<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: February 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 February 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, Series 1999-AS2 and Series 2000-S1
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
February 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: March 8, 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 February 25, 2000.
<PAGE>
Page 1
Chase Mortgage Finance Corporation, Series 1999-S1
Statement to Certificateholders
February 25 2000
<TABLE>
<CAPTION>
DISTRIBUTION IN DOLLARS
ORIGINAL PRIOR
FACE PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL
<S> <C> <C> <C>
A1 33,921,000.00 33,440,125.31 506,833.63
A2 25,000,000.00 24,645,592.19 373,539.72
A3 10,000,000.00 9,858,236.88 149,415.89
A4 37,285,000.00 37,285,000.00 0.00
A6 89,193,000.00 77,644,977.92 650,970.59
A7 18,242,000.00 10,283,340.80 751,223.04
A8 63,600,000.00 63,600,000.00 0.00
A9 56,234,000.00 51,524,029.91 546,854.46
A10 3,513,000.00 3,513,000.00 0.00
A11 5,000,000.00 5,000,000.00 0.00
A12 5,000,000.00 5,000,000.00 0.00
A13 11,522,200.00 11,522,200.00 0.00
A14 1,642,800.00 1,642,800.00 0.00
A15 1,500,000.00 1,500,000.00 0.00
A16 3,500,000.00 3,500,000.00 0.00
A17 3,300,000.00 3,300,000.00 0.00
A18 3,000,000.00 3,000,000.00 0.00
A19 2,000,000.00 2,000,000.00 0.00
A20 6,000,000.00 6,000,000.00 0.00
A21 885,000.00 885,000.00 0.00
A22 1,000,000.00 1,000,000.00 0.00
A23 1,000,000.00 1,066,971.87 0.00
AP 661,605.00 635,265.28 690.44
AR 100.00 0.00 0.00
M 8,600,000.00 8,512,049.64 7,734.54
<CAPTION>
CURRENT
REALIZED DEFERRED PRINCIPAL
CLASS INTEREST TOTAL LOSES INTEREST BALANCE
<S> <C> <C> <C> <C> <C>
A1 169,987.30 676,820.93 0.00 0.00 32,933,291.68
A2 121,174.16 494,713.88 0.00 0.00 24,272,052.47
A3 49,701.94 199,117.83 0.00 0.00 9,708,820.99
A4 192,639.17 192,639.17 0.00 0.00 37,285,000.00
A6 420,576.96 1,071,547.55 0.00 0.00 76,994,007.33
A7 0.00 751,223.04 0.00 55,701.43 9,587,819.19
A8 344,500.00 344,500.00 0.00 0.00 63,600,000.00
A9 279,088.50 825,942.96 0.00 0.00 50,977,175.45
A10 19,028.75 19,028.75 0.00 0.00 3,513,000.00
A11 29,166.67 29,166.67 0.00 0.00 5,000,000.00
A12 27,083.33 27,083.33 0.00 0.00 5,000,000.00
A13 64,812.38 64,812.38 0.00 0.00 11,522,200.00
A14 0.00 0.00 0.00 0.00 1,642,800.00
A15 8,437.50 8,437.50 0.00 0.00 1,500,000.00
A16 19,687.50 19,687.50 0.00 0.00 3,500,000.00
A17 18,562.50 18,562.50 0.00 0.00 3,300,000.00
A18 16,250.00 16,250.00 0.00 0.00 3,000,000.00
A19 11,666.67 11,666.67 0.00 0.00 2,000,000.00
A20 35,000.00 35,000.00 0.00 0.00 6,000,000.00
A21 4,978.13 4,978.13 0.00 0.00 885,000.00
A22 5,416.67 5,416.67 0.00 0.00 1,000,000.00
A23 0.00 0.00 0.00 5,779.43 1,072,751.30
AP 0.00 690.44 0.00 0.00 634,574.84
AR 0.00 0.00 0.00 0.00 0.00
M 46,106.94 53,841.48 0.00 0.00 8,504,315.10
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 2
Chase Mortgage Finance Corporation, Series 1999-S1
Statement to Certificateholders
February 25 2000
<TABLE>
<CAPTION>
DISTRIBUTION IN DOLLARS
ORIGINAL PRIOR
FACE PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL
<S> <C> <C> <C>
B1 3,600,000.00 3,563,183.58 3,237.72
B2 1,600,000.00 1,583,637.15 1,438.98
B3 1,400,000.00 1,385,682.49 1,259.11
B4 800,000.00 791,818.56 719.49
B5 1,000,424.92 990,194.00 899.75
TOTALS 400,000,129.92 374,673,105.58 2,994,817.360
A5 6,808,292.00 6,736,171.08 0.00
AX 361,515,966.00 337,628,371.62 0.00
<CAPTION>
CURRENT
REALIZED DEFERRED PRINCIPAL
CLASS INTEREST TOTAL LOSES INTEREST BALANCE
<S> <C> <C> <C> <C> <C>
B1 19,300.58 22,538.30 0.00 0.00 3,559,945.86
B2 8,578.03 10,017.01 0.00 0.00 1,582,198.17
B3 7,505.78 8,764.89 0.00 0.00 1,384,423.38
B4 4,289.02 5,008.51 0.00 0.00 791,099.07
B5 5,363.55 6,263.30 0.00 0.00 989,294.25
TOTALS 1,928,902.03 4,923,719.39 0.00 61,480.86 371,739,769.08
A5 36,487.59 112,502.12 0.00 0.00 6,660,156.55
AX 104,986.64 2,995,474.35 0.00 0.00 334,737,883.91
</TABLE>
<TABLE>
<CAPTION>
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
PRIOR
PRINCIPAL
CLASS CUSIP FACTOR PRINCIPAL
<S> <C> <C> <C>
A1 16162TEP7 985.82368769 14.94158869
A2 16162TDM5 985.82368760 14.94158880
A3 16162TDN3 985.82368800 14.94158900
A4 16162TDP8 1,000.00000000 .00000000
A6 16162TDR4 870.52770868 7.29844932
A7 16162TDS2 563.71783796 41.18095823
A8 16162TDT0 1,000.00000000 .00000000
A9 16162TDU7 916.24337429 9.72462318
A10 16162TDV5 1,000.00000000 .00000000
A11 16162TDW3 1,000.00000000 .00000000
A12 16162TDX1 1,000.00000000 .00000000
<CAPTION>
PASS-THROUGH RATES
CURRENT CURRENT
PRINCIPAL CLASS PASS THRU
CLASS INTEREST TOTAL FACTOR RATE
<S> <C> <C> <C> <C> <C>
A1 5.01127030 19.95285900 970.88209899 A1 6.100000 %
A2 4.84696640 19.78855520 970.88209880 A2 5.900000 %
A3 4.97019400 19.91178300 970.88209900 A3 6.050000 %
A4 5.16666676 5.16666676 1,000.00000000 A4 6.200000 %
A6 4.71535838 12.01380770 863.22925936 A6 6.500000 %
A7 .00000000 41.18095823 525.59035139 A7 6.500000 %
A8 5.41666667 5.41666667 1,000.00000000 A8 6.500000 %
A9 4.96298503 14.68760821 906.51875111 A9 6.500000 %
A10 5.41666667 5.41666667 1,000.00000000 A10 6.500000 %
A11 5.83333400 5.83333400 1,000.00000000 A11 7.000000 %
A12 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
February 25 2000
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
<TABLE>
<CAPTION>
PRIOR
PRINCIPAL
CLASS CUSIP FACTOR PRINCIPAL
<S> <C> <C> <C>
A13 16162TDY9 1,000.00000000 .00000000
A14 16162TDZ6 1,000.00000000 .00000000
A15 16162TEA0 1,000.00000000 .00000000
A16 16162TEB8 1,000.00000000 .00000000
A17 16162TEC6 1,000.00000000 .00000000
A18 16162TED4 1,000.00000000 .00000000
A19 16162TEE2 1,000.00000000 .00000000
A20 16162TEF9 1,000.00000000 .00000000
A21 16162TEG7 1,000.00000000 .00000000
A22 16162TEH5 1,000.00000000 .00000000
A23 16162TEJ1 1,066.97187000 .00000000
AP 16162TEK8 960.18814852 1.04358341
AR 16162TEL6 .00000000 .00000000
M 16162TEM4 989.77321395 .89936512
B1 16162TEN2 989.77321667 .89936667
B2 16162TEQ5 989.77321875 .89936250
B3 16162RCB4 989.77320714 .89936429
B4 16162RCC2 989.77320000 .89936250
B5 16162RCD0 989.77342548 .89936784
TOTALS 936.68245972 7.48704097
A5 16162TDQ6 989.40689970 .00000000
AX N/A 933.92381907 .00000000
<CAPTION>
PASS-THROUGH RATES
CURRENT CURRENT
PRINCIPAL CLASS PASS THRU
CLASS INTEREST TOTAL FACTOR RATE
<S> <C> <C> <C> <C> <C>
A13 5.62500043 5.62500043 1,000.00000000 A13 6.750000 %
A14 .00000000 .00000000 1,000.00000000 A14 .000000 %
A15 5.62500000 5.62500000 1,000.00000000 A15 6.750000 %
A16 5.62500000 5.62500000 1,000.00000000 A16 6.750000 %
A17 5.62500000 5.62500000 1,000.00000000 A17 6.750000 %
A18 5.41666667 5.41666667 1,000.00000000 A18 6.500000 %
A19 5.83333500 5.83333500 1,000.00000000 A19 7.000000 %
A20 5.83333333 5.83333333 1,000.00000000 A20 7.000000 %
A21 5.62500565 5.62500565 1,000.00000000 A21 6.750000 %
A22 5.41667000 5.41667000 1,000.00000000 A22 6.500000 %
A23 .00000000 .00000000 1,072.75130000 A23 6.500000 %
AP .00000000 1.04358341 959.14456511 AP .000000 %
AR .00000000 .00000000 .00000000 AR 6.500000 %
M 5.36127209 6.26063721 988.87384884 M 6.500000 %
B1 5.36127222 6.26063889 988.87385000 B1 6.500000 %
B2 5.36126875 6.26063125 988.87385625 B2 6.500000 %
B3 5.36127143 6.26063571 988.87384286 B3 6.500000 %
B4 5.36127500 6.26063750 988.87383750 B4 6.500000 %
B5 5.36127189 6.26063973 988.87405764 B5 6.500000 %
TOTALS 4.82225351 12.30929448 929.34912085
A5 5.35928688 16.52427951 978.24190707 A5 6.500000 %
AX .29040665 8.28587015 925.92835557 AX .373144 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 4
Chase Mortgage Finance Corporation, Series 1999-S1
Statement to Certificateholders
February 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
February 25 2000
STATEMENT TO CERTIFICATEHOLDERS
<TABLE>
<S> <C> <C
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 2,592,842.37
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv): Aggregate Servicer Advances 94,490.59
Sec. 6.02(a)(v): Number of Outstanding Mortgage Loans 1,197.00
Ending Principal Balance of Outstanding Mortgage Loans 371,739,769.45
Sec. 6.02(a)(vi): Aggregate Amount of Servicing Fees 96,322.21
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
</TABLE>
<TABLE>
<CAPTION>
Group Totals
Principal
Category Number Balance Percentage
<S> <C> <C> <C>
1 Month 2 590,331.82 .16 %
2 Months 0 .00 .00 %
3+Months 1 276,482.60 .07 %
Total 3.00 866,814.42 .23 %
</TABLE>
Number and Aggregate Principal Amounts of Mortgage Loans
in Foreclosure
Group Totals
Principal
Number Balance Percentage
4.00 480,268.95 .14 %
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
February 25 2000
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(ix): Aggregate Amount of All Advances Recovered During the Related Due Period 17,541.98
Sec. 6.02(a)(x): Class A Percentage 95.51 %
Class A Principal Balance 357,846,540.16
Class M Percentage 2.27 %
Class M Principal Balance 8,512,049.64
Class B Percentage 2.22 %
Class B Principal Balance 8,314,515.78
NON-PO Class A Percentage 95.50 %
NON-PO Class A Prepayment Percentage 100.00 %
M Credit Support 2.23 %
B1 Credit Support 1.26 %
B2 Credit Support 0.84 %
B3 Credit Support 0.47 %
B4 Credit Support 0.27 %
Sec. 6.02(a)(xi): Aggregate Cummulative Losses Since Cut-Off 0.00
Sec. 6.02(a)(xiv): Compensating Interest Shortfall 0.00
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust, Series 1999-S2
Page 1
Statement to Certificateholders
February 25 2000
<TABLE>
<CAPTION>
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
ORIGINAL PRIOR
FACE PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL
<S> <C> <C> <C>
A1 215,000,000.00 201,059,495.50 643,107.65
A2 126,772,000.00 117,051,902.18 448,410.55
A3 8,000,000.00 8,000,000.00 0.00
A4 3,651,000.00 3,651,000.00 0.00
A5 6,008,000.00 6,008,000.00 0.00
A6 3,731,000.00 3,731,000.00 0.00
A7 5,611,000.00 5,611,000.00 0.00
A8 9,581,000.00 9,581,000.00 0.00
A9 3,200,000.00 3,200,000.00 0.00
A10 1,000,000.00 1,000,000.00 0.00
A11 2,948,000.00 2,948,000.00 0.00
A12 45,000,000.00 45,000,000.00 0.00
AP 374,266.00 369,799.08 578.62
AR 100.00 0.00 0.00
M 9,900,000.00 9,808,258.53 8,762.99
B1 4,050,000.00 4,012,469.39 3,584.86
B2 1,575,000.00 1,560,404.77 1,394.11
B3 1,575,000.00 1,560,404.77 1,394.11
B4 900,000.00 891,659.87 796.64
B5 1,125,239.36 1,114,812.00 996.04
TOTALS 450,001,605.36 426,159,206.09 1,109,025.570
AX 420,440,757.99 396,935,008.63 0.00
<CAPTION>
CURRENT
REALIZED DEFERRED PRINCIPAL
CLASS INTEREST TOTAL LOSES INTEREST BALANCE
<S> <C> <C> <C> <C> <C>
A1 1,089,072.27 1,732,179.92 0.00 0.00 200,416,387.85
A2 634,031.14 1,082,441.69 0.00 0.00 116,603,491.63
A3 43,333.33 43,333.33 0.00 0.00 8,000,000.00
A4 19,776.25 19,776.25 0.00 0.00 3,651,000.00
A5 32,543.33 32,543.33 0.00 0.00 6,008,000.00
A6 20,209.58 20,209.58 0.00 0.00 3,731,000.00
A7 30,392.92 30,392.92 0.00 0.00 5,611,000.00
A8 53,713.48 53,713.48 0.00 0.00 9,581,000.00
A9 17,333.33 17,333.33 0.00 0.00 3,200,000.00
A10 6,666.67 6,666.67 0.00 0.00 1,000,000.00
A11 14,151.94 14,151.94 0.00 0.00 2,948,000.00
A12 243,750.00 243,750.00 0.00 0.00 45,000,000.00
AP 0.00 578.62 0.00 0.00 369,220.46
AR 0.00 0.00 0.00 0.00 0.00
M 53,128.07 61,891.06 0.00 0.00 9,799,495.54
B1 21,734.21 25,319.07 0.00 0.00 4,008,884.53
B2 8,452.19 9,846.30 0.00 0.00 1,559,010.66
B3 8,452.19 9,846.30 0.00 0.00 1,559,010.66
B4 4,829.82 5,626.46 0.00 0.00 890,863.23
B5 6,038.57 7,034.61 0.00 0.00 1,113,815.96
TOTALS 2,307,609.29 3,416,634.86 0.00 0.00 425,050,180.52
AX 129,931.81 1,200,323.88 0.00 0.00 395,864,616.56
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 2
Statement to Certificateholders
February 25 2000
<TABLE>
<CAPTION>
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
PRIOR
PRINCIPAL
A1 CUSIP FACTOR PRINCIPAL
<S> <C> <C> <C>
A2 16162TFL5 935.16044419 2.99119837
A3 16162TFM3 923.32614599 3.53714188
A4 16162TFN1 1,000.00000000 .00000000
A5 16162TFP6 1,000.00000000 .00000000
A6 16162TFQ4 1,000.00000000 .00000000
A7 16162TFR2 1,000.00000000 .00000000
A8 16162TFS0 1,000.00000000 .00000000
A9 16162TFT8 1,000.00000000 .00000000
A10 16162TFU5 1,000.00000000 .00000000
A11 16162TFV5 1,000.00000000 .00000000
A12 16162TFW1 1,000.00000000 .00000000
