 0 $0 131 $12,995,749
30-59 2 $169,944 0 $0 0 $0 0 $0 2 $169,944
60-89 1 $86,130 0 $0 1 $235,475 0 $0 2 $321,604
90-119 1 $55,012 0 $0 0 $0 0 $0 1 $55,012
120-219 2 $154,771 0 $0 0 $0 0 $0 2 $154,771
180-269 1 $121,465 0 $0 0 $0 0 $0 1 $121,465
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 4 $331,248 - $0 - $0 - $0 4 $331,248
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% 2.36% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.35%
C- , D, NON 0.00% 33.09% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 31.35%
2-4, LOW , NIV 12.57% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 7.58% 0.00%
As of: November 2002                    
                     
                     
                     
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 77 $6,476,807 0 $0 71 $5,411,760 0 $0 148 $11,888,567
LTV/WAC 75.87% 10.36% 0.00% 0.00% 78.12% 10.57% 0.00% 0.00% 76.89% 10.45%
A/A- 20 $2,209,718 0 $0 24 $1,944,080 0 $0 44 $4,153,799
B 29 $2,156,308 0 $0 23 $1,505,966 0 $0 52 $3,662,274
C 17 $1,375,479 0 $0 12 $1,251,306 0 $0 29 $2,626,785
C- 1 $51,849 0 $0 10 $613,016 0 $0 11 $664,865
D 10 $683,453 0 $0 2 $97,392 0 $0 12 $780,845
Paid Off 37.62% $3,933,508 0.00% $0 17.82% $1,186,140 0.00% $0 29.92% $5,119,648
Status                    
CURRENT 53 $4,453,183 0 $0 45 $3,606,308 0 $0 98 $8,059,491
30-59 11 $1,080,095 0 $0 12 $865,397 0 $0 23 $1,945,492
60-89 4 $273,845 0 $0 6 $506,270 0 $0 10 $780,115
90-119 0 $0 0 $0 0 $0 0 $0 0 $0
120-219 5 $452,879 0 $0 2 $115,583 0 $0 7 $568,462
180-269 1 $64,353 0 $0 3 $140,446 0 $0 4 $204,799
270-359 3 $152,452 0 $0 2 $117,864 0 $0 5 $270,316
360+ 0 $0 0 $0 0 $0 0 $0 0 $0
REO 0 $0 0 $0 1 $59,892 0 $0 1 $59,892
90+REO 9 $669,685 - $0 8 $433,785 - $0 17 $1,103,469
Loss To Date                    
% to Original 0.36% $37,351 0.00% $0 0.28% $18,917 0.00% $0 0.33% $56,268
Severity 48.56%   0.00%   40.45%   0.00%   45.50%  
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 1.12% $18,917 0.00% $0 0.34% $18,917
C 1.65% $37,351 0.00% $0 0.00% $0 0.00% $0 5.62% $37,351
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% 14.19% 0.00% 0.00% 7.15% 6.13% 0.00% 0.00% 3.35% 10.88%
C- , D, NON 0.00% 16.64% 0.00% 0.00% 7.02% 100.00% 0.00% 0.00% 6.48% 27.03%
2-4, LOW , NIV 21.84% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 14.94% 0.00%
As of: November 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 11 $668,284 0 $0 25 $1,848,548 0 $0 36 $2,516,832
LTV/WAC 78.52% 10.40% 0.00% 0.00% 78.34% 11.07% 0.00% 0.00% 78.39% 10.89%
A/A- 2 $88,820 0 $0 7 $483,806 0 $0 9 $572,626
B 5 $445,871 0 $0 8 $639,853 0 $0 13 $1,085,725
C 4 $133,593 0 $0 4 $338,076 0 $0 8 $471,670
C- 0 $0 0 $0 4 $260,915 0 $0 4 $260,915
D 0 $0 0 $0 2 $125,897 0 $0 2 $125,897
Paid Off 41.49% $478,100 0.00% $0 32.80% $909,950 0.00% $0 35.35% $1,388,050
Status                    
CURRENT 8 $541,242 0 $0 13 $988,138 0 $0 21 $1,529,380
30-59 1 $76,966 0 $0 8 $616,365 0 $0 9 $693,331
60-89 0 $0 0 $0 1 $33,039 0 $0 1 $33,039
90-119 0 $0 0 $0 1 $27,832 0 $0 1 $27,832
120-219 0 $0 0 $0 1 $111,367 0 $0 1 $111,367
180-269 1 $24,614 0 $0 0 $0 0 $0 1 $24,614
270-359 0 $0 0 $0 1 $71,807 0 $0 1 $71,807
360+ 1 $25,462 0 $0 0 $0 0 $0 1 $25,462
REO 0 $0 0 $0 0 $0 0 $0 0 $0
90+REO 2 $50,076 - $0 3 $211,006 - $0 5 $261,082
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% 5.75% 11.22% 0.00% 0.00% 4.86% 6.61%
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: November 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 $0 159.11% $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 60 $5,007,235 0 $0 52 $4,614,137 0 $0 112 $9,621,372
LTV/WAC 76.96% 10.51% 0.00% 0.00% 82.15% 10.44% 0.00% 0.00% 79.45% 10.48%
A/A- 23 $1,729,286 0 $0 28 $3,068,376 0 $0 51 $4,797,662
B 20 $1,760,415 0 $0 16 $1,102,513 0 $0 36 $2,862,927
C 14 $1,161,827 0 $0 6 $245,251 0 $0 20 $1,407,078
C- 0 $0 0 $0 1 $48,040 0 $0 1 $48,040
D 3 $355,708 0 $0 1 $149,957 0 $0 4 $505,665
Paid Off 39.87% $3,347,600 0.00% $0 24.05% $1,473,080 0.00% $0 33.20% $4,820,680
Status                    
CURRENT 26 $2,535,482 0 $0 27 $2,851,281 0 $0 53 $5,386,763
30-59 5 $430,271 0 $0 8 $387,038 0 $0 13 $817,309
60-89 3 $276,359 0 $0 2 $206,534 0 $0 5 $482,893
90-119 6 $528,656 0 $0 0 $0 0 $0 6 $528,656
120-179 1 $152,811 0 $0 4 $318,305 0 $0 5 $471,116
180-269 3 $176,327 0 $0 2 $91,526 0 $0 5 $267,852
270-359 2 $64,335 0 $0 1 $35,090 0 $0 3 $99,425
360+ 9 $512,578 0 $0 4 $264,249 0 $0 13 $776,827
REO 5 $330,417 0 $0 4 $460,113 0 $0 9 $790,530
90+REO 26 $1,765,124 - $0 15 $1,169,283 - $0 41 $2,934,407
Loss To Date                    
% to Original 0.96% $80,873 0.00% $0 0.87% $53,473 0.00% $0 0.93% $134,347
Severity 31.12%   0.00%   81.11%   0.00%   41.24%  
Loss To Date by Grade % Orig $ % Orig $ % Orig $ % Orig $ % Orig $
A/A- 0.28% $7,500 0.00% $0 0.00% $0 0.00% $0 0.11% $7,500
B 0.00% $0 0.00% $0 1.69% $25,965 0.00% $0 0.61% $25,965
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 1.48% $27,508 0.00% $0 0.99% $27,508
Non-Owner 3.56% $73,373 0.00% $0 0.00% $0 0.00% $0 2.91% $73,373
90+ & REO                    
A/A-, B , C 52.18% 32.26% 0.00% 0.00% 23.04% 32.23% 0.00% 0.00% 33.54% 32.25%
C- , D, NON 0.00% 20.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 14.07%
2-4, LOW , NIV 42.75% 76.48% 0.00% 0.00% 43.44% 0.00% 0.00% 0.00% 43.12% 76.48%
As of: November 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 13 $1,406,103 1 $133,840 62 $5,846,858 0 $0 76 $7,386,800
LTV/WAC 74.40% 10.63% 77.20% 11.03% 89.65% 10.55% 0.00% 0.00% 86.52% 10.57%
A/A- 2 $173,113 0 $0 56 $5,377,063 0 $0 58 $5,550,176
B 6 $540,823 1 $133,840 5 $398,879 0 $0 12 $1,073,542
C 4 $578,884 0 $0 1 $70,916 0 $0 5 $649,799
C- 1 $113,283 0 $0 0 $0 0 $0 1 $113,283
D 0 $0 0 $0 0 $0 0 $0 0 $0
Paid Off 40.54% $964,522 0.00% $0 41.76% $4,235,223 0.00% $0 41.09% $5,199,745
Status                    
CURRENT 6 $577,697 1 $133,840 46 $3,889,717 0 $0 53 $4,601,253
30-59 0 $0 0 $0 7 $749,477 0 $0 7 $749,477
60-89 1 $90,790 0 $0 3 $353,974 0 $0 4 $444,764
90-119 0 $0 0 $0 0 $0 0 $0 0 $0
