<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: July 26, 1999
CHASE MORTGAGE FINANCE CORPORATION
---------------------------------------------------------------------
(Exact Name of Registrant)
<TABLE>
<S> <C> <C>
Delaware 333-56081 52-1495132
- ------------------------------ ------------------------------- --------------------------------
(State or other jurisdiction (Commission File Number) (IRS Employer
of incorporation) Identification No.)
</TABLE>
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 July 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-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 July 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: August 5, 1999
THE CHASE MANHATTAN BANK,
As Paying Agent, on behalf of Chase Mortgage Finance
Corp.
By: /s/ Andrew M. Cooper
-----------------------------------
Name: Andrew M. Cooper
Title: Trust Officer
<PAGE>
INDEX TO EXHIBITS
----------------------------
Exhibit No. Description
- --------------- -----------------
20.1 Monthly Reports with respect to the
distribution to certificateholders on
July 26, 1999.
<PAGE>
Chase Mortgage Finance Corporation, Series 1999-S1
Statement to Certificateholders
July 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 85,736,720.62 997,373.60 464,407.24 1,461,780.84 0.00 0.00 84,739,347.02
A7 18,242,000.00 14,176,087.40 1,307,831.93 0.00 1,307,831.93 0.00 76,787.14 12,945,042.61
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 54,505,010.84 512,793.20 295,235.48 808,028.68 0.00 0.00 53,992,217.64
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 1,027,378.34 0.00 0.00 0.00 0.00 5,564.97 1,032,943.31
AP 661,605.00 657,605.60 685.98 0.00 685.98 0.00 0.00 656,919.62
AR 100.00 0.00 0.00 0.03 0.03 0.00 0.00 0.00
M 8,600,000.00 8,564,427.86 7,297.27 46,390.65 53,687.92 0.00 0.00 8,557,130.59
B1 3,600,000.00 3,585,109.34 3,054.67 19,419.34 22,474.01 0.00 0.00 3,582,054.67
B2 1,600,000.00 1,593,381.93 1,357.63 8,630.82 9,988.45 0.00 0.00 1,592,024.30
B3 1,400,000.00 1,394,209.19 1,187.93 7,551.97 8,739.90 0.00 0.00 1,393,021.26
B4 800,000.00 796,690.96 678.82 4,315.41 4,994.23 0.00 0.00 796,012.14
B5 1,000,424.92 996,287.08 848.88 5,396.56 6,245.44 0.00 0.00 995,438.20
TOTALS 400,000,129.92 390,701,909.16 2,833,109.91 1,996,008.52 4,829,118.43 0.00 82,352.11 387,951,151.36
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 361,515,966.00 352,491,663.69 0.00 109,414.77 109,414.77 0.00 0.00 349,783,821.68
</TABLE>
[Image] (C) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Corporation, Series 1999-S1
Statement to Certificateholders
July 26, 1999
<TABLE>
<CAPTION>
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE PASS-THROUGH RATES
PRIOR CURRENT CURRENT
PRINCIPAL PRINCIPAL PASS-THRU
CLASS FACTOR PRINCIPAL INTEREST TOTAL FACTOR CLASS 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 961.24943235 11.18219591 5.20676780 16.38896371 950.06723644 A6 6.500000 %
A7 777.11256441 71.69345083 0.00000000 71.69345083 709.62847330 A7 6.500000 %
A8 1,000.00000000 0.00000000 5.41666667 5.41666667 1,000.00000000 A8 6.500000 %
A9 969.25366931 9.11891738 5.25012412 14.36904151 960.13475193 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 1,027.37834000 0.00000000 0.00000000 0.00000000 1,032.94331000 A23 6.500000 %
AP 993.95500336 1.03684222 0.00000000 1.03684222 992.91816114 AP 0.000000 %
AR 0.00000000 0.00000000 0.30000000 0.30000000 0.00000000 AR 6.500000 %
M 995.86370465 0.84851977 5.39426163 6.24278140 995.01518488 M 6.500000 %
B1 995.86370556 0.84851944 5.39426111 6.24278056 995.01518611 B1 6.500000 %
B2 995.86370625 0.84851875 5.39426250 6.24278125 995.01518750 B2 6.500000 %
B3 995.86370714 0.84852143 5.39426429 6.24278571 995.01518571 B3 6.500000 %
B4 995.86370000 0.84852500 5.39426250 6.24278750 995.01517500 B4 6.500000 %
B5 995.86391750 0.84851945 5.39426787 6.24278731 995.01539806 B5 6.500000 %
TOTALS 976.75445565 7.08277247 4.99001968 12.07279215 969.87756338
A5 1,000.00000000 0.00000000 5.41666691 5.41666691 1,000.00000000 A5 6.500000 %
AX 975.03761062 0.00000000 0.30265543 0.30265543 967.54736879 AX 0.372481 %
</TABLE>
[Image] (C) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Corporation, Series 1999-S1
July 26, 1999
STATEMENT TO CERTIFICATEHOLDERS
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 2,417,813.46
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv): Aggregate Servicer Advances 2,138,501.73
Sec. 6.02(a)(v): Number of Outstanding Mortgage Loans 1,239.00
Ending Principal Balance of Outstanding Mortgage Loans 387,951,151.69
Sec. 6.02(a)(vi): Aggregate Amount of Servicing Fees 100,442.95
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
<CAPTION>
Group Totals
Category Number Principal Balance Percentage
<S> <C> <C> <C>
1 Month 9 2,265,889.41 0.58 %
2 Months 4 738,953.33 0.19 %
3+ Months 0 0.00 0.00 %
Total 13 3,004,842.74 0.77 %
<CAPTION>
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
Group Totals
Number Principal Balance Percentage
<S> <C> <C> <C>
0 0.00 0.00 %
<CAPTION>
Sec. 6.02(a)(viii) Number and Aggregate Principal Amounts of REO Loans
Group Totals
Number Principal Balance Percentage
<S> <C> <C> <C>
0 0.00 0.00 %
<S> <C> <C>
Sec. 6.02(a)(ix): Aggregate Amount of All Advances Recovered
During the Related Due Period 0.00
Sec. 6.02(a)(x): Class A Percentage 95.67 %
Class A Principal Balance 373,771,802.80
Class M Percentage 2.19 %
Class M Principal Balance 8,564,427.86
Class B Percentage 2.14 %
Class B Principal Balance 8,365,678.50
NON-PO Class A Percentage 95.66 %
NON-PO Class A Prepayment Percentage 100.00 %
M Credit Support 2.15 %
B1 Credit Support 1.21 %
B2 Credit Support 0.81 %
B3 Credit Support 0.45 %
B4 Credit Support 0.26 %
Sec. 6.02(a)(xi): Aggregate Cummulative Losses Since Cut-Off 0.00
Sec. 6.02(a)(xiv): Compensating Interest Shortfall 0.00
</TABLE>
[Image] (C) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S2
Statement to Certificateholders
July 26, 1999
DISTRIBUTION IN DOLLARS
<TABLE>
<CAPTION>
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 215,000,000.00 209,872,862.51 978,689.93 1,136,811.34 2,115,501.27 0.00 0.00 208,894,172.58
A2 126,772,000.00 123,197,073.56 682,397.24 667,317.48 1,349,714.72 0.00 0.00 122,514,676.32
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 46,547.69 46,547.69 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 21,317.73 21,317.73 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 374,266.00 372,651.36 470.04 0.00 470.04 0.00 0.00 372,181.32
