<PAGE>
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: October 25, 1999
CHASE MORTGAGE FINANCE CORPORATION
----------------------------------
(Exact Name of Registrant)
Delaware 333-56081 52-1495132
- ---------------------------- ------------------------ -------------------
(State or other jurisdiction (Commission File Number) (IRS Employer
of incorporation) Identification No.)
343 Thornall Street, Edison, NJ 08837
---------------------------------------- ----------
(Address of principal executive offices) (Zip Code)
Registrant's telephone number, including area code: (732) 205-0600
<PAGE>
Item 5. Other Events:
On or about October 25, 1999, Chase Mortgage Finance Corporation (the
"Depositor") made the distributions to holders of its Mortgage Pass-Through
Certificates, Series 1999-S1, Series 1999-S2, Series 1999-S3, Series 1999-S4,
Series 1999-S5, Series 1999-S6, Series 1999-S7, Series 1999-S8, Series 1999-S9,
Series 1999-S10, Series 1999-S11, Series 1999-S12, Series 1999-S13, Series
1999-AS1 and Series 1999-AS2 contemplated by the applicable Pooling and
Servicing Agreements for such Series (collectively, the "Pooling and Servicing
Agreements").
Copies of the Certificateholders' Reports with respect to such
distributions delivered pursuant to Section 6.02 of the Pooling and Servicing
Agreements are being filed as exhibits to this Current Report on Form 8-K.
Item 7(c). Exhibits
Exhibits Description
-------- -----------
20.1 Monthly Reports with respect to the October
25, 1999 distribution
<PAGE>
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934,
the registrant has caused this report to be signed on its behalf by the
undersigned thereunto duly authorized.
Dated: November 5, 1999
THE CHASE MANHATTAN BANK,
As Paying Agent, on behalf of Chase
Mortgage Finance Corp.
By: /s/ Andrew M. Cooper
-------------------------------
Name: Andrew M. Cooper
Title: Trust Officer
<PAGE>
INDEX TO EXHIBITS
-----------------
Exhibit No. Description
- ----------- -----------
20.1 Monthly Reports with respect to the distribution to
certificateholders on October 25, 1999.
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Corporation, Series 1999-S1
Statement to Certificateholders
October 25, 1999
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
DISTRIBUTION IN DOLLARS
- ------------------------------------------------------------------------------------------------------------------------------------
ORIGINAL PRIOR CURRENT
FACE PRINCIPAL DEFERRED REALIZED PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL INTEREST TOTAL LOSSES INTEREST BALANCE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A1 33,921,000.00 33,921,000.00 0.00 172,431.75 172,431.75 0.00 0.00 33,921,000.00
A2 25,000,000.00 25,000,000.00 0.00 122,916.67 122,916.67 0.00 0.00 25,000,000.00
A3 10,000,000.00 10,000,000.00 0.00 50,416.67 50,416.67 0.00 0.00 10,000,000.00
A4 37,285,000.00 37,285,000.00 0.00 192,639.17 192,639.17 0.00 0.00 37,285,000.00
A6 89,193,000.00 82,442,459.58 1,298,083.25 446,563.32 1,744,646.57 0.00 0.00 81,144,376.33
A7 18,242,000.00 12,171,234.01 238,483.45 0.00 238,483.45 0.00 65,927.52 11,998,678.08
A8 63,600,000.00 63,600,000.00 0.00 344,500.00 344,500.00 0.00 0.00 63,600,000.00
A9 56,234,000.00 53,286,422.91 337,959.07 288,634.79 626,593.86 0.00 0.00 52,948,463.84
A10 3,513,000.00 3,513,000.00 0.00 19,028.75 19,028.75 0.00 0.00 3,513,000.00
A11 5,000,000.00 5,000,000.00 0.00 29,166.67 29,166.67 0.00 0.00 5,000,000.00
A12 5,000,000.00 5,000,000.00 0.00 27,083.33 27,083.33 0.00 0.00 5,000,000.00
A13 11,522,200.00 11,522,200.00 0.00 64,812.38 64,812.38 0.00 0.00 11,522,200.00
A14 1,642,800.00 1,642,800.00 0.00 0.00 0.00 0.00 0.00 1,642,800.00
A15 1,500,000.00 1,500,000.00 0.00 8,437.50 8,437.50 0.00 0.00 1,500,000.00
A16 3,500,000.00 3,500,000.00 0.00 19,687.50 19,687.50 0.00 0.00 3,500,000.00
A17 3,300,000.00 3,300,000.00 0.00 18,562.50 18,562.50 0.00 0.00 3,300,000.00
A18 3,000,000.00 3,000,000.00 0.00 16,250.00 16,250.00 0.00 0.00 3,000,000.00
A19 2,000,000.00 2,000,000.00 0.00 13,333.33 13,333.33 0.00 0.00 2,000,000.00
A20 6,000,000.00 6,000,000.00 0.00 35,000.00 35,000.00 0.00 0.00 6,000,000.00
A21 885,000.00 885,000.00 0.00 4,978.13 4,978.13 0.00 0.00 885,000.00
A22 1,000,000.00 1,000,000.00 0.00 5,416.67 5,416.67 0.00 0.00 1,000,000.00
A23 1,000,000.00 1,044,163.84 0.00 0.00 0.00 0.00 5,655.89 1,049,819.73
AP 661,605.00 653,247.96 670.19 0.00 670.19 0.00 0.00 652,577.77
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 8,600,000.00 8,542,354.71 7,486.61 46,271.09 53,757.70 0.00 0.00 8,534,868.10
B1 3,600,000.00 3,575,869.42 3,133.93 19,369.29 22,503.22 0.00 0.00 3,572,735.49
B2 1,600,000.00 1,589,275.30 1,392.86 8,608.57 10,001.43 0.00 0.00 1,587,882.44
B3 1,400,000.00 1,390,615.88 1,218.75 7,532.50 8,751.25 0.00 0.00 1,389,397.13
B4 800,000.00 794,637.64 696.43 4,304.29 5,000.72 0.00 0.00 793,941.21
B5 1,000,424.92 993,719.35 870.91 5,382.65 6,253.56 0.00 0.00 992,848.44
- ------------------------------------------------------------------------------------------------------------------------------------
TOTALS 400,000,129.92 384,153,000.60 1,889,995.45 1,971,327.52 3,861,322.97 0.00 71,583.41 382,334,588.56
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
A5 6,808,292.00 6,808,292.00 0.00 36,878.25 36,878.25 0.00 0.00 6,808,292.00
AX 361,515,966.00 346,319,985.25 0.00 107,960.91 107,960.91 0.00 0.00 344,541,929.34
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
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<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Corporation, Series 1999-S1
Statement to Certificateholders
October 25, 1999
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------ ----------------------
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE PASS-THROUGH RATES
- ------------------------------------------------------------------------------------------------ ----------------------
PRIOR CURRENT CURRENT
PRINCIPAL PRINCIPAL CLASS PASS-THRU
CLASS FACTOR PRINCIPAL INTEREST TOTAL FACTOR RATE
- ------------------------------------------------------------------------------------------------ ----------------------
<S> <C> <C> <C> <C> <C> <C> <C>
A1 1,000.00000000 0.00000000 5.08333333 5.08333333 1,000.00000000 A1 6.100000%
A2 1,000.00000000 0.00000000 4.91666680 4.91666680 1,000.00000000 A2 5.900000%
A3 1,000.00000000 0.00000000 5.04166700 5.04166700 1,000.00000000 A3 6.050000%
A4 1,000.00000000 0.00000000 5.16666676 5.16666676 1,000.00000000 A4 6.200000%
A6 924.31535636 14.55364490 5.00670815 19.56035305 909.76171146 A6 6.500000%
A7 667.20940741 13.07331707 0.00000000 13.07331707 657.75014143 A7 6.500000%
A8 1,000.00000000 0.00000000 5.41666667 5.41666667 1,000.00000000 A8 6.500000%
A9 947.58371999 6.00987072 5.13274514 11.14261586 941.57384927 A9 6.500000%
A10 1,000.00000000 0.00000000 5.41666667 5.41666667 1,000.00000000 A10 6.500000%
A11 1,000.00000000 0.00000000 5.83333400 5.83333400 1,000.00000000 A11 7.000000%
A12 1,000.00000000 0.00000000 5.41666600 5.41666600 1,000.00000000 A12 6.500000%
A13 1,000.00000000 0.00000000 5.62500043 5.62500043 1,000.00000000 A13 6.750000%
A14 1,000.00000000 0.00000000 0.00000000 0.00000000 1,000.00000000 A14 0.000000%
A15 1,000.00000000 0.00000000 5.62500000 5.62500000 1,000.00000000 A15 6.750000%
A16 1,000.00000000 0.00000000 5.62500000 5.62500000 1,000.00000000 A16 6.750000%
A17 1,000.00000000 0.00000000 5.62500000 5.62500000 1,000.00000000 A17 6.750000%
A18 1,000.00000000 0.00000000 5.41666667 5.41666667 1,000.00000000 A18 6.500000%
A19 1,000.00000000 0.00000000 6.66666500 6.66666500 1,000.00000000 A19 8.000000%
A20 1,000.00000000 0.00000000 5.83333333 5.83333333 1,000.00000000 A20 7.000000%
A21 1,000.00000000 0.00000000 5.62500565 5.62500565 1,000.00000000 A21 6.750000%
A22 1,000.00000000 0.00000000 5.41667000 5.41667000 1,000.00000000 A22 6.500000%
A23 1,044.16384000 0.00000000 0.00000000 0.00000000 1,049.81973000 A23 6.500000%
AP 987.36853561 1.01297602 0.00000000 1.01297602 986.35555959 AP 0.000000%
AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.500000%
M 993.29705930 0.87053605 5.38035930 6.25089535 992.42652326 M 6.500000%
B1 993.29706111 0.87053611 5.38035833 6.25089444 992.42652500 B1 6.500000%
B2 993.29706250 0.87053750 5.38035625 6.25089375 992.42652500 B2 6.500000%
B3 993.29705714 0.87053571 5.38035714 6.25089286 992.42652143 B3 6.500000%
B4 993.29705000 0.87053750 5.38036250 6.25090000 992.42651250 B4 6.500000%
B5 993.29727812 0.87054009 5.38036378 6.25090387 992.42673803 B5 6.500000%
- ------------------------------------------------------------------------------------------------ ----------------------
TOTALS 960.38218957 4.72498709 4.92831720 9.65330429 955.83616094
- ------------------------------------------------------------------------------------------------ ----------------------
- ------------------------------------------------------------------------------------------------ ----------------------
A5 1,000.00000000 0.00000000 5.41666691 5.41666691 1,000.00000000 A5 6.500000%
AX 957.96594845 0.00000000 0.29863386 0.29863386 953.04761544 AX 0.374081%
- ------------------------------------------------------------------------------------------------ ----------------------
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Corporation, Series 1999-S1
October 25, 1999
- --------------------------------------------------------------------------------
STATEMENT TO CERTIFICATEHOLDERS
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 1,481,689.97
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv): Aggregate Servicer Advances 106,941.34
Sec. 6.02(a)(v): Number of Outstanding Mortgage Loans 1,224.00
Ending Principal Balance of Outstanding Mortgage Loans 382,334,588.91
Sec. 6.02(a)(vi): Aggregate Amount of Servicing Fees 98,759.34
Sec. 6.02(a)(vii): Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
-----------------------------------------------------------------------
Group Totals
-----------------------------------------------------------------------
Category Number Principal Balance Percentage
-----------------------------------------------------------------------
1 Month 6 1,766,028.91 0.46%
-----------------------------------------------------------------------
2 Months 1 277,424.30 0.07%
-----------------------------------------------------------------------
3+ Months 1 68,631.15 0.02%
-----------------------------------------------------------------------
Total 8 2,112,084.36 0.55%
-----------------------------------------------------------------------
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
-----------------------------------------------------------------------
Group Totals
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
1 29,780.89 0.01%
-----------------------------------------------------------------------
Sec. 6.02(a)(viii): Number and Aggregate Principal Amounts of REO Loans
-----------------------------------------------------------------------
Group Totals
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
0 0.00 0.00%
-----------------------------------------------------------------------
Sec. 6.02(a)(ix): Aggregate Amount of All Advances Recovered During the Related Due Period 27,175.17
Sec. 6.02(a)(x): Class A Percentage 95.60%
Class A Principal Balance 367,266,528.30
Class M Percentage 2.22%
Class M Principal Balance 8,542,354.71
Class B Percentage 2.17%
Class B Principal Balance 8,344,117.59
NON-PO Class A Percentage 95.60%
NON-PO Class A Prepayment Percentage 100.00%
M Credit Support 2.19%
B1 Credit Support 1.23%
B2 Credit Support 0.82%
B3 Credit Support 0.46%
B4 Credit Support 0.26%
Sec. 6.02(a)(xi): Aggregate Cummulative Losses Since Cut-Off 0.00
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Corporation, Series 1999-S1
October 25, 1999
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(xiv): Compensating Interest Shortfall 0.00
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust, Series 1999-S2
Statement to Certificateholders
October 25, 1999
- --------------------------------------------------------------------------------
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
DISTRIBUTION IN DOLLARS
- ------------------------------------------------------------------------------------------------------------------------------------
ORIGINAL PRIOR CURRENT
FACE PRINCIPAL REALIZED DEFERRED PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL INTEREST TOTAL LOSSES INTEREST BALANCE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A1 215,000,000.00 206,256,898.94 1,001,102.57 1,117,224.87 2,118,327.44 0.00 0.00 205,255,796.37
A2 126,772,000.00 120,675,821.94 698,024.58 653,660.70 1,351,685.28 0.00 0.00 119,977,797.36
A3 8,000,000.00 8,000,000.00 0.00 43,333.33 43,333.33 0.00 0.00 8,000,000.00
A4 3,651,000.00 3,651,000.00 0.00 19,776.25 19,776.25 0.00 0.00 3,651,000.00
A5 6,008,000.00 6,008,000.00 0.00 32,543.33 32,543.33 0.00 0.00 6,008,000.00
A6 3,731,000.00 3,731,000.00 0.00 20,209.58 20,209.58 0.00 0.00 3,731,000.00
A7 5,611,000.00 5,611,000.00 0.00 30,392.92 30,392.92 0.00 0.00 5,611,000.00
A8 9,581,000.00 9,581,000.00 0.00 50,065.76 50,065.76 0.00 0.00 9,581,000.00
A9 3,200,000.00 3,200,000.00 0.00 17,333.33 17,333.33 0.00 0.00 3,200,000.00
A10 1,000,000.00 1,000,000.00 0.00 6,666.67 6,666.67 0.00 0.00 1,000,000.00
A11 2,948,000.00 2,948,000.00 0.00 17,799.66 17,799.66 0.00 0.00 2,948,000.00
A12 45,000,000.00 45,000,000.00 0.00 243,750.00 243,750.00 0.00 0.00 45,000,000.00
AP 374,266.00 371,403.80 395.31 0.00 395.31 0.00 0.00 371,008.49
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 9,900,000.00 9,842,633.37 8,495.47 53,314.26 61,809.73 0.00 0.00 9,834,137.90
B1 4,050,000.00 4,026,531.83 3,475.42 21,810.38 25,285.80 0.00 0.00 4,023,056.41
B2 1,575,000.00 1,565,873.49 1,351.55 8,481.81 9,833.36 0.00 0.00 1,564,521.94
B3 1,575,000.00 1,565,873.49 1,351.55 8,481.81 9,833.36 0.00 0.00 1,564,521.94
B4 900,000.00 894,784.86 772.32 4,846.75 5,619.07 0.00 0.00 894,012.54
B5 1,125,239.36 1,118,719.03 965.60 6,059.73 7,025.33 0.00 0.00 1,117,753.43
- ------------------------------------------------------------------------------------------------------------------------------------
TOTALS 450,001,605.36 435,048,540.75 1,715,934.37 2,355,751.14 4,071,685.51 0.00 0.00 433,332,606.38
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
AX 420,440,757.99 405,708,092.01 0.00 133,170.22 133,170.22 0.00 0.00 404,023,689.23
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust, Series 1999-S2
Statement to Certificateholders
October 25, 1999
<TABLE>
<CAPTION>
- -------------------------------------------------------------------------------------------------- ----------------------
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE PASS-THROUGH RATES
- -------------------------------------------------------------------------------------------------- ----------------------
PRIOR CURRENT CURRENT
PRINCIPAL PRINCIPAL CLASS PASS-THRU
CLASS CUSIP FACTOR PRINCIPAL INTEREST TOTAL FACTOR RATE
- -------------------------------------------------------------------------------------------------- ----------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A1 16162TFL5 959.33441367 4.65629102 5.19639474 9.85268577 954.67812265 A1 6.500000%
A2 16162TFM3 951.91226722 5.50614158 5.15619143 10.66233301 946.40612564 A2 6.500000%
A3 16162TFN1 1,000.00000000 0.00000000 5.41666625 5.41666625 1,000.00000000 A3 6.500000%
A4 16162TFP6 1,000.00000000 0.00000000 5.41666667 5.41666667 1,000.00000000 A4 6.500000%
A5 16162TFQ4 1,000.00000000 0.00000000 5.41666611 5.41666611 1,000.00000000 A5 6.500000%
A6 16162TFR2 1,000.00000000 0.00000000 5.41666577 5.41666577 1,000.00000000 A6 6.500000%
A7 16162TFS0 1,000.00000000 0.00000000 5.41666726 5.41666726 1,000.00000000 A7 6.500000%
