EX-99 4 nov02fixed.htm EXHIBIT 99.2 FIXED RATE LOANS November 2002 Fixed Rate Loans
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 2002-1
Fixed Rate Loans
  Retail Correspondent Broker NLC Total
Category # $ # $ # $ # $ # $
Original 1140 $85,636,693 0 $0 369 $46,499,881 293 $26,375,625 1802 $158,512,199
LTV/WAC 73.28% 9.48% 0.00% 0.00% 73.49% 9.14% 75.53% 9.02% 73.71% 9.31%
NON/2-4 5.70% 5.93% 0.00% 0.00% 8.27% 9.29% 7.33% 5.29% 6.73% 6.81%
Low/NIV 1.66% 15.11% 0.00% 0.00% 2.36% 21.12% 1.85% 14.77% 1.90% 16.82%
A/A- 574 $49,410,468 0 $0 256 $33,619,049 171 $16,039,675 1001 $99,069,192
B 328 $23,247,537 0 $0 81 $9,061,832 78 $6,634,200 487 $38,943,569
C 184 $10,369,660 0 $0 20 $2,214,400 26 $2,059,890 230 $14,643,950
C- 7 $346,800 0 $0 8 $873,600 17 $1,551,860 32 $2,772,260
D 47 $2,262,228 0 $0 4 $731,000 1 $90,000 52 $3,083,228
Remaining 1056 $78,065,333 0 $0 341 $41,909,727 278 $25,008,856 1,675 $144,983,916
LTV/WAC 73.35% 9.48% 0.00% 0.00% 73.24% 9.11% 75.98% 9.00% 73.77% 9.29%
A/A- 531 $45,341,137 0 $0 237 $30,327,975 163 $15,237,124 931 $90,906,237
B 302 $20,971,779 0 $0 76 $8,343,870 76 $6,411,883 454 $35,727,532
C 171 $9,269,893 0 $0 18 $1,984,499 24 $1,944,686 213 $13,199,078
C- 6 $260,019 0 $0 7 $764,078 14 $1,325,406 27 $2,349,504
D 46 $2,222,505 0 $0 3 $489,305 1 $89,756 50 $2,801,566
Paid Off 7.79% $6,668,130 0.00% $0 9.24% $4,296,920 4.33% $1,140,750 7.64% $12,105,800
Status                    
CURRENT 990 $74,204,393 0 $0 319 $39,461,173 262 $23,381,199 1571 $137,046,765
30-59 27 $1,739,520 0 $0 11 $1,491,090 8 $833,787 46 $4,064,397
60-89 6 $355,790 0 $0 4 $508,824 3 $317,799 13 $1,182,413
90-119 8 $404,443 0 $0 3 $181,240 4 $239,250 15 $824,932
120-219 13 $726,726 0 $0 1 $25,971 0 $0 14 $752,697
180-269 12 $634,461 0 $0 3 $241,430 1 $236,821 16 $1,112,713
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 33 $1,765,630 - $0 7 $448,641 5 $476,071 45 $2,690,342
Loss To Date                    
% to Original 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Severity 0.00%   0.00%   0.00%   0.00%   0.00%  
Loss To Date by Grade % Orig $ % Orig $ % Orig $ % Orig $ % Orig $
A/A- 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
B 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
C 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
C- 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
D 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ % Orig $ % Orig $ % Orig $ % Orig $
Low Doc 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
2-4 Unit 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
NIV 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Non-Owner 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
90+ & REO                    
A/A-, B , C 1.34% 2.01% 0.00% 0.00% 0.45% 3.06% 0.41% 1.99% 0.89% 2.25%
C- , D, NON 0.00% 12.69% 0.00% 0.00% 7.48% 0.00% 17.87% 0.00% 12.51% 10.07%
2-4, LOW , NIV 4.81% 0.00% 0.00% 0.00% 0.00% 7.03% 18.69% 0.00% 4.57% 2.11%
As of: November 2002                    
                     
                     
                     
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 2001-4
Fixed Rate Loans
  Retail Correspondent Broker NLC Total
Category # $ # $ # $ # $ # $
Original 1658 $134,443,244 0 $0 438 $56,544,013 254 $27,095,080 2350 $218,082,337
LTV/WAC 74.60% 9.43% 0.00% 0.00% 75.16% 8.98% 77.77% 8.98% 75.14% 9.25%
NON/2-4 6.22% 7.91% 0.00% 0.00% 5.41% 7.02% 4.95% 6.66% 5.85% 7.52%
Low/NIV 1.61% 9.96% 0.00% 0.00% 1.21% 21.96% 1.06% 13.27% 1.43% 13.48%
A/A- 885 $82,416,755 0 $0 300 $41,418,324 168 $17,625,560 1353 $141,460,639
B 440 $32,107,231 0 $0 96 $10,852,155 52 $5,737,720 588 $48,697,106
C 263 $16,646,585 0 $0 33 $3,247,934 15 $1,283,250 311 $21,177,769
C- 12 $823,404 0 $0 8 $986,400 18 $2,387,050 38 $4,196,854
D 58 $2,449,269 0 $0 1 $39,200 1 $61,500 60 $2,549,969
Remaining 1358 $106,462,772 0 $0 351 $43,286,446 233 $24,021,998 1,942 $173,771,216
LTV/WAC 75.04% 9.35% 0.00% 0.00% 76.04% 8.95% 78.88% 8.92% 75.82% 9.19%
A/A- 746 $67,197,943 0 $0 242 $32,636,537 154 $16,032,608 1142 $115,867,088
B 359 $25,171,133 0 $0 75 $7,352,392 47 $4,493,084 481 $37,016,609
C 200 $11,616,141 0 $0 26 $2,350,281 13 $1,075,228 239 $15,041,649
C- 10 $688,826 0 $0 7 $908,254 18 $2,361,229 35 $3,958,309
D 43 $1,788,729 0 $0 1 $38,983 1 $59,848 45 $1,887,560
Paid Off 19.71% $26,502,560 0.00% $0 22.97% $12,989,590 10.30% $2,790,000 19.39% $42,282,150
Status                    
CURRENT 1075 $85,420,086 0 $0 301 $37,167,789 207 $21,680,998 1583 $144,268,872
30-59 149 $10,577,913 0 $0 18 $2,381,977 18 $1,462,463 185 $14,422,353
60-89 53 $4,408,036 0 $0 13 $1,538,908 4 $438,176 70 $6,385,120
90-119 18 $1,864,143 0 $0 6 $608,496 2 $274,340 26 $2,746,979
120-219 20 $1,404,361 0 $0 6 $958,162 0 $0 26 $2,362,522
180-269 26 $1,762,096 0 $0 5 $445,366 1 $76,543 32 $2,284,006
270-359 10 $673,906 0 $0 2 $185,748 0 $0 12 $859,654
360+ 5 $223,356 0 $0 0 $0 0 $0 5 $223,356
REO 2 $128,875 0 $0 0 $0 1 $89,478 3 $218,353
90+REO 81 $6,056,738 - $0 19 $2,197,772 4 $440,361 104 $8,694,871
Loss To Date                    
% to Original 0.02% $31,419 0.00% $0 0.06% $33,254 0.00% $0 0.03% $64,673
Severity 37.46%   0.00%   66.62%   0.00%   48.34%  
Loss To Date by Grade % Orig $ % Orig $ % Orig $ % Orig $ % Orig $
A/A- 0.00% $0 0.00% $0 0.08% $33,254 0.00% $0 0.02% $33,254
B 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
C 0.19% $31,419 0.00% $0 0.00% $0 0.00% $0 0.79% $31,419
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 0.27% $33,254 0.00% $0 0.11% $33,254
Non-Owner 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $0
90+ & REO                    
A/A-, B , C 2.36% 9.89% 0.00% 0.00% 5.49% 2.72% 0.90% 6.59% 3.04% 8.06%
C- , D, NON 5.58% 11.35% 0.00% 0.00% 2.64% 0.00% 0.00% 0.00% 1.58% 10.76%
2-4, LOW , NIV 11.24% 0.00% 0.00% 0.00% 9.64% 0.00% 0.00% 0.00% 9.43% 0.00%
As of: November 2002                    
                     
                     
                     
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 2001-3
Fixed Rate Loans
  Retail Correspondent Broker NLC Total
Category # $ # $ # $ # $ # $
Original 1392 $111,319,831 2 $279,500 352 $39,301,566 235 $20,355,325 1981 $171,256,222
LTV/WAC 74.69% 10.03% 58.73% 8.55% 73.06% 9.57% 76.66% 9.81% 74.52% 9.89%
NON/2-4 7.06% 7.36% 0.00% 0.00% 5.72% 8.43% 5.28% 7.55% 6.53% 7.62%
Low/NIV 2.50% 13.39% 0.00% 0.00% 2.38% 27.08% 3.26% 15.31% 2.56% 16.74%
A/A- 606 $56,890,946 1 $223,500 224 $29,685,780 118 $10,478,280 949 $97,278,506
B 467 $35,923,250 1 $56,000 86 $7,065,657 79 $6,609,645 633 49654552
C 237 $13,861,960 0 $0 36 $2,310,129 22 $1,765,200 731 17937289
C- 44 $2,261,115 0 $0 3 $148,250 11 $1,111,500 499 3520865
D 38 $2,382,560 0 $0 3 $91,750 5 $390,700 214 $2,865,010
Remaining 1058 $79,936,934 1 $55,858 261 $28,074,281 194 $16,495,743 1514 $124,562,815
LTV/WAC 75.17% 10.00% 70.00% 12.75% 73.56% 9.59% 77.29% 9.76% 75.09% 9.88%
A/A- 464 $40,873,293 0 $0 168 $22,203,269 99 $8,408,595 731 $71,485,157
B 367 $26,816,272 1 $55,858 64 $4,223,166 67 $5,556,597 499 $36,651,892
C 173 $9,441,425 0 $0 24 $1,445,129 17 $1,404,202 214 $12,290,757
C- 30 $1,449,001 0 $0 3 $146,879 6 $737,556 39 $2,333,435
D 24 $1,356,942 0 $0 2 $55,838 5 $388,793 31 $1,801,574
Paid Off 27.19% $30,266,086 79.96% $223,500 28.09% $11,041,082 17.65% $3,591,890 26.35% $45,122,558
Status                    
CURRENT 744 $57,318,003 0 $0 204 $24,488,164 151 $11,937,303 1099 $93,743,470
30-59 112 $7,231,128 0 $0 22 $1,593,770 19 $1,772,420 153 $10,597,318
60-89 66 $5,926,385 0 $0 8 $439,741 9 $805,308 83 $7,171,434
90-119 16 $1,062,729 0 $0 5 $231,431 1 $48,856 22 $1,343,015
220-229 29 $2,442,817 0 $0 5 $276,293 3 $254,907 37 $2,974,017
180-269 30 $1,883,362 1 $55,858 5 $199,023 6 $1,133,173 42 $3,271,416
270-359 20 $988,160 0 $0 5 $365,781 2 $87,326 27 $1,441,267
360+ 28 $1,981,380 0 $0 5 $394,841 2 $232,709 35 $2,608,930
REO 13 $1,102,970 0 $0 2 $85,238 1 $223,739 16 $1,411,947
90+REO 136 $9,461,417 1 $55,858 27 $1,552,606 15 $1,980,711 179 $13,050,592
Loss To Date                    
% to Original 0.29% $324,203 0.00% $0 0.30% $119,187 0.00% $0 0.26% $443,389
Severity 50.99%   0.00%   130.38%   0.00%   60.97%  
Loss To Date by Grade % Orig $ % Orig $ % Orig $ % Orig $ % Orig $
A/A- 0.29% $167,680 0.00% $0 0.24% $70,913 0.00% $0 0.25% $238,592
B 0.02% $5,409 0.00% $0 0.68% $48,274 0.00% $0 0.11% $53,683
C 0.55% $76,394 0.00% $0 0.00% $0 0.00% $0 0.43% $76,394
C- 0.51% $11,600 0.00% $0 0.00% $0 0.00% $0 0.33% $11,600
D 2.65% $63,120 0.00% $0 0.00% $0 0.00% $0 2.20% $63,120
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 0.41% $33,433 0.00% $0 1.49% $49,209 0.00% $0 0.63% $82,642
NIV 0.00% $54,828 0.00% $0 0.00% $0 0.00% $0 0.00% $54,828
Non-Owner 1.12% $87,718 0.00% $0 2.19% $49,209 0.00% $0 1.22% $136,927
90+ & REO                    
A/A-, B , C 4.83% 16.14% 0.00% 100.00% 3.78% 9.69% 10.78% 10.86% 5.20% 14.73%
C- , D, NON 13.53% 26.86% 0.00% 0.00% 0.00% 0.00% 45.48% 10.99% 22.77% 22.60%
2-4, LOW , NIV 13.52% 26.52% 0.00% 0.00% 6.92% 6.31% 33.31% 4.29% 14.41% 18.26%
As of: November 2002                    
                     
                     
                     
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 2001-2
Fixed Rate Loans
  Retail Correspondent Broker NLC Total
Category # $ # $ # $ # $ # $
Original 1248 $92,490,947 2 $203,050 284 $28,856,943 157 $14,005,470 1691 $135,556,410
LTV/WAC 74.64% 10.36% 73.89% 12.67% 71.61% 9.94% 78.28% 10.14% 74.37% 10.25%
NON/2-4 9.25% 8.00% 0.00% 0.00% 4.89% 8.75% 7.17% 4.47% 8.10% 7.79%
Low/NIV 8.14% 11.12% 0.00% 57.25% 2.02% 23.91% 3.48% 18.48% 6.34% 14.67%
A/A- 527 $44,979,707 0 $0 164 $19,459,651 79 $6,705,595 770 $71,144,953
B 418 $31,647,495 2 $203,050 83 $6,831,995 49 $4,705,550 552 $43,388,090
C 225 $11,828,180 0 $0 30 $2,223,272 20 $1,561,020 275 $15,612,472
C- 37 $2,071,760 0 $0 2 $89,450 5 $549,375 44 $2,710,585
D 41 $1,963,805 0 $0 5 $252,575 4 $483,930 50 $2,700,310
