UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 8-K
CURRENT REPORT
Pursuant to Section 13 OR 15(d) of The Securities Exchange Act of 1934
Date of Report (Date of earliest event reported) June 14, 1999
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PaineWebber Mortgage Acceptance Corporation IV (as depositor under the Sale and
Master Servicing Agreement, dated as of June 1, 1999, relating to the Fremont
Home Loan Owner Trust 1999-2, Home Loan Asset Backed Notes, Series 1999-2)
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(Exact name of registrant as specified in its charter)
DELAWARE 333-61785 06-1204982
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(State or other jurisdiction (Commission (IRS Employer
of incorporation) File Number) Identification No.)
1285 Avenue of the Americas
New York, New York 10019
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(Address of principal executive offices) (Zip Code)
Registrant's telephone number, including area code (212) 713-2000
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(Former name or former address, if changed since last report.)
<PAGE>
ITEM 5. Other Events
Attached as exhibits are certain Computational Materials (as defined
in the no-action letter dated May 20, 1994 issued by the Securities and Exchange
Commission to Kidder, Peabody Acceptance Corporation-I, Kidder, Peabody & Co.
Incorporated and Kidder Structured Asset Corporation (the "Kidder Letter") as
modified by a no-action letter (the "First PSA No-Action Letter") issued by the
staff of the Commission on May 27, 1994 to the Public Securities Association
(the "PSA") and as further modified by a no-action letter (the "Second PSA
No-Action Letter") issued by the staff of the Commission on March 9, 1995 to the
PSA) prepared by PaineWebber Incorporated, which are hereby filed pursuant to
such letter.
<PAGE>
ITEM 7. Financial Statements and Exhibits
(c) Exhibits
Item 601(a)
of Regulation S-K
Exhibit No. Description
- ----------- -----------
(99.1) Computational Materials prepared by
PaineWebber Incorporated in connection
with Fremont Home Loan Owner Trust
1999-2, Home Loan Asset Backed Notes,
Series 1999-2
(99.2) Computational Materials prepared by
PaineWebber Incorporated in connection
with Fremont Home Loan Owner Trust
1999-2, Home Loan Asset Backed Notes,
Series 1999-2
(99.3) Computational Materials prepared by
PaineWebber Incorporated in connection
with Fremont Home Loan Owner Trust
1999-2, Home Loan Asset Backed Notes,
Series 1999-2
<PAGE>
Pursuant to the requirements of the Securities Exchange Act of 1934,
the registrant has duly caused this report to be signed on its behalf by the
undersigned hereunto duly authorized.
PAINEWEBBER MORTGAGE ACCEPTANCE CORPORATION IV
June 18, 1999
By: /s/ BARBARA DAWSON
-----------------------------
Name: Barbara Dawson
Title: Senior Vice President
<PAGE>
INDEX TO EXHIBITS
Paper (P) or
Exhibit No. Description Electronic (E)
- ----------- ----------- --------------
(99.1) Computational Materials prepared (E)
by PaineWebber Incorporated in
connection with Fremont Home Loan
Owner Trust 1999-2, Home Loan Asset
Backed Notes, Series 1999-2
(99.2) Computational Materials prepared (E)
by PaineWebber Incorporated in
connection with Fremont Home Loan
Owner Trust 1999-2, Home Loan Asset
Backed Notes, Series 1999-2
(99.3) Computational Materials prepared (E)
by PaineWebber Incorporated in
connection with Fremont Home Loan
Owner Trust 1999-2, Home Loan Asset
Backed Notes, Series 1999-2
Fremont 99-2 Bond Cashflows
Compmat Structure
At pricing speeds
A-2 A-3
Interest Principal Balance Interest Principal Balance
06/24/99 347,136,218 73,183,897
07/25/99 1,558,584 10,276,670 336,859,548 333,625 2,133,485 71,050,412
08/25/99 1,512,443 10,012,756 326,846,791 323,899 2,078,469 68,971,943
09/25/99 1,467,488 9,755,753 317,091,038 314,424 2,024,896 66,947,047
10/25/99 1,377,761 9,551,407 307,539,632 295,348 1,982,571 64,964,476
11/25/99 1,380,802 9,261,979 298,277,653 296,155 1,930,023 63,034,453
12/25/99 1,296,016 9,067,849 289,209,804 278,087 1,889,676 61,144,777
01/25/00 1,298,504 8,839,220 280,370,584 278,742 1,832,135 59,312,642
02/25/00 1,258,817 8,613,332 271,757,253 270,390 1,785,087 57,527,555
03/25/00 1,141,426 8,472,083 263,285,169 245,333 1,756,193 55,771,362
04/25/00 1,182,107 8,179,529 255,105,640 254,246 1,694,741 54,076,621
05/25/00 1,108,434 8,007,894 247,097,747 238,568 1,660,231 52,416,390
06/25/00 1,109,428 7,768,005 239,329,742 238,952 1,609,997 50,806,393
07/25/00 1,039,888 7,604,883 231,724,859 224,141 1,576,261 49,230,132
08/25/00 1,040,406 7,377,787 224,347,072 224,426 1,528,699 47,701,433
09/25/00 1,007,281 7,190,248 217,156,824 217,458 1,489,627 46,211,806
10/25/00 943,546 6,314,740 210,842,084 203,871 1,458,378 44,753,428