AP 16162TFX9 1,000.00000000 .00000000
AR 16162TFY7 988.06485227 1.54601273
M 16162TFZ4 .00000000 .00000000
B1 16162TGA8 990.73318485 .88515051
B2 16162TGB6 990.73318272 .88515062
B3 16162TGC4 990.73318730 .88514921
B4 16162TGE0 990.73318730 .88514921
B5 16162TGF7 990.73318889 .88515556
TOTALS 16162TGG5 990.73320720 .88518055
947.01707953 2.46449247
AX 16162TGD2 944.09260065 .00000000
<CAPTION>
PASS-THROUGH RATES
CURRENT CURRENT
PRINCIPAL CLASS PASS THRU
CLASS INTEREST TOTAL FACTOR RATE
<S> <C> <C> <C> <C> <C>
A1 5.06545242 8.05665079 932.16924581 A1 6.500000 %
A2 5.00134998 8.53849186 919.78900412 A2 6.500000 %
A3 5.41666625 5.41666625 1,000.00000000 A3 6.500000 %
A4 5.41666667 5.41666667 1,000.00000000 A4 6.500000 %
A5 5.41666611 5.41666611 1,000.00000000 A5 6.500000 %
A6 5.41666577 5.41666577 1,000.00000000 A6 6.500000 %
A7 5.41666726 5.41666726 1,000.00000000 A7 6.500000 %
A8 5.60624987 5.60624987 1,000.00000000 A8 6.727500 %
A9 5.41666563 5.41666563 1,000.00000000 A9 6.500000 %
A10 6.66667000 6.66667000 1,000.00000000 A10 8.000000 %
A11 4.80052239 4.80052239 1,000.00000000 A11 5.760625 %
A12 5.41666667 5.41666667 1,000.00000000 A12 6.500000 %
AP .00000000 1.54601273 986.51883954 AP .000000 %
AR .00000000 .00000000 .00000000 AR 6.500000 %
M 5.36647172 6.25162222 989.84803434 M 6.500000 %
B1 5.36647160 6.25162222 989.84803210 B1 6.500000 %
B2 5.36646984 6.25161905 989.84803810 B2 6.500000 %
B3 5.36646984 6.25161905 989.84803810 B3 6.500000 %
B4 5.36646667 6.25162222 989.84803333 B4 6.500000 %
B5 5.36647598 6.25165654 989.84802665 B5 6.500000 %
TOTALS 5.12800235 7.59249483 944.55258705
AX .30903714 2.85491798 941.54671981 AX .392805 %
</TABLE>
<PAGE>
Page 3
Chase Mortgage Finance Trust, Series 1999-S2
Statement to Certificateholders
February 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
February 25 2000
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 728,257.73
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 98,596.00
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,392
Ending Principal Balance of Outstanding Mortgage Loans 425,050,181.32
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 109,132.27
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
<CAPTION>
<S> <C> <C>
Group 1
Principal
Category Number Balance Percentage
1 Month 2 359,507.88 .08 %
2 Months 0 .00 .00 %
3+Months 0 .00 .00 %
Total 2.00 359,507.88 .08 %
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
Group 1
Principal
Number Balance Percentage
5.00 1,013,486.05 .26 %
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 15,412.97
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 5
Chase Mortgage Finance Trust, Series 1999-S2
February 25 2000
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(x) Class A Percentage 95.55377 %
Class M Percentage 2.30155 %
Class B Percentage 2.14468 %
Class A Principal Balance 407,211,196.76
Class M Principal Balance 9,808,258.53
Class B Principal Balance 9,139,750.80
NON-PO Class A Percentage 95.54991 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 2.15 %
B1 Credit Support 1.20 %
B2 Credit Support 0.84 %
B3 Credit Support 0.47 %
B4 Credit Support 0.26 %
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 1
Chase Mortgage Finance Trust, Series 1999-S3
Statement to Certificateholders
February 25 2000
<TABLE>
<CAPTION>
DISTRIBUTION IN DOLLARS
ORIGINAL PRIOR
FACE PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL
<S> <C> <C> <C>
A1 112,065,223.00 101,518,655.80 453,421.26
AP 176,004.00 151,722.36 785.82
AR 100.00 0.00 0.00
M 1,265,014.00 1,217,507.88 4,509.65
B1 402,504.00 387,388.43 1,434.89
B2 402,504.00 387,388.43 1,434.89
B3 345,004.00 332,047.79 1,229.91
B4 172,502.00 166,023.90 614.95
B5 172,505.00 166,026.77 614.96
TOTALS 115,001,360.00 104,326,761.36 464,046.33
AX 105,726,363.20 96,544,082.31 0.00
<CAPTION>
CURRENT
REALIZED DEFERRED PRINCIPAL
CLASS INTEREST TOTAL LOSES INTEREST BALANCE
<S> <C> <C> <C> <C> <C>
A1 528,743.00 982,164.26 0.00 0.00 101,065,234.54
AP 0.00 785.82 0.00 0.00 150,936.54
AR 0.00 0.00 0.00 0.00 0.00
M 6,341.19 10,850.84 0.00 0.00 1,212,998.23
B1 2,017.65 3,452.54 0.00 0.00 385,953.54
B2 2,017.65 3,452.54 0.00 0.00 385,953.54
B3 1,729.42 2,959.33 0.00 0.00 330,817.88
B4 864.71 1,479.66 0.00 0.00 165,408.95
B5 864.72 1,479.68 0.00 0.00 165,411.81
TOTALS 542,578.34 1,006,624.67 0.00 0.00 103,862,715.03
AX 26,975.84 456,874.04 0.00 0.00 96,114,184.11
</TABLE>
<TABLE>
<CAPTION>
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
PRIOR
PRINCIPAL
CLASS CUSIP FACTOR PRINCIPAL
<S> <C> <C> <C>
A1 16162TFE1 905.88902679 4.04604790
AP 16162TFF8 862.03927183 4.46478489
AR 16162TFG6 .00000000 .00000000
M 16162TFH4 962.44617056 3.56490126
B1 16162TFJ0 962.44616203 3.56490867
B2 16162TFK7 962.44616203 3.56490867
B3 16162TGH3 962.44620352 3.56491519
B4 16162TGJ8 962.44623251 3.56488620
<CAPTION>
PASS-THROUGH RATES
CURRENT CURRENT
PRINCIPAL CLASS PASS THRU
CLASS INTEREST TOTAL FACTOR RATE
<S> <C> <C> <C> <C> <C>
A1 4.71817202 8.76421992 901.84297889 A1 6.250000 %
AP .00000000 4.46478489 857.57448694 AP .000000 %
AR .00000000 .00000000 .00000000 AR 6.250000 %
M 5.01274294 8.57764420 958.88126930 M 6.250000 %
B1 5.01274521 8.57765389 958.88125335 B1 6.250000 %
B2 5.01274521 8.57765389 958.88125335 B2 6.250000 %
B3 5.01275348 8.57766866 958.88128833 B3 6.250000 %
B4 5.01275348 8.57763968 958.88134630 B4 6.250000 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 2
Chase Mortgage Finance Trust, Series 1999-S3
Statement to Certificateholders
February 25 2000
<TABLE>
<CAPTION>
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
PRIOR
PRINCIPAL
CLASS CUSIP FACTOR PRINCIPAL
<S> <C> <C> <C>
B5 16162TGK6 962.44613200 3.56488218
TOTALS 907.17850085 4.03513776
AX 913.15050842 .00000000
<CAPTION>
PASS-THROUGH RATES
CURRENT CURRENT
PRINCIPAL CLASS PASS THRU
CLASS INTEREST TOTAL FACTOR RATE
<S> <C> <C> <C> <C> <C>
B5 5.01272427 8.57760645 958.88124982 B5 6.250000 %
TOTALS 4.71801673 8.75315448 903.14336309
AX .25514772 4.32128777 909.08436837 AX .335297 %
</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
February 25 2000
<TABLE>
<CAPTION>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 77,606.64
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 32,994.10
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 345
Ending Principal Balance of Outstanding Mortgage Loans 103,862,715.54
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 27,377.08
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 84,221.34 .08 %
2 Months 0 .00 .00 %
3+Months 0 .00 .00 %
Total 1.00 84,221.34 .08 %
Number and Aggregate Principal Amounts of Mortgage
Loans in Foreclosure
Group Totals
Principal
Number Balance Percentage
1.00 58,025.65 .06 %
Sec. 6.02(a)(viii) Number and Aggregate Principal Amounts of REO Loans
Group Totals
Principal
Number Balance Percentage
.00 .00 .00 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 4
Chase Mortgage Finance Trust, Series 1999-S3
February 25 2000
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 3,104.59
Sec. 6.02(a)(x) Class A Percentage 97.45 %
Class M Percentage 1.17 %
Class B Percentage 1.38 %
Class A Principal Balance 101,670,378.16
Class M Principal Balance 1,217,507.88
Class B Principal Balance 1,438,875.32
NON-PO Class A Percentage 97.4501 %
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
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 1
Chase Mortgage Finance Trust, Series 1999-S4
Statement to Certificateholders
February 25 2000
<TABLE>
<CAPTION>
DISTRIBUTION IN DOLLARS
ORIGINAL PRIOR
FACE PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL
<S> <C> <C> <C>
A1 207,499,900.00 195,129,416.50 2,336,447.40
A2 72,600,000.00 67,522,776.05 958,941.56
A3 10,000,000.00 10,000,000.00 0.00
A4 40,989,000.00 40,989,000.00 0.00
A5 3,250,000.00 3,250,000.00 0.00
A6 5,500,000.00 5,500,000.00 0.00
A7 1,170,000.00 1,170,000.00 0.00
A8 4,526,877.00 4,526,877.00 0.00
A9 1,300,000.00 1,300,000.00 0.00
A10 1,680,000.00 1,680,000.00 0.00
A11 2,000,000.00 2,000,000.00 0.00
A12 2,000,000.00 2,000,000.00 0.00
A13 9,500,000.00 7,145,117.84 444,769.51
A15 25,000,000.00 25,000,000.00 0.00
A16 5,000,000.00 5,000,000.00 0.00
A17 38,363,800.00 36,835,204.88 38,764.63
AP 504,519.00 473,908.51 454.23
AR 100.00 0.00 0.00
M 9,900,211.00 9,817,447.96 8,583.45
B1 4,050,087.00 4,016,229.39 3,511.41
B2 1,575,034.00 1,561,867.15 1,365.55
B3 1,575,033.00 1,561,866.18 1,365.55
B4 900,020.00 892,496.08 780.31
B5 1,125,024.08 1,115,619.20 975.39
TOTALS 450,009,605.08 428,487,826.74 3,795,958.990
<CAPTION>
CURRENT
REALIZED DEFERRED PRINCIPAL
CLASS INTEREST TOTAL LOSES INTEREST BALANCE
<S> <C> <C> <C> <C> <C>
A1 1,056,951.01 3,393,398.41 0.00 0.00 192,792,969.10
A2 365,748.37 1,324,689.93 0.00 0.00 66,563,834.49
A3 54,166.67 54,166.67 0.00 0.00 10,000,000.00
A4 222,023.75 222,023.75 0.00 0.00 40,989,000.00
A5 17,604.17 17,604.17 0.00 0.00 3,250,000.00
A6 29,791.67 29,791.67 0.00 0.00 5,500,000.00
A7 6,337.50 6,337.50 0.00 0.00 1,170,000.00
A8 24,520.58 24,520.58 0.00 0.00 4,526,877.00
A9 8,666.67 8,666.67 0.00 0.00 1,300,000.00
A10 9,100.00 9,100.00 0.00 0.00 1,680,000.00
A11 11,666.67 11,666.67 0.00 0.00 2,000,000.00
A12 10,000.00 10,000.00 0.00 0.00 2,000,000.00
A13 38,702.72 483,472.23 0.00 0.00 6,700,348.33
A15 130,208.33 130,208.33 0.00 0.00 25,000,000.00
A16 27,083.33 27,083.33 0.00 0.00 5,000,000.00
A17 199,524.03 238,288.66 0.00 0.00 36,796,440.25
AP 0.00 454.23 0.00 0.00 473,454.28
AR 0.00 0.00 0.00 0.00 0.00
M 53,177.84 61,761.29 0.00 0.00 9,808,864.51
B1 21,754.58 25,265.99 0.00 0.00 4,012,717.98
B2 8,460.11 9,825.66 0.00 0.00 1,560,501.60
B3 8,460.11 9,825.66 0.00 0.00 1,560,500.63
B4 4,834.35 5,614.66 0.00 0.00 891,715.77
B5 6,042.94 7,018.33 0.00 0.00 1,114,643.81
TOTALS 2,314,825.40 6,110,784.39 0.00 0.00 424,691,867.75
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 2
Chase Mortgage Finance Trust, Series 1999-S4
Statement to Certificateholders
February 25 2000
<TABLE>
<CAPTION>
DISTRIBUTION IN DOLLARS
ORIGINAL PRIOR
FACE PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL
<S> <C> <C> <C>
A14 25,000,000.00 25,000,000.00 0.00
AX 419,564,188.06 399,100,718.90 0.00
<CAPTION>
CURRENT
REALIZED DEFERRED PRINCIPAL
CLASS INTEREST TOTAL LOSES INTEREST BALANCE
<S> <C> <C> <C> <C> <C>
A14 5,208.33 5,208.33 0.00 0.00 25,000,000.00
AX 129,098.38 3,897,318.27 0.00 0.00 395,332,499.01
<CAPTION>
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
PRIOR
PRINCIPAL
CLASS CUSIP FACTOR PRINCIPAL
<S> <C> <C> <C>
A1 16162TGL4 940.38318332 11.25999290
A2 16162TGM2 930.06578581 13.20856143
A3 16162TGN0 1,000.00000000 .00000000
A4 16162TGP5 1,000.00000000 .00000000
A5 16162TGQ3 1,000.00000000 .00000000
A6 16162TGR1 1,000.00000000 .00000000
A7 16162TGS9 1,000.00000000 .00000000
A8 16162TGT7 1,000.00000000 .00000000
A9 16162TGU4 1,000.00000000 .00000000
A10 16162TGV2 1,000.00000000 .00000000
A11 16162TGW0 1,000.00000000 .00000000
A12 16162TGX8 1,000.00000000 .00000000
A13 16162TGY6 752.11766737 46.81784316
A15 16162THA7 1,000.00000000 .00000000
A16 16162THB5 1,000.00000000 .00000000
A17 16162THC3 960.15527346 1.01044813
AP 16162THD1 939.32737915 .90032288
<CAPTION>
PASS-THROUGH RATES
CURRENT CURRENT
PRINCIPAL CLASS PASS THRU
CLASS INTEREST TOTAL FACTOR RATE
<S> <C> <C> <C> <C> <C>
A1 5.09374226 16.35373516 929.12319042 A1 6.500000 %
A2 5.03785634 18.24641777 916.85722438 A2 6.500000 %
A3 5.41666700 5.41666700 1,000.00000000 A3 6.500000 %
A4 5.41666667 5.41666667 1,000.00000000 A4 6.500000 %
A5 5.41666769 5.41666769 1,000.00000000 A5 6.500000 %
A6 5.41666727 5.41666727 1,000.00000000 A6 6.500000 %
A7 5.41666667 5.41666667 1,000.00000000 A7 6.500000 %
A8 5.41666584 5.41666584 1,000.00000000 A8 6.500000 %
A9 6.66666923 6.66666923 1,000.00000000 A9 8.000000 %
A10 5.41666667 5.41666667 1,000.00000000 A10 6.500000 %
A11 5.83333500 5.83333500 1,000.00000000 A11 7.000000 %
A12 5.00000000 5.00000000 1,000.00000000 A12 6.000000 %
A13 4.07397053 50.89181368 705.29982421 A13 6.500000 %
A15 5.20833320 5.20833320 1,000.00000000 A15 6.250000 %
A16 5.41666600 5.41666600 1,000.00000000 A16 6.500000 %
