<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: December 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 December 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-S12, Series 1999-S13, Series
1999-S14, 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 December 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: December 30, 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
December 27, 1999.
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Corporation, Series 1999-S1
Statement to Certificateholders
December 27, 1999
- --------------------------------------------------------------------------------
- --------------------------------------------------------------------------------
DISTRIBUTION IN DOLLARS
- --------------------------------------------------------------------------------
<TABLE>
<CAPTION>
ORIGINAL PRIOR CURRENT
FACE PRINCIPAL REALIZED DEFERRED PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL INTEREST TOTAL LOSSES INTEREST BALANCE
- ----------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A1 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 79,816,566.78 1,563,332.68 432,339.74 1,995,672.42 0.00 0.00 78,253,234.10
A7 18,242,000.00 12,063,670.92 969,752.32 0.00 969,752.32 0.00 65,344.88 11,159,263.48
A8 63,600,000.00 63,600,000.00 0.00 344,500.00 344,500.00 0.00 0.00 63,600,000.00
A9 56,234,000.00 52,658,454.70 567,967.52 285,233.30 853,200.82 0.00 0.00 52,090,487.18
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 1,055,506.25 0.00 0.00 0.00 0.00 5,717.33 1,061,223.58
AP 661,605.00 645,671.73 9,708.52 0.00 9,708.52 0.00 0.00 635,963.21
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 8,600,000.00 8,527,327.34 7,611.01 46,189.69 53,800.70 0.00 0.00 8,519,716.33
B1 3,600,000.00 3,569,578.89 3,186.00 19,335.22 22,521.22 0.00 0.00 3,566,392.89
B2 1,600,000.00 1,586,479.51 1,416.00 8,593.43 10,009.43 0.00 0.00 1,585,063.51
B3 1,400,000.00 1,388,169.56 1,239.00 7,519.25 8,758.25 0.00 0.00 1,386,930.56
B4 800,000.00 793,239.74 708.00 4,296.72 5,004.72 0.00 0.00 792,531.74
B5 1,000,424.92 991,971.23 885.38 5,373.18 6,258.56 0.00 0.00 991,085.85
- ----------------------------------------------------------------------------------------------------------------
TOTALS 400,000,129.92 380,765,636.65 3,125,806.43 1,953,541.55 5,079,347.98 0.00 71,062.21 377,710,892.43
- ----------------------------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------------------------
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 361,515,966.00 343,249,362.07 0.00 106,761.43 106,761.43 0.00 0.00 340,622,318.87
- ----------------------------------------------------------------------------------------------------------------
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Corporation, Series 1999-S1
Statement to Certificateholders
December 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 894.87478591 17.52752660 4.84723846 22.37476506 877.34725931 A6 6.500000 %
A7 661.31295472 53.16041662 0.00000000 53.16041662 611.73464971 A7 6.500000 %
A8 1,000.00000000 0.00000000 5.41666667 5.41666667 1,000.00000000 A8 6.500000 %
A9 936.41666430 10.10007327 5.07225700 15.17233026 926.31659103 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 1,055.50625000 0.00000000 0.00000000 0.00000000 1,061.22358000 A23 6.500000 %
AP 975.91724670 14.67419382 0.00000000 14.67419382 961.24305288 AP 0.000000 %
AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.500000 %
M 991.54969070 0.88500116 5.37089419 6.25589535 990.66468953 M 6.500000 %
B1 991.54969167 0.88500000 5.37089444 6.25589444 990.66469167 B1 6.500000 %
B2 991.54969375 0.88500000 5.37089375 6.25589375 990.66469375 B2 6.500000 %
B3 991.54968571 0.88500000 5.37089286 6.25589286 990.66468571 B3 6.500000 %
B4 991.54967500 0.88500000 5.37090000 6.25590000 990.66467500 B4 6.500000 %
B5 991.54990062 0.88500394 5.37089780 6.25590174 990.66489667 B5 6.500000 %
- ---------------------------------------------------------------------------- ------------------
TOTALS 951.91378244 7.81451354 4.88385229 12.69836583 944.27692437
- ---------------------------------------------------------------------------- ------------------
- ---------------------------------------------------------------------------- ------------------
A5 1,000.00000000 0.00000000 5.41666691 5.41666691 1,000.00000000 A5 6.500000 %
AX 949.47220691 0.00000000 0.29531595 0.29531595 942.20546506 AX 0.373234 %
- ---------------------------------------------------------------------------- ------------------
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- -------------------------------------------------------------------------------
Chase Mortgage Finance Corporation, Series 1999-S1
December 27, 1999
- -------------------------------------------------------------------------------
STATEMENT TO CERTIFICATEHOLDERS
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 2,714,849.00
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv): Aggregate Servicer Advances 97,886.94
Sec. 6.02(a)(v): Number of Outstanding Mortgage Loans 1,211.00
Ending Principal Balance of Outstanding Mortgage Loans 377,710,892.81
Sec. 6.02(a)(vi): Aggregate Amount of Servicing Fees 97,888.50
</TABLE>
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in
Delinquency
------------------------------------------------------
Group Totals
------------------------------------------------------
Category Number Principal Balance Percentage
------------------------------------------------------
1 Month 4 1,555,605.40 0.41 %
------------------------------------------------------
2 Months 2 490,561.29 0.13 %
------------------------------------------------------
3+ Months 0 0.00 0.00 %
------------------------------------------------------
Total 6 2,046,166.69 0.54 %
------------------------------------------------------
Number and Aggregate Principal Amounts of Mortgage Loans in
Foreclosure
--------------------------------------------
Group Totals
--------------------------------------------
Number Principal Balance Percentage
--------------------------------------------
2 156,619.32 0.04 %
--------------------------------------------
Sec. 6.02(a)(viii) Number and Aggregate Principal Amounts of REO Loans
--------------------------------------------
Group Totals
--------------------------------------------
Number Principal Balance Percentage
--------------------------------------------
0 0.00 0.00 %
--------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(ix): Aggregate Amount of All Advances Recovered During the Related Due Period 24,294.50
Sec. 6.02(a)(x): Class A Percentage 95.57 %
Class A Principal Balance 363,908,870.38
Class M Percentage 2.24 %
Class M Principal Balance 8,527,327.34
Class B Percentage 2.19 %
Class B Principal Balance 8,329,438.93
NON-PO Class A Percentage 95.57 %
NON-PO Class A Prepayment Percentage 100.00 %
M Credit Support 2.20 %
B1 Credit Support 1.24 %
B2 Credit Support 0.83 %
B3 Credit Support 0.46 %
B4 Credit Support 0.26 %
Sec. 6.02(a)(xi): Aggregate Cummulative Losses Since Cut-Off 0.00
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Corporation, Series 1999-S1
December 27, 1999
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(xiv): Compensating Interest Shortfall 0.00
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust, Series 1999-S2
Statement to Certificateholders
December 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 215,000,000.00 203,936,031.27 1,348,216.19 1,104,653.50 2,452,869.69 0.00 0.00 202,587,815.08
A2 126,772,000.00 119,057,583.47 940,051.58 644,895.24 1,584,946.82 0.00 0.00 118,117,531.89
A3 8,000,000.00 8,000,000.00 0.00 43,333.33 43,333.33 0.00 0.00 8,000,000.00
A4 3,651,000.00 3,651,000.00 0.00 19,776.25 19,776.25 0.00 0.00 3,651,000.00
A5 6,008,000.00 6,008,000.00 0.00 32,543.33 32,543.33 0.00 0.00 6,008,000.00
A6 3,731,000.00 3,731,000.00 0.00 20,209.58 20,209.58 0.00 0.00 3,731,000.00
A7 5,611,000.00 5,611,000.00 0.00 30,392.92 30,392.92 0.00 0.00 5,611,000.00
A8 9,581,000.00 9,581,000.00 0.00 50,380.09 50,380.09 0.00 0.00 9,581,000.00
A9 3,200,000.00 3,200,000.00 0.00 17,333.33 17,333.33 0.00 0.00 3,200,000.00
A10 1,000,000.00 1,000,000.00 0.00 6,666.67 6,666.67 0.00 0.00 1,000,000.00
A11 2,948,000.00 2,948,000.00 0.00 17,485.33 17,485.33 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 374,266.00 370,691.32 423.45 0.00 423.45 0.00 0.00 370,267.87
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 9,900,000.00 9,825,576.38 8,627.17 53,221.87 61,849.04 0.00 0.00 9,816,949.21
B1 4,050,000.00 4,019,553.97 3,529.30 21,772.58 25,301.88 0.00 0.00 4,016,024.67
B2 1,575,000.00 1,563,159.88 1,372.50 8,467.12 9,839.62 0.00 0.00 1,561,787.38
B3 1,575,000.00 1,563,159.88 1,372.50 8,467.12 9,839.62 0.00 0.00 1,561,787.38
B4 900,000.00 893,234.22 784.29 4,838.35 5,622.64 0.00 0.00 892,449.93
B5 1,125,239.36 1,116,780.32 980.60 6,049.23 7,029.83 0.00 0.00 1,115,799.72
- --------------------------------------------------------------------------------------------------------------
TOTALS 450,001,605.36 431,075,770.71 2,305,357.58 2,334,235.84 4,639,593.42 0.00 0.00 428,770,413.13
- --------------------------------------------------------------------------------------------------------------
- --------------------------------------------------------------------------------------------------------------
AX 420,440,757.99 401,788,998.47 0.00 131,770.62 131,770.62 0.00 0.00 399,514,406.38
- --------------------------------------------------------------------------------------------------------------
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust, Series 1999-S2
Statement to Certificateholders
December 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 948.53968033 6.27077298 5.13792326 11.40869623 942.26890735 A1 6.500000 %
A2 16162TFM3 939.14731542 7.41529344 5.08704793 12.50234137 931.73202198 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 5.25833316 5.25833316 1,000.00000000 A8 6.310000 %
A9 16162TFU5 1,000.00000000 0.00000000 5.41666563 5.41666563 1,000.00000000 A9 6.500000 %
A10 16162TFV5 1,000.00000000 0.00000000 6.66667000 6.66667000 1,000.00000000 A10 8.000000 %
A11 16162TFW1 1,000.00000000 0.00000000 5.93125170 5.93125170 1,000.00000000 A11 7.117500 %
A12 16162TFX9 1,000.00000000 0.00000000 5.41666667 5.41666667 1,000.00000000 A12 6.500000 %
AP 16162TFY7 990.44882517 1.13141456 0.00000000 1.13141456 989.31741061 AP 0.000000 %
AR 16162TFZ4 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.500000 %
M 16162TGA8 992.48246263 0.87143131 5.37594646 6.24737778 991.61103131 M 6.500000 %
B1 16162TGB6 992.48246173 0.87143210 5.37594568 6.24737778 991.61102963 B1 6.500000 %
B2 16162TGC4 992.48246349 0.87142857 5.37594921 6.24737778 991.61103492 B2 6.500000 %
B3 16162TGE0 992.48246349 0.87142857 5.37594921 6.24737778 991.61103492 B3 6.500000 %
B4 16162TGF7 992.48246667 0.87143333 5.37594444 6.24737778 991.61103333 B4 6.500000 %
B5 16162TGG5 992.48245280 0.87145903 5.37594952 6.24740855 991.61099377 B5 6.500000 %
- ------------------------------------------------------------------------------------ ------------------
TOTALS 957.94273970 5.12299857 5.18717225 10.31017082 952.81974114
- ------------------------------------------------------------------------------------ ------------------
- ------------------------------------------------------------------------------------ ------------------
AX 16162TGD2 955.63760372 0.00000000 0.31341067 0.31341067 950.22758566 AX 0.393552 %
- ------------------------------------------------------------------------------------ ------------------
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust, Series 1999-S2
December 27, 1999
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 1,926,834.96
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 115,746.99
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,403
Ending Principal Balance of Outstanding Mortgage Loans 428,770,413.96
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 110,391.32
</TABLE>
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in
Delinquency
----------------------------------------------------
Group 1
----------------------------------------------------
Category Number Principal Balance Percentage
----------------------------------------------------
1 Month 3 633,779.81 0.15 %
----------------------------------------------------
2 Months 0 0.00 0.00 %
----------------------------------------------------
3+Months 1 86,779.53 0.02 %
----------------------------------------------------
Total 4 720,559.34 0.17 %
----------------------------------------------------
Number and Aggregate Principal Amounts of Mortgage Loans in
Foreclosure
