<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1994-A
ARM LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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 23 $1,462,973 0 $0 0 $0 23 $1,462,973
LTV/WAC 57.92% 11.80% 0.00% 0.00% 0.00% 0.00% 57.92% 11.80%
A/A- 6 $362,124 0 $0 0 $0 6 $362,124
B 4 $199,263 0 $0 0 $0 4 $199,263
C 6 $361,963 0 $0 0 $0 6 $361,963
C- 3 $227,004 0 $0 0 $0 3 $227,004
D 3 $206,058 0 $0 0 $0 3 $206,058
Unknown 1 $106,562 0 $0 0 $0 1 $106,562
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 86.79% $10,371,600 100.00% $153,600 0.00% $0 86.96% $10,525,200
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 22 $1,344,370 0 $0 0 $0 22 $1,344,370
30-59 0 $0 0 $0 0 $0 0 $0
60-89 1 $118,602 0 $0 0 $0 1 $118,602
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 $0
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance -0.11% -$13,653 0.00% $0 0.00% $0 -0.11% -$13,653
Severity -4.30% 0.00% 0.00% -4.30%
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
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
---------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1994-B
ARM LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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 41 $2,807,923 10 $813,292 0 $0 51 $3,621,215
LTV/WAC 61.04% 11.72% 65.47% 11.98% 0.00% 0.00% 62.03% 11.78%
A/A- 18 $1,429,178 3 $221,209 0 $0 21 $1,650,387
B 7 $306,384 0 $0 0 $0 7 $306,384
C 9 $596,976 2 $175,600 0 $0 11 $772,577
C- 1 $100,589 2 $118,803 0 $0 3 $219,391
D 6 $374,796 1 $168,548 0 $0 7 $543,343
Unknown 0 $0 2 $129,133 0 $0 2 $129,133
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 72.52% $8,559,400 89.81% $8,640,370 0.00% $0 80.28% $17,199,770
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 39 $2,718,580 7 $601,870 0 $0 46 $3,320,450
30-59 1 $48,832 0 $0 0 $0 1 $48,832
60-89 0 $0 2 $145,391 0 $0 2 $145,391
90-119 0 $0 0 $0 0 $0 0 $0
120-179 0 $0 1 $66,031 0 $0 1 $66,031
180-269 0 $0 0 $0 0 $0 0 $0
270-359 1 $40,510 0 $0 0 $0 1 $40,510
360+ 0 $0 0 $0 0 $0 0 $0
REO 0 $0 0 $0 0 $0 0 $0
90+REO 1 $40,510 1 $65,031 - $0 $2 $106,541
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 0.65% $76,444 3.20% $307,603 0.00% $0 1.79% $384,047
Severity 11.34% 40.18% 0.00% 26.68%
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
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) 1.57% $30,780 0.00% $0 0.39% $16,965
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
---------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1994-C
ARM LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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 23 $1,690,554 5 $424,958 0 $0 28 $2,115,512
LTV/WAC 60.41% 12.42% 71.29% 12.17% 0.00% 0.00% 62.59% 12.37%
A/A- 11 $804,744 4 $330,609 0 $0 15 $1,135,354
B 0 $0 0 $0 0 $0 0 $0
C 6 $436,533 0 $0 0 $0 6 $436,533
C- 1 $33,030 1 $94,348 0 $0 2 $127,378
D 5 $416,247 0 $0 0 $0 5 $416,247
Unknown 0 $0 0 $0 0 $0 0 $0
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 77.06% $6,192,200 96.09% $13,656,225 0.00% $0 89.22% $19,848,425
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 22 $1,568,813 5 $424,958 0 $0 27 $1,993,771
30-59 0 $0 0 $0 0 $0 0 $0
60-89 0 $0 0 $0 0 $0 0 $0
90-119 1 $121,741 0 $0 0 $0 1 $121,741
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 $121,741 - $0 - $0 $1 $121,741
------------------------------------------------------------------------------------------------------------------------------------
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
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
------------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1994-D
ARM LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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 21 $1,349,532 22 $2,057,680 0 $0 43 $3,407,212
LTV/WAC 60.06% 12.02% 68.92% 11.82% 0.00% 0.00% 65.41% 11.90%
A/A- 5 $380,203 9 $1,013,993 0 $0 14 $1,394,196
B 1 $17,264 6 $513,847 0 $0 7 $531,112
C 7 $329,528 5 $345,287 0 $0 12 $674,815
C- 5 $339,334 2 $184,552 0 $0 7 $523,887
D 3 $283,202 0 $0 0 $0 3 $283,202
Unknown 0 $0 0 $0 0 $0 0 $0
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 81.89% $6,576,000 92.45% $26,397,565 0.00% $0 90.13% $32,973,565
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 21 $1,349,532 21 $2,013,583 0 $0 42 $3,363,115
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 1 $44,098 0 $0 1 $44,098
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 $44,098 - $0 $1 $44,098
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 0.10% $7,995 4.43% $1,265,737 0.00% $0 3.48% $1,273,732
Severity 5.38% 31.67% 0.00% 30.73%
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
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
------------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1995-A
ARM LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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 6 $252,267 55 $6,193,420 0 $0 61 $6,445,687
LTV/WAC 51.74% 12.66% 67.42% 12.81% 0.00% 0.00% 66.81% 12.80%
A/A- 0 $0 19 $2,039,814 0 $0 19 $2,039,814
B 2 $156,720 14 $1,213,543 0 $0 16 $1,370,263
C 3 $74,151 8 $924,482 0 $0 11 $998,634
C- 1 $21,396 7 $855,613 0 $0 8 $877,009
D 0 $0 6 $1,019,979 0 $0 6 $1,019,979
Unknown 0 $0 1 $139,989 0 $0 1 $139,989
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 93.89% $4,280,200 86.66% $43,075,460 0.00% $0 87.27% $47,355,660
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 4 $209,142 49 $5,485,512 0 $0 53 $5,694,654
30-59 1 $21,729 0 $0 0 $0 1 $21,729
60-89 0 $0 0 $0 0 $0 0 $0
90-119 0 $0 1 $65,179 0 $0 1 $65,179
120-179 1 $21,396 2 $228,102 0 $0 3 $249,498
180-269 0 $0 0 $0 0 $0 0 $0
270-359 0 $0 2 $223,341 0 $0 2 $223,341
360+ 0 $0 1 $191,286 0 $0 1 $191,286
REO 0 $0 0 $0 0 $0 0 $0
90+REO 1 $21,396 6 $707,908 - $0 $7 $729,304
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 0.56% $25,562 5.02% $2,494,724 0.00% $0 4.64% $2,520,286
Severity 8.23% 32.64% 0.00% 31.68%
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
A/A- 0.00% $0 2.90% $455,775 0.00% $0 2.75% $455,775
B 0.00% $0 2.02% $182,791 0.00% $0 1.93% $182,791
C 0.00% $0 6.82% $562,835 0.00% $0 5.60% $562,835
C- -10.38% ($30,702) 7.87% $765,470 0.00% $0 7.33% $734,768
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
------------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1995-B
ARM LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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 6 $325,392 76 $7,332,784 0 $0 82 $7,658,177
LTV/WAC 64.77% 11.93% 66.38% 12.63% 0.00% 0.00% 66.31% 12.60%
A/A- 3 $134,027 18 $1,859,827 0 $0 21 $1,993,855
B 1 $57,886 13 $1,156,793 0 $0 14 $1,214,679
C 1 $65,661 16 $1,554,796 0 $0 17 $1,620,458
C- 1 $67,818 18 $1,833,310 0 $0 19 $1,901,128
D 0 $0 11 $928,058 0 $0 11 $928,058
Unknown 0 $0 0 $0 0 $0 0 $0
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 89.81% $4,037,600 86.02% $47,850,945 0.00% $0 86.31% $51,888,545
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 6 $325,392 44 $3,731,327 0 $0 50 $4,056,719
30-59 0 $0 1 $485,693 0 $0 1 $485,693
60-89 0 $0 4 $584,849 0 $0 4 $584,849
90-119 0 $0 3 $335,839 0 $0 3 $335,839
120-179 0 $0 5 $349,990 0 $0 5 $349,990
180-269 0 $0 1 $84,274 0 $0 1 $84,274
270-359 0 $0 4 $302,765 0 $0 4 $302,765
360+ 0 $0 7 $601,208 0 $0 7 $601,208
REO 0 $0 7 $856,838 0 $0 7 $856,838
90+REO - $0 27 $2,530,914 - $0 $27 $2,530,914
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 0.60% $27,193 9.43% $5,248,275 0.00% $0 8.77% $5,275,468
Severity 16.53% 42.95% 0.00% 42.60%
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
A/A- 0.00% $0 1.54% $182,236 0.00% $0 1.36% $182,236
B 0.65% $7,378 2.89% $222,412 0.00% $0 2.60% $229,790
C 0.00% $0 9.50% $925,621 0.00% $0 8.64% $925,621
C- 0.00% $0 10.99% $1,508,918 0.00% $0 10.81% $1,508,918
D 3.21% $19,814 19.14% $2,409,088 0.00% $0 18.39% $2,428,902
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
------------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1995-C
ARM LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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 8 $453,301 82 $6,951,858 0 $0 90 $7,405,159
LTV/WAC 62.88% 12.43% 67.99% 13.24% 0.00% 0.00% 67.68% 13.19%
A/A- 3 $240,373 19 $1,643,902 0 $0 22 $1,884,274
B 1 $54,142 16 $1,539,511 0 $0 17 $1,593,653
C 3 $103,449 10 $819,088 0 $0 13 $922,538
C- 0 $0 20 $1,590,089 0 $0 20 $1,590,089
D 1 $55,337 17 $1,359,268 0 $0 18 $1,414,605
Unknown 0 $0 0 $0 0 $0 0 $0
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 87.54% $4,074,400 89.01% $60,774,190 0.00% $0 88.92% $64,848,590
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 7 $398,075 63 $5,562,674 0 $0 70 $5,960,749
30-59 0 $0 1 $49,887 0 $0 1 $49,887
60-89 0 $0 0 $0 0 $0 0 $0
90-119 0 $0 2 $211,120 0 $0 2 $211,120
120-179 0 $0 0 $0 0 $0 0 $0
180-269 0 $0 2 $112,460 0 $0 2 $112,460
270-359 0 $0 3 $243,332 0 $0 3 $243,332
360+ 0 $0 11 $772,385 0 $0 11 $772,385
REO 1 $55,226 0 $0 0 $0 1 $55,226
90+REO 1 $55,226 18 $1,339,297 - $0 $19 $1,394,523
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 0.46% $21,294 7.99% $5,457,840 0.00% $0 7.51% $5,479,134
Severity 13.68% 39.27% 0.00% 38.99%
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
A/A- 1.13% $17,049 3.59% $460,947 0.00% $0 3.33% $477,996
B -0.29% ($4,963) 6.51% $656,113 0.00% $0 5.53% $651,150
C 0.00% $0 4.60% $439,787 0.00% $0 4.18% $439,787
C- 0.00% $0 9.14% $1,491,273 0.00% $0 9.10% $1,491,273
D 2.27% $9,209 12.37% $2,409,720 0.00% $0 12.16% $2,418,929
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
------------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1995-C
ARM LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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 8 $453,301 82 $6,951,858 0 $0 90 $7,405,159
LTV/WAC 62.88% 12.43% 67.99% 13.24% 0.00% 0.00% 67.68% 13.19%
A/A- 3 $240,373 19 $1,643,902 0 $0 22 $1,884,274