11/25/00 946,646 5,972,184 204,869,900 204,018 1,414,569 43,338,859
12/25/00 890,160 5,815,652 199,054,248 191,197 1,384,870 41,953,989
01/25/01 893,720 5,663,207 193,391,041 191,257 1,228,517 40,725,472
02/25/01 868,294 5,514,740 187,876,301 185,656 1,162,967 39,562,505
03/25/01 761,901 5,370,150 182,506,150 162,901 1,132,441 38,430,064
04/25/01 819,422 5,226,621 177,279,530 175,192 1,102,713 37,327,351
05/25/01 770,280 5,085,555 172,193,975 164,676 1,072,243 36,255,108
06/25/01 773,122 4,948,483 167,245,491 165,277 1,043,196 35,211,912
07/25/01 726,682 4,815,825 162,429,666 155,343 1,015,160 34,196,752
08/25/01 729,282 4,671,127 157,758,539 155,893 980,419 33,216,333
09/25/01 708,310 4,155,961 153,602,577 151,424 876,020 32,340,313
10/25/01 667,403 4,047,151 149,555,427 142,675 853,063 31,487,250
11/25/01 671,479 3,941,177 145,614,250 143,542 830,705 30,656,545
12/25/01 632,694 3,837,968 141,776,282 135,246 808,931 29,847,614
01/25/02 636,552 3,737,451 138,038,831 136,067 787,725 29,059,889
02/25/02 619,771 3,637,298 134,401,533 132,476 767,072 28,292,817
03/25/02 545,043 3,542,063 130,859,471 116,497 746,959 27,545,858
04/25/02 587,537 3,449,311 127,410,160 125,574 727,371 26,818,487
05/25/02 553,597 3,358,978 124,051,182 118,314 707,712 26,110,774
06/25/02 556,969 3,271,001 120,780,180 119,032 689,162 25,421,613
07/25/02 524,790 3,182,751 117,597,429 112,152 670,383 24,751,230
08/25/02 527,993 3,099,425 114,498,004 112,834 652,821 24,098,408
09/25/02 514,077 3,018,273 111,479,732 109,858 635,718 23,462,690
10/25/02 484,379 2,939,236 108,540,496 103,510 619,062 22,843,628
11/25/02 487,329 2,862,260 105,678,236 104,138 602,839 22,240,789
12/25/02 459,172 2,787,292 102,890,944 98,119 587,040 21,653,749
01/25/03 461,963 2,714,279 100,176,666 98,713 571,654 21,082,095
02/25/03 449,777 2,643,170 97,533,496 96,107 556,668 20,525,427
03/25/03 395,531 2,573,916 94,959,580 84,515 542,074 19,983,353
04/25/03 426,353 2,506,469 92,453,112 91,099 527,861 19,455,492
05/25/03 401,709 2,440,781 90,012,331 85,831 514,018 18,941,474
06/25/03 404,140 2,376,807 87,635,524 86,349 500,537 18,440,936
07/25/03 380,776 2,314,502 85,321,022 81,355 487,408 17,953,528
08/25/03 383,077 2,253,823 83,067,198 81,845 474,622 17,478,906
09/25/03 372,958 2,194,728 80,872,470 79,681 462,170 17,016,736
10/25/03 351,391 2,137,175 78,735,296 75,072 450,042 16,566,694
11/25/03 353,508 2,081,124 76,654,172 75,523 438,232 16,128,462
12/25/03 333,062 2,026,536 74,627,636 71,153 426,730 15,701,732
01/25/04 335,066 1,973,373 72,654,263 71,580 415,528 15,286,205
02/25/04 326,206 1,921,598 70,732,665 69,686 404,619 14,881,586
03/25/04 297,089 1,871,175 68,861,490 63,464 393,994 14,487,592
04/25/04 309,177 1,822,068 67,039,421 66,045 383,648 14,103,944
05/25/04 291,286 1,774,244 65,265,177 62,222 373,571 13,730,373
06/25/04 293,030 1,727,669 63,537,509 62,593 363,758 13,366,614
07/25/04 276,070 1,680,882 61,856,626 58,969 353,753 13,012,861
08/25/04 277,726 1,636,777 60,219,850 59,322 344,468 12,668,393
09/25/04 270,377 1,593,822 58,626,027 57,752 335,425 12,332,968
10/25/04 254,730 1,551,990 57,074,038 54,409 326,618 12,006,350
11/25/04 256,253 1,511,249 55,562,789 54,734 318,042 11,688,308
12/25/04 241,420 1,471,573 54,091,216 51,565 309,689 11,378,619
01/25/05 242,861 1,432,932 52,658,284 51,872 301,555 11,077,064
02/25/05 236,427 1,395,301 51,262,983 50,497 293,633 10,783,431
03/25/05 207,888 1,358,653 49,904,330 44,401 285,918 10,497,513
04/25/05 224,062 1,322,962 48,581,368 47,855 278,405 10,219,109
05/25/05 211,086 1,288,204 47,293,164 45,083 271,088 9,948,021
06/25/05 212,338 1,254,354 46,038,810 45,350 263,962 9,684,059
07/25/05 200,039 1,221,388 44,817,422 42,723 257,022 9,427,037
08/25/05 201,223 1,189,284 43,628,137 42,975 250,264 9,176,773
09/25/05 195,883 1,158,019 42,470,118 41,834 243,683 8,933,090
10/25/05 184,533 1,127,571 41,342,547 39,410 237,273 8,695,816
11/25/05 185,621 1,097,919 40,244,628 39,642 231,032 8,464,785
12/25/05 174,863 1,069,043 39,175,585 37,344 224,953 8,239,832
01/25/06 175,892 1,040,921 38,134,664 37,563 219,034 8,020,798
02/25/06 171,218 1,013,534 37,121,130 36,565 213,269 7,807,529
03/25/06 150,539 986,864 36,134,266 32,148 207,655 7,599,875
04/25/06 162,237 960,891 35,173,375 34,646 202,188 7,397,687
05/25/06 152,828 935,598 34,237,776 32,636 196,864 7,200,823
06/25/06 153,722 910,966 33,326,810 32,827 191,679 7,009,144
07/25/06 144,805 886,979 32,439,831 30,922 186,630 6,822,514
08/25/06 145,649 863,619 31,576,212 31,102 181,713 6,640,802
09/25/06 141,772 840,871 30,735,341 30,274 176,925 6,463,877
10/25/06 133,545 818,718 29,916,623 28,516 172,262 6,291,615
11/25/06 134,321 797,144 29,119,479 28,682 167,721 6,123,894
12/25/06 132,591 776,136 28,343,343 28,701 163,299 5,960,595
01/25/07 133,359 755,677 27,587,666 28,866 158,993 5,801,602