-----------------------------------------
Group 1
-----------------------------------------
Number Principal Balance Percentage
-----------------------------------------
3 859,185.06 0.20 %
-----------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(viii) Aggregate Number of REO Loans 0
Aggregate Balance of REO Loans 0.00
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 16,217.70
Sec. 6.02(a)(x) Class A Percentage 95.59672 %
Class M Percentage 2.27932 %
Class B Percentage 2.12396 %
Class A Principal Balance 412,094,306.06
Class M Principal Balance 9,825,576.38
Class B Principal Balance 9,155,888.27
NON-PO Class A Percentage 95.59293 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 2.13 %
B1 Credit Support 1.19 %
B2 Credit Support 0.83 %
B3 Credit Support 0.47 %
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
December 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 112,065,223.00 103,789,636.31 1,596,848.07 540,571.02 2,137,419.09 0.00 0.00 102,192,788.24
AP 176,004.00 155,943.54 3,640.58 0.00 3,640.58 0.00 0.00 152,302.96
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 1,265,014.00 1,226,422.65 4,441.45 6,387.62 10,829.07 0.00 0.00 1,221,981.20
B1 402,504.00 390,224.95 1,413.19 2,032.42 3,445.61 0.00 0.00 388,811.76
B2 402,504.00 390,224.95 1,413.19 2,032.42 3,445.61 0.00 0.00 388,811.76
B3 345,004.00 334,479.09 1,211.30 1,742.08 2,953.38 0.00 0.00 333,267.79
B4 172,502.00 167,239.55 605.65 871.04 1,476.69 0.00 0.00 166,633.90
B5 172,505.00 167,242.44 605.66 871.05 1,476.71 0.00 0.00 166,636.78
- ------------------------------------------------------------------------------------------------------------
TOTALS 115,001,360.00 106,621,413.48 1,610,179.09 554,507.65 2,164,686.74 0.00 0.00 105,011,234.39
- ------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------
AX 105,726,363.20 98,483,017.28 0.00 27,498.15 27,498.15 0.00 0.00 97,198,237.42
- ------------------------------------------------------------------------------------------------------------
</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 926.15383731 14.24927401 4.82371788 19.07299190 911.90456329 A1 6.250000 %
AP 16162TFF8 886.02270403 20.68464353 0.00000000 20.68464353 865.33806050 AP 0.000000 %
AR 16162TFG6 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.250000 %
M 16162TFH4 969.49334158 3.51098881 5.04944609 8.56043490 965.98235276 M 6.250000 %
B1 16162TFJ0 969.49334665 3.51099616 5.04944050 8.56043667 965.98235049 B1 6.250000 %
B2 16162TFK7 969.49334665 3.51099616 5.04944050 8.56043667 965.98235049 B2 6.250000 %
B3 16162TGH3 969.49336819 3.51097379 5.04944870 8.56042249 965.98239441 B3 6.250000 %
B4 16162TGJ8 969.49339718 3.51097379 5.04944870 8.56042249 965.98242339 B4 6.250000 %
B5 16162TGK6 969.49329005 3.51097070 5.04941886 8.56038955 965.98231935 B5 6.250000 %
- --------------------------------------------------------------------------------- ------------------
TOTALS 927.13176157 14.00139172 4.82174863 18.82314035 913.13036985
- --------------------------------------------------------------------------------- ------------------
- --------------------------------------------------------------------------------- ------------------
AX 931.48968998 0.00000000 0.26008792 0.26008792 919.33775530 AX 0.335061 %
- --------------------------------------------------------------------------------- ------------------
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust, Series 1999-S3
December 27, 1999
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 1,224,038.00
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 33,013.32
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 346
Ending Principal Balance of Outstanding Mortgage Loans 105,011,234.88
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 27,979.24
</TABLE>
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in
Delinquency
----------------------------------------------------
Group Totals
----------------------------------------------------
Category Number Principal Balance Percentage
----------------------------------------------------
1 Month 2 612,887.00 0.58 %
----------------------------------------------------
2 Months 0 0.00 0.00 %
----------------------------------------------------
3+ Months 0 0.00 0.00 %
----------------------------------------------------
Total 2 612,887.00 0.58 %
----------------------------------------------------
Number and Aggregate Principal Amounts of Mortgage Loans in
Foreclosure
-----------------------------------------
Group Totals
-----------------------------------------
Number Principal Balance Percentage
-----------------------------------------
0 0.00 0.00 %
-----------------------------------------
Sec. 6.02(a)(viii) Number and Aggregate Principal Amounts of REO Loans
-----------------------------------------
Group Totals
-----------------------------------------
Number Principal Balance Percentage
-----------------------------------------
0 0.00 0.00 %
-----------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 13,650.80
Sec. 6.02(a)(x) Class A Percentage 97.49 %
Class M Percentage 1.15 %
Class B Percentage 1.36 %
Class A Principal Balance 103,945,579.85
Class M Principal Balance 1,226,422.65
Class B Principal Balance 1,449,410.98
NON-PO Class A Percentage 97.4867 %
NON-PO Class A Prepayment Percentage 100.0000 %
M Credit Support 1.36 %
B1 Credit Support 0.99 %
B2 Credit Support 0.63 %
B3 Credit Support 0.31 %
B4 Credit Support 0.16 %
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust, Series 1999-S4
Statement to Certificateholders
December 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 207,499,900.00 197,334,157.69 779,191.85 1,068,893.35 1,848,085.20 0.00 0.00 196,554,965.84
A2 72,600,000.00 68,427,661.80 319,801.53 370,649.83 690,451.36 0.00 0.00 68,107,860.27
A3 10,000,000.00 10,000,000.00 0.00 54,166.67 54,166.67 0.00 0.00 10,000,000.00
A4 40,989,000.00 40,989,000.00 0.00 222,023.75 222,023.75 0.00 0.00 40,989,000.00
A5 3,250,000.00 3,250,000.00 0.00 17,604.17 17,604.17 0.00 0.00 3,250,000.00
A6 5,500,000.00 5,500,000.00 0.00 29,791.67 29,791.67 0.00 0.00 5,500,000.00
A7 1,170,000.00 1,170,000.00 0.00 6,337.50 6,337.50 0.00 0.00 1,170,000.00
A8 4,526,877.00 4,526,877.00 0.00 24,520.58 24,520.58 0.00 0.00 4,526,877.00
A9 1,300,000.00 1,300,000.00 0.00 8,666.67 8,666.67 0.00 0.00 1,300,000.00
A10 1,680,000.00 1,680,000.00 0.00 9,100.00 9,100.00 0.00 0.00 1,680,000.00
A11 2,000,000.00 2,000,000.00 0.00 11,666.67 11,666.67 0.00 0.00 2,000,000.00
A12 2,000,000.00 2,000,000.00 0.00 10,000.00 10,000.00 0.00 0.00 2,000,000.00
A13 9,500,000.00 7,564,815.56 148,328.09 40,976.08 189,304.17 0.00 0.00 7,416,487.47
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 37,048,031.13 118,986.76 200,676.84 319,663.60 0.00 0.00 36,929,044.37
AP 504,519.00 474,928.67 499.46 0.00 499.46 0.00 0.00 474,429.21
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 9,900,211.00 9,834,535.04 8,517.65 53,270.40 61,788.05 0.00 0.00 9,826,017.39
B1 4,050,087.00 4,023,219.56 3,484.49 21,792.44 25,276.93 0.00 0.00 4,019,735.07
B2 1,575,034.00 1,564,585.55 1,355.08 8,474.84 9,829.92 0.00 0.00 1,563,230.47
B3 1,575,033.00 1,564,584.58 1,355.08 8,474.83 9,829.91 0.00 0.00 1,563,229.50
B4 900,020.00 894,049.45 774.33 4,842.77 5,617.10 0.00 0.00 893,275.12
B5 1,125,024.08 1,117,560.91 967.91 6,053.45 7,021.36 0.00 0.00 1,116,593.00
- -------------------------------------------------------------------------------------------------------------
TOTALS 450,009,605.08 432,264,006.94 1,383,262.23 2,335,274.17 3,718,536.40 0.00 0.00 430,880,744.71
- -------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------
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 419,564,188.06 402,811,193.09 0.00 130,262.31 130,262.31 0.00 0.00 401,459,696.09
- -------------------------------------------------------------------------------------------------------------
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust, Series 1999-S4
Statement to Certificateholders
December 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 951.00844718 3.75514326 5.15129574 8.90643899 947.25330393 A1 6.500000 %
A2 16162T GM2 942.52977686 4.40497975 5.10536956 9.51034931 938.12479711 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 796.29637474 15.61348316 4.31327158 19.92675474 780.68289158 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 965.70285347 3.10153739 5.23089058 8.33242797 962.60131608 A17 6.500000 %
AP 16162T HD1 941.34942391 0.98997263 0.00000000 0.98997263 940.35945128 AP 0.000000 %
AR 16162T HE9 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.500000 %
M 16162T HH2 993.36620603 0.86035035 5.38073380 6.24108415 992.50585568 M 6.500000 %
B1 16162T HF6 993.36620670 0.86034942 5.38073380 6.24108322 992.50585728 B1 6.500000 %
B2 16162T HG4 993.36620670 0.86034968 5.38073464 6.24108432 992.50585702 B2 6.500000 %
B3 16162T HJ8 993.36622153 0.86035023 5.38073171 6.24108193 992.50587131 B3 6.500000 %
B4 16162T HK5 993.36620297 0.86034755 5.38073598 6.24108353 992.50585543 B4 6.500000 %
B5 16162T HL3 993.36621310 0.86034603 5.38072927 6.24107530 992.50586707 B5 6.500000 %
- --------------------------------------------------------------------------------------- ------------------
TOTALS 960.56617917 3.07385046 5.18938739 8.26323785 957.49232871
- --------------------------------------------------------------------------------------- ------------------
- --------------------------------------------------------------------------------------- ------------------
A14 16162T GZ3 1,000.00000000 0.00000000 0.20833320 0.20833320 1,000.00000000 A14 0.250000 %
AX 960.07048398 0.00000000 0.31047052 0.31047052 956.84929151 AX 0.388059 %
- --------------------------------------------------------------------------------------- ------------------
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust, Series 1999-S4
December 27, 1999
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 1,008,840.81
Aggregate Amount of Repurchase Proceeds 0.00
Group 1 Amount of Principal Prepayments 921,942.39
Group 1 Amount of Repurchase Proceeds 0.00
Group 2 Amount of Principal Prepayments 86,898.42
Group 2 Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 115,028.59
Group 1 Servicer Advances 100,123.09
Group 2 Servicer Advances 14,905.50
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,356
Ending Principal Balance of Outstanding Mortgage Loans 430,880,745.15
Group 1 Outstanding Mortgage Loans 1,061
Ending Principal Balance of Group 1 Mortgage Loans 392,205,667.15
Group 2 Outstanding Mortgage Loans 295
Ending Principal Balance of Group 2 Mortgage Loans 38,675,078.00
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 110,695.61
</TABLE>
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in
Delinquency
----------------------------------------------------
Group 1
----------------------------------------------------
Category Number Principal Balance Percentage
----------------------------------------------------
1 Month 1 239,403.49 0.06 %
----------------------------------------------------
2 Months 0 0.00 0.00 %
----------------------------------------------------
3+Months 0 0.00 0.00 %
----------------------------------------------------
Total 1 239,403.49 0.06 %
----------------------------------------------------
----------------------------------------------------
Group 2
----------------------------------------------------
Category Number Principal Balance Percentage
----------------------------------------------------
1 Month 2 301,719.06 0.78 %
----------------------------------------------------
2 Months 1 76,992.87 0.20 %
----------------------------------------------------
3+Months 0 0.00 0.00 %
----------------------------------------------------
Total 3 378,711.93 0.98 %
----------------------------------------------------
----------------------------------------------------
Group Totals
----------------------------------------------------
Category Number Principal Balance Percentage
----------------------------------------------------
1 Month 3 541,122.55 0.13 %
----------------------------------------------------
2 Months 1 76,992.87 0.02 %
----------------------------------------------------
3+ Months 0 0.00 0.00 %
----------------------------------------------------
Total 4 618,115.42 0.15 %
----------------------------------------------------
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust, Series 1999-S4
December 27, 1999
- --------------------------------------------------------------------------------
Number and Aggregate Principal Amounts of Mortgage Loans in
Foreclosure
-----------------------------------------
Group 1
-----------------------------------------
