<PAGE>
AAMES 1999-1
MORTGAGE PASS-THROUGH CERTIFICATES
JULY 17, 2000 DISTRIBUTION
<TABLE>
<CAPTION>
----------------------------------------------------------------------------------------------
CONTENTS
----------------------------------------------------------------------------------------------
TABLE OF CONTENTS
----------------------------------------------------------------------------------------------
Page
<S> <C>
1. Contents 1
2. Certificate Payment Report 2
3. Collection Account Report 6
4. Credit Enhancement Report 9
5. Collateral Report 10
6. Delinquency Report 13
7. REO Report 16
8. Prepayment Report 17
9. Prepayment Detail Report 20
10. Realized Loss Report 22
11. Realized Loss Detail Report 25
12. Triggers, Adj. Rate Cert. and Miscellaneous Report 26
---------
Total Number of Pages 26
----------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
CONTACTS
------------------------------------------------------------------------------------------------------
<S> <C>
Administrator: Joyce B Santiago
Direct Phone Number: (714)247-6318
Address: Deutsche Bank
1761 E. St. Andrew Place, Santa Ana, CA 92705
Web Site: http://www-apps.gis.deutsche-bank.com/invr
Factor Information: (800) 735-7777
Main Phone Number: (714) 247-6000
------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
ISSUANCE INFORMATION
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
Seller: Aames Capital Corporation Cut-Off Date: July 1, 1999
Certificate Insurer: Financial Security Assurance Inc. Closing Date: August 5, 1999
Servicer(s): Aames Capital Corporation Master Servicer First Payment Date: August 16, 1999
Fairbanks Capital Corp. Back-Up Servicer
Underwriter(s): Lehman Brothers Securities Corporation Lead Underwriter Distribution Date: July 17, 2000
Banc Of America Securities LLC Co-Lead Underwriter Record Date: July 14, 2000
Greenwich Capital Markets, Inc. Co-Lead Underwriter June 30, 2000
------------------------------------------------------------------------------------------------------------------------------------
Page 1 of 26
</TABLE>
<PAGE>
AAMES 1999-1
MORTGAGE PASS-THROUGH CERTIFICATES
REMIC I SERIES 1999-1
CERTIFICATE PAYMENT REPORT FOR JULY 17, 2000 DISTRIBUTION
DISTRIBUTION IN DOLLARS - CURRENT PERIOD
<TABLE>
<CAPTION>
-----------------------------------------------------------------------------------------------------------------------
Prior
Class Original Principal Total
Class Type Face Value Balance Interest Principal Distribution
-----------------------------------------------------------------------------------------------------------------------
(1) (2) (3) (4)=(2)+(3)
-----------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
LT-AF 19,123.50 16,763.97 99.73 360.98 460.71
LT-MF 196,688,617.88 176,246,120.65 1,301,592.95 3,326,143.87 4,627,736.82
LT-AV 20,203.50 16,446.49 102.18 460.95 563.13
LT-MV 203,337,098.17 171,850,429.85 1,364,490.70 4,275,235.84 5,639,726.54
P 100.00 100.00 130,208.41 - 130,208.41
-----------------------------------------------------------------------------------------------------------------------
R-I - - 2,455.43 - 2,455.43
-----------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------
Total 400,065,143.05 348,129,860.96 2,798,949.40 7,602,201.64 10,401,151.04
-----------------------------------------------------------------------------------------------------------------------
<CAPTION>
-----------------------------------------------------------------
Current
Realized Deferred Principal
Class Losses Interest Balance
-----------------------------------------------------------------
(5) (6) (7)=(1)-(3)-(5)+(6)
-----------------------------------------------------------------
<S> <C> <C> <C>
LT-AF 0.01 - 16,402.98
LT-MF 218,216.34 28.33 172,701,788.77
LT-AV - - 15,985.54
LT-MV 238,168.22 33.38 167,337,059.17
P - - 100.00
-----------------------------------------------------------------
R-I - - -
-----------------------------------------------------------------
-----------------------------------------------------------------
-----------------------------------------------------------------
Total 456,384.57 61.71 340,071,336.46
-----------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
INTEREST ACCRUAL DETAIL CURRENT PERIOD FACTOR INFORMATION PER $1,000
OF ORIGINAL FACE
----------------------------------------------------------------------------------------------------------------------
Orig. Principal Prior
Period Period (with Notional) Principal
Class Starting Ending Method Cusip Balance Balance Interest
----------------------------------------------------------------------------------------------------------------------
(1) (2)
----------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C>
LT-AF F-30/360 19,123.50 876.616205 5.215050
LT-MF F-30/360 196,688,617.88 896.066699 6.617531
LT-AV 06/15/00 07/16/00 A-Act/360 20,203.50 814.041626 5.057554
LT-MV F-30/360 203,337,098.17 845.150400 6.710486
P - 100.00 1,000.000000 1,302,084.100000
----------------------------------------------------------------------------------------------------------------------
R-I - - - -
----------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------
<CAPTION>
-------------------------------------------------------------------
Current
Total Principal
Class Principal Distribution Balance
-------------------------------------------------------------------
(3) (4)=(2)+(3) (5)
-------------------------------------------------------------------
<S> <C> <C> <C>
LT-AF 18.876252 24.091301 857.739431
LT-MF 16.910708 23.528239 878.046684
LT-AV 22.815354 27.872908 791.226273
LT-MV 21.025361 27.735846 822.953906
P - ########### 1,000.000000
-------------------------------------------------------------------
R-I - - -
-------------------------------------------------------------------
-------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
Page 2 of 26
</TABLE>
<PAGE>
AAMES 1999-1
MORTGAGE PASS-THROUGH CERTIFICATES
REMIC I SERIES 1999-1
CERTIFICATE PAYMENT REPORT FOR JULY 17, 2000 DISTRIBUTION
<TABLE>
<CAPTION>
DISTRIBUTION IN DOLLARS - TO DATE
-----------------------------------------------------------------------------------------------------------------------
Original Unscheduled Scheduled Total Total
Class Face Value Interest Principal Principal Principal Distribution
-----------------------------------------------------------------------------------------------------------------------
(1) (2) (3) (4) (5)=(3)+(4) (6)=(2)+(5)
-----------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
LT-AF 19,123.50 1,313.06 2,444.47 276.06 2,720.53 4,033.59
LT-MF 196,688,617.88 17,069,973.44 20,788,602.80 2,521,876.10 23,310,478.90 40,380,452.34
LT-AV 20,203.50 1,113.81 4,074.88 143.09 4,217.97 5,331.78
LT-MV 203,337,098.17 17,937,206.75 34,126,731.47 1,263,853.02 35,390,584.49 53,327,791.24
P 100.00 930,575.81 - - - 930,575.81
R-I - 3,722.08 - - - 3,722.08
-----------------------------------------------------------------------------------------------------------------------
Total 400,065,143.05 35,943,904.95 54,921,853.62 3,786,148.27 58,708,001.89 94,651,906.84
-----------------------------------------------------------------------------------------------------------------------
<CAPTION>
----------------------------------------------------------------
Current
Realized Deferred Principal
Class Losses Interest Balance
----------------------------------------------------------------
(7) (8) (9)=(1)-(5)-(7)+(8)
----------------------------------------------------------------
<S> <C> <C> <C>
LT-AF (0.01) - 16,402.98
LT-MF 676,739.45 389.24 172,701,788.77
LT-AV (0.01) - 15,985.54
LT-MV 610,133.04 678.54 167,337,059.17
P - - 100.00
R-I - - -
----------------------------------------------------------------
Total 1,286,872.47 1,067.78 340,071,336.46
----------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
INTEREST DETAIL
----------------------------------------------------------------------------------------------------------------------
Pass- Prior Principal Non- Prior Unscheduled
Through (with Notional) Accrued Supported Unpaid Interest
Class Rate Balance Interest Interest SF Interest Adjustments
----------------------------------------------------------------------------------------------------------------------
(1) (2) (3) (4)
----------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
LT-AF 7.29000% 16,763.97 99.73 - - -
LT-MF 9.04974% 176,246,120.65 1,301,592.95 - - -
LT-AV 7.05125% 16,446.49 102.18 - - -
LT-MV 9.61222% 171,850,429.85 1,364,490.70 - - -
P 100.00 - - - -
----------------------------------------------------------------------------------------------------------------------
R-I - - - - -
----------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------
Total 348,129,860.96 2,666,285.56 - - -
----------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------
Paid or Current
Optimal Deferred Unpaid
Class Interest Interest Interest
-------------------------------------------------------------------
(5)=(1)-(2)+(3)+(4) (6) (7)=(5)-(6)
-------------------------------------------------------------------