02/25/07 129,803 735,754 26,851,912 28,097 154,800 5,646,803
03/25/07 114,115 716,353 26,135,559 24,700 150,716 5,496,087
04/25/07 122,971 697,459 25,438,100 26,617 146,739 5,349,347
05/25/07 115,828 679,061 24,759,038 25,071 142,867 5,206,480
06/25/07 116,494 661,144 24,097,894 25,214 139,096 5,067,384
07/25/07 109,726 643,697 23,454,197 23,749 135,424 4,931,960
08/25/07 110,355 626,707 22,827,489 23,885 131,848 4,800,111
09/25/07 107,406 610,162 22,217,327 23,246 128,366 4,671,745
10/25/07 101,163 594,051 21,623,276 21,895 124,975 4,546,770
11/25/07 101,740 578,362 21,044,914 22,020 121,673 4,425,097
12/25/07 95,825 563,084 20,481,830 20,739 118,458 4,306,639
01/25/08 96,369 548,207 19,933,623 20,857 115,327 4,191,312
02/25/08 93,790 533,720 19,399,903 20,298 112,278 4,079,034
03/25/08 85,390 519,612 18,880,291 18,480 109,309 3,969,725
04/25/08 88,834 505,875 18,374,416 19,225 106,418 3,863,307
05/25/08 83,665 492,498 17,881,918 18,106 103,603 3,759,704
06/25/08 84,136 494,032 17,387,886 18,208 104,917 3,654,787
07/25/08 79,173 512,953 16,874,933 17,129 107,903 3,546,884
08/25/08 79,398 499,380 16,375,552 17,177 105,047 3,441,837
09/25/08 77,049 486,163 15,889,389 16,668 102,265 3,339,572
10/25/08 72,350 473,293 15,416,096 15,651 99,557 3,240,015
11/25/08 72,534 460,761 14,955,335 15,691 96,920 3,143,095
12/25/08 68,097 448,558 14,506,777 14,731 94,352 3,048,743
01/25/09 68,256 436,675 14,070,102 14,765 91,851 2,956,892
02/25/09 66,201 425,105 13,644,997 14,320 89,416 2,867,476
03/25/09 57,988 413,838 13,231,159 12,543 87,045 2,780,430
04/25/09 62,254 402,867 12,828,292 13,465 84,737 2,695,693
05/25/09 58,411 392,185 12,436,108 12,634 82,489 2,613,204
06/25/09 58,513 381,783 12,054,325 12,655 80,300 2,532,904
07/25/09 54,887 371,654 11,682,671 11,871 78,169 2,454,735
08/25/09 54,968 361,792 11,320,879 11,888 76,094 2,378,642
09/25/09 53,266 352,189 10,968,690 11,519 74,073 2,304,569
10/25/09 49,944 342,838 10,625,851 10,801 72,105 2,232,464
11/25/09 49,996 333,734 10,292,118 10,812 70,190 2,162,274
12/25/09 46,863 324,869 9,967,249 10,134 68,324 2,093,950
01/25/10 46,897 316,237 9,651,012 10,141 66,508 2,027,442
02/25/10 45,409 307,832 9,343,180 9,819 64,740 1,962,702
03/25/10 39,706 299,648 9,043,532 8,585 63,018 1,899,684
04/25/10 42,551 291,680 8,751,852 9,200 61,341 1,838,343
05/25/10 39,850 283,921 8,467,930 8,616 59,709 1,778,634
06/25/10 39,843 276,367 8,191,563 8,614 58,119 1,720,515
07/25/10 37,299 269,012 7,922,551 8,063 56,572 1,663,944
08/25/10 37,276 261,850 7,660,701 8,058 55,065 1,608,879
09/25/10 36,044 254,877 7,405,824 7,792 53,598 1,555,281
10/25/10 33,721 248,088 7,157,736 7,289 52,169 1,503,111
11/25/10 33,678 241,477 6,916,258 7,279 50,779 1,452,333
12/25/10 31,492 235,041 6,681,217 6,807 49,425 1,402,908
01/25/11 31,436 228,775 6,452,442 6,794 48,106 1,354,802
02/25/11 30,359 222,673 6,229,769 6,561 46,823 1,307,980
03/25/11 26,475 216,733 6,013,036 5,721 45,573 1,262,407
04/25/11 28,292 210,949 5,802,087 6,114 44,356 1,218,051
05/25/11 26,419 205,318 5,596,769 5,709 43,171 1,174,880
06/25/11 26,333 199,835 5,396,933 5,690 42,018 1,132,862
07/25/11 24,574 194,498 5,202,436 5,309 40,895 1,091,967
08/25/11 24,478 189,301 5,013,135 5,288 39,802 1,052,165
09/25/11 23,587 184,241 4,828,894 5,096 38,737 1,013,428
10/25/11 21,988 179,314 4,649,580 4,750 37,701 975,727
11/25/11 21,877 174,518 4,475,062 4,725 36,692 939,035
12/25/11 20,376 169,849 4,305,213 4,401 35,710 903,325
01/25/12 20,257 165,303 4,139,910 4,375 34,753 868,572
02/25/12 19,479 160,877 3,979,033 4,206 33,822 834,749
03/25/12 17,514 156,568 3,822,465 3,782 32,916 801,833
04/25/12 17,985 152,373 3,670,092 3,883 32,034 769,800
05/25/12 16,711 148,289 3,521,803 3,608 31,175 738,625
06/25/12 16,570 144,313 3,377,491 3,577 30,338 708,287
07/25/12 15,379 140,442 3,237,049 3,320 29,524 678,763
08/25/12 15,231 136,673 3,100,376 3,287 28,731 650,032
09/25/12 14,588 133,005 2,967,371 3,148 27,960 622,072
10/25/12 13,511 129,433 2,837,938 2,915 27,208 594,863
11/25/12 13,353 125,956 2,711,982 2,881 26,477 568,386
12/25/12 12,349 122,571 2,589,411 2,664 25,765 542,621
01/25/13 12,183 119,276 2,470,135 2,628 25,072 517,549
02/25/13 11,622 116,068 2,354,067 2,506 24,397 493,152
03/25/13 10,004 112,945 2,241,122 2,157 23,741 469,411
04/25/13 10,545 109,905 2,131,217 2,273 23,101 446,310
05/25/13 9,704 106,945 2,024,272 2,092 22,479 423,832
06/25/13 9,524 104,064 1,920,208 2,053 21,873 401,959
07/25/13 8,743 101,260 1,818,949 1,884 21,283 380,676
08/25/13 8,558 98,529 1,720,419 1,844 20,709 359,967
09/25/13 8,095 95,872 1,624,548 1,743 20,150 339,817
10/25/13 7,397 93,284 1,531,263 1,593 19,606 320,212
11/25/13 7,205 90,766 1,440,497 1,551 19,076 301,135
12/25/13 6,559 88,314 1,352,183 1,411 18,561 282,575
01/25/14 6,362 85,928 1,266,254 1,368 18,059 264,516
