<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: September 27, 1999
CHASE MORTGAGE FINANCE CORPORATION
---------------------------------------
(Exact Name of Registrant)
Delaware 333-56081 52-1495132
- ---------------------------- ------------------------ --------------------
(State or other jurisdiction (Commission File Number) (IRS Employer
of incorporation) Identification No.)
343 Thornall Street, Edison, NJ 08837
--------------------------------------- ------------
(Address of principal executive offices) (Zip Code)
Registrant's telephone number, including area code: (732) 205-0600
<PAGE>
Item 5. Other Events:
On or about September 27, 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-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 September 27,
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: October 12, 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
September 27, 1999.
<PAGE>
Chase Mortgage Finance Corporation, Series 1999-S1
Statement to Certificateholders
September 27, 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 83,641,037.81 1,198,578.23 453,055.62 1,651,633.85 0.00 0.00 82,442,459.58
A7 18,242,000.00 12,537,254.82 433,930.94 0.00 433,930.94 0.00 67,910.13 12,171,234.01
A8 63,600,000.00 63,600,000.00 0.00 344,500.00 344,500.00 0.00 0.00 63,600,000.00
A9 56,234,000.00 53,646,064.74 359,641.83 290,582.85 650,224.68 0.00 0.00 53,286,422.91
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 1,038,538.42 0.00 0.00 0.00 0.00 5,625.42 1,044,163.84
AP 661,605.00 656,234.10 2,986.14 0.00 2,986.14 0.00 0.00 653,247.96
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 8,600,000.00 8,549,772.26 7,417.55 46,311.27 53,728.82 0.00 0.00 8,542,354.71
B1 3,600,000.00 3,578,974.44 3,105.02 19,386.11 22,491.13 0.00 0.00 3,575,869.42
B2 1,600,000.00 1,590,655.31 1,380.01 8,616.05 9,996.06 0.00 0.00 1,589,275.30
B3 1,400,000.00 1,391,823.39 1,207.51 7,539.04 8,746.55 0.00 0.00 1,390,615.88
B4 800,000.00 795,327.64 690.00 4,308.02 4,998.02 0.00 0.00 794,637.64
B5 1,000,424.92 994,582.22 862.87 5,387.32 6,250.19 0.00 0.00 993,719.35
- -----------------------------------------------------------------------------------------------------------------------
TOTALS 400,000,129.92 386,089,265.15 2,009,800.10 1,979,847.30 3,989,647.40 0.00 73,535.55 384,153,000.60
- -----------------------------------------------------------------------------------------------------------------------
- -----------------------------------------------------------------------------------------------------------------------
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 361,515,966.00 347,964,010.62 0.00 108,355.10 108,355.10 0.00 0.00 346,319,985.25
- -----------------------------------------------------------------------------------------------------------------------
</TABLE>
[IMAGE] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Corporation, Series 1999-S1
Statement to Certificateholders
September 27, 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 937.75338659 13.43803023 5.07949749 18.51752772 924.31535636 A6 6.500000 %
A7 687.27413770 23.78746519 0.00000000 23.78746519 667.20940741 A7 6.500000 %
A8 1,000.00000000 0.00000000 5.41666667 5.41666667 1,000.00000000 A8 6.500000 %
A9 953.97917168 6.39545168 5.16738717 11.56283885 947.58371999 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 1,038.53842000 0.00000000 0.00000000 0.00000000 1,044.16384000 A23 6.500000 %
AP 991.88201419 4.51347859 0.00000000 4.51347859 987.36853561 AP 0.000000 %
AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.500000 %
M 994.15956512 0.86250581 5.38503140 6.24753721 993.29705930 M 6.500000 %
B1 994.15956667 0.86250556 5.38503056 6.24753611 993.29706111 B1 6.500000 %
B2 994.15956875 0.86250625 5.38503125 6.24753750 993.29706250 B2 6.500000 %
B3 994.15956429 0.86250714 5.38502857 6.24753571 993.29705714 B3 6.500000 %
B4 994.15955000 0.86250000 5.38502500 6.24752500 993.29705000 B4 6.500000 %
B5 994.15978163 0.86250351 5.38503179 6.24753530 993.29727812 B5 6.500000 %
- ---------------------------------------------------------------------------- -----------------
TOTALS 965.22284937 5.02449862 4.94961664 9.97411526 960.38218957
- ---------------------------------------------------------------------------- -----------------
- ---------------------------------------------------------------------------- -----------------
A5 1,000.00000000 0.00000000 5.41666691 5.41666691 1,000.00000000 A5 6.500000 %
AX 962.51353563 0.00000000 0.29972425 0.29972425 957.96594845 AX 0.373673 %
- ---------------------------------------------------------------------------- -----------------
</TABLE>
[IMAGE] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Corporation, Series 1999-S1
September 27, 1999
STATEMENT TO CERTIFICATEHOLDERS
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 1,601,256.52
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv): Aggregate Servicer Advances 89,188.88
Sec. 6.02(a)(v): Number of Outstanding Mortgage Loans 1,229.00
Ending Principal Balance of Outstanding Mortgage Loans 384,153,000.94
Sec. 6.02(a)(vi): Aggregate Amount of Servicing Fees 99,257.12
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
-----------------------------------------------------
Group Totals
-----------------------------------------------------
Category Number Principal Balance Percentage
1 Month 0 0.00 0.00%
2 Months 2 307,459.54 0.08%
3+ Months 1 68,684.52 0.02%
Total 3 376,144.06 0.10%
-----------------------------------------------------
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
-------------------------------------------
Group Totals
Number Principal Balance Percentage
-------------------------------------------
1 133,385.02 0.03 %
-------------------------------------------
Sec. 6.02(a)(viii) Number and Aggregate Principal Amounts of REO Loans
-------------------------------------------
Group Totals
-------------------------------------------
Number Principal Balance Percentage
-------------------------------------------
0 0.00 0.00%
-------------------------------------------
Sec. 6.02(a)(ix): Aggregate Amount of All Advances Recovered During the Related Due Period 0.00
Sec. 6.02(a)(x): Class A Percentage 95.62%
Class A Principal Balance 369,188,129.89
Class M Percentage 2.21%
Class M Principal Balance 8,549,772.26
Class B Percentage 2.16%
Class B Principal Balance 8,351,363.00
NON-PO Class A Percentage 95.62%
NON-PO Class A Prepayment Percentage 100.00%
M Credit Support 2.18%
B1 Credit Support 1.22%
B2 Credit Support 0.82%
B3 Credit Support 0.46%
B4 Credit Support 0.26%
Sec. 6.02(a)(xi): Aggregate Cummulative Losses Since Cut-Off 0.00
Sec. 6.02(a)(xiv): Compensating Interest Shortfall 0.00
</TABLE>
[IMAGE] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S2
Statement to Certificateholders
September 27, 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 215,000,000.00 207,027,277.73 770,378.79 1,121,397.75 1,891,776.54 0.00 0.00 206,256,898.94
A2 126,772,000.00 121,212,973.03 537,151.09 656,570.27 1,193,721.36 0.00 0.00 120,675,821.94
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 48,543.73 48,543.73 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 19,321.68 19,321.68 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 374,266.00 371,768.18 364.38 0.00 364.38 0.00 0.00 371,403.80
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 9,900,000.00 9,851,045.45 8,412.08 53,359.83 61,771.91 0.00 0.00 9,842,633.37
B1 4,050,000.00 4,029,973.14 3,441.31 21,829.02 25,270.33 0.00 0.00 4,026,531.83
B2 1,575,000.00 1,567,211.78 1,338.29 8,489.06 9,827.35 0.00 0.00 1,565,873.49
B3 1,575,000.00 1,567,211.78 1,338.29 8,489.06 9,827.35 0.00 0.00 1,565,873.49
B4 900,000.00 895,549.59 764.73 4,850.89 5,615.62 0.00 0.00 894,784.86
B5 1,125,239.36 1,119,675.30 956.27 6,064.91 7,021.18 0.00 0.00 1,118,719.03
- -------------------------------------------------------------------------------------------------------------------
TOTALS 450,001,605.36 436,372,685.98 1,324,145.23 2,362,921.61 3,687,066.84 0.00 0.00 435,048,540.75
- -------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------
AX 420,440,757.99 407,003,331.71 0.00 133,714.92 133,714.92 0.00 0.00 405,708,092.01
- -------------------------------------------------------------------------------------------------------------------
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S2
Statement to Certificateholders
September 27, 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 962.91757084 3.58315716 5.21580349 8.79896065 959.33441367 A1 6.500000 %
A2 16162TFM3 956.14941020 4.23714298 5.17914263 9.41628562 951.91226722 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 5.06666632 5.06666632 1,000.00000000 A8 6.080000 %
A9 16162TFU5 1,000.00000000 0.00000000 5.41666563 5.41666563 1,000.00000000 A9 6.500000 %
A10 16162TFV5 1,000.00000000 0.00000000 6.66667000 6.66667000 1,000.00000000 A10 8.000000 %
A11 16162TFW1 1,000.00000000 0.00000000 6.55416554 6.55416554 1,000.00000000 A11 7.865000 %
A12 16162TFX9 1,000.00000000 0.00000000 5.41666667 5.41666667 1,000.00000000 A12 6.500000 %
AP 16162TFY7 993.32608359 0.97358563 0.00000000 0.97358563 992.35249796 AP 0.000000 %
AR 16162TFZ4 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.500000 %
M 16162TGA8 995.05509596 0.84970505 5.38988182 6.23958687 994.20539091 M 6.500000 %
B1 16162TGB6 995.05509630 0.84970617 5.38988148 6.23958765 994.20539012 B1 6.500000 %
B2 16162TGC4 995.05509841 0.84970794 5.38987937 6.23958730 994.20539048 B2 6.500000 %
B3 16162TGE0 995.05509841 0.84970794 5.38987937 6.23958730 994.20539048 B3 6.500000 %
B4 16162TGF7 995.05510000 0.84970000 5.38987778 6.23957778 994.20540000 B4 6.500000 %
B5 16162TGG5 995.05522096 0.84983696 5.38988434 6.23972130 994.20538400 B5 6.500000 %
- ------------------------------------------------------------------------------------- -------------------