Number Principal Balance Percentage
-----------------------------------------
1 333,172.16 0.08 %
-----------------------------------------
-----------------------------------------
Group 2
-----------------------------------------
Number Principal Balance Percentage
-----------------------------------------
1 62,689.71 0.16 %
-----------------------------------------
-----------------------------------------
Group Totals
-----------------------------------------
Number Principal Balance Percentage
-----------------------------------------
2 395,861.87 0.09 %
-----------------------------------------
Sec. 6.02(a)(viii) Number and Aggregate Principal Amounts of REO Loans
-------------------------------------------
Group 1
-------------------------------------------
Number Principal Balance Percentage
-------------------------------------------
0 0.00 0.00 %
-------------------------------------------
-------------------------------------------
Group 2
-------------------------------------------
Number Principal Balance Percentage
-------------------------------------------
0 0.00 0.00 %
-------------------------------------------
-------------------------------------------
Group Totals
-------------------------------------------
Number Principal Balance Percentage
-------------------------------------------
0 0.00 0.00 %
-------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 32,847.10
Sec. 6.02(a)(x) Class A Percentage 95.60488 %
Class M Percentage 2.27512 %
Class B Percentage 2.12000 %
Class A Principal Balance 413,265,471.85
Class M Principal Balance 9,834,535.04
Class B Principal Balance 9,164,000.05
NON-PO Class A Percentage 95.60004 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 2.12 %
B1 Credit Support 1.19 %
B2 Credit Support 0.83 %
B3 Credit Support 0.47 %
B4 Credit Support 0.26 %
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Group 1 Current Period Realized Losses 0.00
Group 2 Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust, Series 1999-S5
Statement to Certificateholders
December 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 83,155,678.20 360,852.68 450,426.59 811,279.27 0.00 0.00 82,794,825.52
A2 154,962,609.00 148,160,441.17 755,875.40 802,535.72 1,558,411.12 0.00 0.00 147,404,565.77
A3 14,500,000.00 14,500,000.00 0.00 78,541.67 78,541.67 0.00 0.00 14,500,000.00
A4 30,151,743.00 30,151,743.00 0.00 163,321.94 163,321.94 0.00 0.00 30,151,743.00
A5 41,730,000.00 41,730,000.00 0.00 226,037.50 226,037.50 0.00 0.00 41,730,000.00
A6 13,200,000.00 11,525,687.61 186,054.15 62,430.81 248,484.96 0.00 0.00 11,339,633.46
A7 24,943,107.00 24,943,107.00 0.00 135,108.50 135,108.50 0.00 0.00 24,943,107.00
A8 50,575,580.00 48,371,126.24 244,964.90 262,010.27 506,975.17 0.00 0.00 48,126,161.34
A9 3,151,000.00 3,151,000.00 0.00 17,724.38 17,724.38 0.00 0.00 3,151,000.00
A10 3,400,000.00 3,400,000.00 0.00 19,125.00 19,125.00 0.00 0.00 3,400,000.00
A11 1,946,427.00 1,946,427.00 0.00 10,948.65 10,948.65 0.00 0.00 1,946,427.00
A12 8,497,427.00 8,497,427.00 0.00 44,257.43 44,257.43 0.00 0.00 8,497,427.00
A13 4,000,000.00 4,000,000.00 0.00 21,666.67 21,666.67 0.00 0.00 4,000,000.00
A14 40,814,107.00 39,679,892.77 793,805.76 214,932.75 1,008,738.51 0.00 0.00 38,886,087.01
AP 488,368.00 484,637.79 559.11 0.00 559.11 0.00 0.00 484,078.68
M 11,250,314.00 11,185,033.03 9,611.99 60,585.60 70,197.59 0.00 0.00 11,175,421.04
B1 4,500,126.00 4,474,013.62 3,844.80 24,234.24 28,079.04 0.00 0.00 4,470,168.82
B2 1,750,049.00 1,739,894.19 1,495.20 9,424.43 10,919.63 0.00 0.00 1,738,398.99
B3 1,500,042.00 1,491,337.88 1,281.60 8,078.08 9,359.68 0.00 0.00 1,490,056.28
B4 1,000,028.00 994,225.24 854.40 5,385.39 6,239.79 0.00 0.00 993,370.84
B5 1,250,035.73 1,242,782.29 1,068.00 6,731.74 7,799.74 0.00 0.00 1,241,714.29
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
- --------------------------------------------------------------------------------------------------------------
TOTALS 500,013,975.73 484,824,454.03 2,360,267.99 2,623,507.36 4,983,775.35 0.00 0.00 482,464,186.04
- --------------------------------------------------------------------------------------------------------------
- --------------------------------------------------------------------------------------------------------------
AX 463,907,359.41 448,991,541.09 0.00 134,599.73 134,599.73 0.00 0.00 446,671,286.71
- --------------------------------------------------------------------------------------------------------------
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust, Series 1999-S5
Statement to Certificateholders
December 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 962.41753099 4.17639484 5.21309496 9.38948980 958.24113615 A1 6.500000 %
A2 16162THN9 956.10445724 4.87779216 5.17889912 10.05669129 951.22666507 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 873.15815227 14.09501136 4.72960682 18.82461818 859.06314091 A6 6.500000 %
A7 16162THT6 1,000.00000000 0.00000000 5.41666682 5.41666682 1,000.00000000 A7 6.500000 %
A8 16162THU3 956.41268454 4.84354109 5.18056876 10.02410986 951.56914345 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 972.21024020 19.44929874 5.26613874 24.71543748 952.76094146 A14 6.500000 %
AP 16162TJB3 992.36188694 1.14485388 0.00000000 1.14485388 991.21703306 AP 0.000000 %
M 16162TJD9 994.19740907 0.85437526 5.38523636 6.23961162 993.34303380 M 6.500000 %
B1 16162TJE7 994.19741136 0.85437608 5.38523588 6.23961196 993.34303528 B1 6.500000 %
B2 16162TJE7 994.19741390 0.85437608 5.38523778 6.23961386 993.34303782 B2 6.500000 %
B3 16162TJF4 994.19741581 0.85437608 5.38523588 6.23961196 993.34303973 B3 6.500000 %
B4 16162TJH0 994.19740247 0.85437608 5.38523921 6.23961529 993.34302640 B4 6.500000 %
B5 16162TJJ6 994.19741386 0.85437558 5.38523807 6.23961365 993.34303828 B5 6.500000 %
AR 16162TJC1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.500000 %
- -------------------------------------------------------------------------------------- ------------------
TOTALS 969.62180571 4.72040404 5.24686806 9.96727210 964.90140168
- -------------------------------------------------------------------------------------- ------------------
- -------------------------------------------------------------------------------------- ------------------
AX 16162TJG2 967.84742036 0.00000000 0.29014355 0.29014355 962.84587353 AX 0.359739 %
- -------------------------------------------------------------------------------------- ------------------
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust, Series 1999-S5
December 27, 1999
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 1,943,592.01
Aggregate Amount of Repurchase Proceeds 0.00
Group 1 Amount of Principal Prepayments 1,182,553.47
Group 1 Amount of Repurchase Proceeds 0.00
Group 2 Amount of Principal Prepayments 760,365.29
Group 2 Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 126,141.03
Group 1 Servicer Advances 15,701.42
Group 2 Servicer Advances 110,439.61
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,454
Ending Principal Balance of Outstanding Mortgage Loans 482,464,186.28
Group 1 Outstanding Mortgage Loans 1,162
Ending Principal Balance of Group 1 Mortgage Loans 441,706,825.26
Group 2 Outstanding Mortgage Loans 292
Ending Principal Balance of Group 2 Mortgage Loans 40,757,361.02
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 124,155.47
</TABLE>
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in
Delinquency
----------------------------------------------------
Group 1
----------------------------------------------------
Category Number Principal Balance Percentage
----------------------------------------------------
1 Month 2 649,516.62 0.15 %
----------------------------------------------------
2 Months 2 574,583.69 0.13 %
----------------------------------------------------
3+Months 0 0.00 0.00 %
----------------------------------------------------
Total 4 1,224,100.31 0.28 %
----------------------------------------------------
----------------------------------------------------
Group 2
----------------------------------------------------
Category Number Principal Balance Percentage
----------------------------------------------------
1 Month 0 0.00 0.00 %
----------------------------------------------------
2 Months 0 0.00 0.00 %
----------------------------------------------------
3+Months 0 0.00 0.00 %
----------------------------------------------------
Total 0 0.00 0.00 %
----------------------------------------------------
----------------------------------------------------
Group Totals
----------------------------------------------------
Category Number Principal Balance Percentage
----------------------------------------------------
1 Month 2 649,516.62 0.13 %
----------------------------------------------------
2 Months 2 574,583.69 0.12 %
----------------------------------------------------
3+ Months 0 0.00 0.00 %
----------------------------------------------------
Total 4 1,224,100.31 0.25 %
----------------------------------------------------
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust, Series 1999-S5
December 27, 1999
- --------------------------------------------------------------------------------
Number and Aggregate Principal Amounts of Mortgage Loans in
Foreclosure
-----------------------------------------
Group 1
-----------------------------------------
Number Principal Balance Percentage
-----------------------------------------
2 628,625.22 0.14 %
-----------------------------------------
-----------------------------------------
Group 2
-----------------------------------------
Number Principal Balance Percentage
-----------------------------------------
0 0.00 0.00 %
-----------------------------------------
-----------------------------------------
Group Totals
-----------------------------------------
Number Principal Balance Percentage
-----------------------------------------
2 628,625.22 0.13 %
-----------------------------------------
Sec. 6.02(a)(viii) Number and Aggregate Principal Amounts of REO Loans
-----------------------------------------
Group 1
-----------------------------------------
Number Principal Balance Percentage
-----------------------------------------
0 0.00 0.00 %
-----------------------------------------
-----------------------------------------
Group 2
-----------------------------------------
Number Principal Balance Percentage
-----------------------------------------
0 0.00 0.00 %
-----------------------------------------
-----------------------------------------
Group Totals
-----------------------------------------
Number Principal Balance Percentage
-----------------------------------------
0 0.00 0.00 %
-----------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 18,763.80
Sec. 6.02(a)(x) Class A Percentage 95.64228 %
Class M Percentage 2.30703 %
Class B Percentage 2.05069 %
Class A Principal Balance 463,697,167.78
Class M Principal Balance 11,185,033.03
Class B Principal Balance 9,942,253.22
NON-PO Class A Percentage 95.63792 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 2.05 %
B1 Credit Support 1.13 %
B2 Credit Support 0.77 %
B3 Credit Support 0.46 %
B4 Credit Support 0.26 %
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Group 1 Current Period Realized Losses 0.00
Group 2 Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust, Series 1999-S6
Statement to Certificateholders
December 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 165,406,000.00 154,817,276.69 1,353,223.65 806,339.98 2,159,563.63 0.00 0.00 153,464,053.04
A2 9,330,316.00 9,330,316.00 0.00 48,595.40 48,595.40 0.00 0.00 9,330,316.00
A3 43,684,004.00 42,655,919.88 151,077.01 222,166.25 373,243.26 0.00 0.00 42,504,842.87
AP 392,628.00 367,941.03 9,997.53 0.00 9,997.53 0.00 0.00 357,943.50
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 3,375,110.00 3,295,678.23 11,672.50 17,164.99 28,837.49 0.00 0.00 3,284,005.73
B1 675,002.00 659,116.12 2,334.43 3,432.90 5,767.33 0.00 0.00 656,781.69
B2 787,502.00 768,968.48 2,723.50 4,005.04 6,728.54 0.00 0.00 766,244.98
B3 675,002.00 659,116.12 2,334.43 3,432.90 5,767.33 0.00 0.00 656,781.69
B4 337,501.00 329,558.06 1,167.22 1,716.45 2,883.67 0.00 0.00 328,390.84
B5 337,501.59 329,558.63 1,167.22 1,716.45 2,883.67 0.00 0.00 328,391.41
- --------------------------------------------------------------------------------------------------------------
TOTALS 225,000,666.59 213,213,449.24 1,535,697.49 1,108,570.36 2,644,267.85 0.00 0.00 211,677,751.75
- --------------------------------------------------------------------------------------------------------------
- --------------------------------------------------------------------------------------------------------------