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 9,900,000.00 9,867,670.66 8,281.60 53,449.88 61,731.48 0.00 0.00 9,859,389.06
B1 4,050,000.00 4,036,774.37 3,387.93 21,865.86 25,253.79 0.00 0.00 4,033,386.44
B2 1,575,000.00 1,569,856.70 1,317.53 8,503.39 9,820.92 0.00 0.00 1,568,539.17
B3 1,575,000.00 1,569,856.70 1,317.53 8,503.39 9,820.92 0.00 0.00 1,568,539.17
B4 900,000.00 897,060.97 752.87 4,859.08 5,611.95 0.00 0.00 896,308.10
B5 1,125,239.36 1,121,564.80 941.25 6,075.14 7,016.39 0.00 0.00 1,120,623.55
TOTALS 450,001,605.36 441,235,371.63 1,677,555.92 2,389,256.39 4,066,812.31 0.00 0.00 439,557,815.71
AX 420,440,757.99 411,794,682.86 0.00 135,813.17 135,813.17 0.00 0.00 410,154,758.83
</TABLE>
[Image] (C) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S2
Statement to Certificateholders
July 26, 1999
<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>
A1 16162TFL5 976.15284888 4.55204619 5.28749460 9.83954079 971.60080270 A1 6.500000 %
A2 16162TFM3 971.80034676 5.38287035 5.26391853 10.64678888 966.41747641 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 4.85833316 4.85833316 1,000.00000000 A8 5.830000 %
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 7.23125170 7.23125170 1,000.00000000 A11 8.677500 %
A12 16162TFX9 1,000.00000000 0.00000000 5.41666667 5.41666667 1,000.00000000 A12 6.500000 %
AP 16162TFY7 995.68584910 1.25589821 0.00000000 1.25589821 994.42995089 AP 0.000000 %
AR 16162TFZ4 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.500000 %
M 16162TGA8 996.73441010 0.83652525 5.39897778 6.23550303 995.89788485 M 6.500000 %
B1 16162TGB6 996.73441235 0.83652593 5.39897778 6.23550370 995.89788642 B1 6.500000 %
B2 16162TGC4 996.73441270 0.83652698 5.39897778 6.23550476 995.89788571 B2 6.500000 %
B3 16162TGE0 996.73441270 0.83652698 5.39897778 6.23550476 995.89788571 B3 6.500000 %
B4 16162TGF7 996.73441111 0.83652222 5.39897778 6.23550000 995.89788889 B4 6.500000 %
B5 16162TGG5 996.73441924 0.83648869 5.39897573 6.23546443 995.89793055 B5 6.500000 %
TOTALS 980.51955010 3.72788875 5.30943970 9.03732845 976.79166135
AX 16162TGD2 979.43568751 0.00000000 0.32302570 0.32302570 975.53519975 AX 0.395770 %
</TABLE>
[Image] (C) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S2
July 26, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 1,307,215.92
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 2,324,288.35
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,426
Ending Principal Balance of Outstanding Mortgage Loans 439,557,816.45
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 112,993.03
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage
Loans in Delinquency
</TABLE>
<TABLE>
<CAPTION>
Group 1
Category Number Principal Balance Percentage
<S> <C> <C> <C>
1 Month 18 5,078,131.28 1.16 %
2 Months 1 496,657.88 0.11 %
3+Months 1 259,832.53 0.06 %
Total 20 5,834,621.69 1.33 %
<CAPTION>
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
Group 1
Number Principal Balance Percentage
<S> <C> <C> <C>
0 0.00 0.00 %
</TABLE>
<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 0.00
Sec. 6.02(a)(x) Class A Percentage 95.67968 %
Class M Percentage 2.23637 %
Class B Percentage 2.08395 %
Class A Principal Balance 422,172,587.43
Class M Principal Balance 9,867,670.66
Class B Principal Balance 9,195,113.54
NON-PO Class A Percentage 95.67603 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 2.09 %
B1 Credit Support 1.17 %
B2 Credit Support 0.81 %
B3 Credit Support 0.46 %
B4 Credit Support 0.25 %
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[Image] (C) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S3
Statement to Certificateholders
July 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 112,065,223.00 109,751,407.05 1,572,048.86 571,621.91 2,143,670.77 0.00 0.00 108,179,358.19
AP 176,004.00 164,698.96 592.76 0.00 592.76 0.00 0.00 164,106.20
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 1,265,014.00 1,248,161.94 4,286.29 6,500.84 10,787.13 0.00 0.00 1,243,875.65
B1 402,504.00 397,141.99 1,363.82 2,068.45 3,432.27 0.00 0.00 395,778.17
B2 402,504.00 397,141.99 1,363.82 2,068.45 3,432.27 0.00 0.00 395,778.17
B3 345,004.00 340,407.99 1,168.99 1,772.96 2,941.95 0.00 0.00 339,239.00
B4 172,502.00 170,203.99 584.49 886.48 1,470.97 0.00 0.00 169,619.50
B5 172,505.00 170,206.96 584.51 886.49 1,471.00 0.00 0.00 169,622.45
TOTALS 115,001,360.00 112,639,370.87 1,581,993.54 585,805.58 2,167,799.12 0.00 0.00 111,057,377.33
AX 105,726,363.20 103,788,259.33 0.00 29,347.22 29,347.22 0.00 0.00 102,238,842.58
<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>
A1 16162TFE1 979.35295279 14.02798137 5.10079661 19.12877798 965.32497142 A1 6.250000
AP 16162TFF8 935.76827799 3.36787800 0.00000000 3.36787800 932.40039999 AP 0.000000 %
AR 16162TFG6 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.250000 %
M 16162TFH4 986.67836087 3.38833404 5.13894708 8.52728112 983.29002683 M 6.250000 %
B1 16162TFJ0 986.67836841 3.38833900 5.13895514 8.52729414 983.29002942 B1 6.250000 %
B2 16162TFK7 986.67836841 3.38833900 5.13895514 8.52729414 983.29002942 B2 6.250000 %
B3 16162TGH3 986.67838634 3.38833753 5.13895491 8.52729244 983.29004881 B3 6.250000 %
B4 16162TGJ8 986.67835735 3.38830854 5.13895491 8.52726345 983.29004881 B4 6.250000 %
B5 16162TGK6 986.67841512 3.38836555 5.13892351 8.52728906 983.29004956 B5 6.250000 %
TOTALS 979.46120698 13.75630288 5.09390132 18.85020421 965.70490410
AX 981.66867930 0.00000000 0.27757713 0.27757713 967.01370865 AX 0.339313 %
</TABLE>
[Image] (C) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S3
July 26, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 1,195,161.81
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 855,594.33
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 359
Ending Principal Balance of Outstanding Mortgage Loans 111,057,377.84
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 29,558.45
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans
in Delinquency
<CAPTION>
Group Totals
Category Number Principal Balance Percentage
<S> <C> <C> <C>
1 Month 5 1,422,734.22 1.28 %
2 Months 0 0.00 0.00 %
3+ Months 1 285,350.94 0.26 %
Total 6 1,708,085.16 1.54 %
<CAPTION>
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
Group Totals
Number Principal Balance Percentage
<S> <C> <C> <C>
0 0.00 0.00 %
<CAPTION>