TOTALS 969.71362053 2.94253446 5.25091818 8.19345264 966.77108608
- ------------------------------------------------------------------------------------- -------------------
AX 16162TGD2 968.03966784 0.00000000 0.31803510 0.31803510 964.95899672 AX 0.394242 %
- ------------------------------------------------------------------------------------- -------------------
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S2
Statement to Certificateholders
September 27, 1999
<TABLE>
- -------------------------------------------------------------------------------------------------
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 951,487.77
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 126,745.48
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,416
Ending Principal Balance of Outstanding Mortgage Loans 435,048,541.55
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 111,747.77
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage
Loans in Delinquency
----------------------------------------------------
Group 1
----------------------------------------------------
Category Number Principal Balance Percentage
1 Month 3 619,796.84 0.14 %
2 Months 0 0.00 0.00 %
3+Months 0 0.00 0.00 %
Total 3 619,796.84 0.14 %
----------------------------------------------------
Number and Aggregate Principal Amounts of Mortgage
Loans in Foreclosure
-----------------------------------------
Group 1
-----------------------------------------
Number Principal Balance Percentage
-----------------------------------------
3 804,005.37 0.18 %
-----------------------------------------
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 95.63890%
Class M Percentage 2.25748%
Class B Percentage 2.10362%
Class A Principal Balance 417,342,018.94
Class M Principal Balance 9,851,045.45
Class B Principal Balance 9,179,621.59
NON-PO Class A Percentage 95.63518%
NON-PO Class A Prepayment Percentage 100.00000%
M Credit Support 2.11%
B1 Credit Support 1.18%
B2 Credit Support 0.82%
B3 Credit Support 0.46%
B4 Credit Support 0.26%
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S3
Statement to Certificateholders
September 27, 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 112,065,223.00 107,050,006.12 1,095,286.94 557,552.12 1,652,839.06 0.00 0.00 105,954,719.18
AP 176,004.00 163,509.87 1,690.18 0.00 1,690.18 0.00 0.00 161,819.69
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 1,265,014.00 1,239,558.14 4,348.15 6,456.03 10,804.18 0.00 0.00 1,235,209.99
B1 402,504.00 394,404.42 1,383.50 2,054.19 3,437.69 0.00 0.00 393,020.92
B2 402,504.00 394,404.42 1,383.50 2,054.19 3,437.69 0.00 0.00 393,020.92
B3 345,004.00 338,061.50 1,185.86 1,760.74 2,946.60 0.00 0.00 336,875.64
B4 172,502.00 169,030.75 592.93 880.37 1,473.30 0.00 0.00 168,437.82
B5 172,505.00 169,033.67 592.94 880.38 1,473.32 0.00 0.00 168,440.73
- -----------------------------------------------------------------------------------------------------------------------------
TOTALS 115,001,360.00 109,918,008.89 1,106,464.00 571,638.02 1,678,102.02 0.00 0.00 108,811,544.89
- -----------------------------------------------------------------------------------------------------------------------------
- -----------------------------------------------------------------------------------------------------------------------------
AX 105,726,363.20 101,132,265.67 0.00 28,279.25 28,279.25 0.00 0.00 100,157,241.69
- -----------------------------------------------------------------------------------------------------------------------------
</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 955.24733949 9.77365601 4.97524660 14.74890261 945.47368348 A1 6.250000 %
AP 16162TFF8 929.01223836 9.60307720 0.00000000 9.60307720 919.40916116 AP 0.000000 %
AR 16162TFG6 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.250000 %
M 16162TFH4 979.87701322 3.43723469 5.10352455 8.54075923 976.43977853 M 6.250000 %
B1 16162TFJ0 979.87701986 3.43723292 5.10352692 8.54075984 976.43978693 B1 6.250000 %
B2 16162TFK7 979.87701986 3.43723292 5.10352692 8.54075984 976.43978693 B2 6.250000 %
B3 16162TGH3 979.87704490 3.43723551 5.10353503 8.54077054 976.43980939 B3 6.250000 %
B4 16162TGJ8 979.87704490 3.43723551 5.10353503 8.54077054 976.43980939 B4 6.250000 %
B5 16162TGK6 979.87693110 3.43723370 5.10350425 8.54073795 976.43969740 B5 6.250000 %
- ------------------------------------------------------------------------------------------------- -------------------------
TOTALS 955.79746961 9.62131230 4.97070661 14.59201891 946.17615731
- -------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------- -------------------------
AX 956.54728498 0.00000000 0.26747586 0.26747586 947.32513877 AX 0.335551 %
- ------------------------------------------------------------------------------------------------- -------------------------
</TABLE>
[IMAGE] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S3
September 27, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 720,873.79
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 30,275.58
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 354
Ending Principal Balance of Outstanding Mortgage Loans 108,811,545.40
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 28,844.32
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 59,038.88 0.05 %
2 Months 0 0.00 0.00 %
3+ Months 0 0.00 0.00 %
Total 1 59,038.88 0.05 %
-----------------------------------------------------
Number and Aggregate Principal Amounts of Mortgage
Loans in Foreclosure
-----------------------------------------
Group Totals
-----------------------------------------
Number Principal Balance Percentage
0 0.00 0.00 %
-----------------------------------------
Sec. 6.02(a)(viii) Number and Aggregate Principal Amounts of REO Loans
-----------------------------------------
Group Totals
-----------------------------------------
Number Principal Balance Percentage
0 0.00 0.00 %
-----------------------------------------
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 0.00
Sec. 6.02(a)(x) Class A Percentage 97.54%
Class M Percentage 1.13%
Class B Percentage 1.33%
Class A Principal Balance 107,213,515.99
Class M Principal Balance 1,239,558.14
Class B Principal Balance 1,464,934.76
NON-PO Class A Percentage 97.5359%
NON-PO Class A Prepayment Percentage 100.0000%
M Credit Support 1.33%
B1 Credit Support 0.98%
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>
[IMAGE] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S4
Statement to Certificateholders
September 27, 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 207,499,900.00 201,811,360.20 1,944,060.57 1,093,144.87 3,037,205.44 0.00 0.00 199,867,299.63
A2 72,600,000.00 70,265,227.49 797,895.34 380,603.32 1,178,498.66 0.00 0.00 69,467,332.15
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 8,417,102.30 370,074.18 45,592.64 415,666.82 0.00 0.00 8,047,028.12
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 37,814,989.81 544,753.24 204,831.19 749,584.43 0.00 0.00 37,270,236.57
AP 504,519.00 502,059.21 26,081.46 0.00 26,081.46 0.00 0.00 475,977.75
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 9,900,211.00 9,859,674.46 8,305.91 53,406.57 61,712.48 0.00 0.00 9,851,368.55
B1 4,050,087.00 4,033,503.87 3,397.87 21,848.15 25,246.02 0.00 0.00 4,030,106.00
B2 1,575,034.00 1,568,585.01 1,321.40 8,496.50 9,817.90 0.00 0.00 1,567,263.61
B3 1,575,033.00 1,568,584.02 1,321.39 8,496.50 9,817.89 0.00 0.00 1,567,262.63
B4 900,020.00 896,334.85 755.08 4,855.15 5,610.23 0.00 0.00 895,579.77
B5 1,125,024.08 1,120,417.66 943.85 6,068.93 7,012.78 0.00 0.00 1,119,473.81
- ------------------------------------------------------------------------------------------------------------------------------
TOTALS 450,009,605.08 440,273,715.88 3,698,910.29 2,378,513.16 6,077,423.45 0.00 0.00 436,574,805.59
- ------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------
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 419,564,188.06 409,979,977.40 0.00 133,256.57 133,256.57 0.00 0.00 407,056,519.27
- ------------------------------------------------------------------------------------------------------------------------------
</TABLE>
[IMAGE] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S4
Statement to Certificateholders
September 27, 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 972.58533715 9.36897112 5.26817059 14.63714170 963.21636603 A1 6.500000 %
A2 16162T GM2 967.84059904 10.99029394 5.24246997 16.23276391 956.85030510 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 886.01076842 38.95517684 4.79922526 43.75440211 847.05559158 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 985.69458213 14.19966844 5.33917886 19.53884730 971.49491369 A17 6.500000 %
AP 16162T HD1 995.12448491 51.69569431 0.00000000 51.69569431 943.42879059 AP 0.000000 %
AR 16162T HE9 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.500000 %
M 16162T HH2 995.90548727 0.83896293 5.39448806 6.23345098 995.06652434 M 6.500000 %
B1 16162T HF6 995.90548796 0.83896222 5.39448906 6.23345128 995.06652573 B1 6.500000 %
B2 16162T HG4 995.90549156 0.83896602 5.39448672 6.23345274 995.06652555 B2 6.500000 %
B3 16162T HJ8 995.90549531 0.83896020 5.39449015 6.23345035 995.06653511 B3 6.500000 %
B4 16162T HK5 995.90547988 0.83895913 5.39449123 6.23345037 995.06652074 B4 6.500000 %
B5 16162T HL3 995.90549209 0.83895982 5.39448898 6.23344880 995.06653226 B5 6.500000 %
- ---------------------------------------------------------------------------------------- --------------------
TOTALS 978.36515245 8.21962520 5.28547198 13.50509718 970.14552725
- ---------------------------------------------------------------------------------------- --------------------
- ---------------------------------------------------------------------------------------- --------------------
A14 16162T GZ3 1,000.00000000 0.00000000 0.20833320 0.20833320 1,000.00000000 A14 0.250000 %
AX 977.15674757 0.00000000 0.31760711 0.31760711 970.18890280 AX 0.390038 %