AX 199,288,133.52 188,632,431.77 0.00 55,407.10 55,407.10 0.00 0.00 187,474,265.16
- --------------------------------------------------------------------------------------------------------------
</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 935.98343887 8.18122468 4.87491373 13.05613841 927.80221419 A1 6.250000 %
A2 16162T JM9 1,000.00000000 0.00000000 5.20833378 5.20833378 1,000.00000000 A2 6.250000 %
A3 16162T JN7 976.46543298 3.45840574 5.08575748 8.54416321 973.00702724 A3 6.250000 %
AP 16162T JP2 937.12376601 25.46311012 0.00000000 25.46311012 911.66065589 AP 0.000000 %
AR 16162T JQ0 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.250000 %
M 16162T JR8 976.46542779 3.45840580 5.08575720 8.54416301 973.00702199 M 6.250000 %
B1 16162T JS6 976.46543270 3.45840457 5.08576271 8.54416728 973.00702813 B1 6.250000 %
B2 16162T JT4 976.46543120 3.45840392 5.08575216 8.54415608 973.00702728 B2 6.250000 %
B3 16162T JU1 976.46543270 3.45840457 5.08576271 8.54416728 973.00702813 B3 6.250000 %
B4 16162T JV9 976.46543270 3.45841938 5.08576271 8.54418209 973.00701331 B4 6.250000 %
B5 16162T JW7 976.46541458 3.45841334 5.08575382 8.54416715 973.00700124 B5 6.250000 %
- ------------------------------------------------------------------------------------- ------------------
TOTALS 947.61252254 6.82530196 4.92696478 11.75226674 940.78722058
- ------------------------------------------------------------------------------------- ------------------
- ------------------------------------------------------------------------------------- ------------------
AX 946.53117794 0.00000000 0.27802508 0.27802508 940.71965976 AX 0.352476 %
- ------------------------------------------------------------------------------------- ------------------
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust, Series 1999-S6
December 27, 1999
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 780,501.04
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 45,019.33
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 693
Ending Principal Balance of Outstanding Mortgage Loans 211,677,752.49
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 55,773.08
</TABLE>
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 %
------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(viii) Aggregate Number of REO Loans 0
Aggregate Balance of REO Loans 0.00
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 7,786.50
Sec. 6.02(a)(x) Class A Percentage 97.16622 %
Class M Percentage 1.54572 %
Class B Percentage 1.28806 %
Class A Principal Balance 207,171,453.60
Class M Principal Balance 3,295,678.23
Class B Principal Balance 2,746,317.41
NON-PO Class A Percentage 97.16132 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 1.29 %
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 Mortage Finance Trust, Series 1999-S7
Statement to Certificateholders
December 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 121,433,000.00 116,871,942.20 1,145,769.46 608,708.03 1,754,477.49 0.00 0.00 115,726,172.74
AP 127,811.00 124,982.20 471.98 0.00 471.98 0.00 0.00 124,510.22
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 1,875,000.00 1,837,705.44 6,370.77 9,571.38 15,942.15 0.00 0.00 1,831,334.67
B1 375,000.00 367,541.09 1,274.15 1,914.28 3,188.43 0.00 0.00 366,266.94
B2 437,000.00 428,307.87 1,484.81 2,230.77 3,715.58 0.00 0.00 426,823.06
B3 375,000.00 367,541.09 1,274.15 1,914.28 3,188.43 0.00 0.00 366,266.94
B4 187,000.00 183,280.49 635.38 954.59 1,589.97 0.00 0.00 182,645.11
B5 190,214.48 186,431.01 646.30 970.99 1,617.29 0.00 0.00 185,784.71
- -----------------------------------------------------------------------------------------------------------
TOTALS 125,000,125.48 120,367,731.39 1,157,927.00 626,264.32 1,784,191.32 0.00 0.00 119,209,804.39
- -----------------------------------------------------------------------------------------------------------
- -----------------------------------------------------------------------------------------------------------
AX 117,596,935.26 113,128,747.14 0.00 33,697.05 33,697.05 0.00 0.00 111,998,462.25
- -----------------------------------------------------------------------------------------------------------
</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 962.43971738 9.43540438 5.01270684 14.44811122 953.00431300 A1 6.250000 %
AP 16162T JY3 977.86731971 3.69279639 0.00000000 3.69279639 974.17452332 AP 0.000000 %
AR 16162T JZ0 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.250000 %
M 16162T KA3 980.10956800 3.39774400 5.10473600 8.50248000 976.71182400 M 6.250000 %
B1 16162T KB1 980.10957333 3.39773333 5.10474667 8.50248000 976.71184000 B1 6.250000 %
B2 16162T KC9 980.10954233 3.39773455 5.10473684 8.50247140 976.71180778 B2 6.250000 %
B3 16162T KD7 980.10957333 3.39773333 5.10474667 8.50248000 976.71184000 B3 6.250000 %
B4 16162T KE5 980.10957219 3.39775401 5.10475936 8.50251337 976.71181818 B4 6.250000 %
B5 16162T KF2 980.10945329 3.39774343 5.10471127 8.50245470 976.71170986 B5 6.250000 %
- ---------------------------------------------------------------------------------- ------------------
TOTALS 962.94088448 9.26340670 5.01010953 14.27351623 953.67747778
- ---------------------------------------------------------------------------------- ------------------
- ---------------------------------------------------------------------------------- ------------------
AX 962.00421286 0.00000000 0.28654701 0.28654701 952.39269631 AX 0.357437 %
- ---------------------------------------------------------------------------------- ------------------
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortage Finance Trust, Series 1999-S7
December 27, 1999
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 740,629.48
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 33,784.98
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 364
Ending Principal Balance of Outstanding Mortgage Loans 119,209,804.40
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 31,586.50
</TABLE>
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in
Delinquency
----------------------------------------------------
Group 1
----------------------------------------------------
Category Number Principal Balance Percentage
----------------------------------------------------
1 Month 1 256,523.86 0.22 %
----------------------------------------------------
2 Months 0 0.00 0.00 %
----------------------------------------------------
3+Months 0 0.00 0.00 %
----------------------------------------------------
Total 1 256,523.86 0.22 %
----------------------------------------------------
Number and Aggregate Principal Amounts of Mortgage Loans in
Foreclosure
-----------------------------------------
Group 1
-----------------------------------------
Number Principal Balance Percentage
-----------------------------------------
0 0.00 0.00 %
-----------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(viii) Aggregate Number of REO Loans 0
Aggregate Balance of REO Loans 0.00
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 4,029.40
Sec. 6.02(a)(x) Class A Percentage 97.19958 %
Class M Percentage 1.52674 %
Class B Percentage 1.27368 %
Class A Principal Balance 116,996,924.40
Class M Principal Balance 1,837,705.44
Class B Principal Balance 1,533,101.55
NON-PO Class A Percentage 97.19666 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 1.28 %
B1 Credit Support 0.97 %
B2 Credit Support 0.61 %
B3 Credit Support 0.31 %
B4 Credit Support 0.16 %
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust Series 1999-S8
Statement to Certificateholders
December 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 18,520,055.81 438,191.87 101,088.64 539,280.51 0.00 0.00 18,081,863.94
A5 18,750,000.00 17,265,715.56 398,760.73 94,242.03 493,002.76 0.00 0.00 16,866,954.83
A6 124,000,000.00 117,506,059.06 1,744,630.95 641,387.24 2,386,018.19 0.00 0.00 115,761,428.11
A7 76,900,000.00 78,896,797.30 92,058.34 139,193.29 231,251.63 0.00 460,231.32 79,264,970.28
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 14,663,134.10 107,963.36 73,239.30 181,202.66 0.00 0.00 14,555,170.74
A12 4,485,000.00 4,365,360.53 32,141.76 30,624.44 62,766.20 0.00 0.00 4,333,218.77
A13 16,215,900.00 10,314,293.69 117,034.22 0.00 117,034.22 0.00 60,166.71 10,257,426.18
A14 11,300,600.00 10,786,359.34 89,273.54 0.00 89,273.54 0.00 0.00 10,697,085.80
AP 3,387,180.00 3,348,008.44 3,301.50 0.00 3,301.50 0.00 0.00 3,344,706.94
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 13,750,000.00 13,694,330.38 11,408.78 77,030.61 88,439.39 0.00 0.00 13,682,921.60
B1 5,625,000.00 5,602,226.07 4,667.23 31,512.52 36,179.75 0.00 0.00 5,597,558.84
B2 2,500,000.00 2,489,878.25 2,074.32 14,005.57 16,079.89 0.00 0.00 2,487,803.93
B3 1,875,000.00 1,867,408.69 1,555.74 10,504.17 12,059.91 0.00 0.00 1,865,852.95
B4 1,250,000.00 1,244,939.12 1,037.16 7,002.78 8,039.94 0.00 0.00 1,243,901.96
B5 1,563,298.80 1,556,969.48 1,297.10 8,757.95 10,055.05 0.00 0.00 1,555,672.38
- -----------------------------------------------------------------------------------------------------------------
TOTALS 625,003,078.80 610,457,535.82 3,045,396.60 2,897,509.53 5,942,906.13 0.00 520,398.03 607,932,537.25
- -----------------------------------------------------------------------------------------------------------------
- -----------------------------------------------------------------------------------------------------------------
AX 468,582,348.57 455,857,106.23 0.00 105,560.15 105,560.15 0.00 0.00 453,481,455.64
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 11,077,735.18 0.00 64,620.12 64,620.12 0.00 0.00 10,902,769.48
- -----------------------------------------------------------------------------------------------------------------
- -----------------------------------------------------------------------------------------------------------------
A7C3 76,900,000.00 78,896,797.32 92,058.33 0.00 92,058.33 0.00 460,231.32 79,264,970.31
- -----------------------------------------------------------------------------------------------------------------
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust Series 1999-S8
Statement to Certificateholders
December 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 926.00279050 21.90959350 5.05443200 26.96402550 904.09319700 A4 6.550000 %
A5 16162TLJ3 920.83816320 21.26723893 5.02624160 26.29348053 899.57092427 A5 6.550000 %
A6 16162TLK0 947.62950855 14.06960444 5.17247774 19.24208218 933.55990411 A6 6.550000 %
A7 16162TLL8 1,025.96615475 1.19711756 1.81005579 3.00717334 1,030.75383979 A7 2.117094 %
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 973.32453369 7.16650249 4.86155327 12.02805576 966.15803120 A11 5.993750 %
A12 16162TLR5 973.32453289 7.16650167 6.82819175 13.99469342 966.15803122 A12 8.418396 %
A13 16162TLS3 636.06051406 7.21725097 0.00000000 7.21725097 632.55361590 A13 7.000000 %
A14 16162TLT1 954.49439322 7.89989381 0.00000000 7.89989381 946.59449941 A14 0.000000 %
AP 16162TLU8 988.43534740 0.97470462 0.00000000 0.97470462 987.46064278 AP 0.000000 %
AR 16162TLV6 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.750000 %
M 16162TLW4 995.95130036 0.82972945 5.60222618 6.43195564 995.12157091 M 6.750000 %
B1 16162TLX2 995.95130133 0.82972978 5.60222578 6.43195556 995.12157156 B1 6.750000 %
B2 16162TLY0 995.95130000 0.82972800 5.60222800 6.43195600 995.12157200 B2 6.750000 %
B3 16162TLZ7 995.95130133 0.82972800 5.60222400 6.43195200 995.12157333 B3 6.750000 %
B4 16162TMA1 995.95129600 0.82972800 5.60222400 6.43195200 995.12156800 B4 6.750000 %
B5 16162TMB9 995.95130502 0.82971982 5.60222396 6.43194378 995.12158520 B5 6.750000 %
- -------------------------------------------------------------------------------------- -------------------
TOTALS 976.72724588 4.87261056 4.63599241 9.50860297 972.68726806
- -------------------------------------------------------------------------------------- -------------------
- -------------------------------------------------------------------------------------- -------------------
AX N/A 972.84310350 0.00000000 0.22527556 0.22527556 967.77323564 AX 0.277876 %
A7C1 N/A 1,000.00000000 0.00000000 5.62500025 5.62500025 1,000.00000000 A7C1 6.750000 %
A7C2 N/A 945.25685730 0.00000000 5.51399817 5.51399817 930.32713339 A7C2 7.000000 %
- -------------------------------------------------------------------------------------- -------------------
- -------------------------------------------------------------------------------------- -------------------
A7C3 N/A 1,025.96615501 1.19711743 0.00000000 1.19711743 1,030.75384018 A7C3 7.000000 %
- -------------------------------------------------------------------------------------- -------------------