02/25/14 5,958 83,605 1,182,649 1,281 17,570 246,946
03/25/14 5,026 81,344 1,101,306 1,080 17,095 229,851
04/25/14 5,182 79,143 1,022,163 1,113 16,632 213,220
05/25/14 4,654 77,000 945,163 999 16,181 197,038
06/25/14 4,447 74,915 870,248 954 15,743 181,296
07/25/14 3,963 72,885 797,363 850 15,316 165,980
08/25/14 3,752 70,909 726,455 804 14,900 151,079
09/25/14 3,418 68,985 657,470 732 14,496 136,583
10/25/14 2,994 67,113 590,357 640 14,102 122,481
11/25/14 2,778 65,291 525,066 593 13,719 108,762
12/25/14 2,391 63,517 461,549 510 13,346 95,416
01/25/15 2,172 61,791 399,758 462 12,983 82,433
02/25/15 1,881 60,110 339,648 399 12,630 69,803
03/25/15 1,443 58,475 281,173 305 12,286 57,517
04/25/15 1,323 56,883 224,290 279 11,951 45,565
05/25/15 1,021 55,334 168,957 214 11,626 33,940
06/25/15 795 53,825 115,131 164 11,309 22,631
07/25/15 524 52,358 62,773 106 11,000 11,631
08/25/15 295 50,929 11,844 56 10,700 932
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Fremont 99-2 Bond Cashflows
Compmat Structure
At pricing speeds
A-2 A-3
Interest Principal Balance Interest Principal Balance
0 347,136,218 73,183,897
1 1,558,584 10,276,670 336,859,548 333,625 2,133,485 71,050,412
2 1,512,443 10,012,756 326,846,791 323,899 2,078,469 68,971,943
3 1,467,488 9,755,753 317,091,038 314,424 2,024,896 66,947,047
4 1,377,761 9,551,407 307,539,632 295,348 1,982,571 64,964,476
5 1,380,802 9,261,979 298,277,653 296,155 1,930,023 63,034,453
6 1,296,016 9,067,849 289,209,804 278,087 1,889,676 61,144,777
7 1,298,504 8,839,220 280,370,584 278,742 1,832,135 59,312,642
8 1,258,817 8,613,332 271,757,253 270,390 1,785,087 57,527,555
9 1,141,426 8,472,083 263,285,169 245,333 1,756,193 55,771,362
10 1,182,107 8,179,529 255,105,640 254,246 1,694,741 54,076,621
11 1,108,434 8,007,894 247,097,747 238,568 1,660,231 52,416,390
12 1,109,428 7,768,005 239,329,742 238,952 1,609,997 50,806,393
13 1,039,888 7,604,883 231,724,859 224,141 1,576,261 49,230,132
14 1,040,406 7,377,787 224,347,072 224,426 1,528,699 47,701,433
15 1,007,281 7,190,248 217,156,824 217,458 1,489,627 46,211,806
16 943,546 6,314,740 210,842,084 203,871 1,458,378 44,753,428
17 946,646 5,972,184 204,869,900 204,018 1,414,569 43,338,859
18 890,160 5,815,652 199,054,248 191,197 1,384,870 41,953,989
19 893,720 5,663,207 193,391,041 191,257 1,228,517 40,725,472
20 868,294 5,514,740 187,876,301 185,656 1,162,967 39,562,505
21 761,901 5,370,150 182,506,150 162,901 1,132,441 38,430,064
22 819,422 5,226,621 177,279,530 175,192 1,102,713 37,327,351
23 770,280 5,085,555 172,193,975 164,676 1,072,243 36,255,108
24 773,122 4,948,483 167,245,491 165,277 1,043,196 35,211,912
25 726,682 4,815,825 162,429,666 155,343 1,015,160 34,196,752
26 729,282 4,671,127 157,758,539 155,893 980,419 33,216,333
27 708,310 4,155,961 153,602,577 151,424 876,020 32,340,313
28 667,403 4,047,151 149,555,427 142,675 853,063 31,487,250
29 671,479 3,941,177 145,614,250 143,542 830,705 30,656,545
30 632,694 3,837,968 141,776,282 135,246 808,931 29,847,614
31 636,552 3,737,451 138,038,831 136,067 787,725 29,059,889
32 619,771 3,637,298 134,401,533 132,476 767,072 28,292,817
33 545,043 3,542,063 130,859,471 116,497 746,959 27,545,858
34 587,537 3,449,311 127,410,160 125,574 727,371 26,818,487
35 553,597 3,358,978 124,051,182 118,314 707,712 26,110,774
36 556,969 3,271,001 120,780,180 119,032 689,162 25,421,613
37 524,790 3,182,751 117,597,429 112,152 670,383 24,751,230
38 527,993 3,099,425 114,498,004 112,834 652,821 24,098,408
39 514,077 3,018,273 111,479,732 109,858 635,718 23,462,690
40 484,379 2,939,236 108,540,496 103,510 619,062 22,843,628
41 487,329 2,862,260 105,678,236 104,138 602,839 22,240,789
42 459,172 2,787,292 102,890,944 98,119 587,040 21,653,749
43 461,963 2,714,279 100,176,666 98,713 571,654 21,082,095
44 449,777 2,643,170 97,533,496 96,107 556,668 20,525,427
45 395,531 2,573,916 94,959,580 84,515 542,074 19,983,353
46 426,353 2,506,469 92,453,112 91,099 527,861 19,455,492
47 401,709 2,440,781 90,012,331 85,831 514,018 18,941,474
48 404,140 2,376,807 87,635,524 86,349 500,537 18,440,936
49 380,776 2,314,502 85,321,022 81,355 487,408 17,953,528
50 383,077 2,253,823 83,067,198 81,845 474,622 17,478,906
51 372,958 2,194,728 80,872,470 79,681 462,170 17,016,736
52 351,391 2,137,175 78,735,296 75,072 450,042 16,566,694
53 353,508 2,081,124 76,654,172 75,523 438,232 16,128,462
54 333,062 2,026,536 74,627,636 71,153 426,730 15,701,732
55 335,066 1,973,373 72,654,263 71,580 415,528 15,286,205
56 326,206 1,921,598 70,732,665 69,686 404,619 14,881,586
57 297,089 1,871,175 68,861,490 63,464 393,994 14,487,592
58 309,177 1,822,068 67,039,421 66,045 383,648 14,103,944
59 291,286 1,774,244 65,265,177 62,222 373,571 13,730,373
60 293,030 1,727,669 63,537,509 62,593 363,758 13,366,614
61 276,070 1,680,882 61,856,626 58,969 353,753 13,012,861
