<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: November 26, 1999
CHASE MORTGAGE FINANCE CORPORATION
- --------------------------------------------------------------------------------
(Exact Name of Registrant)
Delaware 333-56081 52-1495132
- -------------------------------------------------------------------------------
(State or other (Commission File Number) (IRS Employer
jurisdiction Identification No.)
of incorporation)
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 November 26, 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 November 26, 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: December 8, 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 November 26, 1999.
<PAGE>
Chase Mortgage Finance Corporation, Series 1999-S1
Statement to Certificateholders
November 26, 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 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 81,144,376.33 1,327,809.55 439,532.04 1,767,341.59 0.00 0.00 79,816,566.78
A7 18,242,000.00 11,998,678.08 0.00 0.00 0.00 0.00 64,992.84 12,063,670.92
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 52,948,463.84 290,009.14 286,804.18 576,813.32 0.00 0.00 52,658,454.70
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 1,049,819.73 0.00 0.00 0.00 0.00 5,686.52 1,055,506.25
AP 661,605.00 652,577.77 6,906.04 0.00 6,906.04 0.00 0.00 645,671.73
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 8,600,000.00 8,534,868.10 7,540.76 46,230.54 53,771.30 0.00 0.00 8,527,327.34
B1 3,600,000.00 3,572,735.49 3,156.60 19,352.32 22,508.92 0.00 0.00 3,569,578.89
B2 1,600,000.00 1,587,882.44 1,402.93 8,601.03 10,003.96 0.00 0.00 1,586,479.51
B3 1,400,000.00 1,389,397.13 1,227.57 7,525.90 8,753.47 0.00 0.00 1,388,169.56
B4 800,000.00 793,941.21 701.47 4,300.51 5,001.98 0.00 0.00 793,239.74
B5 1,000,424.92 992,848.44 877.21 5,377.93 6,255.14 0.00 0.00 991,971.23
- ------------------------------------------------------------------------------------------------------------------
TOTALS 400,000,129.92 382,334,588.56 1,639,631.27 1,962,385.47 3,602,016.74 0.00 70,679.36 380,765,636.65
- ------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------
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 361,515,966.00 344,541,929.34 0.00 107,069.80 107,069.80 0.00 0.00 343,249,362.07
- ------------------------------------------------------------------------------------------------------------------
</TABLE>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Corporation, Series 1999-S1
Statement to Certificateholders
November 26, 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 909.76171146 14.88692554 4.92787595 19.81480150 894.87478591 A6 6.500000%
A7 657.75014143 0.00000000 0.00000000 0.00000000 661.31295472 A7 6.500000%
A8 1,000.00000000 0.00000000 5.41666667 5.41666667 1,000.00000000 A8 6.500000%
A9 941.57384927 5.15718498 5.10019170 10.25737668 936.41666430 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 1,049.81973000 0.00000000 0.00000000 0.00000000 1,055.50625000 A23 6.500000%
AP 986.35555959 10.43831289 0.00000000 10.43831289 975.91724670 AP 0.000000%
AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.500000%
M 992.42652326 0.87683256 5.37564419 6.25247674 991.54969070 M 6.500000%
B1 992.42652500 0.87683333 5.37564444 6.25247778 991.54969167 B1 6.500000%
B2 992.42652500 0.87683125 5.37564375 6.25247500 991.54969375 B2 6.500000%
B3 992.42652143 0.87683571 5.37564286 6.25247857 991.54968571 B3 6.500000%
B4 992.42651250 0.87683750 5.37563750 6.25247500 991.54967500 B4 6.500000%
B5 992.42673803 0.87683741 5.37564578 6.25248319 991.54990062 B5 6.500000%
- ----------------------------------------------------------------------------- ------------------
TOTALS 955.83616094 4.09907684 4.90596208 9.00503893 951.91378244
- ----------------------------------------------------------------------------- ------------------
- ----------------------------------------------------------------------------- ------------------
A5 1,000.00000000 0.00000000 5.41666691 5.41666691 1,000.00000000 A5 6.500000%
AX 953.04761544 0.00000000 0.29616894 0.29616894 949.47220691 AX 0.372908%
- ----------------------------------------------------------------------------- ------------------
</TABLE>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Corporation, Series 1999-S1
November 26, 1999
STATEMENT TO CERTIFICATEHOLDERS
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 1,231,103.97
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv): Aggregate Servicer Advances 78,030.53
Sec. 6.02(a)(v): Number of Outstanding Mortgage Loans 1,218.00
Ending Principal Balance of Outstanding Mortgage Loans 380,765,637.02
Sec. 6.02(a)(vi): Aggregate Amount of Servicing Fees 98,291.85
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
</TABLE>
- --------------------------------------------------------------------------------
Group Totals
- --------------------------------------------------------------------------------
Category Number Principal Balance Percentage
- --------------------------------------------------------------------------------
1 Month 3 903,698.36 0.24%
- --------------------------------------------------------------------------------
2 Months 2 365,364.70 0.10%
- --------------------------------------------------------------------------------
3+ Months 0 0.00 0.00%
- --------------------------------------------------------------------------------
Total 5 1,269,063.06 0.34%
- --------------------------------------------------------------------------------
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
- --------------------------------------------------------------------------------
Group Totals
- --------------------------------------------------------------------------------
Number Principal Balance Percentage
- --------------------------------------------------------------------------------
1 68,577.44 0.02%
- --------------------------------------------------------------------------------
Sec. 6.02(a)(viii) Number and Aggregate Principal Amounts of REO Loans
- --------------------------------------------------------------------------------
Group Totals
- --------------------------------------------------------------------------------
Number Principal Balance Percentage
- --------------------------------------------------------------------------------
0 0.00 0.00%
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(ix): Aggregate Amount of All Advances Recovered During the Related Due Period 27,950.24
Sec. 6.02(a)(x): Class A Percentage 95.59%
Class A Principal Balance 365,462,915.75
Class M Percentage 2.23%
Class M Principal Balance 8,534,868.10
Class B Percentage 2.18%
Class B Principal Balance 8,336,804.71
NON-PO Class A Percentage 95.58%
NON-PO Class A Prepayment Percentage 100.00%
M Credit Support 2.19%
B1 Credit Support 1.23%
B2 Credit Support 0.83%
B3 Credit Support 0.46%
B4 Credit Support 0.26%
Sec. 6.02(a)(xi): Aggregate Cummulative Losses Since Cut-Off 0.00
</TABLE>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Corporation, Series 1999-S1
November 26, 1999
Sec. 6.02(a)(xiv): Compensating Interest Shortfall 0.00
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S2
Statement to Certificateholders
November 26, 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 215,000,000.00 205,255,796.37 1,319,765.10 1,111,802.23 2,431,567.33 0.00 0.00 203,936,031.27
A2 126,772,000.00 119,977,797.36 920,213.89 649,879.74 1,570,093.63 0.00 0.00 119,057,583.47
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 50,300.25 50,300.25 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 17,565.17 17,565.17 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 374,266.00 371,008.49 317.17 0.00 317.17 0.00 0.00 370,691.32
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 9,900,000.00 9,834,137.90 8,561.52 53,268.25 61,829.77 0.00 0.00 9,825,576.38
B1 4,050,000.00 4,023,056.41 3,502.44 21,791.56 25,294.00 0.00 0.00 4,019,553.97
B2 1,575,000.00 1,564,521.94 1,362.06 8,474.49 9,836.55 0.00 0.00 1,563,159.88
B3 1,575,000.00 1,564,521.94 1,362.06 8,474.49 9,836.55 0.00 0.00 1,563,159.88
B4 900,000.00 894,012.54 778.32 4,842.57 5,620.89 0.00 0.00 893,234.22
B5 1,125,239.36 1,117,753.43 973.11 6,054.50 7,027.61 0.00 0.00 1,116,780.32
- ---------------------------------------------------------------------------------------------------------------
TOTALS 450,001,605.36 433,332,606.38 2,256,835.67 2,346,458.66 4,603,294.33 0.00 0.00 431,075,770.71
- ---------------------------------------------------------------------------------------------------------------
- ---------------------------------------------------------------------------------------------------------------
AX 420,440,757.99 404,023,689.23 0.00 132,531.02 132,531.02 0.00 0.00 401,788,998.47
- ---------------------------------------------------------------------------------------------------------------
</TABLE>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S2
Statement to Certificateholders
November 26, 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 954.67812265 6.13844233 5.17117316 11.30961549 948.53968033 A1 6.500000%
A2 16162TFM3 946.40612564 7.25881023 5.12636655 12.38517677 939.14731542 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 5.25000000 5.25000000 1,000.00000000 A8 6.300000%
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 5.95833446 5.95833446 1,000.00000000 A11 7.150000%
A12 16162TFX9 1,000.00000000 0.00000000 5.41666667 5.41666667 1,000.00000000 A12 6.500000%
AP 16162TFY7 991.29627057 0.84744540 0.00000000 0.84744540 990.44882517 AP 0.000000%
AR 16162TFZ4 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.500000%
M 16162TGA8 993.34726263 0.86480000 5.38063131 6.24543131 992.48246263 M 6.500000%
B1 16162TGB6 993.34726173 0.86480000 5.38063210 6.24543210 992.48246173 B1 6.500000%
B2 16162TGC4 993.34726349 0.86480000 5.38062857 6.24542857 992.48246349 B2 6.500000%
B3 16162TGE0 993.34726349 0.86480000 5.38062857 6.24542857 992.48246349 B3 6.500000%
B4 16162TGF7 993.34726667 0.86480000 5.38063333 6.24543333 992.48246667 B4 6.500000%
B5 16162TGG5 993.34725547 0.86480267 5.38063297 6.24543564 992.48245280 B5 6.500000%
- ---------------------------------------------------------------------------------------- --------------------
TOTALS 962.95791219 5.01517249 5.21433398 10.22950646 957.94273970
- ---------------------------------------------------------------------------------------- --------------------
- ---------------------------------------------------------------------------------------- --------------------
AX 16162TGD2 960.95271819 0.00000000 0.31521925 0.31521925 955.63760372 AX 0.393633%
- ---------------------------------------------------------------------------------------- --------------------
</TABLE>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S2
November 26, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 1,879,554.64
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 106,336.09
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,408
Ending Principal Balance of Outstanding Mortgage Loans 431,075,771.51
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 110,969.26
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
</TABLE>
