Exhibit 99.4
REPORT AGGREGATING CERTAIN MONTHLY INFORMATION TO CERTIFICATEHOLDERS
1. The amount of such distribution allocable to principal:
POOL SERIES AMOUNT ALLOCABLE TO PRINCIPAL
----------- -----------------------------
1999-1 Fixed $23,312,810.19
1999-1 ARM $35,394,123.95
1999-2 Fixed $16,060,028.35
1999-2 ARM 1 $10,785,681.74
1999-2 ARM 2 $1,960,404.48
2. The amount of such distribution allocable to interest:
POOL SERIES AMOUNT ALLOCABLE TO INTEREST
----------- ----------------------------
1999-1 Fixed $18,966,010.14
1999-1 ARM $21,504,486.91
1999-2 Fixed $13,989,143.49
1999-2 ARM 1 $9,315,802.76
1999-2 ARM 2 $904,068.15
3. The amount of such distribution allocable to any excess interest or
excess cash distribution in connection with any overcollateralization
feature:
POOL SERIES INITIAL INCREASES BALANCE AT
----------- COLLATERALIZATION --------- JUNE 30, 2000
----------------- -------------
1999-1 Fixed -- $8,688,259.80 $8,688,259.80
1999-1 ARM -- $7,497,601.52 $7,497,601.52
--------- ------------- -------------
TOTAL -- $16,185,861.32 $16,185,861.32
1999-2 Fixed -- $5,822,603.40 $5,822,603.40
1999-2 ARM 1 -- $2,466,460.19 $2,466,460.19
1999-2 ARM 2 -- $244,034.16 $244,034.16
--------- ----------- -----------
TOTAL -- $8,533,097.75 $8,533,097.75
4. Total amount of any insured payment included in the amount distributed:
POOL SERIES AMOUNT
----------- ------
1999-1 --
1999-2 --
5. The amount of any fee paid in respect of credit enhancement for the
related collection period (represents amount held in Expense Account at
Bankers Trust at June 30, 2000):
POOL SERIES AMOUNT
----------- ------
1999-1 --
1999-2 --
6. The amount of unreimbursed monthly advances and/or servicing advances:
POOL SERIES UNREIMBURSED ADVANCES
----------- ---------------------
1999-1 $3,279,297.48
1999-2 $2,200,479.11
7. The aggregate amount (a) otherwise allocable to the subordinated
Certificateholders on such distribution date, and (b) withdrawn from
reserve account, if any, that is included in the amounts distributed
with respect to senior certificateholders:
POOL SERIES AMOUNT
----------- ------
1999-1 --
1999-2 --
8. The aggregate outstanding principal balance of the Mortgage Loans in
the related pool or Mortgage Loan Group:
POOL SERIES AMOUNT
----------- ------
1999-1 Fixed $172,718,191.75
1999-2 ARM $167,353,044.70
1999-2 Fixed $216,551,629.71
1999-2 ARM 1 $143,933,731.94
1999-2 ARM 2 $13,539,595.52
9. The number and aggregate principal balance of Mortgage Loans in the
related mortgage pool contractually delinquent (a) 30 to 59 days, (b)
60 to 89 days and (c) 90 days or more as of the end of the related
collection period:
POOL SERIES 30-59 DAYS 60-89 DAYS 90+ DAYS
----------- ---------- ---------- --------
1999-1 Fixed
Principal Balance $3,669,703.00 $383,184.76 $255,826.40
Number of Loans 63 8 6
1999-1 ARM
Principal Balance $2,753,215.45 $238,149.70 101,244.84
Number of Loans 37 3 2
1999-2 Fixed
Principal Balance $4,970,308.52 $619,683.37 $429,902.55
Number of Loans 62 10 11
1999-2 ARM 1
Principal Balance $3,852,500.61 $635,394.77 $272,369.77
Number of Loans 45 9 4
1999-2 ARM 2
Principal Balance -- -- --
Number of Loans -- -- --
10. The aggregate principal balances of Mortgage Loans in foreclosure or
other similar proceedings and the aggregate principal balances of
Mortgage Loans, the mortgagor of which is known by the Servicer to be
in bankruptcy as of the end of the period:
POOL SERIES LOANS IN FORECLOSURE LOANS IN BANKRUPTCY
----------- -------------------- -------------------
1999-1 Fixed
Principal Balance $9,054,972.21 $356,718.57
Number of Loans 162 9
1999-1 ARM
Principal Balance $16,130,037.24 $596,176.88
Number of Loans 203 10
1999-2 Fixed
Principal Balance $8,748,915.94 $817,313.63
Number of Loans 140 11
1999-2 ARM 1
Principal Balance $11,572,968.54 $733,011.56
Number of Loans 143 9
1999-2 ARM 2
Principal Balance $1,307,043.85 $347,854.68
Number of Loans 5 1
11. The certificate principal balance of each Class of Certificate:
POOL SERIES CERTIFICATE PRINCIPAL BALANCE
----------- -----------------------------
1999-1 Fixed $164,029,931.95
1999-1 ARM $159,855,443.18
1999-2 Fixed $210,729,026.31
1999-2 ARM 1 $141,467,271.75
1999-2 ARM 2 $13,295,561.36