-------------------------------------------------------------------
<S> <C> <C> <C>
LT-AF 99.73 99.73 -
LT-MF 1,301,592.95 1,301,621.28 -
LT-AV 102.18 102.18 -
LT-MV 1,364,490.70 1,364,524.08 -
P 130,208.41 130,208.41 -
-------------------------------------------------------------------
R-I - 2,455.43 -
-------------------------------------------------------------------
-------------------------------------------------------------------
-------------------------------------------------------------------
Total 2,796,493.97 2,799,011.11 -
-------------------------------------------------------------------
Page 3 of 26
</TABLE>
<PAGE>
AAMES 1999-1
MORTGAGE PASS-THROUGH CERTIFICATES
REMIC II SERIES 1999-1
CERTIFICATE PAYMENT REPORT FOR JULY 17, 2000 DISTRIBUTION
<TABLE>
<CAPTION>
DISTRIBUTION IN DOLLARS - CURRENT PERIOD
----------------------------------------------------------------------------------------------------------------------
Prior
Class Original Principal Total
Class Type Face Value Balance Interest Principal Distribution
----------------------------------------------------------------------------------------------------------------------
(1) (2) (3) (4)=(2)+(3)
----------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
A-F STEP 191,235,000.00 167,639,718.19 1,018,411.29 3,609,786.24 4,628,197.53
A-V STEP 202,035,000.00 164,464,903.38 1,030,829.47 4,609,460.20 5,640,289.67
C 6,795,043.05 16,055,611.68 - - -
R-II - - - - -
----------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------
Total 400,065,043.05 348,160,233.25 2,049,240.76 8,219,246.44 10,268,487.20
----------------------------------------------------------------------------------------------------------------------
<CAPTION>
----------------------------------------------------------------
Current
Realized Deferred Principal
Class Losses Interest Balance
----------------------------------------------------------------
(5) (6) (7)=(1)-(3)-(5)+(6)
----------------------------------------------------------------
<S> <C> <C> <C>
A-F - - 164,029,931.95
A-V - - 159,855,443.18
C - 160,660.36 16,216,272.04
R-II - - -
----------------------------------------------------------------
----------------------------------------------------------------
----------------------------------------------------------------
----------------------------------------------------------------
Total - 160,660.36 340,101,647.17
----------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
INTEREST ACCRUAL DETAIL CURRENT PERIOD FACTOR INFORMATION PER $1,000
OF ORIGINAL FACE
-----------------------------------------------------------------------------------------------------------------------
Orig. Principal Prior
Period Period (with Notional) Principal
Class Starting Ending Method Cusip Balance Balance Interest
-----------------------------------------------------------------------------------------------------------------------
(1) (2)
-----------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C>
A-F F-30/360 00253CFM4 191,235,000.00 876.616300 5.325444
A-V 06/15/00 07/16/00 A-Act/360 00253CFN2 202,035,000.00 814.041643 5.102232
C - 6,795,043.05 2,362.841790 -
R-II - - - -
-----------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------
<CAPTION>
------------------------------------------------------------------
Current
Total Principal
Class Principal Distribution Balance
------------------------------------------------------------------
(3) (4)=(2)+(3) (5)
------------------------------------------------------------------
<S> <C> <C> <C>
A-F 18.876180 24.201624 857.740121
A-V 22.815157 27.917389 791.226486
C - - 2,386.485548
R-II - - -
------------------------------------------------------------------
------------------------------------------------------------------
------------------------------------------------------------------
------------------------------------------------------------------
NOTE: ADJUSTABLE RATE CERTIFICATES HAVE A RECORD DATE THAT IS ONE BUSINESS DAY
PRIOR TO DISTRIBUTION
Page 4 of 26
</TABLE>
<PAGE>
AAMES 1999-1
MORTGAGE PASS-THROUGH CERTIFICATES
REMIC II SERIES 1999-1
CERTIFICATE PAYMENT REPORT FOR JULY 17, 2000 DISTRIBUTION
<TABLE>
<CAPTION>
DISTRIBUTION IN DOLLARS - TO DATE
-----------------------------------------------------------------------------------------------------------------------
Original Unscheduled Scheduled Total Total
Class Face Value Interest Principal Principal Principal Distribution
-----------------------------------------------------------------------------------------------------------------------
(1) (2) (3) (4) (5)=(3)+(4) (6)=(2)+(5)
-----------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
A-F 191,235,000.00 13,179,417.88 24,444,694.30 2,760,373.75 27,205,068.05 40,384,485.93
A-V 202,035,000.00 11,153,566.23 40,748,836.37 1,430,720.45 42,179,556.82 53,333,123.05
C 6,795,043.05 - - - - -
R-II - - - - - -
-----------------------------------------------------------------------------------------------------------------------
Total 400,065,043.05 24,332,984.11 65,193,530.67 4,191,094.20 69,384,624.87 93,717,608.98
-----------------------------------------------------------------------------------------------------------------------
<CAPTION>
----------------------------------------------------------------
Current
Realized Deferred Principal
Class Losses Interest Balance
----------------------------------------------------------------
(7) (8) (9)=(1)-(5)-(7)+(8)
----------------------------------------------------------------
<S> <C> <C> <C>
A-F - - 164,029,931.95
A-V - - 159,855,443.18
C - 9,421,228.98 16,216,272.04
R-II - - -
----------------------------------------------------------------
Total - 9,421,228.98 340,101,647.17
----------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
INTEREST DETAIL
----------------------------------------------------------------------------------------------------------------------
Pass- Prior Principal Non- Prior Unscheduled
Through (with Notional) Accrued Supported Unpaid Interest
Class Rate Balance Interest Interest SF Interest Adjustments
----------------------------------------------------------------------------------------------------------------------
(1) (2) (3) (4)
----------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
A-F 7.29000% 167,639,718.19 1,018,411.29 - - -
A-V 7.05125% 164,464,903.38 1,030,829.47 - - -
C 16,055,611.68 - - - -
R-II - - - - -
----------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------
Total 348,160,233.25 2,049,240.76 - - -
----------------------------------------------------------------------------------------------------------------------
<CAPTION>
----------------------------------------------------------------------
Paid or Current
Optimal Deferred Unpaid
Class Interest Interest Interest
----------------------------------------------------------------------
(5)=(1)-(2)+(3)+(4) (6) (7)=(5)-(6)
----------------------------------------------------------------------
<S> <C> <C> <C>
A-F 1,018,411.29 1,018,411.29 -
A-V 1,030,829.47 1,030,829.47 -
C - 160,660.36 -
R-II - - -
----------------------------------------------------------------------
----------------------------------------------------------------------
----------------------------------------------------------------------
----------------------------------------------------------------------
Total 2,049,240.76 2,209,901.12 -
----------------------------------------------------------------------
Page 5 of 26
</TABLE>
<PAGE>
AAMES 1999-1
MORTGAGE PASS-THROUGH CERTIFICATES
COLLECTION ACCOUNT REPORT FOR JULY 17, 2000 DISTRIBUTION
<TABLE>
<CAPTION>
-----------------------------------------------------------------------------------------------------------------------
COLLECTION ACCOUNT REPORT
-----------------------------------------------------------------------------------------------------------------------
SUMMARY ADJUSTABLE FIXED TOTAL
-----------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
Principal Collections 4,275,663.41 3,326,476.52 7,602,139.93
Principal Withdrawals 0.00 0.00 0.00
Principal Other Accounts 0.00 0.00 0.00
TOTAL NET PRINCIPAL 4,275,663.41 3,326,476.52 7,602,139.93
Interest Collections 1,541,080.42 1,484,609.20 3,025,689.62
Interest Withdrawals (12,059.41) (27,556.69) (39,616.10)
Interest Other Accounts 0.00 0.00 0.00
Interest Fees (91,487.83) (95,574.58) (187,062.41)
TOTAL NET INTEREST 1,437,533.18 1,361,477.93 2,799,011.11
TOTAL AVAILABLE FUNDS TO BONDHOLDERS 5,713,196.59 4,687,954.45 10,401,151.04
TOTAL REMITANCE DUE FROM SERVICER 5,748,299.59 4,723,757.54 10,472,057.13
-----------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
PRINCIPAL - COLLECTIONS ADJUSTABLE FIXED TOTAL
-----------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
Scheduled Principal 92,575.05 231,236.11 323,811.16
Curtailments 0.00 0.00 0.00
Prepayments in Full 3,669,435.52 2,884,007.31 6,553,442.83
Repurchases/Substitutions 0.00 0.00 0.00
Liquidations 751,821.07 429,449.45 1,181,270.52
Insurance Principal 0.00 0.00 0.00
Other Additional Principal 0.00 0.00 0.00
Delinquent Principal 0.00 0.00 0.00