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust Series 1999-S8
December 27, 1999
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 2,016,215.32
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 171,582.57
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,851
Ending Principal Balance of Outstanding Mortgage Loans 607,932,537.50
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 156,328.00
</TABLE>
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 1,574,703.20 0.26 %
----------------------------------------------------
2 Months 0 0.00 0.00 %
----------------------------------------------------
3+Months 0 0.00 0.00 %
----------------------------------------------------
Total 6 1,574,703.20 0.26 %
----------------------------------------------------
Number and Aggregate Principal Amounts of Mortgage Loans in
Foreclosure
-----------------------------------------
Group 1
-----------------------------------------
Number Principal Balance Percentage
-----------------------------------------
0 0.00 0.00 %
-----------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(viii) Aggregate Number of REO Loans 0
Aggregate Balance of REO Loans 0.00
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 35,248.10
Sec. 6.02(a)(x) Class A Percentage 95.66624 %
Class M Percentage 2.24329 %
Class B Percentage 2.09047 %
Class A Principal Balance 584,001,783.85
Class M Principal Balance 13,694,330.38
Class B Principal Balance 12,761,421.61
NON-PO Class A Percentage 95.64234 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 2.10 %
B1 Credit Support 1.18 %
B2 Credit Support 0.77 %
B3 Credit Support 0.46 %
B4 Credit Support 0.26 %
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust Series 1999-S9
Statement to Certificateholders
December 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 138,313,000.00 134,266,714.48 552,036.38 699,305.80 1,251,342.18 0.00 0.00 133,714,678.10
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 17,963,291.86 61,804.97 93,558.81 155,363.78 0.00 0.00 17,901,486.89
A4 11,659,635.00 11,467,036.76 39,453.79 59,724.15 99,177.94 0.00 0.00 11,427,582.97
AP 164,041.00 160,910.66 645.86 0.00 645.86 0.00 0.00 160,264.80
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 2,775,097.00 2,729,256.91 9,390.35 14,214.88 23,605.23 0.00 0.00 2,719,866.56
B1 555,019.00 545,850.99 1,878.07 2,842.97 4,721.04 0.00 0.00 543,972.92
B2 647,523.00 636,826.97 2,191.08 3,316.81 5,507.89 0.00 0.00 634,635.89
B3 555,019.00 545,850.99 1,878.07 2,842.97 4,721.04 0.00 0.00 543,972.92
B4 277,510.00 272,925.99 939.04 1,421.49 2,360.53 0.00 0.00 271,986.95
B5 277,510.15 272,926.14 939.04 1,421.49 2,360.53 0.00 0.00 271,987.10
- ----------------------------------------------------------------------------------------------------------
TOTALS 185,006,454.15 180,378,591.75 671,156.65 938,633.75 1,609,790.40 0.00 0.00 179,707,435.10
- ----------------------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------------------
AX 177,144,828.10 172,659,648.65 0.00 56,275.96 56,275.96 0.00 0.00 172,017,342.26
- ----------------------------------------------------------------------------------------------------------
</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 970.74544316 3.99121109 5.05596582 9.04717691 966.75423207 A1 6.250000 %
A2 16162TKW5 1,000.00000000 0.00000000 5.20833377 5.20833377 1,000.00000000 A2 6.250000 %
A3 16162TKX3 983.48162387 3.38379250 5.12230003 8.50609253 980.09783137 A3 6.250000 %
A4 16162TKY1 983.48162357 3.38379289 5.12230014 8.50609303 980.09783068 A4 6.250000 %
AP 16162TKZ8 980.91733164 3.93718644 0.00000000 3.93718644 976.98014521 AP 0.000000 %
AR 16162TLA2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.250000 %
M 16162TLB0 983.48162605 3.38379163 5.12230023 8.50609186 980.09783442 M 6.250000 %
B1 16162TLC8 983.48162856 3.38379407 5.12229311 8.50608718 980.09783449 B1 6.250000 %
B2 16162TLD6 983.48162150 3.38378714 5.12230454 8.50609168 980.09783436 B2 6.250000 %
B3 16162TMC7 983.48162856 3.38379407 5.12229311 8.50608718 980.09783449 B3 6.250000 %
B4 16162TMD5 983.48164030 3.38380599 5.12230190 8.50610789 980.09783431 B4 6.250000 %
B5 16162TME3 983.48164923 3.38380416 5.12229913 8.50610329 980.09784507 B5 6.250000 %
- ---------------------------------------------------------------------------------- ------------------
TOTALS 974.98540026 3.62774722 5.07351894 8.70126617 971.35765304
- ---------------------------------------------------------------------------------- ------------------
- ---------------------------------------------------------------------------------- ------------------
AX N/A 974.68072030 0.00000000 0.31768334 0.31768334 971.05483747 AX 0.391124 %
- ---------------------------------------------------------------------------------- ------------------
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust Series 1999-S9
December 27, 1999
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 50,524.56
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 57,771.38
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 598
Ending Principal Balance of Outstanding Mortgage Loans 179,707,435.56
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 47,184.04
</TABLE>
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 %
-----------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(viii) Aggregate Number of REO Loans 0
Aggregate Balance of REO Loans 0.00
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 5,477.60
Sec. 6.02(a)(x) Class A Percentage 97.22604 %
Class M Percentage 1.51307 %
Class B Percentage 1.26089 %
Class A Principal Balance 175,374,953.76
Class M Principal Balance 2,729,256.91
Class B Principal Balance 2,274,381.08
NON-PO Class A Percentage 97.22356 %
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-S10
Statement to Certificateholders
December 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 49,229,156.79 529,636.28 249,991.81 779,628.09 0.00 0.00 48,699,520.51
A5 16,987,952.00 16,560,446.59 178,167.04 123,491.77 301,658.81 0.00 0.00 16,382,279.55
A6 6,512,048.00 6,348,170.92 68,297.36 42,953.47 111,250.83 0.00 0.00 6,279,873.56
A7 7,785,000.00 6,048,563.01 0.00 0.00 0.00 0.00 34,023.17 6,082,586.18
A8 22,275,000.00 22,275,000.00 0.00 118,985.63 118,985.63 0.00 0.00 22,275,000.00
A9 7,425,000.00 7,425,000.00 0.00 48,076.88 48,076.88 0.00 0.00 7,425,000.00
A10 57,400,000.00 56,088,329.51 304,364.52 315,496.85 619,861.37 0.00 0.00 55,783,964.99
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 19,496,695.76 209,756.94 99,006.66 308,763.60 0.00 0.00 19,286,938.82
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 74,804,988.72 1,103,378.30 436,362.43 1,539,740.73 0.00 0.00 73,701,610.42
A20 33,000,000.00 33,780,128.26 0.00 43,740.62 43,740.62 0.00 204,088.27 33,984,216.53
A21 3,801,200.00 2,197,781.49 0.00 0.00 0.00 0.00 13,278.26 2,211,059.75
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 10,220,962.65 65,630.55 0.00 65,630.55 0.00 0.00 10,155,332.10
AP 3,344,515.00 3,329,659.00 11,346.12 0.00 11,346.12 0.00 0.00 3,318,312.88
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 16,100,000.00 16,048,412.74 13,141.17 90,272.32 103,413.49 0.00 0.00 16,035,271.57
B1 5,950,000.00 5,930,935.15 4,856.52 33,361.51 38,218.03 0.00 0.00 5,926,078.63
B2 2,450,000.00 2,442,149.76 1,999.74 13,737.09 15,736.83 0.00 0.00 2,440,150.02
B3 2,100,000.00 2,093,271.23 1,714.07 11,774.65 13,488.72 0.00 0.00 2,091,557.16
B4 1,400,000.00 1,395,514.14 1,142.71 7,849.77 8,992.48 0.00 0.00 1,394,371.43
B5 1,750,998.00 1,745,387.49 1,429.20 9,817.80 11,247.00 0.00 0.00 1,743,958.29
- -----------------------------------------------------------------------------------------------------------------
TOTALS 700,000,613.00 690,375,553.21 2,494,860.52 3,613,243.22 6,108,103.74 0.00 251,389.70 688,132,082.39
- -----------------------------------------------------------------------------------------------------------------
- -----------------------------------------------------------------------------------------------------------------
A15 20,000,000.00 19,496,695.76 0.00 0.00 0.00 0.00 0.00 19,286,938.82
AX 546,040,645.12 537,252,334.49 0.00 138,293.16 138,293.16 0.00 0.00 535,456,657.33
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 2,579,482.37 0.00 15,584.37 15,584.37 0.00 0.00 2,541,434.84
- -----------------------------------------------------------------------------------------------------------------
- -----------------------------------------------------------------------------------------------------------------
A20C3 33,000,000.00 33,780,128.27 0.00 0.00 0.00 0.00 204,088.27 33,984,216.54
- -----------------------------------------------------------------------------------------------------------------
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust Series 1999-S10
Statement to Certificateholders
December 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 974.83478792 10.48784713 4.95033287 15.43818000 964.34694079 A4 6.093750 %
A5 974.83478821 10.48784692 7.26937361 17.75722053 964.34694129 A5 8.948438 %
A6 974.83478623 10.48784653 6.59600021 17.08384674 964.34693970 A6 8.119530 %
A7 776.95093256 0.00000000 0.00000000 0.00000000 781.32128195 A7 6.750000 %
A8 1,000.00000000 0.00000000 5.34166689 5.34166689 1,000.00000000 A8 6.410000 %
A9 1,000.00000000 0.00000000 6.47500067 6.47500067 1,000.00000000 A9 7.770000 %
A10 977.14859774 5.30251777 5.49646080 10.79897857 971.84607997 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 974.83478800 10.48784700 4.95033300 15.43818000 964.34694100 A14 6.093750 %
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 961.50371105 14.18224036 5.60877159 19.79101195 947.32147069 A19 7.000000 %
A20 1,023.64025030 0.00000000 1.32547333 1.32547333 1,029.82474333 A20 1.553835 %
A21 578.18096654 0.00000000 0.00000000 0.00000000 581.67414238 A21 7.250000 %
A22 1,000.00000000 0.00000000 6.04166654 6.04166654 1,000.00000000 A22 7.250000 %
A23 973.07285459 6.24826729 0.00000000 6.24826729 966.82458729 A23 0.000000 %
AP 995.55810035 3.39245601 0.00000000 3.39245601 992.16564435 AP 0.000000 %
AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.750000 %
M 996.79582236 0.81622174 5.60697640 6.42319814 995.97960062 M 6.750000 %
B1 996.79582353 0.81622185 5.60697647 6.42319832 995.97960168 B1 6.750000 %
B2 996.79582041 0.81622041 5.60697551 6.42319592 995.97960000 B2 6.750000 %
B3 996.79582381 0.81622381 5.60697619 6.42320000 995.97960000 B3 6.750000 %
B4 996.79581429 0.81622143 5.60697857 6.42320000 995.97959286 B4 6.750000 %
B5 996.79582158 0.81622024 5.60697385 6.42319409 995.97960135 B5 6.750000 %
- --------------------------------------------------------------------------- -------------------
TOTALS 986.24992663 3.56408334 5.16177151 8.72585484 983.04497112
- --------------------------------------------------------------------------- -------------------
- --------------------------------------------------------------------------- -------------------
A15 974.83478800 0.00000000 0.00000000 0.00000000 964.34694100 A15 0.000000 %
AX 983.90539109 0.00000000 0.25326532 0.25326532 980.61684989 AX 0.308890 %
A20C1 1,000.00000000 0.00000000 5.62500000 5.62500000 1,000.00000000 A20C1 6.750000 %
A20C2 961.50371143 0.00000000 5.80908393 5.80908393 947.32147017 A20C2 7.250000 %
- --------------------------------------------------------------------------- -------------------
- --------------------------------------------------------------------------- -------------------
A20C3 1,023.64025061 0.00000000 0.00000000 0.00000000 1,029.82474364 A20C3 7.250000 %
- --------------------------------------------------------------------------- -------------------
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust Series 1999-S10
December 27, 1999
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 1,677,922.26
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 194,762.17
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 2,025
Ending Principal Balance of Outstanding Mortgage Loans 688,132,082.87
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 176,793.67
</TABLE>
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in
Delinquency
----------------------------------------------------
Group 1
----------------------------------------------------
Category Number Principal Balance Percentage
----------------------------------------------------
1 Month 5 2,074,804.77 0.30 %
----------------------------------------------------
2 Months 2 577,447.33 0.08 %
----------------------------------------------------
3+Months 0 0.00 0.00 %
----------------------------------------------------
Total 7 2,652,252.10 0.38 %