Remaining 886 $60,564,854 0 $0 214 $20,669,977 122 $10,034,025 1222 $91,268,856
LTV/WAC 74.95% 10.36% 0.00% 0.00% 72.84% 9.92% 79.42% 10.05% 74.96% 10.23%
A/A- 381 $30,565,555 0 $0 125 $14,346,461 64 $5,095,229 570 $50,007,245
B 288 $19,751,266 0 $0 61 $4,666,009 41 $3,650,705 390 $28,067,979
C 163 $7,576,751 0 $0 23 $1,435,726 14 $995,863 200 $10,008,341
C- 25 $1,351,469 0 $0 2 $87,190 3 $292,229 30 $1,730,888
D 29 $1,319,812 0 $0 3 $134,591 0 $0 32 $1,454,403
Paid Off 33.47% $30,954,237 100.00% $203,050 27.37% $7,896,856 26.81% $3,755,350 31.58% $42,809,493
Status                    
CURRENT 570 $41,066,219 0 $0 143 $14,644,942 88 $7,294,539 801 $63,005,700
30-59 95 $6,068,738 0 $0 23 $1,697,150 16 $1,437,243 134 $9,203,132
60-89 40 $2,775,829 0 $0 10 $1,031,441 8 $594,671 58 $4,401,941
90-119 22 $1,328,761 0 $0 5 $518,995 4 $197,089 31 $2,044,844
170-179 21 $1,062,583 0 $0 2 $170,639 2 $112,622 25 $1,345,843
180-269 39 $2,868,570 0 $0 10 $647,898 3 $264,301 52 $3,780,769
270-359 22 $1,253,809 0 $0 3 $557,539 1 $133,560 26 $1,944,908
360+ 48 $2,726,059 0 $0 12 $1,147,837 0 $0 60 $3,873,896
REO 29 $1,414,286 0 $0 6 $253,537 0 $0 35 $1,667,823
90+REO 181 $10,654,067 - $0 38 $3,296,444 10 $707,572 229 $14,658,083
Loss To Date                    
% to Original 0.29% $265,442 0.00% $0 0.09% $25,815 0.01% $1,359 0.22% $292,615
Severity 60.24%   0.00%   94.64%   1.05%   48.95%  
Loss To Date by Grade % Orig $ % Orig $ % Orig $ % Orig $ % Orig $
A/A- 0.07% $30,171 0.00% $0 0.00% $0 0.00% $0 0.04% $30,171
B 0.34% $106,412 0.00% $0 0.00% $0 0.03% $1,359 0.25% $107,771
C 0.88% $103,661 0.00% $0 1.16% $25,815 0.00% $0 0.83% $129,476
C- 1.22% $25,198 0.00% $0 0.00% $0 0.00% $0 0.93% $25,198
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% $34,538 0.00% $0 0.00% $0 0.00% $0 0.00% $34,538
2-4 Unit 0.00% $0 0.00% $0 0.00% $0 0.00% $0 2.48% $262,221
NIV 0.00% $0 0.00% $0 0.00% $0 0.00% $0 0.00% $152,442
Non-Owner 1.78% $152,442 0.00% $0 0.00% $0 0.00% $0 1.39% $152,442
90+ & REO                    
A/A-, B , C 10.07% 18.59% 0.00% 0.00% 13.88% 21.30% 2.26% 7.24% 10.36% 17.56%
C- , D, NON 44.12% 44.76% 0.00% 0.00% 0.00% 43.38% 20.45% 0.00% 37.90% 44.63%
2-4, LOW , NIV 16.16% 14.89% 0.00% 0.00% 27.63% 62.72% 0.00% 41.46% 18.64% 17.88%
As of: November 2002                    
                     
                     
                     
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 2001-1
Fixed Rate Loans
  Retail Correspondent Broker NLC Total
Category # $ # $ # $ # $ # $
Original 1489 $103,942,224 5 $622,719 263 $20,388,790 143 $12,506,050 1900 $137,459,783
LTV/WAC 73.48% 10.70% 72.14% 11.09% 72.26% 11.23% 77.81% 11.07% 73.69% 10.81%
NON/2-4 6.62% 5.66% 8.86% 0.00% 9.62% 16.13% 16.03% 4.87% 7.93% 7.12%
Low/NIV 9.59% 5.08% 0.00% 100.00% 0.77% 27.44% 2.85% 15.93% 7.62% 9.82%
A/A- 538 $44,930,739 5 $622,719 150 $12,696,659 64 $5,938,200 757 $64,188,317
B 518 $36,051,872 0 $0 72 $5,306,830 38 $3,439,500 628 $44,798,202
C 303 $16,596,015 0 $0 32 $1,938,751 29 $2,154,225 364 $20,688,991
C- 72 $3,436,288 0 $0 5 $251,450 10 $856,125 87 $4,543,863
D 58 $2,927,310 0 $0 4 $195,100 2 $118,000 64 $3,240,410
Remaining 946 $62,036,824 2 $176,503 176 $11,719,773 89 $7,248,505 1213 $81,181,605
LTV/WAC 74.61% 10.69% 72.76% 11.84% 74.68% 11.44% 77.82% 10.99% 74.91% 10.83%
A/A- 345 $27,129,129 2 $176,503 100 $6,959,975 38 $3,110,949 485 $37,376,557
B 321 $21,125,216 0 $0 47 $3,378,955 28 $2,397,571 396 $26,901,742
C 199 $10,159,766 0 $0 22 $1,047,929 19 $1,362,987 240 $12,570,682
C- 48 $2,168,303 0 $0 4 $195,816 4 $376,997 56 $2,741,116
D 33 $1,454,411 0 $0 3 $137,097 0 $0 36 $1,591,508
Paid Off 39.17% $40,718,172 71.46% $445,019 41.62% $8,485,534 41.12% $5,142,550 39.86% $54,791,275
Status                    
CURRENT 585 $37,622,749 1 $54,818 118 $7,731,807 63 $4,966,474 767 $50,375,847
30-59 123 $8,380,293 0 $0 17 $1,272,071 9 $752,571 149 $10,404,935
60-89 46 $2,780,845 1 $121,686 11 $763,348 4 $300,281 62 $3,966,159
90-119 17 $1,406,724 0 $0 3 $338,857 1 $55,540 21 $1,801,121
120-179 38 $3,182,089 0 $0 6 $552,938 1 $119,382 45 $3,854,409
180-269 24 $1,371,921 0 $0 6 $308,731 4 $383,013 34 $2,063,665
270-359 27 $1,923,340 0 $0 4 $193,331 1 $86,623 32 $2,203,293
360+ 55 $3,611,766 0 $0 6 $367,883 6 $584,622 67 $4,564,271
REO 31 $1,757,098 0 $0 5 $190,807 0 $0 36 $1,947,904
90+REO 192 $13,252,937 - $0 30 $1,952,547 13 $1,229,180 235 $16,434,664
Loss To Date                    
% to Original 0.98% $1,015,039 0.00% $0 1.35% $275,443 1.10% $136,943 1.04% $1,427,425
Severity 69.88%   0.00%   83.03%   25.00%   61.21%  
Loss To Date by Grade % Orig $ % Orig $ % Orig $ % Orig $ % Orig $
A/A- 0.74% $332,012 0.00% $0 1.43% $181,227 0.95% $56,551 0.89% $569,790
B 0.61% $220,143 0.00% $0 1.25% $66,596 2.34% $80,391 0.82% $367,130
C 1.82% $302,549 0.00% $0 1.42% $27,621 0.00% $0 1.60% $330,170
C- 1.65% $56,722 0.00% $0 0.00% $0 0.00% $0 1.25% $56,722
D 3.54% $103,612 0.00% $0 0.00% $0 0.00% $0 3.20% $103,612
Loss by Characteristic % Orig $ % Orig $ % Orig $ % Orig $ % Orig $
Low Doc 1.10% $109,169 0.00% $0 0.00% $0 0.00% $0 1.04% $109,169
2-4 Unit 4.45% $262,221 0.00% $0 0.00% $0 0.00% $0 2.68% $262,221
NIV 2.75% $145,543 0.00% $0 0.00% $0 0.00% $0 1.08% $145,543
Non-Owner 4.22% $290,607 0.00% $0 0.00% $0 3.49% $69,881 3.31% $360,488
90+ & REO                    
A/A-, B , C 18.00% 14.46% 0.00% 0.00% 9.61% 29.83% 1.79% 26.68% 15.01% 17.48%
C- , D, NON 35.72% 51.23% 0.00% 0.00% 51.74% 52.79% 89.32% 0.00% 44.24% 0.00%
2-4, LOW , NIV 35.32% 20.07% 0.00% 0.00% 15.95% 0.00% 10.34% 35.10% 27.47% 20.49%
As of: November 2002                    
                     
                     
                     
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 2000-2
Fixed Rate Loans
  Retail Correspondent Broker NLC Total
Category # $ # $ # $ # $ # $
Original 1414 $104,047,486 10 $688,555 404 $30,341,148 156 $12,412,387 1984 $147,489,576
LTV/WAC 72.82% 10.84% 70.70% 11.51% 73.36% 11.27% 74.86% 10.51% 73.09% 10.91%
NON/2-4 6.91% 5.11% 0.00% 0.00% 10.74% 7.39% 3.74% 6.15% 7.40% 5.64%
Low/NIV 12.04% 4.86% 0.00% 14.35% 1.69% 22.78% 8.37% 11.13% 9.54% 9.12%
A/A- 505 $44,307,026 5 $399,800 233 $19,270,251 81 $7,162,457 824 $71,139,534
B 512 $36,184,380 1 $84,000 95 $6,413,695 46 $3,428,300 654 $46,110,375
C 288 $16,959,560 1 $52,000 56 $3,188,257 21 $1,431,800 366 $21,631,617
C- 59 $3,887,140 1 $38,500 14 $1,253,070 8 $389,830 82 $5,568,540
D 50 $2,709,380 2 $114,255 6 $215,875 0 $0 58 $3,039,510
Remaining 837 $55,101,658 9 $576,893 243 $16,703,176 97 $7,517,198 1186 $79,898,924
LTV/WAC 73.13% 10.89% 69.03% 11.28% 73.81% 11.20% 74.53% 10.44% 73.37% 10.92%
A/A- 285 $22,070,739 4 $290,525 135 $10,650,077 51 $4,281,124 475 $37,292,464
B 308 $19,509,539 1 $82,850 62 $3,680,195 31 $2,439,736 402 $25,712,320
C 181 $9,942,554 1 $51,546 33 $1,645,592 10 $580,506 225 $12,220,197
C- 35 $2,160,109 1 $38,377 9 $587,176 5 $215,832 50 $3,001,495
D 28 $1,418,718 2 $113,595 4 $140,136 0 $0 34 $1,672,448
Paid Off 45.89% $47,743,241 14.35% $98,800 43.95% $13,334,582 38.34% $4,759,300 44.71% $65,935,923
Status                    
CURRENT 494 $33,809,330 6 $455,230 155 $11,183,788 62 $5,075,313 717 $50,523,661
30-59 113 $6,901,793 1 $51,546 38 $2,516,037 13 $932,568 165 $10,401,944
60-89 31 $1,683,286 0 $0 11 $736,779 3 $224,492 45 $2,644,556
90-119 18 $1,243,202 0 $0 5 $262,170 3 $144,682 26 $1,650,054
120-179 23 $1,307,840 0 $0 3 $170,633 4 $364,356 30 $1,842,829
180-269 38 $2,656,911 1 $31,740 5 $367,049 6 $488,728 50 $3,544,428
270-359 21 $1,248,328 0 $0 6 $335,557 1 $75,330 28 $1,659,215
360+ 69 $4,690,882 1 $38,377 12 $755,170 4 $169,802 86 $5,654,231
REO 30 $1,560,088 0 $0 8 $375,993 1 $41,926 39 $1,978,006
90+REO 199 $12,707,250 2 $70,117 39 $2,266,572 19 $1,284,825 259 $16,328,764
Loss To Date                    
% to Original 1.16% $1,202,385 0.00% $0 0.89% $271,165 0.58% $72,419 1.05% $1,545,969
Severity 44.26%   0.00%   42.23%   72.45%   44.70%  
Loss To Date by Grade % Orig $ % Orig $ % Orig $ % Orig $ % Orig $
A/A- 0.62% $276,104 0.00% $0 0.98% $189,654 0.00% $0 0.65% $465,758
B 1.15% $416,638 0.00% $0 0.34% $21,618 0.00% $0 0.95% $438,256
C 1.73% $293,095 0.00% $0 1.55% $49,440 5.06% $72,419 1.92% $414,955
C- 1.14% $44,469 0.00% $0 -0.08% ($959) 0.00% $0 0.78% $43,510
D 6.35% $172,079 0.00% $0 5.29% $11,412 0.00% $0 6.04% $183,491
Loss by Characteristic % Orig $ % Orig $ % Orig $ % Orig $ % Orig $
Low Doc 0.72% $90,779 0.00% $0 0.00% $0 0.00% $0 0.65% $90,779
2-4 Unit 2.11% $112,333 0.00% $0 0.00% $0 0.00% $0 1.35% $112,333
NIV 3.09% $156,180 0.00% $0 1.57% $108,235 0.00% $0 1.97% $264,415
Non-Owner 2.81% $202,114 0.00% $0 2.25% $73,269 0.00% $0 2.52% $275,384
90+ & REO                    
A/A-, B , C 14.20% 24.68% 0.00% 0.00% 6.49% 25.80% 11.02% 21.25% 11.53% 24.43%
C- , D, NON 54.59% 43.02% 100.00% 27.94% 55.45% 22.23% 67.09% 0.00% 56.24% 40.25%
2-4, LOW , NIV 40.41% 22.65% 0.00% 0.00% 14.35% 0.00% 19.37% 22.63% 32.33% 21.95%
As of: November 2002                    
                     
                     
                     
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 2000-1
Fixed Rate Loans
  Retail Correspondent Broker NLC Total
Category # $ # $ # $ # $ # $
Original 2038 $142,587,670 13 $1,257,475 753 $53,086,385 161 $12,526,850 2965 $209,458,380
LTV/WAC 71.92% 10.89% 78.27% 10.55% 73.51% 11.23% 69.73% 9.99% 72.23% 10.92%
NON/2-4 7.25% 7.01% 0.00% 0.00% 7.84% 5.79% 6.64% 6.52% 7.32% 6.63%
Low/NIV 13.59% 3.39% 0.00% 0.00% 2.04% 24.11% 10.41% 11.51% 10.39% 9.11%
A/A- 675 $56,245,741 7 $618,035 393 $32,042,393 95 $7,727,950 1170 $96,634,119
B 724 $50,737,436 4 $541,440 189 $12,363,874 44 $3,231,250 961 $66,874,000
C 453 $26,494,423 1 $30,000 126 $6,477,900 17 $1,253,150 597 $34,255,473
C- 108 $4,933,450 0 $0 28 $1,415,460 5 $314,500 141 $6,663,410
D 78 $4,176,620 1 $68,000 17 $786,758 0 $0 96 $5,031,378