120-179 1 $58,317 0 $0 0 $0 0 $0 1 $58,317
180-269 0 $0 0 $0 1 $173,016 0 $0 1 $173,016
270-359 0 $0 0 $0 0 $0 0 $0 0 $0
360+ 3 $118,177 0 $0 4 $338,674 0 $0 7 $456,851
REO 2 $561,122 0 $0 1 $342,000 0 $0 3 $903,122
90+REO 6 $737,616 - $0 6 $853,690 - $0 12 $1,591,306
Loss To Date                    
% to Original 5.48% $130,303 0.00% $0 1.30% $131,642 0.00% $0 2.07% $261,944
Severity 51.94%   0.00%   37.95%   0.00%   43.82%  
Loss To Date by Grade % Orig $ % Orig $ % Orig $ % Orig $ % Orig $
A/A- 32.40% $80,766 0.00% $0 1.37% $131,642 0.00% $0 2.16% $212,408
B 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
C 4.59% $49,537 0.00% $0 0.00% $0 0.00% $0 4.31% $49,537
C- 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
D 0.00% $73,373 0.00% $0 0.00% $27,508 0.00% $0 0.00% $100,881
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 3.73% $35,205 0.00% $0 2.96% $35,205
NIV 38.83% $80,766 0.00% $0 0.00% $0 0.00% $0 5.34% $80,766
Non-Owner 0.00% $0 0.00% $0 6.03% $47,898 0.00% $0 4.52% $47,898
90+ & REO                    
A/A-, B , C 23.81% 52.25% 0.00% 0.00% 14.13% 23.50% 0.00% 0.00% 14.43% 35.06%
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 19.94% 0.00% 0.00% 0.00% 30.32% 0.00% 0.00% 0.00% 25.75% 0.00%
As of: November 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 431 $41,080,671 22 $2,398,810 1116 $111,280,098 10 $932,123 1579 $155,691,702
LTV/WAC 75.71% 10.74% 71.71% 10.00% 80.40% 10.66% 77.97% 11.51% 79.01% 10.68%
A/A- 106 $11,728,654 4 $380,213 564 $64,195,073 3 $209,120 677 $76,513,060
B 156 $14,844,775 12 $1,448,259 296 $29,108,422 3 $197,267 467 $45,598,723
C 113 $9,732,108 4 $459,697 183 $13,710,143 3 $477,054 303 $24,379,002
C- 26 $2,376,808 1 $55,704 50 $3,087,392 1 $48,682 78 $5,568,585
D 30 $2,398,327 1 $54,938 23 $1,179,068 0 $0 54 $3,632,332
Paid Off 48.03% $38,374,785 73.91% $6,888,174 51.75% $120,755,765 44.95% $768,950 51.43% $166,787,674
Status                    
CURRENT 207 $19,280,110 13 $1,411,482 633 $65,939,796 6 $386,366 859 $87,017,754
30-59 56 $5,478,962 5 $443,291 131 $12,048,411 1 $347,335 193 $18,317,999
60-89 33 $3,155,228 0 $0 68 $6,248,535 0 $0 101 $9,403,763
90-119 13 $1,998,039 1 $205,868 31 $3,567,366 0 $0 45 $5,771,273
120-179 9 $824,813 1 $84,172 45 $3,910,800 1 $97,866 56 $4,917,652
180-269 32 $2,766,677 0 $0 49 $4,488,845 0 $0 81 $7,255,521
270-359 15 $1,540,810 1 $79,328 32 $3,282,159 1 $48,682 49 $4,950,980
360+ 41 $3,880,495 0 $0 86 $8,047,158 0 $0 127 $11,927,654
REO 25 $2,155,537 1 $174,668 41 $3,747,027 1 $51,874 68 $6,129,106
90+REO 135 $13,166,372 4 $544,037 284 $27,043,356 3 $198,422 426 $40,952,186
Loss To Date                    
% to Original 1.66% $1,322,571 1.57% $146,054 1.10% $2,568,762 0.00% $0 1.25% $4,037,386
Severity 31.18%   51.11%   37.87%   0.00%   35.69%  
Loss To Date by Grade % Orig $ % Orig $ % Orig $ % Orig $ % Orig $
A/A- 0.93% $223,380 2.79% $124,919 0.48% $658,777 0.00% $0 0.61% $1,007,076
B 1.60% $422,168 0.66% $21,135 1.04% $621,787 0.00% $0 1.18% $1,065,090
C 3.07% $586,783 0.00% $0 3.39% $961,338 0.00% $0 3.14% $1,548,122
C- 1.29% $61,126 0.00% $0 5.23% $282,701 0.00% $0 3.31% $343,827
D 0.52% $29,113 0.00% $0 1.57% $44,158 0.00% $0 0.86% $73,271
Loss by Characteristic % Orig $ % Orig $ % Orig $ % Orig $ % Orig $
Low Doc 0.84% $112,442 0.00% $0 4.92% $251,893 0.00% $0 1.95% $364,335
2-4 Unit 5.80% $136,926 0.00% $0 1.47% $193,277 0.00% $0 2.00% $330,203
NIV 0.93% $42,694 7.97% $76,134 1.52% $875,035 0.00% $0 1.57% $993,864
Non-Owner 4.00% $137,604 0.00% $0 0.07% $6,652 0.00% $0 1.11% $144,256
90+ & REO                    
A/A-, B , C 23.71% 28.93% 20.86% 20.03% 17.04% 31.17% 46.80% 26.30% 18.16% 30.07%
C- , D, NON 48.31% 61.00% 0.00% 0.00% 47.59% 46.32% 100.00% 0.00% 47.88% 55.31%
2-4, LOW , NIV 18.61% 31.34% 0.00% 0.00% 28.42% 38.29% 0.00% 0.00% 27.47% 32.71%
As of: November 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 275 $21,563,765 19 $1,957,263 854 $71,810,610 19 $1,939,850 1167 $97,271,488
LTV/WAC 74.55% 10.73% 72.18% 10.77% 78.31% 11.02% 79.49% 9.80% 77.37% 10.93%
A/A- 70 $5,656,098 8 $888,172 372 $36,646,516 8 $1,168,914 458 $44,359,700
B 93 $8,399,008 5 $719,925 240 $18,666,472 6 $411,181 344 $28,196,585
C 62 $4,982,994 4 $248,771 160 $11,431,932 4 $312,866 230 $16,976,563
C- 20 $984,293 1 $66,009 50 $2,946,293 1 $46,889 72 $4,043,484
D 30 $1,541,373 1 $34,386 32 $2,119,397 0 $0 63 $3,695,156
Paid Off 53.85% $25,472,100 73.90% $5,612,030 62.28% $120,142,165 43.78% $1,533,307 60.79% $152,759,602
Status                    
CURRENT 138 $10,302,519 10 $1,013,113 441 $38,721,170 8 $812,333 597 $50,849,134
30-59 36 $3,271,672 4 $454,061 109 $8,713,565 3 $180,448 152 $12,619,747
60-89 20 $1,320,315 0 $0 41 $3,716,879 2 $122,390 63 $5,159,584
90-119 6 $616,434 0 $0 14 $854,666 0 $0 20 $1,471,100
120-179 11 $924,506 0 $0 33 $2,563,600 0 $0 44 $3,488,106
180-269 10 $753,001 0 $0 49 $4,527,909 2 $107,487 61 $5,388,397
270-359 9 $664,030 1 $51,395 30 $1,898,449 0 $0 40 $2,613,874
360+ 30 $2,760,510 2 $68,655 87 $7,516,103 3 $629,995 122 $10,975,263
REO 15 $950,777 2 $370,040 50 $3,298,268 1 $87,197 68 $4,706,282
90+REO 81 $6,669,259 5 $490,089 263 $20,658,996 6 $824,679 355 $28,643,023
Loss To Date                    
% to Original 2.20% $1,039,227 1.16% $87,870 1.52% $2,940,946 -0.47% -$16,392 1.61% $4,051,651
Severity 32.36%   48.31%   36.91%   -30.39%   35.49%  
Loss To Date by Grade % Orig $ % Orig $ % Orig $ % Orig $ % Orig $
A/A- 2.59% $298,797 0.00% $0 0.59% $606,725 0.00% $0 0.75% $905,522
B 0.65% $105,370 2.60% $49,791 2.35% $1,222,226 0.00% $0 1.94% $1,377,388
C 2.29% $296,879 2.59% $26,388 2.85% $772,637 -3.00% ($16,392) 2.63% $1,095,904
C- 4.74% $130,492 0.00% $0 4.43% $277,345 0.00% $0 4.27% $407,837
D 5.37% $207,688 18.14% $11,691 1.23% $62,013 0.00% $0 3.11% $281,392
Loss by Characteristic % Orig $ % Orig $ % Orig $ % Orig $ % Orig $
Low Doc 3.46% $235,895 0.00% $0 3.49% $203,984 0.00% $0 3.47% $439,879
2-4 Unit 7.07% $134,149 0.00% $0 2.41% $286,115 0.00% $0 2.97% $420,265
NIV 5.00% $126,804 0.00% $0 2.14% $1,123,905 0.00% $0 2.23% $1,250,709