----------------------------------------------------
Number and Aggregate Principal Amounts of Mortgage Loans in
Foreclosure
-----------------------------------------
Group 1
-----------------------------------------
Number Principal Balance Percentage
-----------------------------------------
1 112,488.86 0.02 %
-----------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(viii) Aggregate Number of REO Loans 0
Aggregate Balance of REO Loans 0.00
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 0.00
Sec. 6.02(a)(x) Class A Percentage 95.70441 %
Class M Percentage 2.32459 %
Class B Percentage 1.97099 %
Class A Principal Balance 660,719,882.71
Class M Principal Balance 16,048,412.74
Class B Principal Balance 13,607,257.77
NON-PO Class A Percentage 95.68360 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 1.98 %
B1 Credit Support 1.12 %
B2 Credit Support 0.76 %
B3 Credit Support 0.46 %
B4 Credit Support 0.25 %
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust Series 1999-S11
Statement to Certificateholders
December 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 94,883,318.14 639,117.34 533,718.66 1,172,836.00 0.00 0.00 94,244,200.80
A2 59,000,000.00 58,269,767.34 567,296.27 327,767.44 895,063.71 0.00 0.00 57,702,471.07
A3 25,951,000.00 25,951,000.00 0.00 145,974.38 145,974.38 0.00 0.00 25,951,000.00
A4 65,000,000.00 64,200,785.03 620,886.60 361,129.42 982,016.02 0.00 0.00 63,579,898.43
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 5,190,214.15 57,233.17 29,194.95 86,428.12 0.00 0.00 5,132,980.98
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 10,174,785.85 0.00 0.00 0.00 0.00 57,233.17 10,232,019.02
A9 11,440,000.00 11,252,972.52 63,045.15 63,297.97 126,343.12 0.00 0.00 11,189,927.37
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 11,208,027.48 0.00 0.00 0.00 0.00 63,045.15 11,271,072.63
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 1,086,594.10 1,259.71 0.00 1,259.71 0.00 0.00 1,085,334.39
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 9,000,000.00 8,979,586.57 6,913.77 50,510.17 57,423.94 0.00 0.00 8,972,672.80
B1 3,400,000.00 3,392,288.26 2,611.87 19,081.62 21,693.49 0.00 0.00 3,389,676.39
B2 1,600,000.00 1,596,370.95 1,229.11 8,979.59 10,208.70 0.00 0.00 1,595,141.84
B3 1,200,000.00 1,197,278.20 921.84 6,734.69 7,656.53 0.00 0.00 1,196,356.36
B4 800,000.00 798,185.48 614.56 4,489.79 5,104.35 0.00 0.00 797,570.92
B5 1,000,409.87 998,140.78 768.51 5,614.54 6,383.05 0.00 0.00 997,372.27
- -----------------------------------------------------------------------------------------------------------------
TOTALS 400,000,346.87 397,605,314.85 1,961,897.90 2,110,139.47 4,072,037.37 0.00 120,278.32 395,763,695.27
- -----------------------------------------------------------------------------------------------------------------
- -----------------------------------------------------------------------------------------------------------------
AX 358,117,946.52 355,892,793.42 0.00 152,333.71 152,333.71 0.00 0.00 354,098,681.14
- -----------------------------------------------------------------------------------------------------------------
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust Series 1999-S11
Statement to Certificateholders
December 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 991.40407226 6.67792343 5.57664786 12.25457129 984.72614883 A1 6.750000 %
A2 16162TNP7 987.62317525 9.61519102 5.55538034 15.17057136 978.00798424 A2 6.750000 %
A3 16162TNQ5 1,000.00000000 0.00000000 5.62500019 5.62500019 1,000.00000000 A3 6.750000 %
A4 16162TNR3 987.70438508 9.55210154 5.55583723 15.10793877 978.15228354 A4 6.750000 %
A5 16162TNS1 1,000.00000000 0.00000000 5.62500000 5.62500000 1,000.00000000 A5 6.750000 %
A6 16162TNT9 968.32353545 10.67783022 5.44681903 16.12464925 957.64570522 A6 6.750000 %
A7 16162TNU6 1,000.00000000 0.00000000 5.62500000 5.62500000 1,000.00000000 A7 6.750000 %
A8 16162TNV4 1,016.97009995 0.00000000 0.00000000 0.00000000 1,022.69055672 A8 6.750000 %
A9 16162TNW2 983.65144406 5.51093969 5.53303934 11.04397902 978.14050437 A9 6.750000 %
A10 16162TNX0 1,000.00000000 0.00000000 5.62500000 5.62500000 1,000.00000000 A10 6.750000 %
A11 16162TNY8 1,016.97010072 0.00000000 0.00000000 0.00000000 1,022.69055712 A11 6.750000 %
A12 16162TNZ5 1,000.00000000 0.00000000 5.62500000 5.62500000 1,000.00000000 A12 6.750000 %
AP 16162TPA8 996.11041796 1.15481048 0.00000000 1.15481048 994.95560748 AP 0.000000 %
AR 16162TPB6 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.750000 %
M 16162TPC4 997.73184111 0.76819667 5.61224111 6.38043778 996.96364444 M 6.750000 %
B1 16162TPD2 997.73184118 0.76819706 5.61224118 6.38043824 996.96364412 B1 6.750000 %
B2 16162TPE0 997.73184375 0.76819375 5.61224375 6.38043750 996.96365000 B2 6.750000 %
B3 16162TPF7 997.73183333 0.76820000 5.61224167 6.38044167 996.96363333 B3 6.750000 %
B4 16162TPG5 997.73185000 0.76820000 5.61223750 6.38043750 996.96365000 B5 6.750000 %
- ------------------------------------------------------------------------------------- ------------------
TOTALS 994.01242514 4.90474050 5.27534410 10.18008460 989.40838018
- ------------------------------------------------------------------------------------- ------------------
- ------------------------------------------------------------------------------------- ------------------
AX N/A 993.78653563 0.00000000 0.42537301 0.42537301 988.77669936 AX 0.513639 %
- ------------------------------------------------------------------------------------- ------------------
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust Series 1999-S11
December 27, 1999
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 1,535,362.00
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 72,363.95
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,229
Ending Principal Balance of Outstanding Mortgage Loans 395,763,695.49
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 102,217.70
</TABLE>
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 80,987.33 0.02 %
----------------------------------------------------
2 Months 2 461,791.71 0.12 %
----------------------------------------------------
3+Months 0 0.00 0.00 %
----------------------------------------------------
Total 3 542,779.04 0.14 %
----------------------------------------------------
Number and Aggregate Principal Amounts of Mortgage Loans in
Foreclosure
-----------------------------------------
Group 1
-----------------------------------------
Number Principal Balance Percentage
-----------------------------------------
0 0.00 0.00 %
-----------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(viii) Aggregate Number of REO Loans 0
Aggregate Balance of REO Loans 0.00
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 0.00
Sec. 6.02(a)(x) Class A Percentage 95.73400 %
Class M Percentage 2.25842 %
Class B Percentage 2.00758 %
Class A Principal Balance 380,643,464.61
Class M Principal Balance 8,979,586.57
Class B Principal Balance 7,982,263.67
NON-PO Class A Percentage 95.72231 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 2.01 %
B1 Credit Support 1.16 %
B2 Credit Support 0.75 %
B3 Credit Support 0.45 %
B4 Credit Support 0.25 %
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Morgage Finance Corporation Series 1999-S12
Statement to Certificateholders
December 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 65,272,000.00 65,272,000.00 0.00 380,753.33 380,753.33 0.00 0.00 65,272,000.00
A2 36,036,000.00 36,036,000.00 0.00 210,210.00 210,210.00 0.00 0.00 36,036,000.00
A3 12,503,000.00 12,503,000.00 0.00 72,934.17 72,934.17 0.00 0.00 12,503,000.00
A4 10,000,000.00 9,858,776.75 113,168.77 57,509.53 170,678.30 0.00 0.00 9,745,607.98
A5 68,000,000.00 66,820,785.81 944,959.19 389,787.92 1,334,747.11 0.00 0.00 65,875,826.62
A6 15,500,000.00 15,500,000.00 0.00 90,416.67 90,416.67 0.00 0.00 15,500,000.00
A7 68,400,000.00 69,018,111.59 0.00 148,039.70 148,039.70 0.00 311,859.42 69,329,971.01
A8 3,840,000.00 3,886,540.17 0.00 0.00 0.00 0.00 23,481.18 3,910,021.35
A9 3,000,000.00 3,036,359.51 0.00 0.00 0.00 0.00 18,344.67 3,054,704.18
A10 1,476,000.00 1,493,888.88 0.00 0.00 0.00 0.00 9,025.58 1,502,914.46
AP 3,231,864.00 3,226,286.01 29,505.48 0.00 29,505.48 0.00 0.00 3,196,780.53
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 6,600,000.00 6,590,479.69 4,825.04 39,817.48 44,642.52 0.00 0.00 6,585,654.65
B1 2,700,000.00 2,696,105.33 1,973.88 16,288.97 18,262.85 0.00 0.00 2,694,131.45
B2 1,200,000.00 1,198,269.03 877.28 7,239.54 8,116.82 0.00 0.00 1,197,391.75
B3 900,000.00 898,701.77 657.96 5,429.66 6,087.62 0.00 0.00 898,043.81
B4 600,000.00 599,134.52 438.64 3,619.77 4,058.41 0.00 0.00 598,695.88
B5 751,414.98 750,331.08 549.33 4,533.25 5,082.58 0.00 0.00 749,781.75
- -----------------------------------------------------------------------------------------------------------------
TOTALS 300,010,378.98 299,384,770.14 1,096,955.57 1,426,579.99 2,523,535.56 0.00 362,710.85 298,650,525.42
- -----------------------------------------------------------------------------------------------------------------
- -----------------------------------------------------------------------------------------------------------------
AX 210,442,300.73 209,966,365.01 0.00 70,655.70 70,655.70 0.00 0.00 209,547,168.84
A7C2 3,924,517.24 3,924,517.24 0.00 23,710.62 23,710.62 0.00 0.00 3,924,517.24
A7C3 3,224,137.93 3,178,605.61 0.00 19,204.08 19,204.08 0.00 0.00 3,142,118.44
- -----------------------------------------------------------------------------------------------------------------
- -----------------------------------------------------------------------------------------------------------------
A7C1 17,400,000.00 17,400,000.00 0.00 105,125.00 105,125.00 0.00 0.00 17,400,000.00
A7C4 51,000,000.00 51,618,111.59 0.00 0.00 0.00 0.00 311,859.42 51,929,971.01
- -----------------------------------------------------------------------------------------------------------------
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Morgage Finance Corporation Series 1999-S12
Statement to Certificateholders
December 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 16162TPJ9 1,000.00000000 0.00000000 5.83333328 5.83333328 1,000.00000000 A1 7.000000 %
A2 16162TPK6 1,000.00000000 0.00000000 5.83333333 5.83333333 1,000.00000000 A2 7.000000 %
A3 16162TPL4 1,000.00000000 0.00000000 5.83333360 5.83333360 1,000.00000000 A3 7.000000 %
A4 16162TPM2 985.87767500 11.31687700 5.75095300 17.06783000 974.56079800 A4 7.000000 %
A5 16162TPN0 982.65861485 13.89645868 5.73217529 19.62863397 968.76215618 A5 7.000000 %
A6 16162TPP5 1,000.00000000 0.00000000 5.83333355 5.83333355 1,000.00000000 A6 7.000000 %
A7 16162TPQ3 1,009.03671915 0.00000000 2.16432310 2.16432310 1,013.59606740 A7 2.573928 %
A8 16162TPR1 1,012.11983594 0.00000000 0.00000000 0.00000000 1,018.23472656 A8 7.250000 %
A9 16162TPS9 1,012.11983667 0.00000000 0.00000000 0.00000000 1,018.23472667 A9 7.250000 %
A10 16162TPT7 1,012.11983740 0.00000000 0.00000000 0.00000000 1,018.23472900 A10 7.250000 %
AP 16162TPU4 998.27406413 9.12955496 0.00000000 9.12955496 989.14450917 AP 0.000000 %
AR 16162TPV2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 7.250000 %
M 16162TPW0 998.55752879 0.73106667 6.03295152 6.76401818 997.82646212 M 7.250000 %
B1 16162TPX8 998.55752963 0.73106667 6.03295185 6.76401852 997.82646296 B1 7.250000 %
B2 16162TPY6 998.55752500 0.73106667 6.03295000 6.76401667 997.82645833 B2 7.250000 %
B3 16162TPZ3 998.55752222 0.73106667 6.03295556 6.76402222 997.82645556 B3 7.250000 %
B4 16162TQA7 998.55753333 0.73106667 6.03295000 6.76401667 997.82646667 B4 7.250000 %
B5 16162TQB5 998.55752144 0.73106075 6.03295133 6.76401208 997.82646069 B5 7.250000 %
- -------------------------------------------------------------------------------------- ------------------
TOTALS 997.91470934 3.65639207 4.75510212 8.41149419 995.46731162
- -------------------------------------------------------------------------------------- ------------------
- -------------------------------------------------------------------------------------- ------------------
AX N/A 997.73840279 0.00000000 0.33574856 0.33574856 995.74642604 AX 0.403812 %
A7C2 1,000.00000000 0.00000000 6.04166539 6.04166539 1,000.00000000 A7C1 7.250000 %
A7C3 985.87767615 0.00000000 5.95634567 5.95634567 974.56079988 A7C2 7.250000 %
- -------------------------------------------------------------------------------------- ------------------
- -------------------------------------------------------------------------------------- ------------------
A7C1 1,000.00000000 0.00000000 6.04166667 6.04166667 1,000.00000000 A7C3 7.250000 %
A7C4 1,012.11983510 0.00000000 0.00000000 0.00000000 1,018.23472569 A7C4 7.250000 %