A17 5.20084116 6.21128929 959.14482533 A17 6.500000 %
AP .00000000 .90032288 938.42705627 AP .000000 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 3
Chase Mortgage Finance Trust, Series 1999-S4
Statement to Certificateholders
February 25 2000
<TABLE>
<CAPTION>
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
PRIOR
PRINCIPAL
CLASS CUSIP FACTOR PRINCIPAL
<S> <C> <C> <C>
AR 16162THE9 .00000000 .00000000
M 16162THH2 991.64027514 .86699667
B1 16162THF6 991.64027588 .86699619
B2 16162THG4 991.64027570 .86699716
B3 16162THJ8 991.64028944 .86699771
B4 16162THK5 991.64027466 .86699184
B5 16162THL3 991.64028560 .86699478
TOTALS 952.17484672 8.43528437
A14 16162TGZ3 1,000.00000000 .00000000
AX 951.22684504 .00000000
<CAPTION>
PASS-THROUGH RATES
CURRENT CURRENT
PRINCIPAL CLASS PASS THRU
CLASS INTEREST TOTAL FACTOR RATE
<S> <C> <C> <C> <C> <C>
AR .00000000 .00000000 .00000000 AR 6.500000 %
M 5.37138451 6.23838118 990.77327847 M 6.500000 %
B1 5.37138585 6.23838204 990.77327969 B1 6.500000 %
B2 5.37138246 6.23837962 990.77327855 B2 6.500000 %
B3 5.37138587 6.23838358 990.77329173 B3 6.500000 %
B4 5.37138064 6.23837248 990.77328282 B4 6.500000 %
B5 5.37138725 6.23838203 990.77329083 B5 6.500000 %
TOTALS 5.14394665 13.57923102 943.73956235
A14 .20833320 .20833320 1,000.00000000 A14 .250000 %
AX .30769638 9.28896789 942.24557353 AX .388168 %
</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
February 25 2000
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 3,421,287.58
Aggregate Amount of Repurchase Proceeds 0.00
Group 1 Amount of Principal Prepayments 3,414,759.07
Group 1 Amount of Repurchase Proceeds 0.00
Group 2 Amount of Principal Prepayments 6,528.51
Group 2 Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 114,933.58
Group 1 Servicer Advances 95,895.73
Group 2 Servicer Advances 19,037.85
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,343
Ending Principal Balance of Outstanding Mortgage Loans 424,691,868.19
Group 1 Outstanding Mortgage Loans 1,049
Ending Principal Balance of Group 1 Mortgage Loans 386,152,490.21
Group 2 Outstanding Mortgage Loans 294
Ending Principal Balance of Group 2 Mortgage Loans 38,539,377.98
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 109,728.60
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
Group 1
Principal
Category Number Balance Percentage
1 Month 1 370,024.49 .10 %
2 Months 0 .00 .00 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 5
Chase Mortgage Finance Trust, Series 1999-S4
February 25 2000
<TABLE>
<S> <C> <C> <C>
3+Months 0 .00 .00 %
Total 1 370,024.49 .10 %
Group 2
Principal
Category Number Balance Percentage
1 Month 1 112,489.48 .29 %
2 Months 0 .00 .00 %
3+Months 0 .00 .00 %
Total 1.00 112,489.48 .29 %
Group Totals
Principal
Category Number Balance Percentage
1 Month 2 482,513.97 .11 %
2 Months 0 .00 .00 %
3+Months 0 .00 .00 %
Total 2.00 482,513.97 .11 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 6
Chase Mortgage Finance Trust, Series 1999-S4
February 25 2000
<TABLE>
<CAPTION>
<S> <C>
Number and Aggregate Principal Amounts of Mortgage Loans
in Foreclosure
Group 1
Principal
Number Balance Percentage
1.00 332,586.62 .09 %
Group 2
Principal
Number Balance Percentage
3.00 333,609.70 .92 %
Group Totals
Principal
Number Balance Percentage
4.00 666,196.32 1.02 %
<CAPTION>
<S> <C> <C> <C>
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 19,451.13
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 7
Chase Mortgage Finance Trust, Series 1999-S4
February 25 2000
Sec. 6.02(a)(x) Class A Percentage 95.57385 %
Class M Percentage 2.29118 %
Class B Percentage 2.13497 %
Class A Principal Balance 409,522,300.78
Class M Principal Balance 9,817,447.96
Class B Principal Balance 9,148,078.00
NON-PO Class A Percentage 95.56895 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 2.13 %
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
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
February 25 2000
<TABLE>
<CAPTION>
DISTRIBUTION IN DOLLARS
ORIGINAL PRIOR
FACE PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL
<S> <C> <C> <C>
A1 86,402,913.00 82,503,965.65 424,300.99
A2 154,962,609.00 146,795,303.79 888,780.11
A3 14,500,000.00 14,500,000.00 0.00
A4 30,151,743.00 30,151,743.00 0.00
A5 41,730,000.00 41,730,000.00 0.00
A6 13,200,000.00 11,189,667.32 218,767.84
A7 24,943,107.00 24,943,107.00 0.00
A8 50,575,580.00 47,928,711.08 288,036.80
A9 3,151,000.00 3,151,000.00 0.00
A10 3,400,000.00 3,400,000.00 0.00
A11 1,946,427.00 1,946,427.00 0.00
A12 8,497,427.00 8,497,427.00 0.00
A13 4,000,000.00 4,000,000.00 0.00
A14 40,814,107.00 38,609,651.14 39,203.30
AP 488,368.00 481,281.76 550.83
M 11,250,314.00 11,165,734.08 9,751.36
B1 4,500,126.00 4,466,294.03 3,900.54
B2 1,750,049.00 1,736,892.13 1,516.88
B3 1,500,042.00 1,488,764.68 1,300.18
B4 1,000,028.00 992,509.78 866.79
B5 1,250,035.73 1,240,637.96 1,083.49
AR 100.00 0.00 0.00
TOTALS 500,013,975.73 480,919,117.40 1,878,059.110
AX 463,907,359.41 445,420,329.44 0.00
<CAPTION>
CURRENT
REALIZED DEFERRED PRINCIPAL
CLASS INTEREST TOTAL LOSES INTEREST BALANCE
<S> <C> <C> <C> <C> <C>
A1 446,896.48 871,197.47 0.00 0.00 82,079,664.66
A2 795,141.23 1,683,921.34 0.00 0.00 145,906,523.68
A3 78,541.67 78,541.67 0.00 0.00 14,500,000.00
A4 163,321.94 163,321.94 0.00 0.00 30,151,743.00
A5 226,037.50 226,037.50 0.00 0.00 41,730,000.00
A6 60,610.70 279,378.54 0.00 0.00 10,970,899.48
A7 135,108.50 135,108.50 0.00 0.00 24,943,107.00
A8 259,613.85 547,650.65 0.00 0.00 47,640,674.28
A9 17,724.38 17,724.38 0.00 0.00 3,151,000.00
A10 19,125.00 19,125.00 0.00 0.00 3,400,000.00
A11 10,948.65 10,948.65 0.00 0.00 1,946,427.00
A12 44,257.43 44,257.43 0.00 0.00 8,497,427.00
A13 21,666.67 21,666.67 0.00 0.00 4,000,000.00
A14 209,135.61 248,338.91 0.00 0.00 38,570,447.84
AP 0.00 550.83 0.00 0.00 480,730.93
M 60,481.06 70,232.42 0.00 0.00 11,155,982.72
B1 24,192.43 28,092.97 0.00 0.00 4,462,393.49
B2 9,408.17 10,925.05 0.00 0.00 1,735,375.25
B3 8,064.14 9,364.32 0.00 0.00 1,487,464.50
B4 5,376.09 6,242.88 0.00 0.00 991,642.99
B5 6,720.12 7,803.61 0.00 0.00 1,239,554.47
AR 0.00 0.00 0.00 0.00 0.00
TOTALS 2,602,371.62 4,480,430.73 0.00 0.00 479,041,058.29
AX 133,180.73 1,972,642.01 0.00 0.00 443,580,868.16
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 2
Chase Mortgage Finance Trust, Series 1999-S5
Statement to Certificateholders
February 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
PRIOR
PRINCIPAL
CLASS CUSIP FACTOR PRINCIPAL
<S> <C> <C> <C>
A1 16162THM1 954.87481597 4.91072552
A2 16162THN9 947.29499418 5.73544880
A3 16162THP4 1,000.00000000 .00000000
A4 16162THQ3 1,000.00000000 .00000000
A5 16162THR0 1,000.00000000 .00000000
A6 16162THS8 847.70206970 16.57332121
A7 16162THT6 1,000.00000000 .00000000
A8 16162THU3 947.66508026 5.69517542
A9 16162THV1 1,000.00000000 .00000000
A10 16162THW9 1,000.00000000 .00000000
A11 16162THX7 1,000.00000000 .00000000
A12 16162THY5 1,000.00000000 .00000000
A13 16162THZ2 1,000.00000000 .00000000
A14 16162TJA5 945.98789433 .96053308
AP 16162TJB3 985.48995839 1.12789945
M 16162TJD9 992.48199472 .86676336
B1 16162TJE7 992.48199495 .86676240
B2 16162TJE7 992.48199908 .86676430
B3 16162TJF4 992.48199717 .86676240
B4 16162TJH0 992.48199050 .86676573
<CAPTION>
PASS-THROUGH RATES
CURRENT CURRENT
PRINCIPAL CLASS PASS THRU
CLASS INTEREST TOTAL FACTOR RATE
<S> <C> <C> <C> <C> <C>
A1 5.17223858 10.08296410 949.96409045 A1 6.500000 %
A2 5.13118123 10.86663003 941.55954537 A2 6.500000 %
A3 5.41666690 5.41666690 1,000.00000000 A3 6.500000 %
A4 5.41666663 5.41666663 1,000.00000000 A4 6.500000 %
A5 5.41666667 5.41666667 1,000.00000000 A5 6.500000 %
A6 4.59171970 21.16504091 831.12874848 A6 6.500000 %
A7 5.41666682 5.41666682 1,000.00000000 A7 6.500000 %
A8 5.13318582 10.82836124 941.96990484 A8 6.500000 %
A9 5.62500159 5.62500159 1,000.00000000 A9 6.750000 %
A10 5.62500000 5.62500000 1,000.00000000 A10 6.750000 %
A11 5.62499904 5.62499904 1,000.00000000 A11 6.750000 %
A12 5.20833306 5.20833306 1,000.00000000 A12 6.250000 %
A13 5.41666750 5.41666750 1,000.00000000 A13 6.500000 %
A14 5.12410109 6.08463417 945.02736125 A14 6.500000 %
AP .00000000 1.12789945 984.36205894 AP .000000 %
M 5.37594417 6.24270754 991.61523136 M 6.500000 %
B1 5.37594503 6.24270743 991.61523255 B1 6.500000 %
B2 5.37594662 6.24271092 991.61523477 B2 6.500000 %
B3 5.37594281 6.24270520 991.61523477 B3 6.500000 %
B4 5.37593947 6.24270520 991.61522477 B4 6.500000 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 3
Chase Mortgage Finance Trust, Series 1999-S5
Statement to Certificateholders
February 25 2000
<TABLE>
<CAPTION>
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
PRIOR
PRINCIPAL
CLASS CUSIP FACTOR PRINCIPAL
<S> <C> <C> <C>
B5 16162TJJ6 992.48199889 .86676722
AR 16162TJC1 .00000000 .00000000
TOTALS 961.81135077 3.75601323
AX 16162TJG2 960.14930655 .00000000
<CAPTION>
PASS-THROUGH RATES
CURRENT CURRENT
PRINCIPAL CLASS PASS THRU
CLASS INTEREST TOTAL FACTOR RATE
<S> <C> <C> <C> <C> <C>
B5 5.37594233 6.24270956 991.61523167 B5 6.500000 %
AR .00000000 .00000000 .00000000 AR 6.500000 %
TOTALS 5.20459776 8.96061100 958.05533753
AX .28708475 4.25223263 956.18415867 AX .358800 %
</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
February 25 2000
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 1,458,021.88
Aggregate Amount of Repurchase Proceeds 0.00
Group 1 Amount of Principal Prepayments 1,451,195.98
Group 1 Amount of Repurchase Proceeds 0.00
Group 2 Amount of Principal Prepayments 6,071.31
Group 2 Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 115,665.25
Group 1 Servicer Advances 12,795.57
Group 2 Servicer Advances 102,869.69
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,446
Ending Principal Balance of Outstanding Mortgage Loans 479,041,058.54
Group 1 Outstanding Mortgage Loans 1,156
Ending Principal Balance of Group 1 Mortgage Loans 438,602,509.41
Group 2 Outstanding Mortgage Loans 290
Ending Principal Balance of Group 2 Mortgage Loans 40,438,549.13
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 123,155.38
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
</TABLE>
Group 1
Principal
Category Number Balance Percentage
1 Month 2 779,418.12 .18 %
2 Months 0 .00 .00 %
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 5
Chase Mortgage Finance Trust, Series 1999-S5
February 25 2000
<TABLE>
<S> <C> <C> <C>
3+Months 0 .00 .00 %
Total 2 779,418.12 .18 %
Group 2
<CAPTION>
Principal
Category Number Balance Percentage
<S> <C> <C> <C> <C>
1 Month 0 .00 .00 %
2 Months 0 .00 .00 %
3+Months 0 .00 .00 %
Total .00 .00 .00 %
Group Totals
Principal
Category Number Balance Percentage
1 Month 2 779,418.12 .16 %
2 Months 0 .00 .00 %
3+Months 0 .00 .00 %
Total 2.00 779,418.12 .16 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 6
Chase Mortgage Finance Trust, Series 1999-S5
February 25 2000
Number and Aggregate Principal Amounts of Mortgage Loans
in Foreclosure
Group 1
Principal
Number Balance Percentage
4.00 1,286,205.16 .32 %
Group 2
Principal
Number Balance Percentage
.00 .00 .00 %
Group Totals
Principal
Number Balance Percentage
4.00 1,286,205.16 .32 %
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 19,136.82
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 7
Chase Mortgage Finance Trust, Series 1999-S5
February 25 2000
Sec. 6.02(a)(x) Class A Percentage 95.61447 %
Class M Percentage 2.32175 %
Class B Percentage 2.06378 %
Class A Principal Balance 459,828,284.74
Class M Principal Balance 11,165,734.08
Class B Principal Balance 9,925,098.58
NON-PO Class A Percentage 95.61008 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 2.06 %
B1 Credit Support 1.14 %
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
February 25 2000
<TABLE>
<CAPTION>
DISTRIBUTION IN DOLLARS
ORIGINAL PRIOR
FACE PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL
<S> <C> <C> <C>
A1 165,406,000.00 152,735,470.37 712,269.72
A2 9,330,316.00 9,330,316.00 0.00
A3 43,684,004.00 42,352,674.72 153,311.81
AP 392,628.00 356,575.44 1,368.11
AR 100.00 0.00 0.00
M 3,375,110.00 3,272,248.93 11,845.16
B1 675,002.00 654,430.40 2,368.96
B2 787,502.00 763,501.81 2,763.79