- --------------------------------------------------------------------------------
Group 1
- --------------------------------------------------------------------------------
Category Number Principal Balance Percentage
- --------------------------------------------------------------------------------
1 Month 0 0.00 0.00%
- --------------------------------------------------------------------------------
2 Months 1 105,816.42 0.02%
- --------------------------------------------------------------------------------
3+Months 1 85,993.54 0.02%
- --------------------------------------------------------------------------------
Total 2 191,809.96 0.04%
- --------------------------------------------------------------------------------
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
- --------------------------------------------------------------------------------
Group 1
- --------------------------------------------------------------------------------
Number Principal Balance Percentage
- --------------------------------------------------------------------------------
3 802,715.34 0.19%
<TABLE>
<S> <C> <C>
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 31,049.51
Sec. 6.02(a)(x) Class A Percentage 95.61584%
Class M Percentage 2.26942%
Class B Percentage 2.11474%
Class A Principal Balance 414,334,602.22
Class M Principal Balance 9,834,137.90
Class B Principal Balance 9,163,866.26
NON-PO Class A Percentage 95.61208%
NON-PO Class A Prepayment Percentage 100.00000%
M Credit Support 2.12%
B1 Credit Support 1.19%
B2 Credit Support 0.83%
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>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S3
Statement to Certificateholders
November 26, 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 112,065,223.00 104,231,710.69 442,074.38 542,873.49 984,947.87 0.00 0.00 103,789,636.31
AP 176,004.00 156,524.86 581.32 0.00 581.32 0.00 0.00 155,943.54
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 1,265,014.00 1,230,831.53 4,408.88 6,410.58 10,819.46 0.00 0.00 1,226,422.65
B1 402,504.00 391,627.77 1,402.82 2,039.73 3,442.55 0.00 0.00 390,224.95
B2 402,504.00 391,627.77 1,402.82 2,039.73 3,442.55 0.00 0.00 390,224.95
B3 345,004.00 335,681.51 1,202.42 1,748.34 2,950.76 0.00 0.00 334,479.09
B4 172,502.00 167,840.76 601.21 874.17 1,475.38 0.00 0.00 167,239.55
B5 172,505.00 167,843.66 601.22 874.19 1,475.41 0.00 0.00 167,242.44
- -----------------------------------------------------------------------------------------------------------------------
TOTALS 115,001,360.00 107,073,688.55 452,275.07 556,860.23 1,009,135.30 0.00 0.00 106,621,413.48
- -----------------------------------------------------------------------------------------------------------------------
AX 105,726,363.20 98,904,373.10 0.00 27,609.83 27,609.83 0.00 0.00 98,483,017.28
- -----------------------------------------------------------------------------------------------------------------------
</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 16162TFE1 930.09863274 3.94479543 4.84426368 8.78905912 926.15383731 A1 6.250000%
AP 16162TFF8 889.32558351 3.30287948 0.00000000 3.30287948 886.02270403 AP 0.000000%
AR 16162TFG6 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.250000%
M 16162TFH4 972.97858364 3.48524206 5.06759609 8.55283815 969.49334158 M 6.250000%
B1 16162TFJ0 972.97857909 3.48523244 5.06760181 8.55283426 969.49334665 B1 6.250000%
B2 16162TFK7 972.97857909 3.48523244 5.06760181 8.55283426 969.49334665 B2 6.250000%
B3 16162TGH3 972.97860315 3.48523495 5.06759342 8.55282837 969.49336819 B3 6.250000%
B4 16162TGJ8 972.97863213 3.48523495 5.06759342 8.55282837 969.49339718 B4 6.250000%
B5 16162TGK6 972.97852236 3.48523231 5.06762123 8.55285354 969.49329005 B5 6.250000%
- --------------------------------------------------------------------------------------------- -------------------
TOTALS 931.06454176 3.93278019 4.84220561 8.77498579 927.13176157
- ---------------------------------------------------------------------------------------------
- --------------------------------------------------------------------------------------------- -------------------
AX 935.47503297 0.00000000 0.26114423 0.26114423 931.48968998 AX 0.334988%
- --------------------------------------------------------------------------------------------- -------------------
</TABLE>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S3
November 26, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 68,716.92
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 35,778.61
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 349
Ending Principal Balance of Outstanding Mortgage Loans 106,621,413.97
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 28,097.92
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
</TABLE>
- --------------------------------------------------------------------------------
Group Totals
- --------------------------------------------------------------------------------
Category Number Principal Balance Percentage
- --------------------------------------------------------------------------------
1 Month 1 58,637.12 0.05%
- --------------------------------------------------------------------------------
2 Months 0 0.00 0.00%
- --------------------------------------------------------------------------------
3+ Months 0 0.00 0.00%
- --------------------------------------------------------------------------------
Total 1 58,637.12 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%
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 2,841.74
Sec. 6.02(a)(x) Class A Percentage 97.49%
Class M Percentage 1.15%
Class B Percentage 1.36%
Class A Principal Balance 104,388,235.55
Class M Principal Balance 1,230,831.53
Class B Principal Balance 1,454,621.47
NON-PO Class A Percentage 97.4883%
NON-PO Class A Prepayment Percentage 100.0000%
M Credit Support 1.36%
B1 Credit Support 0.99%
B2 Credit Support 0.63%
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>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S4
Statement to Certificateholders
November 26, 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 207,499,900.00 199,108,805.92 1,774,648.23 1,078,506.03 2,853,154.26 0.00 0.00 197,334,157.69
A2 72,600,000.00 69,156,025.70 728,363.90 374,595.14 1,102,959.04 0.00 0.00 68,427,661.80
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 7,902,640.16 337,824.60 42,805.97 380,630.57 0.00 0.00 7,564,815.56
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 37,095,342.48 47,311.35 200,933.11 248,244.46 0.00 0.00 37,048,031.13
AP 504,519.00 475,431.16 502.49 0.00 502.49 0.00 0.00 474,928.67
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 9,900,211.00 9,842,999.85 8,464.81 53,316.25 61,781.06 0.00 0.00 9,834,535.04
B1 4,050,087.00 4,026,682.44 3,462.88 21,811.20 25,274.08 0.00 0.00 4,023,219.56
B2 1,575,034.00 1,565,932.23 1,346.68 8,482.13 9,828.81 0.00 0.00 1,564,585.55
B3 1,575,033.00 1,565,931.25 1,346.67 8,482.13 9,828.80 0.00 0.00 1,564,584.58
B4 900,020.00 894,818.98 769.53 4,846.94 5,616.47 0.00 0.00 894,049.45
B5 1,125,024.08 1,118,522.82 961.91 6,058.67 7,020.58 0.00 0.00 1,117,560.91
- -------------------------------------------------------------------------------------------------------------------
TOTALS 450,009,605.08 435,169,009.99 2,905,003.05 2,351,006.91 5,256,009.96 0.00 0.00 432,264,006.94
- -------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------
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 419,564,188.06 405,684,010.73 0.00 131,505.50 131,505.50 0.00 0.00 402,811,193.09
- -------------------------------------------------------------------------------------------------------------------
</TABLE>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S4
Statement to Certificateholders
November 26, 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 959.56097290 8.55252571 5.19762193 13.75014764 951.00844718 A1 6.500000%
A2 16162T GM2 952.56233747 10.03256061 5.15971267 15.19227328 942.52977686 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 831.85685895 35.56048421 4.50589158 40.06637579 796.29637474 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 966.93608245 1.23322898 5.23757057 6.47079956 965.70285347 A17 6.500000%
AP 16162T HD1 942.34540225 0.99597835 0.00000000 0.99597835 941.34942391 AP 0.000000%
AR 16162T HE9 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.500000%
M 16162T HH2 994.22121912 0.85501309 5.38536502 6.24037811 993.36620603 M 6.500000%
B1 16162T HF6 994.22122043 0.85501373 5.38536580 6.24037953 993.36620670 B1 6.500000%
B2 16162T HG4 994.22122316 0.85501646 5.38536311 6.24037957 993.36620670 B2 6.500000%
B3 16162T HJ8 994.22123219 0.85501066 5.38536653 6.24037719 993.36622153 B3 6.500000%
B4 16162T HK5 994.22121731 0.85501433 5.38536921 6.24038355 993.36620297 B4 6.500000%
B5 16162T HL3 994.22122591 0.85501281 5.38536917 6.24038198 993.36621310 B5 6.500000%
- -------------------------------------------------------------------------------------------------- ------------------
TOTALS 967.02160371 6.45542454 5.22434829 11.67977283 960.56617917
- --------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------- ------------------
A14 16162T GZ3 1,000.00000000 0.00000000 0.20833320 0.20833320 1,000.00000000 A14 0.250000%
AX 966.91763090 0.00000000 0.31343357 0.31343357 960.07048398 AX 0.388989%
- -------------------------------------------------------------------------------------------------- ------------------
</TABLE>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S4
November 26, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 2,530,725.88
Aggregate Amount of Repurchase Proceeds 0.00
Group 1 Amount of Principal Prepayments 2,514,376.88
Group 1 Amount of Repurchase Proceeds 0.00
Group 2 Amount of Principal Prepayments 15,544.37
Group 2 Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 107,862.58
Group 1 Servicer Advances 90,815.04
Group 2 Servicer Advances 17,047.54
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,360
Ending Principal Balance of Outstanding Mortgage Loans 432,264,007.38
Group 1 Outstanding Mortgage Loans 1,064
Ending Principal Balance of Group 1 Mortgage Loans 393,468,406.32
Group 2 Outstanding Mortgage Loans 296
Ending Principal Balance of Group 2 Mortgage Loans 38,795,601.06
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 111,439.53
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
</TABLE>
- --------------------------------------------------------------------------------
Group 1
- --------------------------------------------------------------------------------
Category Number Principal Balance Percentage
- --------------------------------------------------------------------------------
1 Month 1 239,588.31 0.06%
- --------------------------------------------------------------------------------
2 Months 0 0.00 0.00%
- --------------------------------------------------------------------------------
3+Months 0 0.00 0.00%
- --------------------------------------------------------------------------------
Total 1 239,588.31 0.06%
- --------------------------------------------------------------------------------
- --------------------------------------------------------------------------------
Group 2
- --------------------------------------------------------------------------------