Non-Owner 5.62% $169,651 0.00% $0 2.06% $147,422 0.00% $0 3.03% $317,073
90+ & REO                    
A/A-, B , C 21.99% 27.41% 41.66% 7.14% 21.79% 23.50% 41.41% 59.84% 22.73% 24.78%
C- , D, NON 51.81% 39.19% 0.00% 100.00% 47.93% 66.77% 100.00% 0.00% 48.70% 55.57%
2-4, LOW , NIV 23.38% 41.04% 29.45% 0.00% 39.64% 26.65% 0.00% 0.00% 35.94% 33.09%
As of: November 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 18 $1,138,505 33 $3,774,026 643 $50,487,851 694 $55,400,383
LTV/WAC 75.77% 9.32% 81.74% 9.84% 79.75% 10.34% 79.80% 10.29%
A/A- 7 $560,264 20 $2,696,585 335 $29,955,443 362 $33,212,291
B 4 $194,641 10 $868,081 193 $13,875,475 207 $14,938,197
C 2 $111,271 3 $209,361 40 $2,751,055 45 $3,071,687
C- 4 $252,626 0 $0 17 $1,081,830 21 $1,334,456
D 1 $19,703 0 $0 58 $2,824,048 59 $2,843,751
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 76.93% $3,873,100 67.52% $8,275,346 62.51% $94,977,126 63.30% $107,125,572
Status                
CURRENT 14 $883,083 28 $2,925,137 508 $39,838,482 550 $43,646,702
30-59 0 $0 0 $0 19 $1,443,054 19 $1,443,054
60-89 0 $0 0 $0 10 $903,873 10 $903,873
90-119 1 $65,660 2 $271,987 6 $443,602 9 $781,249
120-179 0 $0 2 $408,879 18 $1,434,142 20 $1,843,021
180-269 0 $0 0 $0 19 $1,331,685 19 $1,331,685
270-359 1 $87,027 0 $0 10 $649,146 11 $736,173
360+ 1 $45,342 1 $168,023 25 $2,567,312 27 $2,780,677
REO 1 $57,392 0 $0 28 $1,876,556 29 $1,933,948
90+REO 4 $255,421 5 $848,889 106 $8,302,443 115 $9,406,753
Loss To Date                
% to Original 0.38% $19,053 1.56% $190,942 5.19% $7,890,840 4.79% $8,100,835
Severity 10.21%   30.86%   46.56%   45.63%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.69% $20,049 0.61% $41,858 2.85% $2,479,305 2.63% $2,541,212
B 0.00% $0 1.80% $63,869 6.29% $2,477,664 5.79% $2,541,533
C 0.00% $0 2.07% $25,154 9.76% $1,113,962 8.87% $1,139,116
C- 0.00% $0 -0.74% ($1,659) 11.49% $352,933 9.65% $351,274
D -0.16% ($996) 13.67% $61,720 13.45% $1,466,975 12.77% $1,527,699
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 10.01% $667,619 9.09% $667,619
2-4 Unit 0.00% $0 0.00% $0 11.47% $1,043,562 9.78% $1,043,562
NIV 0.00% $0 2.08% $36,285 5.12% $2,134,431 4.87% $2,170,716
Non-Owner 0.00% $0 0.00% $0 12.72% $584,260 11.12% $584,260
90+ & REO as % Rem                
A/A- , B, C 0.00% 0.00% 26.10% 0.00% 11.80% 13.80% 12.70% 12.90%
C- , D, NON 78.40% 0.00% 0.00% 0.00% 45.50% 34.70% 51.70% 34.50%
2-4, LOW, NIV 36.60% 100.00% 0.00% 0.00% 18.00% 20.00% 16.90% 25.30%
As of: November 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 26 $2,305,846 11 $877,492 610 $45,772,543 647 $48,955,881
LTV/WAC 80.56% 8.42% 71.27% 11.26% 76.97% 10.40% 77.04% 10.32%
A/A- 15 $1,649,699 3 $353,176 263 $22,339,762 281 $24,342,636
B 8 $493,379 1 $35,895 189 $14,027,665 198 $14,556,939
C 1 $66,573 2 $80,403 54 $3,021,434 57 $3,168,410
C- 0 $0 0 $0 19 $1,021,472 19 $1,021,472
D 2 $96,195 5 $408,019 85 $5,362,210 92 $5,866,424
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 73.92% $7,970,500 82.44% $4,921,115 72.45% $134,133,600 72.82% $147,025,215
Delinquency Status                
CURRENT 21 $2,020,280 11 $877,492 485 $36,364,535 517 $39,262,307
30-59 0 $0 0 $0 16 $968,168 16 $968,168
60-89 1 $37,130 0 $0 11 $846,173 12 $883,303
90-119 0 $0 0 $0 14 $1,452,187 14 $1,452,187
120-179 1 $70,933 0 $0 16 $806,477 17 $877,410
180-269 0 $0 0 $0 15 $1,094,043 15 $1,094,043
270-359 2 $125,637 0 $0 9 $581,334 11 $706,971
360+ 0 $0 0 $0 27 $2,233,146 27 $2,233,146
REO 1 $51,865 0 $0 17 $1,426,479 18 $1,478,344
90+REO 4 $248,435 - $0 98 $7,593,666 102 $7,842,101
Loss To Date                
% to Original Pool Balance 0.83% $89,134 4.03% $240,608 4.65% $8,606,921 4.43% $8,936,663
Severity 14.59%   43.85%   44.44%   43.54%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.00% $0 0.00% $0 2.80% $2,668,369 2.55% $2,668,369
B 1.16% $27,899 10.89% $139,156 5.30% $2,569,212 5.24% $2,736,267
C 4.08% $24,466 0.00% $0 6.86% $1,005,900 6.61% $1,030,366
C- 0.00% $0 16.67% $10,038 5.07% $232,993 5.14% $243,031
D 3.56% $36,769 5.52% $91,414 9.61% $2,130,447 9.09% $2,258,630
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 7.50% $649,405 7.16% $673,686
2-4 Unit 2.41% $25,375 0.00% $0 8.39% $835,139 7.42% $860,514
NIV 2.55% $53,274 2.97% $50,442 4.38% $2,542,286 4.28% $2,646,002
Non-Owner 6.53% $25,375 0.00% $0 10.30% $944,371 10.11% $969,746
90+ & REO as % Rem                
A/A- , B, C 4.30% 10.50% 0.00% 0.00% 7.70% 21.90% 7.30% 21.40%
C- , D, NON 0.00% 61.40% 0.00% 0.00% 13.80% 30.80% 13.80% 29.20%
2-4, LOW, NIV 22.90% 34.20% 0.00% 0.00% 34.40% 29.10% 31.70% 29.00%
As of: November 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 34 $2,923,537 74 $7,124,729 304 $22,747,364 412 $32,795,630
LTV/WAC 80.36% 8.81% 81.75% 10.14% 79.60% 9.93% 80.13% 9.87%
A/A- 18 $1,824,415 50 $5,103,646 169 $14,237,295 237 $21,165,356
B 11 $790,624 16 $1,392,846 92 $5,991,203 119 $8,174,673
C 2 $179,719 0 $0 13 $869,728 15 $1,049,447
C- 1 $36,312 1 $51,678 10 $693,687 12 $781,677
D 2 $92,466 7 $576,559 20 $955,452 29 $1,624,477
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 83.02% $17,543,000 89.23% $68,345,685 83.09% $134,499,592 84.90% $220,388,277
Delinquency Status                
CURRENT 24 $2,073,890 71 $6,665,892 270 $20,092,488 365 $28,832,270
30-59 3 $193,791 0 $0 7 $460,338 10 $654,129
60-89 2 $222,020 1 $295,660 5 $302,100 8 $819,780
90-119 1 $105,356 0 $0 5 $253,013 6 $358,369
120-179 1 $118,971 0 $0 5 $417,821 6 $536,792
180-269 0 $0 1 $84,688 5 $622,099 6 $706,787
270-359 0 $0 1 $78,489 2 $196,925 3 $275,414
360+ 3 $209,508 0 $0 2 $144,258 5 $353,766
REO 0 $0 0 $0 3 $258,322 3 $258,322
90+REO 5 $433,835 2 $163,177 22 $1,892,438 29 $2,489,450
Loss To Date                
% to Original Pool Balance 4.70% $993,332 4.30% $3,292,241 4.06% $6,567,394 4.18% $10,852,967
Severity 40.64%   34.95%   36.19%   36.16%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 3.46% $510,502 2.94% $1,440,636 3.11% $3,136,014 3.09% $5,087,152
B 6.65% $326,448 6.22% $1,027,364 4.68% $2,051,007 5.22% $3,404,819
