<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: January 25, 2000
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 January 25, 2000, 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-S15, 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 January 25,
2000 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: February 2, 2000
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 January 25, 2000.
<PAGE>
+
Page 1
Chase Mortgage Finance Corporation, Series 1999-S1
Statement to Certificateholders
January 25 2000
<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>
A1 33,921,000.00 33,921,000.00 480,874.69 172,431.75 653,306.44 0.00 0.00 33,440,125.31
A2 25,000,000.00 25,000,000.00 354,407.81 122,916.67 477,324.48 0.00 0.00 24,645,592.19
A3 10,000,000.00 10,000,000.00 141,763.12 50,416.67 192,179.79 0.00 0.00 9,858,236.88
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 78,253,234.10 608,256.18 423,871.68 1,032,127.86 0.00 0.00 77,644,977.92
A7 18,242,000.00 11,159,263.48 936,368.69 0.00 936,368.69 0.00 60,446.01 10,283,340.80
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 52,090,487.18 566,457.27 282,156.81 848,614.08 0.00 0.00 51,524,029.91
A10 3,513,000.00 3,513,000.00 0.00 19,028.75 19,028.75 0.00 0.00 3,513,000.00
A11 5,000,000.00 5,000,000.00 0.00 29,166.67 29,166.67 0.00 0.00 5,000,000.00
A12 5,000,000.00 5,000,000.00 0.00 27,083.33 27,083.33 0.00 0.00 5,000,000.00
A13 11,522,200.00 11,522,200.00 0.00 64,812.38 64,812.38 0.00 0.00 11,522,200.00
A14 1,642,800.00 1,642,800.00 0.00 0.00 0.00 0.00 0.00 1,642,800.00
A15 1,500,000.00 1,500,000.00 0.00 8,437.50 8,437.50 0.00 0.00 1,500,000.00
A16 3,500,000.00 3,500,000.00 0.00 19,687.50 19,687.50 0.00 0.00 3,500,000.00
A17 3,300,000.00 3,300,000.00 0.00 18,562.50 18,562.50 0.00 0.00 3,300,000.00
A18 3,000,000.00 3,000,000.00 0.00 16,250.00 16,250.00 0.00 0.00 3,000,000.00
A19 2,000,000.00 2,000,000.00 0.00 13,333.33 13,333.33 0.00 0.00 2,000,000.00
A20 6,000,000.00 6,000,000.00 0.00 35,000.00 35,000.00 0.00 0.00 6,000,000.00
A21 885,000.00 885,000.00 0.00 4,978.13 4,978.13 0.00 0.00 885,000.00
A22 1,000,000.00 1,000,000.00 0.00 5,416.67 5,416.67 0.00 0.00 1,000,000.00
A23 1,000,000.00 1,061,223.58 0.00 0.00 0.00 0.00 5,748.29 1,066,971.87
AP 661,605.00 635,963.21 697.93 0.00 697.93 0.00 0.00 635,265.28
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 8,600,000.00 8,519,716.33 7,666.69 46,148.46 53,815.15 0.00 0.00 8,512,049.64
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 2
Chase Mortgage Finance Corporation, Series 1999-S1
Statement to Certificateholders
January 25 2000
<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>
B1 3,600,000.00 3,566,392.89 3,209.31 19,317.96 22,527.27 0.00 0.00 3,563,183.58
B2 1,600,000.00 1,585,063.51 1,426.36 8,585.76 10,012.12 0.00 0.00 1,583,637.15
B3 1,400,000.00 1,386,930.56 1,248.07 7,512.54 8,760.61 0.00 0.00 1,385,682.49
B4 800,000.00 792,531.74 713.18 4,292.88 5,006.06 0.00 0.00 791,818.56
B5 1,000,424.92 991,085.85 891.85 5,368.38 6,260.23 0.00 0.00 990,194.00
TOTALS 400,000,129.92 377,710,892.43 3,103,981.150 1,941,915.49 5,045,896.64 0.00 66,194.30 374,673,105.58
A5 6,808,292.00 6,808,292.00 0.00 36,878.25 108,999.17 0.00 0.00 6,736,171.08
AX 361,515,966.00 340,622,318.87 0.00 106,218.38 3,100,165.63 0.00 0.00 337,628,371.62
<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
A1 16162TEP7 1,000.00000000 14.17631231 5.08333333 19.25964565 985.82368769 A1 6.100000 %
A2 16162TDM5 1,000.00000000 14.17631240 4.91666680 19.09297920 985.82368760 A2 5.900000 %
A3 16162TDN3 1,000.00000000 14.17631200 5.04166700 19.21797900 985.82368800 A3 6.050000 %
A4 16162TDP8 1,000.00000000 .00000000 5.16666676 5.16666676 1,000.00000000 A4 6.200000 %
A6 16162TDR4 877.34725931 6.81955064 4.75229760 11.57184824 870.52770868 A6 6.500000 %
A7 16162TDS2 611.73464971 51.33037441 .00000000 51.33037441 563.71783796 A7 6.500000 %
A8 16162TDT0 1,000.00000000 .00000000 5.41666667 5.41666667 1,000.00000000 A8 6.500000 %
A9 16162TDU7 926.31659103 10.07321674 5.01754828 15.09076502 916.24337429 A9 6.500000 %
A10 16162TDV5 1,000.00000000 .00000000 5.41666667 5.41666667 1,000.00000000 A10 6.500000 %
A11 16162TDW3 1,000.00000000 .00000000 5.83333400 5.83333400 1,000.00000000 A11 7.000000 %
A12 16162TDX1 1,000.00000000 .00000000 5.41666600 5.41666600 1,000.00000000 A12 6.500000 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 3
Chase Mortgage Finance Corporation, Series 1999-S1
Statement to Certificateholders
January 25 2000
<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>
A13 16162TDY9 1,000.00000000 .00000000 5.62500043 5.62500043 1,000.00000000 A13 6.750000 %
A14 16162TDZ6 1,000.00000000 .00000000 .00000000 .00000000 1,000.00000000 A14 .000000 %
A15 16162TEA0 1,000.00000000 .00000000 5.62500000 5.62500000 1,000.00000000 A15 6.750000 %
A16 16162TEB8 1,000.00000000 .00000000 5.62500000 5.62500000 1,000.00000000 A16 6.750000 %
A17 16162TEC6 1,000.00000000 .00000000 5.62500000 5.62500000 1,000.00000000 A17 6.750000 %
A18 16162TED4 1,000.00000000 .00000000 5.41666667 5.41666667 1,000.00000000 A18 6.500000 %
A19 16162TEE2 1,000.00000000 .00000000 6.66666500 6.66666500 1,000.00000000 A19 8.000000 %
A20 16162TEF9 1,000.00000000 .00000000 5.83333333 5.83333333 1,000.00000000 A20 7.000000 %
A21 16162TEG7 1,000.00000000 .00000000 5.62500565 5.62500565 1,000.00000000 A21 6.750000 %
A22 16162TEH5 1,000.00000000 .00000000 5.41667000 5.41667000 1,000.00000000 A22 6.500000 %
A23 16162TEJ1 1,061.22358000 .00000000 .00000000 .00000000 1,066.97187000 A23 6.500000 %
AP 16162TEK8 961.24305288 1.05490436 .00000000 1.05490436 960.18814852 AP .000000 %
AR 16162TEL6 .00000000 .00000000 .00000000 .00000000 .00000000 AR 6.500000 %
M 16162TEM4 990.66468953 .89147558 5.36610000 6.25757558 989.77321395 M 6.500000 %
B1 16162TEN2 990.66469167 .89147500 5.36610000 6.25757500 989.77321667 B1 6.500000 %
B2 16162TEQ5 990.66469375 .89147500 5.36610000 6.25757500 989.77321875 B2 6.500000 %
B3 16162RCB4 990.66468571 .89147857 5.36610000 6.25757857 989.77320714 B3 6.500000 %
B4 16162RCC2 990.66467500 .89147500 5.36610000 6.25757500 989.77320000 B4 6.500000 %
B5 16162RCD0 990.66489667 .89147120 5.36609984 6.25757103 989.77342548 B5 6.500000 %
TOTALS 944.27692437 7.75995035 4.85478715 12.61473750 936.68245972
A5 16162TDQ6 1,000.00000000 .00000000 5.41666691 16.00976721 989.40689970 A5 6.500000 %
AX N/A 942.20546506 .00000000 .29381380 8.57545979 933.92381907 AX .374200 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 4
Chase Mortgage Finance Corporation, Series 1999-S1
Statement to Certificateholders
January 25 2000
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]
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 5
Chase Mortgage Finance Corporation, Series 1999-S1
January 25 2000
STATEMENT TO CERTIFICATEHOLDERS
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 2,697,848.35
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv): Aggregate Servicer Advances 1,902,183.41
Sec. 6.02(a)(v): Number of Outstanding Mortgage Loans 1,203.00
Ending Principal Balance of Outstanding
Mortgage Loans 374,673,105.96
Sec. 6.02(a)(vi): Aggregate Amount of Servicing Fees 97,103.17
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in
Delinquency
Group Totals
Principal
Category Number Balance Percentage
1 Month 32 8,722,843.68 2.33 %
2 Months 2 720,051.13 .19 %
3+Months 2 490,164.77 .13 %
Total 36.00 9,933,059.58 2.65 %
Number and Aggregate Principal Amounts of Mortgage Loans in
Foreclosure
Group Totals
Principal
Number Balance Percentage
2.00 156,486.70 .05 %
Sec. 6.02(a)(viii) Number and Aggregate Principal Amounts of REO Loans
Group Totals
Principal
Number Balance Percentage
.00 .00 .00 %
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 6
Chase Mortgage Finance Corporation, Series 1999-S1
January 25 2000
Sec. 6.02(a)(ix): Aggregate Amount of All Advances Recovered
During the Related Due Period 28,827.25
Sec. 6.02(a)(x): Class A Percentage 95.54 %
Class A Principal Balance 360,869,171.55
Class M Percentage 2.26 %
Class M Principal Balance 8,519,716.33
Class B Percentage 2.20 %
Class B Principal Balance 8,322,004.55
NON-PO Class A Percentage 95.53 %
NON-PO Class A Prepayment Percentage 100.00 %
M Credit Support 2.22 %
B1 Credit Support 1.25 %
B2 Credit Support 0.83 %
B3 Credit Support 0.47 %
B4 Credit Support 0.26 %
Sec. 6.02(a)(xi): Aggregate Cummulative Losses Since Cut-Off 0.00
Sec. 6.02(a)(xiv): Compensating Interest Shortfall 0.00
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 1
Chase Mortgage Finance Trust, Series 1999-S2
Statement to Certificateholders
January 25 2000
<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>
A1 215,000,000.00 202,587,815.08 1,528,319.58 1,097,350.67 2,625,670.25 0.00 0.00 201,059,495.50
A2 126,772,000.00 118,117,531.89 1,065,629.71 639,803.30 1,705,433.01 0.00 0.00 117,051,902.18
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 58,893.21 58,893.21 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 8,972.21 8,972.21 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 374,266.00 370,267.87 468.79 0.00 468.79 0.00 0.00 369,799.08
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 9,900,000.00 9,816,949.21 8,690.68 53,175.14 61,865.82 0.00 0.00 9,808,258.53
B1 4,050,000.00 4,016,024.67 3,555.28 21,753.47 25,308.75 0.00 0.00 4,012,469.39
B2 1,575,000.00 1,561,787.38 1,382.61 8,459.68 9,842.29 0.00 0.00 1,560,404.77
B3 1,575,000.00 1,561,787.38 1,382.61 8,459.68 9,842.29 0.00 0.00 1,560,404.77
B4 900,000.00 892,449.93 790.06 4,834.10 5,624.16 0.00 0.00 891,659.87
B5 1,125,239.36 1,115,799.72 987.72 6,043.92 7,031.64 0.00 0.00 1,114,812.00
TOTALS 450,001,605.36 428,770,413.13 2,611,207.040 2,321,750.79 4,932,957.83 0.00 0.00 426,159,206.09
AX 420,440,757.99 399,514,406.38 0.00 130,847.59 2,710,245.34 0.00 0.00 396,935,008.63
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 2
Chase Mortgage Finance Trust, Series 1999-S2
Statement to Certificateholders
January 25 2000
<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 942.26890735 7.10846316 5.10395660 12.21241977 935.16044419 A1 6.500000 %
A2 16162TFM3 931.73202198 8.40587598 5.04688180 13.45275779 923.32614599 A2 6.500000 %
A3 16162TFN1 1,000.00000000 .00000000 5.41666625 5.41666625 1,000.00000000 A3 6.500000 %
A4 16162TFP6 1,000.00000000 .00000000 5.41666667 5.41666667 1,000.00000000 A4 6.500000 %
A5 16162TFQ4 1,000.00000000 .00000000 5.41666611 5.41666611 1,000.00000000 A5 6.500000 %
A6 16162TFR2 1,000.00000000 .00000000 5.41666577 5.41666577 1,000.00000000 A6 6.500000 %
A7 16162TFS0 1,000.00000000 .00000000 5.41666726 5.41666726 1,000.00000000 A7 6.500000 %
A8 16162TFT8 1,000.00000000 .00000000 6.14687507 6.14687507 1,000.00000000 A8 7.376250 %
A9 16162TFU5 1,000.00000000 .00000000 5.41666563 5.41666563 1,000.00000000 A9 6.500000 %
A10 16162TFV5 1,000.00000000 .00000000 6.66667000 6.66667000 1,000.00000000 A10 8.000000 %
A11 16162TFW1 1,000.00000000 .00000000 3.04349050 3.04349050 1,000.00000000 A11 3.652188 %
A12 16162TFX9 1,000.00000000 .00000000 5.41666667 5.41666667 1,000.00000000 A12 6.500000 %
AP 16162TFY7 989.31741061 1.25255834 .00000000 1.25255834 988.06485227 AP .000000 %
AR 16162TFZ4 .00000000 .00000000 .00000000 .00000000 .00000000 AR 6.500000 %
M 16162TGA8 991.61103131 .87784646 5.37122626 6.24907273 990.73318485 M 6.500000 %
B1 16162TGB6 991.61102963 .87784691 5.37122716 6.24907407 990.73318272 B1 6.500000 %
B2 16162TGC4 991.61103492 .87784762 5.37122540 6.24907302 990.73318730 B2 6.500000 %
B3 16162TGE0 991.61103492 .87784762 5.37122540 6.24907302 990.73318730 B3 6.500000 %
B4 16162TGF7 991.61103333 .87784444 5.37122222 6.24906667 990.73318889 B4 6.500000 %
B5 16162TGG5 991.61099377 .87778657 5.37123053 6.24901710 990.73320720 B5 6.500000 %
TOTALS 952.81974114 5.80266161 5.15942779 10.96208940 947.01707953
AX 16162TGD2 950.22758566 .00000000 .31121528 6.44620030 944.09260065 AX .393020 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 3