B 1 $54,142 16 $1,539,511 0 $0 17 $1,593,653
C 3 $103,449 10 $819,088 0 $0 13 $922,538
C- 0 $0 20 $1,590,089 0 $0 20 $1,590,089
D 1 $55,337 17 $1,359,268 0 $0 18 $1,414,605
Unknown 0 $0 0 $0 0 $0 0 $0
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 87.54% $4,074,400 89.01% $60,774,190 0.00% $0 88.92% 64,848,590
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 7 $398,075 63 $5,562,674 0 $0 70 $5,960,749
30-59 0 $0 1 $49,887 0 $0 1 $49,887
60-89 0 $0 0 $0 0 $0 0 $0
90-119 0 $0 2 $211,120 0 $0 2 $211,120
120-179 0 $0 0 $0 0 $0 0 $0
180-269 0 $0 2 $112,460 0 $0 2 $112,460
270-359 0 $0 3 $243,332 0 $0 3 $243,332
360+ 0 $0 11 $772,385 0 $0 11 $772,385
REO 1 $55,226 0 $0 0 $0 1 $55,226
90+REO 1 $55,226 18 $1,339,297 - $0 $19 $1,394,523
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 0.46% $21,294 7.99% $5,457,840 0.00% $0 7.51% $5,479,134
Severity 13.68% 39.27% 0.00% 38.99%
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
A/A- 1.13% $17,049 3.59% $460,947 0.00% $0 3.33% $477,996
B -0.29% ($4,963) 6.51% $656,113 0.00% $0 5.53% $651,150
C 0.00% $0 4.60% $439,787 0.00% $0 4.18% $439,787
C- 0.00% $0 9.14% $1,491,273 0.00% $0 9.10% $1,491,273
D 2.27% $9,209 12.37% $2,409,720 0.00% $0 12.16% $2,418,929
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
------------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1995-D
ARM LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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 6 $518,679 91 $8,221,545 0 $0 97 $8,740,224
LTV/WAC 62.01% 12.30% 68.60% 13.02% 0.00% 0.00% 68.21% 12.98%
A/A- 0 $0 22 $2,160,908 0 $0 22 $2,160,908
B 3 $270,154 20 $1,962,427 0 $0 23 $2,232,581
C 1 $67,634 14 $1,248,216 0 $0 15 $1,315,850
C- 1 $88,771 15 $1,326,646 0 $0 16 $1,415,417
D 1 $92,120 20 $1,523,348 0 $0 21 $1,615,468
Unknown 0 $0 0 $0 0 $0 0 $0
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 78.78% $1,977,200 88.33% $65,411,011 0.00% $0 88.02% $67,388,211
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 5 $443,732 59 $5,156,006 0 $0 64 $5,599,738
30-59 1 $74,947 3 $472,037 0 $0 4 $546,984
60-89 0 $0 1 $72,369 0 $0 1 $72,369
90-119 0 $0 2 $133,851 0 $0 2 $133,851
120-179 0 $0 2 $188,078 0 $0 2 $188,078
180-269 0 $0 3 $102,792 0 $0 3 $102,792
270-359 0 $0 1 $99,426 0 $0 1 $99,426
360+ 0 $0 13 $1,191,459 0 $0 13 $1,191,459
REO 0 $0 7 $805,528 0 $0 7 $805,528
90+REO - $0 28 $2,521,134 - $0 $28 $2,521,134
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 3.68% $92,348 6.16% $4,560,305 0.00% $0 6.08% $4,652,653
Severity 85.91% 39.00% 0.00% 39.43%
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
A/A- 0.00% $0 3.11% $708,068 0.00% $0 3.07% $708,068
B 0.00% $0 4.11% $481,615 0.00% $0 3.72% $481,615
C 0.00% $0 5.45% $636,989 0.00% $0 5.27% $636,989
C- 19.61% $42,850 7.95% $849,323 0.00% $0 8.19% $892,173
D 18.04% $49,498 10.93% $1,884,311 0.00% $0 11.04% $1,933,809
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
------------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1996-A
ARM LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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 6 $375,636 132 $11,744,310 0 $0 138 $12,119,946
LTV/WAC 63.72% 12.36% 66.93% 13.42% 0.00% 0.00% 66.83% 13.39%
A/A- 3 $221,145 26 $2,619,376 0 $0 29 $2,840,521
B 0 $0 15 $1,396,169 0 $0 15 $1,396,169
C 2 $130,207 16 $1,192,648 0 $0 18 $1,322,855
C- 0 $0 18 $1,448,614 0 $0 18 $1,448,614
D 1 $24,284 57 $5,087,503 0 $0 58 $5,111,787
Unknown 0 $0 0 $0 0 $0 0 $0
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 84.17% $2,071,400 87.71% $86,893,502 0.00% $0 87.63% $88,964,902
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 4 $312,966 89 $7,212,948 0 $0 93 $7,525,914
30-59 0 $0 3 $148,169 0 $0 3 $148,169
60-89 0 $0 1 $43,052 0 $0 1 $43,052
90-119 0 $0 0 $0 0 $0 0 $0
120-179 1 $34,041 4 $293,695 0 $0 5 $327,736
180-269 0 $0 4 $263,126 0 $0 4 $263,126
270-359 0 $0 3 $293,098 0 $0 3 $293,098
360+ 1 $28,629 25 $3,219,257 0 $0 26 $3,247,886
REO 0 $0 3 $270,964 0 $0 3 $270,964
90+REO 2 $62,670 39 $4,340,140 - $0 $41 $4,402,810
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 1.79% $43,936 5.86% $5,804,022 0.00% $0 5.76% $5,847,958
Severity 58.04% 42.79% 0.00% 42.88%
--------------------------------------- --------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
A/A- 0.00% $0 4.78% $1,030,525 0.00% $0 4.57% $1,030,525
B 8.13% $31,611 6.42% $843,858 0.00% $0 6.47% $875,469
C 0.00% $0 2.51% $394,425 0.00% $0 2.43% $394,425
C- 0.00% $0 2.54% $372,439 0.00% $0 2.54% $372,439
D 2.03% $12,326 9.30% $3,162,776 0.00% $0 9.17% $3,175,102
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
------------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
-----------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1996-B
ARM LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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 4 $213,657 247 $18,746,210 0 $0 251 $18,959,866
LTV/WAC 59.06% 12.45% 65.39% 13.52% 0.00% 0.00% 65.32% 13.50%
A/A- 0 $0 25 $2,320,524 0 $0 25 $2,320,524
B 0 $0 19 $1,737,848 0 $0 19 $1,737,848
C 2 $102,474 36 $2,477,334 0 $0 38 $2,579,808
C- 1 $58,139 38 $2,240,919 0 $0 39 $2,299,057
D 1 $53,044 129 $9,969,585 0 $0 130 $10,022,629
Unknown 0 $0 0 $0 0 $0 0 $0
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 91.82% $3,194,100 88.70% $159,255,305 0.00% $0 88.76% $162,449,405
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 2 $102,474 144 $10,924,988 0 $0 146 $11,027,462
30-59 0 $0 6 $310,222 0 $0 6 $310,222
60-89 0 $0 2 $223,704 0 $0 2 $223,704
90-119 0 $0 4 $205,759 0 $0 4 $205,759
120-179 0 $0 9 $423,301 0 $0 9 $423,301
180-269 0 $0 11 $929,339 0 $0 11 $929,339
270-359 0 $0 9 $674,893 0 $0 9 $674,893
360+ 2 $111,183 48 $4,151,002 0 $0 50 $4,262,185
REO 0 $0 14 $903,001 0 $0 14 $903,001
90+REO 2 $111,183 95 $7,287,295 - $0 $97 $7,398,478
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 1.53% $53,281 5.03% $9,028,268 0.00% $0 4.96% $9,081,549
Severity 65.78% 42.87% 0.00% 42.95%
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
A/A- 0.00% $0 2.17% $712,718 0.00% $0 2.10% $712,718
B 0.00% $0 4.53% $1,131,219 0.00% $0 4.38% $1,131,219
C 0.00% $0 4.38% $1,436,741 0.00% $0 4.30% $1,436,741
C- 0.00% $0 4.33% $840,912 0.00% $0 4.31% $840,912
D 5.68% $53,281 7.07% $4,906,677 0.00% $0 7.05% $4,959,958
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
------------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1996-C
ARM LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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 14 $720,763 297 $25,473,152 247 $19,720,354 558 $45,914,269
LTV/WAC 62.46% 12.93% 67.88% 13.41% 70.93% 12.92% 69.11% 13.19%
A/A- 3 $216,671 60 $5,475,889 102 $9,306,931 165 $14,999,490
B 1 $115,472 40 $4,051,024 79 $6,646,741 120 $10,813,238
C 3 $111,111 36 $3,336,777 58 $3,275,278 97 $6,723,167
C- 3 $171,786 38 $2,918,623 1 $59,478 42 $3,149,887
D 4 $105,724 123 $9,690,839 7 $431,925 134 $10,228,488
Unknown 0 $0 0 $0 0 $0 0 $0
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 86.88% $5,093,600 86.11% $166,374,712 86.46% $132,072,089 86.27% $303,540,401
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 10 $556,425 196 $16,227,549 168 $13,129,471 374 $29,913,445
30-59 1 $52,280 2 $164,182 4 $161,687 7 $378,149
60-89 0 $0 4 $305,771 5 $400,845 9 $706,616
90-119 0 $0 3 $215,290 2 $204,286 5 $419,576
120-179 0 $0 6 $529,407 12 $1,174,454 18 $1,703,861
180-269 2 $89,351 13 $1,071,743 9 $623,821 24 $1,784,915
270-359 0 $0 7 $725,612 3 $169,236 10 $894,848
360+ 1 $22,708 53 $5,090,264 30 $3,231,086 84 $8,344,058
REO 0 $0 13 $1,143,334 14 $625,467 27 $1,768,801
90+REO 3 $112,059 95 $8,775,650 70 $6,028,350 $168 $14,916,059
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 2.19% $128,299 5.52% $10,668,095 3.93% $6,007,837 4.78% $16,804,231
Severity 56.10% 45.52% 44.06% 45.05%
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
A/A- 0.00% $0 2.40% $1,060,760 3.06% $2,278,326 2.79% $3,339,086
B 1.96% $36,546 2.82% $858,660 2.34% $1,073,718 2.52% $1,968,924
C 10.10% $91,754 2.98% $773,997 7.82% $2,354,050 5.65% $3,219,801
C- 0.00% $0 5.73% $1,550,871 24.36% $80,699 5.81% $1,631,570
D 0.00% $0 9.80% $6,423,806 10.57% $221,045 9.63% $6,644,851
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
------------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1996-D
ARM LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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 12 $835,000 355 $29,592,507 245 $19,543,867 612 $49,971,373
LTV/WAC 68.23% 12.62% 68.62% 13.40% 71.47% 13.00% 69.73% 13.23%
A/A- 2 $149,509 81 $7,563,514 89 $8,100,344 172 $15,813,367
B 3 $255,066 56 $5,659,245 80 $6,655,682 139 $12,569,993
C 4 $243,778 60 $4,548,969 37 $2,415,818 101 $7,208,565
C- 2 $75,678 38 $2,706,603 12 $735,549 52 $3,517,830
D 1 $110,969 120 $9,114,176 27 $1,636,474 148 $10,861,618
Unknown 0 $0 0 $0 0 $0 0 $0
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 81.03% $4,501,600 85.50% $182,224,332 85.32% $120,431,680 85.36% $307,157,612
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 8 $524,007 211 $18,214,760 144 $10,882,055 363 $29,620,822
30-59 1 $122,170 14 $1,273,910 15 $1,140,421 30 $2,536,501
60-89 0 $0 10 $738,256 8 $611,954 18 $1,350,210
90-119 1 $110,969 9 $806,014 3 $208,715 13 $1,125,698
120-179 0 $0 8 $599,035 7 $577,106 15 $1,176,141
180-269 1 $43,091 18 $1,104,206 10 $571,143 29 $1,718,440
270-359 0 $0 9 $624,531 13 $1,137,616 22 $1,762,147
360+ 1 $34,763 53 $4,524,230 33 $3,332,439 87 $7,891,432
REO 0 $0 23 $1,707,564 12 $1,082,417 35 $2,789,981
90+REO 3 $188,823 120 $9,365,580 78 $6,909,436 $201 $16,463,839
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 1.91% $105,914 4.84% $10,305,497 3.42% $4,834,358 4.24% $15,245,769
Severity 51.36% 41.90% 50.00% 44.23%
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
A/A- 0.00% $0 1.81% $1,070,107 1.97% $1,295,044 1.86% $2,365,151