Category Number Principal Balance Percentage
- --------------------------------------------------------------------------------
1 Month 1 77,055.27 0.20%
- --------------------------------------------------------------------------------
2 Months 0 0.00 0.00%
- --------------------------------------------------------------------------------
3+Months 0 0.00 0.00%
- --------------------------------------------------------------------------------
Total 1 77,055.27 0.20%
- --------------------------------------------------------------------------------
- --------------------------------------------------------------------------------
Group Totals
- --------------------------------------------------------------------------------
Category Number Principal Balance Percentage
- --------------------------------------------------------------------------------
1 Month 2 316,643.58 0.07%
- --------------------------------------------------------------------------------
2 Months 0 0.00 0.00%
- --------------------------------------------------------------------------------
3+ Months 0 0.00 0.00%
- --------------------------------------------------------------------------------
Total 2 316,643.58 0.07%
- --------------------------------------------------------------------------------
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S4
November 26, 1999
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
- --------------------------------------------------------------------------------
Group 1
- --------------------------------------------------------------------------------
Number Principal Balance Percentage
- --------------------------------------------------------------------------------
1 333,462.38 0.08%
- --------------------------------------------------------------------------------
- --------------------------------------------------------------------------------
Group 2
- --------------------------------------------------------------------------------
Number Principal Balance Percentage
- --------------------------------------------------------------------------------
1 62,736.95 0.16%
- --------------------------------------------------------------------------------
- --------------------------------------------------------------------------------
Group Totals
- --------------------------------------------------------------------------------
Number Principal Balance Percentage
- --------------------------------------------------------------------------------
2 396,199.33 0.09%
- --------------------------------------------------------------------------------
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%
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 14,942.25
Sec. 6.02(a)(x) Class A Percentage 95.63046%
Class M Percentage 2.26188%
Class B Percentage 2.10766%
Class A Principal Balance 416,154,122.42
Class M Principal Balance 9,842,999.85
Class B Principal Balance 9,171,887.72
NON-PO Class A Percentage 95.62568%
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
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>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S5
Statement to Certificateholders
November 26, 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 83,259,986.08 104,307.88 450,991.59 555,299.47 0.00 0.00 83,155,678.20
A2 154,962,609.00 148,378,934.09 218,492.92 803,719.23 1,022,212.15 0.00 0.00 148,160,441.17
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 11,579,468.32 53,780.71 62,722.12 116,502.83 0.00 0.00 11,525,687.61
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 48,441,935.65 70,809.41 262,393.82 333,203.23 0.00 0.00 48,371,126.24
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 39,837,190.36 157,297.59 215,784.78 373,082.37 0.00 0.00 39,679,892.77
AP 488,368.00 485,202.28 564.49 0.00 564.49 0.00 0.00 484,637.79
M 11,250,314.00 11,194,571.24 9,538.21 60,637.26 70,175.47 0.00 0.00 11,185,033.03
B1 4,500,126.00 4,477,828.90 3,815.28 24,254.91 28,070.19 0.00 0.00 4,474,013.62
B2 1,750,049.00 1,741,377.91 1,483.72 9,432.46 10,916.18 0.00 0.00 1,739,894.19
B3 1,500,042.00 1,492,609.64 1,271.76 8,084.97 9,356.73 0.00 0.00 1,491,337.88
B4 1,000,028.00 995,073.08 847.84 5,389.98 6,237.82 0.00 0.00 994,225.24
B5 1,250,035.73 1,243,842.09 1,059.80 6,737.48 7,797.28 0.00 0.00 1,242,782.29
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
- --------------------------------------------------------------------------------------------------------------------------
TOTALS 500,013,975.73 485,447,723.64 623,269.61 2,626,880.34 3,250,149.95 0.00 0.00 484,824,454.03
- --------------------------------------------------------------------------------------------------------------------------
- --------------------------------------------------------------------------------------------------------------------------
AX 463,907,359.41 449,573,890.11 0.00 134,822.32 134,822.32 0.00 0.00 448,991,541.09
- --------------------------------------------------------------------------------------------------------------------------
</TABLE>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S5
Statement to Certificateholders
November 26, 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 963.62475742 1.20722643 5.21963409 6.42686052 962.41753099 A1 6.500000%
A2 16162THN9 957.51442911 1.40997187 5.18653651 6.59650839 956.10445724 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 877.23244848 4.07429621 4.75167576 8.82597197 873.15815227 A6 6.500000%
A7 16162THT6 1,000.00000000 0.00000000 5.41666682 5.41666682 1,000.00000000 A7 6.500000%
A8 16162THU3 957.81275568 1.40007114 5.18815246 6.58822361 956.41268454 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 976.06424073 3.85400053 5.28701461 9.14101514 972.21024020 A14 6.500000%
AP 16162TJB3 993.51775710 1.15587016 0.00000000 1.15587016 992.36188694 AP 0.000000%
M 16162TJD9 995.04522629 0.84781723 5.38982823 6.23764546 994.19740907 M 6.500000%
B1 16162TJE7 995.04522762 0.84781626 5.38982908 6.23764535 994.19741136 B1 6.500000%
B2 16162TJE7 995.04523016 0.84781626 5.38982623 6.23764249 994.19741390 B2 6.500000%
B3 16162TJF4 995.04523207 0.84781626 5.38982908 6.23764535 994.19741581 B3 6.500000%
B4 16162TJH0 995.04521873 0.84781626 5.38982908 6.23764535 994.19740247 B4 6.500000%
B5 16162TJJ6 995.04522963 0.84781577 5.38982994 6.23764570 994.19741386 B5 6.500000%
AR 16162TJC1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.500000%
- --------------------------------------------------------------------------------------- ------------------
TOTALS 970.86831009 1.24650438 5.25361383 6.50011821 969.62180571
- ---------------------------------------------------------------------------------------
- --------------------------------------------------------------------------------------- ------------------
AX 16162TJG2 969.10273353 0.00000000 0.29062337 0.29062337 967.84742036 AX 0.359867%
- --------------------------------------------------------------------------------------- ------------------
</TABLE>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S5
November 26, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 209,613.02
Aggregate Amount of Repurchase Proceeds 0.00
Group 1 Amount of Principal Prepayments 85,058.98
Group 1 Amount of Repurchase Proceeds 0.00
Group 2 Amount of Principal Prepayments 124,060.14
Group 2 Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 111,478.88
Group 1 Servicer Advances 14,718.04
Group 2 Servicer Advances 96,760.84
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,463
Ending Principal Balance of Outstanding Mortgage Loans 484,824,454.27
Group 1 Outstanding Mortgage Loans 1,165
Ending Principal Balance of Group 1 Mortgage Loans 443,271,687.62
Group 2 Outstanding Mortgage Loans 298
Ending Principal Balance of Group 2 Mortgage Loans 41,552,766.65
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 124,315.08
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
</TABLE>
- --------------------------------------------------------------------------------
Group 1
- --------------------------------------------------------------------------------
Category Number Principal Balance Percentage
- --------------------------------------------------------------------------------
1 Month 6 2,054,943.42 0.46%
- --------------------------------------------------------------------------------
2 Months 0 0.00 0.00%
- --------------------------------------------------------------------------------
3+Months 0 0.00 0.00%
- --------------------------------------------------------------------------------
Total 6 2,054,943.42 0.46%
- --------------------------------------------------------------------------------
- --------------------------------------------------------------------------------
Group 2
- --------------------------------------------------------------------------------
Category Number Principal Balance Percentage
- --------------------------------------------------------------------------------
1 Month 3 372,737.06 0.90%
- --------------------------------------------------------------------------------
2 Months 0 0.00 0.00%
- --------------------------------------------------------------------------------
3+Months 0 0.00 0.00%
- --------------------------------------------------------------------------------
Total 3 372,737.06 0.90%
- --------------------------------------------------------------------------------
- --------------------------------------------------------------------------------
Group Totals
- --------------------------------------------------------------------------------
Category Number Principal Balance Percentage
- --------------------------------------------------------------------------------
1 Month 9 2,427,680.48 0.50%
- --------------------------------------------------------------------------------
2 Months 0 0.00 0.00%
- --------------------------------------------------------------------------------
3+ Months 0 0.00 0.00%
- --------------------------------------------------------------------------------
Total 9 2,427,680.48 0.50%
- --------------------------------------------------------------------------------
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S5
November 26, 1999
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
- --------------------------------------------------------------------------------
Group 1
- --------------------------------------------------------------------------------
Number Principal Balance Percentage
- --------------------------------------------------------------------------------
2 629,122.02 0.14%
- --------------------------------------------------------------------------------
- --------------------------------------------------------------------------------
Group 2
- --------------------------------------------------------------------------------
Number Principal Balance Percentage
- --------------------------------------------------------------------------------
0 0.00 0.00%
- --------------------------------------------------------------------------------
- --------------------------------------------------------------------------------
Group Totals
- --------------------------------------------------------------------------------
Number Principal Balance Percentage