A8 16162TFT8 1,000.00000000 0.00000000 5.22552552 5.22552552 1,000.00000000 A8 6.270630%
A9 16162TFU5 1,000.00000000 0.00000000 5.41666563 5.41666563 1,000.00000000 A9 6.500000%
A10 16162TFV5 1,000.00000000 0.00000000 6.66667000 6.66667000 1,000.00000000 A10 8.000000%
A11 16162TFW1 1,000.00000000 0.00000000 6.03787653 6.03787653 1,000.00000000 A11 7.245452%
A12 16162TFX9 1,000.00000000 0.00000000 5.41666667 5.41666667 1,000.00000000 A12 6.500000%
AP 16162TFY7 992.35249796 1.05622739 0.00000000 1.05622739 991.29627057 AP 0.000000%
AR 16162TFZ4 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.500000%
M 16162TGA8 994.20539091 0.85812828 5.38527879 6.24340707 993.34726263 M 6.500000%
B1 16162TGB6 994.20539012 0.85812840 5.38527901 6.24340741 993.34726173 B1 6.500000%
B2 16162TGC4 994.20539048 0.85812698 5.38527619 6.24340317 993.34726349 B2 6.500000%
B3 16162TGE0 994.20539048 0.85812698 5.38527619 6.24340317 993.34726349 B3 6.500000%
B4 16162TGF7 994.20540000 0.85813333 5.38527778 6.24341111 993.34726667 B4 6.500000%
B5 16162TGG5 994.20538400 0.85812853 5.38528087 6.24340940 993.34725547 B5 6.500000%
- -------------------------------------------------------------------------------------------------- ----------------------
TOTALS 966.77108608 3.81317389 5.23498386 9.04815774 962.95791219
- -------------------------------------------------------------------------------------------------- ----------------------
- -------------------------------------------------------------------------------------------------- ----------------------
AX 16162TGD2 964.95899672 0.00000000 0.31673956 0.31673956 960.95271819 AX 0.393889%
- -------------------------------------------------------------------------------------------------- ----------------------
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust, Series 1999-S2
October 25, 1999
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 1,340,405.64
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 112,854.50
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,412
Ending Principal Balance of Outstanding Mortgage Loans 433,332,607.18
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 111,408.68
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
-----------------------------------------------------------------------
Group 1
-----------------------------------------------------------------------
Category Number Principal Balance Percentage
-----------------------------------------------------------------------
1 Month 2 175,208.47 0.04%
-----------------------------------------------------------------------
2 Months 2 341,357.99 0.08%
-----------------------------------------------------------------------
3+Months 0 0.00 0.00%
-----------------------------------------------------------------------
Total 4 516,566.46 0.12%
-----------------------------------------------------------------------
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
-----------------------------------------------------------------------
Group 1
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
3 803,362.36 0.19%
-----------------------------------------------------------------------
Sec. 6.02(a)(viii) Aggregate Number of REO Loans 0
Aggregate Balance of REO Loans 0.00
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 17,067.56
Sec. 6.02(a)(x) Class A Percentage 95.62936%
Class M Percentage 2.26242%
Class B Percentage 2.10822%
Class A Principal Balance 416,034,124.68
Class M Principal Balance 9,842,633.37
Class B Principal Balance 9,171,782.70
NON-PO Class A Percentage 95.62562%
NON-PO Class A Prepayment Percentage 100.00000%
M Credit Support 2.11%
B1 Credit Support 1.18%
B2 Credit Support 0.82%
B3 Credit Support 0.46%
B4 Credit Support 0.26%
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust, Series 1999-S3
Statement to Certificateholders
October 25, 1999
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
DISTRIBUTION IN DOLLARS
- ------------------------------------------------------------------------------------------------------------------------------------
ORIGINAL PRIOR CURRENT
FACE PRINCIPAL REALIZED DEFERRED PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL INTEREST TOTAL LOSSES INTEREST BALANCE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A1 112,065,223.00 105,954,719.18 1,723,008.49 551,847.50 2,274,855.99 0.00 0.00 104,231,710.69
AP 176,004.00 161,819.69 5,294.83 0.00 5,294.83 0.00 0.00 156,524.86
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 1,265,014.00 1,235,209.99 4,378.46 6,433.39 10,811.85 0.00 0.00 1,230,831.53
B1 402,504.00 393,020.92 1,393.15 2,046.98 3,440.13 0.00 0.00 391,627.77
B2 402,504.00 393,020.92 1,393.15 2,046.98 3,440.13 0.00 0.00 391,627.77
B3 345,004.00 336,875.64 1,194.13 1,754.56 2,948.69 0.00 0.00 335,681.51
B4 172,502.00 168,437.82 597.06 877.28 1,474.34 0.00 0.00 167,840.76
B5 172,505.00 168,440.73 597.07 877.30 1,474.37 0.00 0.00 167,843.66
- ------------------------------------------------------------------------------------------------------------------------------------
TOTALS 115,001,360.00 108,811,544.89 1,737,856.34 565,883.99 2,303,740.33 0.00 0.00 107,073,688.55
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
AX 105,726,363.20 100,157,241.69 0.00 28,081.34 28,081.34 0.00 0.00 98,904,373.10
- ------------------------------------------------------------------------------------------------------------------------------------
<CAPTION>
- ----------------------------------------------------------------------------------------------- -----------------------
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE PASS-THROUGH RATES
- ----------------------------------------------------------------------------------------------- -----------------------
PRIOR CURRENT CURRENT
PRINCIPAL PRINCIPAL CLASS PASS-THRU
CLASS CUSIP FACTOR PRINCIPAL INTEREST TOTAL FACTOR RATE
- ----------------------------------------------------------------------------------------------- -----------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A1 16162TFE1 945.47368348 15.37505074 4.92434214 20.29939288 930.09863274 A1 6.250000%
AP 16162TFF8 919.40916116 30.08357765 0.00000000 30.08357765 889.32558351 AP 0.000000%
AR 16162TFG6 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.250000%
M 16162TFH4 976.43977853 3.46119490 5.08562751 8.54682241 972.97858364 M 6.250000%
B1 16162TFJ0 976.43978693 3.46120784 5.08561406 8.54682189 972.97857909 B1 6.250000%
B2 16162TFK7 976.43978693 3.46120784 5.08561406 8.54682189 972.97857909 B2 6.250000%
B3 16162TGH3 976.43980939 3.46120625 5.08562220 8.54682844 972.97860315 B3 6.250000%
B4 16162TGJ8 976.43980939 3.46117726 5.08562220 8.54679946 972.97863213 B4 6.250000%
B5 16162TGK6 976.43969740 3.46117504 5.08564969 8.54682473 972.97852236 B5 6.250000%
- ----------------------------------------------------------------------------------------------- -----------------------
TOTALS 946.17615731 15.11161555 4.92067216 20.03228771 931.06454176
- ----------------------------------------------------------------------------------------------- -----------------------
- ----------------------------------------------------------------------------------------------- -----------------------
AX 947.32513877 0.00000000 0.26560395 0.26560395 935.47503297 AX 0.336446%
- ----------------------------------------------------------------------------------------------- -----------------------
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust, Series 1999-S3
October 25, 1999
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 1,352,133.61
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 47,840.10
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 349
Ending Principal Balance of Outstanding Mortgage Loans 107,073,689.06
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 28,553.96
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
-----------------------------------------------------------------------
Group Totals
-----------------------------------------------------------------------
Category Number Principal Balance Percentage
-----------------------------------------------------------------------
1 Month 0 0.00 0.00%
-----------------------------------------------------------------------
2 Months 1 58,838.58 0.05%
-----------------------------------------------------------------------
3+ Months 0 0.00 0.00%
-----------------------------------------------------------------------
Total 1 58,838.58 0.05%
-----------------------------------------------------------------------
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
-----------------------------------------------------------------------
Group Totals
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
0 0.00 0.00%
-----------------------------------------------------------------------
Sec. 6.02(a)(viii) Number and Aggregate Principal Amounts of REO Loans
-----------------------------------------------------------------------
Group Totals
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
0 0.00 0.00%
-----------------------------------------------------------------------
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 3,791.70
Sec. 6.02(a)(x) Class A Percentage 97.52%
Class M Percentage 1.14%
Class B Percentage 1.34%
Class A Principal Balance 106,116,538.87
Class M Principal Balance 1,235,209.99
Class B Principal Balance 1,459,796.03
NON-PO Class A Percentage 97.5195%
NON-PO Class A Prepayment Percentage 100.0000%
M Credit Support 1.34%
B1 Credit Support 0.98%
B2 Credit Support 0.62%
B3 Credit Support 0.31%
B4 Credit Support 0.16%
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust, Series 1999-S4
Statement to Certificateholders
October 25, 1999
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
DISTRIBUTION IN DOLLARS
- ------------------------------------------------------------------------------------------------------------------------------------
ORIGINAL PRIOR CURRENT
FACE PRINCIPAL REALIZED DEFERRED PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL INTEREST TOTAL LOSSES INTEREST BALANCE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A1 207,499,900.00 199,867,299.63 758,493.71 1,082,614.54 1,841,108.25 0.00 0.00 199,108,805.92
A2 72,600,000.00 69,467,332.15 311,306.45 376,281.38 687,587.83 0.00 0.00 69,156,025.70
A3 10,000,000.00 10,000,000.00 0.00 54,166.67 54,166.67 0.00 0.00 10,000,000.00
A4 40,989,000.00 40,989,000.00 0.00 222,023.75 222,023.75 0.00 0.00 40,989,000.00
A5 3,250,000.00 3,250,000.00 0.00 17,604.17 17,604.17 0.00 0.00 3,250,000.00
A6 5,500,000.00 5,500,000.00 0.00 29,791.67 29,791.67 0.00 0.00 5,500,000.00
A7 1,170,000.00 1,170,000.00 0.00 6,337.50 6,337.50 0.00 0.00 1,170,000.00
A8 4,526,877.00 4,526,877.00 0.00 24,520.58 24,520.58 0.00 0.00 4,526,877.00
A9 1,300,000.00 1,300,000.00 0.00 8,666.67 8,666.67 0.00 0.00 1,300,000.00
A10 1,680,000.00 1,680,000.00 0.00 9,100.00 9,100.00 0.00 0.00 1,680,000.00
A11 2,000,000.00 2,000,000.00 0.00 11,666.67 11,666.67 0.00 0.00 2,000,000.00
A12 2,000,000.00 2,000,000.00 0.00 10,000.00 10,000.00 0.00 0.00 2,000,000.00
A13 9,500,000.00 8,047,028.12 144,387.96 43,588.07 187,976.03 0.00 0.00 7,902,640.16
A15 25,000,000.00 25,000,000.00 0.00 130,208.33 130,208.33 0.00 0.00 25,000,000.00
A16 5,000,000.00 5,000,000.00 0.00 27,083.33 27,083.33 0.00 0.00 5,000,000.00
A17 38,363,800.00 37,270,236.57 174,894.09 201,880.45 376,774.54 0.00 0.00 37,095,342.48
AP 504,519.00 475,977.75 546.59 0.00 546.59 0.00 0.00 475,431.16
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 9,900,211.00 9,851,368.55 8,368.70 53,361.58 61,730.28 0.00 0.00 9,842,999.85
B1 4,050,087.00 4,030,106.00 3,423.56 21,829.74 25,253.30 0.00 0.00 4,026,682.44
B2 1,575,034.00 1,567,263.61 1,331.38 8,489.34 9,820.72 0.00 0.00 1,565,932.23
B3 1,575,033.00 1,567,262.63 1,331.38 8,489.34 9,820.72 0.00 0.00 1,565,931.25
B4 900,020.00 895,579.77 760.79 4,851.06 5,611.85 0.00 0.00 894,818.98
B5 1,125,024.08 1,119,473.81 950.99 6,063.82 7,014.81 0.00 0.00 1,118,522.82
- ------------------------------------------------------------------------------------------------------------------------------------
TOTALS 450,009,605.08 436,574,805.59 1,405,795.60 2,358,618.66 3,764,414.26 0.00 0.00 435,169,009.99
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
A14 25,000,000.00 25,000,000.00 0.00 5,208.33 5,208.33 0.00 0.00 25,000,000.00
AX 419,564,188.06 407,056,519.27 0.00 132,026.36 132,026.36 0.00 0.00 405,684,010.73
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust, Series 1999-S4
Statement to Certificateholders
October 25, 1999
<TABLE>
<CAPTION>
- ---------------------------------------------------------------------------------------------------- ---------------------
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE PASS-THROUGH RATES
- ---------------------------------------------------------------------------------------------------- ---------------------
PRIOR CURRENT CURRENT
PRINCIPAL PRINCIPAL CLASS PASS-THRU
CLASS CUSIP FACTOR PRINCIPAL INTEREST TOTAL FACTOR RATE
- ---------------------------------------------------------------------------------------------------- ---------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A1 16162T GL4 963.21636603 3.65539314 5.21742198 8.87281512 959.56097290 A1 6.500000%
A2 16162T GM2 956.85030510 4.28796763 5.18293912 9.47090675 952.56233747 A2 6.500000%
A3 16162T GN0 1,000.00000000 0.00000000 5.41666700 5.41666700 1,000.00000000 A3 6.500000%
A4 16162T GP5 1,000.00000000 0.00000000 5.41666667 5.41666667 1,000.00000000 A4 6.500000%
A5 16162T GQ3 1,000.00000000 0.00000000 5.41666769 5.41666769 1,000.00000000 A5 6.500000%
A6 16162T GR1 1,000.00000000 0.00000000 5.41666727 5.41666727 1,000.00000000 A6 6.500000%
A7 16162T GS9 1,000.00000000 0.00000000 5.41666667 5.41666667 1,000.00000000 A7 6.500000%
A8 16162T GT7 1,000.00000000 0.00000000 5.41666584 5.41666584 1,000.00000000 A8 6.500000%
A9 16162T GU4 1,000.00000000 0.00000000 6.66666923 6.66666923 1,000.00000000 A9 8.000000%
A10 16162T GV2 1,000.00000000 0.00000000 5.41666667 5.41666667 1,000.00000000 A10 6.500000%
A11 16162T GW0 1,000.00000000 0.00000000 5.83333500 5.83333500 1,000.00000000 A11 7.000000%
A12 16162T GX8 1,000.00000000 0.00000000 5.00000000 5.00000000 1,000.00000000 A12 6.000000%
A13 16162T GY6 847.05559158 15.19873263 4.58821789 19.78695053 831.85685895 A13 6.500000%
A15 16162T HA7 1,000.00000000 0.00000000 5.20833320 5.20833320 1,000.00000000 A15 6.250000%
A16 16162T HB5 1,000.00000000 0.00000000 5.41666600 5.41666600 1,000.00000000 A16 6.500000%
A17 16162T HC3 971.49491369 4.55883124 5.26226417 9.82109541 966.93608245 A17 6.500000%
AP 16162T HD1 943.42879059 1.08338834 0.00000000 1.08338834 942.34540225 AP 0.000000%
AR 16162T HE9 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.500000%
M 16162T HH2 995.06652434 0.84530522 5.38994371 6.23524893 994.22121912 M 6.500000%
B1 16162T HF6 995.06652573 0.84530530 5.38994348 6.23524877 994.22122043 B1 6.500000%
B2 16162T HG4 995.06652555 0.84530239 5.38994079 6.23524318 994.22122316 B2 6.500000%
B3 16162T HJ8 995.06653511 0.84530292 5.38994421 6.23524713 994.22123219 B3 6.500000%
B4 16162T HK5 995.06652074 0.84530344 5.38994689 6.23525033 994.22121731 B4 6.500000%
B5 16162T HL3 995.06653226 0.84530635 5.38994685 6.23525320 994.22122591 B5 6.500000%
- ---------------------------------------------------------------------------------------------------- ---------------------
TOTALS 970.14552725 3.12392354 5.24126293 8.36518647 967.02160371
- ---------------------------------------------------------------------------------------------------- ---------------------
- ---------------------------------------------------------------------------------------------------- ---------------------