B 1.58% $22,168 2.27% $1,004,910 3.23% $1,368,300 2.72% $2,395,378
C 0.00% $0 6.15% $2,020,779 7.30% $1,256,150 6.45% $3,276,929
C- 8.34% $52,566 4.58% $836,341 2.72% $137,604 4.29% $1,026,511
D 4.09% $31,181 9.17% $5,373,361 7.26% $777,260 8.82% $6,181,802
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
------------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1997-1
ARM LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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 25 $2,342,377 461 $41,591,614 330 $24,416,377 816 $68,350,368
LTV/WAC 70.31% 11.78% 71.25% 12.64% 72.23% 12.76% 71.57% 12.65%
A/A- 8 $919,810 140 $13,718,054 124 $10,124,569 272 $24,762,433
B 8 $914,878 132 $12,259,228 92 $7,610,960 232 $20,785,066
C 3 $197,773 68 $5,252,421 42 $2,765,582 113 $8,215,775
C- 0 $0 20 $2,107,615 19 $893,744 39 $3,001,359
D 6 $309,916 101 $8,254,297 53 $3,021,522 160 $11,585,736
Unknown 0 $0 0 $0 0 $0 0 $0
-----------------------------------------------------------------------------------------------------------------------------------
PAID OFF 78.05% $9,097,400 83.61% $221,911,205 81.89% $116,323,250 82.87% $347,331,855
-----------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 18 $1,924,915 313 $26,528,390 211 $15,113,408 542 $43,566,713
30-59 2 $66,983 16 $1,572,975 8 $548,551 26 $2,188,509
60-89 0 $0 6 $499,346 15 $1,334,508 21 $1,833,854
90-119 1 $151,195 5 $490,845 5 $245,697 11 $887,737
120-179 0 $0 9 $876,536 8 $461,784 17 $1,338,320
180-269 0 $0 17 $2,027,101 15 $1,340,298 32 $3,367,399
270-359 0 $0 11 $906,722 10 $559,918 21 $1,466,640
360+ 4 $199,284 64 $6,511,124 32 $3,023,510 100 $9,733,918
REO 0 $0 20 $2,178,576 26 $1,788,702 46 $3,967,278
90+REO 5 $350,479 126 $12,990,904 96 $7,419,909 $227 $20,761,292
-----------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 2.07% $240,795 3.70% $9,826,697 3.49% $4,952,593 3.58% $15,020,085
Severity 34.60% 42.99% 46.05% 43.78%
-----------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
A/A- 0.12% $6,254 2.20% $2,303,455 2.26% $1,526,868 2.16% $3,836,577
B 4.49% $174,483 3.19% $2,484,160 2.77% $1,138,903 3.09% $3,797,546
C 0.00% $0 4.12% $1,341,136 7.86% $1,244,792 5.17% $2,585,928
C- 0.00% $0 3.73% $463,032 3.44% $175,043 3.64% $638,075
D 6.26% $60,058 8.61% $3,234,914 6.90% $866,988 8.15% $4,161,960
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
-----------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1997-B
ARM LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
-----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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 27 $2,226,610 404 $34,641,780 288 $23,269,585 719 $60,137,974
LTV/WAC 77.59% 11.98% 74.10% 12.91% 75.49% 12.18% 74.77% 12.59%
A/A- 11 $1,042,984 144 $14,819,102 125 $11,535,949 280 $27,398,035
B 8 $433,903 123 $10,353,679 85 $6,891,406 216 $17,678,988
C 5 $541,710 65 $4,427,576 32 $1,953,276 102 $6,922,561
C- 2 $175,758 14 $1,127,375 15 $853,473 31 $2,156,606
D 1 $32,255 58 $3,914,049 31 $2,035,481 90 $5,981,785
Unknown 0 $0 0 $0 0 $0 0 $0
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 72.10% $6,866,300 82.47% $170,971,238 74.00% $68,946,991 79.61% $246,784,529
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 24 $1,866,842 314 $26,831,182 210 $17,060,838 548 $45,758,862
30-59 0 $0 11 $916,204 12 $1,004,795 23 $1,920,999
60-89 0 $0 5 $400,139 7 $455,298 12 $855,437
90-119 0 $0 5 $380,383 4 $365,654 9 $746,037
120-179 1 $94,937 7 $559,697 8 $836,001 16 $1,490,635
180-269 0 $0 13 $995,790 5 $404,992 18 $1,400,782
270-359 2 $264,831 8 $733,446 9 $623,774 19 $1,622,051
360+ 0 $0 23 $2,168,430 21 $1,632,398 44 $3,800,828
REO 0 $0 18 $1,656,507 12 $885,835 30 $2,542,342
90+REO 3 $359,768 74 $6,494,253 59 $4,748,654 $136 $11,602,675
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 0.97% $92,209 2.51% $5,213,369 3.27% $3,050,517 2.70% $8,356,095
Severity 48.97% 40.56% 47.16% 42.83%
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
A/A- 0.91% $47,344 1.21% $1,208,309 1.56% $700,429 1.30% $1,956,082
B 0.00% $0 3.21% $1,862,147 3.65% $983,108 3.25% $2,845,255
C 0.00% $0 3.48% $830,538 6.93% $611,957 4.28% $1,442,495
C- 0.00% $0 2.14% $129,393 1.59% $56,022 1.87% $185,415
D 11.09% $44,864 6.16% $1,182,981 7.81% $699,000 6.75% $1,926,845
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
-----------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
-----------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1997-C
ARM LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
-----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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 23 $2,039,280 271 $23,298,534 805 $66,684,550 1099 $92,022,364
LTV/WAC 75.86% 12.31% 74.12% 13.27% 75.78% 10.93% 75.36% 11.55%
A/A- 10 $807,553 108 $9,905,832 480 $43,946,786 598 $54,660,171
B 9 $1,004,928 74 $7,450,314 193 $14,251,800 276 $22,707,042
C 3 $171,430 28 $1,824,227 65 $3,608,373 96 $5,604,030
C- 1 $55,369 6 $508,960 23 $1,762,172 30 $2,326,500
D 0 $0 55 $3,609,202 44 $3,115,419 99 $6,724,621
Unknown 0 $0 0 $0 0 $0 0 $0
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 82.17% $10,197,400 77.41% $85,378,195 65.63% $133,324,112 70.25% $228,899,707
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 18 $1,384,293 185 $16,903,678 660 $54,955,182 863 $73,243,153
30-59 2 $374,749 8 $614,157 25 $2,157,638 35 $3,146,544
60-89 0 $0 6 $334,724 13 $992,252 19 $1,326,976
90-119 0 $0 4 $221,146 7 $347,043 11 $568,189
120-179 0 $0 5 $284,085 15 $1,156,349 20 $1,440,434
180-269 0 $0 6 $620,786 16 $943,217 22 $1,564,003
270-359 1 $124,638 7 $784,955 18 $1,980,932 26 $2,890,525
360+ 1 $71,033 26 $1,827,784 27 $2,645,083 54 $4,543,900
REO 1 $84,567 24 $1,707,220 24 $1,506,854 49 $3,298,641
90+REO 3 $280,238 72 $5,445,976 107 $8,579,478 $182 $14,305,692
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 0.38% $46,755 4.92% $5,431,612 3.28% $6,658,382 3.72% $12,136,749
Severity 16.67% 47.58% 46.85% 46.85%
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
A/A- -0.09% ($5,745) 3.77% $2,025,216 2.09% $2,671,291 2.49% $4,690,762
B 0.68% $28,215 5.02% $1,503,168 4.43% $1,965,562 4.46% $3,496,945
C 0.00% $0 8.19% $776,118 5.90% $850,579 6.57% $1,626,697
C- 0.00% $0 2.87% $79,305 3.52% $196,837 3.14% $276,142
D 6.56% $24,285 7.27% $1,047,805 8.97% $974,114 7.98% $2,046,204
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
------------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
-----------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1997-D
ARM LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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 59 $5,230,502 273 $25,355,830 1148 $95,505,261 1480 $126,091,594
LTV/WAC 76.84% 11.65% 78.97% 13.04% 76.45% 10.41% 76.97% 10.99%
A/A- 33 $3,195,626 127 $12,839,191 693 $64,274,526 853 $80,309,343
B 17 $1,323,972 84 $7,434,768 289 $20,952,430 390 $29,711,170
C 4 $233,276 27 $2,468,488 78 $5,105,829 109 $7,807,593
C- 5 $477,628 2 $262,291 22 $1,199,652 29 $1,939,572
D 0 $0 33 $2,351,092 66 $3,972,824 99 $6,323,916
Unknown 0 $0 0 $0 0 $0 0 $0
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 71.92% $14,110,200 77.27% $92,225,336 58.56% $142,698,135 65.08% $249,033,671
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 37 $3,275,336 201 $19,174,929 936 $77,771,741 1174 $100,222,006
30-59 3 $285,408 7 $452,611 28 $2,162,643 38 $2,900,662
60-89 0 $0 3 $280,767 14 $1,341,764 17 $1,622,531
90-119 2 $164,679 0 $0 8 $590,279 10 $754,958
120-179 0 $0 7 $439,759 29 $2,446,316 36 $2,886,075
180-269 3 $204,292 3 $245,976 31 $2,653,602 37 $3,103,870
270-359 2 $197,357 6 $730,664 10 $682,774 18 $1,610,795
360+ 6 $610,971 22 $2,425,608 50 $4,611,118 78 $7,647,697
REO 6 $492,460 24 $1,605,517 42 $3,245,025 72 $5,343,002
90+REO 19 $1,669,759 62 $5,447,524 170 $14,229,114 $251 $21,346,397
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 2.18% $427,841 3.79% $4,527,882 2.68% $6,536,646 3.00% $11,492,369
Severity 52.02% 44.07% 43.22% 43.83%
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
A/A- 1.43% $183,318 2.83% $2,090,967 1.74% $2,675,898 2.06% $4,950,183
B 3.62% $145,613 4.60% $1,113,203 2.99% $1,718,332 3.48% $2,977,148
C 0.00% $0 3.19% $249,969 5.74% $948,021 4.74% $1,197,990
C- 5.01% $54,631 5.19% $89,796 6.15% $257,151 5.74% $401,578
D 6.43% $44,278 8.50% $983,948 7.76% $937,243 8.07% $1,965,469
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
------------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1998-A
ARM LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
-----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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 27 $2,558,926 168 $15,367,905 429 $34,358,991 624 $52,285,822
LTV/WAC 77.98% 12.17% 77.66% 13.13% 77.09% 11.88% 77.30% 12.26%
A/A- 17 $1,593,191 69 $6,925,329 217 $20,367,083 303 $28,885,603
B 7 $681,924 49 $4,731,728 129 $8,984,381 185 $14,398,033
C 0 $0 12 $1,093,017 41 $2,290,756 53 $3,383,774
C- 1 $176,683 1 $90,551 12 $875,441 14 $1,142,675
D 2 $107,128 37 $2,527,280 30 $1,841,329 69 $4,475,737
Unknown 0 $0 0 $0 0 $0 0 $0
-----------------------------------------------------------------------------------------------------------------------------------
PAID OFF 73.47% $7,945,900 68.91% $36,603,574 58.14% $50,318,338 63.04% $94,867,812
-----------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 17 $1,512,391 102 $9,972,915 332 $27,025,112 451 $38,510,418
30-59 1 $81,166 2 $332,157 19 $1,736,247 22 $2,149,570
60-89 1 $176,683 4 $450,470 7 $488,414 12 $1,115,567
90-119 2 $79,807 6 $370,168 6 $503,981 14 $953,956
120-179 1 $55,171 6 $917,335 10 $658,519 17 $1,631,025
180-269 3 $491,704 3 $314,243 15 $1,174,765 21 $1,980,712
270-359 0 $0 5 $401,340 5 $279,964 10 $681,304
360+ 1 $122,273 20 $1,572,096 24 $1,887,590 45 $3,581,959
REO 1 $39,730 20 $1,037,181 11 $604,399 32 $1,681,310