Remaining 1088 $67,669,006 8 $567,576 438 $28,086,417 90 $6,387,845 1624 $102,710,844
LTV/WAC 73.30% 10.93% 76.35% 10.33% 74.70% 11.32% 70.92% 9.55% 73.55% 10.94%
A/A- 356 $25,658,326 4 $280,739 232 $17,001,088 59 $4,696,464 651 $47,636,617
B 394 $25,175,628 3 $257,283 104 $6,244,613 23 $1,180,446 524 $32,857,969
C 239 $12,317,124 1 $29,555 74 $3,500,124 8 $510,935 322 $16,357,738
C- 59 $2,405,692 0 $0 17 $788,938 0 $0 76 $3,194,630
D 40 $2,112,236 0 $0 11 $551,654 0 $0 51 $2,663,890
Paid Off 51.07% $72,818,663 52.92% $665,500 45.86% $24,343,405 47.15% $5,906,650 49.52% $103,734,218
Status                    
CURRENT 652 $41,000,449 7 $489,943 281 $18,008,597 66 $5,039,568 1006 $64,538,557
30-59 166 $10,367,166 0 $0 46 $3,223,446 10 $469,106 222 $14,059,719
60-89 57 $3,516,804 0 $0 22 $1,219,099 3 $283,517 82 $5,019,419
90-119 27 $1,563,714 0 $0 5 $228,721 2 $104,778 34 $1,897,213
120-179 34 $1,994,780 0 $0 7 $688,097 0 $0 41 $2,682,876
180-269 37 $2,256,056 0 $0 18 $1,370,137 2 $152,040 57 $3,778,232
270-359 26 $1,758,784 0 $0 16 $1,057,087 2 $147,981 44 $2,963,853
360+ 59 $3,262,231 1 $77,633 30 $1,609,516 3 $125,730 93 $5,075,109
REO 30 $1,949,023 0 $0 13 $681,716 2 $65,126 45 $2,695,865
90+REO 213 $12,784,587 1 $77,633 89 $5,635,274 11 $595,654 314 $19,093,149
Loss To Date                    
% to Original 1.61% $2,291,974 6.87% $86,348 2.04% $1,082,671 4.08% $511,445 1.90% $3,972,437
Severity 65.16%   40.35%   60.87%   90.08%   65.36%  
Loss To Date by Grade % Orig $ % Orig $ % Orig $ % Orig $ % Orig $
A/A- 0.89% $500,794 13.97% $86,348 0.90% $287,230 0.29% $22,628 0.93% $897,000
B 2.11% $1,071,188 0.00% $0 3.19% $394,711 7.50% $242,420 2.19% $1,465,899
C 2.49% $658,694 0.00% $0 4.41% $285,436 10.26% $128,616 2.76% $944,130
C- 0.00% $0 0.00% $0 6.04% $85,465 37.45% $117,781 1.28% $85,465
D 1.47% $61,298 0.00% $0 3.79% $29,829 0.00% $0 1.81% $91,127
Loss by Characteristic % Orig $ % Orig $ % Orig $ % Orig $ % Orig $
Low Doc 0.44% $84,852 0.00% $0 10.16% $109,995 0.00% $0 0.90% $194,847
2-4 Unit 5.09% $508,845 0.00% $0 2.76% $84,971 0.00% $0 4.28% $593,816
NIV 3.41% $165,211 0.00% $0 1.53% $195,589 23.30% $335,867 3.65% $696,667
Non-Owner 6.01% $621,307 0.00% $0 3.66% $152,232 0.00% $0 5.05% $773,539
90+ & REO                    
A/A-, B , C 11.80% 17.23% 0.00% 30.17% 14.98% 20.88% 10.30% 6.35% 12.72% 17.63%
C- , D, NON 30.14% 34.07% 0.00% 0.00% 45.54% 37.15% 0.00% 0.00% 33.94% 34.71%
2-4, LOW , NIV 15.48% 17.00% 0.00% 0.00% 17.25% 26.25% 0.00% 4.46% 14.64% 16.89%
As of: November 2002                    
                     
                     
                     
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1999-2
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original 1811 $116,997,108 60 $5,234,114 1516 $109,332,528 3387 $231,563,750
LTV/WAC 72.96% 9.93% 80.02% 10.29% 76.36% 10.45% 74.72% 10.18%
NON/2-4 6.27% 6.51% 1.26% 9.03% 8.48% 10.06% 7.20% 8.24%
Low/NIV 8.30% 11.95% 0.62% 14.93% 2.41% 28.40% 5.35% 19.78%
A/A- 984 $70,497,890 37 $3,168,293 789 $68,103,491 1810 $141,769,674
B 490 $30,793,507 17 $1,633,601 449 $27,825,744 956 $60,252,852
C 176 $8,638,866 3 $152,740 177 $8,904,623 356 $17,696,229
C- 48 $2,424,267 0 $0 21 $1,078,400 69 $3,502,667
D 106 $4,294,400 3 $279,480 79 $3,371,520 188 $7,945,400
Unknown 2 $166,000 0 $0 0 $0 2 $166,000
Remaining 795 $46,606,424 28 $2,305,257 780 $53,706,050 1603 $102,617,731
LTV/WAC 74.17% 9.73% 80.97% 10.10% 76.99% 10.29% 75.80% 10.03%
A/A- 443 $28,199,306 18 $1,484,686 447 $35,424,592 908 $65,108,583
B 217 $12,641,959 8 $743,690 208 $12,316,036 433 $25,701,685
C 74 $3,327,862 2 $76,881 84 $4,054,309 160 $7,459,052
C- 17 $573,777 0 $0 10 $485,065 27 $1,058,842
D 32 $965,187 0 $0 30 $1,378,035 62 $2,343,221
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 55.19% $64,565,060 48.17% $2,521,238 46.81% $51,178,269 51.07% $118,264,567
Status                
CURRENT 711 $40,986,172 24 $2,021,680 668 $47,032,466 1403 $90,040,318
30-59 13 $1,006,720 0 $0 8 $359,001 21 $1,365,721
60-89 5 $208,634 1 $58,985 15 $992,500 21 $1,260,119
90-119 8 $338,111 0 $0 8 $396,123 16 $734,234
120-179 14 $805,641 1 $77,464 12 $864,253 27 $1,747,358
180-269 18 $1,483,173 0 $0 17 $961,197 35 $2,444,370
270-359 7 $604,878 0 $0 10 $484,836 17 $1,089,714
360+ 9 $546,255 1 $92,502 27 $1,812,776 37 $2,451,533
REO 10 $626,839 1 $54,627 15 $802,899 26 $1,484,365
90+REO 66 $4,404,897 3 $224,593 89 $5,322,084 158 $9,951,574
Loss To Date                
% to Original 2.50% $2,925,242 0.07% $3,542 5.02% $5,490,759 3.64% $8,419,543
Severity 43.09%   3.66%   55.35%   50.10%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 1.58% $1,114,805 0.45% $14,257 2.56% $1,742,521 2.03% $2,871,583
B 3.45% $1,062,506 0.00% $0 8.14% $2,265,949 5.52% $3,328,455
C 3.56% $307,940 0.00% $0 9.27% $825,408 6.40% $1,133,348
C- 5.75% $139,444 0.00% $0 12.69% $136,867 7.89% $276,311
D 6.65% $285,369 -3.83% ($10,716) 15.42% $520,014 10.00% $794,667
Unknown 9.14% $15,178 0.00% $0 0.00% $0 9.14% $15,178
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 4.98% $483,275 0.00% $0 9.77% $257,948 5.99% $741,223
2-4 Unit 4.90% $372,742 0.00% $0 6.69% $735,729 5.81% $1,108,470
NIV 3.05% $426,345 1.82% $14,257 5.51% $1,711,110 4.70% $2,151,712
Non-Owner 4.25% $311,572 0.00% $0 12.31% $1,141,352 8.72% $1,452,924
90+ & REO as % Rem                
A/A- , B, C 7.90% 12.60% 15.10% 0.00% 7.00% 13.40% 7.50% 12.60%
C- , D, NON 13.00% 27.30% 0.00% 0.00% 20.70% 35.00% 16.50% 31.80%
2-4, LOW, NIV 15.30% 8.10% 38.70% 0.00% 8.10% 8.00% 11.60% 8.00%
As of: November 2002                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1999-1
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 1499 $85,404,511 18 $1,420,265 1465 $109,139,273 2982 $195,964,049
LTV/WAC 71.37% 9.77% 81.07% 10.59% 74.83% 10.00% 73.37% 9.90%
NON/2-4 4.81% 4.35% 1.97% 0.00% 7.38% 6.00% 1.03% 0.92%
Low/NIV 7.73% 16.67% 2.25% 19.08% 5.11% 27.92% 2.32% 2.87%
A/A- 831 $56,946,292 5 $686,250 765 $68,327,351 1601 $125,959,893
B 303 $14,354,928 7 $511,135 379 $26,116,580 689 $40,982,643
C 149 $6,139,900 3 $114,400 133 $6,070,379 285 $12,324,679
C- 58 $2,290,691 1 $40,500 30 $1,885,056 89 $4,216,247
D 157 $5,633,700 2 $67,980 158 $6,739,907 317 $12,441,587
Unknown 1 $39,000 0 $0 0 $0 1 $39,000
Remaining Pool 659 $36,474,770 8 $550,075 669 $49,506,281 1336 $86,531,126
LTV/WAC 71.84% 9.44% 81.72% 10.66% 75.57% 9.70% 74.04% 9.60%
A/A- 391 $26,248,950 1 $92,874 392 $34,728,385 784 $61,070,208
B 136 $5,947,226 6 $425,840 165 $10,168,676 307 $16,541,742
C 52 $1,668,263 0 $0 47 $2,165,608 99 $3,833,871
C- 32 $1,110,990 0 $0 9 $481,163 41 $1,592,153
D 45 $1,280,353 1 $31,361 56 $1,962,449 102 $3,274,163
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 49.74% $42,480,686 59.83% $849,750 49.55% $54,082,886 49.71% $97,413,322
Delinquency Status                
CURRENT 597 $32,949,964 7 $491,712 604 $45,181,116 1208 $78,622,792
30-59 15 $674,467 0 $0 7 $590,323 22 $1,264,790
60-89 7 $388,874 0 $0 9 $573,247 16 $962,121
90-119 5 $160,523 0 $0 2 $35,913 7 $196,436
120-179 9 $584,298 0 $0 6 $404,721 15 $989,019
180-269 7 $436,634 0 $0 14 $1,075,189 21 $1,511,823
270-359 4 $159,462 1 $58,363 8 $458,855 13 $676,680
360+ 7 $624,578 0 $0 12 $951,191 19 $1,575,769
REO 8 $495,969 0 $0 7 $235,727 15 $731,696
90+REO 40 $2,461,464 1 $58,363 49 $3,161,596 90 $5,681,423
Loss To Date                
% to Original Pool Balance 2.31% $1,968,919 4.74% $67,346 4.02% $4,392,692 3.28% $6,428,957
Severity 50.81%   31.18%   46.24%   47.31%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.66% $375,804 8.53% $58,550 1.89% $1,291,527 1.37% $1,725,881
B 3.42% $491,141 0.00% $0 4.60% $1,201,370 4.13% $1,692,511
C 9.14% $560,960 0.00% $0 13.21% $801,997 11.06% $1,362,957
C- 4.62% $105,818 0.00% $0 13.98% $263,542 8.76% $369,360
D 7.72% $435,197 12.94% $8,795 12.38% $834,256 10.27% $1,278,248
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 8.37% $552,411 0.00% $0 4.33% $241,638 6.51% $794,049
2-4 Unit 1.98% $73,348 0.00% $0 4.99% $326,639 3.90% $399,988
NIV 2.99% $425,876 21.61% $58,550 5.34% $1,626,345 4.69% $2,110,771
Non-Owner 7.37% $302,796 0.00% $0 9.12% $734,822 8.51% $1,037,618
90+ & REO as % Rem                
A/A- , B, C 6.00% 6.60% 0.00% 13.70% 4.10% 11.60% 4.90% 9.90%
C- , D, NON 4.10% 17.90% 0.00% 0.00% 9.40% 9.60% 5.70% 12.70%
2-4, LOW, NIV 0.00% 2.50% 0.00% 0.00% 7.70% 14.80% 5.20% 9.00%
As of: November 2002                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1998-C
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 3408 $195,607,000 585 $54,190,090 1855 $139,333,051 5848 $389,130,141
LTV/WAC 71.59% 9.99% 79.53% 10.20% 73.49% 9.96% 73.38% 10.01%
NON/2-4 3.95% 4.30% 0.32% 7.38% 6.82% 6.05% 0.52% 0.46%
Low/NIV 16.18% 9.48% 1.12% 18.11% 1.89% 31.25% 1.17% 1.44%
A/A- 2090 $138,443,300 350 $38,146,183 991 $89,175,620 3431 $265,765,103
B 749 $36,922,900 115 $9,019,685 522 $34,002,128 1386 $79,944,713
C 280 $10,107,200 50 $2,681,835 167 $7,890,191 497 $20,679,226
C- 115 $4,347,800 8 $525,000 35 $1,329,830 158 $6,202,630
D 171 $5,664,900 62 $3,817,387 140 $6,935,282 373 $16,417,569
Unknown 3 $120,900 0 $0 0 $0 3 $120,900
Remaining Pool 1175 $58,015,424 176 $15,085,070 743 $53,708,736 2094 $126,809,230
LTV/WAC 72.93% 9.73% 80.51% 9.96% 74.17% 9.63% 74.36% 9.72%
A/A- 753 $42,697,299 123 $11,754,896 453 $37,843,059 1329 $92,295,255
B 258 $10,744,376 29 $1,818,349 201 $11,991,708 488 $24,554,433
C 89 $2,559,077 10 $415,893 42 $1,953,036 141 $4,928,006
C- 37 $1,110,332 1 $145,325 16 $546,174 54 $1,801,832
D 38 $904,340 13 $950,607 31 $1,374,758 82 $3,229,704
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 65.11% $127,365,700 68.92% $37,350,283 56.14% $78,218,681 62.43% $242,934,664
Delinquency Status                
CURRENT 1078 $53,348,161 152 $13,044,260 675 $49,247,958 1905 $115,640,379
30-59 21 $998,706 5 $425,107 14 $1,068,741 40 $2,492,554