- -------------------------------------------------------------------------------------- ------------------
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Morgage Finance Corporation Series 1999-S12
December 27, 1999
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 275,479.38
Aggregate Amount of Repurchase Proceeds 239,276.86
Sec. 6.02(a)(iv) Aggregate Servicer Advances 87,610.89
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 997
Ending Principal Balance of Outstanding Mortgage Loans 298,650,526.11
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 77,291.17
</TABLE>
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in
Delinquency
----------------------------------------------------
Group 1
----------------------------------------------------
Category Number Principal Balance Percentage
----------------------------------------------------
1 Month 3 1,054,705.19 0.35 %
----------------------------------------------------
2 Months 1 499,174.48 0.17 %
----------------------------------------------------
3+Months 1 369,987.73 0.12 %
----------------------------------------------------
Total 5 1,923,867.40 0.64 %
----------------------------------------------------
Number and Aggregate Principal Amounts of Mortgage Loans in
Foreclosure
-----------------------------------------
Group 1
-----------------------------------------
Number Principal Balance Percentage
-----------------------------------------
0 0.00 0.00 %
-----------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(viii) Aggregate Number of REO Loans 0
Aggregate Balance of REO Loans 0.00
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 0.00
Sec. 6.02(a)(x) Class A Percentage 95.74694 %
Class M Percentage 2.20134 %
Class B Percentage 2.05172 %
Class A Principal Balance 286,651,748.72
Class M Principal Balance 6,590,479.69
Class B Principal Balance 6,142,541.73
NON-PO Class A Percentage 95.70061 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 2.07 %
B1 Credit Support 1.16 %
B2 Credit Support 0.76 %
B3 Credit Support 0.46 %
B4 Credit Support 0.25 %
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust Series 1999-S13
Statement to Certificateholders
December 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 145,497,000.00 144,373,934.33 694,656.89 782,025.48 1,476,682.37 0.00 0.00 143,679,277.44
AP 381,686.00 378,862.15 1,424.72 0.00 1,424.72 0.00 0.00 377,437.43
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 1,950,000.00 1,937,476.17 6,332.13 10,494.66 16,826.79 0.00 0.00 1,931,144.04
B1 600,000.00 596,146.51 1,948.35 3,229.13 5,177.48 0.00 0.00 594,198.16
B2 600,000.00 596,146.51 1,948.35 3,229.13 5,177.48 0.00 0.00 594,198.16
B3 525,000.00 521,628.20 1,704.80 2,825.49 4,530.29 0.00 0.00 519,923.40
B4 225,000.00 223,554.95 730.63 1,210.92 1,941.55 0.00 0.00 222,824.32
B5 225,704.70 224,255.11 732.92 1,214.72 1,947.64 0.00 0.00 223,522.19
- ---------------------------------------------------------------------------------------------------------
TOTALS 150,004,490.70 148,852,003.93 709,478.79 804,229.53 1,513,708.32 0.00 0.00 148,142,525.14
- ---------------------------------------------------------------------------------------------------------
- ---------------------------------------------------------------------------------------------------------
AX 131,857,163.93 130,832,753.26 0.00 55,045.08 55,045.08 0.00 0.00 130,187,965.95
- ---------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- --------------------------------------------------------------------------------- ------------------
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE PASS-THROUGH RATES
- --------------------------------------------------------------------------------- ------------------
PRIOR CURRENT CURRENT
PRINCIPAL PRINCIPAL CLASS PASS-THRU
CLASS CUSIP FACTOR PRINCIPAL INTEREST TOTAL FACTOR RATE
- --------------------------------------------------------------------------------- ------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A1 16162TQC3 992.28117645 4.77437260 5.37485639 10.14922899 987.50680385 A1 6.500000 %
AP 16162TQD1 992.60164114 3.73270175 0.00000000 3.73270175 988.86893939 AP 0.000000 %
AR 16162TQE9 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 6.500000 %
M 16162TQF6 993.57752308 3.24724615 5.38187692 8.62912308 990.33027692 M 6.500000 %
B1 16162TQG4 993.57751667 3.24725000 5.38188333 8.62913333 990.33026667 B1 6.500000 %
B2 16162TQH2 993.57751667 3.24725000 5.38188333 8.62913333 990.33026667 B2 6.500000 %
B3 16162TQK5 993.57752381 3.24723810 5.38188571 8.62912381 990.33028571 B3 6.500000 %
B4 16162TQL3 993.57755556 3.24724444 5.38186667 8.62911111 990.33031111 B4 6.500000 %
B5 16162TQM1 993.57749307 3.24725183 5.38189945 8.62915128 990.33024124 B5 6.500000 %
- --------------------------------------------------------------------------------- ------------------
TOTALS 992.31698488 4.72971700 5.36136969 10.09108669 987.58726788
- --------------------------------------------------------------------------------- ------------------
- --------------------------------------------------------------------------------- ------------------
AX 16162TQJ8 992.23090624 0.00000000 0.41745991 0.41745991 987.34086241 AX 0.504875 %
- --------------------------------------------------------------------------------- ------------------
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust Series 1999-S13
December 27, 1999
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 222,923.02
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 37,327.41
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 501
Ending Principal Balance of Outstanding Mortgage Loans 148,142,525.49
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 38,937.21
</TABLE>
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 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 Totals
-----------------------------------------
Number Principal Balance Percentage
-----------------------------------------
0 0.00 0.00 %
-----------------------------------------
Sec. 6.02(a)(viii) Number and Aggregate Principal Amounts of REO Loans
-----------------------------------------
Group Totals
-----------------------------------------
Number Principal Balance Percentage
-----------------------------------------
0 0.00 0.00 %
-----------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 315.50
Sec. 6.02(a)(x) Class A Percentage 97.25 %
Class M Percentage 1.30 %
Class B Percentage 1.45 %
Class A Principal Balance 144,752,796.48
Class M Principal Balance 1,937,476.17
Class B Principal Balance 2,161,731.28
NON-PO Class A Percentage 97.2391 %
NON-PO Class A Prepayment Percentage 100.0000 %
M Credit Support 1.46 %
B1 Credit Support 1.05 %
B2 Credit Support 0.65 %
B3 Credit Support 0.30 %
B4 Credit Support 0.15 %
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust Series 1999-S14
Statement to Certificateholders
December 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 50,900,000.00 50,900,000.00 367,422.97 307,520.83 674,943.80 0.00 0.00 50,532,577.03
A2 31,364,000.00 31,364,000.00 406,015.84 189,490.83 595,506.67 0.00 0.00 30,957,984.16
A3 37,653,000.00 37,653,000.00 329,732.43 227,486.88 557,219.31 0.00 0.00 37,323,267.57
A4 15,000,000.00 15,000,000.00 0.00 90,625.00 90,625.00 0.00 0.00 15,000,000.00
A5 17,908,000.00 17,908,000.00 0.00 108,194.17 108,194.17 0.00 0.00 17,908,000.00
A6 18,194,000.00 18,194,000.00 0.00 109,922.08 109,922.08 0.00 0.00 18,194,000.00
A7 19,850,000.00 19,850,000.00 0.00 119,927.08 119,927.08 0.00 0.00 19,850,000.00
AP 633,689.00 633,689.00 560.81 0.00 560.81 0.00 0.00 633,128.19
AR 100.00 100.00 100.00 0.60 100.60 0.00 0.00 0.00
M 4,400,000.00 4,400,000.00 2,926.12 26,583.33 29,509.45 0.00 0.00 4,397,073.88
B1 1,800,000.00 1,800,000.00 1,197.05 10,875.00 12,072.05 0.00 0.00 1,798,802.95
B2 800,000.00 800,000.00 532.02 4,833.33 5,365.35 0.00 0.00 799,467.98
B3 600,000.00 600,000.00 399.02 3,625.00 4,024.02 0.00 0.00 599,600.98
B4 400,000.00 400,000.00 266.01 2,416.67 2,682.68 0.00 0.00 399,733.99
B5 501,011.81 501,011.81 333.19 3,026.95 3,360.14 0.00 0.00 500,678.62
- ------------------------------------------------------------------------------------------------------------
TOTALS 200,003,800.81 200,003,800.81 1,109,485.46 1,204,527.75 2,314,013.21 0.00 0.00 198,894,315.35
- ------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------
AX 182,960,126.59 182,960,126.59 0.00 96,582.44 96,582.44 0.00 0.00 181,865,841.81
- ------------------------------------------------------------------------------------------------------------
</TABLE>
<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 7.21852593 6.04166660 13.26019253 992.78147407 A1 7.250000 %
A2 1,000.00000000 12.94528249 6.04166656 18.98694905 987.05471751 A2 7.250000 %
A3 1,000.00000000 8.75713569 6.04166680 14.79880249 991.24286431 A3 7.250000 %
A4 1,000.00000000 0.00000000 6.04166667 6.04166667 1,000.00000000 A4 7.250000 %
A5 1,000.00000000 0.00000000 6.04166685 6.04166685 1,000.00000000 A5 7.250000 %
A6 1,000.00000000 0.00000000 6.04166648 6.04166648 1,000.00000000 A6 7.250000 %
A7 1,000.00000000 0.00000000 6.04166650 6.04166650 1,000.00000000 A7 7.250000 %
AP 1,000.00000000 0.88499248 0.00000000 0.88499248 999.11500752 AP 0.000000 %
AR 1,000.00000000 1,000.00000000 6.00000000 1,006.00000000 0.00000000 AR 7.250000 %
M 1,000.00000000 0.66502727 6.04166591 6.70669318 999.33497273 M 7.250000 %
B1 1,000.00000000 0.66502778 6.04166667 6.70669444 999.33497222 B1 7.250000 %
B2 1,000.00000000 0.66502500 6.04166250 6.70668750 999.33497500 B2 7.250000 %
B3 1,000.00000000 0.66503333 6.04166667 6.70670000 999.33496667 B3 7.250000 %
B4 1,000.00000000 0.66502500 6.04167500 6.70670000 999.33497500 B4 7.250000 %
B5 1,000.00000000 0.66503422 6.04167395 6.70670817 999.33496578 B5 7.250000 %
- ------------------------------------------------------------------------------- ------------------
TOTALS 1,000.00000000 5.54732188 6.02252430 11.56984618 994.45267812
- ------------------------------------------------------------------------------- ------------------
- ------------------------------------------------------------------------------- ------------------
AX 1,000.00000000 0.00000000 0.52788792 0.52788792 994.01899856 AX 0.633465 %
- ------------------------------------------------------------------------------- ------------------
</TABLE>
[Image] (Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust Series 1999-S14
December 27, 1999
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 976,376.06
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 68,814.77
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 733
Ending Principal Balance of Outstanding Mortgage Loans 198,894,315.35
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 52,317.66
</TABLE>
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 1 135,698.78 0.07 %
----------------------------------------------------
3+Months 0 0.00 0.00 %
----------------------------------------------------
Total 1 135,698.78 0.07 %
----------------------------------------------------
Number and Aggregate Principal Amounts of Mortgage Loans in
Foreclosure
------------------------------------------
Group 1
------------------------------------------
Number Principal Balance Percentage
------------------------------------------
0 0.00 0.00 %
------------------------------------------
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(viii) Aggregate Number of REO Loans 0
Aggregate Balance of REO Loans 0.00
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 0.00
Sec. 6.02(a)(x) Class A Percentage 95.74957 %
Class M Percentage 2.19996 %
Class B Percentage 2.05047 %
Class A Principal Balance 191,502,789.00
Class M Principal Balance 4,400,000.00
Class B Principal Balance 4,101,011.81
NON-PO Class A Percentage 95.73607 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 2.06 %
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>
Page 1
Chase Mortgage Finance Corporation, Series 1999-AS1
Statement to Certificateholders
December 27 1999
<TABLE>
<CAPTION>
DISTRIBUTION IN DOLLARS
ORIGINAL PRIOR CURRENT
FACE PRINCIPAL REALIZED DEFERRED PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL INTEREST TOTAL LOSES INTEREST BALANCE
<S> <C> <C> <C> <C> <C> <C> <C> <C>
IA1 14,654,703.00 13,652,628.43 79,731.94 73,951.74 153,683.68 0.00 0.00 13,572,896.49
IIA1 30,250,000.00 23,258,733.07 25,351.05 125,984.80 151,335.85 0.00 0.00 23,233,382.02
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 1,000,000.00 790,290.46 760.43 4,280.74 5,041.17 0.00 0.00 789,530.03
IIIA1 95,342,532.00 88,042,575.61 671,232.98 476,897.28 1,148,130.26 0.00 0.00 87,371,342.63