Chase Mortgage Finance Trust, Series 1999-S2
Statement to Certificateholders
January 25 2000
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]
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 4
Chase Mortgage Finance Trust, Series 1999-S2
January 25 2000
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 2,231,603.91
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 2,155,870.26
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,394
Ending Principal Balance of Outstanding
Mortgage Loans 426,159,206.86
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 109,800.96
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in
Delinquency
Group 1
Principal
Category Number Balance Percentage
1 Month 42 11,433,158.84 2.68 %
2 Months 3 633,246.53 .15 %
3+Months 1 86,711.62 .02 %
Total 46.00 12,153,116.99 2.85 %
Number and Aggregate Principal Amounts of Mortgage Loans in
Foreclosure
Group 1
Principal
Number Balance Percentage
3.00 858,477.84 .22 %
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 23,391.69
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 5
Chase Mortgage Finance Trust, Series 1999-S2
January 25 2000
Sec. 6.02(a)(x) Class A Percentage 95.57693 %
Class M Percentage 2.28956 %
Class B Percentage 2.13351 %
Class A Principal Balance 409,805,614.84
Class M Principal Balance 9,816,949.21
Class B Principal Balance 9,147,849.08
NON-PO Class A Percentage 95.57311 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 2.14 %
B1 Credit Support 1.20 %
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
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 1
Chase Mortgage Finance Trust, Series 1999-S3
Statement to Certificateholders
January 25 2000
<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>
A1 112,065,223.00 102,192,788.24 674,132.44 532,254.11 1,206,386.55 0.00 0.00 101,518,655.80
AP 176,004.00 152,302.96 580.60 0.00 580.60 0.00 0.00 151,722.36
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 1,265,014.00 1,221,981.20 4,473.32 6,364.49 10,837.81 0.00 0.00 1,217,507.88
B1 402,504.00 388,811.76 1,423.33 2,025.06 3,448.39 0.00 0.00 387,388.43
B2 402,504.00 388,811.76 1,423.33 2,025.06 3,448.39 0.00 0.00 387,388.43
B3 345,004.00 333,267.79 1,220.00 1,735.77 2,955.77 0.00 0.00 332,047.79
B4 172,502.00 166,633.90 610.00 867.88 1,477.88 0.00 0.00 166,023.90
B5 172,505.00 166,636.78 610.01 867.90 1,477.91 0.00 0.00 166,026.77
TOTALS 115,001,360.00 105,011,234.39 684,473.030 546,140.27 1,230,613.30 0.00 0.00 104,326,761.36
AX 105,726,363.20 97,198,237.42 0.00 27,146.56 681,301.67 0.00 0.00 96,544,082.31
<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 911.90456329 6.01553651 4.74950297 10.76503948 905.88902679 A1 6.250000 %
AP 16162TFF8 865.33806050 3.29878866 .00000000 3.29878866 862.03927183 AP .000000 %
AR 16162TFG6 .00000000 .00000000 .00000000 .00000000 .00000000 AR 6.250000 %
M 16162TFH4 965.98235276 3.53618221 5.03116171 8.56734392 962.44617056 M 6.250000 %
B1 16162TFJ0 965.98235049 3.53618846 5.03115497 8.56734343 962.44616203 B1 6.250000 %
B2 16162TFK7 965.98235049 3.53618846 5.03115497 8.56734343 962.44616203 B2 6.250000 %
B3 16162TGH3 965.98239441 3.53619088 5.03115906 8.56734994 962.44620352 B3 6.250000 %
B4 16162TGJ8 965.98242339 3.53619088 5.03113007 8.56732096 962.44623251 B4 6.250000 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 2
Chase Mortgage Finance Trust, Series 1999-S3
Statement to Certificateholders
January 25 2000
<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>
B5 16162TGK6 965.98231935 3.53618736 5.03115852 8.56734587 962.44613200 B5 6.250000 %
TOTALS 913.13036985 5.95186900 4.74898966 10.70085867 907.17850085
AX 919.33775530 .00000000 .25676245 6.44400932 913.15050842 AX .335150 %
</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]
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 3
Chase Mortgage Finance Trust, Series 1999-S3
January 25 2000
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 300,043.04
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 717,690.02
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 345
Ending Principal Balance of Outstanding
Mortgage Loans 104,326,761.87
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 27,556.70
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in
Delinquency
Group Totals
Principal
Category Number Balance Percentage
1 Month 7 1,675,547.96 1.61 %
2 Months 2 610,749.22 .59 %
3+Months 0 .00 .00 %
Total 9.00 2,286,297.18 2.20 %
Number and Aggregate Principal Amounts of Mortgage Loans in
Foreclosure
Group Totals
Principal
Number Balance Percentage
.00 .00 .00 %
Sec. 6.02(a)(viii) Number and Aggregate Principal Amounts of REO Loans
Group Totals
Principal
Number Balance Percentage
.00 .00 .00 %
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 4
Chase Mortgage Finance Trust, Series 1999-S3
January 25 2000
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current
Period 8,209.79
Sec. 6.02(a)(x) Class A Percentage 97.46 %
Class M Percentage 1.16 %
Class B Percentage 1.38 %
Class A Principal Balance 102,345,091.20
Class M Principal Balance 1,221,981.20
Class B Principal Balance 1,444,161.99
NON-PO Class A Percentage 97.4574 %
NON-PO Class A Prepayment Percentage 100.0000 %
M Credit Support 1.38 %
B1 Credit Support 1.01 %
B2 Credit Support 0.64 %
B3 Credit Support 0.32 %
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
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 1
Chase Mortgage Finance Trust, Series 1999-S4
Statement to Certificateholders
January 25 2000
<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>
A1 207,499,900.00 196,554,965.84 1,425,549.34 1,064,672.73 2,490,222.07 0.00 0.00 195,129,416.50
A2 72,600,000.00 68,107,860.27 585,084.22 368,917.58 954,001.80 0.00 0.00 67,522,776.05
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 7,416,487.47 271,369.63 40,172.64 311,542.27 0.00 0.00 7,145,117.84
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 36,929,044.37 93,839.49 200,032.32 293,871.81 0.00 0.00 36,835,204.88
AP 504,519.00 474,429.21 520.70 0.00 520.70 0.00 0.00 473,908.51
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 9,900,211.00 9,826,017.39 8,569.43 53,224.26 61,793.69 0.00 0.00 9,817,447.96
B1 4,050,087.00 4,019,735.07 3,505.68 21,773.56 25,279.24 0.00 0.00 4,016,229.39
B2 1,575,034.00 1,563,230.47 1,363.32 8,467.50 9,830.82 0.00 0.00 1,561,867.15
B3 1,575,033.00 1,563,229.50 1,363.32 8,467.49 9,830.81 0.00 0.00 1,561,866.18
B4 900,020.00 893,275.12 779.04 4,838.57 5,617.61 0.00 0.00 892,496.08
B5 1,125,024.08 1,116,593.00 973.80 6,048.21 7,022.01 0.00 0.00 1,115,619.20
TOTALS 450,009,605.08 430,880,744.71 2,392,917.970 2,327,784.20 4,720,702.17 0.00 0.00 428,487,826.74
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 2
Chase Mortgage Finance Trust, Series 1999-S4
Statement to Certificateholders
January 25 2000
<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>
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 419,564,188.06 401,459,696.09 0.00 129,833.03 2,488,810.22 0.00 0.00 399,100,718.90
<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 16162TGL4 947.25330393 6.87012061 5.13095539 12.00107600 940.38318332 A1 6.500000 %
A2 16162TGM2 938.12479711 8.05901129 5.08150937 13.14052066 930.06578581 A2 6.500000 %
A3 16162TGN0 1,000.00000000 .00000000 5.41666700 5.41666700 1,000.00000000 A3 6.500000 %
A4 16162TGP5 1,000.00000000 .00000000 5.41666667 5.41666667 1,000.00000000 A4 6.500000 %
A5 16162TGQ3 1,000.00000000 .00000000 5.41666769 5.41666769 1,000.00000000 A5 6.500000 %
A6 16162TGR1 1,000.00000000 .00000000 5.41666727 5.41666727 1,000.00000000 A6 6.500000 %
A7 16162TGS9 1,000.00000000 .00000000 5.41666667 5.41666667 1,000.00000000 A7 6.500000 %
A8 16162TGT7 1,000.00000000 .00000000 5.41666584 5.41666584 1,000.00000000 A8 6.500000 %
A9 16162TGU4 1,000.00000000 .00000000 6.66666923 6.66666923 1,000.00000000 A9 8.000000 %
A10 16162TGV2 1,000.00000000 .00000000 5.41666667 5.41666667 1,000.00000000 A10 6.500000 %
A11 16162TGW0 1,000.00000000 .00000000 5.83333500 5.83333500 1,000.00000000 A11 7.000000 %
A12 16162TGX8 1,000.00000000 .00000000 5.00000000 5.00000000 1,000.00000000 A12 6.000000 %
A13 16162TGY6 780.68289158 28.56522421 4.22869895 32.79392316 752.11766737 A13 6.500000 %
A15 16162THA7 1,000.00000000 .00000000 5.20833320 5.20833320 1,000.00000000 A15 6.250000 %
A16 16162THB5 1,000.00000000 .00000000 5.41666600 5.41666600 1,000.00000000 A16 6.500000 %
A17 16162THC3 962.60131608 2.44604262 5.21409037 7.66013299 960.15527346 A17 6.500000 %
AP 16162THD1 940.35945128 1.03207213 .00000000 1.03207213 939.32737915 AP .000000 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 3
Chase Mortgage Finance Trust, Series 1999-S4
Statement to Certificateholders
January 25 2000
<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>
AR 16162THE9 .00000000 .00000000 .00000000 .00000000 .00000000 AR 6.500000 %
M 16162THH2 992.50585568 .86558054 5.37607330 6.24165384 991.64027514 M 6.500000 %
B1 16162THF6 992.50585728 .86558141 5.37607217 6.24165357 991.64027588 B1 6.500000 %
B2 16162THG4 992.50585702 .86558131 5.37607442 6.24165574 991.64027570 B2 6.500000 %
B3 16162THJ8 992.50587131 .86558186 5.37607149 6.24165335 991.64028944 B3 6.500000 %
B4 16162THK5 992.50585543 .86558076 5.37606942 6.24165019 991.64027466 B4 6.500000 %
B5 16162THL3 992.50586707 .86558147 5.37607159 6.24165307 991.64028560 B5 6.500000 %
TOTALS 957.49232871 5.31748199 5.17274337 10.49022536 952.17484672
A14 16162TGZ3 1,000.00000000 .00000000 .20833320 .20833320 1,000.00000000 A14 .250000 %
AX 956.84929151 .00000000 .30944736 5.93189383 951.22684504 AX .388084 %
</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]
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 4
Chase Mortgage Finance Trust, Series 1999-S4
January 25 2000
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 2,017,099.95
Aggregate Amount of Repurchase Proceeds 0.00
Group 1 Amount of Principal Prepayments 1,955,525.54
Group 1 Amount of Repurchase Proceeds 0.00
Group 2 Amount of Principal Prepayments 61,574.41
Group 2 Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 2,121,510.66
Group 1 Servicer Advances 1,933,392.77
Group 2 Servicer Advances 188,117.89
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,350
Ending Principal Balance of Outstanding
Mortgage Loans 428,487,827.18
Group 1 Outstanding Mortgage Loans 1,056
Ending Principal Balance of Group 1
Mortgage Loans 389,908,131.46
Group 2 Outstanding Mortgage Loans 294
Ending Principal Balance of Group 2
Mortgage Loans 38,579,695.72
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 110,341.38
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in
Delinquency
Group 1
Principal
Category Number Balance Percentage
1 Month 29 11,279,712.26 2.89 %
2 Months 1 239,217.50 .06 %
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 5
Chase Mortgage Finance Trust, Series 1999-S4
January 25 2000
3+Months 0 .00 .00 %
Total 30 11,518,929.76 2.95 %
Group 2
Principal
Category Number Balance Percentage
1 Month 11 1,626,873.08 4.22 %
2 Months 2 301,483.04 .78 %
3+Months 1 76,930.09 .20 %
Total 14.00 2,005,286.21 5.20 %
Group Totals
Principal
Category Number Balance Percentage
1 Month 40 12,906,585.34 3.01 %
2 Months 3 540,700.54 .13 %
3+Months 1 76,930.09 .02 %
Total 44.00 13,524,215.97 3.16 %
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 6
Chase Mortgage Finance Trust, Series 1999-S4
January 25 2000
Number and Aggregate Principal Amounts of Mortgage Loans in
Foreclosure
Group 1
Principal
Number Balance Percentage
1.00 332,880.24 .09 %
Group 2
Principal
Number Balance Percentage
1.00 62,642.16 .17 %
Group Totals
Principal
Number Balance Percentage
2.00 395,522.40 .26 %
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 %
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current
Period 29,598.43
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 7
Chase Mortgage Finance Trust, Series 1999-S4
January 25 2000