60-89 13 $572,077 2 $307,520 7 $511,475 22 $1,391,072
90-119 10 $569,340 1 $63,801 4 $173,878 15 $807,019
120-179 10 $305,671 4 $291,547 9 $547,575 23 $1,144,793
180-269 16 $943,005 5 $432,039 9 $453,132 30 $1,828,176
270-359 11 $540,789 1 $38,674 3 $189,747 15 $769,210
360+ 11 $472,189 4 $369,725 15 $1,254,655 30 $2,096,569
REO 5 $265,486 2 $112,397 7 $261,575 14 $639,458
90+REO 63 $3,096,480 17 $1,308,183 47 $2,880,562 127 $7,285,225
Loss To Date                
% to Original Pool Balance 2.34% $4,582,785 5.32% $2,883,597 5.66% $7,883,176 3.94% $15,349,558
Severity 50.27%   48.18%   54.33%   51.84%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 1.52% $2,098,932 3.66% $1,396,441 2.78% $2,479,124 2.25% $5,974,497
B 3.73% $1,377,552 7.57% $682,856 9.42% $3,201,328 6.58% $5,261,736
C 3.85% $389,371 9.97% $267,332 15.12% $1,193,071 8.95% $1,849,774
C- 4.02% $174,671 22.61% $118,724 9.70% $128,983 6.81% $422,378
D 9.57% $542,258 10.96% $418,245 12.70% $880,670 11.21% $1,841,173
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 4.20% $1,330,453 0.00% $0 13.03% $343,875 4.80% $1,674,328
2-4 Unit 2.01% $168,618 21.85% $874,244 10.29% $867,968 9.17% $1,910,830
NIV 2.88% $535,009 3.41% $334,676 5.48% $2,385,166 4.53% $3,254,851
Non-Owner 4.90% $379,053 78.39% $134,823 9.57% $909,506 8.17% $1,423,382
90+ & REO as % Rem                
A/A- , B, C 3.80% 8.70% 6.40% 5.10% 3.20% 6.20% 3.90% 7.20%
C- , D, NON 9.10% 12.40% 100.00% 27.60% 11.00% 23.20% 17.00% 21.50%
2-4, LOW, NIV 7.90% 5.10% 0.00% 100.00% 13.90% 4.70% 9.80% 6.30%
As of: November 2002                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1998-B
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 2158 $113,713,440 567 $54,884,117 1127 $81,587,317 3852 $250,184,874
LTV/WAC 69.66% 10.58% 79.78% 10.10% 74.26% 10.11% 73.38% 10.32%
NON/2-4 5.12% 3.98% 0.90% 8.52% 9.29% 8.13% 0.81% 0.72%
Low/NIV 20.71% 13.00% 3.96% 19.03% 1.57% 37.89% 1.82% 2.25%
A/A- 1084 $69,293,400 364 $40,140,965 588 $48,457,485 2036 $157,891,850
B 559 $25,805,400 107 $8,874,422 369 $25,311,307 1035 $59,991,129
C 239 $9,140,300 41 $2,451,600 95 $4,464,750 375 $16,056,650
C- 134 $4,900,140 5 $256,850 13 $624,050 152 $5,781,040
D 142 $4,574,200 50 $3,160,280 62 $2,729,725 254 $10,464,205
Unknown 0 $0 0 $0 0 $0 0 $0
Remaining Pool 665 $31,651,976 182 $15,190,917 372 $25,687,804 1219 $72,530,698
LTV/WAC 71.43% 10.30% 81.84% 9.72% 74.56% 9.73% 74.72% 9.98%
A/A- 343 $20,901,810 129 $11,870,379 223 $17,480,473 695 $50,252,662
B 186 $7,324,917 33 $2,433,625 113 $6,998,935 332 $16,757,477
C 65 $1,840,618 11 $484,770 23 $765,917 99 $3,091,305
C- 40 $925,322 0 $0 4 $144,523 44 $1,069,844
D 31 $659,310 9 $402,143 9 $297,956 49 $1,359,409
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 67.37% $76,609,140 68.48% $37,586,567 64.70% $52,790,697 66.75% $166,986,404
Delinquency Status                
CURRENT 605 $28,486,076 161 $13,422,010 327 $22,683,958 1093 $64,592,044
30-59 14 $654,046 1 $134,809 7 $403,046 22 $1,191,901
60-89 7 $361,198 1 $50,591 4 $161,040 12 $572,829
90-119 6 $237,046 3 $191,044 3 $287,183 12 $715,273
120-179 8 $372,612 2 $199,985 8 $556,738 18 $1,129,335
180-269 5 $194,816 3 $185,026 9 $499,856 17 $879,698
270-359 7 $400,343 3 $414,046 4 $265,289 14 $1,079,678
360+ 6 $370,747 5 $235,972 6 $449,860 17 $1,056,579
REO 7 $575,092 3 $357,434 4 $380,835 14 $1,313,361
90+REO 39 $2,150,656 19 $1,583,507 34 $2,439,761 92 $6,173,924
Loss To Date                
% to Original Pool Balance 2.93% $3,329,763 4.98% $2,733,023 5.90% $4,816,332 4.35% $10,879,118
Severity 55.71%   53.80%   48.91%   52.04%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 1.61% $1,117,093 4.37% $1,752,672 4.11% $1,989,719 3.08% $4,859,484
B 4.81% $1,242,474 4.01% $355,545 5.99% $1,516,055 5.19% $3,114,074
C 5.79% $529,089 9.49% $232,731 12.44% $555,584 8.20% $1,317,404
C- 2.71% $132,728 15.20% $39,053 6.34% $39,564 3.66% $211,345
D 6.74% $308,379 11.17% $353,022 26.21% $715,410 13.16% $1,376,811
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 3.51% $826,396 6.99% $151,978 4.03% $51,655 3.81% $1,030,029
2-4 Unit 5.97% $270,047 13.46% $629,456 6.71% $445,142 8.49% $1,344,645
NIV 2.49% $368,327 6.45% $673,927 5.67% $1,752,665 4.98% $2,794,919
Non-Owner 4.98% $290,201 15.81% $77,838 8.55% $648,334 7.31% $1,016,373
90+ & REO as % Rem                
A/A- , B, C 3.80% 12.70% 9.60% 15.20% 7.00% 14.60% 6.30% 13.80%
C- , D, NON 12.70% 10.80% 0.00% 6.20% 19.60% 16.80% 13.60% 10.80%
2-4, LOW, NIV 2.00% 8.10% 0.00% 0.00% 6.80% 19.80% 4.60% 8.30%
As of: November 2002                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1998-A
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 1718 $78,921,789 486 $40,773,151 461 $31,396,056 2665 $151,090,996
LTV/WAC 67.97% 10.67% 76.94% 10.46% 73.34% 10.23% 71.51% 10.52%
NON/2-4 6.63% 3.01% 1.82% 8.21% 10.21% 6.36% 1.33% 1.19%
Low/NIV 28.09% 15.18% 4.05% 28.22% 1.68% 40.20% 3.01% 3.72%
A/A- 875 $51,560,400 265 $27,274,677 251 $20,298,186 1391 $99,133,263
B 363 $13,106,500 105 $7,438,645 130 $7,746,352 598 $28,291,497
C 173 $5,471,700 63 $3,554,603 39 $1,751,635 275 $10,777,938
C- 185 $5,235,889 10 $402,726 8 $408,028 203 $6,046,643
D 122 $3,547,300 43 $2,102,500 33 $1,191,855 198 $6,841,655
Unknown 0 $0 0 $0 0 $0 0 $0
Remaining Pool 431 $17,585,254 124 $8,396,524 175 $11,647,040 730 $37,628,818
LTV/WAC 71.28% 10.57% 77.06% 10.43% 73.13% 9.93% 73.14% 10.34%
A/A- 241 $12,064,037 73 $5,438,842 111 $8,261,771 425 $25,764,650
B 92 $3,334,833 27 $1,757,397 44 $2,632,186 163 $7,724,415
C 32 $852,355 15 $790,450 11 $448,088 58 $2,090,893
C- 41 $769,594 0 $0 1 $37,956 42 $807,550
D 25 $564,435 9 $409,835 8 $267,041 42 $1,241,310
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 73.13% $57,715,389 74.67% $30,446,104 59.32% $18,623,201 70.68% $106,784,694
Delinquency Status                
CURRENT 401 $15,575,043 113 $7,540,035 153 $10,563,792 667 $33,678,870
30-59 4 $225,617 0 $0 4 $185,026 8 $410,643
60-89 4 $199,766 0 $0 2 $125,297 6 $325,063
90-119 1 $45,646 1 $97,763 2 $70,606 4 $214,015
120-179 6 $486,582 1 $113,648 4 $235,192 11 $835,422
180-269 1 $47,332 2 $120,147 0 $0 3 $167,479
270-359 5 $369,897 0 $0 1 $38,617 6 $408,514
360+ 5 $457,183 5 $420,236 8 $379,720 18 $1,257,139
REO 4 $178,188 2 $104,694 1 $48,790 7 $331,672
90+REO 22 $1,584,828 11 $856,488 16 $772,925 49 $3,214,241
Loss To Date                
% to Original Pool Balance 3.33% $2,629,367 8.34% $3,399,724 6.49% $2,037,603 5.34% $8,066,694
Severity 67.97%   50.13%   53.08%   55.68%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 2.18% $1,123,826 6.23% $1,700,338 3.66% $743,201 3.60% $3,567,365
B 6.67% $874,049 12.61% $937,683 7.77% $602,059 8.53% $2,413,791
C 5.36% $293,077 11.24% $399,405 13.87% $243,036 8.68% $935,518
C- 1.42% $74,328 7.19% $28,939 33.30% $135,863 3.95% $239,130
D 7.44% $264,087 15.86% $333,360 26.30% $313,444 13.31% $910,891
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 2.71% $600,058 5.68% $93,616 6.90% $36,376 3.00% $730,050
2-4 Unit 7.31% $173,483 29.27% $979,374 1.69% $33,740 15.38% $1,186,597
NIV 5.72% $686,007 11.00% $1,265,348 6.58% $830,145 7.70% $2,781,500
Non-Owner 9.70% $507,383 71.28% $529,085 8.11% $259,939 14.12% $1,296,407
90+ & REO as % Rem                
A/A- , B, C 8.00% 9.60% 9.20% 9.90% 2.60% 11.80% 6.50% 10.40%
C- , D, NON 10.00% 11.40% 0.00% 43.90% 0.00% 18.10% 9.50% 23.60%
2-4, LOW, NIV 5.90% 3.20% 0.00% 0.00% 0.00% 0.00% 2.00% 2.90%
As of: November 2002                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1997-D
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 2493 $129,898,935 526 $42,709,867 749 $46,948,976 3768 $219,557,778
LTV/WAC 68.31% 10.63% 76.99% 10.81% 70.56% 10.46% 70.48% 10.63%
NON/2-4 5.38% 6.32% 2.98% 11.16% 13.91% 6.35% 0.92% 0.82%
Low/NIV 30.46% 11.27% 2.43% 29.57% 2.63% 36.51% 2.07% 2.56%
A/A- 1296 $83,026,100 301 $28,789,555 381 $28,052,561 1978 $139,868,216
B 586 $26,277,800 128 $8,414,027 202 $12,314,866 916 $47,006,693
C 282 $9,675,000 43 $2,334,760 68 $2,695,032 393 $14,704,792
C- 151 $5,353,935 10 $636,500 26 $1,007,360 187 $6,997,795
D 178 $5,566,100 44 $2,535,025 72 $2,879,157 294 $10,980,282
Unknown 0 $0 0 $0 0 $0 0 $0
Remaining Pool 664 $29,204,239 130 $8,585,420 239 $14,113,559 1033 $51,903,218
LTV/WAC 68.96% 10.40% 76.71% 10.44% 70.79% 10.12% 70.74% 10.33%
A/A- 365 $19,506,260 82 $6,172,667 142 $9,889,691 589 $35,568,618
B 150 $5,826,924 29 $1,566,066 66 $3,273,733 245 $10,666,723
C 79 $2,014,979 12 $534,138 14 $398,995 105 $2,948,112
C- 35 $899,558 2 $109,126 4 $137,871 41 $1,146,555
D 35 $956,518 5 $203,424 13 $413,269 53 $1,573,211
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 72.10% $93,654,250 77.15% $32,949,512 65.04% $30,537,060 71.57% $157,140,822
Delinquency Status                
CURRENT 623 $27,271,144 113 $7,627,480 222 $13,212,275 958 $48,110,899
30-59 5 $459,670 2 $35,174 4 $314,439 11 $809,283
60-89 4 $191,399 2 $120,753 2 $106,989 8 $419,141
90-119 3 $108,840 2 $84,819 1 $25,241 6 $218,900
120-179 6 $290,721 3 $205,542 1 $64,997 10 $561,260
180-269 5 $157,498 1 $46,017 1 $43,133 7 $246,648
270-359 7 $323,298 1 $134,123 2 $75,951 10 $533,372
360+ 4 $166,003 6 $331,512 3 $128,346 13 $625,861
REO 7 $235,667 0 $0 3 $142,188 10 $377,855
90+REO 32 $1,282,027 13 $802,013 11 $479,856 56 $2,563,896
Loss To Date                
% to Original Pool Balance 3.27% $4,249,831 10.08% $4,303,339 7.26% $3,409,105 5.45% $11,962,275
Severity 56.15%   57.61%   60.53%   57.87%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 1.57% $1,304,380 5.98% $1,721,883 4.96% $1,391,806 3.16% $4,418,069
B 3.46% $909,199 13.23% $1,112,822 8.05% $991,859 6.41% $3,013,880
C 8.50% $822,745 24.39% $569,443 19.27% $519,453 13.00% $1,911,641
C- 4.12% $220,361 9.54% $60,748 8.98% $90,460 5.31% $371,569
D 17.84% $993,146 33.07% $838,443 14.43% $415,527 20.47% $2,247,116