90+REO 8 $788,685 60 $4,612,363 71 $5,109,218 $139 $10,510,266
-----------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 0.68% $73,040 7.04% $3,739,182 2.45% $2,117,755 3.94% $5,929,977
Severity 23.38% 58.86% 41.29% 50.28%
-----------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
A/A- 0.94% $65,036 7.64% $2,239,816 1.96% $995,673 3.80% $3,300,525
B 0.26% $8,004 4.21% $583,164 2.43% $549,601 2.89% $1,140,769
C 0.00% $0 11.73% $419,760 4.40% $267,476 7.08% $687,236
C- 0.00% $0 18.91% $119,049 1.37% $27,313 4.60% $146,362
D 0.00% $0 6.58% $377,394 5.39% $277,691 5.87% $655,085
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
-----------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
-----------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1998-B
ARM LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
-----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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 87 $7,586,896 412 $44,742,311 1104 $88,835,619 1603 $141,164,826
LTV/WAC 77.94% 12.23% 80.44% 12.55% 77.93% 11.80% 78.73% 12.06%
A/A- 42 $3,969,485 242 $28,832,352 535 $49,702,977 819 $82,504,813
B 27 $2,466,418 91 $9,373,395 371 $27,970,507 489 $39,810,319
C 9 $592,650 30 $2,315,010 102 $5,511,746 141 $8,419,406
C- 4 $279,730 4 $360,314 25 $1,436,143 33 $2,076,186
D 5 $278,614 45 $3,861,241 71 $4,214,247 121 $8,354,102
Unknown 0 $0 0 $0 0 $0 0 $0
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 62.37% $12,911,600 62.73% $80,415,848 57.56% $129,842,760 59.60% $223,170,208
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 70 $6,229,188 287 $32,199,229 857 $69,440,830 1214 $107,869,247
30-59 3 $202,587 18 $1,543,880 31 $2,928,348 52 $4,674,815
60-89 1 $29,894 10 $968,271 17 $1,150,499 28 $2,148,664
90-119 3 $250,312 6 $630,919 19 $1,787,533 28 $2,668,764
120-179 3 $147,549 21 $2,279,835 27 $2,164,094 51 $4,591,478
180-269 1 $122,173 13 $1,155,822 32 $1,979,942 46 $3,257,937
270-359 1 $91,997 4 $390,104 20 $1,778,218 25 $2,260,319
360+ 2 $186,496 29 $3,364,607 47 $4,069,597 78 $7,620,700
REO 3 $326,701 24 $2,209,645 54 $3,536,557 81 $6,072,903
90+REO 13 $1,125,228 97 $10,030,932 199 $15,315,941 $309 $26,472,101
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 1.13% $234,868 3.85% $4,937,427 2.82% $6,363,524 3.08% $11,535,819
Severity 37.80% 45.51% 44.19% 44.59%
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
A/A- 0.65% $72,583 3.17% $2,657,816 1.93% $2,526,064 2.33% $5,256,463
B 1.05% $64,244 3.54% $889,018 3.10% $1,970,549 3.08% $2,923,811
C 2.13% $43,141 5.71% $408,276 7.31% $1,025,814 6.36% $1,477,231
C- 0.00% $0 0.00% $0 1.30% $56,458 0.94% $56,458
D 6.89% $54,899 8.87% $982,317 6.13% $784,638 7.38% $1,821,854
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
-----------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
-----------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1998-C
ARM LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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 80 $8,683,577 283 $32,136,706 852 $71,243,038 1215 $112,063,321
LTV/WAC 79.14% 11.17% 81.77% 11.93% 78.96% 11.79% 79.78% 11.78%
A/A- 45 $5,840,084 184 $22,799,662 463 $44,822,852 692 $73,462,598
B 26 $2,242,158 63 $6,110,008 262 $18,795,423 351 $27,147,590
C 5 $320,630 10 $788,738 54 $3,502,920 69 $4,612,288
C- 1 $36,608 1 $52,085 16 $1,136,406 18 $1,225,098
D 3 $244,097 25 $2,386,213 57 $2,985,437 85 $5,615,747
Unknown 0 $0 0 $0 0 $0 0 $0
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 55.58% $11,744,700 54.37% $41,644,917 50.70% $82,076,253 52.18% $135,465,870
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 59 $6,108,583 221 $25,373,943 678 $56,795,661 958 $88,278,187
30-59 4 $334,087 12 $1,382,526 34 $2,794,943 50 $4,511,556
60-89 1 $44,907 10 $1,307,536 15 $2,045,339 26 $3,397,782
90-119 3 $225,063 7 $646,239 15 $1,390,740 25 $2,262,042
120-179 2 $153,457 9 $639,493 15 $1,337,522 26 $2,130,472
180-269 1 $78,048 4 $742,127 18 $1,441,160 23 $2,261,335
270-359 3 $386,357 6 $623,791 14 $990,086 23 $2,000,234
360+ 3 $744,924 6 $832,751 40 $3,075,646 49 $4,653,321
REO 4 $608,149 8 $588,302 23 $1,371,942 35 $2,568,393
90+REO 16 $2,195,998 40 $4,072,703 125 $9,607,096 $181 $15,875,797
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 1.37% $288,884 1.47% $1,126,407 1.61% $2,613,438 1.55% $4,028,729
Severity 35.98% 34.50% 35.41% 35.19%
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
A/A- 1.09% $160,883 0.68% $331,086 1.11% $1,120,765 0.98% $1,612,734
B 1.63% $80,301 2.65% $436,646 1.72% $753,912 1.95% $1,270,859
C 5.21% $47,700 2.48% $99,407 3.65% $297,665 3.40% $444,772
C- 0.00% $0 0.00% $0 4.25% $105,699 3.51% $105,699
D 0.00% $0 3.89% $259,268 5.21% $335,398 4.40% $594,666
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
------------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1999-1
ARM LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
-----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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 63 $6,848,434 45 $3,933,301 1556 $137,104,163 1664 $147,885,898
LTV/WAC 78.43% 10.71% 76.83% 11.97% 77.01% 10.36% 77.07% 10.42%
A/A- 34 $4,386,828 17 $1,557,680 705 $74,032,389 756 $79,976,898
B 16 $1,405,601 9 $1,139,169 438 $36,341,182 463 $38,885,952
C 6 $534,575 3 $133,228 148 $9,761,786 157 $10,429,590
C- 0 $0 1 $59,722 47 $2,430,748 48 $2,490,470
D 7 $521,429 15 $1,043,502 218 $14,538,058 240 $16,102,989
Unknown 0 $0 0 $0 0 $0 0 $0
-----------------------------------------------------------------------------------------------------------------------------------
PAID OFF 33.26% $3,586,500 32.62% $1,947,450 22.98% $42,544,549 23.81% $48,078,499
-----------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 52 $5,996,887 41 $3,785,911 1276 $115,680,975 1369 $125,463,773
30-59 3 $236,570 2 $105,214 47 $3,886,399 52 $4,228,183
60-89 1 $38,398 0 $0 36 $2,671,758 37 $2,710,156
90-119 0 $0 0 $0 18 $1,721,147 18 $1,721,147
120-179 0 $0 0 $0 40 $3,090,747 40 $3,090,747
180-269 6 $524,659 0 $0 46 $3,053,270 52 $3,577,929
270-359 1 $51,919 0 $0 29 $2,099,343 30 $2,151,262
360+ 0 $0 0 $0 31 $1,988,940 31 $1,988,940
REO 0 $0 2 $42,176 33 $2,911,585 35 $2,953,761
90+REO 7 $576,578 2 $42,176 197 $14,865,032 $206 $15,483,786
-----------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 0.24% $25,375 0.26% $15,411 0.88% $1,631,396 0.83% $1,672,182
Severity 110.33% 27.25% 35.52% 35.79%
-----------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
A/A- 0.00% $0 0.00% $0 0.38% $366,246 0.35% $366,246
B 0.00% $0 0.00% $0 0.69% $332,484 0.64% $332,484
C 4.23% $25,375 0.00% $0 2.23% $327,357 2.26% $352,732
C- 0.00% $0 0.00% $0 1.48% $67,865 1.43% $67,865
D 0.00% $0 0.93% $15,411 2.42% $537,444 2.22% $552,855
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
-----------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
-----------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1999-2
ARM LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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 38 $3,441,581 87 $9,544,621 1534 $133,416,710 1659 $146,402,912
LTV/WAC 71.95% 10.50% 81.17% 9.88% 79.46% 10.38% 79.40% 10.35%
A/A- 17 $1,762,586 47 $5,710,143 762 $78,238,229 826 $85,710,959
B 8 $798,959 25 $2,659,416 450 $34,590,656 483 $38,049,031
C 2 $112,237 11 $868,695 131 $9,649,842 144 $10,630,774
C- 5 $310,168 3 $220,932 36 $2,489,093 44 $3,020,193
D 6 $457,631 1 $85,435 154 $8,329,975 161 $8,873,041
Unknown 0 $0 0 $0 0 $0 0 $0
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 30.14% $1,517,700 17.39% $2,131,690 10.12% $15,375,723 11.24% $19,025,113
------------------------------------------------------------------------------------------------------------------------------------
Status
CURRENT 34 $3,144,873 77 $8,473,740 1287 $113,958,215 1398 $125,576,828
30-59 0 $0 4 $508,433 51 $3,495,600 55 $4,004,033
60-89 1 $57,392 1 $173,673 27 $2,381,884 29 $2,612,949
90-119 0 $0 2 $223,314 18 $1,416,999 20 $1,640,313
120-179 1 $71,368 0 $0 32 $2,314,499 33 $2,385,867
180-269 1 $114,665 1 $64,055 53 $4,284,803 55 $4,463,523
270-359 1 $53,283 0 $0 34 $2,913,088 35 $2,966,371
360+ 0 $0 0 $0 11 $1,101,578 11 $1,101,578
REO 0 $0 2 $101,407 21 $1,550,044 23 $1,651,451
90+REO 3 $239,316 5 $388,776 169 $13,581,011 $177 $14,209,103
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original 0.00% $0 0.50% $61,720 0.57% $863,271 0.55% $924,991
Severity 0.00% 26.38% 37.75% 36.70%
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
A/A- 0.00% $0 0.00% $0 0.30% $261,092 0.27% $261,092
B 0.00% $0 0.00% $0 0.60% $238,201 0.54% $238,201
C 0.00% $0 0.00% $0 1.43% $163,413 1.27% $163,413
C- 0.00% $0 0.00% $0 0.48% $14,845 0.41% $14,845
D 0.00% $0 13.67% $61,720 1.70% $185,719 2.07% $247,439
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
------------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1994-A
FIXED RATE LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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% 7.12% 4.28%
Low/NIV 0.48% 10.87% 0.00% 60.61% 0.00% 0.00% 0.47% 11.79%
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 58 $1,619,529 3 $110,088 0 $0 61 $1,729,617
LTV/WAC 52.11% 10.67% 59.92% 11.20% 0.00% 0.00% 52.60% 10.70%
A/A- 3 $60,701 0 $0 0 $0 3 $60,701
B 24 $568,372 1 $58,947 0 $0 25 $627,319
C 8 $263,894 0 $0 0 $0 8 $263,894
C- 1 $39,055 1 $35,010 0 $0 2 $74,065
D 12 $348,364 0 $0 0 $0 12 $348,364
Unknown 10 $339,144 1 $16,131 0 $0 11 $355,274
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 80.57% $9,353,365 40.76% $89,300 0.00% $0 79.83% $9,442,665
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 57 $1,607,865 3 $110,088 0 $0 60 $1,717,953
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 $11,664 0 $0 0 $0 1 $11,664
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 $11,664 - $0 - $0 $1 $11,664