A14 16162T GZ3 1,000.00000000 0.00000000 0.20833320 0.20833320 1,000.00000000 A14 0.250000%
AX 970.18890280 0.00000000 0.31467500 0.31467500 966.91763090 AX 0.389213%
- ---------------------------------------------------------------------------------------------------- ---------------------
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust, Series 1999-S4
October 25, 1999
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 1,034,886.44
Aggregate Amount of Repurchase Proceeds 0.00
Group 1 Amount of Principal Prepayments 891,344.81
Group 1 Amount of Repurchase Proceeds 0.00
Group 2 Amount of Principal Prepayments 143,318.04
Group 2 Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 121,852.65
Group 1 Servicer Advances 110,278.53
Group 2 Servicer Advances 11,574.12
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,364
Ending Principal Balance of Outstanding Mortgage Loans 435,169,010.44
Group 1 Outstanding Mortgage Loans 1,068
Ending Principal Balance of Group 1 Mortgage Loans 396,324,585.17
Group 2 Outstanding Mortgage Loans 296
Ending Principal Balance of Group 2 Mortgage Loans 38,844,425.27
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 111,799.53
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
-----------------------------------------------------------------------
Group 1
-----------------------------------------------------------------------
Category Number Principal Balance Percentage
-----------------------------------------------------------------------
1 Month 1 239,771.96 0.06%
-----------------------------------------------------------------------
2 Months 0 0.00 0.00%
-----------------------------------------------------------------------
3+Months 0 0.00 0.00%
-----------------------------------------------------------------------
Total 1 239,771.96 0.06%
-----------------------------------------------------------------------
-----------------------------------------------------------------------
Group 2
-----------------------------------------------------------------------
Category Number Principal Balance Percentage
-----------------------------------------------------------------------
1 Month 1 77,117.29 0.20%
-----------------------------------------------------------------------
2 Months 1 62,783.89 0.16%
-----------------------------------------------------------------------
3+Months 0 0.00 0.00%
-----------------------------------------------------------------------
Total 2 139,901.18 0.36%
-----------------------------------------------------------------------
-----------------------------------------------------------------------
Group Totals
-----------------------------------------------------------------------
Category Number Principal Balance Percentage
-----------------------------------------------------------------------
1 Month 2 316,889.25 0.07%
-----------------------------------------------------------------------
2 Months 1 62,783.89 0.01%
-----------------------------------------------------------------------
3+Months 0 0.00 0.00%
-----------------------------------------------------------------------
Total 3 379,673.14 0.08%
-----------------------------------------------------------------------
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust, Series 1999-S4
October 25, 1999
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
------------------------------------------------------------------------
Group 1
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
1 333,750.92 0.08%
-----------------------------------------------------------------------
-----------------------------------------------------------------------
Group 2
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
0 0.00 0.00%
-----------------------------------------------------------------------
-----------------------------------------------------------------------
Group Totals
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
1 333,750.92 0.08%
-----------------------------------------------------------------------
Sec. 6.02(a)(viii) Number and Aggregate Principal Amounts of REO Loans
-----------------------------------------------------------------------
Group 1
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
0 0.00 0.00%
-----------------------------------------------------------------------
-----------------------------------------------------------------------
Group 2
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
0 0.00 0.00%
-----------------------------------------------------------------------
-----------------------------------------------------------------------
Group Totals
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
0 0.00 0.00%
-----------------------------------------------------------------------
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 24,731.59
Sec. 6.02(a)(x) Class A Percentage 95.64083%
Class M Percentage 2.25651%
Class B Percentage 2.10266%
Class A Principal Balance 417,543,751.22
Class M Principal Balance 9,851,368.55
Class B Principal Balance 9,179,685.82
NON-PO Class A Percentage 95.63607%
NON-PO Class A Prepayment Percentage 100.00000%
M Credit Support 2.10%
B1 Credit Support 1.18%
B2 Credit Support 0.82%
B3 Credit Support 0.46%
B4 Credit Support 0.26%
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Group 1 Current Period Realized Losses 0.00
Group 2 Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust, Series 1999-S5
Statement to Certificateholders
October 25, 1999
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
DISTRIBUTION IN DOLLARS
- ------------------------------------------------------------------------------------------------------------------------------------
ORIGINAL PRIOR CURRENT
FACE PRINCIPAL REALIZED DEFERRED PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL INTEREST TOTAL LOSSES INTEREST BALANCE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A1 86,402,913.00 83,678,239.24 418,253.16 453,257.13 871,510.29 0.00 0.00 83,259,986.08
A2 154,962,609.00 149,255,045.84 876,111.75 808,464.83 1,684,576.58 0.00 0.00 148,378,934.09
A3 14,500,000.00 14,500,000.00 0.00 78,541.67 78,541.67 0.00 0.00 14,500,000.00
A4 30,151,743.00 30,151,743.00 0.00 163,321.94 163,321.94 0.00 0.00 30,151,743.00
A5 41,730,000.00 41,730,000.00 0.00 226,037.50 226,037.50 0.00 0.00 41,730,000.00
A6 13,200,000.00 11,795,117.92 215,649.60 63,890.22 279,539.82 0.00 0.00 11,579,468.32
A7 24,943,107.00 24,943,107.00 0.00 135,108.50 135,108.50 0.00 0.00 24,943,107.00
A8 50,575,580.00 48,725,866.88 283,931.23 263,931.78 547,863.01 0.00 0.00 48,441,935.65
A9 3,151,000.00 3,151,000.00 0.00 17,724.38 17,724.38 0.00 0.00 3,151,000.00
A10 3,400,000.00 3,400,000.00 0.00 19,125.00 19,125.00 0.00 0.00 3,400,000.00
A11 1,946,427.00 1,946,427.00 0.00 10,948.65 10,948.65 0.00 0.00 1,946,427.00
A12 8,497,427.00 8,497,427.00 0.00 44,257.43 44,257.43 0.00 0.00 8,497,427.00
A13 4,000,000.00 4,000,000.00 0.00 21,666.67 21,666.67 0.00 0.00 4,000,000.00
A14 40,814,107.00 40,130,398.28 293,207.92 217,372.99 510,580.91 0.00 0.00 39,837,190.36
AP 488,368.00 485,757.12 554.84 0.00 554.84 0.00 0.00 485,202.28
M 11,250,314.00 11,204,037.76 9,466.52 60,688.54 70,155.06 0.00 0.00 11,194,571.24
B1 4,500,126.00 4,481,615.51 3,786.61 24,275.42 28,062.03 0.00 0.00 4,477,828.90
B2 1,750,049.00 1,742,850.48 1,472.57 9,440.44 10,913.01 0.00 0.00 1,741,377.91
B3 1,500,042.00 1,493,871.84 1,262.20 8,091.81 9,354.01 0.00 0.00 1,492,609.64
B4 1,000,028.00 995,914.55 841.47 5,394.54 6,236.01 0.00 0.00 995,073.08
B5 1,250,035.73 1,244,893.93 1,051.84 6,743.18 7,795.02 0.00 0.00 1,243,842.09
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
TOTALS 500,013,975.73 487,553,313.35 2,105,589.71 2,638,282.62 4,743,872.33 0.00 0.00 485,447,723.64
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
AX 463,907,359.41 451,638,440.45 0.00 135,744.28 135,744.28 0.00 0.00 449,573,890.11
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust, Series 1999-S5
Statement to Certificateholders
October 25, 1999
<TABLE>
<CAPTION>
- --------------------------------------------------------------------------------------------------- ---------------------
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE PASS-THROUGH RATES
- --------------------------------------------------------------------------------------------------- ---------------------
PRIOR CURRENT CURRENT
PRINCIPAL PRINCIPAL CLASS PASS-THRU
CLASS CUSIP FACTOR PRINCIPAL INTEREST TOTAL FACTOR RATE
- --------------------------------------------------------------------------------------------------- ---------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A1 16162THM1 968.46548727 4.84072985 5.24585473 10.08658458 963.62475742 A1 6.500000%
A2 16162THN9 963.16812684 5.65369773 5.21716068 10.87085840 957.51442911 A2 6.500000%
A3 16162THP4 1,000.00000000 0.00000000 5.41666690 5.41666690 1,000.00000000 A3 6.500000%
A4 16162THQ3 1,000.00000000 0.00000000 5.41666663 5.41666663 1,000.00000000 A4 6.500000%
A5 16162THR0 1,000.00000000 0.00000000 5.41666667 5.41666667 1,000.00000000 A5 6.500000%
A6 16162THS8 893.56953939 16.33709091 4.84016818 21.17725909 877.23244848 A6 6.500000%
A7 16162THT6 1,000.00000000 0.00000000 5.41666682 5.41666682 1,000.00000000 A7 6.500000%
A8 16162THU3 963.42675418 5.61399849 5.21856161 10.83256010 957.81275568 A8 6.500000%
A9 16162THV1 1,000.00000000 0.00000000 5.62500159 5.62500159 1,000.00000000 A9 6.750000%
A10 16162THW9 1,000.00000000 0.00000000 5.62500000 5.62500000 1,000.00000000 A10 6.750000%
A11 16162THX7 1,000.00000000 0.00000000 5.62499904 5.62499904 1,000.00000000 A11 6.750000%
A12 16162THY5 1,000.00000000 0.00000000 5.20833306 5.20833306 1,000.00000000 A12 6.250000%
A13 16162THZ2 1,000.00000000 0.00000000 5.41666750 5.41666750 1,000.00000000 A13 6.500000%
A14 16162TJA5 983.24822542 7.18398469 5.32592787 12.50991257 976.06424073 A14 6.500000%
AP 16162TJB3 994.65386758 1.13611047 0.00000000 1.13611047 993.51775710 AP 0.000000%
M 16162TJD9 995.88667125 0.84144496 5.39438633 6.23583128 995.04522629 M 6.500000%
B1 16162TJE7 995.88667295 0.84144533 5.39438673 6.23583206 995.04522762 B1 6.500000%
B2 16162TJE7 995.88667517 0.84144501 5.39438610 6.23583111 995.04523016 B2 6.500000%
B3 16162TJF4 995.88667517 0.84144311 5.39438896 6.23583206 995.04523207 B3 6.500000%
B4 16162TJH0 995.88666517 0.84144644 5.39438896 6.23583540 995.04521873 B4 6.500000%
B5 16162TJJ6 995.88667758 0.84144795 5.39438981 6.23583775 995.04522963 B5 6.500000%
AR 16162TJC1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.500000%
-------------------------------------------------------------------------------------------------- ---------------------
TOTALS 975.07937181 4.21106171 5.27641776 9.48747947 970.86831009
-------------------------------------------------------------------------------------------------- ---------------------
- --------------------------------------------------------------------------------------------------- ---------------------
AX 16162TJG2 973.55308401 0.00000000 0.29261075 0.29261075 969.10273353 AX 0.360672%
- --------------------------------------------------------------------------------------------------- ---------------------
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust, Series 1999-S5
October 25, 1999
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 1,693,609.69
Aggregate Amount of Repurchase Proceeds 0.00
Group 1 Amount of Principal Prepayments 1,433,128.32
Group 1 Amount of Repurchase Proceeds 0.00
Group 2 Amount of Principal Prepayments 260,056.25
Group 2 Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 132,923.89
Group 1 Servicer Advances 21,326.50
Group 2 Servicer Advances 111,597.39
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,464
Ending Principal Balance of Outstanding Mortgage Loans 485,447,723.90
Group 1 Outstanding Mortgage Loans 1,165
Ending Principal Balance of Group 1 Mortgage Loans 443,736,080.05
Group 2 Outstanding Mortgage Loans 299
Ending Principal Balance of Group 2 Mortgage Loans 41,711,643.85
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 124,854.28
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
-----------------------------------------------------------------------
Group 1
-----------------------------------------------------------------------
Category Number Principal Balance Percentage
-----------------------------------------------------------------------
1 Month 1 301,416.70 0.07%
-----------------------------------------------------------------------
2 Months 2 518,144.12 0.12%
-----------------------------------------------------------------------
3+Months 0 0.00 0.00%
-----------------------------------------------------------------------
Total 3 819,560.82 0.19%
-----------------------------------------------------------------------
-----------------------------------------------------------------------
Group 2
-----------------------------------------------------------------------
Category Number Principal Balance Percentage
-----------------------------------------------------------------------
1 Month 0 0.00 0.00%
-----------------------------------------------------------------------
2 Months 0 0.00 0.00%
-----------------------------------------------------------------------
3+Months 0 0.00 0.00%
-----------------------------------------------------------------------
Total 0 0.00 0.00%
-----------------------------------------------------------------------
-----------------------------------------------------------------------
Group Totals
-----------------------------------------------------------------------
Category Number Principal Balance Percentage
-----------------------------------------------------------------------
1 Month 1 301,416.70 0.06%
-----------------------------------------------------------------------
2 Months 2 518,144.12 0.11%
-----------------------------------------------------------------------
3+Months 0 0.00 0.00%
-----------------------------------------------------------------------
Total 3 819,560.82 0.17%
-----------------------------------------------------------------------
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust, Series 1999-S5
October 25, 1999
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
-----------------------------------------------------------------------
Group 1
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
1 354,115.57 0.08%
-----------------------------------------------------------------------
-----------------------------------------------------------------------
Group 2
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
0 0.00 0.00%
-----------------------------------------------------------------------
-----------------------------------------------------------------------
Group Totals
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
1 354,115.57 0.07%
-----------------------------------------------------------------------
Sec. 6.02(a)(viii) Number and Aggregate Principal Amounts of REO Loans
-----------------------------------------------------------------------
Group 1
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
0 0.00 0.00%
-----------------------------------------------------------------------
-----------------------------------------------------------------------
Group 2
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
0 0.00 0.00%
-----------------------------------------------------------------------
-----------------------------------------------------------------------
Group Totals
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
0 0.00 0.00%
-----------------------------------------------------------------------
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 22,892.99
Sec. 6.02(a)(x) Class A Percentage 95.65931%
Class M Percentage 2.29801%