Sec. 6.02(a)(viii) Number and Aggregate Principal Amounts of REO Loans
Group Totals
Number Principal Balance Percentage
<S> <C> <C> <C>
0 0.00 0.00 %
<S> <C> <C>
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 0.00
Sec. 6.02(a)(x) Class A Percentage 97.58 %
Class M Percentage 1.11 %
Class B Percentage 1.31 %
Class A Principal Balance 109,916,106.01
Class M Principal Balance 1,248,161.94
Class B Principal Balance 1,475,102.92
NON-PO Class A Percentage 97.5788 %
NON-PO Class A Prepayment Percentage 100.0000 %
M Credit Support 1.31 %
B1 Credit Support 0.96 %
B2 Credit Support 0.61 %
B3 Credit Support 0.30 %
B4 Credit Support 0.15 %
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[Image] (C) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S4
Statement to Certificateholders
July 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 207,499,900.00 204,131,632.13 1,347,255.05 1,105,713.01 2,452,968.06 0.00 0.00 202,784,377.08
A2 72,600,000.00 71,217,530.21 552,950.12 385,761.62 938,711.74 0.00 0.00 70,664,580.09
A3 10,000,000.00 10,000,000.00 0.00 54,166.67 54,166.67 0.00 0.00 10,000,000.00
A4 40,989,000.00 40,989,000.00 0.00 222,023.75 222,023.75 0.00 0.00 40,989,000.00
A5 3,250,000.00 3,250,000.00 0.00 17,604.17 17,604.17 0.00 0.00 3,250,000.00
A6 5,500,000.00 5,500,000.00 0.00 29,791.67 29,791.67 0.00 0.00 5,500,000.00
A7 1,170,000.00 1,170,000.00 0.00 6,337.50 6,337.50 0.00 0.00 1,170,000.00
A8 4,526,877.00 4,526,877.00 0.00 24,520.58 24,520.58 0.00 0.00 4,526,877.00
A9 1,300,000.00 1,300,000.00 0.00 8,666.67 8,666.67 0.00 0.00 1,300,000.00
A10 1,680,000.00 1,680,000.00 0.00 9,100.00 9,100.00 0.00 0.00 1,680,000.00
A11 2,000,000.00 2,000,000.00 0.00 11,666.67 11,666.67 0.00 0.00 2,000,000.00
A12 2,000,000.00 2,000,000.00 0.00 10,000.00 10,000.00 0.00 0.00 2,000,000.00
A13 9,500,000.00 8,858,792.62 256,465.42 47,985.13 304,450.55 0.00 0.00 8,602,327.20
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 38,090,608.27 188,152.72 206,324.13 394,476.85 0.00 0.00 37,902,455.55
AP 504,519.00 503,056.25 508.01 0.00 508.01 0.00 0.00 502,548.24
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 9,900,211.00 9,876,082.33 8,172.65 53,495.45 61,668.10 0.00 0.00 9,867,909.68
B1 4,050,087.00 4,040,216.18 3,343.36 21,884.50 25,227.86 0.00 0.00 4,036,872.82
B2 1,575,034.00 1,571,195.36 1,300.20 8,510.64 9,810.84 0.00 0.00 1,569,895.16
B3 1,575,033.00 1,571,194.36 1,300.19 8,510.64 9,810.83 0.00 0.00 1,569,894.17
B4 900,020.00 897,826.48 742.97 4,863.23 5,606.20 0.00 0.00 897,083.51
B5 1,125,024.08 1,122,282.19 928.71 6,079.03 7,007.74 0.00 0.00 1,121,353.48
TOTALS 450,009,605.08 444,296,293.38 2,361,119.40 2,400,296.72 4,761,416.12 0.00 0.00 441,935,173.98
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 419,564,188.06 413,940,469.22 0.00 135,614.89 135,614.89 0.00 0.00 411,611,491.41
</TABLE>
[Image] (C) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S4
Statement to Certificateholders
July 26, 1999
<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>
A1 16162TGL4 983.76737594 6.49279855 5.32873997 11.82153852 977.27457739 A1 6.500000 %
A2 16162TGM2 980.95771639 7.61639284 5.31352094 12.92991377 973.34132355 A2 6.500000 %
A3 16162TGN0 1,000.00000000 0.00000000 5.41666700 5.41666700 1,000.00000000 A3 6.500000 %
A4 16162TGP5 1,000.00000000 0.00000000 5.41666667 5.41666667 1,000.00000000 A4 6.500000 %
A5 16162TGQ3 1,000.00000000 0.00000000 5.41666769 5.41666769 1,000.00000000 A5 6.500000 %
A6 16162TGR1 1,000.00000000 0.00000000 5.41666727 5.41666727 1,000.00000000 A6 6.500000 %
A7 16162TGS9 1,000.00000000 0.00000000 5.41666667 5.41666667 1,000.00000000 A7 6.500000 %
A8 16162TGT7 1,000.00000000 0.00000000 5.41666584 5.41666584 1,000.00000000 A8 6.500000 %
A9 16162TGU4 1,000.00000000 0.00000000 6.66666923 6.66666923 1,000.00000000 A9 8.000000 %
A10 16162TGV2 1,000.00000000 0.00000000 5.41666667 5.41666667 1,000.00000000 A10 6.500000 %
A11 16162TGW0 1,000.00000000 0.00000000 5.83333500 5.83333500 1,000.00000000 A11 7.000000 %
A12 16162TGX8 1,000.00000000 0.00000000 5.00000000 5.00000000 1,000.00000000 A12 6.000000 %
A13 16162TGY6 932.50448632 26.99636000 5.05106632 32.04742632 905.50812632 A13 6.500000 %
A15 16162THA7 1,000.00000000 0.00000000 5.20833320 5.20833320 1,000.00000000 A15 6.250000 %
A16 16162THB5 1,000.00000000 0.00000000 5.41666600 5.41666600 1,000.00000000 A16 6.500000 %
A17 16162THC3 992.87891893 4.90443387 5.37809419 10.28252806 987.97448506 A17 6.500000 %
AP 16162THD1 997.10070384 1.00691946 0.00000000 1.00691946 996.09378438 AP 0.000000 %
AR 16162THE9 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.500000 %
M 16162THH2 997.56281255 0.82550261 5.40346564 6.22896825 996.73730994 M 6.500000 %
B1 16162THF6 997.56281285 0.82550325 5.40346417 6.22896743 996.73730959 B1 6.500000 %
B2 16162THG4 997.56282087 0.82550599 5.40346431 6.22897030 996.73731488 B2 6.500000 %
B3 16162THJ8 997.56281932 0.82550016 5.40346774 6.22896790 996.73731915 B3 6.500000 %
B4 16162THK5 997.56280972 0.82550388 5.40346881 6.22897269 996.73730584 B4 6.500000 %
B5 16162THL3 997.56281661 0.82550233 5.40346656 6.22896889 996.73731428 B5 6.500000 %
TOTALS 987.30402277 5.24682001 5.33387886 10.58069887 982.05720276
A14 16162TGZ3 1,000.00000000 0.00000000 0.20833320 0.20833320 1,000.00000000 A14 0.250000 %
AX 986.59628491 0.00000000 0.32322799 0.32322799 981.04533972 AX 0.393143 %
</TABLE>
[Image] (C) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S4
July 26, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 1,993,411.01
Aggregate Amount of Repurchase Proceeds 0.00
Group 1 Amount of Principal Prepayments 1,836,122.04
Group 1 Amount of Repurchase Proceeds 0.00
Group 2 Amount of Principal Prepayments 157,023.41
Group 2 Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 93,189.20
Group 1 Servicer Advances 75,417.07
Group 2 Servicer Advances 17,772.13
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,380
Ending Principal Balance of Outstanding Mortgage Loans 441,935,174.45
Group 1 Outstanding Mortgage Loans 1,080
Ending Principal Balance of Group 1 Mortgage Loans 402,279,183.73
Group 2 Outstanding Mortgage Loans 300
Ending Principal Balance of Group 2 Mortgage Loans 39,655,990.72
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 113,776.88
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans
in Delinquency
<CAPTION>
Group 1
Category Number Principal Balance Percentage
<S> <C> <C> <C> <C>