Realized Losses (238,168.23) (218,216.35) (456,384.58)
Mortgage Replacement Amount 0.00 0.00 0.00
TOTAL PRINCIPAL COLLECTED 4,275,663.41 3,326,476.52 7,602,139.93
-----------------------------------------------------------------------------------------------------------------------
Page 6 of 26
</TABLE>
<PAGE>
AAMES 1999-1
MORTGAGE PASS-THROUGH CERTIFICATES
COLLECTION ACCOUNT REPORT FOR JULY 17, 2000 DISTRIBUTION
<TABLE>
<CAPTION>
-------------------------------------------------------------------------------------------------------------------------
COLLECTION ACCOUNT REPORT
-------------------------------------------------------------------------------------------------------------------------
PRINCIPAL - WITHDRAWALS ADJUSTABLE FIXED TOTAL
-------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
SPACE INTENTIONALLY LEFT BLANK
<CAPTION>
-------------------------------------------------------------------------------------------------------------------------
PRINCIPAL - OTHER ACCOUNTS ADJUSTABLE FIXED TOTAL
-------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
Prefunded Release Amount 0.00 0.00 0.00
TOTAL OTHER ACCOUNTS PRINCIPAL 0.00 0.00 0.00
<CAPTION>
-------------------------------------------------------------------------------------------------------------------------
INTEREST - COLLECTIONS ADJUSTABLE FIXED TOTAL
-------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
Scheduled Interest 1,475,893.50 1,434,500.10 2,910,393.60
Repurchases/Substitutions 0.00 0.00 0.00
Liquidations 7,506.38 4,023.56 11,529.94
Insurance Interest 0.00 0.00 0.00
Other Additional Interest 0.00 0.00 0.00
Prepayment Interest Shortfalls 0.00 (336.42) (336.42)
Delinquent Interest (339,721.98) (293,239.75) (632,961.73)
Realized Losses 0.00 0.00 0.00
Compensating Interest 0.00 336.42 336.42
Other Interest Shortfall (Relief Act) 0.00 0.00 0.00
Interest Advanced 324,495.60 279,568.37 604,063.97
Closing Date Deposits 0.00 0.00 0.00
Insurer Interest to Cover PPIS 0.00 0.00 0.00
Prepayment Penalties 72,906.92 57,301.49 130,208.41
Gain On Liquidation 0.00 2,455.43 2,455.43
TOTAL INTEREST COLLECTED 1,541,080.42 1,484,609.20 3,025,689.62
-------------------------------------------------------------------------------------------------------------------------
Page 7 of 26
</TABLE>
<PAGE>
AAMES 1999-1
MORTGAGE PASS-THROUGH CERTIFICATES
COLLECTION ACCOUNT REPORT FOR JULY 17, 2000 DISTRIBUTION
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------
COLLECTION ACCOUNT REPORT
------------------------------------------------------------------------------------------------------------------
INTEREST - WITHDRAWALS ADJUSTABLE FIXED TOTAL
------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
Unpaid Servicing Fees 0.00 0.00 0.00
Advances Reimbursed 12,059.41 27,556.69 39,616.10
TOTAL INTEREST WITHDRAWLS 12,059.41 27,556.69 39,616.10
------------------------------------------------------------------------------------------------------------------
<CAPTION>
INTEREST - OTHER ACCOUNTS ADJUSTABLE FIXED TOTAL
------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
Capitialized Interest Requirement 0.00 0.00 0.00
TOTAL OTHER ACCOUNT INTEREST 0.00 0.00 0.00
------------------------------------------------------------------------------------------------------------------
<CAPTION>
INTEREST - FEES ADJUSTABLE FIXED TOTAL
------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
Current Servicing Fees 56,384.83 59,771.49 116,156.32
Back Up Servicing Fees 3,580.56 3,672.14 7,252.70
Certificate Insurance Premiums 31,522.44 32,130.95 63,653.39
Trustee Fees 0.00 0.00 0.00
TOTAL INTEREST OTHER FEES 91,487.83 95,574.58 187,062.41
------------------------------------------------------------------------------------------------------------------
Page 8 of 26
</TABLE>
<PAGE>
AAMES 1999-1
MORTGAGE PASS-THROUGH CERTIFICATES
CREDIT ENHANCEMENT REPORT FOR JULY 17, 2000 DISTRIBUTION
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------------------------
CREDIT ENHANCEMENT REPORT
---------------------------------------------------------------------------------------------------------------------
ACCOUNTS ADJUSTABLE FIXED TOTAL
---------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
SPACE INTENTIONALLY LEFT BLANK
---------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
INSURANCE ADJUSTABLE FIXED TOTAL
---------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
Insurance Premium Due 31,522.44 32,130.95 63,653.39
Insurance Premium Paid 31,522.44 32,130.95 63,653.39
Reimbursements to Certificate Insurer 0.00 0.00 0.00
Insured Payments Made By Certiifcate Insurer 0.00 0.00 0.00
Insurance Premiums Due but not Paid 0.00 0.00 0.00
---------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
STRUCTURAL FEATURES ADJUSTABLE FIXED TOTAL
---------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
Extra Principal Distribution Amt 333,796.79 283,309.72 617,106.51
Overcollateralization Amount 7,497,601.52 8,688,259.80 16,185,861.32
Targeted Overcollateralization Amt 11,489,687.54 10,818,925.78 22,308,613.32
Overcollateralization Release Amount 0.00 0.00 0.00
Overcollateralization Defficiency Amt 4,325,882.81 2,413,975.70 6,739,858.51
---------------------------------------------------------------------------------------------------------------------
</TABLE>
Page 9 of 26
<PAGE>
AAMES 1999-1
MORTGAGE PASS-THROUGH CERTIFICATES
COLLATERAL REPORT FOR JULY 17, 2000 DISTRIBUTION
<TABLE>
<CAPTION>
-------------------------------------------------------------------------------------------------------------------------
COLLATERAL REPORT
-------------------------------------------------------------------------------------------------------------------------
COLLATERAL ADJUSTABLE FIXED TOTAL
-------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
Loan Count:
ORIGINAL 1786 3011 4797
Prior 1,908 2,651 4,559
Prefunding - - -
Scheduled Paid Offs - - -
Full Voluntary Prepayments (40) (48) (88)
Repurchases - - -
Liquidations (8) (11) (19)
--------------------------------------------------------------------------------------------------------------------
Current 1,860 2,592 4,452
PRINCIPAL BALANCE:
Original 163,359,100.25 196,707,741.38 360,066,841.63
Prior 171,866,876.34 176,262,884.62 348,129,760.96
Prefunding - - -
Scheduled Principal (92,575.05) (231,236.11) (323,811.16)
Partial and Full Voluntary Prepayments (3,669,435.52) (2,884,007.31) (6,553,442.83)
Repurchases - - -
--------------------------------------------------------------------------------------------------------------------
Liquidations (751,821.07) (429,449.45) (1,181,270.52)
Current 167,353,044.70 172,718,191.75 340,071,236.45
-------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
PREFUNDING ADJUSTABLE FIXED TOTAL
-------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
Prefunding Beginning Balance 0.00 0.00
Balance of Subsequent Loans Transfered 0.00 0.00
Prefunded Amount Dispursed To Offered Certificates 0.00 0.00
Prefunding Ending Balance 0.00 0.00
Capitalized Interest Beginning Balance 0.00 0.00
Capitalized Interest Requirement 0.00 0.00
Capitalized Interest Released to Seller 0.00 0.00
Capitalized Interest Ending Balance 0.00 0.00
-------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
<S> <C>
CURRENT PRIN BALANCE BY GROUPS (IN MILLIONS OF DOLLARS) TOTAL CURRENT PRINCIPAL BALANCE (IN MILLIONS OF DOLLARS)
[GRAPH] [GRAPH]
</TABLE>
Page 10 of 26
<PAGE>
AAMES 1999-1
MORTGAGE PASS-THROUGH CERTIFICATES
COLLATERAL REPORT FOR JULY 17, 2000 DISTRIBUTION
<TABLE>
<CAPTION>
--------------------------------------------------------------------------------------------------------------------------
COLLATERAL REPORT
--------------------------------------------------------------------------------------------------------------------------
CHARACTERISTICS ADJUSTABLE FIXED TOTAL
--------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
Weighted Average Coupon Original 10.202764% 9.908650% 10.042087%
Weighted Average Coupon Prior 10.317730% 9.810816% 10.062295%
Weighted Average Coupon Current 10.357318% 9.793488% 10.071843%
---------------------------------------------------------------------------------------------------------------------
Weighted Average Months to Maturity Original 354 316 333
Weighted Average Months to Maturity Prior 345 304 324
Weighted Average Months to Maturity Current 344 303 323
---------------------------------------------------------------------------------------------------------------------
Weighted Avg Remaining Amortization Term Original 355 316 334
Weighted Avg Remaining Amortization Term Prior 346 306 326
Weighted Avg Remaining Amortization Term Current 345 305 325
---------------------------------------------------------------------------------------------------------------------
Weighted Average Seasoning Original 3.10 3.06 3.08
Weighted Average Seasoning Prior 12.25 13.00 12.63
Weighted Average Seasoning Current 13.23 13.99 13.62
--------------------------------------------------------------------------------------------------------------------------
</TABLE>
NOTE: ORIGINAL INFORMATION REFERS TO DEAL ISSUE.