Sec. 6.02(a)(x) Class A Percentage 95.59459 %
Class M Percentage 2.28045 %
Class B Percentage 2.12496 %
Class A Principal Balance 411,898,664.16
Class M Principal Balance 9,826,017.39
Class B Principal Balance 9,156,063.16
NON-PO Class A Percentage 95.58973 %
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
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 1
Chase Mortgage Finance Trust, Series 1999-S5
Statement to Certificateholders
January 25 2000
<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>
A1 86,402,913.00 82,794,825.52 290,859.87 448,471.97 739,331.84 0.00 0.00 82,503,965.65
A2 154,962,609.00 147,404,565.77 609,261.98 798,441.40 1,407,703.38 0.00 0.00 146,795,303.79
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 11,339,633.46 149,966.14 61,423.01 211,389.15 0.00 0.00 11,189,667.32
A7 24,943,107.00 24,943,107.00 0.00 135,108.50 135,108.50 0.00 0.00 24,943,107.00
A8 50,575,580.00 48,126,161.34 197,450.26 260,683.37 458,133.63 0.00 0.00 47,928,711.08
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 38,886,087.01 276,435.87 210,632.97 487,068.84 0.00 0.00 38,609,651.14
AP 488,368.00 484,078.68 2,796.92 0.00 2,796.92 0.00 0.00 481,281.76
M 11,250,314.00 11,175,421.04 9,686.96 60,533.53 70,220.49 0.00 0.00 11,165,734.08
B1 4,500,126.00 4,470,168.82 3,874.79 24,213.41 28,088.20 0.00 0.00 4,466,294.03
B2 1,750,049.00 1,738,398.99 1,506.86 9,416.33 10,923.19 0.00 0.00 1,736,892.13
B3 1,500,042.00 1,490,056.28 1,291.60 8,071.14 9,362.74 0.00 0.00 1,488,764.68
B4 1,000,028.00 993,370.84 861.06 5,380.76 6,241.82 0.00 0.00 992,509.78
B5 1,250,035.73 1,241,714.29 1,076.33 6,725.95 7,802.28 0.00 0.00 1,240,637.96
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
TOTALS 500,013,975.73 482,464,186.04 1,545,068.640 2,610,725.58 4,155,794.22 0.00 0.00 480,919,117.40
AX 463,907,359.41 446,671,286.71 0.00 133,588.99 1,384,546.26 0.00 0.00 445,420,329.44
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 2
Chase Mortgage Finance Trust, Series 1999-S5
Statement to Certificateholders
January 25 2000
<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>
<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 958.24113615 3.36632018 5.19047280 8.55679299 954.87481597 A1 6.500000 %
A2 16162THN9 951.22666507 3.93167090 5.15247778 9.08414868 947.29499418 A2 6.500000 %
A3 16162THP4 1,000.00000000 .00000000 5.41666690 5.41666690 1,000.00000000 A3 6.500000 %
A4 16162THQ3 1,000.00000000 .00000000 5.41666663 5.41666663 1,000.00000000 A4 6.500000 %
A5 16162THR0 1,000.00000000 .00000000 5.41666667 5.41666667 1,000.00000000 A5 6.500000 %
A6 16162THS8 859.06314091 11.36107121 4.65325833 16.01432955 847.70206970 A6 6.500000 %
A7 16162THT6 1,000.00000000 .00000000 5.41666682 5.41666682 1,000.00000000 A7 6.500000 %
A8 16162THU3 951.56914345 3.90406319 5.15433278 9.05839597 947.66508026 A8 6.500000 %
A9 16162THV1 1,000.00000000 .00000000 5.62500159 5.62500159 1,000.00000000 A9 6.750000 %
A10 16162THW9 1,000.00000000 .00000000 5.62500000 5.62500000 1,000.00000000 A10 6.750000 %
A11 16162THX7 1,000.00000000 .00000000 5.62499904 5.62499904 1,000.00000000 A11 6.750000 %
A12 16162THY5 1,000.00000000 .00000000 5.20833306 5.20833306 1,000.00000000 A12 6.250000 %
A13 16162THZ2 1,000.00000000 .00000000 5.41666750 5.41666750 1,000.00000000 A13 6.500000 %
A14 16162TJA5 952.76094146 6.77304712 5.16078840 11.93383552 945.98789433 A14 6.500000 %
AP 16162TJB3 991.21703306 5.72707467 .00000000 5.72707467 985.48995839 AP .000000 %
M 16162TJD9 993.34303380 .86103908 5.38060804 6.24164712 992.48199472 M 6.500000 %
B1 16162TJE7 993.34303528 .86104034 5.38060712 6.24164746 992.48199495 B1 6.500000 %
B2 16162TJE7 993.34303782 .86103875 5.38060934 6.24164809 992.48199908 B2 6.500000 %
B3 16162TJF4 993.34303973 .86104256 5.38060934 6.24165190 992.48199717 B3 6.500000 %
B4 16162TJH0 993.34302640 .86103589 5.38060934 6.24164523 992.48199050 B4 6.500000 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 3
Chase Mortgage Finance Trust, Series 1999-S5
Statement to Certificateholders
January 25 2000
<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>
B5 16162TJJ6 993.34303828 .86103939 5.38060620 6.24164559 992.48199889 B5 6.500000 %
AR 16162TJC1 .00000000 .00000000 .00000000 .00000000 .00000000 AR 6.500000 %
TOTALS 964.90140168 3.09005091 5.22130522 8.31135613 961.81135077
AX 16162TJG2 962.84587353 .00000000 .28796480 2.98453179 960.14930655 AX .358892 %
</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]
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 4
Chase Mortgage Finance Trust, Series 1999-S5
January 25 2000
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 1,126,827.70
Aggregate Amount of Repurchase Proceeds 0.00
Group 1 Amount of Principal Prepayments 882,932.58
Group 1 Amount of Repurchase Proceeds 0.00
Group 2 Amount of Principal Prepayments 243,338.11
Group 2 Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 2,320,406.00
Group 1 Servicer Advances 190,273.93
Group 2 Servicer Advances 2,130,132.08
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,450
Ending Principal Balance of Outstanding
Mortgage Loans 480,919,117.64
Group 1 Outstanding Mortgage Loans 1,160
Ending Principal Balance of Group 1
Mortgage Loans 440,439,773.05
Group 2 Outstanding Mortgage Loans 290
Ending Principal Balance of Group 2
Mortgage Loans 40,479,344.59
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 123,551.04
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in
Delinquency
Group 1
Principal
Category Number Balance Percentage
1 Month 35 13,523,227.23 3.07 %
2 Months 1 367,671.73 .08 %
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 5
Chase Mortgage Finance Trust, Series 1999-S5
January 25 2000
3+Months 2 574,134.75 .13 %
Total 38 14,465,033.71 3.28 %
Group 2
Principal
Category Number Balance Percentage
1 Month 17 1,903,882.73 4.70 %
2 Months 0 .00 .00 %
3+Months 0 .00 .00 %
Total 17.00 1,903,882.73 4.70 %
Group Totals
Principal
Category Number Balance Percentage
1 Month 52 15,427,109.96 3.21 %
2 Months 1 367,671.73 .08 %
3+Months 2 574,134.75 .12 %
Total 55.00 16,368,916.44 3.41 %
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 6
Chase Mortgage Finance Trust, Series 1999-S5
January 25 2000
Number and Aggregate Principal Amounts of Mortgage Loans in
Foreclosure
Group 1
Principal
Number Balance Percentage
2.00 628,125.31 .15 %
Group 2
Principal
Number Balance Percentage
.00 .00 .00 %
Group Totals
Principal
Number Balance Percentage
2.00 628,125.31 .15 %
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 %
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current
Period 46,281.87
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 7
Chase Mortgage Finance Trust, Series 1999-S5
January 25 2000
Sec. 6.02(a)(x) Class A Percentage 95.62473 %
Class M Percentage 2.31632 %
Class B Percentage 2.05895 %
Class A Principal Balance 461,355,055.78
Class M Principal Balance 11,175,421.04
Class B Principal Balance 9,933,709.22
NON-PO Class A Percentage 95.62033 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 2.06 %
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
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 1
Chase Mortgage Finance Trust, Series 1999-S6
Statement to Certificateholders
January 25 2000
<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>
A1 165,406,000.00 153,464,053.04 728,582.67 799,291.94 1,527,874.61 0.00 0.00 152,735,470.37
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 42,504,842.87 152,168.15 221,379.39 373,547.54 0.00 0.00 42,352,674.72
AP 392,628.00 357,943.50 1,368.06 0.00 1,368.06 0.00 0.00 356,575.44
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 3,375,110.00 3,284,005.73 11,756.80 17,104.20 28,861.00 0.00 0.00 3,272,248.93
B1 675,002.00 656,781.69 2,351.29 3,420.74 5,772.03 0.00 0.00 654,430.40
B2 787,502.00 766,244.98 2,743.17 3,990.86 6,734.03 0.00 0.00 763,501.81
B3 675,002.00 656,781.69 2,351.29 3,420.74 5,772.03 0.00 0.00 654,430.40
B4 337,501.00 328,390.84 1,175.65 1,710.37 2,886.02 0.00 0.00 327,215.19
B5 337,501.59 328,391.41 1,175.65 1,710.37 2,886.02 0.00 0.00 327,215.76
TOTALS 225,000,666.59 211,677,751.75 903,672.730 1,100,624.01 2,004,296.74 0.00 0.00 210,774,079.02
AX 199,288,133.52 187,474,265.16 0.00 54,947.49 867,481.71 0.00 0.00 186,661,730.94
<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 16162TJL1 927.80221419 4.40481403 4.83230318 9.23711721 923.39740015 A1 6.250000 %
A2 16162TJM9 1,000.00000000 .00000000 5.20833378 5.20833378 1,000.00000000 A2 6.250000 %
A3 16162TJN7 973.00702724 3.48338376 5.06774493 8.55112869 969.52364348 A3 6.250000 %
AP 16162TJP2 911.66065589 3.48436688 .00000000 3.48436688 908.17628901 AP .000000 %
AR 16162TJQ0 .00000000 .00000000 .00000000 .00000000 .00000000 AR 6.250000 %
M 16162TJR8 973.00702199 3.48338276 5.06774594 8.55112870 969.52363923 M 6.250000 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 2
Chase Mortgage Finance Trust, Series 1999-S6
Statement to Certificateholders
January 25 2000
<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>
B1 16162TJS6 973.00702813 3.48338227 5.06774795 8.55113022 969.52364586 B1 6.250000 %
B2 16162TJT4 973.00702728 3.48338163 5.06774586 8.55112749 969.52364565 B2 6.250000 %
B3 16162TJU1 973.00702813 3.48338227 5.06774795 8.55113022 969.52364586 B3 6.250000 %
B4 16162TJV9 973.00701331 3.48339709 5.06774795 8.55114503 969.52361623 B4 6.250000 %
B5 16162TJW7 973.00700124 3.48339100 5.06773909 8.55113009 969.52361024 B5 6.250000 %
TOTALS 940.78722058 4.01631135 4.89164777 8.90795912 936.77090924
AX 940.71965976 .00000000 .27571882 4.35290198 936.64247661 AX .351713 %
</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]
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 3
Chase Mortgage Finance Trust, Series 1999-S6
January 25 2000
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 145,818.04
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 1,380,268.60
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 693
Ending Principal Balance of Outstanding
Mortgage Loans 210,774,079.76
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 55,371.37
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in
Delinquency
Group 1
Principal
Category Number Balance Percentage
1 Month 18 4,218,575.90 2.00 %
2 Months 0 .00 .00 %
3+Months 0 .00 .00 %
Total 18.00 4,218,575.90 2.00 %
Number and Aggregate Principal Amounts of Mortgage Loans in
Foreclosure
Group 1
Principal
Number Balance Percentage
.00 .00 .00 %
Sec. 6.02(a)(viii) Aggregate Number of REO Loans 0
Aggregate Balance of REO Loans 0.00
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 10,379.17
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 4
Chase Mortgage Finance Trust, Series 1999-S6
January 25 2000
Sec. 6.02(a)(x) Class A Percentage 97.15577 %
Class M Percentage 1.55142 %
Class B Percentage 1.29281 %
Class A Principal Balance 205,657,155.41
Class M Principal Balance 3,284,005.73
Class B Principal Balance 2,736,590.61
NON-PO Class A Percentage 97.15096 %
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 0.16 %
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
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 1
Chase Mortage Finance Trust, Series 1999-S7
Statement to Certificateholders
January 25 2000
<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>
A1 121,433,000.00 115,726,172.74 1,087,445.95 602,740.48 1,690,186.43 0.00 0.00 114,638,726.79
AP 127,811.00 124,510.22 489.55 0.00 489.55 0.00 0.00 124,020.67
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 1,875,000.00 1,831,334.67 6,414.30 9,538.20 15,952.50 0.00 0.00 1,824,920.37
B1 375,000.00 366,266.94 1,282.86 1,907.64 3,190.50 0.00 0.00 364,984.08
B2 437,000.00 426,823.06 1,494.96 2,223.04 3,718.00 0.00 0.00 425,328.10
B3 375,000.00 366,266.94 1,282.86 1,907.64 3,190.50 0.00 0.00 364,984.08
B4 187,000.00 182,645.11 639.72 951.28 1,591.00 0.00 0.00 182,005.39
B5 190,214.48 185,784.71 650.72 967.63 1,618.35 0.00 0.00 185,133.99