B3 675,002.00 654,430.40 2,368.96
B4 337,501.00 327,215.19 1,184.48
B5 337,501.59 327,215.76 1,184.48
TOTALS 225,000,666.59 210,774,079.02 888,665.470
AX 199,288,133.52 186,661,730.94 0.00
<CAPTION>
CURRENT
REALIZED DEFERRED PRINCIPAL
CLASS INTEREST TOTAL LOSES INTEREST BALANCE
<S> <C> <C> <C> <C> <C>
A1 795,497.24 1,507,766.96 0.00 0.00 152,023,200.65
A2 48,595.40 48,595.40 0.00 0.00 9,330,316.00
A3 220,586.85 373,898.66 0.00 0.00 42,199,362.91
AP 0.00 1,368.11 0.00 0.00 355,207.33
AR 0.00 0.00 0.00 0.00 0.00
M 17,042.96 28,888.12 0.00 0.00 3,260,403.77
B1 3,408.49 5,777.45 0.00 0.00 652,061.44
B2 3,976.57 6,740.36 0.00 0.00 760,738.02
B3 3,408.49 5,777.45 0.00 0.00 652,061.44
B4 1,704.25 2,888.73 0.00 0.00 326,030.71
B5 1,704.25 2,888.73 0.00 0.00 326,031.28
TOTALS 1,095,924.50 1,984,589.97 0.00 0.00 209,885,413.55
AX 54,717.90 852,477.51 0.00 0.00 185,863,971.33
<CAPTION>
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
PRIOR
PRINCIPAL
CLASS CUSIP FACTOR PRINCIPAL
<S> <C> <C> <C>
A1 16162TJL1 923.39740015 4.30619034
A2 16162TJM9 1,000.00000000 .00000000
A3 16162TJN7 969.52364348 3.50956405
AP 16162TJP2 908.17628901 3.48449423
AR 16162TJQ0 .00000000 .00000000
M 16162TJR8 969.52363923 3.50956265
<CAPTION>
PASS-THROUGH RATES
CURRENT CURRENT
PRINCIPAL CLASS PASS THRU
CLASS INTEREST TOTAL FACTOR RATE
<S> <C> <C> <C> <C> <C>
A1 4.80936145 9.11555179 919.09120981 A1 6.250000 %
A2 5.20833378 5.20833378 1,000.00000000 A2 6.250000 %
A3 5.04960237 8.55916642 966.01407943 A3 6.250000 %
AP .00000000 3.48449423 904.69179478 AP .000000 %
AR .00000000 .00000000 .00000000 AR 6.250000 %
M 5.04960135 8.55916400 966.01407658 M 6.250000 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 2
Chase Mortgage Finance Trust, Series 1999-S6
Statement to Certificateholders
February 25 2000
<TABLE>
<CAPTION>
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
PRIOR
PRINCIPAL
CLASS CUSIP FACTOR PRINCIPAL
<S> <C> <C> <C>
B1 16162TJS6 969.52364586 3.50955997
B2 16162TJT4 969.52364565 3.50956569
B3 16162TJU1 969.52364586 3.50955997
B4 16162TJV9 969.52361623 3.50955997
B5 16162TJW7 969.52361024 3.50955384
TOTALS 936.77090924 3.94961261
AX 936.64247661 .00000000
<CAPTION>
PASS-THROUGH RATES
CURRENT CURRENT
PRINCIPAL CLASS PASS THRU
CLASS INTEREST TOTAL FACTOR RATE
<S> <C> <C> <C> <C> <C>
B1 5.04959985 8.55915982 966.01408588 B1 6.250000 %
B2 5.04959987 8.55916556 966.01407996 B2 6.250000 %
B3 5.04959985 8.55915982 966.01408588 B3 6.250000 %
B4 5.04961467 8.55917464 966.01405625 B4 6.250000 %
B5 5.04960584 8.55915968 966.01405641 B5 6.250000 %
TOTALS 4.87076113 8.82037374 932.82129663
AX .27456677 4.27761300 932.63943039 AX .351767 %
</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
February 25 2000
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 125,645.31
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 41,708.45
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 693
Ending Principal Balance of Outstanding Mortgage Loans 209,885,414.28
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 55,134.99
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 0 .00 .00 %
3+Months 0 .00 .00 %
Total .00 .00 .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 4,353.19
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 4
Chase Mortgage Finance Trust, Series 1999-S6
February 25 2000
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(x) Class A Percentage 97.15380 %
Class M Percentage 1.55249 %
Class B Percentage 1.29370 %
Class A Principal Balance 204,775,036.53
Class M Principal Balance 3,272,248.93
Class B Principal Balance 2,726,793.56
NON-PO Class A Percentage 97.14898 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 1.30 %
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
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 1
Chase Mortage Finance Trust, Series 1999-S7
Statement to Certificateholders
February 25 2000
<TABLE>
<CAPTION>
DISTRIBUTION IN DOLLARS
ORIGINAL PRIOR
FACE PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL
<S> <C> <C> <C>
A1 121,433,000.00 114,638,726.79 443,438.12
AP 127,811.00 124,020.67 467.90
AR 100.00 0.00 0.00
M 1,875,000.00 1,824,920.37 6,456.12
B1 375,000.00 364,984.08 1,291.22
B2 437,000.00 425,328.10 1,504.71
B3 375,000.00 364,984.08 1,291.22
B4 187,000.00 182,005.39 643.89
B5 190,214.48 185,133.99 654.96
TOTALS 125,000,125.48 118,110,103.47 455,748.140
AX 117,596,935.26 110,927,349.42 0.00
<CAPTION>
CURRENT
REALIZED DEFERRED PRINCIPAL
CLASS INTEREST TOTAL LOSES INTEREST BALANCE
<S> <C> <C> <C> <C> <C>
A1 597,076.70 1,040,514.82 0.00 0.00 114,195,288.67
AP 0.00 467.90 0.00 0.00 123,552.77
AR 0.00 0.00 0.00 0.00 0.00
M 9,504.79 15,960.91 0.00 0.00 1,818,464.25
B1 1,900.96 3,192.18 0.00 0.00 363,692.86
B2 2,215.25 3,719.96 0.00 0.00 423,823.39
B3 1,900.96 3,192.18 0.00 0.00 363,692.86
B4 947.94 1,591.83 0.00 0.00 181,361.50
B5 964.24 1,619.20 0.00 0.00 184,479.03
TOTALS 614,510.84 1,070,258.98 0.00 0.00 117,654,355.33
AX 32,965.72 461,072.28 0.00 0.00 110,499,242.86
<CAPTION>
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
PRIOR
PRINCIPAL
CLASS CUSIP FACTOR PRINCIPAL
<S> <C> <C> <C>
A1 16162T JX5 944.04920236 3.65171016
AP 16162T JY3 970.34425832 3.66087426
AR 16162T JZ0 .00000000 .00000000
M 16162T KA3 973.29086400 3.44326400
B1 16162T KB1 973.29088000 3.44325333
B2 16162T KC9 973.29084668 3.44327231
B3 16162T KD7 973.29088000 3.44325333
B4 16162T KE5 973.29085561 3.44326203
<CAPTION>
PASS-THROUGH RATES
CURRENT CURRENT
PRINCIPAL CLASS PASS THRU
CLASS INTEREST TOTAL FACTOR RATE
<S> <C> <C> <C> <C> <C>
A1 4.91692291 8.56863307 940.39749220 A1 6.250000 %
AP .00000000 3.66087426 966.68338406 AP .000000 %
AR .00000000 .00000000 .00000000 AR 6.250000 %
M 5.06922133 8.51248533 969.84760000 M 6.250000 %
B1 5.06922667 8.51248000 969.84762667 B1 6.250000 %
B2 5.06922197 8.51249428 969.84757437 B2 6.250000 %
B3 5.06922667 8.51248000 969.84762667 B3 6.250000 %
B4 5.06919786 8.51245989 969.84759358 B4 6.250000 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 2
Chase Mortage Finance Trust, Series 1999-S7
Statement to Certificateholders
February 25 2000
<TABLE>
<CAPTION>
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
PRIOR
PRINCIPAL
CLASS CUSIP FACTOR PRINCIPAL
B5 16162T KF2 973.29072950 3.44327099
TOTALS 944.87987925 3.64598146
AX 943.28435664 .00000000
<CAPTION>
PASS-THROUGH RATES
CURRENT CURRENT
PRINCIPAL CLASS PASS THRU
CLASS INTEREST TOTAL FACTOR RATE
<S> <C> <C> <C> <C> <C>
B5 5.06922501 8.51249600 969.84745851 B5 6.250000 %
TOTALS 4.91608179 8.56206325 941.23389779
AX .28032805 3.92078483 939.64389987 AX .356619 %
</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
February 25 2000
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 37,884.86
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 4,590.45
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 360
Ending Principal Balance of Outstanding Mortgage Loans 117,654,355.34
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 30,994.06
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 0 .00 .00 %
3+Months 0 .00 .00 %
Total .00 .00 .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 12,683.29
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 4
Chase Mortage Finance Trust, Series 1999-S7
February 25 2000
Sec. 6.02(a)(x) Class A Percentage 97.16590 %
Class M Percentage 1.54510 %
Class B Percentage 1.28900 %
Class A Principal Balance 114,762,747.46
Class M Principal Balance 1,824,920.37
Class B Principal Balance 1,522,435.64
NON-PO Class A Percentage 97.16292 %
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 Mortgage Finance Trust
Series 1999-S8
Statement to Certificateholders
February 25 2000
<TABLE>
<CAPTION>
DISTRIBUTION IN DOLLARS
ORIGINAL PRIOR
FACE PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL
<S> <C> <C> <C>
A1 167,414,000.00 167,414,000.00 0.00
A2 76,000,000.00 76,000,000.00 0.00
A3 35,222,000.00 35,222,000.00 0.00
A4 20,000,000.00 17,605,162.17 505,805.92
A5 18,750,000.00 16,433,149.56 460,290.45
A6 124,000,000.00 113,863,472.67 2,013,831.64
A7 76,900,000.00 79,623,018.74 0.00
A8 16,063,000.00 16,063,000.00 0.00
A9 10,137,000.00 10,137,000.00 0.00
A10 3,500,000.00 3,500,000.00 0.00
A11 15,065,000.00 14,437,719.18 124,622.37
A12 4,485,000.00 4,298,252.27 37,101.32
A13 16,215,900.00 9,610,195.26 0.00
A14 11,300,600.00 10,576,712.98 97,078.78
AP 3,387,180.00 3,338,164.87 3,485.94
AR 100.00 0.00 0.00
M 13,750,000.00 13,671,424.42 11,614.48
B1 5,625,000.00 5,592,855.45 4,751.38
B2 2,500,000.00 2,485,713.53 2,111.72
B3 1,875,000.00 1,864,285.15 1,583.79
B4 1,250,000.00 1,242,856.76 1,055.86
B5 1,563,298.80 1,554,365.21 1,320.50
TOTALS 625,003,078.80 604,533,348.22 3,264,654.150
<CAPTION>
CURRENT
REALIZED DEFERRED PRINCIPAL
CLASS INTEREST TOTAL LOSES INTEREST BALANCE
<S> <C> <C> <C> <C> <C>
A1 885,899.08 885,899.08 0.00 0.00 167,414,000.00
A2 411,666.67 411,666.67 0.00 0.00 76,000,000.00
A3 195,188.58 195,188.58 0.00 0.00 35,222,000.00
A4 96,094.84 601,900.76 0.00 0.00 17,099,356.25
A5 89,697.61 549,988.06 0.00 0.00 15,972,859.11
A6 621,504.79 2,635,336.43 0.00 0.00 111,849,641.03
A7 137,062.33 137,062.33 0.00 464,467.61 80,087,486.35
A8 93,700.83 93,700.83 0.00 0.00 16,063,000.00
A9 59,132.50 59,132.50 0.00 0.00 10,137,000.00
A10 20,416.67 20,416.67 0.00 0.00 3,500,000.00
A11 74,760.31 199,382.68 0.00 0.00 14,313,096.81
A12 27,506.74 64,608.06 0.00 0.00 4,261,150.95
A13 0.00 0.00 0.00 56,059.47 9,666,254.73
A14 0.00 97,078.78 0.00 0.00 10,479,634.20
AP 0.00 3,485.94 0.00 0.00 3,334,678.93
AR 0.00 0.00 0.00 0.00 0.00
M 76,901.76 88,516.24 0.00 0.00 13,659,809.94
B1 31,459.81 36,211.19 0.00 0.00 5,588,104.07
B2 13,982.14 16,093.86 0.00 0.00 2,483,601.81
B3 10,486.60 12,070.39 0.00 0.00 1,862,701.36
B4 6,991.07 8,046.93 0.00 0.00 1,241,800.90
B5 8,743.30 10,063.80 0.00 0.00 1,553,044.71
TOTALS 2,861,195.63 6,125,849.78 0.00 520,527.08 601,789,221.15
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 2
Chase Mortgage Finance Trust
Series 1999-S8
Statement to Certificateholders
February 25 2000
<TABLE>
<CAPTION>
DISTRIBUTION IN DOLLARS
ORIGINAL PRIOR
FACE PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL
<S> <C> <C> <C>
AX 468,582,348.57 450,608,279.76 0.00
A7C1 13,257,451.85 13,257,451.85 0.00
A7C2 11,719,285.71 10,712,427.16 0.00
A7C3 76,900,000.00 79,623,018.78 0.00
<CAPTION>
CURRENT
REALIZED DEFERRED PRINCIPAL
CLASS INTEREST TOTAL LOSES INTEREST BALANCE
<S> <C> <C> <C> <C> <C>
AX 103,602.70 2,682,949.54 0.00 0.00 448,028,932.92
A7C1 74,573.17 74,573.17 0.00 0.00 13,257,451.85
A7C2 62,489.16 264,452.48 0.00 0.00 10,510,463.84
A7C3 0.00 0.00 0.00 464,467.61 80,087,486.39
<CAPTION>
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
PRIOR
PRINCIPAL
CLASS CUSIP FACTOR PRINCIPAL
<S> <C> <C> <C>
A1 16162TLE4 1,000.00000000 .00000000
A2 16162TLF1 1,000.00000000 .00000000
A3 16162TLG9 1,000.00000000 .00000000
A4 16162TLH7 880.25810850 25.29029600
A5 16162TLJ3 876.43464320 24.54882400
A6 16162TLK0 918.25381185 16.24057774
A7 16162TLL8 1,035.40986658 .00000000
A8 16162TLM6 1,000.00000000 .00000000
A9 16162TLN4 1,000.00000000 .00000000
A10 16162TLP9 1,000.00000000 .00000000
A11 16162TLQ7 958.36171125 8.27231132
A12 16162TLR5 958.36171014 8.27231215
A13 16162TLS3 592.64026419 .00000000
A14 16162TLT1 935.94260305 8.59058634
AP 16162TLU8 985.52922195 1.02915700
<CAPTION>
PASS-THROUGH RATES
CURRENT CURRENT
PRINCIPAL CLASS PASS THRU
CLASS INTEREST TOTAL FACTOR RATE
<S> <C> <C> <C> <C> <C>
A1 5.29166665 5.29166665 1,000.00000000 A1 6.350000 %
A2 5.41666671 5.41666671 1,000.00000000 A2 6.500000 %
A3 5.54166657 5.54166657 1,000.00000000 A3 6.650000 %
A4 4.80474200 30.09503800 854.96781250 A4 6.550000 %
A5 4.78387253 29.33269653 851.88581920 A5 6.550000 %
A6 5.01213540 21.25271315 902.01323411 A6 6.550000 %
A7 1.78234499 1.78234499 1,041.44975748 A7 2.065669 %
A8 5.83333313 5.83333313 1,000.00000000 A8 7.000000 %
A9 5.83333333 5.83333333 1,000.00000000 A9 7.000000 %
A10 5.83333429 5.83333429 1,000.00000000 A10 7.000000 %
A11 4.96251643 13.23482775 950.08939993 A11 6.213750 %
A12 6.13305240 14.40536455 950.08939799 A12 7.679420 %