1 Month 1 334,606.54 0.08 %
2 Months 0 0.00 0.00 %
3+Months 0 0.00 0.00 %
Total 1 334,606.54 0.08 %
Group 2
Category Number Principal Balance Percentage
1 Month 1 129,535.24 0.33 %
2 Months 0 0.00 0.00 %
3+Months 1 214,151.21 0.54 %
Total 2 343,686.45 0.87 %
Group Totals
Category Number Principal Balance Percentage
1 Month 2 464,141.78 0.11 %
2 Months 0 0.00 0.00 %
3+ Months 1 214,151.21 0.05 %
Total 3 678,292.99 0.16 %
</TABLE>
[Image] (C) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S4
July 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 0.00
Sec. 6.02(a)(x) Class A Percentage 95.70584 %
Class M Percentage 2.22286 %
Class B Percentage 2.07130 %
Class A Principal Balance 425,217,496.48
Class M Principal Balance 9,876,082.33
Class B Principal Balance 9,202,714.57
NON-PO Class A Percentage 95.70097 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 2.07 %
B1 Credit Support 1.16 %
B2 Credit Support 0.81 %
B3 Credit Support 0.46 %
B4 Credit Support 0.25 %
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] (C) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S5
Statement to Certificateholders
July 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 85,353,467.41 549,918.26 462,331.28 1,012,249.54 0.00 0.00 84,803,549.15
A2 154,962,609.00 152,764,133.74 1,151,909.66 827,472.39 1,979,382.05 0.00 0.00 151,612,224.08
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 12,658,858.64 283,535.58 68,568.82 352,104.40 0.00 0.00 12,375,323.06
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 49,863,095.80 373,312.10 270,091.77 643,403.87 0.00 0.00 49,489,783.70
A9 3,151,000.00 3,151,000.00 0.00 17,724.38 17,724.38 0.00 0.00 3,151,000.00
A10 3,400,000.00 3,400,000.00 0.00 19,125.00 19,125.00 0.00 0.00 3,400,000.00
A11 1,946,427.00 1,946,427.00 0.00 10,948.65 10,948.65 0.00 0.00 1,946,427.00
A12 8,497,427.00 8,497,427.00 0.00 44,257.43 44,257.43 0.00 0.00 8,497,427.00
A13 4,000,000.00 4,000,000.00 0.00 21,666.67 21,666.67 0.00 0.00 4,000,000.00
A14 40,814,107.00 40,416,143.43 39,138.14 218,920.78 258,058.92 0.00 0.00 40,377,005.29
AP 488,368.00 487,342.84 534.40 0.00 534.40 0.00 0.00 486,808.44
M 11,250,314.00 11,232,009.06 9,255.07 60,840.05 70,095.12 0.00 0.00 11,222,753.99
B1 4,500,126.00 4,492,804.03 3,702.03 24,336.02 28,038.05 0.00 0.00 4,489,102.00
B2 1,750,049.00 1,747,201.57 1,439.68 9,464.01 10,903.69 0.00 0.00 1,745,761.89
B3 1,500,042.00 1,497,601.34 1,234.01 8,112.01 9,346.02 0.00 0.00 1,496,367.33
B4 1,000,028.00 998,400.89 822.67 5,408.00 6,230.67 0.00 0.00 997,578.22
B5 1,250,035.73 1,248,001.85 1,028.34 6,760.01 7,788.35 0.00 0.00 1,246,973.51
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
TOTALS 500,013,975.73 495,078,764.60 2,415,829.94 2,679,036.88 5,094,866.82 0.00 0.00 492,662,934.66
AX 0.00 459,048,845.21 0.00 138,438.25 138,438.25 0.00 0.00 456,671,940.13
</TABLE>
[Image] (C) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S5
Statement to Certificateholders
July 26, 1999
<TABLE>
<CAPTION>
PASS-THROUGH RATES
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
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 987.85404851 6.36458009 5.35087608 11.71545617 981.48946842 A1 6.500000 %
A2 16162THN9 985.81286625 7.43346842 5.33981969 12.77328810 978.37939783 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 959.00444242 21.47996818 5.19460758 26.67457576 937.52447424 A6 6.500000 %
A7 16162THT6 1,000.00000000 0.00000000 5.41666682 5.41666682 1,000.00000000 A7 6.500000 %
A8 16162THU3 985.91248583 7.38127175 5.34035932 12.72163107 978.53121408 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 990.24936231 0.95893658 5.36385079 6.32278736 989.29042573 A14 6.500000 %
AP 16162TJB3 997.90084526 1.09425679 0.00000000 1.09425679 996.80658847 AP 0.000000 %
M 16162TJD9 998.37293964 0.82264993 5.40785351 6.23050343 997.55028971 M 6.500000 %
B1 16162TJE7 998.37294111 0.82265030 5.40785302 6.23050332 997.55029081 B1 6.500000 %
B2 16162TJE7 998.37294270 0.82265125 5.40785429 6.23050555 997.55029145 B2 6.500000 %
B3 16162TJF4 998.37293889 0.82265030 5.40785525 6.23050555 997.55028859 B3 6.500000 %
B4 16162TJH0 998.37293556 0.82264697 5.40784858 6.23049555 997.55028859 B4 6.500000 %
B5 16162TJJ6 998.37294251 0.82264849 5.40785342 6.23050191 997.55029402 B5 6.500000 %
AR 16162TJC1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.500000 %
TOTALS 990.12985363 4.83152483 5.35792400 10.18944883 985.29832879
</TABLE>
[Image] (C) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
Chase Mortgage Finance Trust, Series 1999-S5
July 26, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 2,007,853.41
Aggregate Amount of Repurchase Proceeds 0.00
Group 1 Amount of Principal Prepayments 2,000,870.29
Group 1 Amount of Repurchase Proceeds 0.00
Group 2 Amount of Principal Prepayments 6,683.52
Group 2 Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 0.00
Group 1 Servicer Advances 0.00
Group 2 Servicer Advances 0.00
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,481
Ending Principal Balance of Outstanding Mortgage Loans 492,662,934.93
Group 1 Outstanding Mortgage Loans 1,179
Ending Principal Balance of Group 1 Mortgage Loans 450,406,821.94
Group 2 Outstanding Mortgage Loans 302
Ending Principal Balance of Group 2 Mortgage Loans 42,256,112.99
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 126,781.42
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 3 964,563.50 0.21 %
2 Months 1 292,684.06 0.06 %
3+Months 0 0.00 0.00 %
Total 4 1,257,247.56 0.27 %
Group 2
Category Number Principal Balance Percentage
1 Month 0 0.00 0.00 %
2 Months 0 0.00 0.00 %
3+Months 0 0.00 0.00 %
Total 0 0.00 0.00 %
Group Totals
Category Number Principal Balance Percentage
1 Month 3 964,563.50 0.20 %
2 Months 1 292,684.06 0.06 %
3+ Months 0 0.00 0.00 %
Total 4 1,257,247.56 0.26 %
[Image] (C) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S5
July 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 41,138.77
Sec. 6.02(a)(x) Class A Percentage 95.71462 %
Class M Percentage 2.26873 %
Class B Percentage 2.01665 %
Class A Principal Balance 473,862,745.86
Class M Principal Balance 11,232,009.06
Class B Principal Balance 9,984,009.68
NON-PO Class A Percentage 95.71039 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 2.02 %
B1 Credit Support 1.11 %
B2 Credit Support 0.76 %
B3 Credit Support 0.45 %
B4 Credit Support 0.25 %