------------------------------------------------------------------------------------------------------------------------------------
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
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
------------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1994-B
FIXED RATE LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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% 6.74% 2.58%
Low/NIV 0.00% 0.00% 8.81% 28.81% 0.00% 0.00% 0.86% 2.82%
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 89 $2,376,875 7 $458,248 0 $0 96 $2,835,124
LTV/WAC 55.49% 10.85% 60.11% 10.38% 0.00% 0.00% 56.24% 10.77%
A/A- 27 $722,318 2 $112,815 0 $0 29 $835,133
B 18 $421,186 1 $106,523 0 $0 19 $527,709
C 18 $454,155 0 $0 0 $0 18 $454,155
C- 1 $23,214 1 $50,677 0 $0 2 $73,890
D 24 $733,747 2 $98,753 0 $0 26 $832,500
Unknown 1 $22,256 1 $89,481 0 $0 2 $111,736
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 81.77% $14,553,040 74.15% $1,431,200 0.00% $0 81.02% $15,984,240
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 86 $2,295,709 7 $458,248 0 $0 93 $2,753,957
30-59 1 $12,037 0 $0 0 $0 1 $12,037
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 $7,278 0 $0 0 $0 1 $7,278
360+ 1 $61,851 0 $0 0 $0 1 $61,851
REO 0 $0 0 $0 0 $0 0 $0
90+REO 2 $69,129 - $0 - $0 $2 $69,129
------------------------------------------------------------------------------------------------------------------------------------
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
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
------------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1994-C
FIXED RATE LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
-----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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 113 $3,694,927 18 $1,179,511 0 $0 131 $4,874,439
LTV/WAC 54.30% 11.42% 66.16% 11.56% 0.00% 0.00% 57.17% 11.45%
A/A- 47 $1,573,316 7 $433,911 0 $0 54 $2,007,226
B 15 $508,058 4 $377,841 0 $0 19 $885,899
C 21 $629,594 0 $0 0 $0 21 $629,594
C- 3 $61,481 4 $275,726 0 $0 7 $337,206
D 27 $922,479 3 $92,034 0 $0 30 $1,014,513
Unknown 0 $0 0 $0 0 $0 0 $0
-----------------------------------------------------------------------------------------------------------------------------------
PAID OFF 82.39% $20,661,250 82.38% $6,454,430 0.00% $0 82.39% $27,115,680
-----------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 107 $3,529,889 16 $1,101,985 0 $0 123 $4,631,874
30-59 2 $32,122 1 $18,581 0 $0 3 $50,703
60-89 0 $0 0 $0 0 $0 0 $0
90-119 1 $19,950 0 $0 0 $0 1 $19,950
120-179 1 $83,020 0 $0 0 $0 1 $83,020
180-269 1 $9,887 0 $0 0 $0 1 $9,887
270-359 0 $0 1 $58,946 0 $0 1 $58,946
360+ 1 $20,059 0 $0 0 $0 1 $20,059
REO 0 $0 0 $0 0 $0 0 $0
90+REO 4 $132,916 1 $58,946 - $0 $5 $191,862
-----------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 1.25% $313,172 3.45% $270,155 0.00% $0 1.77% $583,327
Severity 35.05% 54.48% 0.00% 41.98%
-----------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
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 1.68% $25,297 0.00% $0 1.15% $25,297
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
-----------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
-----------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1994-D
FIXED RATE LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
-----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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% 7.39% 4.53%
Low/NIV 33.62% 38.89% 13.34% 33.44% 0.00% 0.00% 30.76% 38.12%
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 118 $4,454,326 15 $849,431 0 $0 133 $5,303,757
LTV/WAC 59.41% 11.32% 61.67% 11.71% 0.00% 0.00% 59.77% 11.38%
A/A- 56 $2,449,795 4 $187,676 0 $0 60 $2,637,471
B 12 $490,392 3 $113,971 0 $0 15 $604,363
C 35 $1,104,931 6 $290,839 0 $0 41 $1,395,771
C- 4 $113,896 2 $256,945 0 $0 6 $370,841
D 11 $295,312 0 $0 0 $0 11 $295,312
Unknown 0 $0 0 $0 0 $0 0 $0
-----------------------------------------------------------------------------------------------------------------------------------
PAID OFF 81.42% $23,265,395 80.63% $3,792,055 0.00% $0 81.31% $27,057,450
-----------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 111 $4,133,056 15 $849,431 0 $0 126 $4,982,487
30-59 3 $110,898 0 $0 0 $0 3 $110,898
60-89 2 $25,175 0 $0 0 $0 2 $25,175
90-119 0 $0 0 $0 0 $0 0 $0
120-179 0 $0 0 $0 0 $0 0 $0
180-269 1 $121,398 0 $0 0 $0 1 $121,398
270-359 0 $0 0 $0 0 $0 0 $0
360+ 1 $63,799 0 $0 0 $0 1 $63,799
REO 0 $0 0 $0 0 $0 0 $0
90+REO 2 $185,197 - $0 - $0 $2 $185,197
-----------------------------------------------------------------------------------------------------------------------------------
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
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
-----------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
-----------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1995-A
FIXED RATE LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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% 8.10% 4.95%
Low/NIV 31.27% 41.49% 14.42% 42.30% 0.00% 0.00% 24.21% 41.83%
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 94 $3,011,599 30 $1,497,103 0 $0 124 $4,508,701
LTV/WAC 53.52% 11.94% 65.30% 12.77% 0.00% 0.00% 57.44% 12.22%
A/A- 37 $1,181,372 11 $594,417 0 $0 48 $1,775,790
B 5 $248,868 4 $110,800 0 $0 9 $359,668
C 27 $848,922 8 $370,391 0 $0 35 $1,219,313
C- 10 $217,102 4 $345,142 0 $0 14 $562,244
D 15 $515,334 3 $76,353 0 $0 18 $591,687
Unknown 0 $0 0 $0 0 $0 0 $0
-----------------------------------------------------------------------------------------------------------------------------------
PAID OFF 82.73% $17,841,050 89.60% $13,918,631 0.00% $0 85.61% $31,759,681
-----------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 85 $2,575,803 23 $1,118,459 0 $0 108 $3,694,262
30-59 6 $263,284 1 $85,403 0 $0 7 $348,687
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 $84,633 0 $0 2 $84,633
180-269 1 $17,426 0 $0 0 $0 1 $17,426
270-359 0 $0 1 $135,526 0 $0 1 $135,526
360+ 1 $68,010 3 $73,081 0 $0 4 $141,091
REO 1 $87,077 0 $0 0 $0 1 $87,077
90+REO 3 $172,513 6 $293,240 - $0 $9 $465,753
-----------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 0.57% $122,567 7.18% $1,115,837 0.00% $0 3.34% $1,238,404
Severity 16.61% 53.35% 0.00% 43.77%
-----------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
A/A- 0.32% $26,090 7.09% $330,822 0.00% $0 2.79% $356,912
B 0.00% $0 3.74% $131,169 0.00% $0 2.47% $131,169
C 0.24% $16,312 10.60% $330,567 0.00% $0 3.55% $346,879
C- 0.26% $3,808 3.23% $90,259 0.00% $0 2.20% $94,067
D 2.26% $76,358 16.12% $233,020 0.00% $0 6.42% $309,378
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
------------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1995-B
FIXED RATE LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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% 6.73% 4.48%
Low/NIV 28.10% 36.30% 17.77% 52.79% 0.00% 0.00% 22.01% 46.04%
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 74 $2,756,188 42 $2,338,374 0 $0 116 $5,094,562
LTV/WAC 58.98% 11.95% 63.65% 13.43% 0.00% 0.00% 61.12% 12.63%
A/A- 30 $1,182,105 6 $448,588 0 $0 36 $1,630,693
B 17 $864,577 14 $593,926 0 $0 31 $1,458,503
C 21 $550,843 10 $502,244 0 $0 31 $1,053,087
C- 3 $70,101 8 $561,010 0 $0 11 $631,111
D 3 $88,562 4 $232,606 0 $0 7 $321,168
Unknown 0 $0 0 $0 0 $0 0 $0
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 79.94% $13,103,200 88.81% $20,985,493 0.00% $0 85.18% $34,088,693
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 72 $2,611,417 36 $1,839,557 0 $0 108 $4,450,974
30-59 2 $144,771 0 $0 0 $0 2 $144,771
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 $94,886 0 $0 2 $94,886
180-269 0 $0 0 $0 0 $0 0 $0
270-359 0 $0 0 $0 0 $0 0 $0
360+ 0 $0 3 $179,631 0 $0 3 $179,631
REO 0 $0 1 $224,300 0 $0 1 $224,300
90+REO - $0 6 $498,817 - $0 $6 $498,817
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 0.92% $150,595 9.75% $2,303,758 0.00% $0 6.13% $2,454,353
Severity 46.68% 59.02% 0.00% 58.08%
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
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 10.13% $492,172 0.00% $0 8.24% $496,492
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
------------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1995-C
FIXED RATE LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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% 6.07% 3.49%
Low/NIV 32.58% 23.17% 15.39% 47.25% 0.00% 0.00% 25.36% 33.29%
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 120 $4,127,488 42 $3,131,424 0 $0 162 $7,258,913
LTV/WAC 56.83% 11.30% 67.76% 12.57% 0.00% 0.00% 61.54% 11.85%
A/A- 55 $2,029,153 15 $1,262,626 0 $0 70 $3,291,779
B 36 $1,284,085 9 $631,282 0 $0 45 $1,915,367
C 22 $609,722 6 $193,682 0 $0 28 $803,404
C- 4 $111,089 6 $389,580 0 $0 10 $500,668
D 3 $93,440 6 $654,254 0 $0 9 $747,694
Unknown 0 $0 0 $0 0 $0 0 $0
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 82.50% $23,577,400 83.94% $17,381,249 0.00% $0 83.10% $40,958,649
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 115 $3,858,765 33 $2,331,237 0 $0 148 $6,190,002
30-59 4 $220,785 2 $77,150 0 $0 6 $297,935
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 $47,939 2 $81,608 0 $0 3 $129,547
360+ 0 $0 2 $169,143 0 $0 2 $169,143
REO 0 $0 3 $472,288 0 $0 3 $472,288
90+REO 1 $47,939 7 $723,039 - $0 $8 $770,978
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 0.49% $140,745 9.77% $2,023,880 0.00% $0 4.39% $2,164,625
Severity 19.36% 49.06% 0.00% 44.61%
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
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 1.11% $55,784 10.90% $364,099 0.00% $0 5.01% $419,883
C- 0.70% $13,297 6.55% $297,427 0.00% $0 4.82% $310,724
D 0.00% $37 22.46% $963,873 0.00% $0 18.36% $963,910
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