- ---------------------------------------------------------------------------------------- --------------------
</TABLE>
[IMAGE] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S4
September 27, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 3,327,975.08
Aggregate Amount of Repurchase Proceeds 0.00
Group 1 Amount of Principal Prepayments 2,814,622.64
Group 1 Amount of Repurchase Proceeds 0.00
Group 2 Amount of Principal Prepayments 513,013.90
Group 2 Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 77,121.19
Group 1 Servicer Advances 63,998.79
Group 2 Servicer Advances 13,122.41
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,367
Ending Principal Balance of Outstanding Mortgage Loans 436,574,806.05
Group 1 Outstanding Mortgage Loans 1,070
Ending Principal Balance of Group 1 Mortgage Loans 397,553,988.28
Group 2 Outstanding Mortgage Loans 297
Ending Principal Balance of Group 2 Mortgage Loans 39,020,817.77
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 112,746.76
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans
in Delinquency
-----------------------------------------------------
Group 1
-----------------------------------------------------
Category Number Principal Balance Percentage
1 Month 0 0.00 0.00 %
2 Months 0 0.00 0.00 %
3+Months 0 0.00 0.00 %
Total 0 0.00 0.00 %
-----------------------------------------------------
-----------------------------------------------------
Group 2
-----------------------------------------------------
Category Number Principal Balance Percentage
1 Month 1 62,830.53 0.16 %
2 Months 0 0.00 0.00 %
3+Months 0 0.00 0.00 %
Total 1 62,830.53 0.16 %
-----------------------------------------------------
-----------------------------------------------------
Group Totals
-----------------------------------------------------
Category Number Principal Balance Percentage
1 Month 1 62,830.53 0.01 %
2 Months 0 0.00 0.00 %
3+ Months 0 0.00 0.00 %
Total 1 62,830.53 0.01 %
-----------------------------------------------------
</TABLE>
[IMAGE] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S4
September 27, 1999
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
<TABLE>
<S> <C> <C>
---------------------------------------------
Group 1
---------------------------------------------
Number Principal Balance Percentage
1 334,037.79 0.08 %
---------------------------------------------
---------------------------------------------
Group 2
---------------------------------------------
Number Principal Balance Percentage
0 0.00 0.00 %
---------------------------------------------
---------------------------------------------
Group Totals
---------------------------------------------
Number Principal Balance Percentage
1 334,037.79 0.08 %
---------------------------------------------
Sec. 6.02(a)(viii) Number and Aggregate Principal Amounts of REO Loans
---------------------------------------------
Group 1
---------------------------------------------
Number Principal Balance Percentage
0 0.00 0.00 %
---------------------------------------------
---------------------------------------------
Group 2
---------------------------------------------
Number Principal Balance Percentage
0 0.00 0.00 %
---------------------------------------------
---------------------------------------------
Group Totals
---------------------------------------------
Number Principal Balance Percentage
0 0.00 0.00 %
---------------------------------------------
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 0.00
Sec. 6.02(a)(x) Class A Percentage 95.67380 %
Class M Percentage 2.23944 %
Class B Percentage 2.08675 %
Class A Principal Balance 421,226,616.01
Class M Principal Balance 9,859,674.46
Class B Principal Balance 9,187,425.41
NON-PO Class A Percentage 95.66887 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 2.09 %
B1 Credit Support 1.17 %
B2 Credit Support 0.82 %
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] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S5
Statement to Certificateholders
September 27, 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 84,312,951.51 634,712.27 456,695.15 1,091,407.42 0.00 0.00 83,678,239.24
A2 154,962,609.00 150,584,572.88 1,329,527.04 815,666.44 2,145,193.48 0.00 0.00 149,255,045.84
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 12,122,372.94 327,255.02 65,662.85 392,917.87 0.00 0.00 11,795,117.92
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 49,156,741.41 430,874.53 266,265.68 697,140.21 0.00 0.00 48,725,866.88
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 40,176,473.24 46,074.96 217,622.56 263,697.52 0.00 0.00 40,130,398.28
AP 488,368.00 486,282.60 525.48 0.00 525.48 0.00 0.00 485,757.12
M 11,250,314.00 11,213,430.56 9,392.80 60,739.42 70,132.22 0.00 0.00 11,204,037.76
B1 4,500,126.00 4,485,372.63 3,757.12 24,295.77 28,052.89 0.00 0.00 4,481,615.51
B2 1,750,049.00 1,744,311.58 1,461.10 9,448.35 10,909.45 0.00 0.00 1,742,850.48
B3 1,500,042.00 1,495,124.21 1,252.37 8,098.59 9,350.96 0.00 0.00 1,493,871.84
B4 1,000,028.00 996,749.47 834.92 5,399.06 6,233.98 0.00 0.00 995,914.55
B5 1,250,035.73 1,245,937.57 1,043.64 6,748.83 7,792.47 0.00 0.00 1,244,893.93
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
- -------------------------------------------------------------------------------------------------------------------------
TOTALS 500,013,975.73 490,340,024.60 2,786,711.25 2,653,374.44 5,440,085.69 0.00 0.00 487,553,313.35
- -------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------
AX 463,907,359.41 454,387,233.92 0.00 136,734.32 136,734.32 0.00 0.00 451,638,440.45
- -------------------------------------------------------------------------------------------------------------------------
</TABLE>
[IMAGE] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S5
Statement to Certificateholders
September 27, 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 975.81144643 7.34595916 5.28564529 12.63160445 968.46548727 A1 6.500000 %
A2 16162THN9 971.74779033 8.57966350 5.26363389 13.84329739 963.16812684 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 918.36158636 24.79204697 4.97445833 29.76650530 893.56953939 A6 6.500000 %
A7 16162THT6 1,000.00000000 0.00000000 5.41666682 5.41666682 1,000.00000000 A7 6.500000 %
A8 16162THU3 971.94617264 8.51941846 5.26470838 13.78412685 963.42675418 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 984.37712333 1.12889791 5.33204267 6.46094058 983.24822542 A14 6.500000 %
AP 16162TJB3 995.72985945 1.07599187 0.00000000 1.07599187 994.65386758 AP 0.000000 %
M 16162TJD9 996.72156350 0.83489225 5.39890887 6.23380112 995.88667125 M 6.500000 %
B1 16162TJE7 996.72156513 0.83489218 5.39890883 6.23380101 995.88667295 B1 6.500000 %
B2 16162TJE7 996.72156608 0.83489091 5.39890597 6.23379688 995.88667517 B2 6.500000 %
B3 16162TJF4 996.72156513 0.83488996 5.39890883 6.23379879 995.88667517 B3 6.500000 %
B4 16162TJH0 996.72156180 0.83489662 5.39890883 6.23380545 995.88666517 B4 6.500000 %
B5 16162TJJ6 996.72156571 0.83488814 5.39890968 6.23379781 995.88667758 B5 6.500000 %
AR 16162TJC1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.500000 %
TOTALS 980.65263853 5.57326672 5.30660055 10.87986727 975.07937181
- --------------------------------------------------------------------------------------- --------------------
- --------------------------------------------------------------------------------------- --------------------
AX 16162TJG2 979.47839090 0.00000000 0.29474488 0.29474488 973.55308401 AX 0.361104 %
- --------------------------------------------------------------------------------------- --------------------
</TABLE>
[IMAGE] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S5
September 27, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 2,375,947.38
Aggregate Amount of Repurchase Proceeds 0.00
Group 1 Amount of Principal Prepayments 2,362,267.13
Group 1 Amount of Repurchase Proceeds 0.00
Group 2 Amount of Principal Prepayments 13,193.38
Group 2 Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 110,428.16
Group 1 Servicer Advances 16,165.77
Group 2 Servicer Advances 94,262.39
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,469
Ending Principal Balance of Outstanding Mortgage Loans 487,553,313.62
Group 1 Outstanding Mortgage Loans 1,168
Ending Principal Balance of Group 1 Mortgage Loans 445,546,891.74
Group 2 Outstanding Mortgage Loans 301
Ending Principal Balance of Group 2 Mortgage Loans 42,006,421.88
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 125,567.91
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans
in Delinquency
-----------------------------------------------------
Group 1
-----------------------------------------------------
Category Number Principal Balance Percentage
1 Month 2 567,984.58 0.13 %
2 Months 0 0.00 0.00 %
3+Months 1 354,389.83 0.08 %
Total 3 922,374.41 0.21 %
-----------------------------------------------------
-----------------------------------------------------
Group 2
-----------------------------------------------------
Category Number Principal Balance Percentage
1 Month 1 81,706.84 0.19 %
2 Months 0 0.00 0.00 %
3+Months 0 0.00 0.00 %
Total 1 81,706.84 0.19 %
-----------------------------------------------------
-----------------------------------------------------
Group Totals
-----------------------------------------------------
Category Number Principal Balance Percentage
1 Month 3 649,691.42 0.13 %
2 Months 0 0.00 0.00 %
3+ Months 1 354,389.83 0.07 %
Total 4 1,004,081.25 0.20 %
-----------------------------------------------------
</TABLE>
[IMAGE] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S5
September 27, 1999
<TABLE>
<S> <C> <C>
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
--------------------------------------------------
Group 1
--------------------------------------------------
Number Principal Balance Percentage
0 0.00 0.00 %
--------------------------------------------------
--------------------------------------------------