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] (C) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S6
Statement to Certificateholders
July 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 165,406,000.00 162,776,489.35 1,781,571.03 847,794.22 2,629,365.25 0.00 0.00 160,994,918.32
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 43,395,410.16 145,864.95 226,017.76 371,882.71 0.00 0.00 43,249,545.21
AP 392,628.00 389,844.46 1,433.91 0.00 1,433.91 0.00 0.00 388,410.55
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 3,375,110.00 3,352,812.68 11,269.81 17,462.57 28,732.38 0.00 0.00 3,341,542.87
B1 675,002.00 670,542.67 2,253.89 3,492.41 5,746.30 0.00 0.00 668,288.78
B2 787,502.00 782,299.45 2,629.54 4,074.48 6,704.02 0.00 0.00 779,669.91
B3 675,002.00 670,542.67 2,253.89 3,492.41 5,746.30 0.00 0.00 668,288.78
B4 337,501.00 335,271.33 1,126.95 1,746.20 2,873.15 0.00 0.00 334,144.38
B5 337,501.59 335,271.92 1,126.95 1,746.21 2,873.16 0.00 0.00 334,144.97
TOTALS 225,000,666.59 222,038,800.69 1,949,530.92 1,154,421.66 3,103,952.58 0.00 0.00 220,089,269.77
AX 199,288,133.52 196,506,202.07 0.00 57,690.59 57,690.59 0.00 0.00 194,647,435.16
<CAPTION>
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE PASS-THROUGH RATES
PRIOR CURRENT
PRINCIPAL PRINCIPAL CURRENT
CLASS CUSIP FACTOR PRINCIPAL INTEREST TOTAL FACTOR CLASS PASS-THRU
RATE
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A1 16162TJL1 984.10268884 10.77089725 5.12553487 15.89643211 973.33179159 A1 6.250000 %
A2 16162TJM9 1,000.00000000 0.00000000 5.20833378 5.20833378 1,000.00000000 A2 6.250000 %
A3 16162TJN7 993.39360375 3.33909295 5.17392499 8.51301795 990.05451080 A3 6.250000 %
AP 16162TJP2 992.91049034 3.65208289 0.00000000 3.65208289 989.25840745 AP 0.000000 %
AR 16162TJQ0 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.250000 %
M 16162TJR8 993.39360199 3.33909413 5.17392618 8.51302032 990.05450785 M 6.250000 %
B1 16162TJS6 993.39360476 3.33908640 5.17392541 8.51301181 990.05451836 B1 6.250000 %
B2 16162TJT4 993.39360408 3.33908993 5.17392972 8.51301965 990.05451415 B2 6.250000 %
B3 16162TJU1 993.39360476 3.33908640 5.17392541 8.51301181 990.05451836 B3 6.250000 %
B4 16162TJV9 993.39358994 3.33910122 5.17391060 8.51301181 990.05448873 B4 6.250000 %
B5 16162TJW7 993.39360149 3.33909538 5.17393118 8.51302656 990.05450611 B5 6.250000 %
TOTALS 986.83619055 8.66455620 5.13074773 13.79530393 978.17163436
AX 986.04065681 0.00000000 0.28948332 0.28948332 976.71362425 AX 0.352298 %
</TABLE>
[Image] (C) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S6
July 26, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 1,203,139.22
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 63,873.79
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 711
Ending Principal Balance of Outstanding Mortgage Loans 220,089,270.50
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 58,081.65
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 %
<TABLE>
<CAPTION>
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
Group 1
Number Principal Balance Percentage
<S> <C> <C> <C>
0 0.00 0.00 %
<CAPTION>
<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 3,240.06
Sec. 6.02(a)(x) Class A Percentage 97.23168 %
Class M Percentage 1.51001 %
Class B Percentage 1.25831 %
Class A Principal Balance 215,892,059.97
Class M Principal Balance 3,352,812.68
Class B Principal Balance 2,793,928.04
NON-PO Class A Percentage 97.22681 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 1.26 %
B1 Credit Support 0.96 %
B2 Credit Support 0.61 %
B3 Credit Support 0.30 %
B4 Credit Support 0.15 %
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[Image] (C) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortage Finance Trust, Series 1999-S7
Statement to Certificateholders
July 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 121,433,000.00 120,979,699.45 1,309,079.62 630,102.60 1,939,182.22 0.00 0.00 119,670,619.83
AP 127,811.00 127,356.26 457.18 0.00 457.18 0.00 0.00 126,899.08
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 1,875,000.00 1,868,894.13 6,148.86 9,733.82 15,882.68 0.00 0.00 1,862,745.27
B1 375,000.00 373,778.83 1,229.77 1,946.76 3,176.53 0.00 0.00 372,549.06
B2 437,000.00 435,576.92 1,433.09 2,268.63 3,701.72 0.00 0.00 434,143.83
B3 375,000.00 373,778.83 1,229.77 1,946.76 3,176.53 0.00 0.00 372,549.06
B4 187,000.00 186,391.04 613.25 970.79 1,584.04 0.00 0.00 185,777.79
B5 190,214.48 189,595.05 623.80 987.47 1,611.27 0.00 0.00 188,971.25
TOTALS 125,000,125.48 124,535,070.51 1,320,815.34 647,956.83 1,968,772.17 0.00 0.00 123,214,255.17
AX 117,596,935.26 117,158,362.46 0.00 34,987.21 34,987.21 0.00 0.00 115,864,165.16
</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>
A1 16162TJX5 996.26707279 10.78026253 5.18889099 15.96915352 985.48681026 A1 6.250000 %
AP 16162TJY3 996.44209027 3.57700041 0.00000000 3.57700041 992.86508986 AP 0.000000 %
AR 16162TJZ0 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.250000 %
M 16162TKA3 996.74353600 3.27939200 5.19137067 8.47076267 993.46414400 M 6.250000 %
B1 16162TKB1 996.74354667 3.27938667 5.19136000 8.47074667 993.46416000 B1 6.250000 %
B2 16162TKC9 996.74352403 3.27938215 5.19137300 8.47075515 993.46414188 B2 6.250000 %
B3 16162TKD7 996.74354667 3.27938667 5.19136000 8.47074667 993.46416000 B3 6.250000 %
B4 16162TKE5 996.74352941 3.27941176 5.19139037 8.47080214 993.46411765 B4 6.250000 %
B5 16162TKF2 996.74351816 3.27945591 5.19135031 8.47080622 993.46406225 B5 6.250000 %
TOTALS 996.27956397 10.56651211 5.18364944 15.75016155 985.71305186
AX 996.27054226 0.00000000 0.29751804 0.29751804 985.26517637 AX 0.358358 %
</TABLE>
[Image] (C) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortage Finance Trust, Series 1999-S7
July 26, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 911,061.15
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 34,018.09
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 370
Ending Principal Balance of Outstanding Mortgage Loans 123,214,255.17
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 32,680.08
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
Group 1
Category Number Principal Balance Percentage
1 Month 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 %
<CAPTION>
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
Group 1
Number Principal Balance Percentage
<S> <C> <C> <C>
0 0.00 0.00 %
<CAPTION>
<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 0.00