TOTALS 125,000,125.48 119,209,804.39 1,099,700.920 620,235.91 1,719,936.83 0.00 0.00 118,110,103.47
AX 117,596,935.26 111,998,462.25 0.00 33,384.47 1,104,497.30 0.00 0.00 110,927,349.42
<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 953.00431300 8.95511064 4.96356411 13.91867474 944.04920236 A1 6.250000 %
AP 16162T JY3 974.17452332 3.83026500 .00000000 3.83026500 970.34425832 AP .000000 %
AR 16162T JZ0 .00000000 .00000000 .00000000 .00000000 .00000000 AR 6.250000 %
M 16162T KA3 976.71182400 3.42096000 5.08704000 8.50800000 973.29086400 M 6.250000 %
B1 16162T KB1 976.71184000 3.42096000 5.08704000 8.50800000 973.29088000 B1 6.250000 %
B2 16162T KC9 976.71180778 3.42096110 5.08704805 8.50800915 973.29084668 B2 6.250000 %
B3 16162T KD7 976.71184000 3.42096000 5.08704000 8.50800000 973.29088000 B3 6.250000 %
B4 16162T KE5 976.71181818 3.42096257 5.08705882 8.50802139 973.29085561 B4 6.250000 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 2
Chase Mortage Finance Trust, Series 1999-S7
Statement to Certificateholders
January 25 2000
<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>
B5 16162T KF2 976.71170986 3.42098036 5.08704700 8.50802736 973.29072950 B5 6.250000 %
TOTALS 953.67747778 8.79759853 4.96188230 13.75948083 944.87987925
AX 952.39269631 .00000000 .28388895 9.39222861 943.28435664 AX .357696 %
</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]
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 3
Chase Mortage Finance Trust, Series 1999-S7
January 25 2000
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 682,146.89
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 774,747.84
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 360
Ending Principal Balance of Outstanding
Mortgage Loans 118,110,103.49
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 31,282.64
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in
Delinquency
Group 1
Principal
Category Number Balance Percentage
1 Month 5 3,151,152.56 2.67 %
2 Months 1 255,669.16 .22 %
3+Months 0 .00 .00 %
Total 6.00 3,406,821.72 2.89 %
Number and Aggregate Principal Amounts of Mortgage Loans in
Foreclosure
Group 1
Principal
Number Balance Percentage
.00 .00 .00 %
Sec. 6.02(a)(viii) Aggregate Number of REO Loans 0
Aggregate Balance of REO Loans 0.00
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 4,740.96
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 4
Chase Mortage Finance Trust, Series 1999-S7
January 25 2000
Sec. 6.02(a)(x) Class A Percentage 97.18218 %
Class M Percentage 1.53623 %
Class B Percentage 1.28159 %
Class A Principal Balance 115,850,682.96
Class M Principal Balance 1,831,334.67
Class B Principal Balance 1,527,786.76
NON-PO Class A Percentage 97.17923 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 1.28 %
B1 Credit Support 0.98 %
B2 Credit Support 0.62 %
B3 Credit Support 0.31 %
B4 Credit Support 0.16 %
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 1
Chase Mortgage Finance Trust
Series 1999-S8
Statement to Certificateholders
January 25 2000
<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>
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 18,081,863.94 476,701.77 98,696.84 575,398.61 0.00 0.00 17,605,162.17
A5 18,750,000.00 16,866,954.83 433,805.27 92,065.46 525,870.73 0.00 0.00 16,433,149.56
A6 124,000,000.00 115,761,428.11 1,897,955.44 631,864.46 2,529,819.90 0.00 0.00 113,863,472.67
A7 76,900,000.00 79,264,970.28 104,330.53 138,172.66 242,503.19 0.00 462,378.99 79,623,018.74
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 20,416.67 20,416.67 0.00 0.00 3,500,000.00
A11 15,065,000.00 14,555,170.74 117,451.56 83,464.81 200,916.37 0.00 0.00 14,437,719.18
A12 4,485,000.00 4,333,218.77 34,966.50 19,634.18 54,600.68 0.00 0.00 4,298,252.27
A13 16,215,900.00 10,257,426.18 707,065.91 0.00 707,065.91 0.00 59,834.99 9,610,195.26
A14 11,300,600.00 10,697,085.80 120,372.82 0.00 120,372.82 0.00 0.00 10,576,712.98
AP 3,387,180.00 3,344,706.94 6,542.07 0.00 6,542.07 0.00 0.00 3,338,164.87
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 13,750,000.00 13,682,921.60 11,497.18 76,966.43 88,463.61 0.00 0.00 13,671,424.42
B1 5,625,000.00 5,597,558.84 4,703.39 31,486.27 36,189.66 0.00 0.00 5,592,855.45
B2 2,500,000.00 2,487,803.93 2,090.40 13,993.90 16,084.30 0.00 0.00 2,485,713.53
B3 1,875,000.00 1,865,852.95 1,567.80 10,495.42 12,063.22 0.00 0.00 1,864,285.15
B4 1,250,000.00 1,243,901.96 1,045.20 6,996.95 8,042.15 0.00 0.00 1,242,856.76
B5 1,563,298.80 1,555,672.38 1,307.17 8,750.66 10,057.83 0.00 0.00 1,554,365.21
TOTALS 625,003,078.80 607,932,537.25 3,921,403.010 2,878,592.37 6,799,995.38 0.00 522,213.98 604,533,348.22
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 2
Chase Mortgage Finance Trust
Series 1999-S8
Statement to Certificateholders
January 25 2000
<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>
AX 468,582,348.57 453,481,455.64 0.00 104,186.16 2,977,362.04 0.00 0.00 450,608,279.76
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 10,902,769.48 0.00 63,599.49 253,941.81 0.00 0.00 10,712,427.16
A7C3 76,900,000.00 79,264,970.31 0.00 104,330.52 104,330.52 0.00 462,378.99 79,623,018.78
<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 .00000000 5.29166665 5.29166665 1,000.00000000 A1 6.350000 %
A2 16162TLF1 1,000.00000000 .00000000 5.41666671 5.41666671 1,000.00000000 A2 6.500000 %
A3 16162TLG9 1,000.00000000 .00000000 5.54166657 5.54166657 1,000.00000000 A3 6.650000 %
A4 16162TLH7 904.09319700 23.83508850 4.93484200 28.76993050 880.25810850 A4 6.550000 %
A5 16162TLJ3 899.57092427 23.13628107 4.91015787 28.04643893 876.43464320 A5 6.550000 %
A6 16162TLK0 933.55990411 15.30609226 5.09568113 20.40177339 918.25381185 A6 6.550000 %
A7 16162TLL8 1,030.75383979 1.35670390 1.79678362 3.15348752 1,035.40986658 A7 2.091809 %
A8 16162TLM6 1,000.00000000 .00000000 5.83333313 5.83333313 1,000.00000000 A8 7.000000 %
A9 16162TLN4 1,000.00000000 .00000000 5.83333333 5.83333333 1,000.00000000 A9 7.000000 %
A10 16162TLP9 1,000.00000000 .00000000 5.83333429 5.83333429 1,000.00000000 A10 7.000000 %
A11 16162TLQ7 966.15803120 7.79631995 5.54031265 13.33663259 958.36171125 A11 6.881250 %
A12 16162TLR5 966.15803122 7.79632107 4.37774359 12.17406466 958.36171014 A12 5.437301 %
A13 16162TLS3 632.55361590 43.60324805 .00000000 43.60324805 592.64026419 A13 7.000000 %
A14 16162TLT1 946.59449941 10.65189636 .00000000 10.65189636 935.94260305 A14 .000000 %
AP 16162TLU8 987.46064278 1.93142083 .00000000 1.93142083 985.52922195 AP .000000 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 3
Chase Mortgage Finance Trust
Series 1999-S8
Statement to Certificateholders
January 25 2000
<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>
AR 16162TLV6 .00000000 .00000000 .00000000 .00000000 .00000000 AR 6.750000 %
M 16162TLW4 995.12157091 .83615855 5.59755855 6.43371709 994.28541236 M 6.750000 %
B1 16162TLX2 995.12157156 .83615822 5.59755911 6.43371733 994.28541333 B1 6.750000 %
B2 16162TLY0 995.12157200 .83616000 5.59756000 6.43372000 994.28541200 B2 6.750000 %
B3 16162TLZ7 995.12157333 .83616000 5.59755733 6.43371733 994.28541333 B3 6.750000 %
B4 16162TMA1 995.12156800 .83616000 5.59756000 6.43372000 994.28540800 B4 6.750000 %
B5 16162TMB9 995.12158520 .83616133 5.59756075 6.43372208 994.28542387 B5 6.750000 %
TOTALS 972.68726806 6.27421391 4.60572510 10.87993901 967.24859241
AX N/A 967.77323564 .00000000 .22234333 6.35397823 961.64160075 AX .275696 %
A7C1 N/A 1,000.00000000 .00000000 5.62500025 5.62500025 1,000.00000000 A7C1 6.750000 %
A7C2 N/A 930.32713339 .00000000 5.42690839 21.66871056 914.08533123 A7C2 7.000000 %
A7C3 N/A 1,030.75384018 .00000000 1.35670377 1.35670377 1,035.40986710 A7C3 7.000000 %
</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]
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 4
Chase Mortgage Finance Trust
Series 1999-S8
January 25 2000
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 2,888,161.61
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 2,840,622.63
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,841
Ending Principal Balance of Outstanding
Mortgage Loans 604,533,348.49
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 155,681.39
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in
Delinquency
Group 1
Principal
Category Number Balance Percentage
1 Month 18 5,611,306.44 .93 %
2 Months 3 809,627.89 .13 %
3+Months 0 .00 .00 %
Total 21.00 6,420,934.33 1.06 %
Number and Aggregate Principal Amounts of Mortgage Loans in
Foreclosure
Group 1
Principal
Number Balance Percentage
.00 .00 .00 %
Sec. 6.02(a)(viii) Aggregate Number of REO Loans 0
Aggregate Balance of REO Loans 0.00
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 36,598.35
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 5
Chase Mortgage Finance Trust
Series 1999-S8
January 25 2000
Sec. 6.02(a)(x) Class A Percentage 95.65187 %
Class M Percentage 2.25073 %
Class B Percentage 2.09740 %
Class A Principal Balance 581,498,825.62
Class M Principal Balance 13,682,921.60
Class B Principal Balance 12,750,790.06
NON-PO Class A Percentage 95.62781 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 2.11 %
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
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 1
Chase Mortgage Finance Trust
Series 1999-S9
Statement to Certificateholders
January 25 2000
<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>
A1 138,313,000.00 133,714,678.10 697,185.14 696,430.62 1,393,615.76 0.00 0.00 133,017,492.96
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 17,901,486.89 62,208.47 93,236.91 155,445.38 0.00 0.00 17,839,278.42
A4 11,659,635.00 11,427,582.97 39,711.36 59,518.66 99,230.02 0.00 0.00 11,387,871.61
AP 164,041.00 160,264.80 649.24 0.00 649.24 0.00 0.00 159,615.56
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 2,775,097.00 2,719,866.56 9,451.66 14,165.97 23,617.63 0.00 0.00 2,710,414.90
B1 555,019.00 543,972.92 1,890.33 2,833.19 4,723.52 0.00 0.00 542,082.59
B2 647,523.00 634,635.89 2,205.39 3,305.40 5,510.79 0.00 0.00 632,430.50
B3 555,019.00 543,972.92 1,890.33 2,833.19 4,723.52 0.00 0.00 542,082.59
B4 277,510.00 271,986.95 945.17 1,416.60 2,361.77 0.00 0.00 271,041.78
B5 277,510.15 271,987.10 945.17 1,416.60 2,361.77 0.00 0.00 271,041.93
TOTALS 185,006,454.15 179,707,435.10 817,082.260 935,141.52 1,752,223.78 0.00 0.00 178,890,352.84
AX 177,144,828.10 172,017,342.26 0.00 56,067.62 844,146.05 0.00 0.00 171,229,263.83
</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 966.75423207 5.04063349 5.03517833 10.07581182 961.71359858 A1 6.250000 %
A2 16162TKW5 1,000.00000000 .00000000 5.20833377 5.20833377 1,000.00000000 A2 6.250000 %
A3 16162TKX3 980.09783137 3.40588393 5.10467616 8.51056009 976.69194744 A3 6.250000 %
A4 16162TKY1 980.09783068 3.40588363 5.10467609 8.51055972 976.69194705 A4 6.250000 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 2
Chase Mortgage Finance Trust
Series 1999-S9
Statement to Certificateholders
January 25 2000
<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>
AP 16162TKZ8 976.98014521 3.95779104 .00000000 3.95779104 973.02235417 AP .000000 %
AR 16162TLA2 .00000000 .00000000 .00000000 .00000000 .00000000 AR 6.250000 %
M 16162TLB0 980.09783442 3.40588455 5.10467562 8.51056017 976.69194987 M 6.250000 %
B1 16162TLC8 980.09783449 3.40588340 5.10467209 8.51055549 976.69195109 B1 6.250000 %
B2 16162TLD6 980.09783436 3.40588674 5.10468354 8.51057028 976.69194762 B2 6.250000 %
B3 16162TMC7 980.09783449 3.40588340 5.10467209 8.51055549 976.69195109 B3 6.250000 %
B4 16162TMD5 980.09783431 3.40589528 5.10468091 8.51057620 976.69193903 B4 6.250000 %
B5 16162TME3 980.09784507 3.40589344 5.10467815 8.51057160 976.69195163 B5 6.250000 %
TOTALS 971.35765304 4.41650678 5.05464268 9.47114947 966.94114625
AX N/A 971.05483747 .00000000 .31650724 4.76528758 966.60605713 AX .391131 %
</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]
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 3
Chase Mortgage Finance Trust