A13 .00000000 .00000000 596.09733225 A13 7.000000 %
A14 .00000000 8.59058634 927.35201671 A14 .000000 %
AP .00000000 1.02915700 984.50006495 AP .000000 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 3
Chase Mortgage Finance Trust
Series 1999-S8
Statement to Certificateholders
February 25 2000
<TABLE>
<CAPTION>
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
PRIOR
PRINCIPAL
CLASS CUSIP FACTOR PRINCIPAL
<S> <C> <C> <C>
AR 16162TLV6 .00000000 .00000000
M 16162TLW4 994.28541236 .84468945
B1 16162TLX2 994.28541333 .84468978
B2 16162TLY0 994.28541200 .84468800
B3 16162TLZ7 994.28541333 .84468800
B4 16162TMA1 994.28540800 .84468800
B5 16162TMB9 994.28542387 .84468817
TOTALS 967.24859241 5.22342091
AX N/A 961.64160075 .00000000
A7C1 N/A 1,000.00000000 .00000000
A7C2 N/A 914.08533123 .00000000
A7C3 N/A 1,035.40986710 .00000000
<CAPTION>
PASS-THROUGH RATES
CURRENT CURRENT
PRINCIPAL CLASS PASS THRU
CLASS INTEREST TOTAL FACTOR RATE
<S> <C> <C> <C> <C> <C>
AR .00000000 .00000000 .00000000 AR 6.750000 %
M 5.59285527 6.43754473 993.44072291 M 6.750000 %
B1 5.59285511 6.43754489 993.44072356 B1 6.750000 %
B2 5.59285600 6.43754400 993.44072400 B2 6.750000 %
B3 5.59285333 6.43754133 993.44072533 B3 6.750000 %
B4 5.59285600 6.43754400 993.44072000 B4 6.750000 %
B5 5.59285275 6.43754092 993.44073571 B5 6.750000 %
TOTALS 4.57789046 9.80131137 962.85801072
AX .22109817 5.72567351 956.13702541 AX .275900 %
A7C1 5.62500025 5.62500025 1,000.00000000 A7C1 6.750000 %
A7C2 5.33216457 22.56558007 896.85191573 A7C2 7.000000 %
A7C3 .00000000 .00000000 1,041.44975800 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
February 25 2000
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 2,230,345.21
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 168,271.73
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,834
Ending Principal Balance of Outstanding Mortgage Loans 601,789,221.41
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 154,810.91
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
Group 1
Principal
Category Number Balance Percentage
1 Month 3 815,689.74 .14 %
2 Months 0 .00 .00 %
3+Months 0 .00 .00 %
Total 3.00 815,689.74 .14 %
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
Group 1
Principal
Number Balance Percentage
1.00 244,971.10 .05 %
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 34,289.96
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 5
Chase Mortgage Finance Trust
Series 1999-S8
February 25 2000
Sec. 6.02(a)(x) Class A Percentage 95.63109 %
Class M Percentage 2.26148 %
Class B Percentage 2.10742 %
Class A Principal Balance 578,121,847.74
Class M Principal Balance 13,671,424.42
Class B Principal Balance 12,740,076.10
NON-PO Class A Percentage 95.60683 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 2.12 %
B1 Credit Support 1.19 %
B2 Credit Support 0.78 %
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-S9
Statement to Certificateholders
February 25 2000
<TABLE>
<CAPTION>
DISTRIBUTION IN DOLLARS
ORIGINAL PRIOR
FACE PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL
<S> <C> <C> <C>
A1 138,313,000.00 133,017,492.96 554,785.61
A2 11,517,000.00 11,517,000.00 0.00
A3 18,265,000.00 17,839,278.42 62,476.03
A4 11,659,635.00 11,387,871.61 39,882.16
AP 164,041.00 159,615.56 652.64
AR 100.00 0.00 0.00
M 2,775,097.00 2,710,414.90 9,492.31
B1 555,019.00 542,082.59 1,898.46
B2 647,523.00 632,430.50 2,214.87
B3 555,019.00 542,082.59 1,898.46
B4 277,510.00 271,041.78 949.23
B5 277,510.15 271,041.93 949.23
TOTALS 185,006,454.15 178,890,352.84 675,199.000
AX 177,144,828.10 171,229,263.83 0.00
<CAPTION>
CURRENT
REALIZED DEFERRED PRINCIPAL
CLASS INTEREST TOTAL LOSES INTEREST BALANCE
<S> <C> <C> <C> <C> <C>
A1 692,799.44 1,247,585.05 0.00 0.00 132,462,707.35
A2 59,984.38 59,984.38 0.00 0.00 11,517,000.00
A3 92,912.91 155,388.94 0.00 0.00 17,776,802.39
A4 59,311.83 99,193.99 0.00 0.00 11,347,989.45
AP 0.00 652.64 0.00 0.00 158,962.92
AR 0.00 0.00 0.00 0.00 0.00
M 14,116.74 23,609.05 0.00 0.00 2,700,922.59
B1 2,823.35 4,721.81 0.00 0.00 540,184.13
B2 3,293.91 5,508.78 0.00 0.00 630,215.63
B3 2,823.35 4,721.81 0.00 0.00 540,184.13
B4 1,411.68 2,360.91 0.00 0.00 270,092.55
B5 1,411.68 2,360.91 0.00 0.00 270,092.70
TOTALS 930,889.27 1,606,088.27 0.00 0.00 178,215,153.84
AX 55,778.26 701,817.85 0.00 0.00 170,583,224.24
<CAPTION>
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
PRIOR
PRINCIPAL
CLASS CUSIP FACTOR PRINCIPAL
<S> <C> <C> <C>
A1 16162TKV7 961.71359858 4.01108797
A2 16162TKW5 1,000.00000000 .00000000
A3 16162TKX3 976.69194744 3.42053271
A4 16162TKY1 976.69194705 3.42053246
<CAPTION>
PASS-THROUGH RATES
CURRENT CURRENT
PRINCIPAL CLASS PASS THRU
CLASS INTEREST TOTAL FACTOR RATE
<S> <C> <C> <C> <C> <C>
A1 5.00892497 9.02001294 957.70251061 A1 6.250000 %
A2 5.20833377 5.20833377 1,000.00000000 A2 6.250000 %
A3 5.08693731 8.50747002 973.27141473 A3 6.250000 %
A4 5.08693711 8.50746957 973.27141459 A4 6.250000 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 2
Chase Mortgage Finance Trust
Series 1999-S9
Statement to Certificateholders
February 25 2000
<TABLE>
<CAPTION>
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
PRIOR
PRINCIPAL
CLASS CUSIP FACTOR PRINCIPAL
<S> <C> <C> <C>
AP 16162TKZ8 973.02235417 3.97851757
AR 16162TLA2 .00000000 .00000000
M 16162TLB0 976.69194987 3.42053269
B1 16162TLC8 976.69195109 3.42053155
B2 16162TLD6 976.69194762 3.42052715
B3 16162TMC7 976.69195109 3.42053155
B4 16162TMD5 976.69193903 3.42052539
B5 16162TME3 976.69195163 3.42052354
TOTALS 966.94114625 3.64959700
AX N/A 966.60605713 .00000000
<CAPTION>
PASS-THROUGH RATES
CURRENT CURRENT
PRINCIPAL CLASS PASS THRU
CLASS INTEREST TOTAL FACTOR RATE
<S> <C> <C> <C> <C> <C>
AP .00000000 3.97851757 969.04383660 AP .000000 %
AR .00000000 .00000000 .00000000 AR 6.250000 %
M 5.08693570 8.50746839 973.27141718 M 6.250000 %
B1 5.08694297 8.50747452 973.27141954 B1 6.250000 %
B2 5.08693900 8.50746614 973.27142047 B2 6.250000 %
B3 5.08694297 8.50747452 973.27141954 B3 6.250000 %
B4 5.08695182 8.50747721 973.27141364 B4 6.250000 %
B5 5.08694907 8.50747261 973.27142809 B5 6.250000 %
TOTALS 5.03165835 8.68125535 963.29154925
AX .31487377 3.96183088 962.95910002 AX .390902 %
</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
February 25 2000
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 48,677.94
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 52,628.67
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 596
Ending Principal Balance of Outstanding Mortgage Loans 178,215,154.30
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 46,794.73
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 1 543,552.23 .30 %
3+Months 0 .00 .00 %
Total 1.00 543,552.23 .30 %
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 5,441.98
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 4
Chase Mortgage Finance Trust
Series 1999-S9
February 25 2000
Sec. 6.02(a)(x) Class A Percentage 97.22227 %
Class M Percentage 1.51513 %
Class B Percentage 1.26261 %
Class A Principal Balance 173,921,258.55
Class M Principal Balance 2,710,414.90
Class B Principal Balance 2,258,679.39
NON-PO Class A Percentage 97.21979 %
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
February 25 2000
<TABLE>
<CAPTION>
DISTRIBUTION IN DOLLARS
ORIGINAL PRIOR
FACE PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL
<S> <C> <C> <C>
A1 71,665,000.00 71,665,000.00 0.00
A2 15,000,000.00 15,000,000.00 0.00
A3 21,400,000.00 21,400,000.00 0.00
A4 50,500,000.00 48,131,329.19 470,683.84
A5 16,987,952.00 16,191,142.78 158,335.73
A6 6,512,048.00 6,206,604.47 60,695.36
A7 7,785,000.00 4,690,506.61 0.00
A8 22,275,000.00 22,275,000.00 0.00
A9 7,425,000.00 7,425,000.00 0.00
A10 57,400,000.00 55,000,632.69 271,718.24
A11 7,500,000.00 7,500,000.00 0.00
A12 11,700,000.00 11,700,000.00 0.00
A13 63,300,000.00 63,300,000.00 0.00
A14 20,000,000.00 19,061,912.55 186,409.44
A16 80,739,000.00 80,739,000.00 0.00
A17 37,000,000.00 37,000,000.00 0.00
A18 17,411,000.00 17,411,000.00 0.00
A19 77,800,000.00 72,266,443.14 1,004,551.55
A20 33,000,000.00 34,085,074.02 0.00
A21 3,801,200.00 1,265,072.08 0.00
A22 27,200,000.00 27,200,000.00 0.00
A23 10,503,800.00 9,986,421.06 58,590.99
AP 3,344,515.00 3,303,803.47 6,257.01
AR 100.00 0.00 0.00
<CAPTION>
CURRENT
REALIZED DEFERRED PRINCIPAL
CLASS INTEREST TOTAL LOSES INTEREST BALANCE
<S> <C> <C> <C> <C> <C>
A1 403,115.63 403,115.63 0.00 0.00 71,665,000.00
A2 84,375.00 84,375.00 0.00 0.00 15,000,000.00
A3 120,375.00 120,375.00 0.00 0.00 21,400,000.00
A4 253,240.98 723,924.82 0.00 0.00 47,660,645.35
A5 108,419.10 266,754.83 0.00 0.00 16,032,807.05
A6 41,995.59 102,690.95 0.00 0.00 6,145,909.11
A7 0.00 0.00 0.00 26,384.10 4,716,890.71
A8 126,735.47 126,735.47 0.00 0.00 22,275,000.00
A9 40,327.03 40,327.03 0.00 0.00 7,425,000.00
A10 309,378.56 581,096.80 0.00 0.00 54,728,914.45
A11 42,187.50 42,187.50 0.00 0.00 7,500,000.00
A12 65,812.50 65,812.50 0.00 0.00 11,700,000.00
A13 356,062.50 356,062.50 0.00 0.00 63,300,000.00
A14 100,293.46 286,702.90 0.00 0.00 18,875,503.11
A16 437,336.25 437,336.25 0.00 0.00 80,739,000.00
A17 200,416.67 200,416.67 0.00 0.00 37,000,000.00
A18 94,309.58 94,309.58 0.00 0.00 17,411,000.00
A19 421,554.25 1,426,105.80 0.00 0.00 71,261,891.59
A20 43,211.76 43,211.76 0.00 205,930.66 34,291,004.68
A21 0.00 0.00 0.00 7,643.14 1,272,715.22
A22 164,333.33 164,333.33 0.00 0.00 27,200,000.00
A23 0.00 58,590.99 0.00 0.00 9,927,830.07
AP 0.00 6,257.01 0.00 0.00 3,297,546.46
AR 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
February 25 2000
<TABLE>
<CAPTION>
DISTRIBUTION IN DOLLARS
ORIGINAL PRIOR
FACE PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL
<S> <C> <C> <C>
M 16,100,000.00 16,022,056.91 13,372.11
B1 5,950,000.00 5,921,194.95 4,941.87
B2 2,450,000.00 2,438,139.09 2,034.89
B3 2,100,000.00 2,089,833.51 1,744.19
B4 1,400,000.00 1,393,222.33 1,162.79
B5 1,750,998.00 1,742,521.09 1,454.32
TOTALS 700,000,613.00 682,410,909.94 2,241,952.330
A15 20,000,000.00 19,061,912.55 0.00
AX 546,040,645.12 531,207,078.15 0.00
A20C1 5,005,555.56 5,005,555.56 0.00
A20C2 2,682,758.62 2,491,946.32 0.00
A20C3 33,000,000.00 34,085,074.02 0.00
<CAPTION>
CURRENT
REALIZED DEFERRED PRINCIPAL
CLASS INTEREST TOTAL LOSES INTEREST BALANCE
<S> <C> <C> <C> <C> <C>
M 90,124.07 103,496.18 0.00 0.00 16,008,684.80
B1 33,306.72 38,248.59 0.00 0.00 5,916,253.08
B2 13,714.53 15,749.42 0.00 0.00 2,436,104.20
B3 11,755.31 13,499.50 0.00 0.00 2,088,089.32
B4 7,836.88 8,999.67 0.00 0.00 1,392,059.54
B5 9,801.68 11,256.00 0.00 0.00 1,741,066.77
TOTALS 3,580,019.35 5,821,971.68 0.00 239,957.90 680,408,915.51
A15 0.00 186,409.44 0.00 0.00 18,875,503.11
AX 135,265.18 1,647,888.35 0.00 0.00 529,694,454.98
A20C1 28,156.25 28,156.25 0.00 0.00 5,005,555.56
A20C2 15,055.51 49,695.22 0.00 0.00 2,457,306.61
A20C3 0.00 0.00 0.00 205,930.66 34,291,004.68
<CAPTION>
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
PRIOR
PRINCIPAL
CLASS CUSIP FACTOR PRINCIPAL
<S> <C> <C> <C>
A1 16162TMF0 1,000.00000000 .00000000
A2 16162TMG8 1,000.00000000 .00000000
A3 16162TMH6 1,000.00000000 .00000000
A4 16162TMJ2 953.09562752 9.32047208
A5 16162TMK9 953.09562801 9.32047194
A6 16162TML7 953.09562675 9.32047184
<CAPTION>
PASS-THROUGH RATES
CURRENT CURRENT
PRINCIPAL CLASS PASS THRU
CLASS INTEREST TOTAL FACTOR RATE
<S> <C> <C> <C> <C> <C>
A1 5.62500007 5.62500007 1,000.00000000 A1 6.750000 %
A2 5.62500000 5.62500000 1,000.00000000 A2 6.750000 %
A3 5.62500000 5.62500000 1,000.00000000 A3 6.750000 %
A4 5.01467287 14.33514495 943.77515545 A4 6.313750 %
A5 6.38211716 15.70258911 943.77515606 A5 8.035438 %
A6 6.44890670 15.76937854 943.77515491 A6 8.119530 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 3
Chase Mortgage Finance Trust
Series 1999-S10
Statement to Certificateholders
February 25 2000
<TABLE>
<CAPTION>
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
PRIOR
PRINCIPAL
CLASS CUSIP FACTOR PRINCIPAL
<S> <C> <C> <C>
A7 16162TMM5 602.50566602 .00000000
A8 16162TMN3 1,000.00000000 .00000000
A9 16162TMP8 1,000.00000000 .00000000
A10 16162TMQ6 958.19917578 4.73376725
A11 16162TMR4 1,000.00000000 .00000000