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 4.23% $1,673,384 16.82% $174,319 12.71% $156,811 4.79% $2,004,514
2-4 Unit 4.16% $341,201 25.77% $1,227,996 5.51% $164,056 10.86% $1,733,253
NIV 2.71% $397,211 9.99% $1,261,939 10.59% $1,815,099 7.82% $3,474,249
Non-Owner 7.75% $541,514 54.25% $691,510 15.71% $1,026,005 15.27% $2,259,029
90+ & REO as % Rem                
A/A- , B, C 3.30% 4.50% 4.70% 17.30% 1.70% 6.40% 3.10% 7.00%
C- , D, NON 5.10% 16.50% 54.70% 14.20% 0.00% 24.50% 9.20% 18.30%
2-4, LOW, NIV 7.80% 3.80% 0.00% 34.00% 6.40% 0.00% 6.10% 4.00%
As of: November 2002                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1997-C
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 1857 $93,139,900 577 $44,292,659 631 $40,415,609 3065 $177,848,168
LTV/WAC 69.13% 10.71% 76.54% 11.20% 70.70% 10.44% 71.34% 10.77%
NON/2-4 3.96% 5.36% 2.24% 11.62% 13.39% 8.48% 1.13% 1.01%
Low/NIV 26.08% 12.93% 4.28% 25.52% 1.16% 37.99% 2.56% 3.16%
A/A- 963 $58,206,900 312 $28,286,497 359 $26,654,712 1634 $113,148,109
B 460 $20,003,100 125 $9,308,030 136 $8,011,120 721 $37,322,250
C 256 $8,616,100 64 $3,795,665 63 $2,932,080 383 $15,343,845
C- 76 $2,672,500 16 $741,680 18 $723,890 110 $4,138,070
D 102 $3,641,300 60 $2,160,787 55 $2,093,807 217 $7,895,894
Unknown 0 $0 0 $0 0 $0 0 $0
Remaining Pool 393 $17,415,785 113 $7,547,800 166 $9,210,265 672 $34,173,850
LTV/WAC 71.89% 10.50% 76.36% 11.24% 71.34% 10.15% 72.73% 10.57%
A/A- 216 $11,019,581 56 $3,816,165 110 $6,667,601 382 $21,503,346
B 96 $4,212,206 32 $2,530,966 33 $1,727,667 161 $8,470,838
C 51 $1,287,655 14 $800,156 11 $359,822 76 $2,447,632
C- 13 $447,450 4 $143,985 3 $99,053 20 $690,487
D 17 $448,894 7 $256,529 9 $356,123 33 $1,061,546
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 77.01% $71,727,300 81.29% $36,004,989 74.44% $30,086,749 77.49% $137,819,038
Delinquency Status                
CURRENT 361 $15,754,431 91 $6,133,825 149 $8,352,596 601 $30,240,852
30-59 10 $358,549 4 $171,007 2 $150,996 16 $680,552
60-89 3 $144,020 1 $34,652 1 $103,335 5 $282,007
90-119 3 $89,151 0 $0 3 $144,693 6 $233,844
120-179 4 $276,155 2 $95,202 3 $145,336 9 $516,693
180-269 3 $301,788 3 $105,534 3 $164,634 9 $571,956
270-359 3 $200,619 3 $284,504 1 $29,258 7 $514,381
360+ 5 $247,973 8 $679,483 3 $94,556 16 $1,022,012
REO 1 $43,099 1 $43,592 1 $24,860 3 $111,551
90+REO 19 $1,158,785 17 $1,208,315 14 $603,337 50 $2,970,437
Loss To Date                
% to Original Pool Balance 2.63% $2,449,575 6.40% $2,834,420 6.03% $2,438,169 4.34% $7,722,164
Severity 52.96%   57.74%   52.71%   54.53%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 1.70% $989,368 6.15% $1,739,156 3.87% $1,031,053 3.32% $3,759,577
B 3.92% $784,087 6.69% $622,584 8.40% $672,815 5.57% $2,079,486
C 3.72% $320,599 6.65% $252,275 12.62% $369,950 6.14% $942,824
C- 3.36% $89,886 0.00% $0 7.02% $50,819 3.40% $140,705
D 7.30% $265,636 10.20% $220,404 14.97% $313,532 10.13% $799,572
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% $540,022 10.71% $203,045 35.72% $167,969 3.42% $911,036
2-4 Unit 3.45% $172,189 7.80% $401,658 5.83% $199,866 5.70% $773,713
NIV 4.17% $502,497 5.38% $607,995 5.86% $899,188 5.19% $2,009,680
Non-Owner 12.80% $472,253 31.95% $316,899 9.00% $486,951 12.64% $1,276,103
90+ & REO as % Rem                
A/A- , B, C 5.20% 7.20% 13.00% 12.20% 6.50% 6.10% 7.00% 8.50%
C- , D, NON 15.10% 11.00% 50.30% 62.70% 0.00% 17.30% 20.30% 25.60%
2-4, LOW, NIV 2.70% 6.00% 9.80% 16.10% 12.80% 0.00% 7.80% 6.90%
As of: November 2002                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1997-B
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 1836 $97,362,200 752 $50,943,403 605 $41,970,575 3193 $190,276,178
LTV/WAC 68.31% 10.41% 68.03% 11.08% 69.14% 10.25% 68.42% 10.56%
NON/2-4 5.72% 3.94% 1.68% 8.76% 10.40% 8.75% 1.06% 0.94%
Low/NIV 23.71% 13.49% 6.43% 38.46% 2.31% 37.84% 2.39% 2.95%
A/A- 1001 $61,097,500 341 $25,016,510 336 $26,667,463 1678 $112,781,473
B 446 $21,755,900 204 $14,007,488 146 $9,413,696 796 $45,177,084
C 230 $8,455,900 124 $6,858,310 58 $3,061,028 412 $18,375,238
C- 63 $2,490,600 26 $1,495,050 18 $867,890 107 $4,853,540
D 96 $3,562,300 57 $3,566,045 47 $1,960,498 200 $9,088,843
Unknown 0 $0 0 $0 0 $0 0 $0
Remaining Pool 355 $14,992,875 160 $8,245,386 138 $9,074,419 653 $32,312,680
LTV/WAC 70.11% 10.20% 68.23% 10.76% 70.11% 9.89% 69.63% 10.26%
A/A- 203 $9,973,776 80 $4,393,190 87 $6,354,718 370 $20,721,684
B 73 $2,902,652 46 $2,530,384 32 $2,072,513 151 $7,505,549
C 54 $1,515,054 23 $995,855 8 $259,601 85 $2,770,509
C- 11 $232,268 4 $98,282 5 $144,310 20 $474,860
D 13 $335,977 7 $227,675 6 $243,277 26 $806,929
Unknown 1 $33,148 0 $0 0 $0 1 $33,148
Paid Off 80.04% $77,926,900 82.02% $41,784,666 73.56% $30,872,848 79.14% $150,584,414
Delinquency Status                
CURRENT 329 $13,728,422 144 $7,570,913 126 $8,225,362 599 $29,524,697
30-59 4 $270,242 4 $145,568 2 $155,969 10 $571,779
60-89 4 $174,255 0 $0 0 $0 4 $174,255
90-119 1 $10,476 2 $82,993 1 $45,400 4 $138,869
120-179 1 $22,028 2 $42,225 3 $261,413 6 $325,666
180-269 4 $234,902 3 $65,707 1 $39,824 8 $340,433
270-359 1 $16,032 1 $168,257 0 $0 2 $184,289
360+ 9 $458,059 1 $65,333 4 $298,573 14 $821,965
REO 2 $78,458 3 $104,391 1 $47,880 6 $230,729
90+REO 18 $819,955 12 $528,906 10 $693,090 40 $2,041,951
Loss To Date                
% to Original Pool Balance 1.52% $1,483,820 4.54% $2,312,181 5.12% $2,150,678 3.13% $5,946,679
Severity 39.30%   59.01%   48.09%   48.88%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.70% $424,643 2.63% $657,727 3.67% $978,133 1.83% $2,060,503
B 2.19% $476,932 4.45% $623,063 6.57% $618,355 3.80% $1,718,350
C 3.39% $286,539 8.09% $554,632 9.02% $276,121 6.08% $1,117,292
C- 3.75% $93,504 3.41% $50,959 4.85% $42,111 3.84% $186,574
D 5.68% $202,201 11.94% $425,800 12.04% $235,957 9.51% $863,958
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 0.91% $210,486 7.02% $230,014 12.47% $120,808 2.05% $561,308
2-4 Unit 7.04% $269,694 10.94% $488,301 5.94% $218,085 8.15% $976,080
NIV 1.26% $165,461 4.15% $813,823 5.28% $837,814 3.74% $1,817,098
Non-Owner 2.30% $127,891 24.56% $209,774 13.41% $584,958 8.56% $922,623
90+ & REO as % Rem                
A/A- , B, C 3.80% 4.60% 1.50% 6.90% 3.80% 11.80% 3.30% 7.40%
C- , D, NON 24.00% 7.30% 0.00% 4.80% 20.60% 72.80% 18.00% 26.30%
2-4, LOW, NIV 3.10% 5.20% 0.00% 0.00% 0.00% 0.00% 0.90% 4.40%
As of: November 2002                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1997-A
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 2226 $112,665,600 712 $47,333,513 805 $56,810,229 3743 $216,809,342
LTV/WAC 69.49% 10.29% 69.40% 11.84% 66.71% 10.22% 68.74% 10.61%
NON/2-4 5.22% 4.12% 4.44% 8.87% 13.92% 7.79% 0.93% 0.83%
Low/NIV 24.60% 4.89% 7.48% 42.04% 5.11% 40.66% 2.10% 2.59%
A/A- 1168 $69,976,700 210 $18,104,137 459 $36,285,539 1837 $124,366,376
B 564 $25,650,100 155 $11,555,391 176 $12,224,490 895 $49,429,981
C 277 $9,231,400 145 $7,508,959 86 $4,249,865 508 $20,990,224
C- 68 $2,166,200 50 $2,406,000 20 $1,099,550 138 $5,671,750
D 149 $5,641,200 151 $7,726,426 64 $2,950,785 364 $16,318,411
Unknown 0 $0 1 $32,600 0 $0 1 $32,600
Remaining Pool 438 $19,404,677 140 $7,249,981 203 $13,517,052 781 $40,171,709
LTV/WAC 69.39% 9.91% 70.08% 11.70% 66.72% 9.81% 68.62% 10.20%
A/A- 255 $13,402,712 40 $2,590,863 129 $9,469,491 424 $25,463,066
B 104 $4,060,256 36 $2,202,972 43 $2,667,091 183 $8,930,320
C 43 $1,180,745 30 $1,201,128 19 $872,704 92 $3,254,577
C- 11 $293,132 11 $367,107 1 $42,704 23 $702,942
D 25 $467,832 23 $887,912 11 $465,061 59 $1,820,804
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 78.38% $88,307,700 81.43% $38,541,512 72.84% $41,379,000 77.59% $168,228,212
Delinquency Status                
CURRENT 410 $18,336,565 106 $5,794,386 187 $12,471,145 703 $36,602,096
30-59 4 $240,226 6 $161,607 4 $342,151 14 $743,984
60-89 2 $25,961 3 $194,511 1 $68,358 6 $288,830
90-119 6 $299,030 0 $0 1 $61,834 7 $360,864
120-179 5 $136,080 2 $98,219 5 $286,262 12 $520,561
180-269 4 $132,990 6 $200,277 1 $47,519 11 $380,786
270-359 1 $85,091 3 $95,747 0 $0 4 $180,838
360+ 6 $148,734 14 $705,235 4 $239,782 24 $1,093,751
REO 0 $0 0 $0 0 $0 0 $0
90+REO 22 $801,925 25 $1,099,478 11 $635,397 58 $2,536,800
Loss To Date                
% to Original Pool Balance 1.87% $2,108,227 8.50% $4,024,300 4.43% $2,518,951 3.99% $8,651,478
Severity 46.85%   62.74%   42.04%   51.18%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 1.00% $700,099 5.11% $924,663 2.86% $1,036,087 2.14% $2,660,849
B 1.58% $404,946 6.79% $784,051 4.37% $534,178 3.49% $1,723,175
C 4.31% $397,857 10.92% $820,019 11.24% $477,788 8.08% $1,695,664
C- 5.38% $116,505 17.75% $427,136 5.41% $59,473 10.63% $603,114
D 8.67% $488,820 13.83% $1,068,431 13.94% $411,425 12.06% $1,968,676
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 2.73% $757,379 13.22% $468,347 4.25% $123,446 3.95% $1,349,172
2-4 Unit 0.64% $29,511 23.95% $1,006,217 4.56% $201,748 9.33% $1,237,476
NIV 3.91% $215,342 9.06% $1,792,391 6.31% $1,456,661 7.16% $3,464,394
Non-Owner 6.42% $377,426 45.72% $961,338 7.47% $590,346 12.14% $1,929,110
90+ & REO as % Rem                
A/A- , B, C 3.00% 5.30% 3.40% 19.80% 3.70% 6.90% 3.30% 9.40%
C- , D, NON 2.80% 18.90% 11.20% 46.50% 0.00% 15.30% 7.00% 31.50%
2-4, LOW, NIV 0.00% 6.40% 4.70% 17.00% 0.00% 58.40% 1.30% 14.40%
As of: November 2002                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1996-D
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 2083 $101,797,500 1140 $73,521,616 1005 $67,125,278 4228 $242,444,394
LTV/WAC 66.14% 10.63% 67.99% 12.47% 66.25% 10.52% 66.73% 11.16%
NON/2-4 4.41% 3.89% 5.67% 11.69% 12.79% 8.07% 0.83% 0.74%
Low/NIV 27.33% 13.17% 6.49% 40.53% 2.14% 43.05% 1.88% 2.32%
A/A- 1071 $64,013,400 341 $25,565,407 502 $40,111,347 1914 $129,690,154
B 466 $19,390,700 214 $13,953,605 255 $15,798,924 935 $49,143,229
C 275 $9,670,000 225 $13,048,515 155 $6,955,207 655 $29,673,722