Class B Percentage 2.04268%
Class A Principal Balance 466,390,129.28
Class M Principal Balance 11,204,037.76
Class B Principal Balance 9,959,146.31
NON-PO Class A Percentage 95.65498%
NON-PO Class A Prepayment Percentage 100.00000%
M Credit Support 2.04%
B1 Credit Support 1.12%
B2 Credit Support 0.77%
B3 Credit Support 0.46%
B4 Credit Support 0.26%
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Group 1 Current Period Realized Losses 0.00
Group 2 Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust, Series 1999-S6
Statement to Certificateholders
October 25, 1999
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
DISTRIBUTION IN DOLLARS
- ------------------------------------------------------------------------------------------------------------------------------------
ORIGINAL PRIOR CURRENT
FACE PRINCIPAL REALIZED DEFERRED PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL INTEREST TOTAL LOSSES INTEREST BALANCE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A1 165,406,000.00 158,789,073.34 1,978,595.16 827,026.42 2,805,621.58 0.00 0.00 156,810,478.18
A2 9,330,316.00 9,330,316.00 0.00 48,595.40 48,595.40 0.00 0.00 9,330,316.00
A3 43,684,004.00 42,954,813.01 148,942.42 223,722.98 372,665.40 0.00 0.00 42,805,870.59
AP 392,628.00 382,742.24 13,404.28 0.00 13,404.28 0.00 0.00 369,337.96
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 3,375,110.00 3,318,771.29 11,507.58 17,285.27 28,792.85 0.00 0.00 3,307,263.71
B1 675,002.00 663,734.60 2,301.45 3,456.95 5,758.40 0.00 0.00 661,433.15
B2 787,502.00 774,356.70 2,685.02 4,033.11 6,718.13 0.00 0.00 771,671.68
B3 675,002.00 663,734.60 2,301.45 3,456.95 5,758.40 0.00 0.00 661,433.15
B4 337,501.00 331,867.29 1,150.72 1,728.48 2,879.20 0.00 0.00 330,716.57
B5 337,501.59 331,867.88 1,150.73 1,728.48 2,879.21 0.00 0.00 330,717.15
- ------------------------------------------------------------------------------------------------------------------------------------
TOTALS 225,000,666.59 217,541,276.95 2,162,038.81 1,131,034.04 3,293,072.85 0.00 0.00 215,379,238.14
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
AX 199,288,133.52 192,378,808.31 0.00 56,509.53 56,509.53 0.00 0.00 190,706,183.23
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- --------------------------------------------------------------------------------------------------- --------------------
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE PASS-THROUGH RATES
- --------------------------------------------------------------------------------------------------- --------------------
PRIOR CURRENT CURRENT
PRINCIPAL PRINCIPAL CLASS PASS-THRU
CLASS CUSIP FACTOR PRINCIPAL INTEREST TOTAL FACTOR RATE
- --------------------------------------------------------------------------------------------------- --------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A1 16162T JL1 959.99584864 11.96205192 4.99997836 16.96203028 948.03379672 A1 6.250000%
A2 16162T JM9 1,000.00000000 0.00000000 5.20833378 5.20833378 1,000.00000000 A2 6.250000%
A3 16162T JN7 983.30759722 3.40954140 5.12139363 8.53093503 979.89805582 A3 6.250000%
AP 16162T JP2 974.82156138 34.13989833 0.00000000 34.13989833 940.68166305 AP 0.000000%
AR 16162T JQ0 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.250000%
M 16162T JR8 983.30759294 3.40954221 5.12139456 8.53093677 979.89805073 M 6.250000%
B1 16162T JS6 983.30760501 3.40954545 5.12139223 8.53093769 979.89805956 B1 6.250000%
B2 16162T JT4 983.30759795 3.40954055 5.12139652 8.53093706 979.89805740 B2 6.250000%
B3 16162T JU1 983.30760501 3.40954545 5.12139223 8.53093769 979.89805956 B3 6.250000%
B4 16162T JV9 983.30757538 3.40953064 5.12140705 8.53093769 979.89804475 B4 6.250000%
B5 16162T JW7 983.30760457 3.40955431 5.12139809 8.53095240 979.89805026 B5 6.250000%
- --------------------------------------------------------------------------------------------------- --------------------
TOTALS 966.84725537 9.60903291 5.02680306 14.63583597 957.23822246
- --------------------------------------------------------------------------------------------------- --------------------
- --------------------------------------------------------------------------------------------------- --------------------
AX 965.32997180 0.00000000 0.28355692 0.28355692 956.93697292 AX 0.352489%
- --------------------------------------------------------------------------------------------------- --------------------
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust, Series 1999-S6
October 25, 1999
- -------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 1,407,682.28
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 50,752.77
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 702
Ending Principal Balance of Outstanding Mortgage Loans 215,379,238.88
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 56,905.17
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
-----------------------------------------------------------------------
Group 1
-----------------------------------------------------------------------
Category Number Principal Balance Percentage
-----------------------------------------------------------------------
1 Month 1 56,731.92 0.03%
-----------------------------------------------------------------------
2 Months 0 0.00 0.00%
-----------------------------------------------------------------------
3+Months 0 0.00 0.00%
-----------------------------------------------------------------------
Total 1 56,731.92 0.03%
-----------------------------------------------------------------------
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
-----------------------------------------------------------------------
Group 1
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
0 0.00 0.00%
-----------------------------------------------------------------------
Sec. 6.02(a)(viii) Aggregate Number of REO Loans 0
Aggregate Balance of REO Loans 0.00
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 1,481.27
Sec. 6.02(a)(x) Class A Percentage 97.20314%
Class M Percentage 1.52558%
Class B Percentage 1.27128%
Class A Principal Balance 211,456,944.59
Class M Principal Balance 3,318,771.29
Class B Principal Balance 2,765,561.07
NON-PO Class A Percentage 97.19821%
NON-PO Class A Prepayment Percentage 100.00000%
M Credit Support 1.27%
B1 Credit Support 0.97%
B2 Credit Support 0.61%
B3 Credit Support 0.31%
B4 Credit Support 0.15%
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortage Finance Trust, Series 1999-S7
Statement to Certificateholders
October 25, 1999
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
DISTRIBUTION IN DOLLARS
- ------------------------------------------------------------------------------------------------------------------------------------
ORIGINAL PRIOR CURRENT
FACE PRINCIPAL REALIZED DEFERRED PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL INTEREST TOTAL LOSSES INTEREST BALANCE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A1 121,433,000.00 118,105,943.53 781,749.22 615,135.12 1,396,884.34 0.00 0.00 117,324,194.31
AP 127,811.00 125,963.66 461.92 0.00 461.92 0.00 0.00 125,501.74
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 1,875,000.00 1,850,314.40 6,281.55 9,637.05 15,918.60 0.00 0.00 1,844,032.85
B1 375,000.00 370,062.88 1,256.31 1,927.41 3,183.72 0.00 0.00 368,806.57
B2 437,000.00 431,246.60 1,464.02 2,246.08 3,710.10 0.00 0.00 429,782.58
B3 375,000.00 370,062.88 1,256.31 1,927.41 3,183.72 0.00 0.00 368,806.57
B4 187,000.00 184,538.02 626.48 961.14 1,587.62 0.00 0.00 183,911.54
B5 190,214.48 187,710.16 637.25 977.66 1,614.91 0.00 0.00 187,072.91
- ------------------------------------------------------------------------------------------------------------------------------------
TOTALS 125,000,125.48 121,625,842.13 793,733.06 632,811.87 1,426,544.93 0.00 0.00 120,832,109.07
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
AX 117,596,935.26 114,330,750.04 0.00 34,049.51 34,049.51 0.00 0.00 113,563,894.55
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ---------------------------------------------------------------------------------------------------- --------------------
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE PASS-THROUGH RATES
- ---------------------------------------------------------------------------------------------------- --------------------
PRIOR CURRENT CURRENT
PRINCIPAL PRINCIPAL CLASS PASS-THRU
CLASS CUSIP FACTOR PRINCIPAL INTEREST TOTAL FACTOR RATE
- ---------------------------------------------------------------------------------------------------- --------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A1 16162T JX5 972.60171066 6.43769997 5.06563389 11.50333385 966.16401069 A1 6.250000%
AP 16162T JY3 985.54631448 3.61408642 0.00000000 3.61408642 981.93222806 AP 0.000000%
AR 16162T JZ0 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.250000%
M 16162T KA3 986.83434667 3.35016000 5.13976000 8.48992000 983.48418667 M 6.250000%
B1 16162T KB1 986.83434667 3.35016000 5.13976000 8.48992000 983.48418667 B1 6.250000%
B2 16162T KC9 986.83432494 3.35016018 5.13977117 8.48993135 983.48416476 B2 6.250000%
B3 16162T KD7 986.83434667 3.35016000 5.13976000 8.48992000 983.48418667 B3 6.250000%
B4 16162T KE5 986.83433155 3.35016043 5.13978610 8.48994652 983.48417112 B4 6.250000%
B5 16162T KF2 986.83423050 3.35016556 5.13977695 8.48994251 983.48406494 B5 6.250000%
- ---------------------------------------------------------------------------------------------------- --------------------
TOTALS 973.00576030 6.34985811 5.06248988 11.41234798 966.65590219
- ---------------------------------------------------------------------------------------------------- --------------------
- ---------------------------------------------------------------------------------------------------- --------------------
AX 972.22559234 0.00000000 0.28954420 0.28954420 965.70454238 AX 0.357380%
- ---------------------------------------------------------------------------------------------------- --------------------
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortage Finance Trust, Series 1999-S7
October 25, 1999
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 380,811.73
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 29,717.38
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 366
Ending Principal Balance of Outstanding Mortgage Loans 120,832,109.10
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 31,916.64
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
-----------------------------------------------------------------------
Group 1
-----------------------------------------------------------------------
Category Number Principal Balance Percentage
-----------------------------------------------------------------------
1 Month 0 0.00 0.00%
-----------------------------------------------------------------------
2 Months 0 0.00 0.00%
-----------------------------------------------------------------------
3+Months 0 0.00 0.00%
-----------------------------------------------------------------------
Total 0 0.00 0.00%
-----------------------------------------------------------------------
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
-----------------------------------------------------------------------
Group 1
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
0 0.00 0.00%
-----------------------------------------------------------------------
Sec. 6.02(a)(viii) Aggregate Number of REO Loans 0
Aggregate Balance of REO Loans 0.00
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 7,609.28
Sec. 6.02(a)(x) Class A Percentage 97.20953%
Class M Percentage 1.52132%
Class B Percentage 1.26916%
Class A Principal Balance 118,231,907.19
Class M Principal Balance 1,850,314.40
Class B Principal Balance 1,543,620.54
NON-PO Class A Percentage 97.20663%
NON-PO Class A Prepayment Percentage 100.00000%
M Credit Support 1.27%
B1 Credit Support 0.97%
B2 Credit Support 0.61%
B3 Credit Support 0.31%
B4 Credit Support 0.15%
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust Series 1999-S8
Statement to Certificateholders
October 25, 1999
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
DISTRIBUTION IN DOLLARS
- ------------------------------------------------------------------------------------------------------------------------------------
ORIGINAL PRIOR CURRENT
FACE PRINCIPAL REALIZED DEFERRED PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL INTEREST TOTAL LOSSES INTEREST BALANCE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A1 167,414,000.00 167,414,000.00 0.00 885,899.08 885,899.08 0.00 0.00 167,414,000.00
A2 76,000,000.00 76,000,000.00 0.00 411,666.67 411,666.67 0.00 0.00 76,000,000.00
A3 35,222,000.00 35,222,000.00 0.00 195,188.58 195,188.58 0.00 0.00 35,222,000.00
A4 20,000,000.00 19,257,204.26 342,125.07 105,112.24 447,237.31 0.00 0.00 18,915,079.19
A5 18,750,000.00 17,961,276.72 331,285.73 98,038.64 429,324.37 0.00 0.00 17,629,990.99
A6 124,000,000.00 120,549,231.25 1,449,418.92 657,997.89 2,107,416.81 0.00 0.00 119,099,812.33
A7 76,900,000.00 78,129,514.91 66,919.54 140,963.39 207,882.93 0.00 455,755.50 78,518,350.87
A8 16,063,000.00 16,063,000.00 0.00 93,700.83 93,700.83 0.00 0.00 16,063,000.00
A9 10,137,000.00 10,137,000.00 0.00 59,132.50 59,132.50 0.00 0.00 10,137,000.00
A10 3,500,000.00 3,500,000.00 0.00 23,333.33 23,333.33 0.00 0.00 3,500,000.00
A11 15,065,000.00 14,851,455.36 89,694.69 71,565.45 161,260.14 0.00 0.00 14,761,760.67
A12 4,485,000.00 4,421,425.64 26,703.00 33,632.24 60,335.24 0.00 0.00 4,394,722.64
A13 16,215,900.00 12,322,607.99 1,241,681.84 0.00 1,241,681.84 0.00 71,881.88 11,152,808.03
A14 11,300,600.00 11,007,148.45 111,859.05 0.00 111,859.05 0.00 0.00 10,895,289.40
AP 3,387,180.00 3,370,478.00 19,224.97 0.00 19,224.97 0.00 0.00 3,351,253.03
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 13,750,000.00 13,716,879.60 11,234.88 77,157.45 88,392.33 0.00 0.00 13,705,644.72
B1 5,625,000.00 5,611,450.75 4,596.09 31,564.41 36,160.50 0.00 0.00 5,606,854.66
B2 2,500,000.00 2,493,978.11 2,042.71 14,028.63 16,071.34 0.00 0.00 2,491,935.40
B3 1,875,000.00 1,870,483.58 1,532.03 10,521.47 12,053.50 0.00 0.00 1,868,951.55
B4 1,250,000.00 1,246,989.05 1,021.35 7,014.31 8,035.66 0.00 0.00 1,245,967.70
B5 1,563,298.80 1,559,533.20 1,277.34 8,772.37 10,049.71 0.00 0.00 1,558,255.86
- ------------------------------------------------------------------------------------------------------------------------------------
TOTALS 625,003,078.80 616,705,656.87 3,700,617.21 2,925,289.48 6,625,906.69 0.00 527,637.38 613,532,677.04
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
AX 468,582,348.57 460,993,540.22 0.00 107,703.67 107,703.67 0.00 0.00 458,783,414.02
A7C1 13,257,451.85 13,257,451.85 0.00 74,573.17 74,573.17 0.00 0.00 13,257,451.85
A7C2 11,719,285.71 11,381,180.99 0.00 66,390.22 66,390.22 0.00 0.00 11,237,230.66
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
A7C3 76,900,000.00 78,129,514.91 66,919.53 0.00 66,919.53 0.00 455,755.50 78,518,350.88
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust Series 1999-S8
Statement to Certificateholders
October 25, 1999
<TABLE>
<CAPTION>
- ----------------------------------------------------------------------------------------------------- --------------------
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE PASS-THROUGH RATES
- ----------------------------------------------------------------------------------------------------- --------------------
PRIOR CURRENT CURRENT
PRINCIPAL PRINCIPAL CLASS PASS-THRU
CLASS CUSIP FACTOR PRINCIPAL INTEREST TOTAL FACTOR RATE
- ----------------------------------------------------------------------------------------------------- --------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A1 16162TLE4 1,000.00000000 0.00000000 5.29166665 5.29166665 1,000.00000000 A1 6.350000%