Group 2
--------------------------------------------------
Number Principal Balance Percentage
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 %
-----------------------------------------------------
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 33,379.10
Sec. 6.02(a)(x) Class A Percentage 95.68036 %
Class M Percentage 2.28687 %
Class B Percentage 2.03277 %
Class A Principal Balance 469,159,098.58
Class M Principal Balance 11,213,430.56
Class B Principal Balance 9,967,495.46
NON-PO Class A Percentage 95.67607 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 2.03 %
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
Group 1 Current Period Realized Losses 0.00
Group 2 Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[IMAGE] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S6
Statement to Certificateholders
September 27, 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 165,406,000.00 159,875,391.01 1,086,317.67 832,684.33 1,919,002.00 0.00 0.00 158,789,073.34
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 43,102,722.04 147,909.03 224,493.34 372,402.37 0.00 0.00 42,954,813.01
AP 392,628.00 386,967.26 4,225.02 0.00 4,225.02 0.00 0.00 382,742.24
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 3,375,110.00 3,330,199.03 11,427.74 17,344.79 28,772.53 0.00 0.00 3,318,771.29
B1 675,002.00 666,020.08 2,285.48 3,468.85 5,754.33 0.00 0.00 663,734.60
B2 787,502.00 777,023.09 2,666.39 4,047.00 6,713.39 0.00 0.00 774,356.70
B3 675,002.00 666,020.08 2,285.48 3,468.85 5,754.33 0.00 0.00 663,734.60
B4 337,501.00 333,010.03 1,142.74 1,734.43 2,877.17 0.00 0.00 331,867.29
B5 337,501.59 333,010.62 1,142.74 1,734.43 2,877.17 0.00 0.00 331,867.88
- -----------------------------------------------------------------------------------------------------------------------
TOTALS 225,000,666.59 218,800,679.24 1,259,402.29 1,137,571.42 2,396,973.71 0.00 0.00 217,541,276.95
- -----------------------------------------------------------------------------------------------------------------------
- -----------------------------------------------------------------------------------------------------------------------
AX 199,288,133.52 193,452,946.98 0.00 56,843.52 56,843.52 0.00 0.00 192,378,808.31
- -----------------------------------------------------------------------------------------------------------------------
</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 966.56343186 6.56758322 5.03418455 11.60176777 959.99584864 A1 6.250000 %
A2 16162T JM9 1,000.00000000 0.00000000 5.20833378 5.20833378 1,000.00000000 A2 6.250000 %
A3 16162T JN7 986.69348258 3.38588537 5.13902846 8.52491383 983.30759722 A3 6.250000 %
AP 16162T JP2 985.58243426 10.76087289 0.00000000 10.76087289 974.82156138 AP 0.000000 %
AR 16162T JQ0 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.250000 %
M 16162T JR8 986.69347962 3.38588668 5.13902954 8.52491622 983.30759294 M 6.250000 %
B1 16162T JS6 986.69349128 3.38588626 5.13902181 8.52490807 983.30760501 B1 6.250000 %
B2 16162T JT4 986.69348141 3.38588346 5.13903457 8.52491803 983.30759795 B2 6.250000 %
B3 16162T JU1 986.69349128 3.38588626 5.13902181 8.52490807 983.30760501 B3 6.250000 %
B4 16162T JV9 986.69346165 3.38588626 5.13903663 8.52492289 983.30757538 B4 6.250000 %
B5 16162T JW7 986.69348491 3.38588035 5.13902764 8.52490799 983.30760457 B5 6.250000 %
- --------------------------------------------------------------------------------------- ---------------------
TOTALS 972.44458230 5.59732693 5.05585800 10.65318493 966.84725537
- --------------------------------------------------------------------------------------- ---------------------
- --------------------------------------------------------------------------------------- ---------------------
AX 970.71984951 0.00000000 0.28523284 0.28523284 965.32997180 AX 0.352603 %
- --------------------------------------------------------------------------------------- ---------------------
</TABLE>
[IMAGE] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S6
September 27, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 508,526.64
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 66,694.73
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 707
Ending Principal Balance of Outstanding Mortgage Loans 217,541,277.68
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 57,234.61
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 69,414.47 0.03 %
2 Months 0 0.00 0.00 %
3+Months 0 0.00 0.00 %
Total 1 69,414.47 0.03 %
-----------------------------------------------------
Number and Aggregate Principal Amounts of Mortgage Loans in
Foreclosure
-----------------------------------------------------
Group 1
-----------------------------------------------------
Number Principal Balance Percentage
0 0.00 0.00 %
-----------------------------------------------------
Sec. 6.02(a)(viii) Aggregate Number of REO Loans 0
Aggregate Balance of REO Loans 0.00
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 14,707.28
Sec. 6.02(a)(x) Class A Percentage 97.20966 %
Class M Percentage 1.52202 %
Class B Percentage 1.26832 %
Class A Principal Balance 212,695,396.31
Class M Principal Balance 3,330,199.03
Class B Principal Balance 2,775,083.90
NON-PO Class A Percentage 97.20472 %
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 0.30 %
B4 Credit Support 0.15 %
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[IMAGE] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortage Finance Trust, Series 1999-S7
Statement to Certificateholders
September 27, 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 121,433,000.00 119,194,957.32 1,089,013.79 620,807.07 1,709,820.86 0.00 0.00 118,105,943.53
AP 127,811.00 126,439.38 475.72 0.00 475.72 0.00 0.00 125,963.66
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 1,875,000.00 1,856,553.03 6,238.63 9,669.55 15,908.18 0.00 0.00 1,850,314.40
B1 375,000.00 371,310.61 1,247.73 1,933.91 3,181.64 0.00 0.00 370,062.88
B2 437,000.00 432,700.62 1,454.02 2,253.65 3,707.67 0.00 0.00 431,246.60
B3 375,000.00 371,310.61 1,247.73 1,933.91 3,181.64 0.00 0.00 370,062.88
B4 187,000.00 185,160.22 622.20 964.38 1,586.58 0.00 0.00 184,538.02
B5 190,214.48 188,343.06 632.90 980.95 1,613.85 0.00 0.00 187,710.16
- -----------------------------------------------------------------------------------------------------------------------
TOTALS 125,000,125.48 122,726,774.85 1,100,932.72 638,543.42 1,739,476.14 0.00 0.00 121,625,842.13
- -----------------------------------------------------------------------------------------------------------------------
- -----------------------------------------------------------------------------------------------------------------------
AX 117,596,935.26 115,403,537.39 0.00 34,380.56 34,380.56 0.00 0.00 114,330,750.04
- -----------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------ ---------------------
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE PASS-THROUGH RATES
PRIOR CURRENT CURRENT
PRINCIPAL PRINCIPAL CLASS PASS-THRU
CLASS CUSIP FACTOR PRINCIPAL INTEREST TOTAL FACTOR RATE
- ------------------------------------------------------------------------------------ ---------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A1 16162T JX5 981.56973245 8.96802179 5.11234236 14.08036415 972.60171066 A1 6.250000 %
AP 16162T JY3 989.26837283 3.72205835 0.00000000 3.72205835 985.54631448 AP 0.000000 %
AR 16162T JZ0 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.250000 %
M 16162T KA3 990.16161600 3.32726933 5.15709333 8.48436267 986.83434667 M 6.250000 %
B1 16162T KB1 990.16162667 3.32728000 5.15709333 8.48437333 986.83434667 B1 6.250000 %
B2 16162T KC9 990.16160183 3.32727689 5.15709382 8.48437071 986.83432494 B2 6.250000 %
B3 16162T KD7 990.16162667 3.32728000 5.15709333 8.48437333 986.83434667 B3 6.250000 %
B4 16162T KE5 990.16160428 3.32727273 5.15711230 8.48438503 986.83433155 B4 6.250000 %
B5 16162T KF2 990.16152714 3.32729664 5.15707322 8.48436985 986.83423050 B5 6.250000 %
- ------------------------------------------------------------------------------------ ---------------------
TOTALS 981.81321322 8.80745292 5.10834223 13.91579515 973.00576030
- ------------------------------------------------------------------------------------ ---------------------
- ------------------------------------------------------------------------------------ ---------------------
AX 981.34817149 0.00000000 0.29235932 0.29235932 972.22559234 AX 0.357498 %
- ------------------------------------------------------------------------------------ ---------------------
</TABLE>
[IMAGE] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortage Finance Trust, Series 1999-S7
September 27, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 688,510.63
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 27,744.58
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 367
Ending Principal Balance of Outstanding Mortgage Loans 121,625,842.15
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 32,205.55
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 0.00
Sec. 6.02(a)(x) Class A Percentage 97.22524 %
Class M Percentage 1.51275 %
Class B Percentage 1.26201 %
Class A Principal Balance 119,321,396.70
Class M Principal Balance 1,856,553.03
Class B Principal Balance 1,548,825.12
NON-PO Class A Percentage 97.22237 %
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] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust Series 1999-S8
Statement to Certificateholders
September 27, 1999
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------
DISTRIBUTION IN DOLLARS
- -----------------------------------------------------------------------------------------------------------------------
ORIGINAL PRIOR CURRENT
FACE PRINCIPAL REALIZED DEFERRED PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL INTEREST TOTAL LOSSES INTEREST BALANCE