------------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1995-D
FIXED RATE LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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% 5.18% 2.46%
Low/NIV 29.92% 15.65% 10.70% 50.73% 0.00% 0.00% 23.16% 27.99%
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 275 $11,115,048 95 $5,795,988 0 $0 370 $16,911,036
LTV/WAC 61.23% 10.28% 66.76% 12.22% 0.00% 0.00% 63.13% 10.95%
A/A- 116 $5,188,107 32 $2,251,663 0 $0 148 $7,439,769
B 60 $2,816,839 18 $1,146,360 0 $0 78 $3,963,199
C 74 $2,206,279 18 $969,072 0 $0 92 $3,175,351
C- 20 $789,636 13 $623,212 0 $0 33 $1,412,848
D 5 $114,188 14 $805,682 0 $0 19 $919,870
Unknown 0 $0 0 $0 0 $0 0 $0
-----------------------------------------------------------------------------------------------------------------------------------
PAID OFF 77.21% $45,099,300 80.45% $25,484,155 0.00% $0 78.35% $70,583,455
-----------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 264 $10,643,407 79 $5,053,693 0 $0 343 $15,697,100
30-59 2 $41,808 4 $231,018 0 $0 6 $272,826
60-89 2 $112,000 2 $85,871 0 $0 4 $197,871
90-119 1 $87,976 0 $0 0 $0 1 $87,976
120-179 3 $137,498 2 $119,770 0 $0 5 $257,268
180-269 1 $25,333 0 $0 0 $0 1 $25,333
270-359 1 $37,671 0 $0 0 $0 1 $37,671
360+ 0 $0 8 $305,635 0 $0 8 $305,635
REO 1 $29,355 0 $0 0 $0 1 $29,355
90+REO 7 $317,833 10 $425,405 - $0 $17 $743,238
-----------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 0.41% $238,988 7.99% $2,532,275 0.00% $0 3.08% $2,771,263
Severity 20.05% 48.91% 0.00% 43.51%
-----------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
A/A- 0.07% $16,657 3.11% $275,304 0.00% $0 0.86% $291,961
B 0.72% $104,666 7.32% $372,821 0.00% $0 2.43% $477,487
C 0.06% $7,364 6.56% $407,488 0.00% $0 2.18% $414,852
C- 1.63% $69,313 11.44% $672,804 0.00% $0 7.32% $742,117
D 2.50% $40,988 14.23% $803,857 0.00% $0 11.59% $844,845
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
-----------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1996-A
FIXED RATE LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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% 4.24% 4.07%
Low/NIV 38.95% 9.62% 7.82% 48.94% 0.00% 0.00% 21.09% 32.18%
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 244 $11,423,061 163 $11,282,002 0 $0 407 $22,705,063
LTV/WAC 65.81% 10.47% 66.27% 11.97% 0.00% 0.00% 66.04% 11.22%
A/A- 97 $5,247,062 50 $4,056,944 0 $0 147 $9,304,006
B 62 $3,039,812 19 $1,693,439 0 $0 81 $4,733,252
C 63 $2,579,402 20 $914,459 0 $0 83 $3,493,862
C- 14 $373,279 22 $1,287,421 0 $0 36 $1,660,701
D 8 $183,505 52 $3,329,738 0 $0 60 $3,513,243
Unknown 0 $0 0 $0 0 $0 0 $0
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 69.20% $29,541,600 79.22% $45,514,966 0.00% $0 74.95% $75,056,566
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 237 $11,149,291 130 $9,230,501 0 $0 367 $20,379,792
30-59 2 $82,655 4 $250,482 0 $0 6 $333,137
60-89 0 $0 0 $0 0 $0 0 $0
90-119 1 $16,849 0 $0 0 $0 1 $16,849
120-179 0 $0 4 $256,854 0 $0 4 $256,854
180-269 2 $67,513 5 $318,541 0 $0 7 $386,054
270-359 0 $0 2 $113,237 0 $0 2 $113,237
360+ 1 $10,205 13 $936,963 0 $0 14 $947,168
REO 1 $96,548 5 $175,424 0 $0 6 $271,972
90+REO 5 $191,115 29 $1,801,019 - $0 $34 $1,992,134
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 1.28% $546,365 6.79% $3,898,669 0.00% $0 4.44% $4,445,034
Severity 38.79% 49.13% 0.00% 47.58%
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
A/A- 1.12% $191,467 4.22% $586,714 0.00% $0 2.51% $778,181
B 0.52% $61,418 4.06% $288,093 0.00% $0 1.84% $349,511
C 1.80% $147,172 4.39% $283,490 0.00% $0 2.94% $430,662
C- 2.89% $118,547 12.22% $944,606 0.00% $0 8.99% $1,063,153
D 1.98% $27,761 8.06% $1,795,767 0.00% $0 7.70% $1,823,528
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
------------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1996-B
FIXED RATE LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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% 5.48% 5.60%
Low/NIV 34.30% 10.45% 6.22% 52.78% 0.00% 0.00% 20.85% 30.72%
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 339 $15,841,934 198 $14,054,427 0 $0 537 $29,896,361
LTV/WAC 63.73% 10.57% 66.87% 12.15% 0.00% 0.00% 65.21% 11.32%
A/A- 146 $8,377,658 62 $5,362,576 0 $0 208 $13,740,235
B 66 $3,679,308 26 $1,773,099 0 $0 92 $5,452,408
C 57 $1,801,902 31 $2,228,238 0 $0 88 $4,030,140
C- 33 $1,252,953 15 $864,476 0 $0 48 $2,117,430
D 19 $447,830 64 $3,826,037 0 $0 83 $4,273,867
Unknown 18 $282,281 0 $0 0 $0 18 $282,281
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 70.84% $44,249,815 74.45% $42,745,215 0.00% $0 72.57% $86,995,030
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 308 $14,726,604 135 $9,611,328 0 $0 443 $24,337,932
30-59 11 $208,005 8 $529,044 0 $0 19 $737,049
60-89 1 $41,703 7 $482,172 0 $0 8 $523,875
90-119 2 $67,913 1 $50,961 0 $0 3 $118,874
120-179 2 $46,269 5 $247,097 0 $0 7 $293,366
180-269 3 $123,092 1 $79,127 0 $0 4 $202,219
270-359 5 $351,329 5 $424,353 0 $0 10 $775,682
360+ 6 $223,107 27 $2,070,348 0 $0 33 $2,293,455
REO 1 $53,912 9 $559,997 0 $0 10 $613,909
90+REO 19 $865,622 48 $3,431,883 - $0 $67 $4,297,505
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 0.84% $522,697 8.71% $5,000,934 0.00% $0 4.61% $5,523,631
Severity 39.60% 51.74% 0.00% 50.28%
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
A/A- 0.67% $174,321 3.82% $538,957 0.00% $0 1.78% $713,278
B 0.10% $14,432 7.51% $559,899 0.00% $0 2.56% $574,331
C 0.52% $52,412 8.04% $688,779 0.00% $0 3.99% $741,191
C- 2.17% $129,466 7.45% $449,354 0.00% $0 4.82% $578,820
D 1.03% $31,621 13.01% $2,763,945 0.00% $0 11.49% $2,795,566
Unknown 4.81% $120,445 0.00% $0 0.00% $0 4.81% $120,445
------------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1996-C
FIXED RATE LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
-----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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% 7.06% 7.55%
Low/NIV 26.88% 23.18% 6.68% 50.43% 0.00% 13.99% 13.50% 28.98%
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 431 $18,458,464 202 $13,690,915 242 $15,091,376 875 $47,240,755
LTV/WAC 62.97% 10.40% 67.24% 12.38% 66.65% 10.47% 65.38% 11.00%
A/A- 202 $9,729,426 57 $4,514,497 149 $10,174,190 408 $24,418,113
B 107 $5,039,695 25 $1,745,116 54 $3,245,892 186 $10,030,703
C 74 $2,325,464 30 $1,880,349 39 $1,671,294 143 $5,877,108
C- 27 $805,379 19 $1,287,707 0 $0 46 $2,093,086
D 21 $558,500 71 $4,263,246 0 $0 92 $4,821,746
Unknown 0 $0 0 $0 0 $0 0 $0
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 71.95% $53,891,000 73.24% $39,001,807 66.49% $31,455,668 70.87% $124,348,475
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 393 $17,013,687 152 $10,483,742 215 $13,618,444 760 $41,115,873
30-59 7 $379,893 6 $476,579 4 $157,700 17 $1,014,172
60-89 4 $106,510 1 $82,707 3 $202,534 8 $391,751
90-119 1 $54,823 2 $164,749 2 $201,253 5 $420,825
120-179 3 $127,443 4 $178,752 3 $157,272 10 $463,467
180-269 5 $224,428 5 $287,689 2 $123,971 12 $636,088
270-359 1 $19,807 5 $224,677 2 $87,922 8 $332,406
360+ 12 $405,846 18 $1,214,315 5 $266,269 35 $1,886,430
REO 5 $126,027 9 $577,704 6 $276,012 20 $979,743
90+REO 27 $958,374 43 $2,647,886 20 $1,112,699 $90 $4,718,959
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 0.61% $458,974 6.85% $3,649,129 3.52% $1,667,300 3.29% $5,775,403
Severity 40.22% 51.56% 44.61% 48.30%
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
A/A- 0.12% $43,010 1.55% $212,024 2.69% $755,187 1.31% $1,010,221
B 0.58% $111,576 2.93% $195,211 3.49% $435,160 1.93% $741,947
C 0.71% $80,242 4.92% $341,144 6.75% $448,836 3.50% $870,222
C- 1.94% $105,052 7.89% $516,776 0.00% $0 5.19% $621,828
D 3.28% $119,095 12.26% $2,383,974 25.53% $28,117 10.92% $2,531,186
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
------------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
-----------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1996-D
FIXED RATE LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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% 7.11% 7.41%
Low/NIV 27.33% 13.17% 6.49% 40.53% 2.14% 43.05% 14.04% 29.74%
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 649 $30,845,061 311 $19,136,633 360 $24,382,107 1320 $74,363,801
LTV/WAC 70.08% 10.31% 68.48% 12.03% 67.03% 10.20% 68.67% 10.72%
A/A- 388 $21,498,752 102 $7,136,991 211 $16,457,760 701 $45,093,503
B 126 $5,261,710 58 $3,654,295 82 $5,085,016 266 $14,001,020
C 77 $2,318,887 57 $3,253,921 46 $1,932,196 180 $7,505,005
C- 25 $896,519 26 $1,403,152 4 $143,396 55 $2,443,067
D 33 $869,193 68 $3,688,274 17 $763,739 118 $5,321,206
Unknown 0 $0 0 $0 0 $0 0 $0
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 65.55% $66,726,300 72.75% $53,485,746 61.48% $41,268,330 66.61% $161,480,376
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 588 $27,749,629 214 $13,063,561 315 $22,072,487 1117 $62,885,677
30-59 18 $776,929 8 $684,971 5 $235,627 31 $1,697,527
60-89 12 $674,058 3 $200,643 1 $55,139 16 $929,840
90-119 5 $266,449 6 $294,352 4 $343,512 15 $904,313
120-179 4 $321,014 8 $662,922 4 $265,549 16 $1,249,485
180-269 5 $90,058 6 $269,949 5 $234,482 16 $594,489
270-359 4 $262,793 8 $411,748 3 $219,735 15 $894,276
360+ 11 $651,819 41 $2,499,230 15 $650,075 67 $3,801,124
REO 2 $52,313 17 $1,049,258 8 $305,500 27 $1,407,071
90+REO 31 $1,644,446 86 $5,187,459 39 $2,018,853 $156 $8,850,758
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 0.70% $708,768 9.76% $7,174,913 3.24% $2,178,107 4.15% $10,061,788
Severity 41.45% 62.57% 49.53% 57.25%
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
A/A- 0.28% $180,410 7.29% $1,864,624 1.16% $467,065 1.94% $2,512,099
B 1.06% $205,676 7.52% $1,048,979 4.56% $720,823 4.02% $1,975,478
C 1.06% $102,413 12.19% $1,590,149 9.11% $633,635 7.84% $2,326,197
C- 2.26% $84,377 11.49% $611,376 7.95% $83,065 7.71% $778,818
D 2.73% $135,892 13.18% $2,059,785 8.51% $273,518 10.36% $2,469,195