A2 16162TLF1 1,000.00000000 0.00000000 5.41666671 5.41666671 1,000.00000000 A2 6.500000%
A3 16162TLG9 1,000.00000000 0.00000000 5.54166657 5.54166657 1,000.00000000 A3 6.650000%
A4 16162TLH7 962.86021300 17.10625350 5.25561200 22.36186550 945.75395950 A4 6.550000%
A5 16162TLJ3 957.93475840 17.66857227 5.22872747 22.89729973 940.26618613 A5 6.550000%
A6 16162TLK0 972.17121976 11.68886226 5.30643460 16.99529685 960.48235750 A6 6.550000%
A7 16162TLL8 1,015.98849038 0.87021508 1.83307399 2.70328908 1,021.04487477 A7 2.165073%
A8 16162TLM6 1,000.00000000 0.00000000 5.83333313 5.83333313 1,000.00000000 A8 7.000000%
A9 16162TLN4 1,000.00000000 0.00000000 5.83333333 5.83333333 1,000.00000000 A9 7.000000%
A10 16162TLP9 1,000.00000000 0.00000000 6.66666571 6.66666571 1,000.00000000 A10 8.000000%
A11 16162TLQ7 985.82511517 5.95384600 4.75044474 10.70429074 979.87126917 A11 5.782500%
A12 16162TLR5 985.82511483 5.95384615 7.49882720 13.45267336 979.87126867 A12 9.127980%
A13 16162TLS3 759.90897761 76.57187328 0.00000000 76.57187328 687.76990670 A13 7.000000%
A14 16162TLT1 974.03221510 9.89850539 0.00000000 9.89850539 964.13370971 A14 0.000000%
AP 16162TLU8 995.06905449 5.67580406 0.00000000 5.67580406 989.39325043 AP 0.000000%
AR 16162TLV6 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.750000%
M 16162TLW4 997.59124364 0.81708218 5.61145091 6.42853309 996.77416145 M 6.750000%
B1 16162TLX2 997.59124444 0.81708267 5.61145067 6.42853333 996.77416178 B1 6.750000%
B2 16162TLY0 997.59124400 0.81708400 5.61145200 6.42853600 996.77416000 B2 6.750000%
B3 16162TLZ7 997.59124267 0.81708267 5.61145067 6.42853333 996.77416000 B3 6.750000%
B4 16162TMA1 997.59124000 0.81708000 5.61144800 6.42852800 996.77416000 B4 6.750000%
B5 16162TMB9 997.59124743 0.81707988 5.61144805 6.42852793 996.77416755 B5 6.750000%
- ----------------------------------------------------------------------------------------------------- --------------------
TOTALS 986.72419031 5.92095837 4.68044011 10.60139848 981.64744759 A7C3 7.000000%
- ----------------------------------------------------------------------------------------------------- --------------------
- ----------------------------------------------------------------------------------------------------- --------------------
AX N/A 983.80474985 0.00000000 0.22985004 0.22985004 979.08812703 AX 0.280361%
A7C1 N/A 1,000.00000000 0.00000000 5.62500025 5.62500025 1,000.00000000 A7C1 6.750000%
A7C2 N/A 971.14971609 0.00000000 5.66503980 5.66503980 958.86651611 A7C2 7.000000%
- ----------------------------------------------------------------------------------------------------- --------------------
- ----------------------------------------------------------------------------------------------------- --------------------
A7C3 N/A 1,015.98849038 0.87021495 0.00000000 0.87021495 1,021.04487490
- ----------------------------------------------------------------------------------------------------- --------------------
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust Series 1999-S8
October 25, 1999
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 2,667,648.12
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 211,318.66
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,864
Ending Principal Balance of Outstanding Mortgage Loans 613,532,677.28
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 157,928.04
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
-----------------------------------------------------------------------
Group 1
-----------------------------------------------------------------------
Category Number Principal Balance Percentage
-----------------------------------------------------------------------
1 Month 5 1,217,384.52 0.20%
-----------------------------------------------------------------------
2 Months 3 1,318,575.62 0.21%
-----------------------------------------------------------------------
3+Months 0 0.00 0.00%
-----------------------------------------------------------------------
Total 8 2,535,960.14 0.41%
-----------------------------------------------------------------------
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
-----------------------------------------------------------------------
Group 1
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
0 0.00 0.00%
-----------------------------------------------------------------------
Sec. 6.02(a)(viii) Aggregate Number of REO Loans 0
Aggregate Balance of REO Loans 0.00
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 36,980.60
Sec. 6.02(a)(x) Class A Percentage 95.70309%
Class M Percentage 2.22422%
Class B Percentage 2.07270%
Class A Principal Balance 590,206,342.58
Class M Principal Balance 13,716,879.60
Class B Principal Balance 12,782,434.69
NON-PO Class A Percentage 95.67947%
NON-PO Class A Prepayment Percentage 100.00000%
M Credit Support 2.08%
B1 Credit Support 1.17%
B2 Credit Support 0.76%
B3 Credit Support 0.46%
B4 Credit Support 0.25%
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust Series 1999-S9
Statement to Certificateholders
October 25, 1999
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
DISTRIBUTION IN DOLLARS
- ------------------------------------------------------------------------------------------------------------------------------------
ORIGINAL PRIOR CURRENT
FACE PRINCIPAL REALIZED DEFERRED PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL INTEREST TOTAL LOSSES INTEREST BALANCE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A1 138,313,000.00 136,562,081.82 798,483.17 711,260.84 1,509,744.01 0.00 0.00 135,763,598.65
A2 11,517,000.00 11,517,000.00 0.00 59,984.38 59,984.38 0.00 0.00 11,517,000.00
A3 18,265,000.00 18,085,376.37 60,725.44 94,194.67 154,920.11 0.00 0.00 18,024,650.93
A4 11,659,635.00 11,544,970.56 38,764.66 60,130.06 98,894.72 0.00 0.00 11,506,205.90
AP 164,041.00 162,215.22 662.05 0.00 662.05 0.00 0.00 161,553.17
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 2,775,097.00 2,747,805.84 9,226.33 14,311.49 23,537.82 0.00 0.00 2,738,579.51
B1 555,019.00 549,560.78 1,845.27 2,862.30 4,707.57 0.00 0.00 547,715.51
B2 647,523.00 641,155.06 2,152.81 3,339.35 5,492.16 0.00 0.00 639,002.25
B3 555,019.00 549,560.78 1,845.27 2,862.30 4,707.57 0.00 0.00 547,715.51
B4 277,510.00 274,780.88 922.63 1,431.15 2,353.78 0.00 0.00 273,858.25
B5 277,510.15 274,781.03 922.63 1,431.15 2,353.78 0.00 0.00 273,858.40
- ------------------------------------------------------------------------------------------------------------------------------------
TOTALS 185,006,454.15 182,909,288.34 915,550.26 951,807.69 1,867,357.95 0.00 0.00 181,993,738.08
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
AX 177,144,828.10 175,130,864.87 0.00 57,357.31 57,357.31 0.00 0.00 174,246,097.70
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -------------------------------------------------------------------------------------------------------- ------------------
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE PASS-THROUGH RATES
- -------------------------------------------------------------------------------------------------------- ------------------
PRIOR CURRENT CURRENT
PRINCIPAL PRINCIPAL CLASS PASS-THRU
CLASS CUSIP FACTOR PRINCIPAL INTEREST TOTAL FACTOR RATE
- -------------------------------------------------------------------------------------------------------- ------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A1 16162TKV7 987.34089941 5.77301606 5.14240050 10.91541656 981.56788335 A1 6.250000%
A2 16162TKW5 1,000.00000000 0.00000000 5.20833377 5.20833377 1,000.00000000 A2 6.250000%
A3 16162TKX3 990.16569231 3.32468875 5.15711306 8.48180181 986.84100356 A3 6.250000%
A4 16162TKY1 990.16569215 3.32468898 5.15711341 8.48180239 986.84100317 A4 6.250000%
AP 16162TKZ8 988.86997763 4.03588127 0.00000000 4.03588127 984.83409635 AP 0.000000%
AR 16162TLA2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.250000%
M 16162TLB0 990.16569151 3.32468739 5.15711343 8.48180082 986.84100412 M 6.250000%
B1 16162TLC8 990.16570604 3.32469699 5.15712075 8.48181774 986.84100905 B1 6.250000%
B2 16162TLD6 990.16569296 3.32468499 5.15711411 8.48179910 986.84100796 B2 6.250000%
B3 16162TMC7 990.16570604 3.32469699 5.15712075 8.48181774 986.84100905 B3 6.250000%
B4 16162TMD5 990.16568772 3.32467298 5.15711146 8.48178444 986.84101474 B4 6.250000%
B5 16162TME3 990.16569304 3.32467119 5.15710867 8.48177986 986.84102185 B5 6.250000%
- -------------------------------------------------------------------------------------------------------- ------------------
TOTALS 988.66436406 4.94874768 5.14472695 10.09347462 983.71561639
- -------------------------------------------------------------------------------------------------------- ------------------
- -------------------------------------------------------------------------------------------------------- ------------------
AX N/A 988.63097923 0.00000000 0.32378766 0.32378766 983.63638142 AX 0.393014%
- -------------------------------------------------------------------------------------------------------- ------------------
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust Series 1999-S9
October 25, 1999
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 301,375.08
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 53,169.89
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 600
Ending Principal Balance of Outstanding Mortgage Loans 181,993,738.55
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 47,846.03
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
-----------------------------------------------------------------------
Group 1
-----------------------------------------------------------------------
Category Number Principal Balance Percentage
-----------------------------------------------------------------------
1 Month 1 177,754.03 0.10%
-----------------------------------------------------------------------
2 Months 0 0.00 0.00%
-----------------------------------------------------------------------
3+Months 0 0.00 0.00%
-----------------------------------------------------------------------
Total 1 177,754.03 0.10%
-----------------------------------------------------------------------
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
-----------------------------------------------------------------------
Group 1
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
0 0.00 0.00%
-----------------------------------------------------------------------
Sec. 6.02(a)(viii) Aggregate Number of REO Loans 0
Aggregate Balance of REO Loans 0.00
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 6,771.69
Sec. 6.02(a)(x) Class A Percentage 97.24582%
Class M Percentage 1.50228%
Class B Percentage 1.25190%
Class A Principal Balance 177,871,643.97
Class M Principal Balance 2,747,805.84
Class B Principal Balance 2,289,838.53
NON-PO Class A Percentage 97.24338%
NON-PO Class A Prepayment Percentage 100.00000%
M Credit Support 1.25%
B1 Credit Support 0.95%
B2 Credit Support 0.60%
B3 Credit Support 0.30%
B4 Credit Support 0.15%
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust Series 1999-S10
Statement to Certificateholders
October 25, 1999
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
DISTRIBUTION IN DOLLARS
- ------------------------------------------------------------------------------------------------------------------------------------
ORIGINAL PRIOR CURRENT
FACE PRINCIPAL REALIZED DEFERRED PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL INTEREST TOTAL LOSSES INTEREST BALANCE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A1 71,665,000.00 71,665,000.00 0.00 403,115.63 403,115.63 0.00 0.00 71,665,000.00
A2 15,000,000.00 15,000,000.00 0.00 84,375.00 84,375.00 0.00 0.00 15,000,000.00
A3 21,400,000.00 21,400,000.00 0.00 120,375.00 120,375.00 0.00 0.00 21,400,000.00
A4 50,500,000.00 49,928,794.05 339,595.77 244,755.11 584,350.88 0.00 0.00 49,589,198.28
A5 16,987,952.00 16,795,801.13 114,238.35 137,517.37 251,755.72 0.00 0.00 16,681,562.78
A6 6,512,048.00 6,438,390.16 43,791.37 43,563.92 87,355.29 0.00 0.00 6,394,598.79
A7 7,785,000.00 5,981,086.54 0.00 0.00 0.00 0.00 33,643.61 6,014,730.15
A8 22,275,000.00 22,275,000.00 0.00 118,254.82 118,254.82 0.00 0.00 22,275,000.00
A9 7,425,000.00 7,425,000.00 0.00 48,807.68 48,807.68 0.00 0.00 7,425,000.00
A10 57,400,000.00 56,483,182.81 191,372.18 317,717.90 509,090.08 0.00 0.00 56,291,810.63
A11 7,500,000.00 7,500,000.00 0.00 42,187.50 42,187.50 0.00 0.00 7,500,000.00
A12 11,700,000.00 11,700,000.00 0.00 65,812.50 65,812.50 0.00 0.00 11,700,000.00
A13 63,300,000.00 63,300,000.00 0.00 356,062.50 356,062.50 0.00 0.00 63,300,000.00
A14 20,000,000.00 19,773,779.82 134,493.37 96,932.72 231,426.09 0.00 0.00 19,639,286.45
A16 80,739,000.00 80,739,000.00 0.00 437,336.25 437,336.25 0.00 0.00 80,739,000.00
A17 37,000,000.00 37,000,000.00 0.00 200,416.67 200,416.67 0.00 0.00 37,000,000.00
A18 17,411,000.00 17,411,000.00 0.00 94,309.58 94,309.58 0.00 0.00 17,411,000.00
A19 77,800,000.00 76,385,240.12 771,852.23 445,580.57 1,217,432.80 0.00 0.00 75,613,387.89
A20 33,000,000.00 33,375,621.23 0.00 44,069.84 44,069.84 0.00 201,644.38 33,577,265.61
A21 3,801,200.00 2,171,463.71 0.00 0.00 0.00 0.00 13,119.26 2,184,582.97
A22 27,200,000.00 27,200,000.00 0.00 164,333.33 164,333.33 0.00 0.00 27,200,000.00
A23 10,503,800.00 10,306,105.42 41,265.85 0.00 41,265.85 0.00 0.00 10,264,839.57
AP 3,344,515.00 3,336,037.60 3,140.84 0.00 3,140.84 0.00 0.00 3,332,896.76
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 16,100,000.00 16,074,411.79 12,951.55 90,418.57 103,370.12 0.00 0.00 16,061,460.24
B1 5,950,000.00 5,940,543.49 4,786.44 33,415.56 38,202.00 0.00 0.00 5,935,757.05
B2 2,450,000.00 2,446,106.14 1,970.89 13,759.35 15,730.24 0.00 0.00 2,444,135.25
B3 2,100,000.00 2,096,662.41 1,689.33 11,793.73 13,483.06 0.00 0.00 2,094,973.08
B4 1,400,000.00 1,397,774.93 1,126.22 7,862.48 8,988.70 0.00 0.00 1,396,648.71
B5 1,750,998.00 1,748,215.19 1,408.68 9,833.71 11,242.39 0.00 0.00 1,746,806.51
- ------------------------------------------------------------------------------------------------------------------------------------
TOTALS 700,000,613.00 693,294,216.54 1,663,683.07 3,632,607.29 5,296,290.36 0.00 248,407.25 691,878,940.72
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
A15 20,000,000.00 20,000,000.00 0.00 0.00 0.00 0.00 0.00 20,000,000.00
AX 546,040,645.12 539,878,617.92 0.00 139,520.57 139,520.57 0.00 0.00 538,608,941.12
A20C1 5,005,555.56 5,005,555.56 0.00 28,156.25 28,156.25 0.00 0.00 5,005,555.56
A20C2 2,682,758.62 2,633,973.79 0.00 15,913.59 15,913.59 0.00 0.00 2,607,358.20
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
A20C3 33,000,000.00 33,375,621.24 0.00 0.00 0.00 0.00 201,644.38 33,577,265.62
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust Series 1999-S10
Statement to Certificateholders
October 25, 1999
<TABLE>
<CAPTION>
- ----------------------------------------------------------------------------------------------- ------------------------
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE PASS-THROUGH RATES
- ----------------------------------------------------------------------------------------------- ------------------------
PRIOR CURRENT CURRENT
PRINCIPAL PRINCIPAL CLASS PASS-THRU
CLASS FACTOR PRINCIPAL INTEREST TOTAL FACTOR RATE
- ----------------------------------------------------------------------------------------------- ------------------------
<S> <C> <C> <C> <C> <C> <C> <C>
A1 1,000.00000000 0.00000000 5.62500007 5.62500007 1,000.00000000 A1 6.750000%
A2 1,000.00000000 0.00000000 5.62500000 5.62500000 1,000.00000000 A2 6.750000%
A3 1,000.00000000 0.00000000 5.62500000 5.62500000 1,000.00000000 A3 6.750000%