62 277,726 1,636,777 60,219,850 59,322 344,468 12,668,393
63 270,377 1,593,822 58,626,027 57,752 335,425 12,332,968
64 254,730 1,551,990 57,074,038 54,409 326,618 12,006,350
65 256,253 1,511,249 55,562,789 54,734 318,042 11,688,308
66 241,420 1,471,573 54,091,216 51,565 309,689 11,378,619
67 242,861 1,432,932 52,658,284 51,872 301,555 11,077,064
68 236,427 1,395,301 51,262,983 50,497 293,633 10,783,431
69 207,888 1,358,653 49,904,330 44,401 285,918 10,497,513
70 224,062 1,322,962 48,581,368 47,855 278,405 10,219,109
71 211,086 1,288,204 47,293,164 45,083 271,088 9,948,021
72 212,338 1,254,354 46,038,810 45,350 263,962 9,684,059
73 200,039 1,221,388 44,817,422 42,723 257,022 9,427,037
74 201,223 1,189,284 43,628,137 42,975 250,264 9,176,773
75 195,883 1,158,019 42,470,118 41,834 243,683 8,933,090
76 184,533 1,127,571 41,342,547 39,410 237,273 8,695,816
77 185,621 1,097,919 40,244,628 39,642 231,032 8,464,785
78 174,863 1,069,043 39,175,585 37,344 224,953 8,239,832
79 175,892 1,040,921 38,134,664 37,563 219,034 8,020,798
80 171,218 1,013,534 37,121,130 36,565 213,269 7,807,529
81 150,539 986,864 36,134,266 32,148 207,655 7,599,875
82 162,237 960,891 35,173,375 34,646 202,188 7,397,687
83 152,828 935,598 34,237,776 32,636 196,864 7,200,823
84 153,722 910,966 33,326,810 32,827 191,679 7,009,144
85 144,805 886,979 32,439,831 30,922 186,630 6,822,514
86 145,649 863,619 31,576,212 31,102 181,713 6,640,802
87 141,772 840,871 30,735,341 30,274 176,925 6,463,877
88 133,545 818,718 29,916,623 28,516 172,262 6,291,615
89 134,321 29,916,623 - 28,682 6,291,615 -
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FREMONT HOME LOAN OWNER TRUST 1999-2
- --------------------------------------------------------------------------------
PAINEWEBBER INCORPORATED
PRELIMINARY BACKGROUND INFORMATION
FREMONT HOME LOAN OWNER TRUST 1999-2
------------------------------------
DISCLAIMER
- --------------------------------------------------------------------------------
The information included herein is produced and provided exclusively by
PaineWebber Incorporated ("PW") as one of the underwriters for the Fremont Home
Loan Owner Trust 1999-2, Home Loan Asset-Backed Notes, Series 1999-2, and not by
or as agent for Fremont Investment & Loan or any of its affiliates
(collectively, the "Transferor" and "Master Servicer") or for PaineWebber
Mortgage Acceptance Corporation IV (the "Depositor"). Neither the Depositor nor
the Transferor has prepared, reviewed or participated in the preparation hereof,
nor are they responsible for the accuracy hereof and they have not authorized
the dissemination hereof. The analysis in this report is accurate to the best of
PW's knowledge and is based on information provided by the Transferor. PW makes
no representations as to the accuracy of such information provided by the
Transferor. THE INFORMATION HEREIN IS PRELIMINARY, AND WILL BE SUPERSEDED IN ITS
ENTIRETY BY THE APPLICABLE PROSPECTUS SUPPLEMENT AND PROSPECTUS AND BY ANY OTHER
INFORMATION SUBSEQUENTLY FILED WITH THE SECURITIES AND EXCHANGE COMMISSION.
All opinions and conclusions in this report reflect PW's judgment as of this
date and are subject to change. All analyses are based on certain assumptions
noted herein and different assumptions could yield substantially different
results. You are cautioned that there is no universally accepted method for
analyzing financial instruments. You should review the assumptions; there may be
differences between these assumptions and your actual business practices.
Further, PW does not guarantee any results and there is no guarantee as to the
liquidity of the instruments involved in this analysis. The decision to adopt
any strategy remains your responsibility. PW (or any of its affiliates) or their
officers, directors, analysts or employees may have positions in securities,
commodities or derivative instruments thereon referred to herein, and may, as
principal or agent, buy or sell such securities, commodities or derivative
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herein. Neither the information nor the opinions expressed shall be construed to
be, or constitute, an offer to sell or buy or a solicitation of an offer to sell
or buy any securities, commodities or derivative instruments mentioned herein.
Finally, PW has not addressed the legal, accounting and tax implications of the
analysis with respect to you and PW strongly urges you to seek advice from your
counsel, accountant and tax advisor.
- --------------------------------------------------------------------------------
- --------------------------------------------------------------------------------
THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID
NOT RECEIVE SUCH A DISCLAIMER, PLEASE CONTACT YOUR PAINEWEBBER
INCORPORATED FINANCIAL ADVISOR IMMEDIATELY.