- --------------------------------------------------------------------------------
2 629,122.02 0.13%
- --------------------------------------------------------------------------------
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%
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 18,511.55
Sec. 6.02(a)(x) Class A Percentage 95.64416%
Class M Percentage 2.30603%
Class B Percentage 2.04981%
Class A Principal Balance 464,302,420.78
Class M Principal Balance 11,194,571.24
Class B Principal Balance 9,950,731.62
NON-PO Class A Percentage 95.63981%
NON-PO Class A Prepayment Percentage 100.00000%
M Credit Support 2.05%
B1 Credit Support 1.13%
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>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S6
Statement to Certificateholders
November 26, 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 165,406,000.00 156,810,478.18 1,993,201.49 816,721.24 2,809,922.73 0.00 0.00 154,817,276.69
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 42,805,870.59 149,950.71 222,947.24 372,897.95 0.00 0.00 42,655,919.88
AP 392,628.00 369,337.96 1,396.93 0.00 1,396.93 0.00 0.00 367,941.03
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 3,375,110.00 3,307,263.71 11,585.48 17,225.33 28,810.81 0.00 0.00 3,295,678.23
B1 675,002.00 661,433.15 2,317.03 3,444.96 5,761.99 0.00 0.00 659,116.12
B2 787,502.00 771,671.68 2,703.20 4,019.12 6,722.32 0.00 0.00 768,968.48
B3 675,002.00 661,433.15 2,317.03 3,444.96 5,761.99 0.00 0.00 659,116.12
B4 337,501.00 330,716.57 1,158.51 1,722.48 2,880.99 0.00 0.00 329,558.06
B5 337,501.59 330,717.15 1,158.52 1,722.49 2,881.01 0.00 0.00 329,558.63
- ------------------------------------------------------------------------------------------------------------------
TOTALS 225,000,666.59 215,379,238.14 2,165,788.90 1,119,843.22 3,285,632.12 0.00 0.00 213,213,449.24
- ------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------
AX 199,288,133.52 190,706,183.23 0.00 56,109.17 56,109.17 0.00 0.00 188,632,431.77
- ------------------------------------------------------------------------------------------------------------------
</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 948.03379672 12.05035785 4.93767602 16.98803387 935.98343887 A1 6.250000%
A2 16162T JM9 1,000.00000000 0.00000000 5.20833378 5.20833378 1,000.00000000 A2 6.250000%
A3 16162T JN7 979.89805582 3.43262284 5.10363565 8.53625849 976.46543298 A3 6.250000%
AP 16162T JP2 940.68166305 3.55789704 0.00000000 3.55789704 937.12376601 AP 0.000000%
AR 16162T JQ0 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.250000%
M 16162T JR8 979.89805073 3.43262294 5.10363514 8.53625808 976.46542779 M 6.250000%
B1 16162T JS6 979.89805956 3.43262687 5.10362932 8.53625619 976.46543270 B1 6.250000%
B2 16162T JT4 979.89805740 3.43262620 5.10363148 8.53625769 976.46543120 B2 6.250000%
B3 16162T JU1 979.89805956 3.43262687 5.10362932 8.53625619 976.46543270 B3 6.250000%
B4 16162T JV9 979.89804475 3.43261205 5.10362932 8.53624137 976.46543270 B4 6.250000%
B5 16162T JW7 979.89805026 3.43263568 5.10365003 8.53628571 976.46541458 B5 6.250000%
- ----------------------------------------------------------------------------------------- ------------------
TOTALS 957.23822246 9.62569993 4.97706623 14.60276616 947.61252254
- -----------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------- ------------------
AX 956.93697292 0.00000000 0.28154797 0.28154797 946.53117794 AX 0.353060%
- ----------------------------------------------------------------------------------------- ------------------
</TABLE>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S6
November 26, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 1,411,259.07
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 36,647.91
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 697
Ending Principal Balance of Outstanding Mortgage Loans 213,213,449.98
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 56,339.62
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
</TABLE>
- --------------------------------------------------------------------------------
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%
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
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 7,267.96
Sec. 6.02(a)(x) Class A Percentage 97.18486%
Class M Percentage 1.53555%
Class B Percentage 1.27959%
Class A Principal Balance 209,316,002.73
Class M Principal Balance 3,307,263.71
Class B Principal Balance 2,755,971.70
NON-PO Class A Percentage 97.18002%
NON-PO Class A Prepayment Percentage 100.00000%
M Credit Support 1.28%
B1 Credit Support 0.97%
B2 Credit Support 0.62%
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>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortage Finance Trust, Series 1999-S7
Statement to Certificateholders
November 26, 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 121,433,000.00 117,324,194.31 452,252.11 611,063.51 1,063,315.62 0.00 0.00 116,871,942.20
AP 127,811.00 125,501.74 519.54 0.00 519.54 0.00 0.00 124,982.20
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 1,875,000.00 1,844,032.85 6,327.41 9,604.34 15,931.75 0.00 0.00 1,837,705.44
B1 375,000.00 368,806.57 1,265.48 1,920.87 3,186.35 0.00 0.00 367,541.09
B2 437,000.00 429,782.58 1,474.71 2,238.45 3,713.16 0.00 0.00 428,307.87
B3 375,000.00 368,806.57 1,265.48 1,920.87 3,186.35 0.00 0.00 367,541.09
B4 187,000.00 183,911.54 631.05 957.87 1,588.92 0.00 0.00 183,280.49
B5 190,214.48 187,072.91 641.90 974.34 1,616.24 0.00 0.00 186,431.01
- --------------------------------------------------------------------------------------------------------------------
TOTALS 125,000,125.48 120,832,109.07 464,377.68 628,680.25 1,093,057.93 0.00 0.00 120,367,731.39
- --------------------------------------------------------------------------------------------------------------------
- --------------------------------------------------------------------------------------------------------------------
AX 117,596,935.26 113,563,894.55 0.00 33,828.09 33,828.09 0.00 0.00 113,128,747.14
- --------------------------------------------------------------------------------------------------------------------
<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 966.16401069 3.72429331 5.03210421 8.75639752 962.43971738 A1 6.250000%
AP 16162T JY3 981.93222806 4.06490834 0.00000000 4.06490834 977.86731971 AP 0.000000%
AR 16162T JZ0 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.250000%
M 16162T KA3 983.48418667 3.37461867 5.12231467 8.49693333 980.10956800 M 6.250000%
B1 16162T KB1 983.48418667 3.37461333 5.12232000 8.49693333 980.10957333 B1 6.250000%
B2 16162T KC9 983.48416476 3.37462243 5.12231121 8.49693364 980.10954233 B2 6.250000%
B3 16162T KD7 983.48418667 3.37461333 5.12232000 8.49693333 980.10957333 B3 6.250000%
B4 16162T KE5 983.48417112 3.37459893 5.12229947 8.49689840 980.10957219 B4 6.250000%
B5 16162T KF2 983.48406494 3.37461165 5.12232297 8.49693462 980.10945329 B5 6.250000%
- ---------------------------------------------------------------------------------------- -------------------
TOTALS 966.65590219 3.71501771 5.02943695 8.74445466 962.94088448
- ----------------------------------------------------------------------------------------
- ---------------------------------------------------------------------------------------- -------------------
AX 965.70454238 0.00000000 0.28766132 0.28766132 962.00421286 AX 0.357452%
- ---------------------------------------------------------------------------------------- -------------------
</TABLE>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortage Finance Trust, Series 1999-S7
November 26, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 49,748.99
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 33,334.77
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 366
Ending Principal Balance of Outstanding Mortgage Loans 120,367,731.41
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 31,708.36
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 4,082.31
Sec. 6.02(a)(x) Class A Percentage 97.20073%
Class M Percentage 1.52611%
Class B Percentage 1.27316%
Class A Principal Balance 117,449,696.05
Class M Principal Balance 1,844,032.85
Class B Principal Balance 1,538,380.17
NON-PO Class A Percentage 97.19782%
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>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust Series 1999-S8
Statement to Certificateholders
November 26, 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 18,915,079.19 395,023.38 103,244.81 498,268.19 0.00 0.00 18,520,055.81
A5 18,750,000.00 17,629,990.99 364,275.43 96,230.37 460,505.80 0.00 0.00 17,265,715.56
A6 124,000,000.00 119,099,812.33 1,593,753.27 650,086.48 2,243,839.75 0.00 0.00 117,506,059.06
A7 76,900,000.00 78,518,350.87 79,577.28 140,123.68 219,700.96 0.00 458,023.71 78,896,797.30
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 14,761,760.67 98,626.57 71,456.15 170,082.72 0.00 0.00 14,663,134.10
A12 4,485,000.00 4,394,722.64 29,362.11 33,106.20 62,468.31 0.00 0.00 4,365,360.53
A13 16,215,900.00 11,152,808.03 903,572.39 0.00 903,572.39 0.00 65,058.05 10,314,293.69
A14 11,300,600.00 10,895,289.40 108,930.06 0.00 108,930.06 0.00 0.00 10,786,359.34
AP 3,387,180.00 3,351,253.03 3,244.59 0.00 3,244.59 0.00 0.00 3,348,008.44
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 13,750,000.00 13,705,644.72 11,314.34 77,094.25 88,408.59 0.00 0.00 13,694,330.38
B1 5,625,000.00 5,606,854.66 4,628.59 31,538.56 36,167.15 0.00 0.00 5,602,226.07
B2 2,500,000.00 2,491,935.40 2,057.15 14,017.14 16,074.29 0.00 0.00 2,489,878.25
B3 1,875,000.00 1,868,951.55 1,542.86 10,512.85 12,055.71 0.00 0.00 1,867,408.69
B4 1,250,000.00 1,245,967.70 1,028.58 7,008.57 8,037.15 0.00 0.00 1,244,939.12
B5 1,563,298.80 1,558,255.86 1,286.38 8,765.19 10,051.57 0.00 0.00 1,556,969.48
- -----------------------------------------------------------------------------------------------------------------------------
TOTALS 625,003,078.80 613,532,677.04 3,598,222.98 2,912,105.24 6,510,328.22 0.00 523,081.76 610,457,535.82
- -----------------------------------------------------------------------------------------------------------------------------
- -----------------------------------------------------------------------------------------------------------------------------
AX 468,582,348.57 458,783,414.02 0.00 106,744.60 106,744.60 0.00 0.00 455,857,106.23
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 11,237,230.66 0.00 65,550.51 65,550.51 0.00 0.00 11,077,735.18
- -----------------------------------------------------------------------------------------------------------------------------
- -----------------------------------------------------------------------------------------------------------------------------
A7C3 76,900,000.00 78,518,350.88 79,577.27 0.00 79,577.27 0.00 458,023.71 78,896,797.32
- -----------------------------------------------------------------------------------------------------------------------------
</TABLE>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust Series 1999-S8
Statement to Certificateholders
November 26, 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 945.75395950 19.75116900 5.16224050 24.91340950 926.00279050 A4 6.550000%
A5 16162TLJ3 940.26618613 19.42802293 5.13228640 24.56030933 920.83816320 A5 6.550000%