C 8.97% $82,068 7.19% $287,521 7.21% $587,702 7.33% $957,291
C- 0.00% $0 0.00% $0 6.24% $155,045 5.15% $155,045
D 17.83% $74,315 8.05% $536,721 9.91% $637,626 9.23% $1,248,662
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 13.30% $220,419 2.05% $35,171 1.91% $64,706 4.74% $320,296
2-4 Unit 12.39% $113,963 4.80% $204,881 5.50% $415,610 5.77% $734,454
NIV 9.18% $310,163 4.14% $947,659 4.22% $2,162,873 4.42% $3,420,695
Non-Owner 6.23% $36,719 12.58% $53,047 5.43% $441,126 5.81% $530,892
90+ & REO as % Rem                
A/A- , B, C 9.90% 9.80% 3.00% 0.00% 8.30% 6.90% 7.20% 6.00%
C- , D, NON 0.00% 75.40% 0.00% 11.10% 18.40% 4.80% 16.30% 11.10%
2-4, LOW, NIV 0.00% 76.20% 0.00% 0.00% 4.80% 44.50% 3.30% 37.20%
As of: November 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 32 $2,833,064 113 $10,950,019 407 $28,630,488 552 $42,413,572
LTV/WAC 76.78% 11.30% 79.42% 10.65% 77.85% 10.06% 78.18% 10.30%
A/A- 13 $1,263,247 60 $6,502,353 192 $15,748,105 265 $23,513,705
B 15 $1,261,114 24 $2,306,711 135 $8,742,843 174 $12,310,668
C 3 $208,779 12 $966,438 45 $2,224,707 60 $3,399,923
C- 1 $99,925 3 $182,341 11 $577,799 15 $860,066
D 0 $0 14 $992,176 24 $1,337,034 38 $2,329,209
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 85.09% $17,615,000 90.45% $115,951,643 85.60% $193,078,244 87.23% $326,644,887
Delinquency Status                
CURRENT 28 $2,469,805 80 $7,698,115 338 $23,013,883 446 $33,181,803
30-59 0 $0 3 $296,382 4 $183,999 7 $480,381
60-89 2 $166,436 6 $626,416 1 $191,550 9 $984,402
90-119 0 $0 0 $0 3 $280,550 3 $280,550
120-179 1 $104,742 2 $138,577 10 $567,928 13 $811,247
180-269 0 $0 4 $370,496 9 $743,132 13 $1,113,628
270-359 1 $92,081 2 $193,290 7 $553,194 10 $838,565
360+ 0 $0 10 $1,050,436 22 $1,844,933 32 $2,895,369
REO 0 $0 6 $576,307 13 $1,251,320 19 $1,827,627
90+REO 2 $196,823 24 $2,329,106 64 $5,241,057 90 $7,766,986
Loss To Date                
% to Original Pool Balance 3.70% $765,033 7.30% $9,361,779 5.84% $13,173,301 6.22% $23,300,113
Severity 46.33%   45.83%   45.99%   45.94%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 2.37% $263,071 5.71% $4,784,933 3.77% $4,931,065 4.42% $9,979,069
B 2.74% $168,428 8.19% $2,058,432 7.22% $4,596,488 7.19% $6,823,348
C 6.94% $140,645 8.44% $604,097 13.61% $1,910,205 11.43% $2,654,947
C- 7.25% $46,645 6.21% $61,692 5.92% $257,924 6.11% $366,261
D 18.35% $146,245 16.72% $1,852,626 11.54% $1,477,619 14.09% $3,476,490
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 3.80% $143,497 11.43% $288,735 10.37% $447,080 8.28% $879,312
2-4 Unit 0.00% $0 9.22% $775,340 10.95% $1,587,382 10.02% $2,362,723
NIV 6.46% $215,205 9.58% $3,409,287 4.59% $4,002,437 6.04% $7,626,929
Non-Owner 11.09% $111,443 40.81% $475,348 13.65% $2,010,883 15.37% $2,597,674
90+ & REO as % Rem                
A/A- , B, C 16.40% 0.00% 22.30% 23.30% 14.70% 18.50% 16.80% 17.60%
C- , D, NON 0.00% 0.00% 18.70% 24.40% 14.90% 41.80% 14.00% 34.60%
2-4, LOW, NIV 27.50% 0.00% 31.00% 100.00% 13.50% 36.30% 19.80% 42.00%
As of: November 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 10 $873,634 49 $4,452,587 175 $13,298,499 234 $18,624,719
LTV/WAC 75.64% 11.24% 77.67% 11.35% 77.50% 9.91% 77.46% 10.32%
A/A- 8 $722,657 20 $2,108,579 79 $7,661,403 107 $10,492,639
B 1 $121,273 14 $1,112,416 60 $3,803,109 75 $5,036,799
C 0 $0 3 $488,957 20 $1,059,874 23 $1,548,830
C- 0 $0 0 $0 3 $143,037 3 $143,037
D 1 $29,704 12 $742,635 13 $631,076 26 $1,403,415
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 91.72% $9,920,400 90.72% $48,191,364 83.10% $71,918,481 86.41% $130,030,245
Delinquency Status                
CURRENT 6 $441,143 38 $3,439,176 147 $11,521,780 191 $15,402,099
30-59 1 $101,612 0 $0 3 $129,933 4 $231,545
60-89 0 $0 1 $85,988 2 $78,013 3 $164,001
90-119 0 $0 1 $25,158 0 $0 1 $25,158
120-179 0 $0 1 $29,408 3 $232,194 4 $261,602
180-269 1 $121,273 0 $0 4 $213,656 5 $334,929
270-359 1 $179,902 0 $0 4 $311,142 5 $491,044
360+ 1 $29,704 4 $388,363 6 $551,156 11 $969,223
REO 0 $0 4 $484,495 6 $260,624 10 $745,119
90+REO 3 $330,879 10 $927,424 23 $1,568,772 36 $2,827,075
Loss To Date                
% to Original Pool Balance 1.17% $126,548 12.09% $6,421,812 5.06% $4,378,246 7.26% $10,926,606
Severity 31.37%   59.63%   44.10%   51.78%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 1.72% $118,545 11.82% $3,465,388 3.61% $1,832,323 6.23% $5,416,256
B 0.26% $8,004 8.18% $1,133,581 6.41% $1,449,836 6.55% $2,591,421
C 0.00% $0 14.52% $519,857 7.39% $448,908 9.98% $968,765
C- 0.00% $0 18.91% $119,049 5.34% $106,246 7.08% $225,295
D 0.00% $0 20.64% $1,183,936 10.49% $540,933 15.46% $1,724,869
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 19.69% $511,450 6.36% $380,293 10.31% $891,744
NIV 2.77% $44,467 15.72% $2,758,326 3.81% $1,330,578 7.65% $4,133,371
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 24.90% 100.00% 27.80% 18.80% 6.80% 13.60% 12.30% 16.90%
C- , D, NON 0.00% 100.00% 0.00% 12.50% 0.00% 41.70% 0.00% 27.50%
2-4, LOW, NIV 0.00% 56.40% 20.20% 0.00% 4.20% 0.00% 5.80% 33.20%
As of: November 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 26 $1,922,161 91 $7,918,611 508 $38,931,042 625 $48,771,814
LTV/WAC 75.98% 11.30% 80.49% 10.71% 76.64% 9.77% 77.24% 9.98%
A/A- 13 $839,668 44 $3,862,653 292 $25,366,397 349 $30,068,718
B 9 $641,568 27 $2,656,896 143 $9,681,780 179 $12,980,243
C 1 $119,578 12 $875,366 37 $1,852,522 50 $2,847,466
C- 3 $321,347 1 $43,342 5 $237,098 9 $601,787
D 0 $0 7 $480,355 31 $1,793,245 38 $2,273,600
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 89.09% $17,479,700 92.89% $110,868,620 81.28% $198,067,416 85.30% $326,415,736
Delinquency Status                
CURRENT 21 $1,365,152 78 $6,574,489 447 $34,257,305 546 $42,196,946
30-59 0 $0 2 $120,411 7 $562,958 9 $683,369
60-89 1 $70,345 0 $0 10 $733,891 11 $804,236
90-119 0 $0 1 $54,408 2 $188,817 3 $243,225
120-179 0 $0 1 $63,078 10 $609,728 11 $672,806
180-269 0 $0 2 $159,491 8 $648,512 10 $808,003
270-359 1 $74,939 0 $0 7 $561,288 8 $636,227
360+ 3 $411,725 4 $504,980 12 $986,962 19 $1,903,667