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
------------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
----------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1997-A
FIXED RATE LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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% 7.33% 6.12%
Low/NIV 24.60% 4.89% 7.48% 42.04% 5.11% 40.66% 15.75% 22.37%
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 833 $42,032,104 249 $14,972,337 362 $25,617,636 1444 $82,622,078
LTV/WAC 70.02% 10.00% 70.15% 11.54% 66.45% 9.90% 68.94% 10.25%
A/A- 484 $28,696,259 74 $6,112,836 232 $18,082,605 790 $52,891,701
B 201 $8,767,949 63 $4,140,932 75 $4,801,827 339 $17,710,707
C 86 $2,600,162 52 $2,227,942 32 $1,476,281 170 $6,304,385
C- 22 $582,089 11 $376,471 5 $332,494 38 $1,291,055
D 40 $1,385,645 49 $2,114,156 18 $924,429 107 $4,424,230
Unknown 0 $0 0 $0 0 $0 0 $0
-----------------------------------------------------------------------------------------------------------------------------------
PAID OFF 57.88% $65,213,300 65.43% $30,969,350 52.51% $29,828,815 58.12% $126,011,465
-----------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 767 $38,823,245 193 $11,590,338 329 $23,308,954 1289 $73,722,537
30-59 16 $795,106 5 $450,689 7 $511,322 28 $1,757,117
60-89 4 $210,760 3 $83,016 0 $0 7 $293,776
90-119 1 $24,841 3 $66,824 1 $78,352 5 $170,017
120-179 10 $486,970 2 $54,998 4 $238,670 16 $780,638
180-269 7 $317,227 7 $359,739 7 $442,611 21 $1,119,577
270-359 3 $143,946 6 $250,516 2 $99,980 11 $494,442
360+ 16 $888,512 22 $1,651,797 6 $332,834 44 $2,873,143
REO 9 $341,496 8 $464,420 6 $604,913 23 $1,410,829
90+REO 46 $2,202,992 48 $2,848,294 26 $1,797,360 $120 $6,848,646
-----------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 1.27% $1,436,345 6.29% $2,977,152 3.17% $1,800,167 2.87% $6,213,664
Severity 47.06% 63.47% 37.56% 49.57%
-----------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
A/A- 0.54% $376,499 3.56% $644,681 1.69% $614,557 1.32% $1,635,737
B 1.24% $318,657 4.97% $573,946 3.11% $380,034 2.57% $1,272,637
C 2.56% $236,348 8.54% $641,326 9.64% $409,781 6.13% $1,287,455
C- 2.98% $64,570 17.75% $427,136 5.41% $59,473 9.72% $551,179
D 7.80% $440,271 8.93% $690,063 11.40% $336,322 8.99% $1,466,656
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
-----------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1997-B
FIXED RATE LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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% 5.67% 6.29%
Low/NIV 23.71% 13.49% 6.43% 38.46% 2.31% 37.84% 14.36% 25.54%
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 727 $35,030,676 310 $18,713,580 271 $19,774,027 1308 $73,518,283
LTV/WAC 69.91% 10.16% 68.72% 10.69% 70.10% 9.81% 69.66% 10.20%
A/A- 421 $23,398,169 148 $9,687,766 185 $14,772,284 754 $47,858,218
B 179 $7,621,904 90 $5,554,733 53 $3,528,883 322 $16,705,519
C 84 $2,775,123 52 $2,456,021 16 $917,147 152 $6,148,291
C- 20 $540,979 7 $326,102 5 $152,976 32 $1,020,057
D 22 $648,843 13 $688,958 12 $402,738 47 $1,740,540
Unknown 0 $45,657 0 $0 0 $0 1 $45,657
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 59.66% $58,090,700 60.50% $30,823,149 50.38% $21,145,460 57.84% $110,059,309
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 680 $32,500,550 278 $16,742,298 236 $17,635,269 1194 $66,878,117
30-59 12 $697,170 2 $84,804 5 $405,489 19 $1,187,463
60-89 4 $175,211 5 $234,775 3 $193,419 12 $603,405
90-119 3 $174,034 2 $153,965 3 $329,884 8 $657,883
120-179 5 $171,249 5 $181,571 4 $114,692 14 $467,512
180-269 3 $201,011 3 $278,868 6 $394,051 12 $873,930
270-359 4 $198,119 1 $45,380 1 $42,262 6 $285,761
360+ 10 $554,792 10 $638,866 9 $487,152 29 $1,680,810
REO 6 $358,541 4 $353,053 4 $171,809 14 $883,403
90+REO 31 $1,657,746 25 $1,651,703 27 $1,539,850 $83 $4,849,299
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 1.19% $1,156,928 3.21% $1,633,014 3.90% $1,637,253 2.33% $4,427,195
Severity 42.15% 62.95% 47.35% 50.33%
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
A/A- 0.75% $460,994 1.56% $389,840 2.62% $699,300 1.37% $1,550,134
B 1.27% $275,245 3.50% $490,701 5.34% $503,001 2.81% $1,268,947
C 2.28% $193,162 5.97% $409,641 7.58% $232,114 4.54% $834,917
C- 3.75% $93,504 3.41% $50,959 4.85% $42,111 3.84% $186,574
D 3.76% $134,022 8.18% $291,873 8.20% $160,727 6.45% $586,622
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
------------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1997-C
FIXED RATE LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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% 5.68% 7.63%
Low/NIV 26.08% 12.93% 4.28% 25.52% 1.16% 37.99% 14.99% 21.76%
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 771 $37,310,025 225 $17,227,366 307 $19,216,742 1303 $73,754,133
LTV/WAC 71.88% 10.50% 77.47% 10.76% 72.07% 10.11% 73.24% 10.46%
A/A- 439 $24,833,944 137 $11,446,969 196 $13,661,891 772 $49,942,804
B 189 $8,234,184 52 $4,124,692 67 $3,900,709 308 $16,259,586
C 89 $2,605,069 17 $910,222 23 $912,695 129 $4,427,986
C- 28 $892,610 7 $328,564 5 $156,533 40 $1,377,706
D 26 $744,219 12 $416,919 16 $584,914 54 $1,746,052
Unknown 0 $0 0 $0 0 $0 0 $0
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 56.08% $52,228,900 58.59% $25,949,453 49.99% $20,203,524 55.32% $98,381,877
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 687 $32,690,198 186 $14,432,497 257 $16,179,505 1130 $63,302,200
30-59 17 $761,126 3 $300,221 6 $288,436 26 $1,349,783
60-89 8 $665,361 3 $156,493 3 $190,295 14 $1,012,149
90-119 6 $305,563 3 $172,429 3 $247,312 12 $725,304
120-179 9 $572,894 8 $432,127 6 $355,862 23 $1,360,883
180-269 9 $617,361 5 $454,917 6 $426,854 20 $1,499,132
270-359 6 $341,288 4 $315,128 0 $0 10 $656,416
360+ 16 $745,008 9 $712,298 13 $810,541 38 $2,267,847
REO 13 $611,227 4 $251,256 13 $717,937 30 $1,580,420
90+REO 59 $3,193,341 33 $2,338,155 41 $2,558,506 $133 $8,090,002
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 1.35% $1,255,625 4.26% $1,887,130 2.92% $1,180,647 2.43% $4,323,402
Severity 48.85% 58.58% 46.62% 51.94%
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
A/A- 0.70% $408,321 3.39% $959,106 1.81% $482,691 1.64% $1,850,118
B 2.01% $402,800 5.47% $509,157 2.81% $225,495 3.05% $1,137,452
C 2.73% $235,172 6.65% $252,275 7.62% $223,417 4.63% $710,864
C- 2.07% $55,204 0.00% $0 5.16% $37,367 2.24% $92,571
D 4.23% $154,129 7.71% $166,593 10.11% $211,677 6.74% $532,399
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
------------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
-----------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1997-D
FIXED RATE LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
-----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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% 6.74% 7.27%
Low/NIV 30.46% 11.27% 2.43% 29.57% 2.63% 36.51% 19.06% 20.23%
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 1160 $57,713,382 253 $19,930,143 419 $25,961,875 1832 $103,605,400
LTV/WAC 69.48% 10.39% 78.51% 10.44% 71.53% 10.18% 71.73% 10.35%
A/A- 658 $40,393,693 159 $14,282,476 244 $17,561,636 1061 $72,237,806
B 260 $10,513,416 62 $3,930,613 109 $6,048,339 431 $20,492,368
C 120 $3,454,961 15 $845,653 34 $1,114,897 169 $5,415,511
C- 64 $1,761,083 5 $288,150 12 $513,281 81 $2,562,514
D 58 $1,590,229 12 $583,251 20 $723,721 90 $2,897,201
Unknown 0 $0 0 $0 0 $0 0 $0
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 51.25% $66,574,600 49.90% $21,313,568 42.73% $20,061,253 49.17% $107,949,421
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 1059 $52,587,443 217 $17,055,062 358 $22,621,332 1634 $92,263,837
30-59 17 $1,010,124 4 $324,777 6 $388,484 27 $1,723,385
60-89 10 $385,197 0 $0 2 $144,837 12 $530,034
90-119 5 $425,369 4 $155,785 1 $30,391 10 $611,545
120-179 14 $713,192 4 $165,536 7 $341,095 25 $1,219,823
180-269 11 $627,620 4 $346,149 7 $414,944 22 $1,388,713
270-359 11 $447,567 3 $235,408 5 $541,524 19 $1,224,499
360+ 23 $1,085,268 13 $1,350,303 16 $895,457 52 $3,331,028
REO 10 $431,603 4 $297,123 17 $583,811 31 $1,312,537
90+REO 74 $3,730,619 32 $2,550,304 53 $2,807,222 $159 $9,088,145
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 1.76% $2,289,435 7.29% $3,113,911 3.51% $1,649,049 3.21% $7,052,395
Severity 52.03% 61.43% 58.01% 57.28%
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
A/A- 0.77% $642,401 5.06% $1,455,989 2.06% $576,713 1.91% $2,675,103
B 1.79% $470,917 7.08% $595,994 3.42% $420,829 3.16% $1,487,740
C 5.39% $521,332 17.50% $408,675 10.84% $292,041 8.31% $1,222,048
C- 2.20% $117,726 1.08% $6,881 2.33% $23,478 2.12% $148,085
D 9.65% $537,060 25.50% $646,372 11.67% $335,987 13.84% $1,519,419
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
------------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1998-A
FIXED RATE LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
-----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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% 6.08% 5.11%
Low/NIV 28.09% 15.18% 4.05% 28.22% 1.68% 40.20% 16.11% 23.90%
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 845 $38,489,702 276 $23,531,761 290 $20,025,566 1411 $82,047,029
LTV/WAC 70.24% 10.41% 79.97% 10.15% 73.82% 9.92% 73.91% 10.21%
A/A- 473 $27,714,327 172 $17,266,164 182 $14,686,066 827 $59,666,557
B 169 $5,943,109 56 $3,973,664 69 $3,916,615 294 $13,833,388
C 66 $1,850,873 27 $1,334,131 21 $803,732 114 $3,988,736
C- 85 $1,618,085 3 $67,824 4 $120,649 92 $1,806,557
D 52 $1,363,307 18 $889,978 14 $498,505 84 $2,751,790
Unknown 0 $0 0 $0 0 $0 0 $0
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 46.06% $36,348,239 39.21% $15,986,066 33.90% $10,643,980 41.68% $62,978,285
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 769 $34,821,427 230 $20,064,824 255 $18,218,518 1254 $73,104,769
30-59 17 $869,182 8 $656,407 4 $262,827 29 $1,788,416