A6 16162TLK0 960.48235750 12.85284895 5.24263290 18.09548185 947.62950855 A6 6.550000%
A7 16162TLL8 1,021.04487477 1.03481508 1.82215449 2.85696957 1,025.96615475 A7 2.141517%
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 979.87126917 6.54673548 4.74318951 11.28992499 973.32453369 A11 5.808750%
A12 16162TLR5 979.87126867 6.54673579 7.38153846 13.92827425 973.32453289 A12 9.039807%
A13 16162TLS3 687.76990670 55.72138395 0.00000000 55.72138395 636.06051406 A13 7.000000%
A14 16162TLT1 964.13370971 9.63931650 0.00000000 9.63931650 954.49439322 A14 0.000000%
AP 16162TLU8 989.39325043 0.95790303 0.00000000 0.95790303 988.43534740 AP 0.000000%
AR 16162TLV6 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.750000%
M 16162TLW4 996.77416145 0.82286109 5.60685455 6.42971564 995.95130036 M 6.750000%
B1 16162TLX2 996.77416178 0.82286044 5.60685511 6.42971556 995.95130133 B1 6.750000%
B2 16162TLY0 996.77416000 0.82286000 5.60685600 6.42971600 995.95130000 B2 6.750000%
B3 16162TLZ7 996.77416000 0.82285867 5.60685333 6.42971200 995.95130133 B3 6.750000%
B4 16162TMA1 996.77416000 0.82286400 5.60685600 6.42972000 995.95129600 B4 6.750000%
B5 16162TMB9 996.77416755 0.82286253 5.60685520 6.42971772 995.95130502 B5 6.750000%
- ----------------------------------------------------------------------------------------------
TOTALS 981.64744759 5.75712841 4.65934543 10.41647384 976.72724588
- ----------------------------------------------------------------------------------------------
- ---------------------------------------------------------------------------------------------- ------------------
AX N/A 979.08812703 0.00000000 0.22780329 0.22780329 972.84310350 AX 0.279202%
A7C1 N/A 1,000.00000000 0.00000000 5.62500025 5.62500025 1,000.00000000 A7C1 6.750000%
A7C2 N/A 958.86651611 0.00000000 5.59338782 5.59338782 945.25685730 A7C2 7.000000%
- ---------------------------------------------------------------------------------------------- ------------------
- ---------------------------------------------------------------------------------------------- ------------------
A7C3 N/A 1,021.04487490 1.03481495 0.00000000 1.03481495 1,025.96615501 A7C3 7.000000%
- ------------------------------------------------------------------------------------------------ ------------------
</TABLE>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust Series 1999-S8
November 26, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 2,568,441.34
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 164,843.68
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,858
Ending Principal Balance of Outstanding Mortgage Loans 610,457,536.07
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 157,115.50
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
- --------------------------------------------------------------------------------
Group 1
- --------------------------------------------------------------------------------
Category Number Principal Balance Percentage
- --------------------------------------------------------------------------------
1 Month 2 372,931.40 0.06%
- --------------------------------------------------------------------------------
2 Months 0 0.00 0.00%
- --------------------------------------------------------------------------------
3+Months 0 0.00 0.00%
- --------------------------------------------------------------------------------
Total 2 372,931.40 0.06%
- --------------------------------------------------------------------------------
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 52,215.57
Sec. 6.02(a)(x) Class A Percentage 95.68440%
Class M Percentage 2.23389%
Class B Percentage 2.08171%
Class A Principal Balance 587,055,067.16
Class M Principal Balance 13,705,644.72
Class B Principal Balance 12,771,965.17
NON-PO Class A Percentage 95.66070%
NON-PO Class A Prepayment Percentage 100.00000%
M Credit Support 2.09%
B1 Credit Support 1.17%
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
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust Series 1999-S9
Statement to Certificateholders
November 26, 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 138,313,000.00 135,763,598.65 1,496,884.17 707,102.08 2,203,986.25 0.00 0.00 134,266,714.48
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 18,024,650.93 61,359.07 93,878.39 155,237.46 0.00 0.00 17,963,291.86
A4 11,659,635.00 11,506,205.90 39,169.14 59,928.16 99,097.30 0.00 0.00 11,467,036.76
AP 164,041.00 161,553.17 642.51 0.00 642.51 0.00 0.00 160,910.66
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 2,775,097.00 2,738,579.51 9,322.60 14,263.43 23,586.03 0.00 0.00 2,729,256.91
B1 555,019.00 547,715.51 1,864.52 2,852.68 4,717.20 0.00 0.00 545,850.99
B2 647,523.00 639,002.25 2,175.28 3,328.14 5,503.42 0.00 0.00 636,826.97
B3 555,019.00 547,715.51 1,864.52 2,852.68 4,717.20 0.00 0.00 545,850.99
B4 277,510.00 273,858.25 932.26 1,426.35 2,358.61 0.00 0.00 272,925.99
B5 277,510.15 273,858.40 932.26 1,426.35 2,358.61 0.00 0.00 272,926.14
- ------------------------------------------------------------------------------------------------------------------------
TOTALS 185,006,454.15 181,993,738.08 1,615,146.33 947,042.64 2,562,188.97 0.00 0.00 180,378,591.75
- ------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------
AX 177,144,828.10 174,246,097.70 0.00 56,981.33 56,981.33 0.00 0.00 172,659,648.65
- ------------------------------------------------------------------------------------------------------------------------
<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 981.56788335 10.82244019 5.11233275 15.93477294 970.74544316 A1 6.250000%
A2 16162TKW5 1,000.00000000 0.00000000 5.20833377 5.20833377 1,000.00000000 A2 6.250000%
A3 16162TKX3 986.84100356 3.35937969 5.13979688 8.49917657 983.48162387 A3 6.250000%
A4 16162TKY1 986.84100317 3.35937960 5.13979726 8.49917686 983.48162357 A4 6.250000%
AP 16162TKZ8 984.83409635 3.91676471 0.00000000 3.91676471 980.91733164 AP 0.000000%
AR 16162TLA2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.250000%
M 16162TLB0 986.84100412 3.35937807 5.13979511 8.49917318 983.48162605 M 6.250000%
B1 16162TLC8 986.84100905 3.35938049 5.13978801 8.49916850 983.48162856 B1 6.250000%
B2 16162TLD6 986.84100796 3.35938646 5.13980198 8.49918845 983.48162150 B2 6.250000%
B3 16162TMC7 986.84100905 3.35938049 5.13978801 8.49916850 983.48162856 B3 6.250000%
B4 16162TMD5 986.84101474 3.35937444 5.13981478 8.49918922 983.48164030 B4 6.250000%
B5 16162TME3 986.84102185 3.35937262 5.13981200 8.49918462 983.48164923 B5 6.250000%
- ----------------------------------------------------------------------------------------------- ------------------
TOTALS 983.71561639 8.73021613 5.11897082 13.84918695 974.98540026
- -----------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------- ------------------
AX N/A 983.63638142 0.00000000 0.32166522 0.32166522 974.68072030 AX 0.392419%
- ----------------------------------------------------------------------------------------------- ------------------
</TABLE>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust Series 1999-S9
November 26, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 995,590.64
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 35,772.84
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 598
Ending Principal Balance of Outstanding Mortgage Loans 180,378,592.21
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 47,606.53
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
- --------------------------------------------------------------------------------
Group 1
- --------------------------------------------------------------------------------
Category Number Principal Balance Percentage
- --------------------------------------------------------------------------------
1 Month 1 270,020.60 0.15%
- --------------------------------------------------------------------------------
2 Months 0 0.00 0.00%
- --------------------------------------------------------------------------------
3+Months 0 0.00 0.00%
- --------------------------------------------------------------------------------
Total 1 270,020.60 0.15%
- --------------------------------------------------------------------------------
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 7,083.48
Sec. 6.02(a)(x) Class A Percentage 97.24126%
Class M Percentage 1.50477%
Class B Percentage 1.25397%
Class A Principal Balance 176,973,008.65
Class M Principal Balance 2,738,579.51
Class B Principal Balance 2,282,149.92
NON-PO Class A Percentage 97.23881%
NON-PO Class A Prepayment Percentage 100.00000%
M Credit Support 1.26%
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>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust Series 1999-S10
Statement to Certificateholders
November 26, 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 49,589,198.28 360,041.49 244,175.15 604,216.64 0.00 0.00 49,229,156.79
A5 16,987,952.00 16,681,562.78 121,116.19 135,067.66 256,183.85 0.00 0.00 16,560,446.59
A6 6,512,048.00 6,394,598.79 46,427.87 43,267.61 89,695.48 0.00 0.00 6,348,170.92
A7 7,785,000.00 6,014,730.15 0.00 0.00 0.00 0.00 33,832.86 6,048,563.01
A8 22,275,000.00 22,275,000.00 0.00 118,800.00 118,800.00 0.00 0.00 22,275,000.00
A9 7,425,000.00 7,425,000.00 0.00 48,262.50 48,262.50 0.00 0.00 7,425,000.00
A10 57,400,000.00 56,291,810.63 203,481.12 316,641.43 520,122.55 0.00 0.00 56,088,329.51
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 19,639,286.45 142,590.69 96,703.03 239,293.72 0.00 0.00 19,496,695.76
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 75,613,387.89 808,399.17 441,078.10 1,249,477.27 0.00 0.00 74,804,988.72
A20 33,000,000.00 33,577,265.61 0.00 43,909.04 43,909.04 0.00 202,862.65 33,780,128.26
A21 3,801,200.00 2,184,582.97 0.00 0.00 0.00 0.00 13,198.52 2,197,781.49
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 10,264,839.57 43,876.92 0.00 43,876.92 0.00 0.00 10,220,962.65
AP 3,344,515.00 3,332,896.76 3,237.76 0.00 3,237.76 0.00 0.00 3,329,659.00
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 16,100,000.00 16,061,460.24 13,047.50 90,345.71 103,393.21 0.00 0.00 16,048,412.74
B1 5,950,000.00 5,935,757.05 4,821.90 33,388.63 38,210.53 0.00 0.00 5,930,935.15
B2 2,450,000.00 2,444,135.25 1,985.49 13,748.26 15,733.75 0.00 0.00 2,442,149.76
B3 2,100,000.00 2,094,973.08 1,701.85 11,784.22 13,486.07 0.00 0.00 2,093,271.23
B4 1,400,000.00 1,396,648.71 1,134.57 7,856.15 8,990.72 0.00 0.00 1,395,514.14
B5 1,750,998.00 1,746,806.51 1,419.02 9,825.79 11,244.81 0.00 0.00 1,745,387.49
- -------------------------------------------------------------------------------------------------------------------
TOTALS 700,000,613.00 691,878,940.72 1,753,281.54 3,623,177.24 5,376,458.78 0.00 249,894.03 690,375,553.21
- -------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------
A15 20,000,000.00 20,000,000.00 0.00 0.00 0.00 0.00 0.00 19,496,695.76
AX 546,040,645.12 538,608,941.12 0.00 138,740.81 138,740.81 0.00 0.00 537,252,334.49
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 2,607,358.20 0.00 15,752.79 15,752.79 0.00 0.00 2,579,482.37
- -------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------
A20C3 33,000,000.00 33,577,265.62 0.00 0.00 0.00 0.00 202,862.65 33,780,128.27