Series 1999-S9
January 25 2000
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 192,574.01
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 1,181,869.12
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 596
Ending Principal Balance of Outstanding
Mortgage Loans 178,890,353.32
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 47,008.47
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of
Mortgage Loans in Delinquency
Group 1
Principal
Category Number Balance Percentage
1 Month 20 4,884,055.41 2.73 %
2 Months 0 .00 .00 %
3+Months 0 .00 .00 %
Total 20.00 4,884,055.41 2.73 %
Number and Aggregate Principal Amounts of
Mortgage Loans in Foreclosure
Group 1
Principal
Number Balance Percentage
.00 .00 .00 %
Sec. 6.02(a)(viii) Aggregate Number of REO Loans 0
Aggregate Balance of REO Loans 0.00
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 11,515.29
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 4
Chase Mortgage Finance Trust
Series 1999-S9
January 25 2000
Sec. 6.02(a)(x) Class A Percentage 97.22526 %
Class M Percentage 1.51350 %
Class B Percentage 1.26125 %
Class A Principal Balance 174,721,012.76
Class M Principal Balance 2,719,866.56
Class B Principal Balance 2,266,555.78
NON-PO Class A Percentage 97.22278 %
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
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 1
Chase Mortgage Finance Trust
Series 1999-S10
Statement to Certificateholders
January 25 2000
DISTRIBUTION IN DOLLARS
<TABLE>
<CAPTION>
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>
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 48,699,520.51 568,191.32 283,319.61 851,510.93 0.00 0.00 48,131,329.19
A5 16,987,952.00 16,382,279.55 191,136.77 71,881.52 263,018.29 0.00 0.00 16,191,142.78
A6 6,512,048.00 6,279,873.56 73,269.09 42,491.35 115,760.44 0.00 0.00 6,206,604.47
A7 7,785,000.00 6,082,586.18 1,426,294.12 0.00 1,426,294.12 0.00 34,214.55 4,690,506.61
A8 22,275,000.00 22,275,000.00 0.00 138,777.89 138,777.89 0.00 0.00 22,275,000.00
A9 7,425,000.00 7,425,000.00 0.00 28,284.61 28,284.61 0.00 0.00 7,425,000.00
A10 57,400,000.00 55,783,964.99 783,332.30 313,784.80 1,097,117.10 0.00 0.00 55,000,632.69
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 19,286,938.82 225,026.27 112,205.78 337,232.05 0.00 0.00 19,061,912.55
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 73,701,610.42 1,435,167.28 429,926.06 1,865,093.34 0.00 0.00 72,266,443.14
A20 33,000,000.00 33,984,216.53 104,463.82 43,510.75 147,974.57 0.00 205,321.31 34,085,074.02
A21 3,801,200.00 2,211,059.75 959,346.16 0.00 959,346.16 0.00 13,358.49 1,265,072.08
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 10,155,332.10 168,911.04 0.00 168,911.04 0.00 0.00 9,986,421.06
AP 3,344,515.00 3,318,312.88 14,509.41 0.00 14,509.41 0.00 0.00 3,303,803.47
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 2
Chase Mortgage Finance Trust
Series 1999-S10
Statement to Certificateholders
January 25 2000
<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>
M 16,100,000.00 16,035,271.57 13,214.66 90,198.40 103,413.06 0.00 0.00 16,022,056.91
B1 5,950,000.00 5,926,078.63 4,883.68 33,334.19 38,217.87 0.00 0.00 5,921,194.95
B2 2,450,000.00 2,440,150.02 2,010.93 13,725.84 15,736.77 0.00 0.00 2,438,139.09
B3 2,100,000.00 2,091,557.16 1,723.65 11,765.01 13,488.66 0.00 0.00 2,089,833.51
B4 1,400,000.00 1,394,371.43 1,149.10 7,843.34 8,992.44 0.00 0.00 1,393,222.33
B5 1,750,998.00 1,743,958.29 1,437.20 9,809.77 11,246.97 0.00 0.00 1,742,521.09
TOTALS 700,000,613.00 688,132,082.39 5,974,066.800 3,599,182.88 9,573,249.68 0.00 252,894.35 682,410,909.94
A15 20,000,000.00 19,286,938.82 0.00 0.00 225,026.27 0.00 0.00 19,061,912.55
AX 546,040,645.12 535,456,657.33 0.00 137,645.57 4,387,224.75 0.00 0.00 531,207,078.15
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 2,541,434.84 0.00 15,354.50 64,843.02 0.00 0.00 2,491,946.32
A20C3 33,000,000.00 33,984,216.54 0.00 104,463.83 104,463.83 0.00 205,321.31 34,085,074.02
</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 16162TMF0 1,000.00000000 .00000000 5.62500007 5.62500007 1,000.00000000 A1 6.750000 %
A2 16162TMG8 1,000.00000000 .00000000 5.62500000 5.62500000 1,000.00000000 A2 6.750000 %
A3 16162TMH6 1,000.00000000 .00000000 5.62500000 5.62500000 1,000.00000000 A3 6.750000 %
A4 16162TMJ2 964.34694079 11.25131327 5.61028931 16.86160257 953.09562752 A4 6.981250 %
A5 16162TMK9 964.34694129 11.25131328 4.23132347 15.48263675 953.09562801 A5 5.265312 %
A6 16162TML7 964.34693970 11.25131295 6.52503636 17.77634931 953.09562675 A6 8.119530 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 3
Chase Mortgage Finance Trust
Series 1999-S10
Statement to Certificateholders
January 25 2000
<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>
A7 16162TMM5 781.32128195 183.21054849 .00000000 183.21054849 602.50566602 A7 6.750000 %
A8 16162TMN3 1,000.00000000 .00000000 6.23020831 6.23020831 1,000.00000000 A8 7.476250 %
A9 16162TMP8 1,000.00000000 .00000000 3.80937508 3.80937508 1,000.00000000 A9 4.571250 %
A10 16162TMQ6 971.84607997 13.64690418 5.46663415 19.11353833 958.19917578 A10 6.750000 %
A11 16162TMR4 1,000.00000000 .00000000 5.62500000 5.62500000 1,000.00000000 A11 6.750000 %
A12 16162TMS2 1,000.00000000 .00000000 5.62500000 5.62500000 1,000.00000000 A12 6.750000 %
A13 16162TMT0 1,000.00000000 .00000000 5.62500000 5.62500000 1,000.00000000 A13 6.750000 %
A14 16162TMU7 964.34694100 11.25131350 5.61028900 16.86160250 953.09562750 A14 6.981250 %
A16 16162TMW3 1,000.00000000 .00000000 5.41666667 5.41666667 1,000.00000000 A16 6.500000 %
A17 16162TMX1 1,000.00000000 .00000000 5.41666676 5.41666676 1,000.00000000 A17 6.500000 %
A18 16162TMY9 1,000.00000000 .00000000 5.41666648 5.41666648 1,000.00000000 A18 6.500000 %
A19 16162TMZ6 947.32147069 18.44688021 5.52604190 23.97292211 928.87459049 A19 7.000000 %
A20 16162TNA0 1,029.82474333 3.16557030 1.31850758 4.48407788 1,032.88103091 A20 1.536387 %
A21 16162TNB8 581.67414238 252.37981690 .00000000 252.37981690 332.80860781 A21 7.250000 %
A22 16162TNC6 1,000.00000000 .00000000 6.04166654 6.04166654 1,000.00000000 A22 7.250000 %
A23 16162TND4 966.82458729 16.08094594 .00000000 16.08094594 950.74364135 A23 .000000 %
AP 16162TNE2 992.16564435 4.33827027 .00000000 4.33827027 987.82737407 AP .000000 %
AR 16162TNF9 .00000000 .00000000 .00000000 .00000000 .00000000 AR 6.750000 %
M 16162TNG7 995.97960062 .82078634 5.60238509 6.42317143 995.15881429 M 6.750000 %
B1 16162TNH5 995.97960168 .82078655 5.60238487 6.42317143 995.15881513 B1 6.750000 %
B2 16162TNJ1 995.97960000 .82078776 5.60238367 6.42317143 995.15881224 B2 6.750000 %
B3 16162TNK8 995.97960000 .82078571 5.60238571 6.42317143 995.15881429 B3 6.750000 %
B4 16162TNL6 995.97959286 .82078571 5.60238571 6.42317143 995.15880714 B4 6.750000 %
B5 16162TNM4 995.97960135 .82078906 5.60238790 6.42317695 995.15881229 B5 6.750000 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 4
Chase Mortgage Finance Trust
Series 1999-S10
Statement to Certificateholders
January 25 2000
<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>
TOTALS 983.04497112 8.53437367 5.14168533 13.67605900 974.87187478
A15 16162TMV5 964.34694100 .00000000 .00000000 11.25131350 953.09562750 A15 .000000 %
AX N/A 980.61684989 .00000000 .25207935 8.03461206 972.83431718 AX .308474 %
A20C1 1,000.00000000 .00000000 5.62500000 5.62500000 1,000.00000000 A20C1 6.750000 %
A20C2 947.32147017 .00000000 5.72339974 24.17027738 928.87459253 A20C2 7.250000 %
A20C3 1,029.82474364 .00000000 3.16557061 3.16557061 1,032.88103091 A20C3 7.250000 %
</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]
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 5
Chase Mortgage Finance Trust
Series 1999-S10
January 25 2000
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 5,153,842.08
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 162,973.36
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 2,013
Ending Principal Balance of Outstanding
Mortgage Loans 682,410,910.43
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 176,219.16
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of
Mortgage Loans in Delinquency
Group 1
Principal
Category Number Balance Percentage
1 Month 4 852,551.59 .12 %
2 Months 1 282,220.46 .04 %
3+Months 0 .00 .00 %
Total 5.00 1,134,772.05 .16 %
Number and Aggregate Principal Amounts of
Mortgage Loans in Foreclosure
Group 1
Principal
Number Balance Percentage
2.00 456,409.45 .09 %
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 51,870.06
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 6
Chase Mortgage Finance Trust
Series 1999-S10
January 25 2000
Sec. 6.02(a)(x) Class A Percentage 95.69394 %
Class M Percentage 2.33026 %
Class B Percentage 1.97580 %
Class A Principal Balance 658,500,695.30
Class M Principal Balance 16,035,271.57
Class B Principal Balance 13,596,115.53
NON-PO Class A Percentage 95.67307 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 1.99 %
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
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 1
Chase Mortgage Finance Trust
Series 1999-S11
Statement to Certificateholders
January 25 2000
<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>
A1 95,706,000.00 94,244,200.80 329,254.38 530,123.63 859,378.01 0.00 0.00 93,914,946.42
A2 59,000,000.00 57,702,471.07 292,254.28 324,576.40 616,830.68 0.00 0.00 57,410,216.79
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 63,579,898.43 319,862.44 357,636.93 677,499.37 0.00 0.00 63,260,035.99
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 5,132,980.98 57,555.11 28,873.02 86,428.13 0.00 0.00 5,075,425.87
A7 18,840,000.00 18,840,000.00 0.00 105,975.00 105,975.00 0.00 0.00 18,840,000.00
A8 10,005,000.00 10,232,019.02 0.00 0.00 0.00 0.00 57,555.11 10,289,574.13
A9 11,440,000.00 11,189,927.37 63,399.78 62,943.34 126,343.12 0.00 0.00 11,126,527.59
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 11,271,072.63 0.00 0.00 0.00 0.00 63,399.78 11,334,472.41
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 1,085,334.39 1,189.83 0.00 1,189.83 0.00 0.00 1,084,144.56
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 9,000,000.00 8,972,672.80 6,977.63 50,471.28 57,448.91 0.00 0.00 8,965,695.17
B1 3,400,000.00 3,389,676.39 2,635.99 19,066.93 21,702.92 0.00 0.00 3,387,040.40
B2 1,600,000.00 1,595,141.84 1,240.47 8,972.67 10,213.14 0.00 0.00 1,593,901.37
B3 1,200,000.00 1,196,356.36 930.35 6,729.50 7,659.85 0.00 0.00 1,195,426.01
B4 800,000.00 797,570.92 620.23 4,486.34 5,106.57 0.00 0.00 796,950.69
B5 1,000,409.87 997,372.27 775.61 5,610.22 6,385.83 0.00 0.00 996,596.66
TOTALS 400,000,346.87 395,763,695.27 1,076,696.100 2,099,110.89 3,175,806.99 0.00 120,954.89 394,807,954.06
AX 358,117,946.52 354,098,681.14 0.00 151,261.79 1,060,485.70 0.00 0.00 353,189,457.23
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 2
Chase Mortgage Finance Trust
Series 1999-S11
Statement to Certificateholders
January 25 2000
<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 984.72614883 3.44026895 5.53908459 8.97935354 981.28587988 A1 6.750000 %
A2 16162TNP7 978.00798424 4.95346237 5.50129492 10.45475729 973.05452186 A2 6.750000 %
A3 16162TNQ5 1,000.00000000 .00000000 5.62500019 5.62500019 1,000.00000000 A3 6.750000 %
A4 16162TNR3 978.15228354 4.92096062 5.50210662 10.42306723 973.23132292 A4 6.750000 %
A5 16162TNS1 1,000.00000000 .00000000 5.62500000 5.62500000 1,000.00000000 A5 6.750000 %
A6 16162TNT9 957.64570522 10.73789366 5.38675746 16.12465112 946.90781157 A6 6.750000 %
A7 16162TNU6 1,000.00000000 .00000000 5.62500000 5.62500000 1,000.00000000 A7 6.750000 %
A8 16162TNV4 1,022.69055672 .00000000 .00000000 .00000000 1,028.44319140 A8 6.750000 %
A9 16162TNW2 978.14050437 5.54193881 5.50204021 11.04397902 972.59856556 A9 6.750000 %
A10 16162TNX0 1,000.00000000 .00000000 5.62500000 5.62500000 1,000.00000000 A10 6.750000 %
A11 16162TNY8 1,022.69055712 .00000000 .00000000 .00000000 1,028.44319118 A11 6.750000 %