- -----------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A1 167,414,000.00 167,414,000.00 0.00 885,899.08 885,899.08 0.00 0.00 167,414,000.00
A2 76,000,000.00 76,000,000.00 0.00 411,666.67 411,666.67 0.00 0.00 76,000,000.00
A3 35,222,000.00 35,222,000.00 0.00 195,188.58 195,188.58 0.00 0.00 35,222,000.00
A4 20,000,000.00 19,549,787.24 292,582.98 106,709.26 399,292.24 0.00 0.00 19,257,204.26
A5 18,750,000.00 18,258,833.88 297,557.16 99,662.80 397,219.96 0.00 0.00 17,961,276.72
A6 124,000,000.00 121,851,083.22 1,301,851.97 665,103.83 1,966,955.80 0.00 0.00 120,549,231.25
A7 76,900,000.00 77,730,206.13 54,117.42 141,712.09 195,829.51 0.00 453,426.20 78,129,514.91
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 14,932,018.14 80,562.78 71,409.27 151,972.05 0.00 0.00 14,851,455.36
A12 4,485,000.00 4,445,409.98 23,984.34 34,359.08 58,343.42 0.00 0.00 4,421,425.64
A13 16,215,900.00 14,177,966.94 1,938,063.76 0.00 1,938,063.76 0.00 82,704.81 12,322,607.99
A14 11,300,600.00 11,135,022.26 127,873.81 0.00 127,873.81 0.00 0.00 11,007,148.45
AP 3,387,180.00 3,380,746.09 10,268.09 0.00 10,268.09 0.00 0.00 3,370,478.00
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 13,750,000.00 13,728,031.01 11,151.41 77,220.17 88,371.58 0.00 0.00 13,716,879.60
B1 5,625,000.00 5,616,012.69 4,561.94 31,590.07 36,152.01 0.00 0.00 5,611,450.75
B2 2,500,000.00 2,496,005.64 2,027.53 14,040.03 16,067.56 0.00 0.00 2,493,978.11
B3 1,875,000.00 1,872,004.23 1,520.65 10,530.02 12,050.67 0.00 0.00 1,870,483.58
B4 1,250,000.00 1,248,002.81 1,013.76 7,020.02 8,033.78 0.00 0.00 1,246,989.05
B5 1,563,298.80 1,560,801.05 1,267.85 8,779.51 10,047.36 0.00 0.00 1,559,533.20
- -----------------------------------------------------------------------------------------------------------------------
TOTALS 625,003,078.80 620,317,931.31 4,148,405.45 2,937,057.14 7,085,462.59 0.00 536,131.01 616,705,656.87
- -----------------------------------------------------------------------------------------------------------------------
- -----------------------------------------------------------------------------------------------------------------------
AX 468,582,348.57 464,202,492.37 0.00 109,298.06 109,298.06 0.00 0.00 460,993,540.22
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 11,509,529.94 0.00 67,138.92 67,138.92 0.00 0.00 11,381,180.99
- -----------------------------------------------------------------------------------------------------------------------
- -----------------------------------------------------------------------------------------------------------------------
A7C3 76,900,000.00 77,730,206.13 54,117.42 0.00 54,117.42 0.00 453,426.20 78,129,514.91
- -----------------------------------------------------------------------------------------------------------------------
</TABLE>
[IMAGE] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust Series 1999-S8
Statement to Certificateholders
September 27, 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 977.48936200 14.62914900 5.33546300 19.96461200 962.86021300 A4 6.550000 %
A5 16162TLJ3 973.80447360 15.86971520 5.31534933 21.18506453 957.93475840 A5 6.550000 %
A6 16162TLK0 982.67002597 10.49880621 5.36374056 15.86254677 972.17121976 A6 6.550000 %
A7 16162TLL8 1,010.79591847 0.70373758 1.84281001 2.54654759 1,015.98849038 A7 2.187753 %
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 991.17279389 5.34767873 4.74007766 10.08775639 985.82511517 A11 5.738750 %
A12 16162TLR5 991.17279376 5.34767893 7.66088740 13.00856633 985.82511483 A12 9.274936 %
A13 16162TLS3 874.32501064 119.51626243 0.00000000 119.51626243 759.90897761 A13 7.000000 %
A14 16162TLT1 985.34788064 11.31566554 0.00000000 11.31566554 974.03221510 A14 0.000000 %
AP 16162TLU8 998.10051134 3.03145685 0.00000000 3.03145685 995.06905449 AP 0.000000 %
AR 16162TLV6 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.750000 %
M 16162TLW4 998.40225527 0.81101164 5.61601236 6.42702400 997.59124364 M 6.750000 %
B1 16162TLX2 998.40225600 0.81101156 5.61601244 6.42702400 997.59124444 B1 6.750000 %
B2 16162TLY0 998.40225600 0.81101200 5.61601200 6.42702400 997.59124400 B2 6.750000 %
B3 16162TLZ7 998.40225600 0.81101333 5.61601067 6.42702400 997.59124267 B3 6.750000 %
B4 16162TMA1 998.40224800 0.81100800 5.61601600 6.42702400 997.59124000 B4 6.750000 %
B5 16162TMB9 998.40225682 0.81100939 5.61601531 6.42702470 997.59124743 B5 6.750000 %
- ------------------------------------------------------------------------------------------ ----------------------
TOTALS 992.50380094 6.63741602 4.69926828 11.33668430 986.72419031
- ------------------------------------------------------------------------------------------ ----------------------
- ------------------------------------------------------------------------------------------ ----------------------
AX N/A 990.65296375 0.00000000 0.23325262 0.23325262 983.80474985 AX 0.282544 %
A7C1 N/A 1,000.00000000 0.00000000 5.62500025 5.62500025 1,000.00000000 A7C1 6.750000 %
A7C2 N/A 982.10165916 0.00000000 5.72892595 5.72892595 971.14971609 A7C2 7.000000 %
- ------------------------------------------------------------------------------------------ ----------------------
- ------------------------------------------------------------------------------------------ ----------------------
A7C3 N/A 1,010.79591847 0.70373758 0.00000000 0.70373758 1,015.98849038 A7C3 7.000000 %
- ------------------------------------------------------------------------------------------ ----------------------
</TABLE>
[IMAGE] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust Series 1999-S8
September 27, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 3,108,166.26
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 180,708.88
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,873
Ending Principal Balance of Outstanding Mortgage Loans 616,705,657.11
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 158,853.08
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in
Delinquency
-----------------------------------------------------
Group 1
-----------------------------------------------------
Category Number Principal Balance Percentage
1 Month 6 2,381,350.04 0.39 %
2 Months 0 0.00 0.00 %
3+Months 0 0.00 0.00 %
Total 6 2,381,350.04 0.39 %
-----------------------------------------------------
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 48,501.45
Sec. 6.02(a)(x) Class A Percentage 95.72463 %
Class M Percentage 2.21306 %
Class B Percentage 2.06230 %
Class A Principal Balance 593,797,073.88
Class M Principal Balance 13,728,031.01
Class B Principal Balance 12,792,826.42
NON-PO Class A Percentage 95.70121 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 2.07 %
B1 Credit Support 1.16 %
B2 Credit Support 0.76 %
B3 Credit Support 0.46 %
B4 Credit Support 0.25 %
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[IMAGE] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust Series 1999-S9
Statement to Certificateholders
September 27, 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 138,313,000.00 137,119,761.24 557,679.42 714,165.42 1,271,844.84 0.00 0.00 136,562,081.82
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 18,145,695.31 60,318.94 94,508.83 154,827.77 0.00 0.00 18,085,376.37
A4 11,659,635.00 11,583,475.72 38,505.16 60,330.60 98,835.76 0.00 0.00 11,544,970.56
AP 164,041.00 162,851.03 635.81 0.00 635.81 0.00 0.00 162,215.22
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 2,775,097.00 2,756,970.41 9,164.57 14,359.22 23,523.79 0.00 0.00 2,747,805.84
B1 555,019.00 551,393.69 1,832.91 2,871.84 4,704.75 0.00 0.00 549,560.78
B2 647,523.00 643,293.46 2,138.40 3,350.49 5,488.89 0.00 0.00 641,155.06
B3 555,019.00 551,393.69 1,832.91 2,871.84 4,704.75 0.00 0.00 549,560.78
B4 277,510.00 275,697.34 916.46 1,435.92 2,352.38 0.00 0.00 274,780.88
B5 277,510.15 275,697.49 916.46 1,435.92 2,352.38 0.00 0.00 274,781.03
- -----------------------------------------------------------------------------------------------------------------------
TOTALS 185,006,454.15 183,583,229.38 673,941.04 955,314.46 1,629,255.50 0.00 0.00 182,909,288.34
- -----------------------------------------------------------------------------------------------------------------------
- -----------------------------------------------------------------------------------------------------------------------
AX 177,144,828.10 175,776,415.92 0.00 57,573.09 57,573.09 0.00 0.00 175,130,864.87
- -----------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -------------------------------------------------------------------------------------- -------------------
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE PASS-THROUGH RATES
PRIOR CURRENT CURRENT
PRINCIPAL PRINCIPAL CLASS PASS-THRU
CLASS CUSIP FACTOR PRINCIPAL INTEREST TOTAL FACTOR RATE
- -------------------------------------------------------------------------------------- -------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A1 16162TKV7 991.37290956 4.03201015 5.16340055 9.19541070 987.34089941 A1 6.250000 %
A2 16162TKW5 1,000.00000000 0.00000000 5.20833377 5.20833377 1,000.00000000 A2 6.250000 %
A3 16162TKX3 993.46812538 3.30243307 5.17431317 8.47674624 990.16569231 A3 6.250000 %
A4 16162TKY1 993.46812486 3.30243271 5.17431292 8.47674563 990.16569215 A4 6.250000 %
AP 16162TKZ8 992.74589889 3.87592126 0.00000000 3.87592126 988.86997763 AP 0.000000 %
AR 16162TLA2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.250000 %
M 16162TLB0 993.46812382 3.30243231 5.17431283 8.47674514 990.16569151 M 6.250000 %
B1 16162TLC8 993.46813352 3.30242748 5.17430935 8.47673683 990.16570604 B1 6.250000 %
B2 16162TLD6 993.46812391 3.30243096 5.17431813 8.47674909 990.16569296 B2 6.250000 %
B3 16162TMC7 993.46813352 3.30242748 5.17430935 8.47673683 990.16570604 B3 6.250000 %
B4 16162TMD5 993.46812727 3.30243955 5.17430003 8.47673958 990.16568772 B4 6.250000 %
B5 16162TME3 993.46813081 3.30243777 5.17429723 8.47673500 990.16569304 B5 6.250000 %