Sec. 6.02(a)(x) Class A Percentage 97.24735 %
Class M Percentage 1.50070 %
Class B Percentage 1.25195 %
Class A Principal Balance 121,107,055.71
Class M Principal Balance 1,868,894.13
Class B Principal Balance 1,559,120.67
NON-PO Class A Percentage 97.24453 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 1.25 %
B1 Credit Support 0.95 %
B2 Credit Support 0.60 %
B3 Credit Support 0.30 %
B4 Credit Support 0.15 %
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[Image] (C) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust Series 1999-S8
Statement to Certificateholders
July 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 20,000,000.00 203,762.18 109,166.67 312,928.85 0.00 0.00 19,796,237.82
A5 18,750,000.00 18,750,000.00 228,035.05 102,343.75 330,378.80 0.00 0.00 18,521,964.95
A6 124,000,000.00 124,000,000.00 997,683.55 676,833.33 1,674,516.88 0.00 0.00 123,002,316.45
A7 76,900,000.00 76,900,000.00 28,209.42 142,935.67 171,145.09 0.00 448,583.33 77,320,373.91
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 15,065,000.00 61,739.86 66,913.71 128,653.57 0.00 0.00 15,003,260.14
A12 4,485,000.00 4,485,000.00 18,380.57 39,796.60 58,177.17 0.00 0.00 4,466,619.43
A13 16,215,900.00 16,215,900.00 1,780,348.36 0.00 1,780,348.36 0.00 94,592.75 14,530,144.39
A14 11,300,600.00 11,300,600.00 102,777.25 0.00 102,777.25 0.00 0.00 11,197,822.75
AP 3,387,180.00 3,387,180.00 3,157.79 0.00 3,157.79 0.00 0.00 3,384,022.21
AR 100.00 100.00 100.00 0.57 100.57 0.00 0.00 0.00
M 13,750,000.00 13,750,000.00 10,909.42 77,343.75 88,253.17 0.00 0.00 13,739,090.58
B1 5,625,000.00 5,625,000.00 4,462.94 31,640.63 36,103.57 0.00 0.00 5,620,537.06
B2 2,500,000.00 2,500,000.00 1,983.53 14,062.50 16,046.03 0.00 0.00 2,498,016.47
B3 1,875,000.00 1,875,000.00 1,487.65 10,546.88 12,034.53 0.00 0.00 1,873,512.35
B4 1,250,000.00 1,250,000.00 991.77 7,031.25 8,023.02 0.00 0.00 1,249,008.23
B5 1,563,298.80 1,563,298.80 1,240.34 8,793.56 10,033.90 0.00 0.00 1,562,058.46
TOTALS 625,003,078.80 625,003,078.80 3,445,269.68 2,956,329.86 6,401,599.54 0.00 543,176.08 622,100,985.20
AX 468,582,348.57 468,582,348.57 0.00 111,306.92 111,306.92 0.00 0.00 465,829,372.85
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 11,719,285.71 0.00 68,362.50 68,362.50 0.00 0.00 11,622,239.92
A7C3 76,900,000.00 76,900,000.00 28,209.42 0.00 28,209.42 0.00 448,583.33 77,320,373.91
</TABLE>
[Image] (C) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust Series 1999-S8
Statement to Certificateholders
July 26, 1999
<TABLE>
<CAPTION>
PASS-THROUGH RATES
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
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 1,000.00000000 10.18810900 5.45833350 15.64644250 989.81189100 A4 6.550000 %
A5 16162TLJ3 1,000.00000000 12.16186933 5.45833333 17.62020267 987.83813067 A5 6.550000 %
A6 16162TLK0 1,000.00000000 8.04583508 5.45833331 13.50416839 991.95416492 A6 6.550000 %
A7 16162TLL8 1,000.00000000 0.36683251 1.85872133 2.22555384 1,005.46650078 A7 0.000000 %
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 1,000.00000000 4.09823166 4.44166678 8.53989844 995.90176834 A11 5.330000 %
A12 16162TLR5 1,000.00000000 4.09823188 8.87326644 12.97149833 995.90176812 A12 10.647920 %
A13 16162TLS3 1,000.00000000 109.79028978 0.00000000 109.79028978 896.04304356 A13 7.000000 %
A14 16162TLT1 1,000.00000000 9.09484895 0.00000000 9.09484895 990.90515105 A14 0.000000 %
AP 16162TLU8 1,000.00000000 0.93227700 0.00000000 0.93227700 999.06772300 AP 0.000000 %
AR 16162TLV6 1,000.00000000 1,000.00000000 5.70000000 1,005.70000000 0.00000000 AR 6.750000 %
M 16162TLW4 1,000.00000000 0.79341236 5.62500000 6.41841236 999.20658764 M 6.750000 %
B1 16162TLX2 1,000.00000000 0.79341156 5.62500089 6.41841244 999.20658844 B1 6.750000 %
B2 16162TLY0 1,000.00000000 0.79341200 5.62500000 6.41841200 999.20658800 B2 6.750000 %
B3 16162TLZ7 1,000.00000000 0.79341333 5.62500267 6.41841600 999.20658667 B3 6.750000 %
B4 16162TMA1 1,000.00000000 0.79341600 5.62500000 6.41841600 999.20658400 B4 6.750000 %
B5 16162TMB9 1,000.00000000 0.79341198 5.62500272 6.41841470 999.20658802 B5 6.750000 %
TOTALS 1,000.00000000 5.51240433 4.73010448 10.24250881 995.35667311
AX N/A 1,000.00000000 0.00000000 0.23753972 0.23753972 994.12488386 AX 0.285048 %
A7C1 N/A 1,000.00000000 0.00000000 5.62500025 5.62500025 1,000.00000000 A7C1 6.750000 %
A7C2 N/A 1,000.00000000 0.00000000 5.83333334 5.83333334 991.71913780 A7C2 7.000000 %
A7C3 N/A 1,000.00000000 0.36683251 0.00000000 0.36683251 1,005.46650078 A7C3 7.000000 %
</TABLE>
[Image] (C) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust Series 1999-S8
July 26, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 2,405,968.07
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 191,007.86
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,886
Ending Principal Balance of Outstanding Mortgage Loans 622,100,985.44
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 160,052.87
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 5 1,841,490.51 0.30 %
2 Months 0 0.00 0.00 %
3+Months 0 0.00 0.00 %
Total 5 1,841,490.51 0.30 %
<TABLE>
<CAPTION>
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
Group 1
Number Principal Balance Percentage
<S> <C> <C>
0 0.00 0.00 %
<CAPTION>
<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 0.00
Sec. 6.02(a)(x) Class A Percentage 95.74989 %
Class M Percentage 2.19999 %
Class B Percentage 2.05012 %
Class A Principal Balance 598,439,780.00
Class M Principal Balance 13,750,000.00
Class B Principal Balance 12,813,298.80
NON-PO Class A Percentage 95.72673 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 2.06 %
B1 Credit Support 1.16 %
B2 Credit Support 0.75 %
B3 Credit Support 0.45 %
B4 Credit Support 0.25 %
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[Image] (C) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust Series 1999-S9
Statement to Certificateholders
July 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 138,313,000.00 138,313,000.00 587,656.38 720,380.21 1,308,036.59 0.00 0.00 137,725,343.62
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 18,265,000.00 59,435.37 95,130.21 154,565.58 0.00 0.00 18,205,564.63
A4 11,659,635.00 11,659,635.00 37,941.13 60,727.27 98,668.40 0.00 0.00 11,621,693.87
AP 164,041.00 164,041.00 620.91 0.00 620.91 0.00 0.00 163,420.09
AR 100.00 100.00 100.00 0.52 100.52 0.00 0.00 0.00