REO 0 $0 3 $441,754 5 $381,581 8 $823,335
90+REO 4 $486,664 11 $1,223,711 44 $3,376,888 59 $5,087,263
Loss To Date                
% to Original Pool Balance 5.26% $1,031,783 6.24% $7,442,898 4.79% $11,680,120 5.27% $20,154,801
Severity 54.77%   48.88%   43.82%   46.05%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 3.17% $407,951 4.24% $3,137,649 3.24% $4,980,195 3.55% $8,525,795
B 9.34% $376,051 8.67% $2,101,370 5.92% $3,398,528 6.86% $5,875,949
C 8.39% $80,307 7.63% $597,418 7.84% $1,295,052 7.80% $1,972,777
C- 11.31% $123,196 5.19% $89,796 9.52% $398,162 8.73% $611,154
D 6.43% $44,278 13.10% $1,516,665 13.31% $1,608,183 13.01% $3,169,126
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 14.77% $611,041 4.20% $192,654 8.74% $1,189,746
2-4 Unit 16.74% $121,569 16.30% $1,090,350 3.48% $518,091 7.76% $1,730,010
NIV 4.13% $158,566 7.59% $2,911,271 4.67% $5,234,847 5.38% $8,304,684
Non-Owner 17.72% $123,356 52.49% $723,095 11.28% $2,306,037 14.00% $3,152,488
90+ & REO as % Rem                
A/A- , B, C 0.00% 58.90% 15.30% 7.60% 5.30% 10.20% 6.40% 12.00%
C- , D, NON 55.70% 0.00% 0.00% 40.80% 31.20% 32.10% 42.00% 34.00%
2-4, LOW, NIV 0.00% 39.20% 0.00% 0.00% 14.30% 31.80% 13.50% 30.50%
As of: November 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 8 $751,084 95 $7,842,017 362 $28,541,256 465 $37,134,357
LTV/WAC 82.05% 11.42% 74.37% 10.83% 75.75% 10.04% 75.59% 10.23%
A/A- 2 $143,637 37 $3,200,516 211 $18,298,899 250 $21,643,052
B 6 $607,447 32 $3,035,476 96 $7,015,801 134 $10,658,724
C 0 $0 11 $745,784 28 $1,254,485 39 $2,000,269
C- 0 $0 1 $37,907 9 $881,129 10 $919,035
D 0 $0 14 $822,335 18 $1,090,942 32 $1,913,277
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 92.95% $11,534,300 92.36% $101,869,357 83.86% $170,358,097 87.08% $283,761,754
Delinquency Status                
CURRENT 6 $441,361 83 $6,765,085 301 $23,199,517 390 $30,405,963
30-59 0 $0 1 $29,522 10 $976,728 11 $1,006,250
60-89 1 $186,952 0 $0 2 $182,674 3 $369,626
90-119 1 $122,772 0 $0 7 $756,998 8 $879,770
120-179 0 $0 1 $125,674 13 $1,086,505 14 $1,212,179
180-269 0 $0 1 $64,457 5 $419,871 6 $484,328
270-359 0 $0 0 $0 8 $581,336 8 $581,336
360+ 0 $0 8 $779,167 12 $1,126,400 20 $1,905,567
REO 0 $0 1 $78,112 4 $211,225 5 $289,337
90+REO 1 $122,772 11 $1,047,410 49 $4,182,335 61 $5,352,517
Loss To Date                
% to Original Pool Balance 1.14% $141,392 7.89% $8,701,483 4.89% $9,929,735 5.76% $18,772,610
Severity 32.33%   53.30%   47.85%   50.04%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- -0.09% ($5,745) 5.58% $2,997,594 3.31% $4,239,769 3.84% $7,231,618
B 1.76% $72,887 7.01% $2,100,741 6.08% $2,693,928 6.20% $4,867,556
C 5.84% $49,965 12.82% $1,214,821 8.90% $1,283,714 10.29% $2,548,500
C- 0.00% $0 6.22% $171,676 4.41% $246,498 4.75% $418,174
D 6.56% $24,285 15.38% $2,216,652 13.49% $1,465,825 14.45% $3,706,762
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 10.70% $520,863 10.13% $533,244 9.20% $1,078,392
2-4 Unit 0.00% $0 19.65% $1,832,127 10.72% $1,341,117 14.39% $3,173,243
NIV 1.11% $44,672 8.85% $3,531,688 4.71% $4,415,726 5.80% $7,992,086
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 85.40% 0.00% 5.70% 20.10% 5.90% 15.80% 6.40% 16.10%
C- , D, NON 0.00% 0.00% 100.00% 15.70% 88.80% 13.10% 89.30% 14.10%
2-4, LOW, NIV 100.00% 0.00% 12.00% 42.30% 0.00% 24.40% 10.10% 30.40%
As of: November 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 10 $729,821 167 $13,423,790 130 $9,397,580 307 $23,551,191
LTV/WAC 79.63% 11.78% 73.73% 10.39% 76.12% 10.50% 74.86% 10.48%
A/A- 3 $338,093 57 $4,986,246 60 $4,919,538 120 $10,243,877
B 4 $218,115 63 $5,349,885 38 $2,745,313 105 $8,313,313
C 1 $54,645 17 $970,317 13 $641,865 31 $1,666,827
C- 1 $87,028 6 $674,036 3 $164,335 10 $925,399
D 1 $31,940 24 $1,443,306 16 $926,529 41 $2,401,776
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 91.70% $8,733,200 92.91% $192,621,268 89.22% $83,127,202 91.77% $284,481,670
Delinquency Status                
CURRENT 8 $610,854 130 $10,344,345 103 $7,461,953 241 $18,417,152
30-59 0 $0 1 $99,013 3 $147,895 4 $246,908
60-89 0 $0 5 $244,739 3 $116,650 8 $361,389
90-119 0 $0 4 $316,042 0 $0 4 $316,042
120-179 2 $118,968 6 $523,469 4 $426,403 12 $1,068,840
180-269 0 $0 4 $369,389 4 $259,555 8 $628,944
270-359 0 $0 3 $213,540 4 $203,783 7 $417,323
360+ 0 $0 9 $746,641 7 $669,027 16 $1,415,668
REO 0 $0 5 $566,612 2 $112,313 7 $678,925
90+REO 2 $118,968 31 $2,735,693 21 $1,671,081 54 $4,525,742
Loss To Date                
% to Original Pool Balance 0.97% $92,209 3.96% $8,213,107 5.20% $4,843,225 4.24% $13,148,541
Severity 48.97%   46.46%   50.19%   47.78%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.91% $47,344 1.88% $1,881,638 3.00% $1,345,688 2.18% $3,274,670
B 0.00% $0 4.26% $2,468,215 4.94% $1,331,527 4.35% $3,799,742
C 0.00% $0 6.63% $1,582,078 9.47% $836,023 7.17% $2,418,101
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 0.00% $0 4.47% $777,713 4.85% $305,338 4.41% $1,083,051
2-4 Unit 0.00% $0 10.06% $1,020,323 12.98% $607,943 10.67% $1,628,266
NIV 3.87% $44,864 4.76% $2,781,099 3.60% $1,211,632 4.33% $4,037,595
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 0.00% 0.00% 15.10% 20.40% 15.30% 16.00% 14.70% 18.40%
C- , D, NON 100.00% 100.00% 15.70% 40.70% 0.00% 55.10% 20.80% 47.00%
2-4, LOW, NIV 0.00% 100.00% 0.00% 19.20% 23.60% 0.00% 11.40% 17.10%
As of: November 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 13 $1,138,394 236 $20,518,361 147 $9,585,769 396 $31,242,524
LTV/WAC 72.76% 10.60% 71.32% 11.18% 72.45% 10.62% 71.72% 10.99%
A/A- 5 $502,415 77 $7,181,455 60 $4,578,441 142 $12,262,311
B 4 $460,143 64 $5,650,532 31 $2,009,020 99 $8,119,695
C 0 $0 40 $2,690,683 21 $1,416,424 61 $4,107,106
C- 0 $0 10 $1,272,769 9 $436,368 19 $1,709,138
D 4 $175,837 45 $3,722,922 26 $1,145,516 75 $5,044,275
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 87.08% $10,150,700 91.56% $243,033,160 92.48% $131,360,710 91.75% $384,544,570
Delinquency Status                
CURRENT 10 $1,011,267 151 $12,121,860 83 $5,400,700 244 $18,533,827