- -------------------------------------------------------------------------------------- -------------------
TOTALS 992.30716152 3.64279745 5.16368180 8.80647925 988.66436406
- -------------------------------------------------------------------------------------- -------------------
- -------------------------------------------------------------------------------------- -------------------
AX N/A 992.27517848 0.00000000 0.32500576 0.32500576 988.63097923 AX 0.393043 %
- -------------------------------------------------------------------------------------- -------------------
</TABLE>
[IMAGE] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust Series 1999-S9
September 27, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 63,664.69
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 48,093.14
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 600
Ending Principal Balance of Outstanding Mortgage Loans 182,909,288.81
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 48,022.31
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans
in Delinquency
-----------------------------------------------------
Group 1
-----------------------------------------------------
Category Number Principal Balance Percentage
1 Month 0 0.00 0.00 %
2 Months 0 0.00 0.00 %
3+Months 0 0.00 0.00 %
Total 0 0.00 0.00 %
-----------------------------------------------------
Number and Aggregate Principal Amounts of Mortgage Loans
in Foreclosure
----------------------------------------------
Group 1
----------------------------------------------
Number Principal Balance Percentage
0 0.00 0.00 %
----------------------------------------------
Sec. 6.02(a)(viii) Aggregate Number of REO Loans 0
Aggregate Balance of REO Loans 0.00
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 7,245.04
Sec. 6.02(a)(x) Class A Percentage 97.24678 %
Class M Percentage 1.50176 %
Class B Percentage 1.25146 %
Class A Principal Balance 178,528,783.30
Class M Principal Balance 2,756,970.41
Class B Principal Balance 2,297,475.67
NON-PO Class A Percentage 97.24434 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 1.25 %
B1 Credit Support 0.95 %
B2 Credit Support 0.60 %
B3 Credit Support 0.30 %
B4 Credit Support 0.15 %
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[IMAGE] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust Series 1999-S10
Statement to Certificateholders
September 27, 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 50,241,797.97 313,003.92 244,457.75 557,461.67 0.00 0.00 49,928,794.05
A5 16,987,952.00 16,901,094.11 105,292.98 140,936.64 246,229.62 0.00 0.00 16,795,801.13
A6 6,512,048.00 6,478,752.47 40,362.31 43,837.02 84,199.33 0.00 0.00 6,438,390.16
A7 7,785,000.00 7,494,339.27 1,555,408.39 0.00 1,555,408.39 0.00 42,155.66 5,981,086.54
A8 22,275,000.00 22,275,000.00 0.00 117,663.05 117,663.05 0.00 0.00 22,275,000.00
A9 7,425,000.00 7,425,000.00 0.00 49,399.45 49,399.45 0.00 0.00 7,425,000.00
A10 57,400,000.00 57,153,372.49 670,189.68 321,487.72 991,677.40 0.00 0.00 56,483,182.81
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 19,897,741.77 123,961.95 96,814.95 220,776.90 0.00 0.00 19,773,779.82
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 77,146,539.34 761,299.22 450,021.48 1,211,320.70 0.00 0.00 76,385,240.12
A20 33,000,000.00 33,189,565.61 14,464.67 44,228.45 58,693.12 0.00 200,520.29 33,375,621.23
A21 3,801,200.00 3,547,156.97 1,397,124.00 0.00 1,397,124.00 0.00 21,430.74 2,171,463.71
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 10,450,619.36 144,513.94 0.00 144,513.94 0.00 0.00 10,306,105.42
AP 3,344,515.00 3,339,144.88 3,107.28 0.00 3,107.28 0.00 0.00 3,336,037.60
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 16,100,000.00 16,087,259.19 12,847.40 90,490.83 103,338.23 0.00 0.00 16,074,411.79
B1 5,950,000.00 5,945,291.44 4,747.95 33,442.26 38,190.21 0.00 0.00 5,940,543.49
B2 2,450,000.00 2,448,061.18 1,955.04 13,770.34 15,725.38 0.00 0.00 2,446,106.14
B3 2,100,000.00 2,098,338.16 1,675.75 11,803.15 13,478.90 0.00 0.00 2,096,662.41
B4 1,400,000.00 1,398,892.10 1,117.17 7,868.77 8,985.94 0.00 0.00 1,397,774.93
B5 1,750,998.00 1,749,612.34 1,397.15 9,841.57 11,238.72 0.00 0.00 1,748,215.19
- -----------------------------------------------------------------------------------------------------------------------
TOTALS 700,000,613.00 698,182,578.65 5,152,468.80 3,644,387.39 8,796,856.19 0.00 264,106.69 693,294,216.54
- -----------------------------------------------------------------------------------------------------------------------
- -----------------------------------------------------------------------------------------------------------------------
A15 20,000,000.00 20,000,000.00 0.00 0.00 0.00 0.00 0.00 20,000,000.00
AX 546,040,645.12 544,623,790.23 0.00 141,239.34 141,239.34 0.00 0.00 539,878,617.92
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 2,660,225.49 0.00 16,072.20 16,072.20 0.00 0.00 2,633,973.79
A20C3 33,000,000.00 33,189,565.61 14,464.66 0.00 14,464.66 0.00 200,520.29 33,375,621.24
- -----------------------------------------------------------------------------------------------------------------------
</TABLE>
[IMAGE] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust Series 1999-S10
Statement to Certificateholders
September 27, 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 994.88708851 6.19809743 4.84074752 11.03884495 988.68899109 A4 5.838750 %
A5 994.88708880 6.19809733 8.29627020 14.49436754 988.68899147 A5 10.006687 %
A6 994.88708775 6.19809774 6.73167950 12.92977724 988.68899001 A6 8.119530 %
A7 962.66400385 199.79555427 0.00000000 199.79555427 768.28343481 A7 6.750000 %
A8 1,000.00000000 0.00000000 5.28229181 5.28229181 1,000.00000000 A8 6.338750 %
A9 1,000.00000000 0.00000000 6.65312458 6.65312458 1,000.00000000 A9 7.983750 %
A10 995.70335348 11.67577840 5.60083136 17.27660976 984.02757509 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 994.88708850 6.19809750 4.84074750 11.03884500 988.68899100 A14 5.838750 %
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 991.60076272 9.78533702 5.78433779 15.56967481 981.81542571 A19 7.000000 %
A20 1,005.74441242 0.43832333 1.34025606 1.77857939 1,011.38246152 A20 1.599121 %
A21 933.16767600 367.54814269 0.00000000 367.54814269 571.25742134 A21 7.250000 %
A22 1,000.00000000 0.00000000 6.04166654 6.04166654 1,000.00000000 A22 7.250000 %
A23 994.93700946 13.75825320 0.00000000 13.75825320 981.17875626 A23 0.000000 %
AP 998.39435015 0.92906744 0.00000000 0.92906744 997.46528271 AP 0.000000 %
AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.750000 %
M 999.20864534 0.79797516 5.62054845 6.41852360 998.41067019 M 6.750000 %
B1 999.20864538 0.79797479 5.62054790 6.41852269 998.41067059 B1 6.750000 %
B2 999.20864490 0.79797551 5.62054694 6.41852245 998.41066939 B2 6.750000 %
B3 999.20864762 0.79797619 5.62054762 6.41852381 998.41067143 B3 6.750000 %
B4 999.20864286 0.79797857 5.62055000 6.41852857 998.41066429 B4 6.750000 %
B5 999.20864558 0.79791639 5.62054897 6.41846536 998.41072920 B5 6.750000 %
- -------------------------------------------------------------------------------- ----------------------
TOTALS 997.40281035 7.36066327 5.20626314 12.56692641 990.41944202
- -------------------------------------------------------------------------------- ----------------------
- -------------------------------------------------------------------------------- ----------------------
A15 1,000.00000000 0.00000000 0.00000000 0.00000000 1,000.00000000 A15 0.000000 %
AX 997.40522083 0.00000000 0.25866085 0.25866085 988.71507597 AX 0.311200 %
A20C1 1,000.00000000 0.00000000 5.62500000 5.62500000 1,000.00000000 A20C1 6.750000 %
A20C2 991.60076131 0.00000000 5.99092288 5.99092288 981.81542326 A20C2 7.250000 %
- -------------------------------------------------------------------------------- ----------------------
- -------------------------------------------------------------------------------- ----------------------
A20C3 1,005.74441242 0.43832303 0.00000000 0.43832303 1,011.38246182 A20C3 7.250000 %
- -------------------------------------------------------------------------------- ----------------------
</TABLE>
[IMAGE] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust Series 1999-S10
September 27, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 4,330,544.85
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 226,581.14
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 2,033
Ending Principal Balance of Outstanding Mortgage Loans 693,294,216.93
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 178,792.93
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans
in Delinquency
-----------------------------------------------------
Group 1
-----------------------------------------------------
Category Number Principal Balance Percentage
1 Month 6 2,090,543.52 0.30 %
2 Months 2 720,786.24 0.10 %
3+Months 0 0.00 0.00 %
Total 8 2,811,329.76 0.40 %
-----------------------------------------------------
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 3,959.50
Sec. 6.02(a)(x) Class A Percentage 95.74217 %
Class M Percentage 2.30416 %
Class B Percentage 1.95367 %
Class A Principal Balance 668,455,124.24
Class M Principal Balance 16,087,259.19
Class B Principal Balance 13,640,195.22
NON-PO Class A Percentage 95.72170 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 1.96 %
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
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[IMAGE] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust Series 1999-S11
Statement to Certificateholders
September 27, 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 95,706,000.00 326,882.78 538,346.25 865,229.03 0.00 0.00 95,379,117.22
A2 59,000,000.00 59,000,000.00 290,149.20 331,875.00 622,024.20 0.00 0.00 58,709,850.80
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 65,000,000.00 317,558.49 365,625.00 683,183.49 0.00 0.00 64,682,441.51