60-89 9 $361,360 2 $173,311 1 $85,294 12 $619,965
90-119 4 $179,800 3 $339,789 1 $43,733 8 $563,322
120-179 5 $235,462 5 $546,776 3 $119,613 13 $901,851
180-269 6 $341,162 6 $392,451 6 $293,806 18 $1,027,419
270-359 11 $421,681 10 $557,444 1 $48,666 22 $1,027,791
360+ 15 $978,481 5 $414,995 13 $777,777 33 $2,171,253
REO 9 $281,147 7 $385,763 6 $175,333 22 $842,243
90+REO 50 $2,437,733 36 $2,637,218 30 $1,458,928 $116 $6,533,879
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 1.60% $1,266,531 5.27% $2,148,159 4.23% $1,328,273 3.14% $4,742,963
Severity 62.61% 52.47% 52.32% 54.80%
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
A/A- 0.96% $494,636 4.21% $1,149,322 2.01% $407,734 2.07% $2,051,692
B 3.49% $457,317 5.83% $433,871 6.58% $509,817 4.95% $1,401,005
C 3.20% $175,240 8.36% $297,032 6.72% $117,746 5.47% $590,018
C- 0.21% $11,219 7.19% $28,939 13.66% $55,719 1.59% $95,877
D 3.61% $128,120 11.37% $238,995 19.91% $237,257 8.83% $604,372
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
------------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
-----------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1998-B
FIXED RATE LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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% 5.55% 6.33%
Low/NIV 20.71% 13.00% 3.96% 19.03% 1.57% 37.89% 10.79% 22.44%
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 1222 $61,723,507 370 $35,009,307 711 $52,728,091 2303 $149,460,906
LTV/WAC 71.19% 10.35% 81.78% 9.83% 75.44% 9.87% 75.17% 10.06%
A/A- 652 $40,854,595 265 $27,093,971 413 $34,288,745 1330 $102,237,312
B 327 $13,665,252 67 $5,659,075 223 $15,198,973 617 $34,523,300
C 114 $3,687,986 20 $1,301,793 40 $1,516,050 174 $6,505,829
C- 69 $1,858,145 1 $49,318 8 $360,666 78 $2,268,129
D 60 $1,657,529 17 $905,151 27 $1,363,657 104 $3,926,336
Unknown 0 $0 0 $0 0 $0 0 $0
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 41.22% $46,869,090 33.96% $18,637,520 32.78% $26,741,706 36.87% $92,248,316
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 1101 $55,653,710 332 $32,048,734 621 $46,447,187 2054 $134,149,631
30-59 29 $1,498,131 7 $637,635 10 $563,594 46 $2,699,360
60-89 11 $377,896 3 $111,346 7 $365,502 21 $854,744
90-119 6 $296,342 3 $130,275 6 $455,832 15 $882,449
120-179 10 $582,385 2 $103,370 12 $666,171 24 $1,351,926
180-269 11 $719,170 7 $735,819 12 $960,231 30 $2,415,220
270-359 12 $544,153 5 $259,672 10 $889,854 27 $1,693,679
360+ 25 $1,342,125 4 $351,217 14 $1,362,904 43 $3,056,246
REO 17 $709,595 7 $631,240 19 $1,016,817 43 $2,357,652
90+REO 81 $4,193,770 28 $2,211,593 73 $5,351,809 $182 $11,757,172
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 1.36% $1,545,727 2.99% $1,638,353 2.97% $2,425,491 2.24% $5,609,571
Severity 49.48% 55.85% 47.49% 50.24%
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
A/A- 0.59% $411,352 2.10% $843,308 1.86% $901,809 1.37% $2,156,469
B 2.26% $582,936 2.94% $261,213 3.11% $787,345 2.72% $1,631,494
C 3.29% $300,545 8.40% $205,912 9.48% $423,175 5.79% $929,632
C- 1.32% $64,626 15.20% $39,053 0.00% $0 1.79% $103,679
D 4.07% $186,267 9.14% $288,867 11.47% $313,163 7.53% $788,297
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
------------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1998-C
FIXED RATE LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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% 4.47% 5.35%
Low/NIV 16.18% 9.48% 1.12% 18.11% 1.89% 31.25% 8.97% 18.48%
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 2173 $120,871,484 413 $39,305,518 1340 $102,499,765 3926 $262,676,767
LTV/WAC 72.66% 9.83% 81.02% 10.01% 74.12% 9.75% 74.48% 9.82%
A/A- 1395 $88,656,527 274 $29,495,012 775 $69,394,576 2444 $187,546,115
B 472 $21,772,990 75 $5,827,929 379 $24,803,515 926 $52,404,433
C 156 $5,391,006 25 $1,266,232 97 $4,428,118 278 $11,085,356
C- 66 $2,437,395 4 $305,823 19 $683,523 89 $3,426,741
D 84 $2,613,566 35 $2,410,523 70 $3,190,033 189 $8,214,122
Unknown 0 $0 0 $0 0 $0 0 $0
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 33.50% $65,527,900 25.32% $13,719,995 24.02% $33,467,865 28.97% $112,715,760
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 1991 $110,652,656 342 $33,456,560 1153 $90,921,845 3486 $235,031,061
30-59 52 $2,924,389 14 $1,273,652 30 $1,888,213 96 $6,086,254
60-89 18 $764,755 5 $537,128 13 $767,563 36 $2,069,446
90-119 17 $643,428 4 $359,025 11 $527,774 32 $1,530,227
120-179 18 $1,116,874 7 $397,154 21 $1,555,791 46 $3,069,819
180-269 16 $1,047,819 5 $679,066 31 $1,586,789 52 $3,313,674
270-359 13 $1,000,693 8 $463,465 18 $1,131,151 39 $2,595,309
360+ 33 $1,964,798 20 $1,532,998 39 $2,890,196 92 $6,387,992
REO 15 $756,073 8 $606,471 24 $1,230,444 47 $2,592,988
90+REO 112 $6,529,685 52 $4,038,179 144 $8,922,145 $308 $19,490,009
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 0.86% $1,676,948 1.73% $936,379 2.26% $3,144,765 1.48% $5,758,092
Severity 42.48% 57.59% 53.11% 50.09%
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
A/A- 0.61% $845,482 1.31% $498,059 1.23% $1,096,801 0.92% $2,440,342
B 0.95% $351,298 3.03% $273,324 3.31% $1,125,224 2.19% $1,749,846
C 1.64% $165,344 3.09% $82,849 6.82% $537,988 3.80% $786,181
C- 1.91% $83,059 3.60% $18,890 2.05% $27,269 2.08% $129,218
D 4.09% $231,765 1.66% $63,257 5.15% $357,484 3.97% $652,506
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
------------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1999-1
FIXED RATE LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
-----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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% 6.22% 5.24%
Low/NIV 7.73% 16.67% 2.25% 19.08% 5.11% 27.92% 6.23% 22.96%
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 1186 $68,452,326 16 $1,270,881 1198 $92,248,418 2400 $161,971,625
LTV/WAC 72.54% 9.61% 81.96% 10.58% 75.17% 9.85% 74.11% 9.75%
A/A- 699 $48,180,898 5 $654,239 671 $60,465,601 1375 $109,300,739
B 228 $10,696,091 7 $503,102 311 $21,652,524 546 $32,851,717
C 112 $4,197,108 2 $45,976 88 $4,329,478 202 $8,572,562
C- 45 $1,631,564 0 $0 22 $1,473,228 67 $3,104,792
D 97 $3,242,735 2 $67,563 106 $4,327,588 205 $7,637,886
Unknown 0 $0 0 $0 0 $0 0 $0
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 16.13% $13,774,312 14.51% $206,100 13.37% $14,591,963 14.58% $28,572,375
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 1073 $63,062,048 14 $1,055,911 1045 $82,685,558 2132 $146,803,517
30-59 36 $1,783,783 0 $0 37 $2,451,348 73 $4,235,131
60-89 9 $439,126 1 $35,883 12 $862,573 22 $1,337,582
90-119 7 $367,881 0 $0 10 $708,978 17 $1,076,859
120-179 15 $656,827 0 $0 20 $1,378,596 35 $2,035,423
180-269 15 $549,336 0 $0 18 $997,532 33 $1,546,868
270-359 10 $600,510 0 $0 15 $922,656 25 $1,523,166
360+ 11 $437,763 1 $179,087 21 $1,345,199 33 $1,962,049
REO 10 $555,052 0 $0 20 $895,979 30 $1,451,031
90+REO 68 $3,167,369 1 $179,087 104 $6,248,940 $173 $9,595,396
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 0.39% $337,150 0.00% $0 1.02% $1,116,015 0.74% $1,453,165
Severity 49.78% 0.00% 47.78% 48.23%
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
A/A- 0.18% $104,952 0.00% $0 0.35% $240,286 0.27% $345,238
B 0.73% $105,289 0.00% $0 0.95% $248,854 0.86% $354,143
C 0.54% $32,973 0.00% $0 4.02% $244,231 2.25% $277,204
C- 1.04% $23,916 0.00% $0 4.10% $77,352 2.40% $101,268
D 1.24% $70,020 0.00% $0 4.53% $305,292 3.02% $375,312
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
------------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
COLLATERAL PERFORMANCE BY
ORIGINATION CHANNEL/CREDIT GRADE
AAMES MORTGAGE TRUST, SERIES 1999-2
FIXED RATE LOANS
RETAIL CORRESPONDENT BROKER TOTAL
Category # $ # $ # $ # $
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
ORIGINAL POOL 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 POOL 1546 $100,287,492 53 $4,633,956 1354 $98,805,903 2953 $203,727,351
LTV/WAC 73.74% 9.86% 80.73% 10.25% 76.88% 10.39% 75.42% 10.13%
A/A- 849 $59,655,633 32 $2,730,199 732 $63,049,362 1613 $125,435,194
B 421 $26,924,585 16 $1,542,933 398 $24,812,044 835 $53,279,562
C 132 $6,304,275 3 $150,295 147 $7,455,876 282 $13,910,445
C- 40 $2,045,051 0 $0 16 $860,519 56 $2,905,570
D 76 $2,815,971 2 $210,531 60 $2,579,554 138 $5,606,056
Unknown 0 $0 0 $0 0 $0 0 $0
------------------------------------------------------------------------------------------------------------------------------------
PAID OFF 11.16% $13,059,855 8.22% $430,087 7.61% $8,319,153 9.42% $21,809,095
------------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY STATUS
CURRENT 1424 $92,482,657 51 $4,536,807 1176 $87,744,790 2651 $184,764,254
30-59 36 $2,183,708 1 $31,429 40 $2,299,978 77 $4,515,115
60-89 16 $1,237,922 1 $65,720 22 $1,400,256 39 $2,703,898
90-119 9 $870,122 0 $0 22 $1,389,250 31 $2,259,372
120-179 13 $747,086 0 $0 26 $1,813,420 39 $2,560,506
180-269 24 $1,421,413 0 $0 29 $1,833,407 53 $3,254,820
270-359 14 $874,075 0 $0 22 $1,325,150 36 $2,199,225
360+ 3 $104,153 0 $0 5 $367,267 8 $471,420
REO 7 $366,356 0 $0 12 $632,384 19 $998,740
90+REO 70 $4,383,205 - $0 116 $7,360,878 $186 $11,744,083
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE
% to Original Pool Balance 0.20% $234,530 0.00% $0 0.63% $691,713 0.40% $926,243
Severity 39.16% 0.00% 73.40% 60.09%
------------------------------------------------------------------------------------------------------------------------------------
LOSS TO DATE BY GRADE
A/A- 0.02% $12,980 0.00% $0 0.13% $85,494 0.07% $98,474
B 0.37% $112,702 0.00% $0 0.69% $191,153 0.50% $303,855
C 0.39% $34,012 0.00% $0 2.17% $192,792 1.28% $226,804
C- 0.58% $14,058 0.00% $0 7.16% $77,197 2.61% $91,255
D 1.42% $60,778 0.00% $0 4.30% $145,076 2.59% $205,854
Unknown 0.00% $0 0.00% $0 0.00% $0 0.00% $0
------------------------------------------------------------------------------------------------------------------------------------
AS OF: OCTOBER 2000
</TABLE>