- -------------------------------------------------------------------------------------------------------------------
</TABLE>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust Series 1999-S10
Statement to Certificateholders
November 26, 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 981.96432238 7.12953446 4.83515149 11.96468594 974.83478792 A4 5.908750%
A5 981.96432272 7.12953451 7.95079124 15.08032575 974.83478821 A5 9.716187%
A6 981.96432059 7.12953436 6.64424003 13.77377439 974.83478623 A6 8.119530%
A7 772.60502890 0.00000000 0.00000000 0.00000000 776.95093256 A7 6.750000%
A8 1,000.00000000 0.00000000 5.33333333 5.33333333 1,000.00000000 A8 6.400000%
A9 1,000.00000000 0.00000000 6.50000000 6.50000000 1,000.00000000 A9 7.800000%
A10 980.69356498 3.54496725 5.51640122 9.06136847 977.14859774 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 981.96432250 7.12953450 4.83515150 11.96468600 974.83478800 A14 5.908750%
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 971.89444589 10.39073483 5.66938432 16.06011915 961.50371105 A19 7.000000%
A20 1,017.49289727 0.00000000 1.33057697 1.33057697 1,023.64025030 A20 1.569242%
A21 574.70876828 0.00000000 0.00000000 0.00000000 578.18096654 A21 7.250000%
A22 1,000.00000000 0.00000000 6.04166654 6.04166654 1,000.00000000 A22 7.250000%
A23 977.25009711 4.17724252 0.00000000 4.17724252 973.07285459 A23 0.000000%
AP 996.52618093 0.96808057 0.00000000 0.96808057 995.55810035 AP 0.000000%
AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.750000%
M 997.60622609 0.81040373 5.61153478 6.42193851 996.79582236 M 6.750000%
B1 997.60622689 0.81040336 5.61153445 6.42193782 996.79582353 B1 6.750000%
B2 997.60622449 0.81040408 5.61153469 6.42193878 996.79582041 B2 6.750000%
B3 997.60622857 0.81040476 5.61153333 6.42193810 996.79582381 B3 6.750000%
B4 997.60622143 0.81040714 5.61153571 6.42194286 996.79581429 B4 6.750000%
B5 997.60622799 0.81040641 5.61153696 6.42194337 996.79582158 B5 6.750000%
- ----------------------------------------------------------------------------------------
TOTALS 988.39762119 2.50468572 5.17596295 7.68064867 986.24992663
- ----------------------------------------------------------------------------------------
- ---------------------------------------------------------------------------------------- --------------------
A15 1,000.00000000 0.00000000 0.00000000 0.00000000 974.83478800 A15 0.000000%
AX 986.38983368 0.00000000 0.25408513 0.25408513 983.90539109 AX 0.309109%
A20C1 1,000.00000000 0.00000000 5.62500000 5.62500000 1,000.00000000 A20C1 6.750000%
A20C2 971.89444498 0.00000000 5.87186260 5.87186260 961.50371143 A20C2 7.250000%
- ---------------------------------------------------------------------------------------- --------------------
- ---------------------------------------------------------------------------------------- --------------------
A20C3 1,017.49289758 0.00000000 0.00000000 0.00000000 1,023.64025061 A20C3 7.250000%
- ---------------------------------------------------------------------------------------- --------------------
</TABLE>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust Series 1999-S10
November 26, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 941,102.35
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 176,692.22
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 2,028
Ending Principal Balance of Outstanding Mortgage Loans 690,375,553.70
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 177,178.66
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
- --------------------------------------------------------------------------------
Group 1
- --------------------------------------------------------------------------------
Category Number Principal Balance Percentage
- --------------------------------------------------------------------------------
1 Month 2 502,826.97 0.07%
- --------------------------------------------------------------------------------
2 Months 1 293,132.97 0.04%
- --------------------------------------------------------------------------------
3+Months 1 112,575.38 0.02%
- --------------------------------------------------------------------------------
Total 4 908,535.32 0.13%
- --------------------------------------------------------------------------------
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
- --------------------------------------------------------------------------------
Group 1
- --------------------------------------------------------------------------------
Number Principal Balance Percentage
- --------------------------------------------------------------------------------
1 562,039.93 0.08%
- --------------------------------------------------------------------------------
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 95.71026%
Class M Percentage 2.32143%
Class B Percentage 1.96831%
Class A Principal Balance 662,199,159.89
Class M Principal Balance 16,061,460.24
Class B Principal Balance 13,618,320.60
NON-PO Class A Percentage 95.68950%
NON-PO Class A Prepayment Percentage 100.00000%
M Credit Support 1.98%
B1 Credit Support 1.12%
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>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust Series 1999-S11
Statement to Certificateholders
November 26, 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 95,011,521.83 128,203.69 534,439.81 662,643.50 0.00 0.00 94,883,318.14
A2 59,000,000.00 58,383,564.09 113,796.75 328,407.55 442,204.30 0.00 0.00 58,269,767.34
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 64,325,331.73 124,546.70 361,829.99 486,376.69 0.00 0.00 64,200,785.03
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 5,247,127.18 56,913.03 29,515.09 86,428.12 0.00 0.00 5,190,214.15
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 10,117,872.82 0.00 0.00 0.00 0.00 56,913.03 10,174,785.85
A9 11,440,000.00 11,315,665.03 62,692.51 63,650.62 126,343.13 0.00 0.00 11,252,972.52
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 11,145,334.97 0.00 0.00 0.00 0.00 62,692.51 11,208,027.48
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 1,088,172.09 1,577.99 0.00 1,577.99 0.00 0.00 1,086,594.10
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 9,000,000.00 8,986,445.51 6,858.94 50,548.76 57,407.70 0.00 0.00 8,979,586.57
B1 3,400,000.00 3,394,879.42 2,591.16 19,096.20 21,687.36 0.00 0.00 3,392,288.26
B2 1,600,000.00 1,597,590.32 1,219.37 8,986.45 10,205.82 0.00 0.00 1,596,370.95
B3 1,200,000.00 1,198,192.73 914.53 6,739.83 7,654.36 0.00 0.00 1,197,278.20
B4 800,000.00 798,795.16 609.68 4,493.22 5,102.90 0.00 0.00 798,185.48
B5 1,000,409.87 998,903.20 762.42 5,618.83 6,381.25 0.00 0.00 998,140.78
- -------------------------------------------------------------------------------------------------------------------
TOTALS 400,000,346.87 397,986,396.08 500,686.77 2,112,946.98 2,613,633.75 0.00 119,605.54 397,605,314.85
- -------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------
AX 358,117,946.52 356,213,434.65 0.00 152,472.51 152,472.51 0.00 0.00 355,892,793.42
- -------------------------------------------------------------------------------------------------------------------
</TABLE>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust Series 1999-S11
Statement to Certificateholders
November 26, 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 992.74362976 1.33955750 5.58418291 6.92374041 991.40407226 A1 6.750000%
A2 16162TNP7 989.55193373 1.92875847 5.56622966 7.49498814 987.62317525 A2 6.750000%
A3 16162TNQ5 1,000.00000000 0.00000000 5.62500019 5.62500019 1,000.00000000 A3 6.750000%
A4 16162TNR3 989.62048815 1.91610308 5.56661523 7.48271831 987.70438508 A4 6.750000%
A5 16162TNS1 1,000.00000000 0.00000000 5.62500000 5.62500000 1,000.00000000 A5 6.750000%
A6 16162TNT9 978.94163806 10.61810261 5.50654664 16.12464925 968.32353545 A6 6.750000%
A7 16162TNU6 1,000.00000000 0.00000000 5.62500000 5.62500000 1,000.00000000 A7 6.750000%
A8 16162TNV4 1,011.28164118 0.00000000 0.00000000 0.00000000 1,016.97009995 A8 6.750000%
A9 16162TNW2 989.13155857 5.48011451 5.56386538 11.04397990 983.65144406 A9 6.750000%
A10 16162TNX0 1,000.00000000 0.00000000 5.62500000 5.62500000 1,000.00000000 A10 6.750000%
A11 16162TNY8 1,011.28164141 0.00000000 0.00000000 0.00000000 1,016.97010072 A11 6.750000%
A12 16162TNZ5 1,000.00000000 0.00000000 5.62500000 5.62500000 1,000.00000000 A12 6.750000%
AP 16162TPA8 997.55700439 1.44658643 0.00000000 1.44658643 996.11041796 AP 0.000000%
AR 16162TPB6 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.750000%
M 16162TPC4 998.49394556 0.76210444 5.61652889 6.37863333 997.73184111 M 6.750000%
B1 16162TPD2 998.49394706 0.76210588 5.61652941 6.37863529 997.73184118 B1 6.750000%
B2 16162TPE0 998.49395000 0.76210625 5.61653125 6.37863750 997.73184375 B2 6.750000%
B3 16162TPF7 998.49394167 0.76210833 5.61652500 6.37863333 997.73183333 B3 6.750000%
B4 16162TPG5 998.49395000 0.76210000 5.61652500 6.37862500 997.73185000 B4 6.750000%
B5 16162TPH3 998.49394729 0.76210763 5.61652795 6.37863559 997.73183965 B5 6.750000%
- ---------------------------------------------------------------------------------------------- ------------------
TOTALS 994.96512739 1.25171584 5.28236287 6.53407871 994.01242514
- ----------------------------------------------------------------------------------------------
- ---------------------------------------------------------------------------------------------- ------------------
AX N/A 994.68188654 0.00000000 0.42576060 0.42576060 993.78653563 AX 0.513644%
- ---------------------------------------------------------------------------------------------- ------------------
</TABLE>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust Series 1999-S11
November 26, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 77,195.13
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 80,337.41
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,233
Ending Principal Balance of Outstanding Mortgage Loans 397,605,315.07
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 102,315.67
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
- --------------------------------------------------------------------------------
Group 1
- --------------------------------------------------------------------------------
Category Number Principal Balance Percentage
- --------------------------------------------------------------------------------
1 Month 2 462,117.60 0.12%
- --------------------------------------------------------------------------------
2 Months 1 377,575.95 0.09%
- --------------------------------------------------------------------------------
3+Months 0 0.00 0.00%
- --------------------------------------------------------------------------------
Total 3 839,693.55 0.21%
- --------------------------------------------------------------------------------
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 95.73483%
Class M Percentage 2.25798%
Class B Percentage 2.00719%
Class A Principal Balance 381,011,589.74
Class M Principal Balance 8,986,445.51
Class B Principal Balance 7,988,360.83
NON-PO Class A Percentage 95.72313%
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>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Morgage Finance Corporation Series 1999-S12
Statement to Certificateholders