A12 16162TNZ5 1,000.00000000 .00000000 5.62500000 5.62500000 1,000.00000000 A12 6.750000 %
AP 16162TPA8 994.95560748 1.09074958 .00000000 1.09074958 993.86485790 AP .000000 %
AR 16162TPB6 .00000000 .00000000 .00000000 .00000000 .00000000 AR 6.750000 %
M 16162TPC4 996.96364444 .77529222 5.60792000 6.38321222 996.18835222 M 6.750000 %
B1 16162TPD2 996.96364412 .77529118 5.60792059 6.38321176 996.18835294 B1 6.750000 %
B2 16162TPE0 996.96365000 .77529375 5.60791875 6.38321250 996.18835625 B2 6.750000 %
B3 16162TPF7 996.96363333 .77529167 5.60791667 6.38320833 996.18834167 B3 6.750000 %
B4 16162TPG5 996.96365000 .77528750 5.60792500 6.38321250 996.18836250 B4 6.750000 %
B5 16162TPH3 996.96364451 .77529223 5.60792148 6.38321371 996.18835228 B5 6.750000 %
TOTALS 989.40838018 2.69173792 5.24777267 7.93951059 987.01902923
AX N/A 988.77669936 .00000000 .42237981 2.96127494 986.23780423 AX .512609 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 3
Chase Mortgage Finance Trust
Series 1999-S11
Statement to Certificateholders
January 25 2000
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]
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 4
Chase Mortgage Finance Trust
Series 1999-S11
January 25 2000
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 647,850.31
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 96,919.19
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,227
Ending Principal Balance of Outstanding
Mortgage Loans 394,807,954.27
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 101,744.25
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of
Mortgage Loans in Delinquency
Group 1
Principal
Category Number Balance Percentage
1 Month 0 .00 .00 %
2 Months 1 376,811.62 .10 %
3+Months 0 .00 .00 %
Total 1.00 376,811.62 .10 %
Number and Aggregate Principal Amounts of
Mortgage Loans in Foreclosure
Group 1
Principal
Number Balance Percentage
.00 .00 .00 %
Sec. 6.02(a)(viii) Aggregate Number of REO Loans 0
Aggregate Balance of REO Loans 0.00
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 24,934.95
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 5
Chase Mortgage Finance Trust
Series 1999-S11
January 25 2000
Sec. 6.02(a)(x) Class A Percentage 95.71745 %
Class M Percentage 2.26718 %
Class B Percentage 2.01537 %
Class A Principal Balance 378,814,904.69
Class M Principal Balance 8,972,672.80
Class B Principal Balance 7,976,117.78
NON-PO Class A Percentage 95.70567 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 2.02 %
B1 Credit Support 1.16 %
B2 Credit Support 0.76 %
B3 Credit Support 0.45 %
B4 Credit Support 0.25 %
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 1
Chase Morgage Finance Corporation
Series 1999-S12
Statement to Certificateholders
January 25 2000
<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>
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 9,745,607.98 108,255.63 56,849.38 165,105.01 0.00 0.00 9,637,352.35
A5 68,000,000.00 65,875,826.62 903,934.49 384,275.66 1,288,210.15 0.00 0.00 64,971,892.13
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 69,329,971.01 0.00 147,819.25 147,819.25 0.00 313,743.57 69,643,714.58
A8 3,840,000.00 3,910,021.35 0.00 0.00 0.00 0.00 23,623.05 3,933,644.40
A9 3,000,000.00 3,054,704.18 0.00 0.00 0.00 0.00 18,455.50 3,073,159.68
A10 1,476,000.00 1,502,914.46 0.00 0.00 0.00 0.00 9,080.11 1,511,994.57
AP 3,231,864.00 3,196,780.53 3,040.65 0.00 3,040.65 0.00 0.00 3,193,739.88
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 6,600,000.00 6,585,654.65 4,863.13 39,788.33 44,651.46 0.00 0.00 6,580,791.52
B1 2,700,000.00 2,694,131.45 1,989.46 16,277.04 18,266.50 0.00 0.00 2,692,141.99
B2 1,200,000.00 1,197,391.75 884.20 7,234.24 8,118.44 0.00 0.00 1,196,507.55
B3 900,000.00 898,043.81 663.15 5,425.68 6,088.83 0.00 0.00 897,380.66
B4 600,000.00 598,695.88 442.10 3,617.12 4,059.22 0.00 0.00 598,253.78
B5 751,414.98 749,781.75 553.67 4,529.93 5,083.60 0.00 0.00 749,228.08
TOTALS 300,010,378.98 298,650,525.42 1,024,626.480 1,420,130.80 2,444,757.28 0.00 364,902.23 297,990,801.17
AX 210,442,300.73 209,547,168.84 0.00 70,439.60 650,381.11 0.00 0.00 208,967,227.33
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 3,142,118.44 0.00 18,983.63 53,886.74 0.00 0.00 3,107,215.33
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 2
Chase Morgage Finance Corporation
Series 1999-S12
Statement to Certificateholders
January 25 2000
<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>
A7C1 17,400,000.00 17,400,000.00 105,125.00 0.00 105,125.00 0.00 0.00 17,400,000.00
A7C4 51,000,000.00 51,929,971.01 0.00 0.00 0.00 0.00 313,743.57 52,243,714.58
</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 16162TPJ9 1,000.00000000 .00000000 5.83333328 5.83333328 1,000.00000000 A1 7.000000 %
A2 16162TPK6 1,000.00000000 .00000000 5.83333333 5.83333333 1,000.00000000 A2 7.000000 %
A3 16162TPL4 1,000.00000000 .00000000 5.83333360 5.83333360 1,000.00000000 A3 7.000000 %
A4 16162TPM2 974.56079800 10.82556300 5.68493800 16.51050100 963.73523500 A4 7.000000 %
A5 16162TPN0 968.76215618 13.29315426 5.65111265 18.94426691 955.46900191 A5 7.000000 %
A6 16162TPP5 1,000.00000000 .00000000 5.83333355 5.83333355 1,000.00000000 A6 7.000000 %
A7 16162TPQ3 1,013.59606740 .00000000 2.16110015 2.16110015 1,018.18296170 A7 2.558534 %
A8 16162TPR1 1,018.23472656 .00000000 .00000000 .00000000 1,024.38656250 A8 7.250000 %
A9 16162TPS9 1,018.23472667 .00000000 .00000000 .00000000 1,024.38656000 A9 7.250000 %
A10 16162TPT7 1,018.23472900 .00000000 .00000000 .00000000 1,024.38656504 A10 7.250000 %
AP 16162TPU4 989.14450917 .94083476 .00000000 .94083476 988.20367441 AP .000000 %
AR 16162TPV2 .00000000 .00000000 .00000000 .00000000 .00000000 AR 7.250000 %
M 16162TPW0 997.82646212 .73683788 6.02853485 6.76537273 997.08962424 M 7.250000 %
B1 16162TPX8 997.82646296 .73683704 6.02853333 6.76537037 997.08962593 B1 7.250000 %
B2 16162TPY6 997.82645833 .73683333 6.02853333 6.76536667 997.08962500 B2 7.250000 %
B3 16162TPZ3 997.82645556 .73683333 6.02853333 6.76536667 997.08962222 B3 7.250000 %
B4 16162TQA7 997.82646667 .73683333 6.02853333 6.76536667 997.08963333 B4 7.250000 %
B5 16162TQB5 997.82646069 .73683652 6.02853300 6.76536952 997.08962416 B5 7.250000 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 3
Chase Morgage Finance Corporation
Series 1999-S12
Statement to Certificateholders
January 25 2000
<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>
TOTALS 995.46731162 3.41530344 4.73360557 8.14890901 993.26830686
AX N/A 995.74642604 .00000000 .33472168 3.09054362 992.99060410 AX .403381 %
A7C2 1,000.00000000 .00000000 6.04166539 6.04166539 1,000.00000000 A7C2 7.250000 %
A7C3 974.56079988 .00000000 5.88797080 16.71353434 963.73523635 A7C3 7.250000 %
A7C1 1,000.00000000 6.04166667 .00000000 6.04166667 1,000.00000000 A7C1 7.250000 %
A7C4 1,018.23472569 .00000000 .00000000 .00000000 1,024.38656039 A7C4 7.250000 %
</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]
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 4
Chase Morgage Finance Corporation
Series 1999-S12
January 25 2000
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 438,891.66
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 97,007.09
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 994
Ending Principal Balance of Outstanding
Mortgage Loans 297,990,801.86
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 77,101.61
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of
Mortgage Loans in Delinquency
Group 1
Principal
Category Number Balance Percentage
1 Month 3 976,321.93 .33 %
2 Months 1 155,056.69 .05 %
3+Months 2 868,625.37 .29 %
Total 6.00 2,000,003.99 .67 %
Number and Aggregate Principal Amounts of
Mortgage Loans in Foreclosure
Group 1
Principal
Number Balance Percentage
.00 .00 .00 %
Sec. 6.02(a)(viii) Aggregate Number of REO Loans 0
Aggregate Balance of REO Loans 0.00
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 19,824.46
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 5
Chase Morgage Finance Corporation
Series 1999-S12
January 25 2000
Sec. 6.02(a)(x) Class A Percentage 95.73960 %
Class M Percentage 2.20514 %
Class B Percentage 2.05526 %
Class A Principal Balance 285,926,826.13
Class M Principal Balance 6,585,654.65
Class B Principal Balance 6,138,044.64
NON-PO Class A Percentage 95.69351 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 2.08 %
B1 Credit Support 1.17 %
B2 Credit Support 0.76 %
B3 Credit Support 0.46 %
B4 Credit Support 0.25 %
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 1
Chase Mortgage Finance Trust
Series 1999-S13
Statement to Certificateholders
January 25 2000
<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>
A1 145,497,000.00 143,679,277.44 915,763.18 778,262.75 1,694,025.93 0.00 0.00 142,763,514.26
AP 381,686.00 377,437.43 1,452.52 0.00 1,452.52 0.00 0.00 375,984.91
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 1,950,000.00 1,931,144.04 6,391.68 10,460.36 16,852.04 0.00 0.00 1,924,752.36
B1 600,000.00 594,198.16 1,966.67 3,218.57 5,185.24 0.00 0.00 592,231.49
B2 600,000.00 594,198.16 1,966.67 3,218.57 5,185.24 0.00 0.00 592,231.49
B3 525,000.00 519,923.40 1,720.84 2,816.25 4,537.09 0.00 0.00 518,202.56
B4 225,000.00 222,824.32 737.50 1,206.97 1,944.47 0.00 0.00 222,086.82
B5 225,704.70 223,522.19 739.81 1,210.75 1,950.56 0.00 0.00 222,782.38
TOTALS 150,004,490.70 148,142,525.14 930,738.870 800,394.22 1,731,133.09 0.00 0.00 147,211,786.27
AX 131,857,163.93 130,187,965.95 0.00 54,762.75 918,152.61 0.00 0.00 129,324,576.09
</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 987.50680385 6.29403479 5.34899517 11.64302996 981.21276906 A1 6.500000 %
AP 16162TQD1 988.86893939 3.80553649 .00000000 3.80553649 985.06340290 AP .000000 %
AR 16162TQE9 .00000000 .00000000 .00000000 .00000000 .00000000 AR 6.500000 %
M 16162TQF6 990.33027692 3.27778462 5.36428718 8.64207179 987.05249231 M 6.500000 %
B1 16162TQG4 990.33026667 3.27778333 5.36428333 8.64206667 987.05248333 B1 6.500000 %
B2 16162TQH2 990.33026667 3.27778333 5.36428333 8.64206667 987.05248333 B2 6.500000 %
B3 16162TQK5 990.33028571 3.27779048 5.36428571 8.64207619 987.05249524 B3 6.500000 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 2
Chase Mortgage Finance Trust
Series 1999-S13
Statement to Certificateholders
January 25 2000
<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>
B4 16162TQL3 990.33031111 3.27777778 5.36431111 8.64208889 987.05253333 B4 6.500000 %
B5 16162TQM1 990.33024124 3.27777844 5.36431009 8.64208853 987.05246280 B5 6.500000 %
TOTALS 987.58726788 6.20474004 5.33580172 11.54054177 981.38252784
AX 16162TQJ8 987.34086241 .00000000 .41531873 6.96323645 980.79294469 AX .504772 %
</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]
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 3
Chase Mortgage Finance Trust
Series 1999-S13
January 25 2000
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 440,349.30
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 29,157.27
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 501
Ending Principal Balance of Outstanding
Mortgage Loans 147,211,786.62
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 38,751.61
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of
Mortgage Loans in Delinquency
Group Totals
Principal
Category Number Balance Percentage
1 Month 1 199,436.82 .14 %
2 Months 0 .00 .00 %
3+Months 0 .00 .00 %
Total 1.00 199,436.82 .14 %
Number and Aggregate Principal Amounts of
Mortgage Loans in Foreclosure
Group Totals
Principal
Number Balance Percentage
.00 .00 .00 %
Sec. 6.02(a)(viii) Number and Aggregate Principal Amounts of REO Loans
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 4
Chase Mortgage Finance Trust
Series 1999-S13
January 25 2000
Group Totals
Principal
Number Balance Percentage
.00 .00 .00 %
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 5,913.45
Sec. 6.02(a)(x) Class A Percentage 97.24 %
Class M Percentage 1.30 %
Class B Percentage 1.45 %