<TABLE>
<CAPTION>
<S> <C>
WAC BY GROUPS TOTAL WAC
[GRAPH] [GRAPH]
WAC BY GROUPS TOTAL WARAT
[GRAPH] [GRAPH]
</TABLE>
NOTE: DATES CORRESPOND TO DISRIBUTION DATES.
Page 11 of 26
<PAGE>
AAMES 1999-1
MORTGAGE PASS-THROUGH CERTIFICATES
COLLATERAL REPORT FOR JULY 17, 2000 DISTRIBUTION
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------
COLLATERAL REPORT
------------------------------------------------------------------------------------------------------------------------
ARM CHARACTERISTICS ADJUSTABLE FIXED TOTAL
------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
Weighted Average Margin Original 5.948%
Weighted Average Margin Prior 5.913%
Weighted Average Margin Current 5.914%
-------------------------------------------------------------------------------------------------------------------
Weighted Average Max Rate Original 16.953%
Weighted Average Max Rate Prior 16.795%
Weighted Average Max Rate Current 16.787%
-------------------------------------------------------------------------------------------------------------------
Weighted Average Min Rate Original 10.160%
Weighted Average Min Rate Prior 10.149%
Weighted Average Min Rate Current 10.144%
-------------------------------------------------------------------------------------------------------------------
Weighted Average Cap Up Original 2.735%
Weighted Average Cap Up Prior 2.592%
Weighted Average Cap Up Current 2.591%
-------------------------------------------------------------------------------------------------------------------
Weighted Average Cap Down Original 2.735%
Weighted Average Cap Down Prior 2.592%
Weighted Average Cap Down Current 2.591%
------------------------------------------------------------------------------------------------------------------------
</TABLE>
NOTE: ORIGINAL INFORMATION REFERS TO DEAL ISSUE.
<TABLE>
<CAPTION>
SERVICING FEES / ADVANCES ADJUSTABLE FIXED TOTAL
------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
Current Servicing Fees 56,384.83 59,771.49 116,156.32
Delinquent Servicing Fees 15,226.37 13,671.38 28,897.75
TOTAL SERVICING FEES 71,611.20 73,442.87 145,054.07
Total Servicing Fees 71,611.20 73,442.87 145,054.07
Compensating Interest 0.00 336.42 336.42
Delinquent Servicing Fees (15,226.37) (13,671.38) (28,897.75)
COLLECTED SERVICING FEES 56,384.83 60,107.91 116,492.74
Prepayment Interest Shortfall 0.00 336.42 336.42
Total Advanced Interest 324,495.60 279,568.37 604,063.97
------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
ADDITIONAL COLLATERAL INFORMATION ADJUSTABLE FIXED TOTAL
------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
SPACE INTENTIONALLY LEFT BLANK
------------------------------------------------------------------------------------------------------------------------
</TABLE>
Page 12 of 26
<PAGE>
AAMES 1999-1
MORTGAGE PASS-THROUGH CERTIFICATES
DELINQUENCY REPORT FOR JULY 17, 2000 DISTRIBUTION
<TABLE>
<CAPTION>
-------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY REPORT - TOTAL
-------------------------------------------------------------------------------------------------------------------------------
CURRENT 1 PAYMENT 2 PAYMTS 3+ PAYMTS TOTAL
-------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
DELINQUENT Balance 6,422,918.45 621,334.46 357,071.24 7,401,324.15
% Balance 1.89% 0.18% 0.10% 2.18%
# Loans 100 11 8 119
% # Loans 2.25% 0.25% 0.18% 2.67%
-------------------------------------------------------------------------------------------------------------------------------
FORECLOSURE Balance 523,419.90 694,999.43 3,431,067.61 20,535,522.51 25,185,009.45
% Balance 0.15% 0.20% 1.01% 6.04% 7.41%
# Loans 6 15 47 297 365
% # Loans 0.13% 0.34% 1.06% 6.67% 8.20%
-------------------------------------------------------------------------------------------------------------------------------
BANKRUPTCY Balance 552,030.41 40,632.41 29,802.16 330,430.47 952,895.45
% Balance 0.16% 0.01% 0.01% 0.10% 0.28%
# Loans 11 1 1 6 19
% # Loans 0.25% 0.02% 0.02% 0.13% 0.43%
-------------------------------------------------------------------------------------------------------------------------------
REO Balance - - - 3,111,443.66 3,111,443.66
% Balance 0.00% 0.00% 0.00% 0.91% 0.91%
# Loans - - - 44 44
% # Loans 0.00% 0.00% 0.00% 0.99% 0.99%
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
TOTAL Balance 1,075,450.31 7,158,550.29 4,082,204.23 24,334,467.88 36,650,672.71
% Balance 0.32% 2.11% 1.20% 7.16% 10.78%
# Loans 17 116 59 355 547
% # Loans 0.38% 2.61% 1.33% 7.97% 12.29%
--------------------------------------------------------------------------------------------------------------------------------
NOTE: CURRENT = 0-29DAYS, 1 PAYMENT = 30-59DAYS, 2 PAYMENTS = 60-89DAYS, 3+ PAYMENTS = 90+
1 OR 2 PAYMENTS DELINQUENT 3 OR MORE PAYMENTS DELINQUENT
[GRAPH] [GRAPH]
TOTAL FORECLOSURE TOTAL BANKRUPTCY AND REO
[GRAPH] [GRAPH]
</TABLE>
NOTE: DATES CORRESPOND TO DISTRIBUTION DATES.
Page 13 of 26
<PAGE>
AAMES 1999-1
MORTGAGE PASS-THROUGH CERTIFICATES
DELINQUENCY REPORT FOR JULY 17, 2000 DISTRIBUTION
<TABLE>
<CAPTION>
--------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY REPORT - FIXED GROUP
--------------------------------------------------------------------------------------------------------------------------------
CURRENT 1 PAYMENT 2 PAYMTS 3+ PAYMTS TOTAL
--------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
DELINQUENT Balance 3,669,703.00 383,184.76 255,826.40 4,308,714.16
% Balance 2.12% 0.22% 0.15% 2.49%
# Loans 63 8 6 77
% # Loans 2.43% 0.31% 0.23% 2.97%
--------------------------------------------------------------------------------------------------------------------------------
FORECLOSURE Balance 311,447.53 427,015.30 1,038,890.35 7,277,619.03 9,054,972.21
% Balance 0.18% 0.25% 0.60% 4.21% 5.24%
# Loans 4 9 21 128 162
% # Loans 0.15% 0.35% 0.81% 4.94% 6.25%
--------------------------------------------------------------------------------------------------------------------------------
BANKRUPTCY Balance 179,193.55 40,632.41 - 136,892.61 356,718.57
% Balance 0.10% 0.02% 0.00% 0.08% 0.21%
# Loans 5 1 - 3 9
% # Loans 0.19% 0.04% 0.00% 0.12% 0.35%
--------------------------------------------------------------------------------------------------------------------------------
REO Balance - - - 1,322,245.97 1,322,245.97
% Balance 0.00% 0.00% 0.00% 0.77% 0.77%
# Loans - - - 22 22
% # Loans 0.00% 0.00% 0.00% 0.85% 0.85%
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
TOTAL Balance 490,641.08 4,137,350.71 1,422,075.11 8,992,584.01 15,042,650.91
% Balance 0.28% 2.40% 0.82% 5.21% 8.71%
# Loans 9 73 29 159 270
% # Loans 0.35% 2.82% 1.12% 6.13% 10.42%
--------------------------------------------------------------------------------------------------------------------------------
NOTE: CURRENT = 0-29DAYS, 1 PAYMENT = 30-59DAYS, 2 PAYMENTS = 60-89DAYS, 3+ PAYMENTS = 90+
1 OR 2 PAYMENTS DELINQUENT 3 OR MORE PAYMENTS DELINQUENT
[GRAPH] [GRAPH]
TOTAL FORECLOSURE TOTAL BANKRUPTCY AND REO
[GRAPH] [GRAPH]
</TABLE>
NOTE: DATES CORRESPOND TO DISTRIBUTION DATES.