November 26, 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 9,923,752.82 64,976.07 57,888.56 122,864.63 0.00 0.00 9,858,776.75
A5 68,000,000.00 67,363,336.03 542,550.22 392,952.79 935,503.01 0.00 0.00 66,820,785.81
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 68,708,125.00 0.00 148,166.26 148,166.26 0.00 309,986.59 69,018,111.59
A8 3,840,000.00 3,863,200.00 0.00 0.00 0.00 0.00 23,340.17 3,886,540.17
A9 3,000,000.00 3,018,125.00 0.00 0.00 0.00 0.00 18,234.51 3,036,359.51
A10 1,476,000.00 1,484,917.50 0.00 0.00 0.00 0.00 8,971.38 1,493,888.88
AP 3,231,864.00 3,229,085.42 2,799.41 0.00 2,799.41 0.00 0.00 3,226,286.01
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 6,600,000.00 6,595,267.16 4,787.47 39,846.41 44,633.88 0.00 0.00 6,590,479.69
B1 2,700,000.00 2,698,063.84 1,958.51 16,300.80 18,259.31 0.00 0.00 2,696,105.33
B2 1,200,000.00 1,199,139.48 870.45 7,244.80 8,115.25 0.00 0.00 1,198,269.03
B3 900,000.00 899,354.61 652.84 5,433.60 6,086.44 0.00 0.00 898,701.77
B4 600,000.00 599,569.74 435.22 3,622.40 4,057.62 0.00 0.00 599,134.52
B5 751,414.98 750,876.14 545.06 4,536.54 5,081.60 0.00 0.00 750,331.08
- -------------------------------------------------------------------------------------------------------------------
TOTALS 300,010,378.98 299,643,812.74 619,575.25 1,430,306.33 2,049,881.58 0.00 360,532.65 299,384,770.14
- -------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------
AX 210,442,300.73 210,149,825.87 0.00 70,715.69 70,715.69 0.00 0.00 209,966,365.01
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 3,199,554.79 0.00 19,330.64 19,330.64 0.00 0.00 3,178,605.61
- -------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------
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 51,308,125.00 0.00 0.00 0.00 0.00 309,986.59 51,618,111.59
- -------------------------------------------------------------------------------------------------------------------
</TABLE>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Morgage Finance Corporation Series 1999-S12
Statement to Certificateholders
November 26, 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 992.37528200 6.49760700 5.78885600 12.28646300 985.87767500 A4 7.000000%
A5 16162TPN0 990.63729456 7.97867971 5.77871750 13.75739721 982.65861485 A5 7.000000%
A6 16162TPP5 1,000.00000000 0.00000000 5.83333355 5.83333355 1,000.00000000 A6 7.000000%
A7 16162TPQ3 1,004.50475146 0.00000000 2.16617339 2.16617339 1,009.03671915 A7 2.587751%
A8 16162TPR1 1,006.04166667 0.00000000 0.00000000 0.00000000 1,012.11983594 A8 7.250000%
A9 16162TPS9 1,006.04166667 0.00000000 0.00000000 0.00000000 1,012.11983667 A9 7.250000%
A10 16162TPT7 1,006.04166667 0.00000000 0.00000000 0.00000000 1,012.11983740 A10 7.250000%
AP 16162TPU4 999.14025466 0.86619053 0.00000000 0.86619053 998.27406413 AP 0.000000%
AR 16162TPV2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 7.250000%
M 16162TPW0 999.28290303 0.72537424 6.03733485 6.76270909 998.55752879 M 7.250000%
B1 16162TPX8 999.28290370 0.72537407 6.03733333 6.76270741 998.55752963 B1 7.250000%
B2 16162TPY6 999.28290000 0.72537500 6.03733333 6.76270833 998.55752500 B2 7.250000%
B3 16162TPZ3 999.28290000 0.72537778 6.03733333 6.76271111 998.55752222 B3 7.250000%
B4 16162TQA7 999.28290000 0.72536667 6.03733333 6.76270000 998.55753333 B4 7.250000%
B5 16162TQB5 999.28289958 0.72537814 6.03732973 6.76270787 998.55752144 B5 7.250000%
- ---------------------------------------------------------------------------------------------
TOTALS 998.77815481 2.06517939 4.76752283 6.83270221 997.91470934
- ---------------------------------------------------------------------------------------------
- --------------------------------------------------------------------------------------------- ------------------
AX N/A 998.61018978 0.00000000 0.33603363 0.33603363 997.73840279 AX 0.403801%
A7C2 1,000.00000000 0.00000000 6.04166539 6.04166539 1,000.00000000 A7C2 7.250000%
A7C3 992.37528278 0.00000000 5.99559957 5.99559957 985.87767615 A7C3 7.250000%
- --------------------------------------------------------------------------------------------- ------------------
- --------------------------------------------------------------------------------------------- ------------------
A7C1 1,000.00000000 0.00000000 6.04166667 6.04166667 1,000.00000000 A7C1 7.250000%
A7C4 1,006.04166667 0.00000000 0.00000000 0.00000000 1,012.11983510 A7C4 7.250000%
- --------------------------------------------------------------------------------------------- ------------------
</TABLE>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Morgage Finance Corporation Series 1999-S12
November 26, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 41,229.13
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 72,966.50
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 999
Ending Principal Balance of Outstanding Mortgage Loans 299,384,770.83
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 77,358.04
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
- --------------------------------------------------------------------------------
Group 1
- --------------------------------------------------------------------------------
Category Number Principal Balance Percentage
- --------------------------------------------------------------------------------
1 Month 3 894,217.22 0.30%
- --------------------------------------------------------------------------------
2 Months 1 370,243.55 0.12%
- --------------------------------------------------------------------------------
3+Months 0 0.00 0.00%
- --------------------------------------------------------------------------------
Total 4 1,264,460.77 0.42%
- --------------------------------------------------------------------------------
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 95.74753%
Class M Percentage 2.20104%
Class B Percentage 2.05144%
Class A Principal Balance 286,901,541.77
Class M Principal Balance 6,595,267.16
Class B Principal Balance 6,147,003.81
NON-PO Class A Percentage 95.70120%
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>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust Series 1999-S13
Statement to Certificateholders
November 26, 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 145,497,000.00 144,876,095.45 502,161.12 784,745.52 1,286,906.64 0.00 0.00 144,373,934.33
AP 381,686.00 380,288.55 1,426.40 0.00 1,426.40 0.00 0.00 378,862.15
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 1,950,000.00 1,943,766.38 6,290.21 10,528.73 16,818.94 0.00 0.00 1,937,476.17
B1 600,000.00 598,081.96 1,935.45 3,239.61 5,175.06 0.00 0.00 596,146.51
B2 600,000.00 598,081.96 1,935.45 3,239.61 5,175.06 0.00 0.00 596,146.51
B3 525,000.00 523,321.72 1,693.52 2,834.66 4,528.18 0.00 0.00 521,628.20
B4 225,000.00 224,280.74 725.79 1,214.85 1,940.64 0.00 0.00 223,554.95
B5 225,704.70 224,983.18 728.07 1,218.66 1,946.73 0.00 0.00 224,255.11
- -------------------------------------------------------------------------------------------------------------------
TOTALS 150,004,490.70 149,368,899.94 516,896.01 807,021.64 1,323,917.65 0.00 0.00 148,852,003.93
- -------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------
AX 131,857,163.93 131,284,719.47 0.00 55,229.60 55,229.60 0.00 0.00 130,832,753.26
- -------------------------------------------------------------------------------------------------------------------
<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 995.73252679 3.45135034 5.39355121 8.84490154 992.28117645 A1 6.500000%
AP 16162TQD1 996.33874441 3.73710327 0.00000000 3.73710327 992.60164114 AP 0.000000%
AR 16162TQE9 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.500000%
M 16162TQF6 996.80327179 3.22574872 5.39934872 8.62509744 993.57752308 M 6.500000%
B1 16162TQG4 996.80326667 3.22575000 5.39935000 8.62510000 993.57751667 B1 6.500000%
B2 16162TQH2 996.80326667 3.22575000 5.39935000 8.62510000 993.57751667 B2 6.500000%
B3 16162TQK5 996.80327619 3.22575238 5.39935238 8.62510476 993.57752381 B3 6.500000%
B4 16162TQL3 996.80328889 3.22573333 5.39933333 8.62506667 993.57755556 B4 6.500000%
B5 16162TQM1 996.80325664 3.22576358 5.39935588 8.62511946 993.57749307 B5 6.500000%
- ------------------------------------------------------------------------------------------ -------------------
TOTALS 995.76285512 3.44587024 5.37998320 8.82585344 992.31698488
- ------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------ -------------------
AX 16162TQJ8 995.65860176 0.00000000 0.41885930 0.41885930 992.23090624 AX 0.504822%
- ------------------------------------------------------------------------------------------ -------------------
</TABLE>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust Series 1999-S13
November 26, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 33,452.10
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 27,728.39
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 502
Ending Principal Balance of Outstanding Mortgage Loans 148,852,004.27
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 39,072.41
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 48,185.79 0.03%
- --------------------------------------------------------------------------------
2 Months 1 86,118.30 0.06%
- --------------------------------------------------------------------------------
3+ Months 0 0.00 0.00%
- --------------------------------------------------------------------------------
Total 2 134,304.09 0.09%
- --------------------------------------------------------------------------------
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 145,256,384.00
Class M Principal Balance 1,943,766.38
Class B Principal Balance 2,168,749.56
NON-PO Class A Percentage 97.2397%
NON-PO Class A Prepayment Percentage 100.0000%
M Credit Support 1.46%
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>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Corporation, Series 1999-AS1
Statement to Certificateholders
November 26, 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 13,953,333.88 300,705.45 75,580.56 376,286.01 0.00 0.00 13,652,628.43
IIA1 30,250,000.00 23,638,811.55 380,078.48 128,043.56 508,122.04 0.00 0.00 23,258,733.07
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 1,000,000.00 801,691.27 11,400.81 4,342.49 15,743.30 0.00 0.00 790,290.46
IIIA1 95,342,532.00 88,610,594.00 568,018.39 479,974.05 1,047,992.44 0.00 0.00 88,042,575.61
AP 25,169.00 24,549.61 70.14 0.00 70.14 0.00 0.00 24,479.47
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 4,786,000.00 4,742,133.94 5,142.64 25,686.56 30,829.20 0.00 0.00 4,736,991.30
B1 2,316,000.00 2,294,772.70 2,488.58 12,430.02 14,918.60 0.00 0.00 2,292,284.12
B2 1,235,000.00 1,223,680.62 1,327.03 6,628.27 7,955.30 0.00 0.00 1,222,353.59
B3 618,000.00 612,335.73 664.05 3,316.82 3,980.87 0.00 0.00 611,671.68
B4 386,000.00 382,462.11 414.76 2,071.67 2,486.43 0.00 0.00 382,047.35
B5 694,784.72 688,416.67 746.56 3,728.92 4,475.48 0.00 0.00 687,670.11
TOTALS 154,396,147.72 140,060,641.08 1,271,056.89 758,528.82 2,029,585.71 0.00 0.00 138,789,584.19
AX 152,908,229.99 138,602,753.90 0.00 100,430.62 100,430.62 0.00 0.00 137,335,067.00
- -------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ---------------------------------------------------------------------------------------------------------------