A12 16162TMS2 1,000.00000000 .00000000
A13 16162TMT0 1,000.00000000 .00000000
A14 16162TMU7 953.09562750 9.32047200
A16 16162TMW3 1,000.00000000 .00000000
A17 16162TMX1 1,000.00000000 .00000000
A18 16162TMY9 1,000.00000000 .00000000
A19 16162TMZ6 928.87459049 12.91197365
A20 16162TNA0 1,032.88103091 .00000000
A21 16162TNB8 332.80860781 .00000000
A22 16162TNC6 1,000.00000000 .00000000
A23 16162TND4 950.74364135 5.57807555
AP 16162TNE2 987.82737407 1.87082731
AR 16162TNF9 .00000000 .00000000
M 16162TNG7 995.15881429 .83056584
B1 16162TNH5 995.15881513 .83056639
B2 16162TNJ1 995.15881224 .83056735
B3 16162TNK8 995.15881429 .83056667
B4 16162TNL6 995.15880714 .83056429
B5 16162TNM4 995.15881229 .83056634
<CAPTION>
PASS-THROUGH RATES
CURRENT CURRENT
PRINCIPAL CLASS PASS THRU
CLASS INTEREST TOTAL FACTOR RATE
<S> <C> <C> <C> <C> <C>
A7 .00000000 .00000000 605.89476044 A7 6.750000 %
A8 5.68958339 5.68958339 1,000.00000000 A8 6.827500 %
A9 5.43124983 5.43124983 1,000.00000000 A9 6.517500 %
A10 5.38987038 10.12363763 953.46540854 A10 6.750000 %
A11 5.62500000 5.62500000 1,000.00000000 A11 6.750000 %
A12 5.62500000 5.62500000 1,000.00000000 A12 6.750000 %
A13 5.62500000 5.62500000 1,000.00000000 A13 6.750000 %
A14 5.01467300 14.33514500 943.77515550 A14 6.313750 %
A16 5.41666667 5.41666667 1,000.00000000 A16 6.500000 %
A17 5.41666676 5.41666676 1,000.00000000 A17 6.500000 %
A18 5.41666648 5.41666648 1,000.00000000 A18 6.500000 %
A19 5.41843509 18.33040874 915.96261684 A19 7.000000 %
A20 1.30944727 1.30944727 1,039.12135394 A20 1.521314 %
A21 .00000000 .00000000 334.81932548 A21 7.250000 %
A22 6.04166654 6.04166654 1,000.00000000 A22 7.250000 %
A23 .00000000 5.57807555 945.16556580 A23 .000000 %
AP .00000000 1.87082731 985.95654676 AP .000000 %
AR .00000000 .00000000 .00000000 AR 6.750000 %
M 5.59776832 6.42833416 994.32824845 M 6.750000 %
B1 5.59776807 6.42833445 994.32824874 B1 6.750000 %
B2 5.59776735 6.42833469 994.32824490 B2 6.750000 %
B3 5.59776667 6.42833333 994.32824762 B3 6.750000 %
B4 5.59777143 6.42833571 994.32824286 B4 6.750000 %
B5 5.59776767 6.42833401 994.32824595 B5 6.750000 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 4
Chase Mortgage Finance Trust
Series 1999-S10
Statement to Certificateholders
February 25 2000
<TABLE>
<CAPTION>
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
PRIOR
PRINCIPAL
CLASS CUSIP FACTOR PRINCIPAL
<S> <C> <C> <C>
TOTALS 974.87187478 3.20278624
A15 16162TMV5 953.09562750 .00000000
AX N/A 972.83431718 .00000000
A20C1 1,000.00000000 .00000000
A20C2 928.87459253 .00000000
A20C3 1,032.88103091 .00000000
<CAPTION>
PASS-THROUGH RATES
CURRENT CURRENT
PRINCIPAL CLASS PASS THRU
CLASS INTEREST TOTAL FACTOR RATE
<S> <C> <C> <C> <C> <C>
TOTALS 5.11430888 8.31709512 972.01188524
A15 .00000000 9.32047200 943.77515550 A15 .000000 %
AX .24771998 3.01788587 970.06415129 AX .305564 %
A20C1 5.62500000 5.62500000 1,000.00000000 A20C1 6.750000 %
A20C2 5.61195103 18.52392520 915.96261836 A20C2 7.250000 %
A20C3 .00000000 .00000000 1,039.12135394 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
February 25 2000
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 1,432,222.49
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 224,139.57
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 2,009
Ending Principal Balance of Outstanding Mortgage Loans 680,408,916.00
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 174,754.06
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans
in Delinquency
</TABLE>
Group 1
Principal
Category Number Balance Percentage
1 Month 3 1,178,777.92 .17 %
2 Months 2 326,582.46 .05 %
3+Months 0 .00 .00 %
Total 5.00 1,505,360.38 .22 %
Number and Aggregate Principal Amounts of Mortgage Loans
in Foreclosure
Group 1
Principal
Number Balance Percentage
2.00 456,036.48 .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 39,177.88
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 6
Chase Mortgage Finance Trust
Series 1999-S10
February 25 2000
Sec. 6.02(a)(x) Class A Percentage 95.66142 %
Class M Percentage 2.34786 %
Class B Percentage 1.99072 %
Class A Principal Balance 652,803,942.06
Class M Principal Balance 16,022,056.91
Class B Principal Balance 13,584,910.97
NON-PO Class A Percentage 95.64031 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 2.00 %
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
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
February 25 2000
<TABLE>
<CAPTION>
DISTRIBUTION IN DOLLARS
ORIGINAL PRIOR
FACE PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL
<S> <C> <C> <C>
A1 95,706,000.00 93,914,946.42 457,814.18
A2 59,000,000.00 57,410,216.79 406,367.13
A3 25,951,000.00 25,951,000.00 0.00
A4 65,000,000.00 63,260,035.99 444,755.10
A5 27,976,000.00 27,976,000.00 0.00
A6 5,360,000.00 5,075,425.87 57,878.85
A7 18,840,000.00 18,840,000.00 0.00
A8 10,005,000.00 10,289,574.13 0.00
A9 11,440,000.00 11,126,527.59 63,756.41
A10 11,610,000.00 11,610,000.00 0.00
A11 11,021,000.00 11,334,472.41 0.00
A12 40,000,000.00 40,000,000.00 0.00
AP 1,090,837.00 1,084,144.56 1,096.63
AR 100.00 0.00 0.00
M 9,000,000.00 8,965,695.17 7,031.04
B1 3,400,000.00 3,387,040.40 2,656.17
B2 1,600,000.00 1,593,901.37 1,249.96
B3 1,200,000.00 1,195,426.01 937.47
B4 800,000.00 796,950.69 624.98
B5 1,000,409.87 996,596.66 781.55
TOTALS 400,000,346.87 394,807,954.06 1,444,949.470
AX 358,117,946.52 353,189,457.23 0.00
<CAPTION>
CURRENT
REALIZED DEFERRED PRINCIPAL
CLASS INTEREST TOTAL LOSES INTEREST BALANCE
<S> <C> <C> <C> <C> <C>
A1 528,271.57 986,085.75 0.00 0.00 93,457,132.24
A2 322,932.47 729,299.60 0.00 0.00 57,003,849.66
A3 145,974.38 145,974.38 0.00 0.00 25,951,000.00
A4 355,837.70 800,592.80 0.00 0.00 62,815,280.89
A5 157,365.00 157,365.00 0.00 0.00 27,976,000.00
A6 28,549.27 86,428.12 0.00 0.00 5,017,547.02
A7 105,975.00 105,975.00 0.00 0.00 18,840,000.00
A8 0.00 0.00 0.00 57,878.85 10,347,452.98
A9 62,586.72 126,343.13 0.00 0.00 11,062,771.18
A10 65,306.25 65,306.25 0.00 0.00 11,610,000.00
A11 0.00 0.00 0.00 63,756.41 11,398,228.82
A12 225,000.00 225,000.00 0.00 0.00 40,000,000.00
AP 0.00 1,096.63 0.00 0.00 1,083,047.93
AR 0.00 0.00 0.00 0.00 0.00
M 50,432.04 57,463.08 0.00 0.00 8,958,664.13
B1 19,052.10 21,708.27 0.00 0.00 3,384,384.23
B2 8,965.70 10,215.66 0.00 0.00 1,592,651.41
B3 6,724.27 7,661.74 0.00 0.00 1,194,488.54
B4 4,482.85 5,107.83 0.00 0.00 796,325.71
B5 5,605.86 6,387.41 0.00 0.00 995,815.11
TOTALS 2,093,061.18 3,538,010.65 0.00 121,635.26 393,484,639.85
AX 150,542.68 1,432,678.86 0.00 0.00 351,907,321.05
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 2
Chase Mortgage Finance Trust
Series 1999-S11
Statement to Certificateholders
February 25 2000
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
<TABLE>
<CAPTION>
PRIOR
PRINCIPAL
CLASS CUSIP FACTOR PRINCIPAL
<S> <C> <C> <C>
A1 16162TNN2 981.28587988 4.78354732
A2 16162TNP7 973.05452186 6.88757847
A3 16162TNQ5 1,000.00000000 .00000000
A4 16162TNR3 973.23132292 6.84238615
A5 16162TNS1 1,000.00000000 .00000000
A6 16162TNT9 946.90781157 10.79829291
A7 16162TNU6 1,000.00000000 .00000000
A8 16162TNV4 1,028.44319140 .00000000
A9 16162TNW2 972.59856556 5.57311276
A10 16162TNX0 1,000.00000000 .00000000
A11 16162TNY8 1,028.44319118 .00000000
A12 16162TNZ5 1,000.00000000 .00000000
AP 16162TPA8 993.86485790 1.00531060
AR 16162TPB6 .00000000 .00000000
M 16162TPC4 996.18835222 .78122667
B1 16162TPD2 996.18835294 .78122647
B2 16162TPE0 996.18835625 .78122500
B3 16162TPF7 996.18834167 .78122500
B4 16162TPG5 996.18836250 .78122500
B5 16162TPH3 996.18835228 .78122980
TOTALS 987.01902923 3.61237054
AX N/A 986.23780423 .00000000
<CAPTION>
PASS-THROUGH RATES
CURRENT CURRENT
PRINCIPAL CLASS PASS THRU
CLASS INTEREST TOTAL FACTOR RATE
<S> <C> <C> <C> <C> <C>
A1 5.51973304 10.30328036 976.50233256 A1 6.750000 %
A2 5.47343169 12.36101017 966.16694339 A2 6.750000 %
A3 5.62500019 5.62500019 1,000.00000000 A3 6.750000 %
A4 5.47442615 12.31681231 966.38893677 A4 6.750000 %
A5 5.62500000 5.62500000 1,000.00000000 A5 6.750000 %
A6 5.32635634 16.12464925 936.10951866 A6 6.750000 %
A7 5.62500000 5.62500000 1,000.00000000 A7 6.750000 %
A8 .00000000 .00000000 1,034.22818391 A8 6.750000 %
A9 5.47086713 11.04397990 967.02545280 A9 6.750000 %
A10 5.62500000 5.62500000 1,000.00000000 A10 6.750000 %
A11 .00000000 .00000000 1,034.22818438 A11 6.750000 %
A12 5.62500000 5.62500000 1,000.00000000 A12 6.750000 %
AP .00000000 1.00531060 992.85954730 AP .000000 %
AR .00000000 .00000000 .00000000 AR 6.750000 %
M 5.60356000 6.38478667 995.40712556 M 6.750000 %
B1 5.60355882 6.38478529 995.40712647 B1 6.750000 %
B2 5.60356250 6.38478750 995.40713125 B2 6.750000 %
B3 5.60355833 6.38478333 995.40711667 B3 6.750000 %
B4 5.60356250 6.38478750 995.40713750 B4 6.750000 %
B5 5.60356327 6.38479306 995.40712248 B5 6.750000 %
TOTALS 5.23264841 8.84501895 983.71074658
AX .42037178 4.00057823 982.65759778 AX .511486 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 3
Chase Mortgage Finance Trust
Series 1999-S11
Statement to Certificateholders
February 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
February 25 2000
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 1,013,575.06
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 86,248.94
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,224
Ending Principal Balance of Outstanding Mortgage Loans 393,484,640.05
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 101,498.54
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
Group 1
Principal
Category Number Balance Percentage
1 Month 6 2,038,703.38 .52 %
2 Months 0 .00 .00 %
3+Months 0 .00 .00 %
Total 6.00 2,038,703.38 .52 %
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 29,090.68
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 5
Chase Mortgage Finance Trust
Series 1999-S11
February 25 2000
Sec. 6.02(a)(x) Class A Percentage 95.71042 %
Class M Percentage 2.27090 %
Class B Percentage 2.01868 %
Class A Principal Balance 377,872,343.76
Class M Principal Balance 8,965,695.17
Class B Principal Balance 7,969,915.13
NON-PO Class A Percentage 95.69861 %
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 0.46 %
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 Morgage Finance Corporation
Series 1999-S12
Statement to Certificateholders
February 25 2000
DISTRIBUTION IN DOLLARS
<TABLE>
<CAPTION>
ORIGINAL PRIOR
FACE PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL
<S> <C> <C> <C>
A1 65,272,000.00 65,272,000.00 0.00
A2 36,036,000.00 36,036,000.00 0.00
A3 12,503,000.00 12,503,000.00 0.00
A4 10,000,000.00 9,637,352.35 76,721.10
A5 68,000,000.00 64,971,892.13 640,621.15
A6 15,500,000.00 15,500,000.00 0.00
A7 68,400,000.00 69,643,714.58 0.00
A8 3,840,000.00 3,933,644.40 0.00
A9 3,000,000.00 3,073,159.68 0.00
A10 1,476,000.00 1,511,994.57 0.00
AP 3,231,864.00 3,193,739.88 3,372.52
AR 100.00 0.00 0.00
M 6,600,000.00 6,580,791.52 4,906.69
B1 2,700,000.00 2,692,141.99 2,007.28
B2 1,200,000.00 1,196,507.55 892.13
B3 900,000.00 897,380.66 669.09
B4 600,000.00 598,253.78 446.06
B5 751,414.98 749,228.08 558.63
TOTALS 300,010,378.98 297,990,801.17 730,194.650
AX 210,442,300.73 208,967,227.33 0.00
A7C2 3,924,517.24 3,924,517.24 0.00
A7C3 3,224,137.93 3,107,215.33 0.00
<CAPTION>
CURRENT
REALIZED DEFERRED PRINCIPAL
CLASS INTEREST TOTAL LOSES INTEREST BALANCE
<S> <C> <C> <C> <C> <C>
A1 380,753.33 380,753.33 0.00 0.00 65,272,000.00
A2 210,210.00 210,210.00 0.00 0.00 36,036,000.00
A3 72,934.17 72,934.17 0.00 0.00 12,503,000.00
A4 56,217.89 132,938.99 0.00 0.00 9,560,631.25
A5 379,002.70 1,019,623.85 0.00 0.00 64,331,270.98
A6 90,416.67 90,416.67 0.00 0.00 15,500,000.00
A7 147,608.38 147,608.38 0.00 315,639.11 69,959,353.69
A8 0.00 0.00 0.00 23,765.77 3,957,410.17
A9 0.00 0.00 0.00 18,567.01 3,091,726.69
A10 0.00 0.00 0.00 9,134.97 1,521,129.54
AP 0.00 3,372.52 0.00 0.00 3,190,367.36
AR 0.00 0.00 0.00 0.00 0.00
M 39,758.95 44,665.64 0.00 0.00 6,575,884.83
B1 16,265.02 18,272.30 0.00 0.00 2,690,134.71
B2 7,228.90 8,121.03 0.00 0.00 1,195,615.42
B3 5,421.67 6,090.76 0.00 0.00 896,711.57
B4 3,614.45 4,060.51 0.00 0.00 597,807.72