Page 14 of 26
<PAGE>
AAMES 1999-1
MORTGAGE PASS-THROUGH CERTIFICATES
DELINQUENCY REPORT FOR JULY 17, 2000 DISTRIBUTION
<TABLE>
<CAPTION>
----------------------------------------------------------------------------------------------------------------------------------
DELINQUENCY REPORT - ADJUSTABLE GROUP
----------------------------------------------------------------------------------------------------------------------------------
CURRENT 1 PAYMENT 2 PAYMTS 3+ PAYMTS TOTAL
----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
DELINQUENT Balance 2,753,215.45 238,149.70 101,244.84 3,092,609.99
% Balance 1.65% 0.14% 0.06% 1.85%
# Loans 37 3 2 42
% # Loans 1.99% 0.16% 0.11% 2.26%
----------------------------------------------------------------------------------------------------------------------------------
FORECLOSURE Balance 211,972.37 267,984.13 2,392,177.26 13,257,903.48 16,130,037.24
% Balance 0.13% 0.16% 1.43% 7.92% 9.64%
# Loans 2 6 26 169 203
% # Loans 0.11% 0.32% 1.40% 9.09% 10.91%
----------------------------------------------------------------------------------------------------------------------------------
BANKRUPTCY Balance 372,836.86 - 29,802.16 193,537.86 596,176.88
% Balance 0.22% 0.00% 0.02% 0.12% 0.36%
# Loans 6 - 1 3 10
% # Loans 0.32% 0.00% 0.05% 0.16% 0.54%
----------------------------------------------------------------------------------------------------------------------------------
REO Balance - - - 1,789,197.69 1,789,197.69
% Balance 0.00% 0.00% 0.00% 1.07% 1.07%
# Loans - - - 22 22
% # Loans 0.00% 0.00% 0.00% 1.18% 1.18%
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
TOTAL Balance 584,809.23 3,021,199.58 2,660,129.12 15,341,883.87 21,608,021.80
% Balance 0.35% 1.81% 1.59% 9.17% 12.91%
# Loans 8 43 30 196 277
% # Loans 0.43% 2.31% 1.61% 10.54% 14.89%
----------------------------------------------------------------------------------------------------------------------------------
NOTE: CURRENT = 0-29DAYS, 1 PAYMENT = 30-59DAYS, 2 PAYMENTS = 60-89DAYS, 3+ PAYMENTS = 90+
1 OR 2 PAYMENTS DELINQUENT 3 OR MORE PAYMENTS DELINQUENT
TOTAL FORECLOSURE TOTAL BANKRUPTCY AND REO
[GRAPH] [GRAPH]
</TABLE>
NOTE: DATES CORRESPOND TO DISTRIBUTION DATES.
Page 15 of 26
<PAGE>
AAMES 1999-1
MORTGAGE PASS-THROUGH CERTIFICATES
REO REPORT FOR JULY 17, 2000 DISTRIBUTION
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
REO REPORT - MORTGAGE LOANS THAT BECOME REO DURING CURRENT DISTRIBUTION
------------------------------------------------------------------------------------------------------------------------------------
SUMMARY LOAN GROUP
------------------------------------------------------------------------------------------------------------------------------------
<S> <C>
Total Loan Count = 9 Loan Group 1 = Fixed Group; REO Book Value = 1,256,329.36
Total Original Principal Balance = 495,470.00 Loan Group 2 = Adjustable Group; REO Book Value = 1,871,913.82
Total Current Balance = 494,970.04
REO Book Value = 3,128,243.18
------------------------------------------------------------------------------------------------------------------------------------
REO Book Value reported corresponds to total REO loans, including loans that
become REO during current distribution.
</TABLE>
<TABLE>
<CAPTION>
----------------------------------------------------------------------------------------------------------------------------------
Loan Number Original Stated Current State &
& Principal Principal Paid to Note LTV at Original Origination
Loan Group Balance Balance Date Rate Origination Term Date
----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C>
7223870 1 56,800.00 56,659.75 Oct-15-99 11.250% CA - 80.00% 360 Mar-31-99
7279221 1 52,800.00 52,767.90 Aug-15-99 11.750% TX - 74.89% 360 Jun-01-99
9468447 1 63,000.00 62,980.35 May-01-99 11.610% FL - 75.00% 360 Mar-11-99
9480463 1 33,120.00 33,101.62 Jun-01-99 12.160% WI - 72.00% 360 Mar-31-99
1446630 2 27,000.00 26,969.52 May-01-99 13.990% MI - 60.00% 360 Sep-30-98
9445552 2 90,000.00 89,828.42 Aug-01-99 11.720% TX - 75.00% 360 Jan-12-99
9473661 2 62,250.00 62,183.08 Sep-01-99 13.370% OH - 75.00% 360 Mar-31-99
9486763 2 39,000.00 39,000.00 May-01-99 14.770% MA - 65.00% 360 Apr-20-99
9517227 2 71,500.00 71,479.40 Aug-01-99 11.990% CA - 65.00% 360 Jun-10-99
----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Page 16 of 26
<PAGE>
AAMES 1999-1
MORTGAGE PASS-THROUGH CERTIFICATES
PREPAYMENT REPORT FOR JULY 17, 2000 DISTRIBUTION
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------
PREPAYMENT REPORT - VOLUNTARY PREPAYMENTS
------------------------------------------------------------------------------------------------------------------------------
VOLUNTARY PREPAYMENTS ADJUSTABLE FIXED TOTAL
------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
CURRENT
Number of Paid in Full Loans 40 48 88
Number of Repurchased Loans - - -
-------------------------------------------------------------------------------------------------------------------------
Total Number of Loans Prepaid in Full 40 48 88
Paid in Full Balance 3,669,435.52 2,884,007.31 6,553,442.83
Repurchased Loans Balance - - -
Curtailments Amount - - -
-------------------------------------------------------------------------------------------------------------------------
Total Prepayment Amount 3,669,435.52 2,884,007.31 6,553,442.83
CUMULATIVE
Number of Paid in Full Loans 346 383 729
Number of Repurchased Loans - - -
-------------------------------------------------------------------------------------------------------------------------
Total Number of Loans Prepaid in Full 346 383 729
Paid in Full Balance 32,947,801.48 20,373,620.29 53,321,421.77
Repurchased Loans Balance - - -
Curtailments Amount (83,220.79) (158,587.56) (241,808.35)
-------------------------------------------------------------------------------------------------------------------------
Total Prepayment Amount 32,864,580.69 20,215,032.73 53,079,613.42
SPACE INTENTIONALLY LEFT BLANK
</TABLE>
<TABLE>
<CAPTION>
-----------------------------------------------------------------------------------------------------------------------------------
<S> <C>
TOTAL PREPAYMENTS BY GROUPS (IN THOUSANDS OF DOLLARS) TOTAL PREPAYMENTS (IN THOUSANDS OF DOLLARS)
[GRAPH] [GRAPH]
</TABLE>
Page 17 of 26
<PAGE>
AAMES 1999-1
MORTGAGE PASS-THROUGH CERTIFICATES
PREPAYMENT REPORT FOR JULY 17, 2000 DISTRIBUTION
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------------------------------------
PREPAYMENT REPORT - VOLUNTARY PREPAYMENTS
---------------------------------------------------------------------------------------------------------------------------------
VOLUNTARY PREPAYMENT RATES ADJUSTABLE FIXED TOTAL
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
SMM 2.14% 1.64% 1.88%
3 Months Avg SMM 2.09% 1.31% 1.70%
12 Months Avg SMM 1.47% 0.92% 1.19%
Avg SMM Since Cut-off 1.47% 0.92% 1.19%
CPR 22.83% 17.98% 20.41%
3 Months Avg CPR 22.41% 14.61% 18.57%
12 Months Avg CPR 16.29% 10.45% 13.42%
Avg CPR Since Cut-off 16.29% 10.45% 13.42%
PSA 862.88% 642.61% 749.47%
3 Months Avg PSA Approximation 914.89% 562.00% 735.34%
12 Months Avg PSA Approximation 1032.53% 612.99% 818.08%
Avg PSA Since Cut-off Approximation 1032.53% 612.99% 818.08%
---------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
<S> <C>
CPR BY GROUPS TOTAL CPR
[GRAPH] [GRAPH]
PSA BY GROUPS TOTAL PSA
[GRAPH] [GRAPH]
</TABLE>
Page 18 of 26
<PAGE>
AAMES 1999-1
MORTGAGE PASS-THROUGH CERTIFICATES
PREPAYMENT REPORT FOR JULY 17, 2000 DISTRIBUTION
<TABLE>
<CAPTION>
-----------------------------------------------------------------------------------------------------------------------------------
PREPAYMENT REPORT - VOLUNTARY PREPAYMENTS
-----------------------------------------------------------------------------------------------------------------------------------
<S> <C>
CPR AVG SINCE CUT-OFF BY GROUPS TOTAL CPR AVG SINCE CUT-OFF
[GRAPH] [GRAPH]
PSA AVG SINCE CUT-OFF BY GROUPS TOTAL PSA AVG SINCE CUT-OFF
[GRAPH] [GRAPH]
PREPAYMENT CALCULATION METHODOLOGY
-----------------------------------------------------------------------------------------------------------------------------------
Single Monthly Mortality (SMM):
(Voluntary partial and full prepayments + Repurchases)/(Beg Principal Balance - Sched Principal)
Conditional Prepayment Rate (CPR): 1-((1-SMM)^12)
PSA Standard Prepayment Model: CPR/(0.02*min(30,WAS))
Average SMM over period between nth month and mth month (AvgSMMn,m):
[(1-SMMn) * (1-SMMn+1) *.......*(1-SMMm)]^(1/months in period n,m)
Average CPR over period between the nth month and mth month (AvgCPRn,m): 1-((1-AvgSMMn,m)^12)
Average PSA Approximation over period between the nth month and mth month: AvgCPRn,m/(0.02*Avg WASn,m))
Average WASn,m: (min(30,WASn)+min(30,WASn+1)+.......+min(30,WASm)/(number of months in the period n,m)
Weighted Average Seasoning (WAS)
Note: Prepayment rates are calculated since deal issue date and include partial and full voluntary prepayments and repurchases.