AP 25,169.00 24,479.47 71.33 0.00 71.33 0.00 0.00 24,408.14
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 4,786,000.00 4,736,991.30 5,179.45 25,658.70 30,838.15 0.00 0.00 4,731,811.85
B1 2,316,000.00 2,292,284.12 2,506.39 12,416.54 14,922.93 0.00 0.00 2,289,777.73
B2 1,235,000.00 1,222,353.59 1,336.53 6,621.08 7,957.61 0.00 0.00 1,221,017.06
B3 618,000.00 611,671.68 668.80 3,313.22 3,982.02 0.00 0.00 611,002.88
B4 386,000.00 382,047.35 417.73 2,069.42 2,487.15 0.00 0.00 381,629.62
B5 694,784.72 687,670.11 751.90 3,724.88 4,476.78 0.00 0.00 686,918.21
TOTALS 154,396,147.72 138,789,584.19 788,008.530 751,644.30 1,539,652.83 0.00 0.00 138,001,575.66
AX 152,908,229.99 137,335,067.00 0.00 99,410.48 883,948.80 0.00 0.00 136,550,528.68
</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 931.62095677 5.44070665 5.04628036 10.48698701 926.18025012 IA1 6.500000 %
IIA1 16162TES1 768.88373785 .83805124 4.16478678 5.00283802 768.04568661 IIA1 6.500000 %
IIA2 16162TET9 1,000.00000000 .00000000 5.41666572 5.41666572 1,000.00000000 IIA2 6.500000 %
IIA3 16162TEU6 790.29046000 .76043000 4.28074000 5.04117000 789.53003000 IIA3 6.500000 %
</TABLE>
(Copyright)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 2
Chase Mortgage Finance Corporation, Series 1999-AS1
Statement to Certificateholders
December 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>
IIIA1 16162TEV4 923.43441865 7.04022608 5.00193639 12.04216246 916.39419257 IIIA1 6.500000 %
AP 16162TEW2 972.60399698 2.83404188 .00000000 2.83404188 969.76995510 AP .000000 %
AR 16162TEX0 .00000000 .00000000 .00000000 .00000000 .00000000 AR 6.500000 %
M 16162TEY8 989.75998746 1.08220852 5.36119933 6.44340786 988.67777894 M 6.500000 %
B1 16162TEZ5 989.75998273 1.08220639 5.36120035 6.44340674 988.67777634 B1 6.500000 %
B2 16162TFA9 989.75999190 1.08221053 5.36119838 6.44340891 988.67778138 B2 6.500000 %
B3 16162TFB7 989.76000000 1.08220065 5.36119741 6.44339806 988.67779935 B3 6.500000 %
B4 16162TFC5 989.75997409 1.08220207 5.36119171 6.44339378 988.67777202 B4 6.500000 %
B5 16162TFD3 989.75997918 1.08220572 5.36120023 6.44340595 988.67777345 B5 6.500000 %
TOTALS 898.91869868 5.10380953 4.86828403 9.97209356 893.81488915
AX 898.15353306 .00000000 .65013165 5.78091055 893.02275416 AX .868624 %
</TABLE>
IF THERE ARE ANY QUESTIONS OR PROBLEMS WITH THIS STATEMENT, PLEASE CONTACT THE
ADMINISTRATOR LISTED BELOW:
Andrew Cooper
The Chase Manhattan Bank - Structured Finance Services
450 W. 33rd Street, 14th Floor,
New York, New York 10001
Tel: (212) 946-7113
Email: [email protected]
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 3
Chase Mortgage Finance Corporation, Series 1999-AS1
December 27 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 636,211.58
Aggregate Amount of Repurchase Proceeds 0.00
Group 1 Amount of Principal Prepayments 32,767.86
Group 1 Amount of Repurchase Proceeds 0.00
Group 2 Amount of Principal Prepayments 4,259.42
Group 2 Amount of Repurchase Proceeds 0.00
Group 3 Amount of Principal Prepayments 599,184.30
Group 3 Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 47,418.39
Group 1 Servicer Advances 4,402.00
Group 2 Servicer Advances 4,977.00
Group 3 Servicer Advances 38,039.39
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,160
Ending Principal Balance of Outstanding Mortgage Loans 138,001,575.88
Group 1 Outstanding Mortgage Loans 163
Ending Principal Balance of Group 1 Mortgage Loans 14,572,731.20
Group 2 Outstanding Mortgage Loans 85
Ending Principal Balance of Group 2 Mortgage Loans 29,486,080.12
Group 3 Outstanding Mortgage Loans 912
Ending Principal Balance of Group 3 Mortgage Loans 93,942,764.56
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 36,305.04
</TABLE>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 4
Chase Mortgage Finance Corporation, Series 1999-AS1
December 27 1999
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in
Delinquency
Group 1
Principal
Category Number Balance Percentage
1 Month .00 .00 .00 %
2 Months 1.00 65,227.20 .45 %
3+Months .00 .00 .00 %
Total 1.00 65,227.20 .45 %
Group 2
Principal
Category Number Balance Percentage
1 Month .00 .00 .00 %
2 Months 1.00 238,637.93 .81 %
3+Months .00 .00 .00 %
Total 1.00 238,637.93 .81 %
Group 3
Principal
Category Number Balance Percentage
1 Month 2.00 159,408.50 .17 %
2 Months 3.00 291,800.46 .31 %
3+Months .00 .00 .00 %
Total 5.00 451,208.96 .48 %
Group Totals
Principal
Category Number Balance Percentage
1 Month 2.00 159,408.50 .12 %
2 Months 5.00 595,665.59 .43 %
3+Months .00 .00 .00 %
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 5
Chase Mortgage Finance Corporation, Series 1999-AS1
December 27 1999
Total 7.00 755,074.09 .55 %
Number and Aggregate Principal Amounts of Mortgage Loans in
Foreclosure
Group 1
Principal
Number Balance Percentage
.00 .00 .00 %
Group 2
Principal
Number Balance Percentage
.00 .00 .00 %
Group 3
Principal
Number Balance Percentage
1.00 155,088.83 .17 %
Group Totals
Principal
Number Balance Percentage
1.00 155,088.83 .17 %
Sec. 6.02(a)(viii) Number and Aggregate Principal Amounts of REO Loans
Group 1
Principal
Number Balance Percentage
.00 .00 .00 %
Group 2
Principal
Number Balance Percentage
.00 .00 .00 %
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 6
Chase Mortgage Finance Corporation, Series 1999-AS1
December 27 1999
Group 3
Principal
Number Balance Percentage
.00 .00 .00 %
Group Totals
Principal
Number Balance Percentage
.00 .00 .00 %
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 7
Chase Mortgage Finance Corporation, Series 1999-AS1
December 27 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 5,657.20
Sec. 6.02(a)(x) Class A Percentage 92.84 %
Class M Percentage 3.41 %
Class B Percentage 3.74 %
Class A Principal Balance 128,856,566.04
Class M Principal Balance 4,736,991.30
Class B Principal Balance 5,196,026.85
NON-PO Class A Percentage 92.8418 %
NON-PO Class A Prepayment Percentage 100.0000 %
M Credit Support 3.74 %
B1 Credit Support 2.09 %
B2 Credit Support 1.21 %
B3 Credit Support 0.77 %
B4 Credit Support 0.50 %
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Group 1 Current Period Realized Losses 0.00
Group 2 Current Period Realized Losses 0.00
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>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 1
Chase Mortgage Finance Trust, Series 1999-AS2
Statement to Certificateholders
December 27 1999
<TABLE>
<CAPTION>
DISTRIBUTION IN DOLLARS
ORIGINAL PRIOR CURRENT
FACE PRINCIPAL REALIZED DEFERRED PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL INTEREST TOTAL LOSES INTEREST BALANCE
<S> <C> <C> <C> <C> <C> <C> <C> <C>
IA1 22,467,000.00 21,762,989.98 141,446.71 117,882.86 259,329.57 0.00 0.00 21,621,543.27
IIA1 9,200,000.00 2,088,927.11 476,703.75 11,315.02 488,018.77 0.00 0.00 1,612,223.36
IIA2 77,900,000.00 77,900,000.00 0.00 421,958.33 421,958.33 0.00 0.00 77,900,000.00
IIA3 9,543,000.00 9,543,000.00 0.00 51,691.25 51,691.25 0.00 0.00 9,543,000.00
IIA4 20,000,000.00 20,000,000.00 0.00 108,333.33 108,333.33 0.00 0.00 20,000,000.00
AP 17,185.00 16,833.45 66.23 0.00 66.23 0.00 0.00 16,767.22
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 5,250,000.00 5,214,242.11 6,177.25 28,243.81 34,421.06 0.00 0.00 5,208,064.86
B1 2,625,000.00 2,607,121.05 3,088.63 14,121.91 17,210.54 0.00 0.00 2,604,032.42
B2 1,200,000.00 1,191,826.77 1,411.94 6,455.73 7,867.67 0.00 0.00 1,190,414.83
B3 675,000.00 670,402.56 794.22 3,631.35 4,425.57 0.00 0.00 669,608.34
B4 375,000.00 372,445.86 441.23 2,017.42 2,458.65 0.00 0.00 372,004.63
B5 751,676.40 746,556.70 884.44 4,043.85 4,928.29 0.00 0.00 745,672.26
TOTALS 150,003,961.40 142,114,345.59 631,014.400 769,694.86 1,400,709.26 0.00 0.00 141,483,331.19
AX 148,463,136.00 140,607,345.29 0.00 107,412.54 732,026.37 0.00 0.00 139,982,731.46
</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 968.66470735 6.29575422 5.24693373 11.54268794 962.36895313 IA1 6.500000 %
IIA1 16162T KH8 227.05729457 51.81562500 1.22989348 53.04551848 175.24166957 IIA1 6.500000 %
IIA2 16162T KJ4 1,000.00000000 .00000000 5.41666662 5.41666662 1,000.00000000 IIA2 6.500000 %
IIA3 16162T KK1 1,000.00000000 .00000000 5.41666667 5.41666667 1,000.00000000 IIA3 6.500000 %
</TABLE>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 2
Chase Mortgage Finance Trust, Series 1999-AS2
Statement to Certificateholders
December 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>
IIA4 16162T KL9 1,000.00000000 .00000000 5.41666650 5.41666650 1,000.00000000 IIA4 6.500000 %
AP 16162T KM7 979.54320628 3.85394239 .00000000 3.85394239 975.68926389 AP .000000 %
AR 16162T KN5 .00000000 .00000000 .00000000 .00000000 .00000000 AR 6.500000 %
M 16162T KP0 993.18897333 1.17661905 5.37977333 6.55639238 992.01235429 M 6.500000 %
B1 16162T KQ8 993.18897143 1.17662095 5.37977524 6.55639619 992.01235048 B1 6.500000 %
B2 16162T KR6 993.18897500 1.17661667 5.37977500 6.55639167 992.01235833 B2 6.500000 %
B3 16162T KS4 993.18897778 1.17662222 5.37977778 6.55640000 992.01235556 B3 6.500000 %
B4 16162T KT2 993.18896000 1.17661333 5.37978667 6.55640000 992.01234667 B4 6.500000 %
B5 16162T KU9 993.18895738 1.17662334 5.37977513 6.55639847 992.01233403 B5 6.500000 %
TOTALS 947.40395029 4.20665157 5.13116356 9.33781513 943.19729872
AX 947.08591694 .00000000 .72349637 4.93069451 942.87871880 AX .916703 %
</TABLE>
IF THERE ARE ANY QUESTIONS OR PROBLEMS WITH THIS STATEMENT, PLEASE CONTACT THE
ADMINISTRATOR LISTED BELOW:
Andrew Cooper
The Chase Manhattan Bank - Structured Finance Services
450 W. 33rd Street, 14th Floor,
New York, New York 10001
Tel: (212) 946-7113
Email: [email protected]
(Copoyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 3
Chase Mortgage Finance Trust, Series 1999-AS2
December 27 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 462,623.23
Aggregate Amount of Repurchase Proceeds 0.00
Group 1 Amount of Principal Prepayments 68,541.79
Group 1 Amount of Repurchase Proceeds 0.00
Group 2 Amount of Principal Prepayments 394,081.44
Group 2 Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 56,341.69
Group 1 Servicer Advances 10,739.51
Group 2 Servicer Advances 45,602.18
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,343
Ending Principal Balance of Outstanding Mortgage Loans 141,483,331.63
Group 1 Outstanding Mortgage Loans 240
Ending Principal Balance of Group 1 Mortgage Loans 23,352,812.92
Group 2 Outstanding Mortgage Loans 1,103
Ending Principal Balance of Group 2 Mortgage Loans 118,130,518.71
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 37,174.75
</TABLE>
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in
Delinquency
Group 1
Principal
Category Number Balance Percentage
1 Month .00 .00 .00 %
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 4
Chase Mortgage Finance Trust, Series 1999-AS2
December 27 1999
2 Months .00 .00 .00 %
3+Months .00 .00 .00 %
Total .00 .00 .00 %
Group 2
Principal
Category Number Balance Percentage
1 Month 4.00 398,467.43 .34 %
2 Months 1.00 213,490.40 .18 %
3+Months .00 .00 .00 %
Total 5.00 611,957.83 .52 %
Group Totals
Principal
Category Number Balance Percentage
1 Month 4.00 398,467.43 .28 %
2 Months 1.00 213,490.40 .15 %
3+Months .00 .00 .00 %
Total 5.00 611,957.83 .43 %
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 5
Chase Mortgage Finance Trust, Series 1999-AS2
December 27 1999
Number and Aggregate Principal Amounts of Mortgage Loans in
Foreclosure
Group 1
Principal
Number Balance Percentage
.00 .00 .00 %
Group 2
Principal
Number Balance Percentage
.00 .00 .00 %
Group Totals
Principal
Number Balance Percentage
.00 .00 .00 %
Sec. 6.02(a)(viii) Number and Aggregate Principal Amounts of REO Loans
Group 1
Principal
Number Balance Percentage
.00 .00 .00 %
Group 2
Principal
Number Balance Percentage
.00 .00 .00 %
Group Totals
Principal
Number Balance Percentage
.00 .00 .00 %
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 13,922.50
</TABLE>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 6
Chase Mortgage Finance Trust, Series 1999-AS2
December 27 1999
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(x) Class A Percentage 92.40 %
Class M Percentage 3.67 %
Class B Percentage 3.93 %
Class A Principal Balance 131,311,750.54
Class M Principal Balance 5,214,242.11
Class B Principal Balance 5,588,352.94
NON-PO Class A Percentage 92.3978 %
NON-PO Class A Prepayment Percentage 100.0000 %
M Credit Support 3.93 %
B1 Credit Support 2.10 %
B2 Credit Support 1.26 %
B3 Credit Support 0.79 %
B4 Credit Support 0.53 %
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Group 1 Current Period Realized Losses 0.00
Group 2 Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
(Copyright) COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