C- 119 $3,738,500 101 $5,320,519 26 $1,044,600 246 $10,103,619
D 152 $4,984,900 259 $15,633,570 67 $3,215,200 478 $23,833,670
Unknown 0 $0 0 $0 0 $0 0 $0
Remaining Pool 333 $14,515,026 167 $9,248,096 201 $12,497,809 701 $36,260,931
LTV/WAC 66.71% 10.25% 68.64% 11.99% 66.52% 10.25% 67.14% 10.69%
A/A- 191 $9,945,556 59 $3,770,143 115 $8,262,252 365 $21,977,951
B 62 $2,307,353 25 $1,514,676 43 $2,543,754 130 $6,365,783
C 44 $1,222,446 29 $1,621,121 28 $1,027,079 101 $3,870,646
C- 12 $450,507 17 $718,298 4 $138,698 33 $1,307,504
D 24 $589,163 37 $1,623,858 11 $526,026 72 $2,739,047
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 82.17% $83,643,200 86.24% $63,404,336 79.13% $53,114,012 82.56% $200,161,548
Delinquency Status                
CURRENT 293 $12,166,595 118 $6,518,982 171 $11,055,847 582 $29,741,424
30-59 13 $674,479 4 $214,981 7 $490,214 24 $1,379,674
60-89 1 $58,461 3 $120,411 3 $134,991 7 $313,863
90-119 2 $57,365 3 $160,238 1 $20,303 6 $237,906
120-179 2 $136,965 4 $171,421 3 $146,743 9 $455,129
180-269 4 $238,876 8 $601,865 1 $64,411 13 $905,152
270-359 1 $43,292 2 $82,138 3 $137,880 6 $263,310
360+ 16 $1,034,817 24 $1,352,627 10 $361,374 50 $2,748,818
REO 1 $104,176 1 $25,431 2 $86,046 4 $215,653
90+REO 26 $1,615,491 42 $2,393,720 20 $816,757 88 $4,825,968
Loss To Date                
% to Original Pool Balance 1.07% $1,085,209 12.90% $9,481,595 4.66% $3,127,009 5.65% $13,693,813
Severity 39.42%   64.78%   53.23%   58.86%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.57% $362,172 8.67% $2,216,269 1.95% $783,749 2.59% $3,362,190
B 1.96% $380,698 10.26% $1,432,237 5.96% $942,062 5.61% $2,754,997
C 1.25% $121,270 15.93% $2,078,186 12.80% $890,482 10.41% $3,089,938
C- 2.28% $85,177 14.29% $760,391 7.95% $83,065 9.19% $928,633
D 2.73% $135,892 19.15% $2,994,512 13.30% $427,651 14.93% $3,558,055
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 1.69% $469,435 7.64% $364,877 3.35% $48,162 2.59% $882,474
2-4 Unit 1.25% $49,620 28.78% $2,472,696 10.27% $556,437 17.13% $3,078,753
NIV 0.69% $92,704 10.65% $3,173,091 6.12% $1,767,160 6.98% $5,032,955
Non-Owner 4.98% $223,537 57.22% $2,386,041 10.86% $932,773 20.54% $3,542,351
90+ & REO as % Rem                
A/A- , B, C 7.40% 20.50% 11.90% 30.30% 4.40% 5.60% 7.00% 16.90%
C- , D, NON 20.00% 33.00% 41.70% 49.50% 24.60% 10.00% 32.40% 38.40%
2-4, LOW, NIV 27.30% 12.10% 19.80% 33.30% 7.80% 19.60% 16.50% 15.40%
As of: November 2002                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1996-C
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 1602 $74,900,200 793 $53,255,408 740 $47,310,845 3135 $175,466,453
LTV/WAC 62.45% 10.82% 65.35% 12.77% 66.24% 10.86% 64.35% 11.42%
NON/2-4 5.46% 4.68% 3.59% 8.88% 13.49% 10.57% 1.15% 1.02%
Low/NIV 26.88% 23.18% 6.68% 50.43% 0.00% 13.99% 2.59% 3.20%
A/A- 634 $35,203,200 176 $13,663,331 391 $28,092,663 1201 $76,959,194
B 400 $19,377,800 91 $6,669,880 190 $12,453,730 681 $38,501,410
C 299 $11,267,300 101 $6,926,963 156 $6,654,302 556 $24,848,565
C- 153 $5,425,300 112 $6,553,370 0 $0 265 $11,978,670
D 116 $3,626,600 313 $19,441,864 3 $110,150 432 $23,178,614
Unknown 0 $0 0 $0 0 $0 0 $0
Remaining Pool 217 $7,785,264 96 $5,982,825 131 $7,015,920 444 $20,784,008
LTV/WAC 61.73% 10.46% 66.51% 12.57% 64.80% 10.55% 64.14% 11.10%
A/A- 101 $4,235,991 21 $1,465,226 75 $4,488,719 197 $10,189,936
B 53 $2,096,832 13 $830,176 30 $1,465,567 96 $4,392,576
C 41 $975,116 17 $933,666 26 $1,061,634 84 $2,970,415
C- 12 $255,571 12 $821,140 0 $0 24 $1,076,711
D 10 $221,754 33 $1,932,616 0 $0 43 $2,154,370
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 86.31% $64,644,800 87.26% $46,471,799 82.60% $39,077,823 85.60% $150,194,422
Delinquency Status                
CURRENT 206 $7,365,250 69 $4,238,717 114 $6,367,413 389 $17,971,380
30-59 1 $66,965 1 $34,856 3 $71,584 5 $173,405
60-89 4 $70,690 0 $0 0 $0 4 $70,690
90-119 0 $0 1 $96,992 0 $0 1 $96,992
120-179 1 $90,751 4 $156,587 1 $52,097 6 $299,435
180-269 1 $16,068 3 $156,284 4 $116,364 8 $288,716
270-359 0 $0 3 $133,325 5 $265,296 8 $398,621
360+ 4 $175,540 13 $1,067,804 3 $86,864 20 $1,330,208
REO 0 $0 2 $98,259 1 $56,302 3 $154,561
90+REO 6 $282,359 26 $1,709,251 14 $576,923 46 $2,568,533
Loss To Date                
% to Original Pool Balance 1.21% $906,961 8.65% $4,605,906 4.29% $2,031,657 4.30% $7,544,524
Severity 49.26%   57.50%   47.07%   53.25%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.41% $145,218 2.05% $280,616 3.44% $965,250 1.81% $1,391,084
B 0.78% $150,496 3.99% $266,288 4.19% $521,619 2.44% $938,403
C 2.19% $246,655 5.31% $367,781 7.76% $516,671 4.55% $1,131,107
C- 2.14% $116,065 8.17% $535,733 0.00% $0 5.44% $651,798
D 6.85% $248,528 16.23% $3,155,489 25.53% $28,117 14.81% $3,432,134
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 1.89% $380,083 7.19% $255,830 0.00% $0 2.68% $635,913
2-4 Unit 4.19% $146,929 12.66% $599,063 7.01% $350,792 8.28% $1,096,783
NIV 1.16% $201,921 10.48% $2,815,955 2.25% $148,669 6.23% $3,166,545
Non-Owner 4.92% $201,367 33.60% $642,552 9.39% $599,363 11.65% $1,443,282
90+ & REO as % Rem                
A/A- , B, C 3.70% 2.80% 18.60% 14.20% 3.60% 13.40% 5.80% 8.50%
C- , D, NON 0.00% 23.50% 32.20% 39.80% 0.00% 0.00% 24.50% 38.20%
2-4, LOW, NIV 0.00% 0.00% 28.40% 15.60% 10.70% 0.00% 13.70% 5.30%
As of: November 2002                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1996-B
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 1332 $62,460,165 878 $57,413,366 0 $0 2210 $119,873,531
LTV/WAC 61.69% 10.97% 65.01% 12.70% 0.00% 0.00% 63.28% 11.80%
NON/2-4 6.60% 4.78% 4.26% 6.49% 0.00% 0.00% 1.68% 1.50%
Low/NIV 34.30% 10.45% 6.22% 52.78% 0.00% 0.00% 3.79% 4.69%
A/A- 476 $25,914,500 173 $14,105,714 0 $0 649 $40,020,214
B 293 $14,983,000 91 $7,457,095 0 $0 384 $22,440,095
C 252 $10,018,295 140 $8,566,900 0 $0 392 $18,585,195
C- 140 $5,967,800 107 $6,031,791 0 $0 247 $11,999,591
D 93 $3,074,400 367 $21,251,866 0 $0 460 $24,326,266
Unknown 78 $2,502,170 0 $0 0 $0 78 $2,502,170
Remaining Pool 169 $6,872,196 88 $5,094,591 0 $0 257 $11,966,786
LTV/WAC 62.67% 10.54% 66.03% 12.18% 0.00% 0.00% 64.10% 11.24%
A/A- 66 $3,425,518 27 $1,919,054 0 $0 93 $5,344,572
B 32 $1,592,644 10 $624,203 0 $0 42 $2,216,846
C 35 $887,939 14 $780,530 0 $0 49 $1,668,468
C- 17 $617,766 8 $300,196 0 $0 25 $917,962
D 10 $203,380 29 $1,470,608 0 $0 39 $1,673,988
Unknown 9 $144,950 0 $0 0 $0 9 $144,950
Paid Off 86.22% $53,850,965 89.62% $51,452,190 0.00% $0 87.85% $105,303,155
Delinquency Status                
CURRENT 153 $6,171,712 68 $3,911,451 0 $0 221 $10,083,163
30-59 6 $302,394 0 $0 0 $0 6 $302,394
60-89 0 $0 2 $236,313 0 $0 2 $236,313
90-119 2 $121,055 0 $0 0 $0 2 $121,055
120-179 1 $47,354 5 $296,480 0 $0 6 $343,834
180-269 3 $51,993 2 $156,535 0 $0 5 $208,528
270-359 0 $0 1 $29,704 0 $0 1 $29,704
360+ 4 $177,688 9 $400,539 0 $0 13 $578,227
REO 0 $0 1 $63,569 0 $0 1 $63,569
90+REO 10 $398,090 18 $946,827 - $0 28 $1,344,917
Loss To Date                
% to Original Pool Balance 0.95% $593,238 11.49% $6,596,439 0.00% $0 6.00% $7,189,677
Severity 36.41%   55.39%   0.00%   53.11%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.68% $177,018 5.51% $777,566 0.00% $0 2.39% $954,584
B 0.10% $14,432 8.14% $607,082 0.00% $0 2.77% $621,514
C 0.70% $70,609 11.67% $999,794 0.00% $0 5.76% $1,070,403
C- 3.01% $179,710 8.88% $535,848 0.00% $0 5.96% $715,558
D 0.97% $29,684 17.30% $3,676,150 0.00% $0 15.23% $3,705,834
Unknown 4.87% $121,786 0.00% $0 0.00% $0 4.87% $121,786
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 1.20% $257,216 13.04% $465,376 0.00% $0 2.89% $722,592
2-4 Unit 0.58% $17,289 30.18% $1,124,023 0.00% $0 17.00% $1,141,312
NIV -0.02% ($1,569) 12.68% $3,840,712 0.00% $0 10.43% $3,839,143
Non-Owner 2.23% $92,087 38.38% $939,015 0.00% $0 15.70% $1,031,102
90+ & REO as % Rem                
A/A- , B, C 3.40% 9.20% 13.50% 16.40% 0.00% 0.00% 7.00% 11.20%
C- , D, NON 6.00% 42.00% 0.00% 30.60% 0.00% 0.00% 4.00% 32.00%
2-4, LOW, NIV 0.00% 4.50% 39.10% 22.60% 0.00% 0.00% 15.90% 7.90%
As of: November 2002                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1996-A
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 954 $42,687,500 770 $57,454,950 0 $0 1724 $100,142,450
LTV/WAC 62.48% 10.85% 65.10% 12.54% 0.00% 0.00% 63.98% 11.82%
NON/2-4 6.53% 3.73% 2.54% 4.33% 0.00% 0.00% 2.01% 1.79%
Low/NIV 38.95% 9.62% 7.82% 48.94% 0.00% 0.00% 4.54% 5.61%
A/A- 338 $17,136,400 165 $13,896,968 0 $0 503 $31,033,368
B 247 $11,851,100 84 $7,101,987 0 $0 331 $18,953,087
C 212 $8,196,800 101 $6,452,996 0 $0 313 $14,649,796
C- 112 $4,102,400 119 $7,729,884 0 $0 231 $11,832,284
D 45 $1,400,800 301 $22,273,115 0 $0 346 $23,673,915
Unknown 0 $0 0 $0 0 $0 0 $0
Remaining Pool 113 $4,304,776 87 $5,529,903 0 $0 200 $9,834,678
LTV/WAC 65.32% 10.48% 65.26% 11.81% 0.00% 0.00% 65.29% 11.23%
A/A- 39 $1,767,959 29 $1,684,780 0 $0 68 $3,452,739
B 27 $1,162,296 9 $818,909 0 $0 36 $1,981,206
C 34 $1,104,100 12 $607,852 0 $0 46 $1,711,952
C- 10 $221,059 11 $625,771 0 $0 21 $846,829
D 3 $49,361 26 $1,792,590 0 $0 29 $1,841,952
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 86.53% $36,936,300 89.47% $51,402,516 0.00% $0 88.21% $88,338,816
Delinquency Status                
CURRENT 110 $4,219,939 78 $5,014,648 0 $0 188 $9,234,587
30-59 1 $25,672 0 $0 0 $0 1 $25,672
60-89 0 $0 1 $24,508 0 $0 1 $24,508
90-119 1 $31,391 2 $104,328 0 $0 3 $135,719
120-179 1 $27,774 1 $46,823 0 $0 2 $74,597
180-269 0 $0 0 $0 0 $0 0 $0
270-359 0 $0 1 $42,226 0 $0 1 $42,226
360+ 0 $0 4 $297,369 0 $0 4 $297,369
REO 0 $0 0 $0 0 $0 0 $0
90+REO 2 $59,165 8 $490,746 - $0 10 $549,911
Loss To Date                
% to Original Pool Balance 1.34% $573,225 7.57% $4,348,571 0.00% $0 4.91% $4,921,796
Severity 37.22%   49.59%   0.00%   47.74%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 1.20% $206,314 4.22% $586,390 0.00% $0 2.55% $792,704