Dates correspond to distribution dates.
-----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Page 19 of 26
<PAGE>
AAMES 1999-1
MORTGAGE PASS-THROUGH CERTIFICATES
PREPAYMENT DETAIL REPORT FOR JULY 17, 2000 DISTRIBUTION
<TABLE>
<CAPTION>
-----------------------------------------------------------------------------------------------------------------------------------
PREPAYMENT DETAIL REPORT - LOANS PREPAID IN FULL DURING CURRENT DISTRIBUTION
-----------------------------------------------------------------------------------------------------------------------------------
SUMMARY LOAN GROUP
--------------------------------------------------------- --------------------------------------------------------------
<S> <C>
Total Loan Count = 88 Loan Group 1 = Fixed Group
Total Original Principal Balance = 6,626,786.00 Loan Group 2 = Adjustable Group
Total Prepayment Amount = 6,553,442.83
------------------------------------------------------ --------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
-----------------------------------------------------------------------------------------------------------------------------------
Loan Number Original Current State & Type Prepayment
& Loan Principal Prepayment Prepayment Note LTV at & Origination
Loan Group Status Balance Amount Date Rate Origination Original Term Date
-----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
1463977 1 98,100.00 97,395.16 Jun-30-00 9.900% FL - 89.18% Paid Off - 360 Jan-29-99
7203462 1 95,000.00 90,283.20 Jun-22-00 11.350% CA - 64.62% Paid Off - 180 Nov-25-98
7213387 1 38,750.00 36,015.55 Jun-27-00 9.750% CA - 12.38% Paid Off - 180 Feb-05-99
7250266 1 56,000.00 55,604.61 Jun-22-00 9.250% PA - 79.43% Paid Off - 360 Mar-31-99
7250398 1 32,500.00 31,496.02 Jun-12-00 10.750% TN - 65.00% Paid Off - 180 Mar-31-99
7251130 1 30,000.00 29,192.66 Jun-14-00 11.350% TX - 45.45% Paid Off - 180 Mar-30-99
7254369 1 63,700.00 63,294.26 Jun-01-00 9.750% MI - 73.21% Paid Off - 360 Mar-29-99
7255500 1 38,400.00 38,167.74 Jun-13-00 10.000% MI - 80.00% Paid Off - 360 Mar-30-99
7261322 1 17,000.00 14,102.72 Jun-05-00 11.650% FL - 20.98% Paid Off - 180 Mar-31-99
7262752 1 70,000.00 68,054.38 Jun-08-00 9.950% CA - 18.42% Paid Off - 180 May-14-99
7267584 1 10,000.00 9,739.24 Jun-22-00 11.700% MI - 11.36% Paid Off - 180 Apr-21-99
7268238 1 72,000.00 67,583.34 Jun-30-00 10.000% TX - 65.45% Paid Off - 120 Apr-30-99
7269943 1 27,300.00 26,703.84 Jun-14-00 13.000% OH - 65.00% Paid Off - 180 Apr-19-99
7271573 1 88,100.00 86,683.55 Jun-27-00 9.500% CO - 89.89% Paid Off - 240 May-12-99
7274599 1 63,000.00 60,917.61 Jun-14-00 9.000% FL - 79.74% Paid Off - 180 Apr-23-99
7275943 1 50,000.00 48,923.56 Jun-07-00 13.800% IL - 21.09% Paid Off - 180 Apr-23-99
7279167 1 42,375.00 42,162.93 Jun-29-00 10.500% MI - 75.00% Paid Off - 360 Apr-28-99
7281080 1 90,000.00 87,445.37 Jun-21-00 10.750% CA - 25.71% Paid Off - 180 May-07-99
7284136 1 45,000.00 43,744.33 Jun-07-00 10.150% IL - 75.00% Paid Off - 180 May-25-99
7285191 1 42,000.00 41,642.77 Jun-09-00 7.450% CA - 27.09% Paid Off - 360 May-05-99
7289693 1 53,100.00 52,856.10 Jun-19-00 10.000% OK - 90.00% Paid Off - 360 Jun-18-99
7294433 1 20,000.00 19,410.22 Jun-15-00 8.500% MA - 17.39% Paid Off - 180 Jun-22-99
7615558 1 43,200.00 41,978.11 Jun-28-00 9.750% MO - 80.00% Paid Off - 180 Jun-01-99
9395555 1 77,071.00 76,132.72 Jun-19-00 8.250% IL - 74.82% Paid Off - 360 Oct-09-98
9403434 1 88,190.00 87,434.15 Jun-28-00 9.990% CA - 89.98% Paid Off - 360 Oct-23-98
9403450 1 103,892.00 102,891.26 Jun-15-00 9.750% FL - 74.74% Paid Off - 360 Oct-23-98
9413650 1 34,875.00 33,460.69 Jun-27-00 11.010% LA - 75.00% Paid Off - 180 Nov-06-98
9420134 1 66,500.00 65,338.44 Jun-15-00 9.450% NY - 59.11% Paid Off - 360 Nov-20-98
9427155 1 FCL 138,750.00 138,171.59 Jun-22-00 9.940% HI - 75.00% Paid Off - 360 Dec-15-98
9432442 1 41,600.00 41,447.75 Jun-21-00 13.370% FL - 65.00% Paid Off - 360 Dec-09-98
9439919 1 120,000.00 119,237.58 Jun-15-00 10.490% NY - 87.59% Paid Off - 360 Jan-06-99
9448187 1 56,250.00 55,866.00 Jun-16-00 11.190% NC - 75.00% Paid Off - 360 Jan-25-99
9466754 1 20,000.00 19,891.54 Jun-12-00 10.540% FL - 42.55% Paid Off - 360 Mar-10-99
9469400 1 20,650.00 20,518.26 Jun-05-00 12.060% MO - 70.00% Paid Off - 360 Mar-15-99
9477519 1 65,100.00 64,841.21 Jun-02-00 11.580% LA - 70.00% Paid Off - 360 Mar-31-99
9479449 1 70,500.00 70,041.55 Jun-28-00 9.660% FL - 75.00% Paid Off - 360 Mar-30-99
9481230 1 71,900.00 71,532.44 Jun-22-00 10.500% IN - 55.30% Paid Off - 360 Mar-31-99
9483519 1 55,000.00 54,784.54 Jun-02-00 11.220% MI - 61.11% Paid Off - 360 Apr-15-99
9485619 1 75,750.00 75,082.38 Jun-19-00 8.500% WI - 78.09% Paid Off - 360 Apr-30-99
9492046 1 29,900.00 29,845.46 Jun-20-00 14.670% NY - 65.00% Paid Off - 360 May-28-99
9493883 1 35,900.00 34,721.52 Jun-20-00 9.080% LA - 52.02% Paid Off - 180 Apr-30-99
9497714 1 71,010.00 70,792.82 Jun-02-00 12.360% TX - 88.76% Paid Off - 360 May-05-99
9498524 1 FCL 135,100.00 134,827.04 Jun-26-00 11.370% TX - 70.00% Paid Off - 360 May-11-99
9501150 1 56,000.00 55,815.07 Jun-20-00 12.020% TN - 78.87% Paid Off - 360 May-12-99
-----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Page 20 of 26
<PAGE>
AAMES 1999-1
MORTGAGE PASS-THROUGH CERTIFICATES
PREPAYMENT DETAIL REPORT FOR JULY 17, 2000 DISTRIBUTION
<TABLE>