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE PASS-THROUGH RATES
- ---------------------------------------------------------------------------------------------------------------
PRIOR CURRENT CURRENT
PRINCIPAL PRINCIPAL PASS-THRU
CLASS CUSIP FACTOR PRINCIPAL INTEREST TOTAL FACTOR CLASS RATE
- ---------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
IA1 16162TER3 952.14033884 20.51938207 5.15742694 25.67680901 931.62095677 IA1 6.500000%
IIA1 16162TES1 781.44831570 12.56457785 4.23284496 16.79742281 768.88373785 IIA1 6.500000%
IIA2 16162TET9 1,000.00000000 0.00000000 5.41666572 5.41666572 1,000.00000000 IIA2 6.500000%
IIA3 16162TEU6 801.69127000 11.40081000 4.34249000 15.74330000 790.29046000 IIA3 6.500000%
IIIA1 16162TEV4 929.39207866 5.95766001 5.03420708 10.99186709 923.43441865 IIIA1 6.500000%
AP 16162TEW2 975.39075847 2.78676149 0.00000000 2.78676149 972.60399698 AP 0.000000%
AR 16162TEX0 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.500000%
M 16162TEY8 990.83450481 1.07451734 5.36702048 6.44153782 989.75998746 M 6.500000%
B1 16162TEZ5 990.83449914 1.07451641 5.36702073 6.44153713 989.75998273 B1 6.500000%
B2 16162TFA9 990.83451012 1.07451822 5.36702024 6.44153846 989.75999190 B2 6.500000%
B3 16162TFB7 990.83451456 1.07451456 5.36702265 6.44153722 989.76000000 B3 6.500000%
B4 16162TFC5 990.83448187 1.07450777 5.36702073 6.44152850 989.75997409 B4 6.500000%
B5 16162TFD3 990.83449907 1.07451989 5.36701498 6.44153487 989.75997918 B5 6.500000%
TOTALS 907.15113783 8.23243914 4.91287400 13.14531314 898.91869868
AX 906.44404104 0.00000000 0.65680323 0.65680323 898.15353306 AX 0.869511%
- ---------------------------------------------------------------------------------------------------------------
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Corporation, Series 1999-AS1
November 26, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 1,119,123.70
Aggregate Amount of Repurchase Proceeds 0.00
Group 1 Amount of Principal Prepayments 253,272.77
Group 1 Amount of Repurchase Proceeds 0.00
Group 2 Amount of Principal Prepayments 369,513.74
Group 2 Amount of Repurchase Proceeds 0.00
Group 3 Amount of Principal Prepayments 496,337.19
Group 3 Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 43,514.75
Group 1 Servicer Advances 6,330.31
Group 2 Servicer Advances 7,016.26
Group 3 Servicer Advances 30,168.18
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,166
Ending Principal Balance of Outstanding Mortgage Loans 138,789,584.42
Group 1 Outstanding Mortgage Loans 163
Ending Principal Balance of Group 1 Mortgage Loans 14,656,149.11
Group 2 Outstanding Mortgage Loans 85
Ending Principal Balance of Group 2 Mortgage Loans 29,513,882.29
Group 3 Outstanding Mortgage Loans 918
Ending Principal Balance of Group 3 Mortgage Loans 94,619,553.02
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 36,637.53
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
</TABLE>
----------------------------------------------------
Group 1
----------------------------------------------------
Category Number Principal Balance Percentage
----------------------------------------------------
1 Month 1 65,448.52 0.45%
2 Months 0 0.00 0.00%
3+Months 0 0.00 0.00%
Total 1 65,448.52 0.45%
----------------------------------------------------
----------------------------------------------------
Group 2
----------------------------------------------------
Category Number Principal Balance Percentage
----------------------------------------------------
1 Month 1 238,825.65 0.81%
2 Months 0 0.00 0.00%
3+Months 0 0.00 0.00%
Total 1 238,825.65 0.81%
----------------------------------------------------
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Corporation, Series 1999-AS1
November 26, 1999
----------------------------------------------------
Group 3
----------------------------------------------------
Category Number Principal Balance Percentage
----------------------------------------------------
1 Month 2 219,159.03 0.23%
2 Months 1 72,853.98 0.08%
3+Months 0 0.00 0.00%
Total 3 292,013.01 0.31%
----------------------------------------------------
----------------------------------------------------
Group Totals
----------------------------------------------------
Category Number Principal Balance Percentage
----------------------------------------------------
1 Month 4 523,433.20 0.38%
2 Months 1 72,853.98 0.05%
3+Months 0 0.00 0.00%
Total 5 596,287.18 0.43%
----------------------------------------------------
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
-------------------------------------------------
1 155,227.60 0.16%
-------------------------------------------------
-------------------------------------------------
Group Totals
-------------------------------------------------
Number Principal Balance Percentage
-------------------------------------------------
1 155,227.60 0.11%
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%
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Corporation, Series 1999-AS1
November 26, 1999
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 18,562.95
Sec. 6.02(a)(x) Class A Percentage 92.90%
Class M Percentage 3.39%
Class B Percentage 3.71%
Class A Principal Balance 130,116,839.31
Class M Principal Balance 4,742,133.94
Class B Principal Balance 5,201,667.83
NON-PO Class A Percentage 92.8991%
NON-PO Class A Prepayment Percentage 100.0000%
M Credit Support 3.71%
B1 Credit Support 2.08%
B2 Credit Support 1.20%
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
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-AS2
Statement to Certificateholders
November 26, 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 21,864,017.23 101,027.25 118,430.09 219,457.34 0.00 0.00 21,762,989.98
IIA1 9,200,000.00 3,543,249.43 1,454,322.32 19,192.60 1,473,514.92 0.00 0.00 2,088,927.11
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 16,895.41 61.96 0.00 61.96 0.00 0.00 16,833.45
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 5,250,000.00 5,220,376.55 6,134.44 28,277.04 34,411.48 0.00 0.00 5,214,242.11
B1 2,625,000.00 2,610,188.27 3,067.22 14,138.52 17,205.74 0.00 0.00 2,607,121.05
B2 1,200,000.00 1,193,228.93 1,402.16 6,463.32 7,865.48 0.00 0.00 1,191,826.77
B3 675,000.00 671,191.27 788.71 3,635.62 4,424.33 0.00 0.00 670,402.56
B4 375,000.00 372,884.03 438.17 2,019.79 2,457.96 0.00 0.00 372,445.86
B5 751,676.40 747,435.01 878.31 4,048.61 4,926.92 0.00 0.00 746,556.70
TOTALS 150,003,961.40 143,682,466.13 1,568,120.54 778,188.50 2,346,309.04 0.00 0.00 142,114,345.59
AX 148,463,136.00 142,169,498.60 0.00 109,006.50 109,006.50 0.00 0.00 140,607,345.29
- ----------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ----------------------------------------------------------------------------------------------------------------
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE PASS-THROUGH RATES
- ----------------------------------------------------------------------------------------------------------------
PRIOR CURRENT CURRENT
PRINCIPAL PRINCIPAL PASS-THRU
CLASS CUSIP FACTOR PRINCIPAL INTEREST TOTAL FACTOR CLASS RATE
- ----------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
IA1 16162T KG0 973.16140250 4.49669515 5.27129078 9.76798593 968.66470735 IA1 6.500000%
IIA1 16162T KH8 385.13580761 158.07851304 2.08615217 160.16466522 227.05729457 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 983.14867617 3.60546989 0.00000000 3.60546989 979.54320628 AP 0.000000%
AR 16162T KN5 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.500000%
M 16162T KP0 994.35743810 1.16846476 5.38610286 6.55456762 993.18897333 M 6.500000%
B1 16162T KQ8 994.35743619 1.16846476 5.38610286 6.55456762 993.18897143 B1 6.500000%
B2 16162T KR6 994.35744167 1.16846667 5.38610000 6.55456667 993.18897500 B2 6.500000%
B3 16162T KS4 994.35743704 1.16845926 5.38610370 6.55456296 993.18897778 B3 6.500000%
B4 16162T KT2 994.35741333 1.16845333 5.38610667 6.55456000 993.18896000 B4 6.500000%
B5 16162T KU9 994.35742562 1.16846824 5.38610764 6.55457588 993.18895738 B5 6.500000%
TOTALS 957.85781115 10.45386085 5.18778633 15.64164718 947.40395029
AX 957.60807989 0.00000000 0.73423277 0.73423277 947.08591694 AX 0.920083%
- ----------------------------------------------------------------------------------------------------------------
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
<TABLE>
<S> <C> <C>
Chase Mortgage Finance Trust, Series 1999-AS2
November 26, 1999
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 1,399,250.32
Aggregate Amount of Repurchase Proceeds 0.00
Group 1 Amount of Principal Prepayments 28,672.08
Group 1 Amount of Repurchase Proceeds 0.00
Group 2 Amount of Principal Prepayments 1,370,578.24
Group 2 Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 41,546.99
Group 1 Servicer Advances 9,025.10
Group 2 Servicer Advances 32,521.89
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,347
Ending Principal Balance of Outstanding Mortgage Loans 142,114,346.04
Group 1 Outstanding Mortgage Loans 241
Ending Principal Balance of Group 1 Mortgage Loans 23,500,320.52
Group 2 Outstanding Mortgage Loans 1,106
Ending Principal Balance of Group 2 Mortgage Loans 118,614,025.52
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 37,584.94
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans
in Delinquency
</TABLE>
----------------------------------------------------
Group 1
----------------------------------------------------
Category Number Principal Balance Percentage
----------------------------------------------------
1 Month 0 0.00 0.00%
2 Months 1 391,655.56 1.67%
3+Months 0 0.00 0.00%
Total 1 391,655.56 1.67%
----------------------------------------------------
----------------------------------------------------
Group 2
----------------------------------------------------
Category Number Principal Balance Percentage
----------------------------------------------------
1 Month 4 314,524.37 0.27%
2 Months 1 213,645.08 0.18%
3+Months 0 0.00 0.00%
Total 5 528,169.45 0.45%
----------------------------------------------------
----------------------------------------------------
Group Totals
----------------------------------------------------
Category Number Principal Balance Percentage
----------------------------------------------------
1 Month 4 314,524.37 0.22%
2 Months 2 605,300.64 0.43%
3+ Months 0 0.00 0.00%
Total 6 919,825.01 0.65%
----------------------------------------------------
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-AS2
November 26, 1999
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 Totals
-----------------------------------------
Number Principal Balance Percentage
-----------------------------------------
0 0.00 0.00%
-----------------------------------------
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%
-----------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 15,857.30
Sec. 6.02(a)(x) Class A Percentage 92.47%
Class M Percentage 3.63%
Class B Percentage 3.89%
Class A Principal Balance 132,867,162.07
Class M Principal Balance 5,220,376.55
Class B Principal Balance 5,594,927.51
NON-PO Class A Percentage 92.4719%
NON-PO Class A Prepayment Percentage 100.0000%
M Credit Support 3.89%
B1 Credit Support 2.08%
B2 Credit Support 1.25%
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