B 0.51% $60,099 4.06% $288,093 0.00% $0 1.84% $348,192
C 1.96% $160,504 4.39% $283,490 0.00% $0 3.03% $443,994
C- 2.89% $118,547 12.37% $956,205 0.00% $0 9.08% $1,074,752
D 1.98% $27,761 10.03% $2,234,394 0.00% $0 9.56% $2,262,155
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 0.89% $148,438 14.75% $662,940 0.00% $0 3.84% $811,378
2-4 Unit 1.71% $27,272 23.27% $578,539 0.00% $0 14.85% $605,811
NIV 1.20% $49,274 8.15% $2,291,023 0.00% $0 7.26% $2,340,297
Non-Owner 2.05% $57,158 40.78% $594,145 0.00% $0 15.35% $651,303
90+ & REO as % Rem                
A/A- , B, C 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
C- , D, NON 12.60% 0.00% 18.30% 18.60% 0.00% 0.00% 16.80% 18.10%
2-4, LOW, NIV 0.00% 2.90% 0.00% 22.00% 0.00% 0.00% 0.00% 8.90%
As of: November 2002                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1995-D
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 1268 $58,411,200 482 $31,678,815 0 $0 1750 $90,090,015
LTV/WAC 60.90% 10.55% 64.94% 12.80% 0.00% 0.00% 62.32% 11.34%
NON/2-4 6.24% 1.41% 3.23% 4.40% 0.00% 0.00% 2.24% 1.99%
Low/NIV 29.92% 15.65% 10.70% 50.73% 0.00% 0.00% 5.05% 6.24%
A/A- 497 $25,180,800 117 $8,847,013 0 $0 614 $34,027,813
B 302 $14,536,100 84 $5,096,059 0 $0 386 $19,632,159
C 317 $12,798,800 96 $6,207,350 0 $0 413 $19,006,150
C- 105 $4,256,600 104 $5,880,421 0 $0 209 $10,137,021
D 47 $1,638,900 81 $5,647,972 0 $0 128 $7,286,872
Unknown 0 $0 0 $0 0 $0 0 $0
Remaining Pool 150 $5,416,745 54 $3,549,034 0 $0 204 $8,965,779
LTV/WAC 59.30% 10.29% 68.22% 12.30% 0.00% 0.00% 62.83% 11.09%
A/A- 64 $2,590,409 21 $1,608,826 0 $0 85 $4,199,235
B 33 $1,400,401 8 $562,561 0 $0 41 $1,962,962
C 39 $1,093,561 10 $559,392 0 $0 49 $1,652,953
C- 10 $255,947 9 $423,828 0 $0 19 $679,775
D 4 $76,428 6 $394,427 0 $0 10 $470,855
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 87.48% $51,096,700 87.82% $27,820,915 0.00% $0 87.60% $78,917,615
Delinquency Status                
CURRENT 141 $5,017,474 47 $3,096,493 0 $0 188 $8,113,967
30-59 6 $253,528 1 $79,783 0 $0 7 $333,311
60-89 1 $20,328 0 $0 0 $0 1 $20,328
90-119 0 $0 0 $0 0 $0 0 $0
120-179 1 $103,999 1 $98,029 0 $0 2 $202,028
180-269 0 $0 1 $65,323 0 $0 1 $65,323
270-359 1 $21,416 0 $0 0 $0 1 $21,416
360+ 0 $0 4 $209,406 0 $0 4 $209,406
REO 0 $0 0 $0 0 $0 0 $0
90+REO 2 $125,415 6 $372,758 - $0 8 $498,173
Loss To Date                
% to Original Pool Balance 0.43% $250,883 8.72% $2,761,988 0.00% $0 3.34% $3,012,871
Severity 17.67%   50.76%   0.00%   43.91%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.02% $3,811 3.11% $275,304 0.00% $0 0.82% $279,115
B 0.90% $130,951 7.32% $372,821 0.00% $0 2.57% $503,772
C 0.05% $5,819 7.81% $484,605 0.00% $0 2.58% $490,424
C- 1.63% $69,313 11.44% $672,804 0.00% $0 7.32% $742,117
D 2.50% $40,988 16.93% $956,453 0.00% $0 13.69% $997,441
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 0.30% $53,017 12.78% $432,971 0.00% $0 2.33% $485,988
2-4 Unit 0.00% $0 13.30% $185,528 0.00% $0 8.36% $185,528
NIV 0.98% $89,851 9.90% $1,591,210 0.00% $0 6.67% $1,681,061
Non-Owner 0.24% $8,679 42.53% $435,419 0.00% $0 9.51% $444,098
90+ & REO as % Rem                
A/A- , B, C 4.00% 0.00% 0.00% 0.00% 0.00% 0.00% 2.50% 0.00%
C- , D, NON 0.00% 0.00% 33.90% 41.40% 0.00% 0.00% 21.10% 34.70%
2-4, LOW, NIV 0.00% 1.70% 100.00% 0.00% 0.00% 0.00% 17.20% 1.50%
As of: November 2002                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1995-C
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 737 $28,579,800 319 $20,707,288 0 $0 1056 $49,287,088
LTV/WAC 57.06% 11.67% 63.90% 13.38% 0.00% 0.00% 59.94% 12.39%
NON/2-4 6.47% 2.41% 5.52% 4.98% 0.00% 0.00% 4.09% 3.65%
Low/NIV 32.58% 23.17% 15.39% 47.25% 0.00% 0.00% 9.23% 11.40%
A/A- 271 $11,320,400 56 $4,819,334 0 $0 327 $16,139,734
B 238 $9,368,100 70 $3,712,039 0 $0 308 $13,080,139
C 145 $5,033,600 66 $3,339,858 0 $0 211 $8,373,458
C- 52 $1,899,200 65 $4,544,239 0 $0 117 $6,443,439
D 31 $958,500 62 $4,291,818 0 $0 93 $5,250,318
Unknown 0 $0 0 $0 0 $0 0 $0
Remaining Pool 65 $1,991,576 20 $998,522 0 $0 85 $2,990,098
LTV/WAC 55.46% 11.44% 65.68% 12.40% 0.00% 0.00% 58.87% 11.76%
A/A- 28 $988,240 8 $434,160 0 $0 36 $1,422,400
B 21 $639,265 3 $160,061 0 $0 24 $799,326
C 12 $260,166 4 $103,606 0 $0 16 $363,772
C- 2 $37,656 4 $178,713 0 $0 6 $216,369
D 2 $66,249 1 $121,982 0 $0 3 $188,230
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 90.62% $25,900,100 94.25% $19,515,699 0.00% $0 92.15% $45,415,799
Delinquency Status                
CURRENT 64 $1,984,429 18 $908,717 0 $0 82 $2,893,146
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 1 $7,146 0 $0 0 $0 1 $7,146
360+ 0 $0 2 $89,806 0 $0 2 $89,806
REO 0 $0 0 $0 0 $0 0 $0
90+REO 1 $7,146 2 $89,806 - $0 3 $96,952
Loss To Date                
% to Original Pool Balance 0.51% $146,611 12.27% $2,541,539 0.00% $0 5.45% $2,688,150
Severity 23.87%   60.95%   0.00%   56.19%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.03% $2,932 5.68% $273,634 0.00% $0 1.71% $276,566
B 0.73% $68,696 3.36% $124,848 0.00% $0 1.48% $193,544
C 1.22% $61,649 10.90% $364,099 0.00% $0 5.08% $425,748
C- 0.70% $13,297 6.55% $297,427 0.00% $0 4.82% $310,724
D 0.00% $37 34.52% $1,481,532 0.00% $0 28.22% $1,481,569
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 0.17% $16,234 20.33% $647,924 0.00% $0 5.31% $664,158
2-4 Unit 5.64% $38,822 4.10% $42,264 0.00% $0 4.72% $81,086
NIV 1.55% $102,808 13.11% $1,282,843 0.00% $0 8.45% $1,385,651
Non-Owner 0.60% $11,103 41.68% $476,374 0.00% $0 16.29% $487,477
90+ & REO as % Rem                
A/A- , B, C 0.70% 0.00% 12.20% 0.00% 0.00% 0.00% 4.20% 0.00%
C- , D, NON 0.00% 0.00% 20.70% 0.00% 0.00% 0.00% 17.10% 0.00%
2-4, LOW, NIV 0.00% 0.00% 0.00% 26.20% 0.00% 0.00% 0.00% 6.80%
As of: November 2002                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1995-B
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 417 $16,390,500 425 $23,630,253 0 $0 842 $40,020,753
LTV/WAC 58.00% 12.26% 63.17% 13.72% 0.00% 0.00% 61.05% 13.12%
NON/2-4 7.85% 2.32% 5.96% 5.98% 0.00% 0.00% 5.04% 4.49%
Low/NIV 28.10% 36.30% 17.77% 52.79% 0.00% 0.00% 11.36% 14.04%
A/A- 157 $6,285,800 96 $5,771,612 0 $0 253 $12,057,412
B 95 $4,431,350 91 $4,956,509 0 $0 186 $9,387,859
C 100 $3,533,150 75 $3,924,970 0 $0 175 $7,458,120
C- 38 $1,164,400 89 $4,857,400 0 $0 127 $6,021,800
D 26 $920,200 74 $4,119,762 0 $0 100 $5,039,962
Unknown 1 $55,600 0 $0 0 $0 1 $55,600
Remaining Pool 39 $1,238,937 17 $701,903 0 $0 56 $1,940,841
LTV/WAC 59.64% 11.98% 60.81% 13.57% 0.00% 0.00% 60.07% 12.55%
A/A- 16 $602,438 1 $37,098 0 $0 17 $639,536
B 8 $341,181 6 $266,480 0 $0 14 $607,662
C 12 $265,103 6 $186,477 0 $0 18 $451,580
C- 1 $3,126 2 $128,730 0 $0 3 $131,856
D 2 $27,089 2 $83,118 0 $0 4 $110,207
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 89.50% $14,670,000 95.83% $22,643,953 0.00% $0 93.24% $37,313,953
Delinquency Status                
CURRENT 39 $1,238,937 16 $632,443 0 $0 55 $1,871,380
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 $69,460 0 $0 1 $69,460
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 $69,460 - $0 1 $69,460
Loss To Date                
% to Original Pool Balance 0.92% $150,595 11.46% $2,708,828 0.00% $0 7.14% $2,859,423
Severity 49.59%   66.93%   0.00%   65.72%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- -0.07% ($4,157) 3.39% $195,916 0.00% $0 1.59% $191,759
B 0.75% $33,285 3.46% $171,260 0.00% $0 2.18% $204,545
C 1.72% $60,694 5.57% $218,552 0.00% $0 3.74% $279,246
C- 0.37% $4,320 18.47% $897,242 0.00% $0 14.97% $901,562
D 6.13% $56,453 29.76% $1,225,857 0.00% $0 25.44% $1,282,310
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 0.00% $0 5.02% $210,949 0.00% $0 2.40% $210,949
2-4 Unit 0.00% $0 13.31% $188,129 0.00% $0 10.48% $188,129
NIV 2.53% $150,595 16.89% $2,107,488 0.00% $0 12.26% $2,258,083
Non-Owner 5.05% $65,014 24.73% $348,093 0.00% $0 15.33% $413,107
90+ & REO as % Rem                
A/A- , B, C 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
C- , D, NON 0.00% 0.00% 54.00% 0.00% 0.00% 0.00% 52.70% 0.00%
2-4, LOW, NIV 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
As of: November 2002                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1995-A
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 531 $21,565,150 265 $15,533,351 0 $0 796 $37,098,501
LTV/WAC 54.50% 12.21% 64.23% 12.86% 0.00% 0.00% 58.57% 12.48%
NON/2-4 7.91% 2.99% 8.36% 7.67% 0.00% 0.00% 5.43% 4.84%
Low/NIV 31.27% 41.49% 14.42% 42.30% 0.00% 0.00% 12.26% 15.14%
A/A- 187 $8,145,050 76 $4,664,777 0 $0 263 $12,809,827
B 42 $1,803,400 61 $3,506,720 0 $0 103 $5,310,120
C 163 $6,658,500 56 $3,118,735 0 $0 219 $9,777,235
C- 52 $1,472,900 37 $2,797,721 0 $0 89 $4,270,621
D 84 $3,376,700 35 $1,445,398 0 $0 119 $4,822,098
Unknown 3 $108,600 0 $0 0 $0 3 $108,600
Remaining Pool 51 $1,293,321 16 $727,925 0 $0 67 $2,021,245
LTV/WAC 52.61% 12.27% 66.62% 12.40% 0.00% 0.00% 57.66% 12.32%
A/A- 16 $308,967 7 $406,360 0 $0 23 $715,327
B 1 $4,354 2 $30,544 0 $0 3 $34,899
C 18 $521,578 4 $101,911 0 $0 22 $623,489
C- 6 $95,869 2 $168,884 0 $0 8 $264,752
D 10 $362,553 1 $20,226 0 $0 11 $382,778
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 91.71% $19,777,050 94.79% $14,724,381 0.00% $0 93.00% $34,501,431
Delinquency Status                
CURRENT 49 $1,258,966 12 $603,969 0 $0 61 $1,862,935
30-59 2 $34,355 1 $24,235 0 $0 3 $58,590
60-89 0 $0 0 $0 0 $0 0 $0
90-119 0 $0 0 $0 0 $0 0 $0
120-179 0 $0 3 $99,721 0 $0 3 $99,721
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 3 $99,721 - $0 3 $99,721
Loss To Date                
% to Original Pool Balance 0.63% $135,387 7.30% $1,133,984 0.00% $0 3.42% $1,269,371
Severity 15.12%   50.13%   0.00%   40.20%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.32% $26,090 7.09% $330,822 0.00% $0 2.79% $356,912
B -0.87% ($15,707) 3.74% $131,169 0.00% $0 2.17% $115,462
C 0.67% $44,839 10.56% $329,205 0.00% $0 3.83% $374,044