M 2,775,097.00 2,775,097.00 9,030.33 14,453.63 23,483.96 0.00 0.00 2,766,066.67
B1 555,019.00 555,019.00 1,806.06 2,890.72 4,696.78 0.00 0.00 553,212.94
B2 647,523.00 647,523.00 2,107.08 3,372.52 5,479.60 0.00 0.00 645,415.92
B3 555,019.00 555,019.00 1,806.06 2,890.72 4,696.78 0.00 0.00 553,212.94
B4 277,510.00 277,510.00 903.03 1,445.36 2,348.39 0.00 0.00 276,606.97
B5 277,510.15 277,510.15 903.03 1,445.37 2,348.40 0.00 0.00 276,607.12
TOTALS 185,006,454.15 185,006,454.15 702,309.38 962,720.91 1,665,030.29 0.00 0.00 184,304,144.77
AX 177,144,828.10 177,144,828.10 0.00 58,028.80 58,028.80 0.00 0.00 176,469,807.59
<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>
A1 16162TKV7 1,000.00000000 4.24874292 5.20833335 9.45707627 995.75125708 A1 6.250000 %
A2 16162TKW5 1,000.00000000 0.00000000 5.20833377 5.20833377 1,000.00000000 A2 6.250000 %
A3 16162TKX3 1,000.00000000 3.25405803 5.20833342 8.46239146 996.74594197 A3 6.250000 %
A4 16162TKY1 1,000.00000000 3.25405812 5.20833371 8.46239183 996.74594188 A4 6.250000 %
AP 16162TKZ8 1,000.00000000 3.78509031 0.00000000 3.78509031 996.21490969 AP 0.000000 %
AR 16162TLA2 1,000.00000000 1,000.00000000 5.20000000 1,005.20000000 0.00000000 AR 6.250000 %
M 16162TLB0 1,000.00000000 3.25405923 5.20833326 8.46239249 996.74594077 M 6.250000 %
B1 16162TLC8 1,000.00000000 3.25405076 5.20832620 8.46237696 996.74594924 B1 6.250000 %
B2 16162TLD6 1,000.00000000 3.25406202 5.20834009 8.46240211 996.74593798 B2 6.250000 %
B3 16162TMC7 1,000.00000000 3.25405076 5.20832620 8.46237696 996.74594924 B3 6.250000 %
B4 16162TMD5 1,000.00000000 3.25404490 5.20831682 8.46236172 996.74595510 B4 6.250000 %
B5 16162TME3 1,000.00000000 3.25404314 5.20835004 8.46239318 996.74595686 B5 6.250000 %
TOTALS 1,000.00000000 3.79613448 5.20371527 8.99984975 996.20386552
AX N/A 1,000.00000000 0.00000000 0.32757829 0.32757829 996.18944274 AX 0.393093 %
</TABLE>
[Image] (C) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust Series 1999-S9
July 26, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 100,267.48
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 1,401,618.07
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 600
Ending Principal Balance of Outstanding Mortgage Loans 184,304,145.24
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 48,394.60
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 %
<CAPTION>
<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 0.00
Sec. 6.02(a)(x) Class A Percentage 97.25000 %
Class M Percentage 1.50000 %
Class B Percentage 1.25000 %
Class A Principal Balance 179,918,776.00
Class M Principal Balance 2,775,097.00
Class B Principal Balance 2,312,581.15
NON-PO Class A Percentage 97.24756 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 1.25 %
B1 Credit Support 0.95 %
B2 Credit Support 0.60 %
B3 Credit Support 0.30 %
B4 Credit Support 0.15 %
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[Image] (C) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Corporation, Series 1999-AS1
Statement to Certificateholders
July 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 14,295,905.56 51,087.95 77,436.16 128,524.11 0.00 0.00 14,244,817.61
IIA1 30,250,000.00 25,247,258.80 639,121.97 136,755.99 775,877.96 0.00 0.00 24,608,136.83
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 1,000,000.00 849,938.14 19,171.06 4,603.83 23,774.89 0.00 0.00 830,767.08
IIIA1 95,342,532.00 91,510,850.85 705,024.99 495,683.78 1,200,708.77 0.00 0.00 90,805,825.86
AP 25,169.00 24,828.25 69.10 0.00 69.10 0.00 0.00 24,759.15
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 4,786,000.00 4,762,166.92 4,921.21 25,795.07 30,716.28 0.00 0.00 4,757,245.71
B1 2,316,000.00 2,304,466.89 2,381.43 12,482.53 14,863.96 0.00 0.00 2,302,085.46
B2 1,235,000.00 1,228,850.02 1,269.89 6,656.27 7,926.16 0.00 0.00 1,227,580.13
B3 618,000.00 614,922.52 635.46 3,330.83 3,966.29 0.00 0.00 614,287.06
B4 386,000.00 384,077.81 396.91 2,080.42 2,477.33 0.00 0.00 383,680.90
B5 694,784.72 691,324.88 714.43 3,744.68 4,459.11 0.00 0.00 690,610.45
TOTALS 154,396,147.72 145,002,449.64 1,424,794.40 785,295.46 2,210,089.86 0.00 0.00 143,577,655.24
AX 152,908,229.99 143,531,073.40 0.00 104,555.93 104,555.93 0.00 0.00 142,109,624.73
<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 975.51656693 3.48611296 5.28404840 8.77016136 972.03045398 IA1 6.500000 %
IIA1 16162TES1 834.62012562 21.12799901 4.52085917 25.64885818 813.49212661 IIA1 6.500000 %
IIA2 16162TET9 1,000.00000000 0.00000000 5.41666572 5.41666572 1,000.00000000 IIA2 6.500000 %
IIA3 16162TEU6 849.93814000 19.17106000 4.60383000 23.77489000 830.76708000 IIA3 6.500000 %
IIIA1 16162TEV4 959.81141816 7.39465352 5.19897856 12.59363208 952.41676464 IIIA1 6.500000 %
AP 16162TEW2 986.46152012 2.74544082 0.00000000 2.74544082 983.71607930 AP 0.000000 %
AR 16162TEX0 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.500000 %
M 16162TEY8 995.02025073 1.02825115 5.38969285 6.41794400 993.99199958 M 6.500000 %
B1 16162TEZ5 995.02024611 1.02825130 5.38969344 6.41794473 993.99199482 B1 6.500000 %
B2 16162TFA9 995.02025911 1.02825101 5.38969231 6.41794332 993.99200810 B2 6.500000 %
B3 16162TFB7 995.02025890 1.02825243 5.38969256 6.41794498 993.99200647 B3 6.500000 %
B4 16162TFC5 995.02023316 1.02826425 5.38968912 6.41795337 993.99196891 B4 6.500000 %
B5 16162TFD3 995.02027045 1.02827535 5.38969827 6.41797361 993.99199510 B5 6.500000 %
TOTALS 939.15846853 9.22817325 5.08623739 14.31441064 929.93029528
AX 938.67461162 0.00000000 0.68378223 0.68378223 929.37852161 AX 0.874146 %
</TABLE>
[Image] (C) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Corporation, Series 1999-AS1
July 26, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 1,274,906.17
Aggregate Amount of Repurchase Proceeds 0.00
Group 1 Amount of Principal Prepayments 4,451.42
Group 1 Amount of Repurchase Proceeds 0.00
Group 2 Amount of Principal Prepayments 635,846.67
Group 2 Amount of Repurchase Proceeds 0.00
Group 3 Amount of Principal Prepayments 634,608.08
Group 3 Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 845,094.76
Group 1 Servicer Advances 111,636.26
Group 2 Servicer Advances 197,624.68
Group 3 Servicer Advances 535,833.82
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,198
Ending Principal Balance of Outstanding Mortgage Loans 143,577,655.49
Group 1 Outstanding Mortgage Loans 167
Ending Principal Balance of Group 1 Mortgage Loans 15,262,862.94
Group 2 Outstanding Mortgage Loans 89