30-59 0 $0 7 $637,226 6 $372,225 13 $1,009,451
60-89 0 $0 5 $269,315 7 $349,051 12 $618,366
90-119 0 $0 4 $397,253 4 $173,244 8 $570,497
120-179 0 $0 8 $1,026,901 8 $408,093 16 $1,434,994
180-269 0 $0 6 $259,986 4 $226,518 10 $486,504
270-359 1 $21,464 6 $633,527 8 $502,015 15 $1,157,006
360+ 2 $105,663 37 $3,386,581 21 $1,653,125 60 $5,145,369
REO 0 $0 12 $1,785,712 6 $500,797 18 $2,286,509
90+REO 3 $127,127 73 $7,489,960 51 $3,463,792 127 $11,080,879
Loss To Date                
% to Original Pool Balance 2.41% $280,862 5.01% $13,293,118 5.24% $7,449,604 5.02% $21,023,584
Severity 36.67%   45.03%   48.90%   46.18%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.12% $6,254 2.55% $2,669,404 3.25% $2,191,067 2.74% $4,866,725
B 4.49% $174,483 4.20% $3,273,925 5.27% $2,164,244 4.57% $5,612,652
C 2.43% $40,067 5.31% $1,726,772 8.67% $1,372,219 6.27% $3,139,058
C- 0.00% $0 4.62% $573,331 7.45% $379,544 5.43% $952,875
D 6.26% $60,058 13.44% $5,049,686 10.68% $1,342,530 12.63% $6,452,274
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 4.21% $1,243,612 7.45% $665,087 4.94% $1,968,757
2-4 Unit 0.00% $0 15.21% $2,288,689 5.11% $398,285 11.56% $2,686,974
NIV 15.02% $143,853 6.07% $6,115,579 4.61% $3,121,755 5.54% $9,381,187
Non-Owner 0.00% $0 30.03% $1,988,033 12.38% $1,798,302 17.28% $3,786,335
90+ & REO as % Rem                
A/A- , B, C 4.30% 0.00% 23.40% 31.10% 24.70% 26.90% 23.10% 28.30%
C- , D, NON 0.00% 60.00% 12.90% 73.50% 84.20% 52.50% 31.10% 68.10%
2-4, LOW, NIV 0.00% 60.00% 14.40% 48.40% 0.00% 17.70% 10.40% 41.80%
As of: November 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 5 $366,373 160 $12,510,749 107 $8,411,672 272 $21,288,794
LTV/WAC 65.57% 11.70% 67.55% 11.82% 72.72% 10.82% 69.56% 11.42%
A/A- 0 $0 31 $2,512,262 33 $2,975,624 64 $5,487,886
B 2 $147,193 21 $2,129,721 34 $2,988,504 57 $5,265,417
C 2 $109,091 32 $2,330,270 21 $1,351,067 55 $3,790,428
C- 0 $0 14 $699,941 3 $195,626 17 $895,567
D 1 $110,089 62 $4,838,556 16 $900,851 79 $5,849,496
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 93.19% $5,177,100 93.62% $199,530,660 93.42% $131,872,091 93.54% $336,579,851
Delinquency Status                
CURRENT 3 $200,042 86 $6,675,660 66 $4,614,537 155 $11,490,239
30-59 1 $56,242 6 $373,301 0 $0 7 $429,543
60-89 0 $0 4 $326,548 4 $233,822 8 $560,370
90-119 0 $0 4 $344,393 3 $104,899 7 $449,292
120-179 0 $0 6 $628,589 1 $121,466 7 $750,055
180-269 1 $110,089 6 $456,033 3 $283,086 10 $849,208
270-359 0 $0 7 $478,182 4 $583,374 11 $1,061,556
360+ 0 $0 37 $3,087,436 21 $1,952,355 58 $5,039,791
REO 0 $0 4 $140,606 5 $518,134 9 $658,740
90+REO 1 $110,089 64 $5,135,239 37 $3,563,314 102 $8,808,642
Loss To Date                
% to Original Pool Balance 2.30% $127,818 6.15% $13,114,077 4.69% $6,617,481 5.52% $19,859,376
Severity 44.80%   44.26%   48.88%   45.70%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.00% $0 2.99% $1,768,359 2.32% $1,524,130 2.59% $3,292,489
B 1.58% $22,168 3.19% $1,410,792 5.03% $2,132,128 4.05% $3,565,088
C -0.02% ($177) 7.19% $2,362,915 10.04% $1,728,417 8.05% $4,091,155
C- 11.85% $74,647 5.98% $1,090,698 4.21% $212,626 5.76% $1,377,971
D 4.09% $31,181 11.06% $6,481,313 9.53% $1,020,180 10.75% $7,532,674
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 5.83% $105,650 10.07% $2,154,110 9.41% $476,609 9.68% $2,736,369
2-4 Unit 0.00% $0 9.78% $1,427,081 13.79% $925,021 10.98% $2,352,102
NIV 0.00% $0 6.75% $6,962,277 4.65% $3,118,964 5.88% $10,081,241
Non-Owner 6.55% $22,168 29.58% $1,814,348 13.25% $1,967,264 17.84% $3,803,780
90+ & REO as % Rem                
A/A- , B, C 0.00% 0.00% 14.40% 27.50% 38.10% 36.70% 27.20% 31.80%
C- , D, NON 0.00% 100.00% 39.70% 64.30% 0.00% 49.60% 31.80% 62.70%
2-4, LOW, NIV 0.00% 100.00% 27.50% 29.80% 50.60% 33.50% 39.80% 34.00%
As of: November 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 6 $304,808 119 $9,724,820 95 $5,984,445 220 $16,014,073
LTV/WAC 63.45% 12.00% 68.13% 11.52% 70.30% 10.21% 68.85% 11.04%
A/A- 3 $200,324 24 $2,136,826 40 $2,672,187 67 $5,009,336
B 0 $0 12 $1,128,703 29 $1,957,638 41 $3,086,342
C 0 $0 17 $1,635,117 22 $1,123,803 39 $2,758,920
C- 1 $48,105 17 $1,515,119 1 $58,899 19 $1,622,122
D 2 $56,379 49 $3,309,055 3 $171,918 54 $3,537,353
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 93.54% $5,484,000 94.39% $182,372,392 95.29% $145,554,389 94.76% $333,410,781
Delinquency Status                
CURRENT 6 $304,808 69 $5,617,974 69 $4,471,249 144 $10,394,031
30-59 0 $0 4 $269,208 3 $177,484 7 $446,692
60-89 0 $0 2 $141,439 4 $248,541 6 $389,980
90-119 0 $0 1 $171,199 0 $0 1 $171,199
120-179 0 $0 5 $466,488 1 $31,762 6 $498,250
180-269 0 $0 5 $435,035 2 $116,219 7 $551,254
270-359 0 $0 4 $455,069 4 $216,761 8 $671,830
360+ 0 $0 27 $2,104,452 8 $483,193 35 $2,587,645
REO 0 $0 2 $63,956 4 $239,236 6 $303,192
90+REO - $0 44 $3,696,199 19 $1,087,171 63 $4,783,370
Loss To Date                
% to Original Pool Balance 2.17% $127,310 6.75% $13,049,541 5.23% $7,996,509 6.02% $21,173,360
Severity 36.05%   48.74%   49.10%   48.77%  
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% $2,582,716 3.11% $3,716,313
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 10.89% $3,279,310 7.95% $4,529,045
C- 0.15% $1,022 5.68% $1,539,528 24.36% $80,699 5.77% $1,621,249
D 0.00% $0 12.48% $8,181,920 14.73% $307,884 12.30% $8,489,804
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 7.78% $8,442,647 2.31% $902,209 6.27% $9,387,229
Non-Owner 21.32% $48,392 25.89% $2,500,793 8.12% $1,140,018 15.42% $3,689,203
90+ & REO as % Rem                
A/A- , B, C 0.00% 0.00% 25.00% 23.80% 6.80% 21.30% 13.70% 22.30%
C- , D, NON 0.00% 0.00% 35.00% 61.80% 0.00% 100.00% 32.80% 63.00%
2-4, LOW, NIV 0.00% 0.00% 19.50% 23.40% 16.60% 0.00% 16.60% 20.30%
As of: November 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 $95,310 122 $8,246,546 0 $0 124 $8,341,856
LTV/WAC 67.43% 12.41% 64.17% 12.11% 0.00% 0.00% 64.21% 12.11%
A/A- 0 $0 13 $920,528 0 $0 13 $920,528
B 0 $0 9 $734,755 0 $0 9 $734,755
C 1 $37,400 18 $896,122 0 $0 19 $933,522