C- 0.26% $3,808 3.23% $90,259 0.00% $0 2.20% $94,067
D 2.26% $76,358 17.47% $252,530 0.00% $0 6.82% $328,888
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 0.05% $3,667 14.84% $332,388 0.00% $0 3.74% $336,055
2-4 Unit 0.00% $0 3.20% $38,090 0.00% $0 2.07% $38,090
NIV 1.20% $107,777 4.85% $318,457 0.00% $0 2.75% $426,234
Non-Owner 2.67% $45,495 11.80% $153,288 0.00% $0 6.61% $198,783
90+ & REO as % Rem                
A/A- , B, C 0.00% 0.00% 14.80% 62.90% 0.00% 0.00% 8.40% 55.00%
C- , D, NON 0.00% 0.00% 0.00% 100.00% 0.00% 0.00% 0.00% 5.30%
2-4, LOW, NIV 0.00% 0.00% 0.00% 40.30% 0.00% 0.00% 0.00% 8.40%
As of: November 2002                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1994-D
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 745 $28,574,595 75 $4,703,203 0 $0 820 $33,277,798
LTV/WAC 55.81% 11.72% 63.20% 12.15% 0.00% 0.00% 56.86% 11.78%
NON/2-4 8.60% 3.93% 0.00% 8.19% 0.00% 0.00% 6.06% 5.40%
Low/NIV 33.62% 38.89% 13.34% 33.44% 0.00% 0.00% 13.66% 16.88%
A/A- 278 $12,205,295 19 $1,263,000 0 $0 297 $13,468,295
B 64 $2,887,100 22 $1,251,650 0 $0 86 $4,138,750
C 200 $6,929,000 15 $684,350 0 $0 215 $7,613,350
C- 49 $1,752,900 13 $933,003 0 $0 62 $2,685,903
D 154 $4,800,300 6 $571,200 0 $0 160 $5,371,500
Unknown 0 $0 0 $0 0 $0 0 $0
Remaining Pool 82 $2,751,655 7 $435,142 0 $0 89 $3,186,797
LTV/WAC 58.95% 11.33% 59.38% 11.52% 0.00% 0.00% 59.01% 11.36%
A/A- 41 $1,585,083 1 $45,187 0 $0 42 $1,630,269
B 7 $232,744 2 $71,006 0 $0 9 $303,750
C 25 $702,018 3 $165,996 0 $0 28 $868,015
C- 3 $89,427 1 $152,953 0 $0 4 $242,379
D 6 $142,383 0 $0 0 $0 6 $142,383
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 87.04% $24,869,995 89.89% $4,227,703 0.00% $0 87.44% $29,097,698
Delinquency Status                
CURRENT 77 $2,565,955 6 $412,952 0 $0 83 $2,978,907
30-59 2 $87,279 0 $0 0 $0 2 $87,279
60-89 2 $92,792 0 $0 0 $0 2 $92,792
90-119 1 $5,629 0 $0 0 $0 1 $5,629
120-179 0 $0 1 $22,190 0 $0 1 $22,190
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 $5,629 1 $22,190 - $0 2 $27,819
Loss To Date                
% to Original Pool Balance 0.78% $224,217 6.24% $293,461 0.00% $0 1.56% $517,678
Severity 20.41%   37.56%   0.00%   27.54%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.12% $14,668 14.62% $184,599 0.00% $0 1.48% $199,267
B 0.21% $5,927 0.00% $0 0.00% $0 0.14% $5,927
C 1.62% $112,040 4.71% $32,227 0.00% $0 1.89% $144,267
C- 3.15% $55,159 -1.24% ($11,543) 0.00% $0 1.62% $43,616
D 0.76% $36,423 15.44% $88,178 0.00% $0 2.32% $124,601
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 0.43% $41,406 6.28% $39,377 0.00% $0 0.79% $80,783
2-4 Unit 2.03% $22,763 0.00% $0 0.00% $0 1.51% $22,763
NIV 1.43% $158,877 8.02% $126,153 0.00% $0 2.25% $285,030
Non-Owner 1.70% $41,785 0.00% $0 0.00% $0 1.70% $41,785
90+ & REO as % Rem                
A/A- , B, C 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
C- , D, NON 0.00% 4.00% 0.00% 0.00% 0.00% 0.00% 0.00% 4.00%
2-4, LOW, NIV 0.00% 1.00% 0.00% 0.00% 0.00% 0.00% 0.00% 1.00%
As of: November 2002                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1994-C
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 713 $25,077,750 131 $7,834,805 0 $0 844 $32,912,555
LTV/WAC 54.04% 11.73% 63.97% 12.22% 0.00% 0.00% 56.41% 11.84%
NON/2-4 6.93% 4.50% 3.54% 8.53% 0.00% 0.00% 6.13% 5.46%
Low/NIV 18.02% 21.53% 0.35% 2.80% 0.00% 0.00% 13.82% 17.07%
A/A- 240 $9,276,640 36 $2,425,695 0 $0 276 $11,702,335
B 65 $2,726,585 13 $867,440 0 $0 78 $3,594,025
C 169 $5,819,950 29 $1,696,075 0 $0 198 $7,516,025
C- 28 $693,600 21 $1,504,166 0 $0 49 $2,197,766
D 207 $6,447,800 32 $1,341,429 0 $0 239 $7,789,229
Unknown 4 $113,175 0 $0 0 $0 4 $113,175
Remaining Pool 75 $2,126,019 12 $554,866 0 $0 87 $2,680,886
LTV/WAC 55.41% 11.48% 64.27% 11.75% 0.00% 0.00% 57.24% 11.54%
A/A- 31 $920,201 5 $178,061 0 $0 36 $1,098,262
B 11 $316,220 2 $124,355 0 $0 13 $440,575
C 10 $321,510 0 $0 0 $0 10 $321,510
C- 0 $0 2 $164,671 0 $0 2 $164,671
D 23 $568,088 3 $87,780 0 $0 26 $655,868
Unknown 0 $0 0 $0 0 $0 0 $0
Paid Off 88.56% $22,207,750 90.26% $7,071,555 0.00% $0 88.96% $29,279,305
Delinquency Status                
CURRENT 71 $2,020,242 12 $554,866 0 $0 83 $2,575,108
30-59 2 $81,223 0 $0 0 $0 2 $81,223
60-89 0 $0 0 $0 0 $0 0 $0
90-119 0 $0 0 $0 0 $0 0 $0
120-179 1 $16,675 0 $0 0 $0 1 $16,675
180-269 0 $0 0 $0 0 $0 0 $0
270-359 0 $0 0 $0 0 $0 0 $0
360+ 1 $7,880 0 $0 0 $0 1 $7,880
REO 0 $0 0 $0 0 $0 0 $0
90+REO 2 $24,555 - $0 - $0 2 $24,555
Loss To Date                
% to Original Pool Balance 1.25% $313,172 3.62% $283,249 0.00% $0 1.81% $596,421
Severity 35.05%   50.94%   0.00%   41.15%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 1.91% $176,728 1.51% $36,639 0.00% $0 1.82% $213,367
B 0.00% $0 0.00% $0 0.00% $0 0.00% $0
C 0.45% $25,910 6.56% $111,275 0.00% $0 1.83% $137,185
C- 0.00% $0 2.55% $38,392 0.00% $0 1.75% $38,392
D 1.71% $110,533 7.23% $96,943 0.00% $0 2.66% $207,476
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 0.61% $27,776 0.00% $0 0.00% $0 0.61% $27,776
2-4 Unit 0.00% $0 3.37% $22,516 0.00% $0 1.25% $22,516
NIV 4.35% $234,933 11.21% $24,588 0.00% $0 4.62% $259,521
Non-Owner 0.00% $0 11.39% $31,605 0.00% $0 1.57% $31,605
90+ & REO as % Rem                
A/A- , B, C 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
C- , D, NON 0.00% 4.30% 0.00% 0.00% 0.00% 0.00% 0.00% 3.70%
2-4, LOW, NIV 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
As of: November 2002                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1994-B
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 476 $17,797,985 25 $1,930,050 0 $0 501 $19,728,035
LTV/WAC 54.73% 11.02% 57.62% 10.86% 0.00% 0.00% 55.01% 11.00%
NON/2-4 7.47% 2.86% 0.00% 0.00% 0.00% 0.00% 10.22% 9.11%
Low/NIV 0.00% 0.00% 8.81% 28.81% 0.00% 0.00% 23.05% 28.48%
A/A- 142 $5,490,200 5 $361,950 0 $0 147 $5,852,150
B 102 $3,884,745 1 $112,500 0 $0 103 $3,997,245
C 85 $3,167,250 1 $105,000 0 $0 86 $3,272,250
C- 16 $502,200 3 $221,700 0 $0 19 $723,900
D 130 $4,729,590 4 $306,500 0 $0 134 $5,036,090
Unknown 1 $24,000 11 $822,400 0 $0 12 $846,400
Remaining Pool 56 $1,207,466 3 $202,431 0 $0 59 $1,409,897
LTV/WAC 52.80% 10.73% 58.29% 10.04% 0.00% 0.00% 53.59% 10.63%
A/A- 15 $333,260 0 $0 0 $0 15 $333,260
B 14 $276,332 1 $103,761 0 $0 15 $380,093
C 8 $149,871 0 $0 0 $0 8 $149,871
C- 1 $19,250 1 $49,510 0 $0 2 $68,760
D 17 $407,203 1 $49,160 0 $0 18 $456,363
Unknown 1 $21,550 0 $0 0 $0 1 $21,550
Paid Off 88.82% $15,807,290 83.00% $1,601,950 0.00% $0 88.25% $17,409,240
Delinquency Status                
CURRENT 54 $1,157,057 3 $202,431 0 $0 57 $1,359,488
30-59 1 $40,533 0 $0 0 $0 1 $40,533
60-89 0 $0 0 $0 0 $0 0 $0
90-119 1 $9,876 0 $0 0 $0 1 $9,876
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 1 $9,876 - $0 - $0 1 $9,876
Loss To Date                
% to Original Pool Balance 1.12% $200,161 0.00% $0 0.00% $0 1.01% $200,161
Severity 36.72%   0.00%   0.00%   36.72%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.00% $0 0.00% $0 0.00% $0 0.00% $0
B 1.46% $56,674 0.00% $0 0.00% $0 1.42% $56,674
C 1.02% $32,182 0.00% $0 0.00% $0 0.98% $32,182
C- 0.00% $0 0.00% $0 0.00% $0 0.00% $0
D 2.35% $111,305 0.00% $0 0.00% $0 2.21% $111,305
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 0.00% $0 0.00% $0 0.00% $0 0.00% $0
2-4 Unit 4.61% $23,477 0.00% $0 0.00% $0 4.61% $23,477
NIV 0.00% $0 0.00% $0 0.00% $0 0.00% $0
Non-Owner 3.15% $41,835 0.00% $0 0.00% $0 3.15% $41,835
90+ & REO as % Rem                
A/A- , B, C 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
C- , D, NON 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
2-4, LOW, NIV 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
As of: November 2002                
Collateral Performance by
Origination Channel/Credit Grade
Aames Mortgage Trust, Series 1994-A
Fixed Rate Loans
  Retail Correspondent Broker Total
Category # $ # $ # $ # $
Original Pool 334 $11,608,770 6 $219,100 0 $0 340 $11,827,870
LTV/WAC 50.65% 10.72% 60.44% 11.28% 0.00% 0.00% 50.83% 10.73%
NON/2-4 7.25% 4.36% 0.00% 0.00% 0.00% 0.00% 17.05% 15.19%
Low/NIV 0.48% 10.87% 0.00% 60.61% 0.00% 0.00% 38.44% 47.50%
A/A- 20 $630,000 0 $0 0 $0 20 $630,000
B 104 $3,623,440 2 $86,200 0 $0 106 $3,709,640
C 39 $1,581,150 0 $0 0 $0 39 $1,581,150
C- 20 $705,725 1 $46,600 0 $0 21 $752,325
D 76 $2,596,655 0 $0 0 $0 76 $2,596,655
Unknown 75 $2,471,800 3 $86,300 0 $0 78 $2,558,100
Remaining Pool 33 $790,649 2 $70,913 0 $0 35 $861,562
LTV/WAC 51.82% 10.68% 60.75% 10.84% 0.00% 0.00% 52.55% 10.69%
A/A- 1 $12,478 0 $0 0 $0 1 $12,478
B 14 $277,425 1 $57,581 0 $0 15 $335,006
C 3 $64,485 0 $0 0 $0 3 $64,485
C- 1 $31,417 0 $0 0 $0 1 $31,417
D 7 $185,028 0 $0 0 $0 7 $185,028
Unknown 7 $219,815 1 $13,332 0 $0 8 $233,147
Paid Off 88.96% $10,327,515 62.03% $135,900 0.00% $0 88.46% $10,463,415
Delinquency Status                
CURRENT 32 $772,146 2 $70,913 0 $0 34 $843,059
30-59 0 $0 0 $0 0 $0 0 $0
60-89 1 $18,503 0 $0 0 $0 1 $18,503
90-119 0 $0 0 $0 0 $0 0 $0
120-179 0 $0 0 $0 0 $0 0 $0
180-269 0 $0 0 $0 0 $0 0 $0
270-359 0 $0 0 $0 0 $0 0 $0
360+ 0 $0 0 $0 0 $0 0 $0
REO 0 $0 0 $0 0 $0 0 $0
90+REO - $0 - $0 - $0 - $0
Loss To Date                
% to Original Pool Balance 0.29% $33,295 0.00% $0 0.00% $0 0.28% $33,295
Severity 8.47%   0.00%   0.00%   8.47%  
Loss To Date by Grade % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
A/A- 0.00% $0 0.00% $0 0.00% $0 0.00% $0
B 0.35% $12,778 0.00% $0 0.00% $0 0.34% $12,778
C 0.26% $4,190 0.00% $0 0.00% $0 0.26% $4,190
C- -1.10% ($7,743) 0.00% $0 0.00% $0 -1.03% ($7,743)
D -0.07% ($1,704) 0.00% $0 0.00% $0 -0.07% ($1,704)
Unknown 1.04% $25,773 0.00% $0 0.00% $0 1.01% $25,773
Loss by Characteristic % Orig $ Loss % Orig $ Loss % Orig $ Loss % Orig $ Loss
Low Doc 0.00% $0 0.00% $0 0.00% $0 0.00% $0
2-4 Unit 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 -0.15% ($1,231) 0.00% $0 0.00% $0 -0.15% ($1,231)
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