- --------------------------------------------------------------------------------
PAINEWEBBER
1
<PAGE>
- --------------------------------------------------------------------------------
FREMONT HOME LOAN OWNER TRUST 1999-2
- --------------------------------------------------------------------------------
FREMONT 99-2 BOND CASHFLOWS
COMPMAT STRUCTURE
AT PRICING SPEEDS TO MATURITY
- --------------------------------------------------------------------------------
A-2 A-3
INTEREST PRINCIPAL BALANCE INTEREST PRINCIPAL BALANCE
------------------------------------ ---------------------------------
06/24/99 347,136,218 73,183,897
07/25/99 1,558,584 10,276,670 336,859,548 333,625 2,133,485 71,050,412
08/25/99 1,512,443 10,012,756 326,846,791 323,899 2,078,469 68,971,943
09/25/99 1,467,488 9,755,753 317,091,038 314,424 2,024,896 66,947,047
10/25/99 1,377,761 9,551,407 307,539,632 295,348 1,982,571 64,964,476
11/25/99 1,380,802 9,261,979 298,277,653 296,155 1,930,023 63,034,453
12/25/99 1,296,016 9,067,849 289,209,804 278,087 1,889,676 61,144,777
01/25/00 1,298,504 8,839,220 280,370,584 278,742 1,832,135 59,312,642
02/25/00 1,258,817 8,613,332 271,757,253 270,390 1,785,087 57,527,555
03/25/00 1,141,426 8,472,083 263,285,169 245,333 1,756,193 55,771,362
04/25/00 1,182,107 8,179,529 255,105,640 254,246 1,694,741 54,076,621
05/25/00 1,108,434 8,007,894 247,097,747 238,568 1,660,231 52,416,390
06/25/00 1,109,428 7,768,005 239,329,742 238,952 1,609,997 50,806,393
07/25/00 1,039,888 7,604,883 231,724,859 224,141 1,576,261 49,230,132
08/25/00 1,040,406 7,377,787 224,347,072 224,426 1,528,699 47,701,433
09/25/00 1,007,281 7,190,248 217,156,824 217,458 1,489,627 46,211,806
10/25/00 943,546 6,314,740 210,842,084 203,871 1,458,378 44,753,428
11/25/00 946,646 5,972,184 204,869,900 204,018 1,414,569 43,338,859
12/25/00 890,160 5,815,652 199,054,248 191,197 1,384,870 41,953,989
01/25/01 893,720 5,663,207 193,391,041 191,257 1,228,517 40,725,472
02/25/01 868,294 5,514,740 187,876,301 185,656 1,162,967 39,562,505
03/25/01 761,901 5,370,150 182,506,150 162,901 1,132,441 38,430,064
04/25/01 819,422 5,226,621 177,279,530 175,192 1,102,713 37,327,351
05/25/01 770,280 5,085,555 172,193,975 164,676 1,072,243 36,255,108
06/25/01 773,122 4,948,483 167,245,491 165,277 1,043,196 35,211,912
07/25/01 726,682 4,815,825 162,429,666 155,343 1,015,160 34,196,752
08/25/01 729,282 4,671,127 157,758,539 155,893 980,419 33,216,333
09/25/01 708,310 4,155,961 153,602,577 151,424 876,020 32,340,313
10/25/01 667,403 4,047,151 149,555,427 142,675 853,063 31,487,250
11/25/01 671,479 3,941,177 145,614,250 143,542 830,705 30,656,545
12/25/01 632,694 3,837,968 141,776,282 135,246 808,931 29,847,614
01/25/02 636,552 3,737,451 138,038,831 136,067 787,725 29,059,889
02/25/02 619,771 3,637,298 134,401,533 132,476 767,072 28,292,817
03/25/02 545,043 3,542,063 130,859,471 116,497 746,959 27,545,858
04/25/02 587,537 3,449,311 127,410,160 125,574 727,371 26,818,487
05/25/02 553,597 3,358,978 124,051,182 118,314 707,712 26,110,774
06/25/02 556,969 3,271,001 120,780,180 119,032 689,162 25,421,613
07/25/02 524,790 3,182,751 117,597,429 112,152 670,383 24,751,230
08/25/02 527,993 3,099,425 114,498,004 112,834 652,821 24,098,408
09/25/02 514,077 3,018,273 111,479,732 109,858 635,718 23,462,690
- --------------------------------------------------------------------------------
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PAINEWEBBER
2
<PAGE>
- --------------------------------------------------------------------------------
FREMONT HOME LOAN OWNER TRUST 1999-2
- --------------------------------------------------------------------------------
Fremont 99-2 Bond Cashflows
Compmat Structure
At pricing speeds to Maturity (continued)
- --------------------------------------------------------------------------------
A-2 A-3
INTEREST PRINCIPAL BALANCE INTEREST PRINCIPAL BALANCE
------------------------------------ ---------------------------------
10/25/02 484,379 2,939,236 108,540,496 103,510 619,062 22,843,628
11/25/02 487,329 2,862,260 105,678,236 104,138 602,839 22,240,789
12/25/02 459,172 2,787,292 102,890,944 98,119 587,040 21,653,749
01/25/03 461,963 2,714,279 100,176,666 98,713 571,654 21,082,095
02/25/03 449,777 2,643,170 97,533,496 96,107 556,668 20,525,427
03/25/03 395,531 2,573,916 94,959,580 84,515 542,074 19,983,353
04/25/03 426,353 2,506,469 92,453,112 91,099 527,861 19,455,492
05/25/03 401,709 2,440,781 90,012,331 85,831 514,018 18,941,474
06/25/03 404,140 2,376,807 87,635,524 86,349 500,537 18,440,936
07/25/03 380,776 2,314,502 85,321,022 81,355 487,408 17,953,528
08/25/03 383,077 2,253,823 83,067,198 81,845 474,622 17,478,906
09/25/03 372,958 2,194,728 80,872,470 79,681 462,170 17,016,736
10/25/03 351,391 2,137,175 78,735,296 75,072 450,042 16,566,694
11/25/03 353,508 2,081,124 76,654,172 75,523 438,232 16,128,462
12/25/03 333,062 2,026,536 74,627,636 71,153 426,730 15,701,732
01/25/04 335,066 1,973,373 72,654,263 71,580 415,528 15,286,205
02/25/04 326,206 1,921,598 70,732,665 69,686 404,619 14,881,586
03/25/04 297,089 1,871,175 68,861,490 63,464 393,994 14,487,592
04/25/04 309,177 1,822,068 67,039,421 66,045 383,648 14,103,944
05/25/04 291,286 1,774,244 65,265,177 62,222 373,571 13,730,373
06/25/04 293,030 1,727,669 63,537,509 62,593 363,758 13,366,614
07/25/04 276,070 1,680,882 61,856,626 58,969 353,753 13,012,861
08/25/04 277,726 1,636,777 60,219,850 59,322 344,468 12,668,393
09/25/04 270,377 1,593,822 58,626,027 57,752 335,425 12,332,968
10/25/04 254,730 1,551,990 57,074,038 54,409 326,618 12,006,350
11/25/04 256,253 1,511,249 55,562,789 54,734 318,042 11,688,308
12/25/04 241,420 1,471,573 54,091,216 51,565 309,689 11,378,619
01/25/05 242,861 1,432,932 52,658,284 51,872 301,555 11,077,064
02/25/05 236,427 1,395,301 51,262,983 50,497 293,633 10,783,431
03/25/05 207,888 1,358,653 49,904,330 44,401 285,918 10,497,513
04/25/05 224,062 1,322,962 48,581,368 47,855 278,405 10,219,109
05/25/05 211,086 1,288,204 47,293,164 45,083 271,088 9,948,021
06/25/05 212,338 1,254,354 46,038,810 45,350 263,962 9,684,059
07/25/05 200,039 1,221,388 44,817,422 42,723 257,022 9,427,037
08/25/05 201,223 1,189,284 43,628,137 42,975 250,264 9,176,773
09/25/05 195,883 1,158,019 42,470,118 41,834 243,683 8,933,090
10/25/05 184,533 1,127,571 41,342,547 39,410 237,273 8,695,816
11/25/05 185,621 1,097,919 40,244,628 39,642 231,032 8,464,785
- --------------------------------------------------------------------------------
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THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID
NOT RECEIVE SUCH A DISCLAIMER, PLEASE CONTACT YOUR PAINEWEBBER
INCORPORATED FINANCIAL ADVISOR IMMEDIATELY.