C- 1 $57,911 17 $957,992 0 $0 18 $1,015,902
D 0 $0 65 $4,737,148 0 $0 65 $4,737,148
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 97.19% $3,380,900 95.05% $170,663,988 0.00% $0 95.09% $174,044,888
Delinquency Status                
CURRENT 0 $0 71 $4,471,222 0 $0 71 $4,471,222
30-59 0 $0 2 $107,907 0 $0 2 $107,907
60-89 0 $0 4 $200,708 0 $0 4 $200,708
90-119 0 $0 0 $0 0 $0 0 $0
120-179 0 $0 4 $270,621 0 $0 4 $270,621
180-269 0 $0 5 $350,868 0 $0 5 $350,868
270-359 0 $0 3 $263,304 0 $0 3 $263,304
360+ 2 $95,310 29 $2,428,748 0 $0 31 $2,524,058
REO 0 $0 4 $153,167 0 $0 4 $153,167
90+REO 2 $95,310 45 $3,466,708 - $0 47 $3,562,018
Loss To Date                
% to Original Pool Balance 1.98% $68,915 5.84% $10,486,673 0.00% $0 5.77% $10,555,588
Severity 51.24%   45.52%   0.00%   45.56%  
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 5.80% $1,126,289 0.00% $0 5.77% $1,126,289
D 7.35% $68,915 8.46% $5,873,410 0.00% $0 8.45% $5,942,325
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 8.63% $1,276,792 0.00% $0 8.46% $1,345,707
2-4 Unit 8.53% $53,281 9.84% $976,064 0.00% $0 9.77% $1,029,344
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% 14.70% 15.70% 0.00% 0.00% 14.70% 15.70%
C- , D, NON 100.00% 0.00% 33.50% 56.70% 0.00% 0.00% 37.30% 56.70%
2-4, LOW, NIV 100.00% 100.00% 13.10% 57.30% 0.00% 0.00% 18.70% 60.80%
As of: November 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 $84,929 60 $5,121,515 0 $0 62 $5,206,444
LTV/WAC 63.73% 11.33% 65.70% 11.80% 0.00% 0.00% 65.66% 11.80%
A/A- 1 $60,758 9 $738,769 0 $0 10 $799,527
B 0 $0 9 $797,801 0 $0 9 $797,801
C 0 $0 7 $668,852 0 $0 7 $668,852
C- 0 $0 11 $912,659 0 $0 11 $912,659
D 1 $24,171 24 $2,003,434 0 $0 25 $2,027,604
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 96.34% $2,371,000 94.41% $93,524,756 0.00% $0 94.46% $95,895,756
Delinquency Status                
CURRENT 1 $60,758 45 $3,202,856 0 $0 46 $3,263,614
30-59 0 $0 1 $102,494 0 $0 1 $102,494
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 4 $262,498 0 $0 4 $262,498
270-359 0 $0 1 $170,789 0 $0 1 $170,789
360+ 1 $24,171 7 $941,114 0 $0 8 $965,285
REO 0 $0 2 $441,764 0 $0 2 $441,764
90+REO 1 $24,171 14 $1,816,165 - $0 15 $1,840,336
Loss To Date                
% to Original Pool Balance 3.85% $94,676 7.23% $7,164,036 0.00% $0 7.15% $7,258,712
Severity 67.29%   46.79%   0.00%   46.98%  
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- 0.00% $0 3.33% $487,598 0.00% $0 3.33% $487,598
D 2.03% $12,326 12.71% $4,320,731 0.00% $0 12.52% $4,333,057
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 8.83% $5,000,117 0.00% $0 8.79% $5,031,728
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% 0.00% 28.50% 31.70% 0.00% 0.00% 26.50% 31.70%
C- , D, NON 0.00% 100.00% 21.60% 59.10% 0.00% 0.00% 21.60% 59.60%
2-4, LOW, NIV 0.00% 100.00% 59.00% 37.80% 0.00% 0.00% 59.00% 39.10%
As of: November 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 $353,459 37 $2,964,574 0 $0 41 $3,318,033
LTV/WAC 70.62% 11.61% 68.19% 11.22% 0.00% 0.00% 68.45% 11.27%
A/A- 0 $0 7 $781,330 0 $0 7 $781,330
B 3 $265,917 7 $600,750 0 $0 10 $866,666
C 0 $0 7 $665,101 0 $0 7 $665,101
C- 1 $87,542 6 $283,568 0 $0 7 $371,110
D 0 $0 10 $633,826 0 $0 10 $633,826
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 85.30% $2,141,000 95.32% $70,586,121 0.00% $0 94.99% $72,727,121
Delinquency Status                
CURRENT 3 $279,669 31 $2,417,029 0 $0 34 $2,696,698
30-59 1 $73,790 0 $0 0 $0 1 $73,790
60-89 0 $0 0 $0 0 $0 0 $0
90-119 0 $0 0 $0 0 $0 0 $0
120-179 0 $0 2 $251,688 0 $0 2 $251,688
180-269 0 $0 0 $0 0 $0 0 $0
270-359 0 $0 0 $0 0 $0 0 $0
360+ 0 $0 2 $181,678 0 $0 2 $181,678
REO 0 $0 2 $114,180 0 $0 2 $114,180
90+REO - $0 6 $547,546 - $0 6 $547,546
Loss To Date                
% to Original Pool Balance 3.68% $92,348 7.69% $5,693,638 0.00% $0 7.56% $5,785,986
Severity 85.91%   44.26%   0.00%   44.60%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.00% $0 4.08% $927,404 0.00% $0 4.01% $927,404
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 12.03% $2,074,870 0.00% $0 12.13% $2,124,368
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 9.45% $3,772,902 0.00% $0 9.38% $3,772,902
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% 18.20% 0.00% 0.00% 0.00% 13.50%
C- , D, NON 0.00% 0.00% 0.00% 34.50% 0.00% 0.00% 0.00% 34.50%
2-4, LOW, NIV 0.00% 0.00% 0.00% 17.20% 0.00% 0.00% 0.00% 14.70%
As of: November 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 $308,555 39 $3,158,191 0 $0 44 $3,466,745
LTV/WAC 63.49% 11.72% 68.00% 10.98% 0.00% 0.00% 67.60% 11.05%
A/A- 3 $229,814 11 $950,923 0 $0 14 $1,180,737
B 0 $0 9 $890,325 0 $0 9 $890,325
C 1 $24,688 3 $123,589 0 $0 4 $148,277
C- 0 $0 7 $572,466 0 $0 7 $572,466
D 1 $54,053 9 $620,888 0 $0 10 $674,941
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 92.53% $4,306,600 94.73% $64,678,065 0.00% $0 94.59% $68,984,665
Delinquency Status                
CURRENT 5 $308,555 33 $2,632,806 0 $0 38 $2,941,361
30-59 0 $0 0 $0 0 $0 0 $0
60-89 0 $0 0 $0 0 $0 0 $0
90-119 0 $0 1 $71,280 0 $0 1 $71,280
120-179 0 $0 1 $37,916 0 $0 1 $37,916
180-269 0 $0 0 $0 0 $0 0 $0
270-359 0 $0 1 $29,972 0 $0 1 $29,972
360+ 0 $0 2 $335,499 0 $0 2 $335,499
REO 0 $0 1 $50,719 0 $0 1 $50,719
90+REO - $0 6 $525,386 - $0 6 $525,386
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%   44.57%   0.00%   44.19%  
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 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% 0.00% 0.00% 0.00% 0.00% 0.00%
C- , D, NON 0.00% 0.00% 21.30% 65.00% 0.00% 0.00% 21.30% 59.80%
2-4, LOW, NIV 0.00% 0.00% 0.00% 10.30% 0.00% 0.00% 0.00% 10.30%
As of: November 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 $210,358 33 $2,817,049 0 $0 37 $3,027,407
LTV/WAC 60.02% 11.74% 67.81% 10.77% 0.00% 0.00% 67.27% 10.83%
A/A- 2 $86,470 8 $760,601 0 $0 10 $847,072
B 1 $56,974 6 $607,128 0 $0 7 $664,102
C 0 $0 7 $654,281 0 $0 7 $654,281
C- 1 $66,914 8 $556,297 0 $0 9 $623,211
D 0 $0 4 $238,741 0 $0 4 $238,741
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 95.07% $4,274,200 94.16% $52,377,300 0.00% $0 94.23% $56,651,500