B5 4,526.59 5,085.22 0.00 0.00 748,669.45
TOTALS 1,413,958.72 2,144,153.37 0.00 367,106.86 297,627,713.38
AX 70,082.12 351,790.07 0.00 0.00 208,685,519.38
A7C2 23,710.62 23,710.62 0.00 0.00 3,924,517.24
A7C3 18,772.76 43,508.70 0.00 0.00 3,082,479.39
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 2
Chase Morgage Finance Corporation
Series 1999-S12
Statement to Certificateholders
February 25 2000
DISTRIBUTION IN DOLLARS
ORIGINAL PRIOR
FACE PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL
A7C1 17,400,000.00 17,400,000.00 105,125.00
A7C4 51,000,000.00 52,243,714.58 0.00
CURRENT
REALIZED DEFERRED PRINCIPAL
CLASS INTEREST TOTAL LOSES INTEREST BALANCE
A7C1 0.00 105,125.00 0.00 0.00 17,400,000.00
A7C4 0.00 0.00 0.00 315,639.11 52,559,353.69
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
<TABLE>
<CAPTION>
PRIOR
PRINCIPAL
CLASS CUSIP FACTOR PRINCIPAL
<S> <C> <C> <C>
A1 16162TPJ9 1,000.00000000 .00000000
A2 16162TPK6 1,000.00000000 .00000000
A3 16162TPL4 1,000.00000000 .00000000
A4 16162TPM2 963.73523500 7.67211000
A5 16162TPN0 955.46900191 9.42089926
A6 16162TPP5 1,000.00000000 .00000000
A7 16162TPQ3 1,018.18296170 .00000000
A8 16162TPR1 1,024.38656250 .00000000
A9 16162TPS9 1,024.38656000 .00000000
A10 16162TPT7 1,024.38656504 .00000000
AP 16162TPU4 988.20367441 1.04352163
AR 16162TPV2 .00000000 .00000000
M 16162TPW0 997.08962424 .74343788
B1 16162TPX8 997.08962593 .74343704
B2 16162TPY6 997.08962500 .74344167
B3 16162TPZ3 997.08962222 .74343333
B4 16162TQA7 997.08963333 .74343333
B5 16162TQB5 997.08962416 .74343740
<CAPTION>
PASS-THROUGH RATES
CURRENT CURRENT
PRINCIPAL CLASS PASS THRU
CLASS INTEREST TOTAL FACTOR RATE
<S> <C> <C> <C> <C> <C>
A1 5.83333328 5.83333328 1,000.00000000 A1 7.000000 %
A2 5.83333333 5.83333333 1,000.00000000 A2 7.000000 %
A3 5.83333360 5.83333360 1,000.00000000 A3 7.000000 %
A4 5.62178900 13.29389900 956.06312500 A4 7.000000 %
A5 5.57356912 14.99446838 946.04810265 A5 7.000000 %
A6 5.83333355 5.83333355 1,000.00000000 A6 7.000000 %
A7 2.15801725 2.15801725 1,022.79756857 A7 2.543375 %
A8 .00000000 .00000000 1,030.57556510 A8 7.250000 %
A9 .00000000 .00000000 1,030.57556333 A9 7.250000 %
A10 .00000000 .00000000 1,030.57556911 A10 7.250000 %
AP .00000000 1.04352163 987.16015278 AP .000000 %
AR .00000000 .00000000 .00000000 AR 7.250000 %
M 6.02408333 6.76752121 996.34618636 M 7.250000 %
B1 6.02408148 6.76751852 996.34618889 B1 7.250000 %
B2 6.02408333 6.76752500 996.34618333 B2 7.250000 %
B3 6.02407778 6.76751111 996.34618889 B3 7.250000 %
B4 6.02408333 6.76751667 996.34620000 B4 7.250000 %
B5 6.02408805 6.76752545 996.34618676 B5 7.250000 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 3
Chase Morgage Finance Corporation
Series 1999-S12
Statement to Certificateholders
February 25 2000
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
<TABLE>
<CAPTION>
PRIOR
PRINCIPAL
CLASS CUSIP FACTOR PRINCIPAL
<S> <C> <C> <C>
TOTALS 993.26830686 2.43389796
AX N/A 992.99060410 .00000000
A7C2 1,000.00000000 .00000000
A7C3 963.73523635 .00000000
A7C1 1,000.00000000 6.04166667
A7C4 1,024.38656039 .00000000
<CAPTION>
PASS-THROUGH RATES
CURRENT CURRENT
PRINCIPAL CLASS PASS THRU
CLASS INTEREST TOTAL FACTOR RATE
<S> <C> <C> <C> <C> <C>
TOTALS 4.71303268 7.14693064 992.05805610
AX .33302297 1.67166995 991.65195712 AX .402448 %
A7C2 6.04166539 6.04166539 1,000.00000000 A7C2 7.250000 %
A7C3 5.82256727 13.49467701 956.06312662 A7C3 7.250000 %
A7C1 .00000000 6.04166667 1,000.00000000 A7C1 7.250000 %
A7C4 .00000000 .00000000 1,030.57556255 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
February 25 2000
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 140,609.46
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 78,415.53
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 993
Ending Principal Balance of Outstanding Mortgage Loans 297,627,714.06
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 76,931.29
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in
Delinquency
<CAPTION>
Group 1
Principal
Category Number Balance Percentage
<S> <C> <C> <C>
1 Month 2 304,314.48 .10 %
2 Months 0 .00 .00 %
3+Months 0 .00 .00 %
Total 2.00 304,314.48 .10 %
Number and Aggregate Principal Amounts of Mortgage Loans
in Foreclosure
Group 1
Principal
Number Balance Percentage
1.00 498,613.76 .24 %
Sec. 6.02(a)(viii) Aggregate Number of REO Loans 0
Aggregate Balance of REO Loans 0.00
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 35,690.04
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 5
Chase Morgage Finance Corporation
Series 1999-S12
February 25 2000
Sec. 6.02(a)(x) Class A Percentage 95.73332 %
Class M Percentage 2.20839 %
Class B Percentage 2.05829 %
Class A Principal Balance 285,276,497.59
Class M Principal Balance 6,580,791.52
Class B Principal Balance 6,133,512.06
NON-PO Class A Percentage 95.68710 %
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
February 25 2000
DISTRIBUTION IN DOLLARS
<TABLE>
<CAPTION>
ORIGINAL PRIOR
FACE PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL
<S> <C> <C> <C>
A1 145,497,000.00 142,763,514.26 816,211.91
AP 381,686.00 375,984.91 1,444.12
AR 100.00 0.00 0.00
M 1,950,000.00 1,924,752.36 6,485.70
B1 600,000.00 592,231.49 1,995.60
B2 600,000.00 592,231.49 1,995.60
B3 525,000.00 518,202.56 1,746.15
B4 225,000.00 222,086.82 748.35
B5 225,704.70 222,782.38 750.69
TOTALS 150,004,490.70 147,211,786.27 831,378.120
AX 131,857,163.93 129,324,576.09 0.00
<CAPTION>
CURRENT
REALIZED DEFERRED PRINCIPAL
CLASS INTEREST TOTAL LOSES INTEREST BALANCE
<S> <C> <C> <C> <C> <C>
A1 773,302.37 1,589,514.28 0.00 0.00 141,947,302.35
AP 0.00 1,444.12 0.00 0.00 374,540.79
AR 0.00 0.00 0.00 0.00 0.00
M 10,425.74 16,911.44 0.00 0.00 1,918,266.66
B1 3,207.92 5,203.52 0.00 0.00 590,235.89
B2 3,207.92 5,203.52 0.00 0.00 590,235.89
B3 2,806.93 4,553.08 0.00 0.00 516,456.41
B4 1,202.97 1,951.32 0.00 0.00 221,338.47
B5 1,206.74 1,957.43 0.00 0.00 222,031.69
TOTALS 795,360.59 1,626,738.71 0.00 0.00 146,380,408.15
AX 54,321.03 819,909.93 0.00 0.00 128,558,987.19
</TABLE>
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
<TABLE>
<CAPTION>
PRIOR
PRINCIPAL
CLASS CUSIP FACTOR PRINCIPAL
<S> <C> <C> <C>
A1 16162TQC3 981.21276906 5.60981952
AP 16162TQD1 985.06340290 3.78352887
AR 16162TQE9 .00000000 .00000000
M 16162TQF6 987.05249231 3.32600000
B1 16162TQG4 987.05248333 3.32600000
B2 16162TQH2 987.05248333 3.32600000
B3 16162TQK5 987.05249524 3.32600000
B4 16162TQL3 987.05253333 3.32600000
<CAPTION>
PASS-THROUGH RATES
CURRENT CURRENT
PRINCIPAL CLASS PASS THRU
CLASS INTEREST TOTAL FACTOR RATE
<S> <C> <C> <C> <C> <C>
A1 5.31490251 10.92472202 975.60294955 A1 6.500000 %
AP .00000000 3.78352887 981.27987403 AP .000000 %
AR .00000000 .00000000 .00000000 AR 6.500000 %
M 5.34653333 8.67253333 983.72649231 M 6.500000 %
B1 5.34653333 8.67253333 983.72648333 B1 6.500000 %
B2 5.34653333 8.67253333 983.72648333 B2 6.500000 %
B3 5.34653333 8.67253333 983.72649524 B3 6.500000 %
B4 5.34653333 8.67253333 983.72653333 B4 6.500000 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 2
Chase Mortgage Finance Trust Series 1999-S13
Statement to Certificateholders
February 25 2000
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
<TABLE>
<CAPTION>
PRIOR
PRINCIPAL
CLASS CUSIP FACTOR PRINCIPAL
<S> <C> <C> <C>
B5 16162TQM1 987.05246280 3.32598302
TOTALS 981.38252784 5.54235487
AX 16162TQJ8 980.79294469 .00000000
<CAPTION>
PASS-THROUGH RATES
CURRENT CURRENT
PRINCIPAL CLASS PASS THRU
CLASS INTEREST TOTAL FACTOR RATE
<S> <C> <C> <C> <C> <C>
B5 5.34654351 8.67252654 983.72647978 B5 6.500000 %
TOTALS 5.30224519 10.84460007 975.84017296
AX .41196874 6.21816749 974.98674595 AX .504045 %
</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
February 25 2000
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 335,269.73
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 20,341.25
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 500
Ending Principal Balance of Outstanding Mortgage Loans 146,380,408.50
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 38,508.15
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage
Loans in Delinquency
Group Totals
Principal
Category Number Balance Percentage
1 Month 0 .00 .00 %
2 Months 1 198,812.45 .14 %
3+Months 0 .00 .00 %
Total 1.00 198,812.45 .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
Group Totals
Principal
Number Balance Percentage
.00 .00 .00 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 4
Chase Mortgage Finance Trust Series 1999-S13
February 25 2000
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 6,561.68
Sec. 6.02(a)(x) Class A Percentage 97.23 %
Class M Percentage 1.31 %
Class B Percentage 1.46 %
Class A Principal Balance 143,139,499.17
Class M Principal Balance 1,924,752.36
Class B Principal Balance 2,147,534.74
NON-PO Class A Percentage 97.2266 %
NON-PO Class A Prepayment Percentage 100.0000 %
M Credit Support 1.46 %
B1 Credit Support 1.06 %
B2 Credit Support 0.66 %
B3 Credit Support 0.30 %
B4 Credit Support 0.15 %
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 1
Chase Mortgage Finance Trust Series 1999-S14
Statement to Certificateholders
February 25 2000
DISTRIBUTION IN DOLLARS
<TABLE>
<CAPTION>
ORIGINAL PRIOR
FACE PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL
<S> <C> <C> <C>
A1 50,900,000.00 49,903,323.50 50,383.25
A2 31,364,000.00 30,262,635.98 55,675.34
A3 37,653,000.00 36,758,563.38 45,214.90
A4 15,000,000.00 15,000,000.00 0.00
A5 17,908,000.00 17,908,000.00 0.00
A6 18,194,000.00 18,194,000.00 0.00
A7 19,850,000.00 19,850,000.00 0.00
AP 633,689.00 632,487.24 567.14
AR 100.00 0.00 0.00
M 4,400,000.00 4,394,121.78 2,994.02
B1 1,800,000.00 1,797,595.27 1,224.83
B2 800,000.00 798,931.23 544.37
B3 600,000.00 599,198.42 408.28
B4 400,000.00 399,465.62 272.18
B5 501,011.81 500,342.48 340.92
TOTALS 200,003,800.81 196,998,664.90 157,625.230
AX 182,960,126.59 179,988,784.76 0.00
<CAPTION>
CURRENT
REALIZED DEFERRED PRINCIPAL
CLASS INTEREST TOTAL LOSES INTEREST BALANCE
<S> <C> <C> <C> <C> <C>
A1 301,499.25 351,882.50 0.00 0.00 49,852,940.25
A2 182,836.76 238,512.10 0.00 0.00 30,206,960.64
A3 222,082.99 267,297.89 0.00 0.00 36,713,348.48
A4 90,625.00 90,625.00 0.00 0.00 15,000,000.00
A5 108,194.17 108,194.17 0.00 0.00 17,908,000.00
A6 109,922.08 109,922.08 0.00 0.00 18,194,000.00
A7 119,927.08 119,927.08 0.00 0.00 19,850,000.00
AP 0.00 567.14 0.00 0.00 631,920.10
AR 0.00 0.00 0.00 0.00 0.00
M 26,547.82 29,541.84 0.00 0.00 4,391,127.76
B1 10,860.47 12,085.30 0.00 0.00 1,796,370.44
B2 4,826.88 5,371.25 0.00 0.00 798,386.86
B3 3,620.16 4,028.44 0.00 0.00 598,790.14
B4 2,413.44 2,685.62 0.00 0.00 399,193.44
B5 3,022.90 3,363.82 0.00 0.00 500,001.56
TOTALS 1,186,379.00 1,344,004.23 0.00 0.00 196,841,039.67
AX 94,050.42 236,722.39 0.00 0.00 179,846,112.79
</TABLE>
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
<TABLE>
<CAPTION>
PRIOR
PRINCIPAL
CLASS CUSIP FACTOR PRINCIPAL
<S> <C> <C> <C>
A1 16162TQN9 980.41892927 .98984774
A2 16162TQP4 964.88445288 1.77513519
<CAPTION>
PASS-THROUGH RATES
CURRENT CURRENT
CLASS PRINCIPAL CLASS PASS THRU
A1 INTEREST TOTAL FACTOR RATE
<S> <C> <C> <C> <C> <C>
A2 5.92336444 6.91321218 979.42908153 A1 7.250000 %
5.82951027 7.60464545 963.10931769 A2 7.250000 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 2
Chase Mortgage Finance Trust Series 1999-S14
Statement to Certificateholders
February 25 2000
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
<TABLE>
<CAPTION>
PRIOR
PRINCIPAL
CLASS CUSIP FACTOR PRINCIPAL
<S> <C> <C> <C>
A3 16162TQQ2 976.24527607 1.20083128
A4 16162TQR0 1,000.00000000 .00000000
A5 16162TQS8 1,000.00000000 .00000000
A6 16162TQT6 1,000.00000000 .00000000
A7 16162TQU3 1,000.00000000 .00000000
AP 16162TQV1 998.10354922 .89498161
AR 16162TQW9 .00000000 .00000000
M 16162TQX7 998.66404091 .68045909
B1 16162TQY5 998.66403889 .68046111
B2 16162TQZ2 998.66403750 .68046250
B3 16162TRA6 998.66403333 .68046667
B4 16162TRB4 998.66405000 .68045000
B5 16162TRC2 998.66404347 .68046300
TOTALS 984.97460599 .78811117
AX 983.75962082 .00000000
<CAPTION>
PASS-THROUGH RATES
CURRENT CURRENT
PRINCIPAL CLASS PASS THRU
CLASS INTEREST TOTAL FACTOR RATE