- --------------------------------------------------------------------------------
PAINEWEBBER
3
<PAGE>
- --------------------------------------------------------------------------------
FREMONT HOME LOAN OWNER TRUST 1999-2
- --------------------------------------------------------------------------------
Fremont 99-2 Bond Cashflows
Compmat Structure
At pricing speeds to Maturity (continued)
- --------------------------------------------------------------------------------
A-2 A-3
INTEREST PRINCIPAL BALANCE INTEREST PRINCIPAL BALANCE
------------------------------------ ---------------------------------
12/25/05 174,863 1,069,043 39,175,585 37,344 224,953 8,239,832
01/25/06 175,892 1,040,921 38,134,664 37,563 219,034 8,020,798
02/25/06 171,218 1,013,534 37,121,130 36,565 213,269 7,807,529
03/25/06 150,539 986,864 36,134,266 32,148 207,655 7,599,875
04/25/06 162,237 960,891 35,173,375 34,646 202,188 7,397,687
05/25/06 152,828 935,598 34,237,776 32,636 196,864 7,200,823
06/25/06 153,722 910,966 33,326,810 32,827 191,679 7,009,144
07/25/06 144,805 886,979 32,439,831 30,922 186,630 6,822,514
08/25/06 145,649 863,619 31,576,212 31,102 181,713 6,640,802
09/25/06 141,772 840,871 30,735,341 30,274 176,925 6,463,877
10/25/06 133,545 818,718 29,916,623 28,516 172,262 6,291,615
11/25/06 134,321 797,144 29,119,479 28,682 167,721 6,123,894
12/25/06 132,591 776,136 28,343,343 28,701 163,299 5,960,595
01/25/07 133,359 755,677 27,587,666 28,866 158,993 5,801,602
02/25/07 129,803 735,754 26,851,912 28,097 154,800 5,646,803
03/25/07 114,115 716,353 26,135,559 24,700 150,716 5,496,087
04/25/07 122,971 697,459 25,438,100 26,617 146,739 5,349,347
05/25/07 115,828 679,061 24,759,038 25,071 142,867 5,206,480
06/25/07 116,494 661,144 24,097,894 25,214 139,096 5,067,384
07/25/07 109,726 643,697 23,454,197 23,749 135,424 4,931,960
08/25/07 110,355 626,707 22,827,489 23,885 131,848 4,800,111
09/25/07 107,406 610,162 22,217,327 23,246 128,366 4,671,745
10/25/07 101,163 594,051 21,623,276 21,895 124,975 4,546,770
11/25/07 101,740 578,362 21,044,914 22,020 121,673 4,425,097
12/25/07 95,825 563,084 20,481,830 20,739 118,458 4,306,639
01/25/08 96,369 548,207 19,933,623 20,857 115,327 4,191,312
02/25/08 93,790 533,720 19,399,903 20,298 112,278 4,079,034
03/25/08 85,390 519,612 18,880,291 18,480 109,309 3,969,725
04/25/08 88,834 505,875 18,374,416 19,225 106,418 3,863,307
05/25/08 83,665 492,498 17,881,918 18,106 103,603 3,759,704
06/25/08 84,136 494,032 17,387,886 18,208 104,917 3,654,787
07/25/08 79,173 512,953 16,874,933 17,129 107,903 3,546,884
08/25/08 79,398 499,380 16,375,552 17,177 105,047 3,441,837
09/25/08 77,049 486,163 15,889,389 16,668 102,265 3,339,572
10/25/08 72,350 473,293 15,416,096 15,651 99,557 3,240,015
11/25/08 72,534 460,761 14,955,335 15,691 96,920 3,143,095
12/25/08 68,097 448,558 14,506,777 14,731 94,352 3,048,743
01/25/09 68,256 436,675 14,070,102 14,765 91,851 2,956,892
- --------------------------------------------------------------------------------
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THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID
NOT RECEIVE SUCH A DISCLAIMER, PLEASE CONTACT YOUR PAINEWEBBER
INCORPORATED FINANCIAL ADVISOR IMMEDIATELY.