<CAPTION>
-----------------------------------------------------------------------------------------------------------------------------------
PREPAYMENT DETAIL REPORT - LOANS PREPAID IN FULL DURING CURRENT DISTRIBUTION
-----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
Loan Number Original Current State &
& Loan Principal Prepayment Prepayment Note LTV at Original Origination
Loan Group Status Balance Amount Date Rate Origination Term Date
----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
9509860 1 162,000.00 161,331.68 Jun-27-00 9.990% HI - 90.00% Paid Off - 360 Jun-24-99
9555692 1 96,800.00 96,570.76 Jun-05-00 11.370% SC - 80.00% Paid Off - 360 Jun-23-99
9557873 1 32,160.00 31,351.72 Jun-02-00 10.410% LA - 73.25% Paid Off - 180 Jun-09-99
9716106 1 19,000.00 18,681.87 Jun-19-00 12.250% CA - 10.00% Paid Off - 240 May-28-99
1439642 2 FCL 93,750.00 93,511.26 Jun-13-00 15.500% NJ - 53.87% Paid Off - 360 Jun-22-98
1463144 2 65,650.00 65,483.26 Jun-30-00 14.000% MN - 65.00% Paid Off - 360 Mar-11-99
1471376 2 130,000.00 129,490.31 Jun-30-00 10.750% UT - 83.87% Paid Off - 360 Jul-16-99
1472453 2 93,740.00 93,334.01 Jun-06-00 10.440% CO - 74.99% Paid Off - 360 Jun-18-99
1472690 2 164,978.00 160,458.64 Jun-13-00 9.580% NY - 74.99% Paid Off - 180 Jun-11-99
1473263 2 93,590.00 93,065.87 Jun-29-00 9.190% CO - 79.99% Paid Off - 360 Jun-30-99
7253753 2 140,000.00 139,209.92 Jun-01-00 11.050% CA - 84.84% Paid Off - 360 Apr-19-99
9395954 2 61,600.00 61,071.06 Jun-29-00 9.980% NC - 70.00% Paid Off - 360 Oct-07-98
9401741 2 126,000.00 124,866.94 Jun-02-00 10.040% KY - 90.00% Paid Off - 360 Oct-19-98
9403396 2 90,990.00 90,037.45 Jun-15-00 10.990% IL - 63.18% Paid Off - 360 Oct-23-98
9403442 2 78,390.00 76,556.72 Jun-28-00 10.840% IL - 79.98% Paid Off - 360 Oct-23-98
9409378 2 273,750.00 271,227.01 Jun-30-00 9.920% GA - 75.00% Paid Off - 360 Feb-18-99
9438556 2 37,500.00 37,230.48 Jun-07-00 10.230% OH - 75.00% Paid Off - 360 Dec-29-98
9441964 2 57,600.00 56,462.04 Jun-01-00 10.290% SC - 90.00% Paid Off - 360 Jan-05-99
9446419 2 79,110.00 78,504.15 Jun-26-00 9.590% SC - 89.89% Paid Off - 360 Jan-14-99
9453229 2 200,000.00 198,653.37 Jun-29-00 9.860% MD - 66.66% Paid Off - 360 Feb-12-99
9461035 2 FCL 88,200.00 87,829.20 Jun-08-00 9.900% WA - 70.00% Paid Off - 360 Feb-24-99
9468293 2 48,024.00 47,815.43 Jun-08-00 11.600% SC - 72.00% Paid Off - 360 Mar-08-99
9471456 2 19,000.00 18,701.34 Jun-26-00 8.770% PA - 61.29% Paid Off - 360 Mar-15-99
9472037 2 117,000.00 116,547.90 Jun-26-00 11.710% GA - 90.00% Paid Off - 360 Mar-23-99
9475087 2 42,250.00 41,957.39 Jun-05-00 13.400% SC - 65.00% Paid Off - 360 Mar-29-99
9477179 2 37,800.00 37,640.93 Jun-20-00 11.710% MO - 90.00% Paid Off - 360 Mar-26-99
9478604 2 73,600.00 73,239.17 Jun-28-00 10.620% FL - 79.13% Paid Off - 360 Mar-29-99
9482547 2 125,375.00 124,495.47 Jun-29-00 11.160% OH - 85.00% Paid Off - 360 Apr-12-99
9488073 2 47,200.00 46,963.71 Jun-01-00 10.500% MN - 80.00% Paid Off - 360 Apr-22-99
9492534 2 92,000.00 90,122.23 Jun-12-00 10.080% FL - 80.00% Paid Off - 360 May-10-99
9495541 2 47,000.00 46,867.77 Jun-20-00 12.740% OH - 50.00% Paid Off - 360 May-04-99
9497935 2 57,600.00 57,339.10 Jun-15-00 10.970% NC - 78.90% Paid Off - 360 May-04-99
9498141 2 41,250.00 41,095.57 Jun-15-00 11.430% OH - 75.00% Paid Off - 360 May-13-99
9499857 2 111,000.00 110,578.86 Jun-22-00 11.370% TN - 79.28% Paid Off - 360 Jun-01-99
9501673 2 78,750.00 78,417.45 Jun-14-00 10.870% OH - 90.00% Paid Off - 360 May-13-99
9507841 2 234,750.00 233,283.45 Jun-02-00 9.750% CA - 75.00% Paid Off - 360 May-28-99
9508082 2 197,600.00 196,720.01 Jun-29-00 10.620% LA - 80.00% Paid Off - 360 May-28-99
9511350 2 19,175.00 19,135.76 Jun-15-00 13.720% KY - 54.78% Paid Off - 360 Jun-25-99
9512667 2 65,250.00 64,979.68 Jun-29-00 10.490% MN - 75.00% Paid Off - 360 Jun-09-99
9519726 2 97,416.00 97,133.57 Jun-12-00 11.640% CO - 72.00% Paid Off - 360 Jul-08-99
9524282 2 96,800.00 96,245.74 Jun-19-00 9.970% CO - 80.00% Paid Off - 360 Jun-28-99
9540814 2 FCL 56,355.00 56,222.97 Jun-06-00 11.420% OH - 75.00% Paid Off - 360 Jun-18-99
9555617 2 47,120.00 46,869.76 Jun-15-00 8.770% NE - 79.86% Paid Off - 360 Jul-01-99
9556427 2 70,200.00 70,070.57 Jun-20-00 15.020% NC - 65.00% Paid Off - 360 Jul-15-99
----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Page 21 of 26
<PAGE>
AAMES 1999-1
MORTGAGE PASS-THROUGH CERTIFICATES
REALIZED LOSS REPORT FOR JULY 17, 2000 DISTRIBUTION
<TABLE>
<CAPTION>
--------------------------------------------------------------------------------------------------------------------------------
REALIZED LOSS REPORT - COLLATERAL
--------------------------------------------------------------------------------------------------------------------------------
COLLATERAL REALIZED LOSSES ADJUSTABLE FIXED TOTAL
--------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
CURRENT
Number of Loans Liquidated 8 11 19
Collateral Realized Loss/(Gain) Amount 238,168.23 218,216.35 456,384.58
Net Liquidation Proceeds 513,652.84 211,233.10 724,885.94
CUMULATIVE
Number of Loans Liquidated 23 36 59
Collateral Realized Loss/(Gain) Amount 610,133.02 676,739.44 1,286,872.46
Net Liquidation Proceeds 1,190,489.94 435,370.82 1,625,860.76
Note: Collateral realized losses may include adjustments
to loans liquidated in prior periods.