Delinquency Status                
CURRENT 4 $210,358 26 $2,299,768 0 $0 30 $2,510,126
30-59 0 $0 0 $0 0 $0 0 $0
60-89 0 $0 0 $0 0 $0 0 $0
90-119 0 $0 1 $117,080 0 $0 1 $117,080
120-179 0 $0 1 $45,426 0 $0 1 $45,426
180-269 0 $0 2 $120,460 0 $0 2 $120,460
270-359 0 $0 0 $0 0 $0 0 $0
360+ 0 $0 3 $234,314 0 $0 3 $234,314
REO 0 $0 0 $0 0 $0 0 $0
90+REO - $0 7 $517,280 - $0 7 $517,280
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%   46.74%   0.00%   46.38%  
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 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 2.22% $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% 23.10% 0.00% 0.00% 0.00% 21.40%
C- , D, NON 0.00% 0.00% 34.40% 19.00% 0.00% 0.00% 30.70% 19.00%
2-4, LOW, NIV 0.00% 0.00% 35.90% 37.70% 0.00% 0.00% 35.90% 37.70%
As of: November 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 3 $71,055 27 $2,931,960 0 $0 30 $3,003,015
LTV/WAC 40.76% 11.53% 67.10% 11.27% 0.00% 0.00% 66.48% 11.27%
A/A- 0 $0 8 $778,734 0 $0 8 $778,734
B 1 $18,547 6 $679,277 0 $0 7 $697,824
C 2 $52,508 6 $560,180 0 $0 8 $612,688
C- 0 $0 4 $517,652 0 $0 4 $517,652
D 0 $0 3 $396,118 0 $0 3 $396,118
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 97.91% $4,463,200 93.36% $46,400,960 0.00% $0 93.74% $50,864,160
Delinquency Status                
CURRENT 3 $71,055 26 $2,892,137 0 $0 29 $2,963,192
30-59 0 $0 1 $39,823 0 $0 1 $39,823
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 0.56% $25,562 5.42% $2,695,997 0.00% $0 5.02% $2,721,559
Severity 8.23%   34.72%   0.00%   33.70%  
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 2.48% $224,375 0.00% $0 2.36% $224,375
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 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 7.35% $1,615,955 0.00% $0 7.04% $1,647,583
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% 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: November 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 12 $770,711 10 $804,148 0 $0 22 $1,574,858
LTV/WAC 59.14% 11.17% 63.26% 9.31% 0.00% 0.00% 61.24% 10.22%
A/A- 4 $205,626 4 $294,782 0 $0 8 $500,407
B 1 $14,689 2 $162,961 0 $0 3 $177,650
C 3 $117,292 2 $164,942 0 $0 5 $282,234
C- 2 $178,961 2 $181,464 0 $0 4 $360,425
D 2 $254,142 0 $0 0 $0 2 $254,142
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 88.76% $7,127,600 96.52% $27,560,726 0.00% $0 94.82% $34,688,326
Delinquency Status                
CURRENT 12 $770,711 8 $638,138 0 $0 20 $1,408,849
30-59 0 $0 1 $122,857 0 $0 1 $122,857
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 $43,152 0 $0 1 $43,152
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 $43,152 - $0 1 $43,152
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%   31.99%   0.00%   31.03%  
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 0.00% $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 0.00% 0.00% 14.70% 0.00% 0.00% 0.00% 8.60% 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: November 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 6 $311,769 4 $320,335 0 $0 10 $632,104
LTV/WAC 53.14% 10.55% 71.67% 9.88% 0.00% 0.00% 62.53% 10.21%
A/A- 4 $175,158 3 $227,593 0 $0 7 $402,750
B 0 $0 0 $0 0 $0 0 $0
C 1 $99,305 0 $0 0 $0 1 $99,305
C- 0 $0 1 $92,743 0 $0 1 $92,743
D 1 $37,306 0 $0 0 $0 1 $37,306
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 93.79% $7,536,500 97.54% $13,862,725 0.00% $0 96.19% $21,399,225
Delinquency Status                
CURRENT 5 $235,040 4 $320,335 0 $0 9 $555,375
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 $76,729 0 $0 0 $0 1 $76,729
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 $76,729 - $0 - $0 1 $76,729
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 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 66.50% 0.00% 0.00% 0.00% 0.00% 0.00% 37.50% 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: November 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 22 $1,228,840 3 $192,613 0 $0 25 $1,421,453
LTV/WAC 57.92% 9.70% 65.70% 9.52% 0.00% 0.00% 58.98% 9.67%
A/A- 10 $649,223 1 $54,761 0 $0 11 $703,984
B 3 $82,587 0 $0 0 $0 3 $82,587
C 5 $241,550 0 $0 0 $0 5 $241,550
C- 1 $98,453 1 $56,069 0 $0 2 $154,522
D 3 $157,027 0 $0 0 $0 3 $157,027
Unknown 0 $0 1 $81,783 0 $0 1 $81,783
Paid Off 87.19% $10,291,900 97.53% $9,383,670 0.00% $0 91.84% $19,675,570
Delinquency Status                
CURRENT 21 $1,125,715 3 $192,613 0 $0 24 $1,318,328
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+ 1 $103,125 0 $0 0 $0 1 $103,125
REO 0 $0 0 $0 0 $0 0 $0
90+REO 1 $103,125 - $0 - $0 1 $103,125
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 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: November 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 $823,595 0 $0 0 $0 15 $823,595
LTV/WAC 55.98% 8.49% 0.00% 0.00% 0.00% 0.00% 55.98% 8.49%
A/A- 4 $218,229 0 $0 0 $0 4 $218,229
B 3 $128,323 0 $0 0 $0 3 $128,323
C 3 $130,336 0 $0 0 $0 3 $130,336
C- 1 $44,594 0 $0 0 $0 1 $44,594
D 3 $198,336 0 $0 0 $0 3 $198,336
Unknown 1 $103,776 0 $0 0 $0 1 $103,776
Paid Off 92.15% $11,011,600 100.00% $153,600 0.00% $0 92.25% $11,165,200
Delinquency Status                
CURRENT 14 $784,212 0 $0 0 $0 14 $784,212
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 $39,383 0 $0 0 $0 1 $39,383
180-269 0 $0 0 $0 0 $0 0 $0
270-359 0 $0 0 $0 0 $0 0 $0
360+ 0 $0 0 $0 0 $0 0 $0
REO 0 $0 0 $0 0 $0 0 $0
90+REO 1 $39,383 - $0 - $0 1 $39,383
Loss To Date                
% to Original Pool Balance -0.11% -$13,653 0.00% $0 0.00% $0 -0.11% -$13,653
Severity -4.30%   0.00%   0.00%   -4.30%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- -0.57% ($24,857) 0.00% $0 0.00% $0 -0.57% ($24,857)
B 0.39% $10,408 0.00% $0 0.00% $0 0.39% $10,408
C 0.00% $0 0.00% $0 0.00% $0 0.00% $0
C- 0.00% $0 0.00% $0 0.00% $0 0.00% $0
D 0.06% $797 0.00% $0 0.00% $0 0.06% $797
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 0.00% $0 0.00% $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 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: November 2002