Aames Funding Home Equity Loan Trust 2001-2
TO CALL
------------------------------------------------------------------------------------------------------------------------------------
-300 -200 -100 0 100 200 300 PX
===================================================================================================================
Speed (CPR) 36.00% 33.00% 29.00% 24.00% 21.00% 19.00% 16.00% 115% PPC
BEY 2.3520 3.4820 4.6490 5.8930 7.0560 8.1540 9.3240 6.0470
$Px 105-11+ 104-05 102-19 100-09+ 97-13+ 94-13 90-16+ 100-00
105.36 104.16 102.59 100.30 97.43 94.40 90.51 100.00
====================================================================================================================================
WAL (YR) 1.58 1.83 2.18 2.74 3.17 3.51 4.14 3.27
-------------------------------------------------------------------------------------------------------------------
MDUR (YR) 1.51 1.69 1.94 2.30 2.52 2.64 2.88 2.70
-------------------------------------------------------------------------------------------------------------------
NEXT PRIN PAY 07/25/01 07/25/01 07/25/01 07/25/01 07/25/01 07/25/01 07/25/01 07/25/01
-------------------------------------------------------------------------------------------------------------------
LAST PRIN PAY 01/25/08 10/25/08 11/25/09 10/25/11 05/25/13 07/25/14 09/25/16 06/25/12
------------------------------------------------------------------------------------------------------------------------------------
TEST 1 TEST 2 TEST 3
Tsy Shift CPR WAL Max WAL Change Max Yield Price Prc Change Max
---------
-300 36% 1.58 PASS -1.16 -6.0 PASS 2.352 105-11+ 5.05% 17% PASS
-200 33% 1.83 PASS -0.92 -6.0 PASS 3.482 104-05 3.85% 17% PASS
-100 29% 2.18 PASS -0.56 -6.0 PASS 4.649 102-19 2.29% 17% PASS
0 24% 2.74 10 PASS n/a 5.893 100-09+ 0.00%
100 21% 3.17 PASS 0.43 4.0 PASS 7.056 97-13+ -2.86% 17% PASS
200 19% 3.51 PASS 0.76 4.0 PASS 8.154 94-13 -5.87% 17% PASS
300 16% 3.25 PASS 0.51 4.0 PASS 9.330 91-21+ -8.60% 17% PASS
Aames Funding Home Equity Loan Trust 2001-2
TO MATURITY
------------------------------------------------------------------------------------------------------------------------------------
-300 -200 -100 0 100 200 300 PX
=====================================================================================================================
Speed (CPR) 36.00% 33.00% 29.00% 24.00% 21.00% 19.00% 16.00% 115% PPC
BEY 2.3890 3.5190 4.6890 5.9360 7.0870 8.1850 9.3500 6.0470
$Px 105-17 104-08 102-19+ 100-07+ 97-11 94-09 90-12 100-01
105.53 104.25 102.62 100.23 97.34 94.28 90.38 100.04
====================================================================================================================================
WAL (YR) 1.65 1.90 2.27 2.84 3.28 3.62 4.27 3.39
---------------------------------------------------------------------------------------------------------------------
MDUR (YR) 1.58 1.75 2.00 2.35 2.55 2.66 2.89 2.76
---------------------------------------------------------------------------------------------------------------------
NEXT PRIN PAY 07/25/01 07/25/01 07/25/01 07/25/01 07/25/01 07/25/01 07/25/01 07/25/01
---------------------------------------------------------------------------------------------------------------------
LAST PRIN PAY 10/25/12 01/25/14 11/25/15 01/25/19 04/25/21 01/25/23 11/25/25 01/25/20
------------------------------------------------------------------------------------------------------------------------------------
TEST 1 TEST 2 TEST 3
Tsy Shift CPR WAL Max WAL Change Max Yield Price Prc Change Max
---------
-300 36% 1.65 PASS -1.19 -6.0 PASS 2.389 105-17 5.29% 17% PASS
-200 33% 1.90 PASS -0.95 -6.0 PASS 3.519 104-08 4.01% 17% PASS
-100 29% 2.27 PASS -0.57 -6.0 PASS 4.689 102-19+ 2.38% 17% PASS
0 24% 2.84 10 PASS n/a 5.936 100-07+ 0.00%
100 21% 3.28 PASS 0.44 4.0 PASS 7.087 97-11 -2.89% 17% PASS
200 19% 3.62 PASS 0.78 4.0 PASS 8.185 94-09 -5.94% 17% PASS
300 16% 4.27 PASS 1.43 4.0 PASS 9.350 90-12 -9.83% 17% PASS