A4 988.68899109 6.72466871 4.84663584 11.57130455 981.96432238 A4 5.882500%
A5 988.68899147 6.72466875 8.09499403 14.81966278 981.96432272 A5 9.825125%
A6 988.68899001 6.72466941 6.68974184 13.41441126 981.96432059 A6 8.119530%
A7 768.28343481 0.00000000 0.00000000 0.00000000 772.60502890 A7 6.750000%
A8 1,000.00000000 0.00000000 5.30885836 5.30885836 1,000.00000000 A8 6.370630%
A9 1,000.00000000 0.00000000 6.57342492 6.57342492 1,000.00000000 A9 7.888110%
A10 984.02757509 3.33401010 5.53515505 8.86916516 980.69356498 A10 6.750000%
A11 1,000.00000000 0.00000000 5.62500000 5.62500000 1,000.00000000 A11 6.750000%
A12 1,000.00000000 0.00000000 5.62500000 5.62500000 1,000.00000000 A12 6.750000%
A13 1,000.00000000 0.00000000 5.62500000 5.62500000 1,000.00000000 A13 6.750000%
A14 988.68899100 6.72466850 4.84663600 11.57130450 981.96432250 A14 5.882500%
A16 1,000.00000000 0.00000000 5.41666667 5.41666667 1,000.00000000 A16 6.500000%
A17 1,000.00000000 0.00000000 5.41666676 5.41666676 1,000.00000000 A17 6.500000%
A18 1,000.00000000 0.00000000 5.41666648 5.41666648 1,000.00000000 A18 6.500000%
A19 981.81542571 9.92097982 5.72725668 15.64823650 971.89444589 A19 7.000000%
A20 1,011.38246152 0.00000000 1.33544970 1.33544970 1,017.49289727 A20 1.584504%
A21 571.25742134 0.00000000 0.00000000 0.00000000 574.70876828 A21 7.250000%
A22 1,000.00000000 0.00000000 6.04166654 6.04166654 1,000.00000000 A22 7.250000%
A23 981.17875626 3.92865915 0.00000000 3.92865915 977.25009711 A23 0.000000%
AP 997.46528271 0.93910178 0.00000000 0.93910178 996.52618093 AP 0.000000%
AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.750000%
M 998.41067019 0.80444410 5.61606025 6.42050435 997.60622609 M 6.750000%
B1 998.41067059 0.80444370 5.61606050 6.42050420 997.60622689 B1 6.750000%
B2 998.41066939 0.80444490 5.61606122 6.42050612 997.60622449 B2 6.750000%
B3 998.41067143 0.80444286 5.61606190 6.42050476 997.60622857 B3 6.750000%
B4 998.41066429 0.80444286 5.61605714 6.42050000 997.60622143 B4 6.750000%
B5 998.41072920 0.80450120 5.61606010 6.42056130 997.60622799 B5 6.750000%
- ----------------------------------------------------------------------------------------------- ------------------------
TOTALS 990.41944202 2.37668802 5.18943444 7.56612246 988.39762119
- ----------------------------------------------------------------------------------------------- ------------------------
- ----------------------------------------------------------------------------------------------- ------------------------
A15 1,000.00000000 0.00000000 0.00000000 0.00000000 1,000.00000000 A15 0.000000%
AX 988.71507597 0.00000000 0.25551316 0.25551316 986.38983368 AX 0.310115%
A20C1 1,000.00000000 0.00000000 5.62500000 5.62500000 1,000.00000000 A20C1 6.750000%
A20C2 981.81542326 0.00000000 5.93180090 5.93180090 971.89444498 A20C2 7.250000%
- ----------------------------------------------------------------------------------------------- ------------------------
- ----------------------------------------------------------------------------------------------- ------------------------
A20C3 1,011.38246182 0.00000000 0.00000000 0.00000000 1,017.49289758 A20C3 7.250000%
- ----------------------------------------------------------------------------------------------- ------------------------
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust Series 1999-S10
October 25, 1999
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 856,431.32
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 240,213.43
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 2,031
Ending Principal Balance of Outstanding Mortgage Loans 691,878,941.20
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 177,541.10
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
-----------------------------------------------------------------------
Group 1
-----------------------------------------------------------------------
Category Number Principal Balance Percentage
-----------------------------------------------------------------------
1 Month 5 1,860,464.17 0.27%
-----------------------------------------------------------------------
2 Months 3 968,549.14 0.14%
-----------------------------------------------------------------------
3+Months 0 0.00 0.00%
-----------------------------------------------------------------------
Total 8 2,829,013.31 0.41%
-----------------------------------------------------------------------
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
-----------------------------------------------------------------------
Group 1
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
0 0.00 0.00%
-----------------------------------------------------------------------
Sec. 6.02(a)(viii) Aggregate Number of REO Loans 0
Aggregate Balance of REO Loans 0.00
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 32,027.03
Sec. 6.02(a)(x) Class A Percentage 95.71557%
Class M Percentage 2.31856%
Class B Percentage 1.96588%
Class A Principal Balance 663,590,502.60
Class M Principal Balance 16,074,411.79
Class B Principal Balance 13,629,302.16
NON-PO Class A Percentage 95.69485%
NON-PO Class A Prepayment Percentage 100.00000%
M Credit Support 1.98%
B1 Credit Support 1.11%
B2 Credit Support 0.76%
B3 Credit Support 0.46%
B4 Credit Support 0.25%
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust Series 1999-S11
Statement to Certificateholders
October 25, 1999
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
DISTRIBUTION IN DOLLARS
- ------------------------------------------------------------------------------------------------------------------------------------
ORIGINAL PRIOR CURRENT
FACE PRINCIPAL REALIZED DEFERRED PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL INTEREST TOTAL LOSSES INTEREST BALANCE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A1 95,706,000.00 95,379,117.22 367,595.39 536,507.53 904,102.92 0.00 0.00 95,011,521.83
A2 59,000,000.00 58,709,850.80 326,286.71 330,242.91 656,529.62 0.00 0.00 58,383,564.09
A3 25,951,000.00 25,951,000.00 0.00 145,974.38 145,974.38 0.00 0.00 25,951,000.00
A4 65,000,000.00 64,682,441.51 357,109.78 363,838.73 720,948.51 0.00 0.00 64,325,331.73
A5 27,976,000.00 27,976,000.00 0.00 157,365.00 157,365.00 0.00 0.00 27,976,000.00
A6 5,360,000.00 5,303,721.87 56,594.69 29,833.44 86,428.13 0.00 0.00 5,247,127.18
A7 18,840,000.00 18,840,000.00 0.00 105,975.00 105,975.00 0.00 0.00 18,840,000.00
A8 10,005,000.00 10,061,278.13 0.00 0.00 0.00 0.00 56,594.69 10,117,872.82
A9 11,440,000.00 11,378,006.87 62,341.84 64,001.29 126,343.13 0.00 0.00 11,315,665.03
A10 11,610,000.00 11,610,000.00 0.00 65,306.25 65,306.25 0.00 0.00 11,610,000.00
A11 11,021,000.00 11,082,993.13 0.00 0.00 0.00 0.00 62,341.84 11,145,334.97
A12 40,000,000.00 40,000,000.00 0.00 225,000.00 225,000.00 0.00 0.00 40,000,000.00
AP 1,090,837.00 1,089,801.29 1,629.20 0.00 1,629.20 0.00 0.00 1,088,172.09
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 9,000,000.00 8,993,245.81 6,800.30 50,587.01 57,387.31 0.00 0.00 8,986,445.51
B1 3,400,000.00 3,397,448.42 2,569.00 19,110.65 21,679.65 0.00 0.00 3,394,879.42
B2 1,600,000.00 1,598,799.26 1,208.94 8,993.25 10,202.19 0.00 0.00 1,597,590.32
B3 1,200,000.00 1,199,099.44 906.71 6,744.93 7,651.64 0.00 0.00 1,198,192.73
B4 800,000.00 799,399.63 604.47 4,496.62 5,101.09 0.00 0.00 798,795.16
B5 1,000,409.87 999,659.10 755.90 5,623.08 6,378.98 0.00 0.00 998,903.20
- ------------------------------------------------------------------------------------------------------------------------------------
TOTALS 400,000,346.87 399,051,862.48 1,184,402.93 2,119,600.07 3,304,003.00 0.00 118,936.53 397,986,396.08
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
AX 358,117,946.52 357,211,145.35 0.00 152,782.55 152,782.55 0.00 0.00 356,213,434.65
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust Series 1999-S11
Statement to Certificateholders
October 25, 1999
<TABLE>
<CAPTION>
- --------------------------------------------------------------------------------------------------- ----------------------
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE PASS-THROUGH RATES
- --------------------------------------------------------------------------------------------------- ----------------------
PRIOR CURRENT CURRENT
PRINCIPAL PRINCIPAL CLASS PASS-THRU
CLASS CUSIP FACTOR PRINCIPAL INTEREST TOTAL FACTOR RATE
- --------------------------------------------------------------------------------------------------- ----------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A1 16162TNN2 996.58451111 3.84088134 5.60578783 9.44666917 992.74362976 A1 6.750000%
A2 16162TNP7 995.08221695 5.53028322 5.59733746 11.12762068 989.55193373 A2 6.750000%
A3 16162TNQ5 1,000.00000000 0.00000000 5.62500019 5.62500019 1,000.00000000 A3 6.750000%
A4 16162TNR3 995.11448477 5.49399662 5.59751892 11.09151554 989.62048815 A4 6.750000%
A5 16162TNS1 1,000.00000000 0.00000000 5.62500000 5.62500000 1,000.00000000 A5 6.750000%
A6 16162TNT9 989.50034888 10.55871082 5.56594030 16.12465112 978.94163806 A6 6.750000%
A7 16162TNU6 1,000.00000000 0.00000000 5.62500000 5.62500000 1,000.00000000 A7 6.750000%
A8 16162TNV4 1,005.62500050 0.00000000 0.00000000 0.00000000 1,011.28164118 A8 6.750000%
A9 16162TNW2 994.58102010 5.44946154 5.59451836 11.04397990 989.13155857 A9 6.750000%
A10 16162TNX0 1,000.00000000 0.00000000 5.62500000 5.62500000 1,000.00000000 A10 6.750000%
A11 16162TNY8 1,005.62500045 0.00000000 0.00000000 0.00000000 1,011.28164141 A11 6.750000%
A12 16162TNZ5 1,000.00000000 0.00000000 5.62500000 5.62500000 1,000.00000000 A12 6.750000%
AP 16162TPA8 999.05053642 1.49353203 0.00000000 1.49353203 997.55700439 AP 0.000000%
AR 16162TPB6 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.750000%
M 16162TPC4 999.24953444 0.75558889 5.62077889 6.37636778 998.49394556 M 6.750000%
B1 16162TPD2 999.24953529 0.75558824 5.62077941 6.37636765 998.49394706 B1 6.750000%
B2 16162TPE0 999.24953750 0.75558750 5.62078125 6.37636875 998.49395000 B2 6.750000%
B3 16162TPF7 999.24953333 0.75559167 5.62077500 6.37636667 998.49394167 B3 6.750000%
B4 16162TPG5 999.24953750 0.75558750 5.62077500 6.37636250 998.49395000 B4 6.750000%
B5 16162TPH3 999.24953759 0.75559031 5.62077621 6.37636652 998.49394729 B5 6.750000%
- --------------------------------------------------------------------------------------------------- ----------------------
TOTALS 997.62879108 2.96100476 5.29899558 8.26000034 994.96512739
- --------------------------------------------------------------------------------------------------- ----------------------
- --------------------------------------------------------------------------------------------------- ----------------------
AX N/A 997.46787007 0.00000000 0.42662634 0.42662634 994.68188654 AX 0.513252%
- --------------------------------------------------------------------------------------------------- ----------------------
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust Series 1999-S11
October 25, 1999
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 763,602.53
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 75,324.18
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,233
Ending Principal Balance of Outstanding Mortgage Loans 397,986,396.29
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 102,589.58
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
-----------------------------------------------------------------------
Group 1
-----------------------------------------------------------------------
Category Number Principal Balance Percentage
-----------------------------------------------------------------------
1 Month 3 1,090,878.52 0.27%
-----------------------------------------------------------------------
2 Months 0 0.00 0.00%
-----------------------------------------------------------------------
3+Months 0 0.00 0.00%
-----------------------------------------------------------------------
Total 3 1,090,878.52 0.27%
-----------------------------------------------------------------------
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
-----------------------------------------------------------------------
Group 1
-----------------------------------------------------------------------
Number Principal Balance Percentage
0 0.00 0.00%
-----------------------------------------------------------------------
Sec. 6.02(a)(viii) Aggregate Number of REO Loans 0
Aggregate Balance of REO Loans 0.00
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 0.00
Sec. 6.02(a)(x) Class A Percentage 95.74300%
Class M Percentage 2.25365%
Class B Percentage 2.00335%
Class A Principal Balance 382,064,210.82
Class M Principal Balance 8,993,245.81
Class B Principal Balance 7,994,405.85
NON-PO Class A Percentage 95.73134%
NON-PO Class A Prepayment Percentage 100.00000%
M Credit Support 2.01%
B1 Credit Support 1.16%
B2 Credit Support 0.75%
B3 Credit Support 0.45%
B4 Credit Support 0.25%
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Morgage Finance Corporation Series 1999-S12
Statement to Certificateholders
October 25, 1999
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
DISTRIBUTION IN DOLLARS
- ------------------------------------------------------------------------------------------------------------------------------------
ORIGINAL PRIOR CURRENT
FACE PRINCIPAL REALIZED DEFERRED PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL INTEREST TOTAL LOSSES INTEREST BALANCE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A1 65,272,000.00 65,272,000.00 0.00 380,753.33 380,753.33 0.00 0.00 65,272,000.00
A2 36,036,000.00 36,036,000.00 0.00 210,210.00 210,210.00 0.00 0.00 36,036,000.00
A3 12,503,000.00 12,503,000.00 0.00 72,934.17 72,934.17 0.00 0.00 12,503,000.00
A4 10,000,000.00 10,000,000.00 76,247.18 58,333.33 134,580.51 0.00 0.00 9,923,752.82
A5 68,000,000.00 68,000,000.00 636,663.97 396,666.67 1,033,330.64 0.00 0.00 67,363,336.03
A6 15,500,000.00 15,500,000.00 0.00 90,416.67 90,416.67 0.00 0.00 15,500,000.00
A7 68,400,000.00 68,400,000.00 0.00 148,314.79 148,314.79 0.00 308,125.00 68,708,125.00
A8 3,840,000.00 3,840,000.00 0.00 0.00 0.00 0.00 23,200.00 3,863,200.00
A9 3,000,000.00 3,000,000.00 0.00 0.00 0.00 0.00 18,125.00 3,018,125.00
A10 1,476,000.00 1,476,000.00 0.00 0.00 0.00 0.00 8,917.50 1,484,917.50
AP 3,231,864.00 3,231,864.00 2,778.58 0.00 2,778.58 0.00 0.00 3,229,085.42
AR 100.00 100.00 100.00 0.60 100.60 0.00 0.00 0.00
M 6,600,000.00 6,600,000.00 4,732.84 39,875.00 44,607.84 0.00 0.00 6,595,267.16
B1 2,700,000.00 2,700,000.00 1,936.16 16,312.50 18,248.66 0.00 0.00 2,698,063.84
B2 1,200,000.00 1,200,000.00 860.52 7,250.00 8,110.52 0.00 0.00 1,199,139.48
B3 900,000.00 900,000.00 645.39 5,437.50 6,082.89 0.00 0.00 899,354.61
B4 600,000.00 600,000.00 430.26 3,625.00 4,055.26 0.00 0.00 599,569.74
B5 751,414.98 751,414.98 538.84 4,539.80 5,078.64 0.00 0.00 750,876.14
- ------------------------------------------------------------------------------------------------------------------------------------
TOTALS 300,010,378.98 300,010,378.98 724,933.74 1,434,669.36 2,159,603.10 0.00 358,367.50 299,643,812.74
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
AX 210,442,300.73 210,442,300.73 0.00 70,786.88 70,786.88 0.00 0.00 210,149,825.87
A7C2 3,924,517.24 3,924,517.24 0.00 23,710.62 23,710.62 0.00 0.00 3,924,517.24
A7C3 3,224,137.93 3,224,137.93 0.00 19,479.17 19,479.17 0.00 0.00 3,199,554.79
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
A7C1 17,400,000.00 17,400,000.00 0.00 105,125.00 105,125.00 0.00 0.00 17,400,000.00
A7C4 51,000,000.00 51,000,000.00 0.00 0.00 0.00 0.00 308,125.00 51,308,125.00
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Morgage Finance Corporation Series 1999-S12
Statement to Certificateholders
October 25, 1999
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------- -------------------