Class A Principal Balance 144,056,714.87
Class M Principal Balance 1,931,144.04
Class B Principal Balance 2,154,666.23
NON-PO Class A Percentage 97.2349 %
NON-PO Class A Prepayment Percentage 100.0000 %
M Credit Support 1.46 %
B1 Credit Support 1.06 %
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
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 1
Chase Mortgage Finance Trust Series 1999-S14
Statement to Certificateholders
January 25 2000
<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>
A1 50,900,000.00 50,532,577.03 629,253.53 305,300.99 934,554.52 0.00 0.00 49,903,323.50
A2 31,364,000.00 30,957,984.16 695,348.18 187,037.82 882,386.00 0.00 0.00 30,262,635.98
A3 37,653,000.00 37,323,267.57 564,704.19 225,494.74 790,198.93 0.00 0.00 36,758,563.38
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 633,689.00 633,128.19 640.95 0.00 640.95 0.00 0.00 632,487.24
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 4,400,000.00 4,397,073.88 2,952.10 26,565.65 29,517.75 0.00 0.00 4,394,121.78
B1 1,800,000.00 1,798,802.95 1,207.68 10,867.77 12,075.45 0.00 0.00 1,797,595.27
B2 800,000.00 799,467.98 536.75 4,830.12 5,366.87 0.00 0.00 798,931.23
B3 600,000.00 599,600.98 402.56 3,622.59 4,025.15 0.00 0.00 599,198.42
B4 400,000.00 399,733.99 268.37 2,415.06 2,683.43 0.00 0.00 399,465.62
B5 501,011.81 500,678.62 336.14 3,024.93 3,361.07 0.00 0.00 500,342.48
TOTALS 200,003,800.81 198,894,315.35 1,895,650.450 1,197,828.00 3,093,478.45 0.00 0.00 196,998,664.90
AX 182,960,126.59 181,865,841.81 0.00 95,378.99 1,972,436.04 0.00 0.00 179,988,784.76
</TABLE>
<TABLE>
<CAPTION>
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE PASS-THROUGH RATES
PRIOR CURRENT CURRENT
PRINCIPAL PRINCIPAL CLASS PASS THRU
CLASS CUSIP FACTOR PRINCIPAL INTEREST TOTAL FACTOR RATE
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A1 16162TQN9 992.78147407 12.36254479 5.99805481 18.36059961 980.41892927 A1 7.250000 %
A2 16162TQP4 987.05471751 22.17026463 5.96345555 28.13372019 964.88445288 A2 7.250000 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 2
Chase Mortgage Finance Trust Series 1999-S14
Statement to Certificateholders
January 25 2000
<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>
A3 16162TQQ2 991.24286431 14.99758824 5.98875893 20.98634717 976.24527607 A3 7.250000 %
A4 16162TQR0 1,000.00000000 .00000000 6.04166667 6.04166667 1,000.00000000 A4 7.250000 %
A5 16162TQS8 1,000.00000000 .00000000 6.04166685 6.04166685 1,000.00000000 A5 7.250000 %
A6 16162TQT6 1,000.00000000 .00000000 6.04166648 6.04166648 1,000.00000000 A6 7.250000 %
A7 16162TQU3 1,000.00000000 .00000000 6.04166650 6.04166650 1,000.00000000 A7 7.250000 %
AP 16162TQV1 999.11500752 1.01145830 .00000000 1.01145830 998.10354922 AP .000000 %
AR 16162TQW9 .00000000 .00000000 .00000000 .00000000 .00000000 AR 7.250000 %
M 16162TQX7 999.33497273 .67093182 6.03764773 6.70857955 998.66404091 M 7.250000 %
B1 16162TQY5 999.33497222 .67093333 6.03765000 6.70858333 998.66403889 B1 7.250000 %
B2 16162TQZ2 999.33497500 .67093750 6.03765000 6.70858750 998.66403750 B2 7.250000 %
B3 16162TRA6 999.33496667 .67093333 6.03765000 6.70858333 998.66403333 B3 7.250000 %
B4 16162TRB4 999.33497500 .67092500 6.03765000 6.70857500 998.66405000 B4 7.250000 %
B5 16162TRC2 999.33496578 .67092231 6.03764211 6.70856441 998.66404347 B5 7.250000 %
TOTALS 994.45267812 9.47807213 5.98902618 15.46709831 984.97460599
AX 994.01899856 .00000000 .52131025 10.78068799 983.75962082 AX .629337 %
</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]
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 3
Chase Mortgage Finance Trust Series 1999-S14
January 25 2000
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 1,762,016.14
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 57,535.24
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 728
Ending Principal Balance of Outstanding
Mortgage Loans 196,998,664.90
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 52,027.43
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in
Delinquency
Group 1
Principal
Category Number Balance Percentage
1 Month 1 48,129.28 .02 %
2 Months 0 .00 .00 %
3+Months 0 .00 .00 %
Total 1.00 48,129.28 .02 %
Number and Aggregate Principal Amounts of Mortgage Loans in
Foreclosure
Group 1
Principal
Number Balance Percentage
.00 .00 .00 %
Sec. 6.02(a)(viii) Aggregate Number of REO Loans 0
Aggregate Balance of REO Loans 0.00
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 0.00
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 4
Chase Mortgage Finance Trust Series 1999-S14
January 25 2000
Sec. 6.02(a)(x) Class A Percentage 95.72871 %
Class M Percentage 2.21076 %
Class B Percentage 2.06053 %
Class A Principal Balance 190,398,956.95
Class M Principal Balance 4,397,073.88
Class B Principal Balance 4,098,284.52
NON-PO Class A Percentage 95.71507 %
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 0.45 %
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
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 1 of 4
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust Series 1999-S15
Statement to Certificateholders
January 25, 2000
- --------------------------------------------------------------------------------
<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 79,945,000.00 79,945,000.00 142,537.42 483,001.04 625,538.46 0.00 0.00 79,802,462.58
A2 12,501,000.00 12,501,000.00 0.00 75,526.87 75,526.87 0.00 0.00 12,501,000.00
A3 4,100,000.00 4,100,000.00 0.00 22,208.33 22,208.33 0.00 0.00 4,100,000.00
A4 200,000.00 200,000.00 0.00 1,208.33 1,208.33 0.00 0.00 200,000.00
A5 5,333,000.00 5,333,000.00 0.00 33,331.25 33,331.25 0.00 0.00 5,333,000.00
A6 5,329,000.00 5,329,000.00 0.00 33,306.25 33,306.25 0.00 0.00 5,329,000.00
A7 1,638,000.00 1,638,000.00 0.00 10,237.50 10,237.50 0.00 0.00 1,638,000.00
A8 10,539,000.00 10,539,000.00 0.00 63,673.13 63,673.13 0.00 0.00 10,539,000.00
AP 116,235.00 116,235.00 94.67 0.00 94.67 0.00 0.00 116,140.33
AR 100.00 100.00 100.00 0.60 100.60 0.00 0.00 0.00
M 2,563,000.00 2,563,000.00 1,662.31 15,484.79 17,147.10 0.00 0.00 2,561,337.69
B1 1,188,000.00 1,188,000.00 770.51 7,177.50 7,948.01 0.00 0.00 1,187,229.49
B2 562,000.00 562,000.00 364.50 3,395.42 3,759.92 0.00 0.00 561,635.50
B3 438,000.00 438,000.00 284.08 2,646.25 2,930.33 0.00 0.00 437,715.92
B4 250,000.00 250,000.00 162.14 1,510.42 1,672.56 0.00 0.00 249,837.86
B5 313,101.74 313,101.74 203.07 1,891.66 2,094.73 0.00 0.00 312,898.67
- -------------------------------------------------------------------------------------------------------------------------
TOTALS 125,015,436.74 125,015,436.74 146,178.70 754,599.34 900,778.04 0.00 0.00 124,869,258.04
- -------------------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------------------
AX 121,769,214.00 121,769,214.00 0.00 65,291.46 65,291.46 0.00 0.00 121,625,575.07
- -------------------------------------------------------------------------------------------------------------------------
</TABLE>
[Image] (C) COPYRIGHT 2000, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
Page 2 of 4
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust Series 1999-S15
Statement to Certificateholders
January 25, 2000
- --------------------------------------------------------------------------------
<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 16162TRD0 1,000.00000000 1.78294352 6.04166665 7.82461017 998.21705648 A1 7.250000 %
A2 16162TRE8 1,000.00000000 0.00000000 6.04166627 6.04166627 1,000.00000000 A2 7.250000 %
A3 16162TRF5 1,000.00000000 0.00000000 5.41666585 5.41666585 1,000.00000000 A3 6.500000 %
A4 16162TRG3 1,000.00000000 0.00000000 6.04165000 6.04165000 1,000.00000000 A4 7.250000 %
A5 16162TRH1 1,000.00000000 0.00000000 6.25000000 6.25000000 1,000.00000000 A5 7.500000 %
A6 16162TRJ7 1,000.00000000 0.00000000 6.25000000 6.25000000 1,000.00000000 A6 7.500000 %
A7 16162TRK4 1,000.00000000 0.00000000 6.25000000 6.25000000 1,000.00000000 A7 7.500000 %
A8 16162TRL2 1,000.00000000 0.00000000 6.04166714 6.04166714 1,000.00000000 A8 7.250000 %
AP 16162TRM0 1,000.00000000 0.81447068 0.00000000 0.81447068 999.18552932 AP 0.000000 %
AR 16162TRN8 1,000.00000000 1,000.00000000 6.00000000 1,006.00000000 0.00000000 AR 7.250000 %
M 16162TRP3 1,000.00000000 0.64857979 6.04166602 6.69024581 999.35142021 M 7.250000 %
B1 16162TRQ1 1,000.00000000 0.64857744 6.04166667 6.69024411 999.35142256 B1 7.250000 %
B2 16162TRR9 1,000.00000000 0.64857651 6.04167260 6.69024911 999.35142349 B2 7.250000 %
B3 16162TRS7 1,000.00000000 0.64858447 6.04166667 6.69025114 999.35141553 B3 7.250000 %
B4 16162TRT5 1,000.00000000 0.64856000 6.04168000 6.69024000 999.35144000 B4 7.250000 %
B5 16162TRU2 1,000.00000000 0.64857512 6.04167834 6.69025346 999.35142488 B5 7.250000 %
- ---------------------------------------------------------------------------------------------------- -------------------
TOTALS 1,000.00000000 1.16928520 6.03604930 7.20533450 998.83071480
- ----------------------------------------------------------------------------------------------------
- ---------------------------------------------------------------------------------------------------- -------------------
AX 1,000.00000000 0.00000000 0.53619021 0.53619021 998.82040029 AX 0.643428 %
- ---------------------------------------------------------------------------------------------------- -------------------
</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]
- --------------------------------------------------------------------------------
[Image] (C) COPYRIGHT 2000, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
Page 3 of 4
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust Series 1999-S15
January 25, 2000
- --------------------------------------------------------------------------------
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 65,077.12
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 30,609.59
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 424
Ending Principal Balance of Outstanding
Mortgage Loans 124,869,258.87
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 32,806.13
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in
Delinquency
----------------------------------------------------
Group 1
----------------------------------------------------
Category Number Principal Balance Percentage
----------------------------------------------------
1 Month 0 0.00 0.00 %
----------------------------------------------------
2 Months 0 0.00 0.00 %
----------------------------------------------------
3+Months 0 0.00 0.00 %
----------------------------------------------------
Total 0 0.00 0.00 %
----------------------------------------------------
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
-----------------------------------------
Group 1
-----------------------------------------
Number Principal Balance Percentage
-----------------------------------------
0 0.00 0.00 %
-----------------------------------------
Sec. 6.02(a)(viii) Aggregate Number of REO Loans 0
Aggregate Balance of REO Loans 0.00
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 0.00
Sec. 6.02(a)(x) Credit Support Information Based Upon Beginning Balances
Class A Percentage 95.74924 %
Class M Percentage 2.05015 %
Class B Percentage 2.20061 %
Class A Principal Balance 119,701,335.00
Class M Principal Balance 2,563,000.00
Class B Principal Balance 2,751,101.74
NON-PO Class A Percentage 95.74529 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 2.20 %
B1 Credit Support 1.25 %
B2 Credit Support 0.80 %
B3 Credit Support 0.45 %
B4 Credit Support 0.25 %
[Image] (C) COPYRIGHT 2000, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
Page 4 of 4
- --------------------------------------------------------------------------------
Chase Mortgage Finance Trust Series 1999-S15
January 25, 2000
- --------------------------------------------------------------------------------
Sec. 6.02(a)(x) Credit Support Information Based Upon Ending Balances