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 5,360,000.00 56,278.13 30,150.00 86,428.13 0.00 0.00 5,303,721.87
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 10,005,000.00 0.00 0.00 0.00 0.00 56,278.13 10,061,278.13
A9 11,440,000.00 11,440,000.00 61,993.13 64,350.00 126,343.13 0.00 0.00 11,378,006.87
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 11,021,000.00 0.00 0.00 0.00 0.00 61,993.13 11,082,993.13
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 1,090,837.00 1,035.71 0.00 1,035.71 0.00 0.00 1,089,801.29
AR 100.00 100.00 100.00 0.56 100.56 0.00 0.00 0.00
M 9,000,000.00 9,000,000.00 6,754.19 50,625.00 57,379.19 0.00 0.00 8,993,245.81
B1 3,400,000.00 3,400,000.00 2,551.58 19,125.00 21,676.58 0.00 0.00 3,397,448.42
B2 1,600,000.00 1,600,000.00 1,200.74 9,000.00 10,200.74 0.00 0.00 1,598,799.26
B3 1,200,000.00 1,200,000.00 900.56 6,750.00 7,650.56 0.00 0.00 1,199,099.44
B4 800,000.00 800,000.00 600.37 4,500.00 5,100.37 0.00 0.00 799,399.63
B5 1,000,409.87 1,000,409.87 750.77 5,627.31 6,378.08 0.00 0.00 999,659.10
- -----------------------------------------------------------------------------------------------------------------------
TOTALS 400,000,346.87 400,000,346.87 1,066,755.65 2,125,594.75 3,192,350.40 0.00 118,271.26 399,051,862.48
- -----------------------------------------------------------------------------------------------------------------------
- -----------------------------------------------------------------------------------------------------------------------
AX 358,117,946.52 358,117,946.52 0.00 153,209.84 153,209.84 0.00 0.00 357,211,145.35
- -----------------------------------------------------------------------------------------------------------------------
</TABLE>
[IMAGE] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust Series 1999-S11
Statement to Certificateholders
September 27, 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 1,000.00000000 3.41548889 5.62500000 9.04048889 996.58451111 A1 6.750000 %
A2 16162TNP7 1,000.00000000 4.91778305 5.62500000 10.54278305 995.08221695 A2 6.750000 %
A3 16162TNQ5 1,000.00000000 0.00000000 5.62500019 5.62500019 1,000.00000000 A3 6.750000 %
A4 16162TNR3 1,000.00000000 4.88551523 5.62500000 10.51051523 995.11448477 A4 6.750000 %
A5 16162TNS1 1,000.00000000 0.00000000 5.62500000 5.62500000 1,000.00000000 A5 6.750000 %
A6 16162TNT9 1,000.00000000 10.49965112 5.62500000 16.12465112 989.50034888 A6 6.750000 %
A7 16162TNU6 1,000.00000000 0.00000000 5.62500000 5.62500000 1,000.00000000 A7 6.750000 %
A8 16162TNV4 1,000.00000000 0.00000000 0.00000000 0.00000000 1,005.62500050 A8 6.750000 %
A9 16162TNW2 1,000.00000000 5.41897990 5.62500000 11.04397990 994.58102010 A9 6.750000 %
A10 16162TNX0 1,000.00000000 0.00000000 5.62500000 5.62500000 1,000.00000000 A10 6.750000 %
A11 16162TNY8 1,000.00000000 0.00000000 0.00000000 0.00000000 1,005.62500045 A11 6.750000 %
A12 16162TNZ5 1,000.00000000 0.00000000 5.62500000 5.62500000 1,000.00000000 A12 6.750000 %
AP 16162TPA8 1,000.00000000 0.94946358 0.00000000 0.94946358 999.05053642 AP 0.000000 %
AR 16162TPB6 1,000.00000000 1,000.00000000 5.60000000 1,005.60000000 0.00000000 AR 6.750000 %
M 16162TPC4 1,000.00000000 0.75046556 5.62500000 6.37546556 999.24953444 M 6.750000 %
B1 16162TPD2 1,000.00000000 0.75046471 5.62500000 6.37546471 999.24953529 B1 6.750000 %
B2 16162TPE0 1,000.00000000 0.75046250 5.62500000 6.37546250 999.24953750 B2 6.750000 %
B3 16162TPF7 1,000.00000000 0.75046667 5.62500000 6.37546667 999.24953333 B3 6.750000 %
B4 16162TPG5 1,000.00000000 0.75046250 5.62500000 6.37546250 999.24953750 B4 6.750000 %
B5 16162TPH3 1,000.00000000 0.75046241 5.62500448 6.37546689 999.24953759 B5 6.750000 %
- --------------------------------------------------------------------------------------------- --------------------
TOTALS 1,000.00000000 2.66688681 5.31398227 7.98086908 997.62879108
- --------------------------------------------------------------------------------------------- --------------------
- --------------------------------------------------------------------------------------------- --------------------
AX N/A 1,000.00000000 0.00000000 0.42781950 0.42781950 997.46787007 AX 0.513383 %
- --------------------------------------------------------------------------------------------- --------------------
</TABLE>
[IMAGE] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust Series 1999-S11
September 27, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 648,180.08
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 82,763.77
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,234
Ending Principal Balance of Outstanding Mortgage Loans 399,051,862.68
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 102,833.43
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans
in Delinquency
-----------------------------------------------------
Group 1
-----------------------------------------------------
Category Number Principal Balance Percentage
1 Month 2 875,394.65 0.22 %
2 Months 0 0.00 0.00 %
3+Months 0 0.00 0.00 %
Total 2 875,394.65 0.22 %
-----------------------------------------------------
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 95.74990 %
Class M Percentage 2.25000 %
Class B Percentage 2.00010 %
Class A Principal Balance 382,999,937.00
Class M Principal Balance 9,000,000.00
Class B Principal Balance 8,000,409.87
NON-PO Class A Percentage 95.73828 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 2.01 %
B1 Credit Support 1.15 %
B2 Credit Support 0.75 %
B3 Credit Support 0.45 %
B4 Credit Support 0.25 %
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[IMAGE] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Corporation, Series 1999-AS1
Statement to Certificateholders
September 27, 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 14,192,241.20 121,179.56 76,874.64 198,054.20 0.00 0.00 14,071,061.64
IIA1 30,250,000.00 24,214,426.96 291,202.17 131,161.48 422,363.65 0.00 0.00 23,923,224.79
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 1,000,000.00 818,957.39 8,734.88 4,436.02 13,170.90 0.00 0.00 810,222.51
IIIA1 95,342,532.00 90,137,539.76 584,635.65 488,245.01 1,072,880.66 0.00 0.00 89,552,904.11
AP 25,169.00 24,689.67 69.87 0.00 69.87 0.00 0.00 24,619.80
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 4,786,000.00 4,752,258.93 5,037.86 25,741.40 30,779.26 0.00 0.00 4,747,221.07
B1 2,316,000.00 2,299,672.30 2,437.88 12,456.56 14,894.44 0.00 0.00 2,297,234.42
B2 1,235,000.00 1,226,293.32 1,299.99 6,642.42 7,942.41 0.00 0.00 1,224,993.33
B3 618,000.00 613,643.13 650.52 3,323.90 3,974.42 0.00 0.00 612,992.61
B4 386,000.00 383,278.71 406.31 2,076.09 2,482.40 0.00 0.00 382,872.40
B5 694,784.72 689,886.52 731.35 3,736.89 4,468.24 0.00 0.00 689,155.17
- -----------------------------------------------------------------------------------------------------------------------
TOTALS 154,396,147.72 142,440,746.89 1,016,386.04 771,420.31 1,787,806.35 0.00 0.00 141,424,360.85
- -----------------------------------------------------------------------------------------------------------------------
- -----------------------------------------------------------------------------------------------------------------------
AX 152,908,229.99 140,976,080.73 0.00 102,350.75 102,350.75 0.00 0.00 139,963,077.76
- -----------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- --------------------------------------------------------------------------------------- ---------------------
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE PASS-THROUGH RATES
PRIOR CURRENT CURRENT
PRINCIPAL PRINCIPAL CLASS PASS-THRU
CLASS CUSIP FACTOR PRINCIPAL INTEREST TOTAL FACTOR RATE
- --------------------------------------------------------------------------------------- ---------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
IA1 16162TER3 968.44277226 8.26898778 5.24573169 13.51471947 960.17378448 IA1 6.500000 %
IIA1 16162TES1 800.47692430 9.62651802 4.33591669 13.96243471 790.85040628 IIA1 6.500000 %
IIA2 16162TET9 1,000.00000000 0.00000000 5.41666572 5.41666572 1,000.00000000 IIA2 6.500000 %
IIA3 16162TEU6 818.95739000 8.73488000 4.43602000 13.17090000 810.22251000 IIA3 6.500000
IIIA1 16162TEV4 945.40744691 6.13195011 5.12095704 11.25290715 939.27549680 IIIA1 6.500000 %
AP 16162TEW2 980.95554055 2.77603401 0.00000000 2.77603401 978.17950654 AP 0.000000 %
AR 16162TEX0 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.500000 %
M 16162TEY8 992.95004806 1.05262432 5.37847890 6.43110322 991.89742374 M 6.500000 %
B1 16162TEZ5 992.95004318 1.05262522 5.37848014 6.43110535 991.89741796 B1 6.500000 %
B2 16162TFA9 992.95005668 1.05262348 5.37847773 6.43110121 991.89743320 B2 6.500000 %
B3 16162TFB7 992.95004854 1.05262136 5.37847896 6.43110032 991.89742718 B3 6.500000 %
B4 16162TFC5 992.95002591 1.05261658 5.37847150 6.43108808 991.89740933 B4 6.500000 %
B5 16162TFD3 992.95004645 1.05262822 5.37848616 6.43111437 991.89741824 B5 6.500000 %
- --------------------------------------------------------------------------------------- ---------------------
TOTALS 922.56671551 6.58297539 4.99637019 11.57934558 915.98374013
- --------------------------------------------------------------------------------------- ---------------------
- --------------------------------------------------------------------------------------- ---------------------
AX 921.96529081 0.00000000 0.66936064 0.66936064 915.34038272 AX 0.871218 %
- --------------------------------------------------------------------------------------- ---------------------
</TABLE>
[IMAGE] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Corporation, Series 1999-AS1
September 27, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 865,341.70
Aggregate Amount of Repurchase Proceeds 0.00
Group 1 Amount of Principal Prepayments 73,962.69
Group 1 Amount of Repurchase Proceeds 0.00
Group 2 Amount of Principal Prepayments 277,904.14
Group 2 Amount of Repurchase Proceeds 0.00
Group 3 Amount of Principal Prepayments 513,474.87