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE PASS-THROUGH RATES
- ------------------------------------------------------------------------------------------------------- -------------------
PRIOR CURRENT CURRENT
PRINCIPAL PRINCIPAL CLASS PASS-THRU
CLASS CUSIP FACTOR PRINCIPAL INTEREST TOTAL FACTOR RATE
- ------------------------------------------------------------------------------------------------------- -------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A1 16162TPJ9 1,000.00000000 0.00000000 5.83333328 5.83333328 1,000.00000000 A1 7.000000%
A2 16162TPK6 1,000.00000000 0.00000000 5.83333333 5.83333333 1,000.00000000 A2 7.000000%
A3 16162TPL4 1,000.00000000 0.00000000 5.83333360 5.83333360 1,000.00000000 A3 7.000000%
A4 16162TPM2 1,000.00000000 7.62471800 5.83333300 13.45805100 992.37528200 A4 7.000000%
A5 16162TPN0 1,000.00000000 9.36270544 5.83333338 15.19603882 990.63729456 A5 7.000000%
A6 16162TPP5 1,000.00000000 0.00000000 5.83333355 5.83333355 1,000.00000000 A6 7.000000%
A7 16162TPQ3 1,000.00000000 0.00000000 2.16834488 2.16834488 1,004.50475146 A7 2.602014%
A8 16162TPR1 1,000.00000000 0.00000000 0.00000000 0.00000000 1,006.04166667 A8 7.250000%
A9 16162TPS9 1,000.00000000 0.00000000 0.00000000 0.00000000 1,006.04166667 A9 7.250000%
A10 16162TPT7 1,000.00000000 0.00000000 0.00000000 0.00000000 1,006.04166667 A10 7.250000%
AP 16162TPU4 1,000.00000000 0.85974534 0.00000000 0.85974534 999.14025466 AP 0.000000%
AR 16162TPV2 1,000.00000000 1,000.00000000 6.00000000 1,006.00000000 0.00000000 AR 7.250000%
M 16162TPW0 1,000.00000000 0.71709697 6.04166667 6.75876364 999.28290303 M 7.250000%
B1 16162TPX8 1,000.00000000 0.71709630 6.04166667 6.75876296 999.28290370 B1 7.250000%
B2 16162TPY6 1,000.00000000 0.71710000 6.04166667 6.75876667 999.28290000 B2 7.250000%
B3 16162TPZ3 1,000.00000000 0.71710000 6.04166667 6.75876667 999.28290000 B3 7.250000%
B4 16162TQA7 1,000.00000000 0.71710000 6.04166667 6.75876667 999.28290000 B4 7.250000%
B5 16162TQB5 1,000.00000000 0.71710042 6.04166821 6.75876864 999.28289958 B5 7.250000%
- ------------------------------------------------------------------------------------------------------- -------------------
TOTALS 1,000.00000000 2.41636220 4.78206576 7.19842796 998.77815481
- ------------------------------------------------------------------------------------------------------- -------------------
- ------------------------------------------------------------------------------------------------------- -------------------
AX N/A 1,000.00000000 0.00000000 0.33637192 0.33637192 998.61018978 AX 0.403647%
A7C2 1,000.00000000 0.00000000 6.04166539 6.04166539 1,000.00000000 A7C2 7.250000%
A7C3 1,000.00000000 0.00000000 6.04166770 6.04166770 992.37528278 A7C3 7.250000%
- ------------------------------------------------------------------------------------------------------- -------------------
- ------------------------------------------------------------------------------------------------------- -------------------
A7C1 1,000.00000000 0.00000000 6.04166667 6.04166667 1,000.00000000 A7C1 7.250000%
A7C4 1,000.00000000 0.00000000 0.00000000 0.00000000 1,006.04166667 A7C4 7.250000%
- ------------------------------------------------------------------------------------------------------- -------------------
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Morgage Finance Corporation Series 1999-S12
October 25, 1999
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 151,116.46
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 65,669.02
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 999
Ending Principal Balance of Outstanding Mortgage Loans 299,643,813.44
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 77,452.68
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
-----------------------------------------------------------------------
Group 1
-----------------------------------------------------------------------
Category Number Principal Balance Percentage
-----------------------------------------------------------------------
1 Month 1 370,497.68 0.12%
-----------------------------------------------------------------------
2 Months 0 0.00 0.00%
-----------------------------------------------------------------------
3+Months 0 0.00 0.00%
-----------------------------------------------------------------------
Total 1 370,497.68 0.12%
-----------------------------------------------------------------------
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
-----------------------------------------------------------------------
Group 1
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
0 0.00 0.00%
-----------------------------------------------------------------------
Sec. 6.02(a)(viii) Aggregate Number of REO Loans 0
Aggregate Balance of REO Loans 0.00
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 0.00
Sec. 6.02(a)(x) Class A Percentage 95.74968%
Class M Percentage 2.19992%
Class B Percentage 2.05040%
Class A Principal Balance 287,258,964.00
Class M Principal Balance 6,600,000.00
Class B Principal Balance 6,151,414.98
NON-PO Class A Percentage 95.70339%
NON-PO Class A Prepayment Percentage 100.00000%
M Credit Support 2.07%
B1 Credit Support 1.16%
B2 Credit Support 0.76%
B3 Credit Support 0.46%
B4 Credit Support 0.25%
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust Series 1999-S13
Statement to Certificateholders
October 25, 1999
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
DISTRIBUTION IN DOLLARS
- ------------------------------------------------------------------------------------------------------------------------------------
ORIGINAL PRIOR CURRENT
FACE PRINCIPAL REALIZED DEFERRED PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL INTEREST TOTAL LOSSES INTEREST BALANCE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A1 145,497,000.00 145,497,000.00 620,904.55 788,108.75 1,409,013.30 0.00 0.00 144,876,095.45
AP 381,686.00 381,686.00 1,397.45 0.00 1,397.45 0.00 0.00 380,288.55
AR 100.00 100.00 100.00 0.54 100.54 0.00 0.00 0.00
M 1,950,000.00 1,950,000.00 6,233.62 10,562.50 16,796.12 0.00 0.00 1,943,766.38
B1 600,000.00 600,000.00 1,918.04 3,250.00 5,168.04 0.00 0.00 598,081.96
B2 600,000.00 600,000.00 1,918.04 3,250.00 5,168.04 0.00 0.00 598,081.96
B3 525,000.00 525,000.00 1,678.28 2,843.75 4,522.03 0.00 0.00 523,321.72
B4 225,000.00 225,000.00 719.26 1,218.75 1,938.01 0.00 0.00 224,280.74
B5 225,704.70 225,704.70 721.52 1,222.57 1,944.09 0.00 0.00 224,983.18
- ------------------------------------------------------------------------------------------------------------------------------------
TOTALS 150,004,490.70 150,004,490.70 635,590.76 810,456.86 1,446,047.62 0.00 0.00 149,368,899.94
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
AX 131,857,163.93 131,857,163.93 0.00 55,473.93 55,473.93 0.00 0.00 131,284,719.47
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ---------------------------------------------------------------------------------------------------- ----------------------
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE PASS-THROUGH RATES
- ---------------------------------------------------------------------------------------------------- ----------------------
PRIOR CURRENT CURRENT
PRINCIPAL PRINCIPAL CLASS PASS-THRU
CLASS CUSIP FACTOR PRINCIPAL INTEREST TOTAL FACTOR RATE
- ---------------------------------------------------------------------------------------------------- ----------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A1 16162TQC3 1,000.00000000 4.26747321 5.41666667 9.68413988 995.73252679 A1 6.500000%
AP 16162TQD1 1,000.00000000 3.66125559 0.00000000 3.66125559 996.33874441 AP 0.000000%
AR 16162TQE9 1,000.00000000 1,000.00000000 5.40000000 1,005.40000000 0.00000000 AR 6.500000%
M 16162TQF6 1,000.00000000 3.19672821 5.41666667 8.61339487 996.80327179 M 6.500000%
B1 16162TQG4 1,000.00000000 3.19673333 5.41666667 8.61340000 996.80326667 B1 6.500000%
B2 16162TQH2 1,000.00000000 3.19673333 5.41666667 8.61340000 996.80326667 B2 6.500000%
B3 16162TQK5 1,000.00000000 3.19672381 5.41666667 8.61339048 996.80327619 B3 6.500000%
B4 16162TQL3 1,000.00000000 3.19671111 5.41666667 8.61337778 996.80328889 B4 6.500000%
B5 16162TQM1 1,000.00000000 3.19674336 5.41667940 8.61342276 996.80325664 B5 6.500000%
- ---------------------------------------------------------------------------------------------------- ----------------------
TOTALS 1,000.00000000 4.23714488 5.40288398 9.64002886 995.76285512
- ---------------------------------------------------------------------------------------------------- ----------------------
- ---------------------------------------------------------------------------------------------------- ----------------------
AX 16162TQJ8 1,000.00000000 0.00000000 0.42071229 0.42071229 995.65860176 AX 0.504854%
- ---------------------------------------------------------------------------------------------------- ----------------------
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust Series 1999-S13
October 25, 1999
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 155,992.65
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 28,777.56
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 502
Ending Principal Balance of Outstanding Mortgage Loans 149,368,900.28
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 39,238.68
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
-----------------------------------------------------------------------
Group Totals
-----------------------------------------------------------------------
Category Number Principal Balance Percentage
-----------------------------------------------------------------------
1 Month 1 86,397.92 0.06%
-----------------------------------------------------------------------
2 Months 0 0.00 0.00%
-----------------------------------------------------------------------
3+Months 0 0.00 0.00%
-----------------------------------------------------------------------
Total 1 86,397.92 0.06%
-----------------------------------------------------------------------
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
-----------------------------------------------------------------------
Group Totals
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
0 0.00 0.00%
-----------------------------------------------------------------------
Sec. 6.02(a)(viii) Number and Aggregate Principal Amounts of REO Loans
-----------------------------------------------------------------------
Group Totals
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
0 0.00 0.00%
-----------------------------------------------------------------------
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 0.00
Sec. 6.02(a)(x) Class A Percentage 97.25%
Class M Percentage 1.30%
Class B Percentage 1.45%
Class A Principal Balance 145,878,786.00
Class M Principal Balance 1,950,000.00
Class B Principal Balance 2,175,704.70
NON-PO Class A Percentage 97.2426%
NON-PO Class A Prepayment Percentage 100.0000%
M Credit Support 1.45%
B1 Credit Support 1.05%
B2 Credit Support 0.65%
B3 Credit Support 0.30%
B4 Credit Support 0.15%
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Corporation, Series 1999-AS1
Statement to Certificateholders
October 25, 1999
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
DISTRIBUTION IN DOLLARS
- ------------------------------------------------------------------------------------------------------------------------------------
ORIGINAL PRIOR CURRENT
FACE PRINCIPAL REALIZED DEFERRED PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL INTEREST TOTAL LOSSES INTEREST BALANCE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
IA1 14,654,703.00 14,071,061.64 117,727.76 76,218.25 193,946.01 0.00 0.00 13,953,333.88
IIA1 30,250,000.00 23,923,224.79 284,413.24 129,584.13 413,997.37 0.00 0.00 23,638,811.55
IIA2 3,087,859.00 3,087,859.00 0.00 16,725.90 16,725.90 0.00 0.00 3,087,859.00
IIA3 1,000,000.00 810,222.51 8,531.24 4,388.71 12,919.95 0.00 0.00 801,691.27
IIIA1 95,342,532.00 89,552,904.11 942,310.11 485,078.23 1,427,388.34 0.00 0.00 88,610,594.00
AP 25,169.00 24,619.80 70.19 0.00 70.19 0.00 0.00 24,549.61
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 4,786,000.00 4,747,221.07 5,087.13 25,714.11 30,801.24 0.00 0.00 4,742,133.94
B1 2,316,000.00 2,297,234.42 2,461.72 12,443.35 14,905.07 0.00 0.00 2,294,772.70
B2 1,235,000.00 1,224,993.33 1,312.71 6,635.38 7,948.09 0.00 0.00 1,223,680.62
B3 618,000.00 612,992.61 656.88 3,320.38 3,977.26 0.00 0.00 612,335.73
B4 386,000.00 382,872.40 410.29 2,073.89 2,484.18 0.00 0.00 382,462.11
B5 694,784.72 689,155.17 738.50 3,732.92 4,471.42 0.00 0.00 688,416.67
- ------------------------------------------------------------------------------------------------------------------------------------
TOTALS 154,396,147.72 141,424,360.85 1,363,719.77 765,915.25 2,129,635.02 0.00 0.00 140,060,641.08
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
AX 152,908,229.99 139,963,077.76 0.00 101,445.07 101,445.07 0.00 0.00 138,602,753.90
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------ -----------------------
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE PASS-THROUGH RATES
- ------------------------------------------------------------------------------------------------ -----------------------
PRIOR CURRENT CURRENT
PRINCIPAL PRINCIPAL CLASS PASS-THRU
CLASS CUSIP FACTOR PRINCIPAL INTEREST TOTAL FACTOR RATE
- ------------------------------------------------------------------------------------------------ -----------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
IA1 16162TER3 960.17378448 8.03344565 5.20094130 13.23438694 952.14033884 IA1 6.500000%
IIA1 16162TES1 790.85040628 9.40209058 4.28377289 13.68586347 781.44831570 IIA1 6.500000%
IIA2 16162TET9 1,000.00000000 0.00000000 5.41666572 5.41666572 1,000.00000000 IIA2 6.500000%
IIA3 16162TEU6 810.22251000 8.53124000 4.38871000 12.91995000 801.69127000 IIA3 6.500000%
IIIA1 16162TEV4 939.27549680 9.88341814 5.08774227 14.97116041 929.39207866 IIIA1 6.500000%
AP 16162TEW2 978.17950654 2.78874806 0.00000000 2.78874806 975.39075847 AP 0.000000%
AR 16162TEX0 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.500000%
M 16162TEY8 991.89742374 1.06291893 5.37277685 6.43569578 990.83450481 M 6.500000%
B1 16162TEZ5 991.89741796 1.06291883 5.37277634 6.43569516 990.83449914 B1 6.500000%
B2 16162TFA9 991.89743320 1.06292308 5.37277733 6.43570040 990.83451012 B2 6.500000%
B3 16162TFB7 991.89742718 1.06291262 5.37278317 6.43569579 990.83451456 B3 6.500000%
B4 16162TFC5 991.89740933 1.06292746 5.37277202 6.43569948 990.83448187 B4 6.500000%
B5 16162TFD3 991.89741824 1.06291917 5.37277216 6.43569133 990.83449907 B5 6.500000%
- ------------------------------------------------------------------------------------------------ -----------------------
TOTALS 915.98374013 8.83260230 4.96071477 13.79331707 907.15113783
- ------------------------------------------------------------------------------------------------ -----------------------
- ------------------------------------------------------------------------------------------------ -----------------------
AX 915.34038272 0.00000000 0.66343761 0.66343761 906.44404104 AX 0.869758%
- ------------------------------------------------------------------------------------------------ -----------------------
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Corporation, Series 1999-AS1
October 25, 1999
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 1,212,125.74
Aggregate Amount of Repurchase Proceeds 0.00
Group 1 Amount of Principal Prepayments 70,347.94
Group 1 Amount of Repurchase Proceeds 0.00
Group 2 Amount of Principal Prepayments 270,940.42
Group 2 Amount of Repurchase Proceeds 0.00
Group 3 Amount of Principal Prepayments 870,837.38