Class A Percentage 95.74703 %
Class M Percentage 2.05122 %
Class B Percentage 2.20176 %
Class A Principal Balance 119,558,602.90
Class M Principal Balance 2,561,337.69
Class B Principal Balance 2,749,317.43
NON-PO Class A Percentage 95.74307 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 2.20 %
B1 Credit Support 1.25 %
B2 Credit Support 0.80 %
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
[Image] (C) COPYRIGHT 2000, CHASE MANHATTAN CORPORATION
- --------------------------------------------------------------------------------
<PAGE>
Page 1
Chase Mortgage Finance Corporation, Series 1999-AS1
Statement to Certificateholders
January 25 2000
<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 13,572,896.49 365,677.89 73,519.86 439,197.75 0.00 0.00 13,207,218.60
IIA1 30,250,000.00 23,233,382.02 46,881.69 125,847.49 172,729.18 0.00 0.00 23,186,500.33
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 1,000,000.00 789,530.03 1,406.26 4,276.62 5,682.88 0.00 0.00 788,123.77
IIIA1 95,342,532.00 87,371,342.63 1,172,536.86 473,261.44 1,645,798.30 0.00 0.00 86,198,805.77
AP 25,169.00 24,408.14 71.40 0.00 71.40 0.00 0.00 24,336.74
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 4,786,000.00 4,731,811.85 5,235.68 25,630.65 30,866.33 0.00 0.00 4,726,576.17
B1 2,316,000.00 2,289,777.73 2,533.60 12,402.96 14,936.56 0.00 0.00 2,287,244.13
B2 1,235,000.00 1,221,017.06 1,351.04 6,613.84 7,964.88 0.00 0.00 1,219,666.02
B3 618,000.00 611,002.88 676.07 3,309.60 3,985.67 0.00 0.00 610,326.81
B4 386,000.00 381,629.62 422.27 2,067.16 2,489.43 0.00 0.00 381,207.35
B5 694,784.72 686,918.21 760.06 3,720.81 4,480.87 0.00 0.00 686,158.15
TOTALS 154,396,147.72 138,001,575.66 1,597,552.820 747,376.33 2,344,929.15 0.00 0.00 136,404,022.84
AX 152,908,229.99 136,550,528.68 0.00 98,718.76 1,692,814.52 0.00 0.00 134,956,432.92
</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 926.18025012 24.95293763 5.01680996 29.96974760 901.22731249 IA1 6.500000 %
IIA1 16162TES1 768.04568661 1.54980793 4.16024760 5.71005554 766.49587868 IIA1 6.500000 %
IIA2 16162TET9 1,000.00000000 .00000000 5.41666572 5.41666572 1,000.00000000 IIA2 6.500000 %
IIA3 16162TEU6 789.53003000 1.40626000 4.27662000 5.68288000 788.12377000 IIA3 6.500000 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 2
Chase Mortgage Finance Corporation, Series 1999-AS1
Statement to Certificateholders
January 25 2000
<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 916.39419257 12.29815105 4.96380188 17.26195293 904.09604152 IIIA1 6.500000 %
AP 16162TEW2 969.76995510 2.83682308 .00000000 2.83682308 966.93313203 AP .000000 %
AR 16162TEX0 .00000000 .00000000 .00000000 .00000000 .00000000 AR 6.500000 %
M 16162TEY8 988.67777894 1.09395738 5.35533849 6.44929586 987.58382156 M 6.500000 %
B1 16162TEZ5 988.67777634 1.09395509 5.35533679 6.44929188 987.58382124 B1 6.500000 %
B2 16162TFA9 988.67778138 1.09395951 5.35533603 6.44929555 987.58382186 B2 6.500000 %
B3 16162TFB7 988.67779935 1.09396440 5.35533981 6.44930421 987.58383495 B3 6.500000 %
B4 16162TFC5 988.67777202 1.09396373 5.35533679 6.44930052 987.58380829 B4 6.500000 %
B5 16162TFD3 988.67777345 1.09395037 5.35534230 6.44929267 987.58382309 B5 6.500000 %
TOTALS 893.81488915 10.34710285 4.84064105 15.18774390 883.46778630
AX 893.02275416 .00000000 .64560789 11.07078749 882.59757456 AX .867537 %
</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]
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 3
Chase Mortgage Finance Corporation, Series 1999-AS1
January 25 2000
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 1,444,812.28
Aggregate Amount of Repurchase Proceeds 0.00
Group 1 Amount of Principal Prepayments 318,245.70
Group 1 Amount of Repurchase Proceeds 0.00
Group 2 Amount of Principal Prepayments 26,280.77
Group 2 Amount of Repurchase Proceeds 0.00
Group 3 Amount of Principal Prepayments 1,100,285.81
Group 3 Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 760,776.13
Group 1 Servicer Advances 91,029.86
Group 2 Servicer Advances 170,044.28
Group 3 Servicer Advances 499,701.99
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,144
Ending Principal Balance of Outstanding
Mortgage Loans 136,404,023.07
Group 1 Outstanding Mortgage Loans 160
Ending Principal Balance of Group 1
Mortgage Loans 14,203,313.07
Group 2 Outstanding Mortgage Loans 85
Ending Principal Balance of Group 2
Mortgage Loans 29,436,081.06
Group 3 Outstanding Mortgage Loans 899
Ending Principal Balance of Group 3
Mortgage Loans 92,764,628.94
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 36,098.92
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 4
Chase Mortgage Finance Corporation, Series 1999-AS1
January 25 2000
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in
Delinquency
Group 1
Principal
Category Number Balance Percentage
1 Month 2 217,188.56 1.53 %
2 Months 0 .00 .00 %
3+Months 0 .00 .00 %
Total 2 217,188.56 1.53 %
Group 2
Principal
Category Number Balance Percentage
1 Month 1 442,618.97 1.50 %
2 Months 0 .00 .00 %
3+Months 1 238,448.99 .81 %
Total 2 681,067.96 2.31 %
Group 3
Principal
Category Number Balance Percentage
1 Month 30 3,264,037.97 3.52 %
2 Months 2 159,280.75 .17 %
3+Months 3 291,586.49 .31 %
Total 35.00 3,714,905.21 4.00 %
Group Totals
Principal
Category Number Balance Percentage
1 Month 33 3,923,845.50 2.88 %
2 Months 2 159,280.75 .12 %
3+Months 4 530,035.48 .39 %
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 5
Chase Mortgage Finance Corporation, Series 1999-AS1
January 25 2000
Total 39.00 4,613,161.73 3.39 %
Number and Aggregate Principal Amounts of Mortgage Loans in
Foreclosure
Group 1
Principal
Number Balance Percentage
1.00 65,004.50 .48 %
Group 2
Principal
Number Balance Percentage
.00 .00 .00 %
Group 3
Principal
Number Balance Percentage
1.00 154,949.25 .17 %
Group Totals
Principal
Number Balance Percentage
2.00 219,953.75 .65 %
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 %
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 6
Chase Mortgage Finance Corporation, Series 1999-AS1
January 25 2000
Group 3
Principal
Number Balance Percentage
.00 .00 .00 %
Group Totals
Principal
Number Balance Percentage
.00 .00 .00 %
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 7
Chase Mortgage Finance Corporation, Series 1999-AS1
January 25 2000
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current
Period 11,698.63
Sec. 6.02(a)(x) Class A Percentage 92.81 %
Class M Percentage 3.43 %
Class B Percentage 3.76 %
Class A Principal Balance 128,079,418.31
Class M Principal Balance 4,731,811.85
Class B Principal Balance 5,190,345.50
NON-PO Class A Percentage 92.8088 %
NON-PO Class A Prepayment Percentage 100.0000 %
M Credit Support 3.76 %
B1 Credit Support 2.10 %
B2 Credit Support 1.22 %
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
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 1
Chase Mortgage Finance Trust, Series 1999-AS2
Statement to Certificateholders
January 25 2000
<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 21,621,543.27 86,873.91 117,116.69 203,990.60 0.00 0.00 21,534,669.36
IIA1 9,200,000.00 1,612,223.36 1,248,518.20 8,732.88 1,257,251.08 0.00 0.00 363,705.16
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 16,767.22 62.47 0.00 62.47 0.00 0.00 16,704.75
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 5,250,000.00 5,208,064.86 6,269.99 28,210.35 34,480.34 0.00 0.00 5,201,794.87
B1 2,625,000.00 2,604,032.42 3,135.00 14,105.18 17,240.18 0.00 0.00 2,600,897.42
B2 1,200,000.00 1,190,414.83 1,433.14 6,448.08 7,881.22 0.00 0.00 1,188,981.69
B3 675,000.00 669,608.34 806.14 3,627.05 4,433.19 0.00 0.00 668,802.20
B4 375,000.00 372,004.63 447.86 2,015.03 2,462.89 0.00 0.00 371,556.77
B5 751,676.40 745,672.26 897.72 4,039.06 4,936.78 0.00 0.00 744,774.54
TOTALS 150,003,961.40 141,483,331.19 1,348,444.430 766,277.23 2,114,721.66 0.00 0.00 140,134,886.76
AX 148,463,136.00 139,982,731.46 0.00 106,861.63 1,449,191.63 0.00 0.00 138,640,401.46
</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 16162TKG0 962.36895313 3.86673388 5.21283171 9.07956559 958.50221925 IA1 6.500000 %
IIA1 16162TKH8 175.24166957 135.70850000 .94922609 136.65772609 39.53316957 IIA1 6.500000 %
IIA2 16162TKJ4 1,000.00000000 .00000000 5.41666662 5.41666662 1,000.00000000 IIA2 6.500000 %
IIA3 16162TKK1 1,000.00000000 .00000000 5.41666667 5.41666667 1,000.00000000 IIA3 6.500000 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 2
Chase Mortgage Finance Trust, Series 1999-AS2
Statement to Certificateholders
January 25 2000
<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 16162TKL9 1,000.00000000 .00000000 5.41666650 5.41666650 1,000.00000000 IIA4 6.500000 %
AP 16162TKM7 975.68926389 3.63514693 .00000000 3.63514693 972.05411696 AP .000000 %
AR 16162TKN5 .00000000 .00000000 .00000000 .00000000 .00000000 AR 6.500000 %
M 16162TKP0 992.01235429 1.19428381 5.37340000 6.56768381 990.81807048 M 6.500000 %
B1 16162TKQ8 992.01235048 1.19428571 5.37340190 6.56768762 990.81806476 B1 6.500000 %
B2 16162TKR6 992.01235833 1.19428333 5.37340000 6.56768333 990.81807500 B2 6.500000 %
B3 16162TKS4 992.01235556 1.19428148 5.37340741 6.56768889 990.81807407 B3 6.500000 %
B4 16162TKT2 992.01234667 1.19429333 5.37341333 6.56770667 990.81805333 B4 6.500000 %
B5 16162TKU9 992.01233403 1.19429052 5.37340270 6.56769323 990.81804351 B5 6.500000 %
TOTALS 943.19729872 8.98939213 5.10837996 14.09777209 934.20790659
AX 942.87871880 .00000000 .71978562 9.76128936 933.83721505 AX .916071 %
</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]
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 3
Chase Mortgage Finance Trust, Series 1999-AS2
January 25 2000
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 1,178,082.54
Aggregate Amount of Repurchase Proceeds 0.00
Group 1 Amount of Principal Prepayments 13,643.00
Group 1 Amount of Repurchase Proceeds 0.00
Group 2 Amount of Principal Prepayments 1,164,439.54
Group 2 Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 780,717.04
Group 1 Servicer Advances 158,112.72
Group 2 Servicer Advances 622,604.32
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,333
Ending Principal Balance of Outstanding
Mortgage Loans 140,134,887.20
Group 1 Outstanding Mortgage Loans 240
Ending Principal Balance of Group 1
Mortgage Loans 23,259,832.78
Group 2 Outstanding Mortgage Loans 1,093
Ending Principal Balance of Group 2
Mortgage Loans 116,875,054.42
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 37,009.68
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in
Delinquency
Group 1
Principal
Category Number Balance Percentage
1 Month 4 1,008,929.75 4.34 %
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 4
Chase Mortgage Finance Trust, Series 1999-AS2
January 25 2000
2 Months 0 .00 .00 %
3+Months 0 .00 .00 %
Total 4 1,008,929.75 4.34 %
Group 2
Principal
Category Number Balance Percentage
1 Month 34 3,865,159.21 3.31 %
2 Months 2 215,525.31 .18 %
3+Months 1 213,334.70 .18 %
Total 37.00 4,294,019.22 3.67 %
Group Totals
Principal
Category Number Balance Percentage
1 Month 38 4,874,088.96 3.48 %
2 Months 2 215,525.31 .15 %
3+Months 1 213,334.70 .15 %
Total 41.00 5,302,948.97 3.78 %
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 5
Chase Mortgage Finance Trust, Series 1999-AS2
January 25 2000
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 %
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current
Period 13,579.82
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 6
Chase Mortgage Finance Trust, Series 1999-AS2
January 25 2000
Sec. 6.02(a)(x) Class A Percentage 92.37 %
Class M Percentage 3.68 %
Class B Percentage 3.95 %
Class A Principal Balance 130,693,533.85
Class M Principal Balance 5,208,064.86
Class B Principal Balance 5,581,732.48
NON-PO Class A Percentage 92.3729 %
NON-PO Class A Prepayment Percentage 100.0000 %
M Credit Support 3.95 %
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
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