Ending Principal Balance of Group 2 Mortgage Loans 30,910,443.34
Group 3 Outstanding Mortgage Loans 942
Ending Principal Balance of Group 3 Mortgage Loans 97,404,349.21
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 37,930.22
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 2 194,073.67 1.27 %
2 Months 0 0.00 0.00 %
3+Months 0 0.00 0.00 %
Total 2 194,073.67 1.27 %
Group 2
Category Number Principal Balance Percentage
1 Month 0 0.00 0.00 %
2 Months 1 444,625.66 1.44 %
3+Months 0 0.00 0.00 %
Total 1 444,625.66 1.44 %
[Image] (C) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Corporation, Series 1999-AS1
July 26, 1999
Group 3
Category Number Principal Balance Percentage
1 Month 10 780,370.33 0.80 %
2 Months 1 111,931.25 0.11 %
3+Months 0 0.00 0.00 %
Total 11 892,301.58 0.91 %
Group Totals
Category Number Principal Balance Percentage
1 Month 12 974,444.00 0.68 %
2 Months 2 556,556.91 0.39 %
3+ Months 0 0.00 0.00 %
Total 14 1,531,000.91 1.07 %
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
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 3
Number Principal Balance Percentage
0 0.00 0.00 %
Group Totals
Number Principal Balance Percentage
0 0.00 0.00 %
[Image] (C) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Corporation, Series 1999-AS1
July 26, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 0.00
Sec. 6.02(a)(x) Class A Percentage 93.11 %
Class M Percentage 3.28 %
Class B Percentage 3.60 %
Class A Principal Balance 135,016,640.60
Class M Principal Balance 4,762,166.92
Class B Principal Balance 5,223,642.12
NON-PO Class A Percentage 93.1122 %
NON-PO Class A Prepayment Percentage 100.0000 %
M Credit Support 3.60 %
B1 Credit Support 2.01 %
B2 Credit Support 1.17 %
B3 Credit Support 0.74 %
B4 Credit Support 0.48 %
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Group 1 Current Period Realized Losses 0.00
Group 2 Current Period Realized Losses 0.00
Group 3 Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[Image] (C) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-AS2
Statement to Certificateholders
July 26, 1999
DISTRIBUTION IN DOLLARS
<TABLE>
<CAPTION>
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 22,391,360.94 82,980.84 121,286.54 204,267.38 0.00 0.00 22,308,380.10
IIA1 9,200,000.00 8,599,807.97 2,380,255.61 46,582.29 2,426,837.90 0.00 0.00 6,219,552.36
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 17,150.92 71.72 0.00 71.72 0.00 0.00 17,079.20
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 5,250,000.00 5,244,220.98 5,830.41 28,406.20 34,236.61 0.00 0.00 5,238,390.57
B1 2,625,000.00 2,622,110.49 2,915.20 14,203.10 17,118.30 0.00 0.00 2,619,195.29
B2 1,200,000.00 1,198,679.08 1,332.66 6,492.85 7,825.51 0.00 0.00 1,197,346.42
B3 675,000.00 674,256.98 749.62 3,652.23 4,401.85 0.00 0.00 673,507.36
B4 375,000.00 374,587.21 416.46 2,029.01 2,445.47 0.00 0.00 374,170.75
B5 751,676.40 750,848.98 834.78 4,067.10 4,901.88 0.00 0.00 750,014.20
TOTALS 150,003,961.40 149,316,023.55 2,475,387.30 808,702.23 3,284,089.53 0.00 0.00 146,840,636.25
AX 148,463,136.00 147,778,339.41 0.00 114,294.62 114,294.62 0.00 0.00 145,309,967.02
<CAPTION>
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE PASS-THROUGH RATES
PRIOR CURRENT
PRINCIPAL PRINCIPAL CURRENT
CLASS CUSIP FACTOR PRINCIPAL INTEREST TOTAL FACTOR CLASS PASS-THRU
RATE
<S> <C> <C> <C> <C> <C> <C> <C> <C>
IA1 16162T KG0 996.63332621 3.69345440 5.39843059 9.09188499 992.93987181 IA1 6.500000 %
IIA1 16162T KH8 934.76173587 258.72343587 5.06329239 263.78672826 676.03830000 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 998.01687518 4.17340704 0.00000000 4.17340704 993.84346814 AP 0.000000 %
AR 16162T KN5 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.500000 %
M 16162T KP0 998.89923429 1.11055429 5.41070476 6.52125905 997.78868000 M 6.500000 %
B1 16162T KQ8 998.89923429 1.11055238 5.41070476 6.52125714 997.78868190 B1 6.500000 %
B2 16162T KR6 998.89923333 1.11055000 5.41070833 6.52125833 997.78868333 B2 6.500000 %
B3 16162T KS4 998.89922963 1.11054815 5.41071111 6.52125926 997.78868148 B3 6.500000 %
B4 16162T KT2 998.89922667 1.11056000 5.41069333 6.52125333 997.78866667 B4 6.500000 %
B5 16162T KU9 998.89923377 1.11055768 5.41070599 6.52126367 997.78867608 B5 6.500000 %
TOTALS 995.41386878 16.50214619 5.39120582 21.89335201 978.91172259
AX 995.38743012 0.00000000 0.76985185 0.76985185 978.76126650 AX 0.928104 %
</TABLE>
[Image] (C) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-AS2
July 26, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 2,309,352.08
Aggregate Amount of Repurchase Proceeds 0.00
Group 1 Amount of Principal Prepayments 12,403.03
Group 1 Amount of Repurchase Proceeds 0.00
Group 2 Amount of Principal Prepayments 2,296,949.05
Group 2 Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 46,632.66
Group 1 Servicer Advances 7,821.52
Group 2 Servicer Advances 38,811.14
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,376
Ending Principal Balance of Outstanding Mortgage Loans 146,840,636.68
Group 1 Outstanding Mortgage Loans 243
Ending Principal Balance of Group 1 Mortgage Loans 24,069,047.87
Group 2 Outstanding Mortgage Loans 1,133
Ending Principal Balance of Group 2 Mortgage Loans 122,771,588.81
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 39,058.58
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 1 396,470.54 1.65 %
3+Months 0 0.00 0.00 %
Total 1 396,470.54 1.65 %
Group 2
Category Number Principal Balance Percentage
1 Month 7 804,564.38 0.66 %
2 Months 1 187,360.80 0.15 %
3+Months 0 0.00 0.00 %
Total 8 991,925.18 0.81 %
Group Totals
Category Number Principal Balance Percentage
1 Month 7 804,564.38 0.55 %
2 Months 2 583,831.34 0.40 %
3+ Months 0 0.00 0.00 %
Total 9 1,388,395.72 0.95 %
[Image] (C) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-AS2
July 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 0.00
Sec. 6.02(a)(x) Class A Percentage 92.72 %
Class M Percentage 3.51 %
Class B Percentage 3.76 %
Class A Principal Balance 138,451,319.83
Class M Principal Balance 5,244,220.98
Class B Principal Balance 5,620,482.74
NON-PO Class A Percentage 92.7228 %
NON-PO Class A Prepayment Percentage 100.0000 %
M Credit Support 3.76 %
B1 Credit Support 2.01 %
B2 Credit Support 1.21 %
B3 Credit Support 0.75 %
B4 Credit Support 0.50 %
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] (C) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