Group 3 Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 46,730.68
Group 1 Servicer Advances 4,062.72
Group 2 Servicer Advances 9,478.57
Group 3 Servicer Advances 33,189.39
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,176
Ending Principal Balance of Outstanding Mortgage Loans 140,060,641.31
Group 1 Outstanding Mortgage Loans 165
Ending Principal Balance of Group 1 Mortgage Loans 14,960,543.95
Group 2 Outstanding Mortgage Loans 86
Ending Principal Balance of Group 2 Mortgage Loans 29,907,046.40
Group 3 Outstanding Mortgage Loans 925
Ending Principal Balance of Group 3 Mortgage Loans 95,193,050.96
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 36,994.25
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
-----------------------------------------------------------------------
Group 1
-----------------------------------------------------------------------
Category Number Principal Balance Percentage
-----------------------------------------------------------------------
1 Month 0 0.00 0.00%
-----------------------------------------------------------------------
2 Months 0 0.00 0.00%
-----------------------------------------------------------------------
3+Months 0 0.00 0.00%
-----------------------------------------------------------------------
Total 0 0.00 0.00%
-----------------------------------------------------------------------
-----------------------------------------------------------------------
Group 2
-----------------------------------------------------------------------
Category Number Principal Balance Percentage
-----------------------------------------------------------------------
1 Month 0 0.00 0.00%
-----------------------------------------------------------------------
2 Months 1 443,632.16 1.48%
-----------------------------------------------------------------------
3+Months 0 0.00 0.00%
-----------------------------------------------------------------------
Total 1 443,632.16 1.48%
-----------------------------------------------------------------------
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Corporation, Series 1999-AS1
October 25, 1999
- --------------------------------------------------------------------------------
<TABLE>
<S> <C>
-----------------------------------------------------------------------
Group 3
-----------------------------------------------------------------------
Category Number Principal Balance Percentage
-----------------------------------------------------------------------
1 Month 3 210,566.07 0.22%
-----------------------------------------------------------------------
2 Months 1 155,365.56 0.16%
-----------------------------------------------------------------------
3+Months 0 0.00 0.00%
-----------------------------------------------------------------------
Total 4 365,931.63 0.38%
-----------------------------------------------------------------------
-----------------------------------------------------------------------
Group Totals
-----------------------------------------------------------------------
Category Number Principal Balance Percentage
-----------------------------------------------------------------------
1 Month 3 210,566.07 0.15%
-----------------------------------------------------------------------
2 Months 2 598,997.72 0.43%
-----------------------------------------------------------------------
3+Months 0 0.00 0.00%
-----------------------------------------------------------------------
Total 5 809,563.79 0.58%
-----------------------------------------------------------------------
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
-----------------------------------------------------------------------
Group 1
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
0 0.00 0.00%
-----------------------------------------------------------------------
-----------------------------------------------------------------------
Group 2
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
0 0.00 0.00%
-----------------------------------------------------------------------
-----------------------------------------------------------------------
Group 3
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
1 59,166.94 0.06%
-----------------------------------------------------------------------
-----------------------------------------------------------------------
Group Totals
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
1 59,166.94 0.04%
-----------------------------------------------------------------------
Sec. 6.02(a)(viii) Number and Aggregate Principal Amounts of REO Loans
-----------------------------------------------------------------------
Group 1
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
0 0.00 0.00%
-----------------------------------------------------------------------
-----------------------------------------------------------------------
Group 2
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
0 0.00 0.00%
-----------------------------------------------------------------------
-----------------------------------------------------------------------
Group 3
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
0 0.00 0.00%
-----------------------------------------------------------------------
-----------------------------------------------------------------------
Group Totals
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
0 0.00 0.00%
-----------------------------------------------------------------------
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Corporation, Series 1999-AS1
October 25, 1999
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 12,825.16
Sec. 6.02(a)(x) Class A Percentage 92.96%
Class M Percentage 3.36%
Class B Percentage 3.68%
Class A Principal Balance 131,469,891.85
Class M Principal Balance 4,747,221.07
Class B Principal Balance 5,207,247.93
NON-PO Class A Percentage 92.9601%
NON-PO Class A Prepayment Percentage 100.0000%
M Credit Support 3.68%
B1 Credit Support 2.06%
B2 Credit Support 1.19%
B3 Credit Support 0.76%
B4 Credit Support 0.49%
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Group 1 Current Period Realized Losses 0.00
Group 2 Current Period Realized Losses 0.00
Group 3 Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust, Series 1999-AS2
Statement to Certificateholders
October 25, 1999
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
DISTRIBUTION IN DOLLARS
- ------------------------------------------------------------------------------------------------------------------------------------
ORIGINAL PRIOR CURRENT
FACE PRINCIPAL REALIZED DEFERRED PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL INTEREST TOTAL LOSSES INTEREST BALANCE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
IA1 22,467,000.00 21,966,903.36 102,886.13 118,987.39 221,873.52 0.00 0.00 21,864,017.23
IIA1 9,200,000.00 4,357,204.53 813,955.10 23,601.52 837,556.62 0.00 0.00 3,543,249.43
IIA2 77,900,000.00 77,900,000.00 0.00 421,958.33 421,958.33 0.00 0.00 77,900,000.00
IIA3 9,543,000.00 9,543,000.00 0.00 51,691.25 51,691.25 0.00 0.00 9,543,000.00
IIA4 20,000,000.00 20,000,000.00 0.00 108,333.33 108,333.33 0.00 0.00 20,000,000.00
AP 17,185.00 16,957.02 61.61 0.00 61.61 0.00 0.00 16,895.41
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 5,250,000.00 5,226,446.96 6,070.41 28,309.92 34,380.33 0.00 0.00 5,220,376.55
B1 2,625,000.00 2,613,223.48 3,035.21 14,154.96 17,190.17 0.00 0.00 2,610,188.27
B2 1,200,000.00 1,194,616.45 1,387.52 6,470.84 7,858.36 0.00 0.00 1,193,228.93
B3 675,000.00 671,971.75 780.48 3,639.85 4,420.33 0.00 0.00 671,191.27
B4 375,000.00 373,317.63 433.60 2,022.14 2,455.74 0.00 0.00 372,884.03
B5 751,676.40 748,304.15 869.14 4,053.31 4,922.45 0.00 0.00 747,435.01
- ------------------------------------------------------------------------------------------------------------------------------------
TOTALS 150,003,961.40 144,611,945.33 929,479.20 783,222.84 1,712,702.04 0.00 0.00 143,682,466.13
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
AX 148,463,136.00 143,093,044.14 0.00 109,738.74 109,738.74 0.00 0.00 142,169,498.60
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ---------------------------------------------------------------------------------------------------- ---------------------
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE PASS-THROUGH RATES
- ---------------------------------------------------------------------------------------------------- ---------------------
PRIOR CURRENT CURRENT
PRINCIPAL PRINCIPAL CLASS PASS-THRU
CLASS CUSIP FACTOR PRINCIPAL INTEREST TOTAL FACTOR RATE
- ---------------------------------------------------------------------------------------------------- ---------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
IA1 16162T KG0 977.74083589 4.57943339 5.29609605 9.87552944 973.16140250 IA1 6.500000%
IIA1 16162T KH8 473.60918804 88.47338043 2.56538261 91.03876304 385.13580761 IIA1 6.500000%
IIA2 16162T KJ4 1,000.00000000 0.00000000 5.41666662 5.41666662 1,000.00000000 IIA2 6.500000%
IIA3 16162T KK1 1,000.00000000 0.00000000 5.41666667 5.41666667 1,000.00000000 IIA3 6.500000%
IIA4 16162T KL9 1,000.00000000 0.00000000 5.41666650 5.41666650 1,000.00000000 IIA4 6.500000%
AP 16162T KM7 986.73377946 3.58510329 0.00000000 3.58510329 983.14867617 AP 0.000000%
AR 16162T KN5 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.500000%
M 16162T KP0 995.51370667 1.15626857 5.39236571 6.54863429 994.35743810 M 6.500000%
B1 16162T KQ8 995.51370667 1.15627048 5.39236571 6.54863619 994.35743619 B1 6.500000%
B2 16162T KR6 995.51370833 1.15626667 5.39236667 6.54863333 994.35744167 B2 6.500000%
B3 16162T KS4 995.51370370 1.15626667 5.39237037 6.54863704 994.35743704 B3 6.500000%
B4 16162T KT2 995.51368000 1.15626667 5.39237333 6.54864000 994.35741333 B4 6.500000%
B5 16162T KU9 995.51369446 1.15626884 5.39236033 6.54862917 994.35742562 B5 6.500000%
- ---------------------------------------------------------------------------------------------------- ---------------------
TOTALS 964.05417551 6.19636436 5.22134771 11.41771207 957.85781115
- ---------------------------------------------------------------------------------------------------- ---------------------
- ---------------------------------------------------------------------------------------------------- ---------------------
AX 963.82878602 0.00000000 0.73916491 0.73916491 957.60807989 AX 0.920286%
- ---------------------------------------------------------------------------------------------------- ---------------------
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust, Series 1999-AS2
October 25, 1999
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 761,485.91
Aggregate Amount of Repurchase Proceeds 0.00
Group 1 Amount of Principal Prepayments 31,121.87
Group 1 Amount of Repurchase Proceeds 0.00
Group 2 Amount of Principal Prepayments 730,364.04
Group 2 Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 59,629.54
Group 1 Servicer Advances 6,953.41
Group 2 Servicer Advances 52,676.13
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,359
Ending Principal Balance of Outstanding Mortgage Loans 143,682,466.58
Group 1 Outstanding Mortgage Loans 241
Ending Principal Balance of Group 1 Mortgage Loans 23,607,296.07
Group 2 Outstanding Mortgage Loans 1,118
Ending Principal Balance of Group 2 Mortgage Loans 120,075,170.51
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 37,828.08
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
-----------------------------------------------------------------------
Group 1
-----------------------------------------------------------------------
Category Number Principal Balance Percentage
-----------------------------------------------------------------------
1 Month 1 392,871.14 1.66%
-----------------------------------------------------------------------
2 Months 0 0.00 0.00%
-----------------------------------------------------------------------
3+Months 0 0.00 0.00%
-----------------------------------------------------------------------
Total 1 392,871.14 1.66%
-----------------------------------------------------------------------
-----------------------------------------------------------------------
Group 2
-----------------------------------------------------------------------
Category Number Principal Balance Percentage
-----------------------------------------------------------------------
1 Month 2 294,893.26 0.25%
-----------------------------------------------------------------------
2 Months 0 0.00 0.00%
-----------------------------------------------------------------------
3+Months 0 0.00 0.00%
-----------------------------------------------------------------------
Total 2 294,893.26 0.25%
-----------------------------------------------------------------------
-----------------------------------------------------------------------
Group Totals
-----------------------------------------------------------------------
Category Number Principal Balance Percentage
-----------------------------------------------------------------------
1 Month 3 687,764.40 0.48%
-----------------------------------------------------------------------
2 Months 0 0.00 0.00%
-----------------------------------------------------------------------
3+Months 0 0.00 0.00%
-----------------------------------------------------------------------
Total 3 687,764.40 0.48%
-----------------------------------------------------------------------
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust, Series 1999-AS2
October 25, 1999
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
-----------------------------------------------------------------------
Group 1
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
0 0.00 0.00%
-----------------------------------------------------------------------
-----------------------------------------------------------------------
Group 2
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
2 327,656.43 0.27%
-----------------------------------------------------------------------
-----------------------------------------------------------------------
Group Totals
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
2 327,656.43 0.23%
-----------------------------------------------------------------------
Sec. 6.02(a)(viii) Number and Aggregate Principal Amounts of REO Loans
-----------------------------------------------------------------------
Group 1
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
0 0.00 0.00%
-----------------------------------------------------------------------
-----------------------------------------------------------------------
Group 2
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
0 0.00 0.00%
-----------------------------------------------------------------------
-----------------------------------------------------------------------
Group Totals
-----------------------------------------------------------------------
Number Principal Balance Percentage
-----------------------------------------------------------------------
0 0.00 0.00%
-----------------------------------------------------------------------
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 12,459.79
Sec. 6.02(a)(x) Class A Percentage 92.51%
Class M Percentage 3.61%
Class B Percentage 3.87%
Class A Principal Balance 133,784,064.91
Class M Principal Balance 5,226,446.96
Class B Principal Balance 5,601,433.46
NON-PO Class A Percentage 92.5116%
NON-PO Class A Prepayment Percentage 100.0000%
M Credit Support 3.87%
B1 Credit Support 2.07%
B2 Credit Support 1.24%
B3 Credit Support 0.78%
B4 Credit Support 0.52%
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Group 1 Current Period Realized Losses 0.00
Group 2 Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[Image] (COPYRIGHT) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------