Group 3 Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 42,353.79
Group 1 Servicer Advances 1,393.87
Group 2 Servicer Advances 4,990.11
Group 3 Servicer Advances 35,969.81
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,186
Ending Principal Balance of Outstanding Mortgage Loans 141,424,361.09
Group 1 Outstanding Mortgage Loans 166
Ending Principal Balance of Group 1 Mortgage Loans 15,081,923.75
Group 2 Outstanding Mortgage Loans 87
Ending Principal Balance of Group 2 Mortgage Loans 30,201,663.09
Group 3 Outstanding Mortgage Loans 933
Ending Principal Balance of Group 3 Mortgage Loans 96,140,774.25
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 37,260.12
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans
in Delinquency
-----------------------------------------------------
Group 1
-----------------------------------------------------
Category Number Principal Balance Percentage
1 Month 0 0.00 0.00 %
2 Months 0 0.00 0.00 %
3+Months 0 0.00 0.00 %
Total 0 0.00 0.00 %
-----------------------------------------------------
-----------------------------------------------------
Group 2
-----------------------------------------------------
Category Number Principal Balance Percentage
1 Month 1 443,965.50 1.47 %
2 Months 0 0.00 0.00 %
3+Months 0 0.00 0.00 %
Total 1 443,965.50 1.47 %
-----------------------------------------------------
</TABLE>
[IMAGE] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Corporation, Series 1999-AS1
September 27, 1999
---------------------------------------------------------
Group 3
---------------------------------------------------------
Category Number Principal Balance Percentage
1 Month 1 155,502.72 0.16 %
2 Months 2 132,170.03 0.14 %
3+Months 0 0.00 0.00 %
Total 3 287,672.75 0.30 %
---------------------------------------------------------
---------------------------------------------------------
Group Totals
---------------------------------------------------------
Category Number Principal Balance Percentage
1 Month 2 599,468.22 0.42 %
2 Months 2 132,170.03 0.09 %
3+ Months 0 0.00 0.00 %
Total 4 731,638.25 0.51 %
---------------------------------------------------------
<TABLE>
<S> <C>
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
-------------------------------------------
Group 1
-------------------------------------------
Number Principal Balance Percentage
0 0.00 0.00 %
-------------------------------------------
-------------------------------------------
Group 2
-------------------------------------------
Number Principal Balance Percentage
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 %
-------------------------------------------
</TABLE>
[IMAGE] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Corporation, Series 1999-AS1
September 27, 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 93.00 %
Class M Percentage 3.34 %
Class B Percentage 3.66 %
Class A Principal Balance 132,475,713.98
Class M Principal Balance 4,752,258.93
Class B Principal Balance 5,212,773.98
NON-PO Class A Percentage 93.0029 %
NON-PO Class A Prepayment Percentage 100.0000 %
M Credit Support 3.66 %
B1 Credit Support 2.05 %
B2 Credit Support 1.18 %
B3 Credit Support 0.75 %
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] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-AS2
Statement to Certificateholders
September 27, 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 22,048,803.55 81,900.19 119,431.02 201,331.21 0.00 0.00 21,966,903.36
IIA1 9,200,000.00 5,130,491.01 773,286.48 27,790.16 801,076.64 0.00 0.00 4,357,204.53
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 17,018.28 61.26 0.00 61.26 0.00 0.00 16,957.02
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 5,250,000.00 5,232,456.99 6,010.03 28,342.48 34,352.51 0.00 0.00 5,226,446.96
B1 2,625,000.00 2,616,228.50 3,005.02 14,171.24 17,176.26 0.00 0.00 2,613,223.48
B2 1,200,000.00 1,195,990.17 1,373.72 6,478.28 7,852.00 0.00 0.00 1,194,616.45
B3 675,000.00 672,744.47 772.72 3,644.03 4,416.75 0.00 0.00 671,971.75
B4 375,000.00 373,746.92 429.29 2,024.46 2,453.75 0.00 0.00 373,317.63
B5 751,676.40 749,164.65 860.50 4,057.98 4,918.48 0.00 0.00 748,304.15
- -----------------------------------------------------------------------------------------------------------------------
TOTALS 150,003,961.40 145,479,644.54 867,699.21 787,922.56 1,655,621.77 0.00 0.00 144,611,945.33
- -----------------------------------------------------------------------------------------------------------------------
- -----------------------------------------------------------------------------------------------------------------------
AX 148,463,136.00 143,954,842.85 0.00 110,322.00 110,322.00 0.00 0.00 143,093,044.14
- -----------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ----------------------------------------------------------------------------------------- ---------------------
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE PASS-THROUGH RATES
PRIOR CURRENT CURRENT
PRINCIPAL PRINCIPAL CLASS PASS-THRU
CLASS CUSIP FACTOR PRINCIPAL INTEREST TOTAL FACTOR RATE
- ----------------------------------------------------------------------------------------- ---------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
IA1 16162T KG0 981.38619086 3.64535497 5.31584190 8.96119687 977.74083589 IA1 6.500000 %
IIA1 16162T KH8 557.66206630 84.05287826 3.02066957 87.07354783 473.60918804 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 990.29851615 3.56473669 0.00000000 3.56473669 986.73377946 AP 0.000000 %
AR 16162T KN5 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.500000 %
M 16162T KP0 996.65847429 1.14476762 5.39856762 6.54333524 995.51370667 M 6.500000 %
B1 16162T KQ8 996.65847619 1.14476952 5.39856762 6.54333714 995.51370667 B1 6.500000 %
B2 16162T KR6 996.65847500 1.14476667 5.39856667 6.54333333 995.51370833 B2 6.500000 %
B3 16162T KS4 996.65847407 1.14477037 5.39856296 6.54333333 995.51370370 B3 6.500000 %
B4 16162T KT2 996.65845333 1.14477333 5.39856000 6.54333333 995.51368000 B4 6.500000 %
B5 16162T KU9 996.65846899 1.14477453 5.39857311 6.54334764 995.51369446 B5 6.500000 %
- ----------------------------------------------------------------------------------------- ---------------------
TOTALS 969.83868414 5.78450863 5.25267835 11.03718698 964.05417551
- ----------------------------------------------------------------------------------------- ---------------------
- ----------------------------------------------------------------------------------------- ---------------------
AX 969.63358534 0.00000000 0.74309356 0.74309356 963.82878602 AX 0.919638 %
- ----------------------------------------------------------------------------------------- ---------------------
</TABLE>
[IMAGE] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-AS2
September 27, 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 700,571.07
Aggregate Amount of Repurchase Proceeds 0.00
Group 1 Amount of Principal Prepayments 10,603.69
Group 1 Amount of Repurchase Proceeds 0.00
Group 2 Amount of Principal Prepayments 689,967.38
Group 2 Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 39,643.42
Group 1 Servicer Advances 6,761.90
Group 2 Servicer Advances 32,881.52
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,364
Ending Principal Balance of Outstanding Mortgage Loans 144,611,945.78
Group 1 Outstanding Mortgage Loans 241
Ending Principal Balance of Group 1 Mortgage Loans 23,716,048.77
Group 2 Outstanding Mortgage Loans 1,123
Ending Principal Balance of Group 2 Mortgage Loans 120,895,897.01
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 38,055.06
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans
in Delinquency
-----------------------------------------------------
Group 1
-----------------------------------------------------
Category Number Principal Balance Percentage
1 Month 0 0.00 0.00 %
2 Months 0 0.00 0.00 %
3+Months 0 0.00 0.00 %
Total 0 0.00 0.00 %
-----------------------------------------------------
-----------------------------------------------------
Group 2
-----------------------------------------------------
Category Number Principal Balance Percentage
1 Month 5 592,000.11 0.49 %
2 Months 0 0.00 0.00 %
3+Months 0 0.00 0.00 %
Total 5 592,000.11 0.49 %
-----------------------------------------------------
-----------------------------------------------------
Group Totals
-----------------------------------------------------
Category Number Principal Balance Percentage
1 Month 5 592,000.11 0.41 %
2 Months 0 0.00 0.00 %
3+ Months 0 0.00 0.00 %
Total 5 592,000.11 0.41 %
-----------------------------------------------------
</TABLE>
[IMAGE] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-AS2
September 27, 1999
<TABLE>
<S> <C> <C>
Number and Aggregate Principal Amounts of Mortgage Loans in
Foreclosure
-------------------------------------------
Group 1
-------------------------------------------
Number Principal Balance Percentage
0 0.00 0.00 %
-------------------------------------------
-------------------------------------------
Group 2
-------------------------------------------
Number Principal Balance Percentage
1 187,099.11 0.15 %
-------------------------------------------
-------------------------------------------
Group Totals
-------------------------------------------
Number Principal Balance Percentage
1 187,099.11 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 %
-------------------------------------------
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 17,565.72
Sec. 6.02(a)(x) Class A Percentage 92.55 %
Class M Percentage 3.60 %
Class B Percentage 3.85 %
Class A Principal Balance 134,639,312.84
Class M Principal Balance 5,232,456.99
Class B Principal Balance 5,607,874.71
NON-PO Class A Percentage 92.5477 %
NON-PO Class A Prepayment Percentage 100.0000 %
M Credit Support 3.86 %
B1 Credit Support 2.06 %
B2 Credit Support 1.23 %
B3 Credit Support 0.77 %
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