- --------------------------------------------------------------------------------
PAINEWEBBER
4
<PAGE>
- --------------------------------------------------------------------------------
FREMONT HOME LOAN OWNER TRUST 1999-2
- --------------------------------------------------------------------------------
Fremont 99-2 Bond Cashflows
Compmat Structure
At pricing speeds to Maturity (continued)
- --------------------------------------------------------------------------------
A-2 A-3
INTEREST PRINCIPAL BALANCE INTEREST PRINCIPAL BALANCE
------------------------------------ ---------------------------------
02/25/09 66,201 425,105 13,644,997 14,320 89,416 2,867,476
03/25/09 57,988 413,838 13,231,159 12,543 87,045 2,780,430
04/25/09 62,254 402,867 12,828,292 13,465 84,737 2,695,693
05/25/09 58,411 392,185 12,436,108 12,634 82,489 2,613,204
06/25/09 58,513 381,783 12,054,325 12,655 80,300 2,532,904
07/25/09 54,887 371,654 11,682,671 11,871 78,169 2,454,735
08/25/09 54,968 361,792 11,320,879 11,888 76,094 2,378,642
09/25/09 53,266 352,189 10,968,690 11,519 74,073 2,304,569
10/25/09 49,944 342,838 10,625,851 10,801 72,105 2,232,464
11/25/09 49,996 333,734 10,292,118 10,812 70,190 2,162,274
12/25/09 46,863 324,869 9,967,249 10,134 68,324 2,093,950
01/25/10 46,897 316,237 9,651,012 10,141 66,508 2,027,442
02/25/10 45,409 307,832 9,343,180 9,819 64,740 1,962,702
03/25/10 39,706 299,648 9,043,532 8,585 63,018 1,899,684
04/25/10 42,551 291,680 8,751,852 9,200 61,341 1,838,343
05/25/10 39,850 283,921 8,467,930 8,616 59,709 1,778,634
06/25/10 39,843 276,367 8,191,563 8,614 58,119 1,720,515
07/25/10 37,299 269,012 7,922,551 8,063 56,572 1,663,944
08/25/10 37,276 261,850 7,660,701 8,058 55,065 1,608,879
09/25/10 36,044 254,877 7,405,824 7,792 53,598 1,555,281
10/25/10 33,721 248,088 7,157,736 7,289 52,169 1,503,111
11/25/10 33,678 241,477 6,916,258 7,279 50,779 1,452,333
12/25/10 31,492 235,041 6,681,217 6,807 49,425 1,402,908
01/25/11 31,436 228,775 6,452,442 6,794 48,106 1,354,802
02/25/11 30,359 222,673 6,229,769 6,561 46,823 1,307,980
03/25/11 26,475 216,733 6,013,036 5,721 45,573 1,262,407
04/25/11 28,292 210,949 5,802,087 6,114 44,356 1,218,051
05/25/11 26,419 205,318 5,596,769 5,709 43,171 1,174,880
06/25/11 26,333 199,835 5,396,933 5,690 42,018 1,132,862
07/25/11 24,574 194,498 5,202,436 5,309 40,895 1,091,967
08/25/11 24,478 189,301 5,013,135 5,288 39,802 1,052,165
09/25/11 23,587 184,241 4,828,894 5,096 38,737 1,013,428
10/25/11 21,988 179,314 4,649,580 4,750 37,701 975,727
11/25/11 21,877 174,518 4,475,062 4,725 36,692 939,035
12/25/11 20,376 169,849 4,305,213 4,401 35,710 903,325
01/25/12 20,257 165,303 4,139,910 4,375 34,753 868,572
02/25/12 19,479 160,877 3,979,033 4,206 33,822 834,749
03/25/12 17,514 156,568 3,822,465 3,782 32,916 801,833
04/25/12 17,985 152,373 3,670,092 3,883 32,034 769,800
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THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID
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PAINEWEBBER
5
<PAGE>
- --------------------------------------------------------------------------------
FREMONT HOME LOAN OWNER TRUST 1999-2
- --------------------------------------------------------------------------------
Fremont 99-2 Bond Cashflows
Compmat Structure
At pricing speeds to Maturity (continued)
- --------------------------------------------------------------------------------
A-2 A-3
INTEREST PRINCIPAL BALANCE INTEREST PRINCIPAL BALANCE
------------------------------------ ---------------------------------
05/25/12 16,711 148,289 3,521,803 3,608 31,175 738,625
06/25/12 16,570 144,313 3,377,491 3,577 30,338 708,287
07/25/12 15,379 140,442 3,237,049 3,320 29,524 678,763
08/25/12 15,231 136,673 3,100,376 3,287 28,731 650,032
09/25/12 14,588 133,005 2,967,371 3,148 27,960 622,072
10/25/12 13,511 129,433 2,837,938 2,915 27,208 594,863
11/25/12 13,353 125,956 2,711,982 2,881 26,477 568,386
12/25/12 12,349 122,571 2,589,411 2,664 25,765 542,621
01/25/13 12,183 119,276 2,470,135 2,628 25,072 517,549
02/25/13 11,622 116,068 2,354,067 2,506 24,397 493,152
03/25/13 10,004 112,945 2,241,122 2,157 23,741 469,411
04/25/13 10,545 109,905 2,131,217 2,273 23,101 446,310
05/25/13 9,704 106,945 2,024,272 2,092 22,479 423,832
06/25/13 9,524 104,064 1,920,208 2,053 21,873 401,959
07/25/13 8,743 101,260 1,818,949 1,884 21,283 380,676
08/25/13 8,558 98,529 1,720,419 1,844 20,709 359,967
09/25/13 8,095 95,872 1,624,548 1,743 20,150 339,817
10/25/13 7,397 93,284 1,531,263 1,593 19,606 320,212
11/25/13 7,205 90,766 1,440,497 1,551 19,076 301,135
12/25/13 6,559 88,314 1,352,183 1,411 18,561 282,575
01/25/14 6,362 85,928 1,266,254 1,368 18,059 264,516
02/25/14 5,958 83,605 1,182,649 1,281 17,570 246,946
03/25/14 5,026 81,344 1,101,306 1,080 17,095 229,851
04/25/14 5,182 79,143 1,022,163 1,113 16,632 213,220
05/25/14 4,654 77,000 945,163 999 16,181 197,038
06/25/14 4,447 74,915 870,248 954 15,743 181,296
07/25/14 3,963 72,885 797,363 850 15,316 165,980
08/25/14 3,752 70,909 726,455 804 14,900 151,079
09/25/14 3,418 68,985 657,470 732 14,496 136,583
10/25/14 2,994 67,113 590,357 640 14,102 122,481
11/25/14 2,778 65,291 525,066 593 13,719 108,762
12/25/14 2,391 63,517 461,549 510 13,346 95,416
01/25/15 2,172 61,791 399,758 462 12,983 82,433
02/25/15 1,881 60,110 339,648 399 12,630 69,803
03/25/15 1,443 58,475 281,173 305 12,286 57,517
04/25/15 1,323 56,883 224,290 279 11,951 45,565
05/25/15 1,021 55,334 168,957 214 11,626 33,940
06/25/15 795 53,825 115,131 164 11,309 22,631
07/25/15 524 52,358 62,773 106 11,000 11,631
08/25/15 295 50,929 11,844 56 10,700 932
09/25/15 56 11,844 - 5 932 -
10/25/15 - - - - - -
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6