Loss Percentage 0.3000% 0.3421%
Annualized Loss Percentage 0.1829% 0.2325%
--------------------------------------------------------------------------------------------------------------------------------
</TABLE>
COLLATERAL LOSS SEVERITY COLLATERAL LOSS
APPROXIMATION BY GROUPS SEVERITY APPROXIMATION
[GRAPH] [GRAPH]
Page 22 of 26
<PAGE>
AAMES 1999-1
MORTGAGE PASS-THROUGH CERTIFICATES
REALIZED LOSS REPORT FOR JULY 17, 2000 DISTRIBUTION
<TABLE>
<CAPTION>
-------------------------------------------------------------------------------------------------------------------------
REALIZED LOSS REPORT - COLLATERAL
-------------------------------------------------------------------------------------------------------------------------
DEFAULT SPEEDS ADJUSTABLE FIXED TOTAL
-------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
MDR 0.44% 0.24% 0.34%
3 Months Avg MDR 0.27% 0.14% 0.21%
12 Months Avg MDR 0.08% 0.05% 0.07%
Avg MDR Since Cut-off 0.08% 0.05% 0.07%
CDR 5.12% 2.88% 4.00%
3 Months Avg CDR 3.23% 1.66% 2.44%
12 Months Avg CDR 1.01% 0.61% 0.81%
Avg CDR Since Cut-off 1.01% 0.61% 0.81%
SDA 19.37% 10.31% 14.68%
3 Months Avg SDA Approximation 13.20% 6.37% 9.66%
12 Months Avg SDA Approximation 6.42% 3.60% 4.94%
Avg SDA Since Cut-off Approximation 6.42% 3.60% 4.94%
Loss Severity Approximation for Current Period 31.68% 50.81% 38.64%
3 Months Avg Loss Severity Approximation 34.08% 58.05% 41.40%
12 Months Avg Loss Severity Approximation 37.51% 72.55% 56.50%
Avg Loss Severity Approximation Since Cut-off 37.51% 72.55% 56.50%
-------------------------------------------------------------------------------------------------------------------------
</TABLE>
CDR BY GROUPS TOTAL CDR
[GRAPH] [GRAPH]
SDA BY GROUPS TOTAL SDA
[GRAPH] [GRAPH]
Page 23 of 26
<PAGE>
AAMES 1999-1
MORTGAGE PASS-THROUGH CERTIFICATES
REALIZED LOSS REPORT FOR JULY 17, 2000 DISTRIBUTION
-------------------------------------------------------------------------------
REALIZED LOSS REPORT - COLLATERAL
-------------------------------------------------------------------------------
CDR AVG SINCE CUT-OFF BY GROUPS TOTAL CDR AVG SINCE CUT-OFF
[GRAPH] [GRAPH]
SDA AVG SINCE CUT-OFF BY GROUPS TOTAL SDA AVG SINCE CUT-OFF
[GRAPH] [GRAPH]
<TABLE>
<CAPTION>
COLLATERAL REALIZED LOSS CALCULATION METHODOLOGY
-----------------------------------------------------------------------------------------------------------------------------------
<S><C>
Monthly Default Rate (MDR): (Beg Principal Balance of Liquidated Loans)/(Total Beg Principal Balance)
Conditional Default Rate (CDR): 1-((1-MDR)^12)
SDA Standard Default Assumption: CDR/IF(WAS < 61,MIN(30,WAS)*0.02,MAX(0.03,MIN(30,WAS)*0.02-0.0095*(WAS-60)))
Average MDR over period between nth month and mth month (AvgMDRn,m):
[(1-MDRn) * (1-MDRn+1) *.......*(1-MDRm)]^(1/months in period n,m)
Average CDR over period between the nth month and mth month (AvgCDRn,m): 1-((1-AvgMDRn,m)^12)
Average SDA Approximation over period between the nth month and mth month:
AvgCDRn,m/IF(Avg WASn,m < 61,MIN(30,Avg WASn,m)*0.02,MAX(0.03,MIN(30,Avg WASn,m)*0.02-0.0095*(Avg WASn,m-60)))
Average WASn,m: (WASn + WASn+1 +.......+ WASm )/(number of months in the period n,m)
Loss Severity Approximation for current period: sum(Realized Loss Amount)/sum(Beg Principal Balance of Liquidated Loans)
Average Loss Severity Approximation over period between nth month and mth month: Avg(Loss Severityn,m)
Note: Default rates are calculated since deal issue date and include realized gains and additional realized losses and gains from
prior periods.
Dates correspond to distribution dates.
-----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Page 24 of 26
<PAGE>
AAMES 1999-1
MORTGAGE PASS-THROUGH CERTIFICATES
REALIZED LOSS DETAIL REPORT FOR JULY 17, 2000 DISTRIBUTION
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
REALIZED LOSS DETAIL REPORT - LOANS LIQUIDATED DURING CURRENT DISTRIBUTION
------------------------------------------------------------------------------------------------------------------------------------
SUMMARY LOAN GROUP
------------------------------------------------------ ---------------------------------------------------------------------
<S> <C>
Total Loan Count = 19 Loan Group 1 = Fixed Group
Total Original Principal Balance = 1,184,240.00 Loan Group 2 = Adjustable Group
Total Prior Principal Balance = 1,181,270.52
Total Realized Loss Amount = 456,384.58
Total Net Liquidation Proceeds = 724,885.94
------------------------------------------------------ ---------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
Loan Number Original Prior Current State &
& Loan Principal Principal Realized Note LTV at Original Origination
Loan Group Status Balance Balance Loss/(Gain) Rate Origination Term Date
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
7229283 1 18,200.00 18,161.81 - 11.500% NY - 65.00% 180 Mar-31-99
7258828 1 17,000.00 16,992.07 - 9.750% FL - 56.66% 360 Apr-30-99
7263538 1 REO 29,000.00 28,777.76 - 12.200% MD - 12.88% 180 Apr-28-99
7283695 1 REO 52,000.00 51,960.24 - 10.700% VA - 86.66% 360 Apr-30-99
7285256 1 FLC 56,900.00 56,767.66 - 9.750% OH - 84.92% 360 May-10-99
7617089 1 BK 63,750.00 63,641.70 - 10.250% TN - 75.00% 360 Jun-07-99
7631537 1 21,000.00 20,913.49 - 11.750% MI - 61.76% 180 Jun-25-99
9419349 1 FLC 76,500.00 76,341.42 - 11.980% NE - 90.00% 360 Nov-16-98
9424318 1 25,560.00 25,427.09 - 12.460% NY - 72.00% 360 Nov-30-98
9431667 1 FLC 50,400.00 49,592.19 - 12.370% TX - 80.00% 180 Dec-11-98
9472665 1 20,880.00 20,874.02 - 11.990% NY - 72.00% 360 Mar-24-99
7265638 2 23,000.00 22,974.11 - 16.000% NY - 50.00% 360 May-21-99
9425624 2 REO 24,000.00 23,945.72 - 12.770% FL - 60.00% 360 Nov-30-98
9430857 2 REO 61,750.00 61,695.16 - 11.890% CA - 65.00% 360 Jan-26-99
9453261 2 REO 344,000.00 343,618.01 - 10.870% VA - 80.00% 360 Feb-03-99
9466185 2 76,700.00 76,619.40 - 13.470% SC - 65.00% 360 Mar-05-99
9477144 2 REO 91,000.00 91,000.00 - 11.740% CA - 65.00% 360 Apr-07-99
9535039 2 FLC 41,600.00 41,600.00 - 12.020% NC - 65.00% 360 Jul-15-99
9556923 2 FLC 91,000.00 90,368.67 - 14.000% WA - 70.00% 360 Jun-28-99
-----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Page 25 of 26
<PAGE>
AAMES 1999-1
MORTGAGE PASS-THROUGH CERTIFICATES
TRIGGERS, ADJ. RATE CERT. AND MISCELLANEOUS REPORT
FOR JULY 17, 2000 DISTRIBUTION
<TABLE>
<CAPTION>
--------------------------------------------------------------------------------------------------------------------------------
TRIGGERS, ADJ. RATE CERT. AND MISCELLANEOUS REPORT
--------------------------------------------------------------------------------------------------------------------------------
TRIGGER EVENTS ADJUSTABLE FIXED TOTAL
--------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
Step Down Cumulative Loss Test No No No
Step Down Rolling Delinquency Test Yes Yes Yes
Step Down Rolling Loss Test Yes Yes Yes
Step Down Tigger No No No
Step Up Cumulative Loss Test No No No
Step Up Rolling Delinquency Test No No No
Step Up Rolling Loss Test No No No
Step Up Tigger No No No
Step Up Spread Squeeze Test No No No
Spread Squeeze Condition No No No
--------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
ADJUSTABLE RATE CERTIFICATE INFORMATION ADJUSTABLE FIXED TOTAL
--------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
SPACE INTENTIONALLY LEFT BLANK
--------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
ADDITIONAL INFORMATION ADJUSTABLE FIXED TOTAL
--------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
Supplamental Interest Amounts 0.00 0.00 0.00
Supplamental Interest Amounts Unpaid 0.00 0.00 0.00
--------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Page 26 of 26