<S> <C> <C> <C> <C> <C>
A3 5.89814862 7.09897990 975.04444480 A3 7.250000 %
A4 6.04166667 6.04166667 1,000.00000000 A4 7.250000 %
A5 6.04166685 6.04166685 1,000.00000000 A5 7.250000 %
A6 6.04166648 6.04166648 1,000.00000000 A6 7.250000 %
A7 6.04166650 6.04166650 1,000.00000000 A7 7.250000 %
AP .00000000 .89498161 997.20856761 AP .000000 %
AR .00000000 .00000000 .00000000 AR 7.250000 %
M 6.03359545 6.71405455 997.98358182 M 7.250000 %
B1 6.03359444 6.71405556 997.98357778 B1 7.250000 %
B2 6.03360000 6.71406250 997.98357500 B2 7.250000 %
B3 6.03360000 6.71406667 997.98356667 B3 7.250000 %
B4 6.03360000 6.71405000 997.98360000 B4 7.250000 %
B5 6.03359031 6.71405331 997.98358047 B5 7.250000 %
TOTALS 5.93178227 6.71989344 984.18649482
AX .51404873 1.29384689 982.97982266 AX .627042 %
</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
February 25 2000
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 23,297.48
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 42,006.11
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 728
Ending Principal Balance of Outstanding Mortgage Loans 196,841,039.68
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 51,531.57
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 0 .00 .00 %
3+Months 0 .00 .00 %
Total .00 .00 .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 0.00
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 4
Chase Mortgage Finance Trust Series 1999-S14
February 25 2000
Sec. 6.02(a)(x) Class A Percentage 95.69050 %
Class M Percentage 2.23053 %
Class B Percentage 2.07896 %
Class A Principal Balance 188,509,010.10
Class M Principal Balance 4,394,121.78
Class B Principal Balance 4,095,533.02
NON-PO Class A Percentage 95.67662 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 2.09 %
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-S15
Statement to Certificateholders
February 25 2000
<TABLE>
<CAPTION>
DISTRIBUTION IN DOLLARS
ORIGINAL PRIOR
FACE PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL
<S> <C> <C> <C>
A1 79,945,000.00 79,802,462.58 95,326.77
A2 12,501,000.00 12,501,000.00 0.00
A3 4,100,000.00 4,100,000.00 0.00
A4 200,000.00 200,000.00 0.00
A5 5,333,000.00 5,333,000.00 0.00
A6 5,329,000.00 5,329,000.00 0.00
A7 1,638,000.00 1,638,000.00 0.00
A8 10,539,000.00 10,539,000.00 0.00
AP 116,235.00 116,140.33 100.51
AR 100.00 0.00 0.00
M 2,563,000.00 2,561,337.69 1,683.77
B1 1,188,000.00 1,187,229.49 780.46
B2 562,000.00 561,635.50 369.21
B3 438,000.00 437,715.92 287.74
B4 250,000.00 249,837.86 164.24
B5 313,101.74 312,898.67 205.69
TOTALS 125,015,436.74 124,869,258.04 98,918.390
AX 121,769,214.27 121,625,575.07 0.00
<CAPTION>
CURRENT
REALIZED DEFERRED PRINCIPAL
CLASS INTEREST TOTAL LOSSES INTEREST BALANCE
<S> <C> <C> <C> <C> <C>
A1 482,139.88 577,466.65 0.00 0.00 79,707,135.81
A2 75,526.87 75,526.87 0.00 0.00 12,501,000.00
A3 22,208.33 22,208.33 0.00 0.00 4,100,000.00
A4 1,208.33 1,208.33 0.00 0.00 200,000.00
A5 33,331.25 33,331.25 0.00 0.00 5,333,000.00
A6 33,306.25 33,306.25 0.00 0.00 5,329,000.00
A7 10,237.50 10,237.50 0.00 0.00 1,638,000.00
A8 63,673.13 63,673.13 0.00 0.00 10,539,000.00
AP 0.00 100.51 0.00 0.00 116,039.82
AR 0.00 0.00 0.00 0.00 0.00
M 15,474.75 17,158.52 0.00 0.00 2,559,653.92
B1 7,172.84 7,953.30 0.00 0.00 1,186,449.03
B2 3,393.21 3,762.42 0.00 0.00 561,266.29
B3 2,644.53 2,932.27 0.00 0.00 437,428.18
B4 1,509.44 1,673.68 0.00 0.00 249,673.62
B5 1,890.43 2,096.12 0.00 0.00 312,692.98
TOTALS 753,716.74 852,635.13 0.00 0.00 124,770,339.65
AX 65,208.76 161,370.42 0.00 0.00 121,529,413.41
</TABLE>
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
<TABLE>
<CAPTION>
PRIOR
PRINCIPAL
CLASS CUSIP FACTOR PRINCIPAL
<S> <C> <C> <C>
A1 16162TRD0 998.21705648 1.19240440
<CAPTION>
PASS-THROUGH RATES
CURRENT CURRENT
PRINCIPAL CLASS PASS THRU
CLASS INTEREST TOTAL FACTOR RATE
<S> <C> <C> <C> <C> <C>
A1 6.03089474 7.22329914 997.02465207 A1 7.250000 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 2
Chase Mortgage Finance Trust Series 1999-S15
Statement to Certificateholders
February 25 2000
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
<TABLE>
<CAPTION>
PRIOR
PRINCIPAL
CLASS CUSIP FACTOR PRINCIPAL
<S> <C> <C> <C>
A2 16162TRE8 1,000.00000000 .00000000
A3 16162TRF5 1,000.00000000 .00000000
A4 16162TRG3 1,000.00000000 .00000000
A5 16162TRH1 1,000.00000000 .00000000
A6 16162TRJ7 1,000.00000000 .00000000
A7 16162TRK4 1,000.00000000 .00000000
A8 16162TRL2 1,000.00000000 .00000000
AP 16162TRM0 999.18552932 .86471373
AR 16162TRN8 .00000000 .00000000
M 16162TRP3 999.35142021 .65695279
B1 16162TRQ1 999.35142256 .65695286
B2 16162TRR9 999.35142349 .65695730
B3 16162TRS7 999.35141553 .65694064
B4 16162TRT5 999.35144000 .65696000
B5 16162TRU2 999.35142488 .65694301
TOTALS 998.83071480 .79124941
AX 998.82039807 .00000000
<CAPTION>
PASS-THROUGH RATES
CURRENT CURRENT
PRINCIPAL CLASS PASS THRU
CLASS INTEREST TOTAL FACTOR RATE
<S> <C> <C> <C> <C> <C>
A2 6.04166627 6.04166627 1,000.00000000 A2 7.250000 %
A3 5.41666585 5.41666585 1,000.00000000 A3 6.500000 %
A4 6.04165000 6.04165000 1,000.00000000 A4 7.250000 %
A5 6.25000000 6.25000000 1,000.00000000 A5 7.500000 %
A6 6.25000000 6.25000000 1,000.00000000 A6 7.500000 %
A7 6.25000000 6.25000000 1,000.00000000 A7 7.500000 %
A8 6.04166714 6.04166714 1,000.00000000 A8 7.250000 %
AP .00000000 .86471373 998.32081559 AP .000000 %
AR .00000000 .00000000 .00000000 AR 7.250000 %
M 6.03774873 6.69470152 998.69446742 M 7.250000 %
B1 6.03774411 6.69469697 998.69446970 B1 7.250000 %
B2 6.03774021 6.69469751 998.69446619 B2 7.250000 %
B3 6.03773973 6.69468037 998.69447489 B3 7.250000 %
B4 6.03776000 6.69472000 998.69448000 B4 7.250000 %
B5 6.03774990 6.69469291 998.69448186 B5 7.250000 %
TOTALS 6.02898938 6.82023878 998.03946539
AX .53551105 1.32521525 998.03069387 AX .643373 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 3
Chase Mortgage Finance Trust Series 1999-S15
February 25 2000
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 16,813.16
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 34,370.47
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 424
Ending Principal Balance of Outstanding Mortgage Loans 124,770,340.49
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 32,767.78
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 0 .00 .00 %
3+Months 0 .00 .00 %
Total .00 .00 .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 30,609.59
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 4
Chase Mortgage Finance Trust Series 1999-S15
February 25 2000
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(x) Credit Support Information Based Upon Beginning Balances
Class A Percentage 95.74703 %
Class M Percentage 2.05122 %
Class B Percentage 2.20176 %
Class A Principal Balance 119,558,602.91
Class M Principal Balance 2,561,337.69
Class B Principal Balance 2,749,317.44
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 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 5
Chase Mortgage Finance Trust Series 1999-S15
February 25 2000
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(x) Credit Support Information Based Upon Ending Balances
Class A Percentage 95.74645 %
Class M Percentage 2.05149 %
Class B Percentage 2.20205 %
Class A Principal Balance 119,463,175.64
Class M Principal Balance 2,559,653.92
Class B Principal Balance 2,747,510.10
NON-PO Class A Percentage 95.74249 %
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
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 1
Chase Mortgage Finance Corporation, Series 1999-AS1
Statement to Certificateholders
February 25 2000
<TABLE>
<CAPTION>
DISTRIBUTION IN DOLLARS
ORIGINAL PRIOR
FACE PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL INTEREST TOTAL
<S> <C> <C> <C> <C> <C>
IA1 14,654,703.00 13,207,218.60 237,191.80 71,539.10 308,730.90
IIA1 30,250,000.00 23,186,500.33 25,289.94 125,593.54 150,883.48
IIA2 3,087,859.00 3,087,859.00 0.00 16,725.90 16,725.90
IIA3 1,000,000.00 788,123.77 758.60 4,269.00 5,027.60
IIIA1 95,342,532.00 86,198,805.77 638,592.45 466,910.20 1,105,502.65
AP 25,169.00 24,336.74 71.77 0.00 71.77
AR 100.00 0.00 0.00 0.00 0.00
M 4,786,000.00 4,726,576.17 5,296.31 25,602.29 30,898.60
B1 2,316,000.00 2,287,244.13 2,562.95 12,389.24 14,952.19
B2 1,235,000.00 1,219,666.02 1,366.68 6,606.52 7,973.20
B3 618,000.00 610,326.81 683.90 3,305.94 3,989.84
B4 386,000.00 381,207.35 427.16 2,064.87 2,492.03
B5 694,784.72 686,158.15 768.87 3,716.69 4,485.56
TOTALS 154,396,147.72 136,404,022.84 913,010.430 738,723.29 1,651,733.72
AX 152,908,229.99 134,956,432.92 0.00 97,478.09 1,007,014.59
<CAPTION>
CURRENT
REALIZED DEFERRED PRINCIPAL
CLASS LOSES INTEREST BALANCE
<S> <C> <C> <C>
IA1 0.00 0.00 12,970,026.80
IIA1 0.00 0.00 23,161,210.39
IIA2 0.00 0.00 3,087,859.00
IIA3 0.00 0.00 787,365.17
IIIA1 0.00 0.00 85,560,213.32
AP 0.00 0.00 24,264.97
AR 0.00 0.00 0.00
M 0.00 0.00 4,721,279.86
B1 0.00 0.00 2,284,681.18
B2 0.00 0.00 1,218,299.34
B3 0.00 0.00 609,642.91
B4 0.00 0.00 380,780.19
B5 0.00 0.00 685,389.28
TOTALS 0.00 0.00 135,491,012.41
AX 0.00 0.00 134,046,896.42
</TABLE>
<TABLE>
<CAPTION>
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
PRIOR
PRINCIPAL
CLASS CUSIP FACTOR PRINCIPAL INTEREST TOTAL
<S> <C> <C> <C> <C> <C>
IA1 16162TER3 901.22731249 16.18537066 4.88164789 21.06701855
IIA1 16162TES1 766.49587868 .83603107 4.15185256 4.98788364
IIA2 16162TET9 1,000.00000000 .00000000 5.41666572 5.41666572
IIA3 16162TEU6 788.12377000 .75860000 4.26900000 5.02760000
<CAPTION>
PASS-THROUGH RATES
CURRENT CURRENT
PRINCIPAL CLASS PASS THRU
CLASS FACTOR RATE
<S> <C> <C> <C>
IA1 885.04194183 IA1 6.500000 %
IIA1 765.65984760 IIA1 6.500000 %
IIA2 1,000.00000000 IIA2 6.500000 %
IIA3 787.36517000 IIA3 6.500000 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 2
Chase Mortgage Finance Corporation, Series 1999-AS1
Statement to Certificateholders
February 25 2000
<TABLE>
<CAPTION>
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
PRIOR
PRINCIPAL
CLASS CUSIP FACTOR PRINCIPAL INTEREST TOTAL
<S> <C> <C> <C> <C> <C>
IIIA1 16162TEV4 904.09604152 6.69787593 4.89718691 11.59506284
AP 16162TEW2 966.93313203 2.85152370 .00000000 2.85152370
AR 16162TEX0 .00000000 .00000000 .00000000 .00000000
M 16162TEY8 987.58382156 1.10662557 5.34941287 6.45603845
B1 16162TEZ5 987.58382124 1.10662781 5.34941278 6.45604059
B2 16162TFA9 987.58382186 1.10662348 5.34940891 6.45603239
B3 16162TFB7 987.58383495 1.10663430 5.34941748 6.45605178
B4 16162TFC5 987.58380829 1.10663212 5.34940415 6.45603627
B5 16162TFD3 987.58382309 1.10663055 5.34941241 6.45604296
TOTALS 883.46778630 5.91342753 4.78459664 10.69802417
AX 882.59757456 .00000000 .63749407 6.58574486
<CAPTION>
PASS-THROUGH RATES
CURRENT CURRENT
PRINCIPAL CLASS PASS THRU
CLASS FACTOR RATE
<S> <C> <C> <C>
IIIA1 897.39816560 IIIA1 6.500000 %
AP 964.08160833 AP .000000 %
AR .00000000 AR 6.500000 %
M 986.47719599 M 6.500000 %
B1 986.47719344 B1 6.500000 %
B2 986.47719838 B2 6.500000 %
B3 986.47720065 B3 6.500000 %
B4 986.47717617 B4 6.500000 %
B5 986.47719253 B5 6.500000 %
TOTALS 877.55435878
AX 876.64932377 AX .866751 %
</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
<TABLE>
<CAPTION>
February 25 2000
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 760,120.31
Aggregate Amount of Repurchase Proceeds 0.00
Group 1 Amount of Principal Prepayments 190,045.72
Group 1 Amount of Repurchase Proceeds 0.00
Group 2 Amount of Principal Prepayments 3,761.81
Group 2 Amount of Repurchase Proceeds 0.00
Group 3 Amount of Principal Prepayments 566,312.78
Group 3 Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 60,824.22
Group 1 Servicer Advances 1,384.80
Group 2 Servicer Advances 23,582.77
Group 3 Servicer Advances 35,856.65
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,137
Ending Principal Balance of Outstanding Mortgage Loans 135,491,012.65
Group 1 Outstanding Mortgage Loans 158
Ending Principal Balance of Group 1 Mortgage Loans 13,962,361.13
Group 2 Outstanding Mortgage Loans 85
Ending Principal Balance of Group 2 Mortgage Loans 29,408,279.99
Group 3 Outstanding Mortgage Loans 894
Ending Principal Balance of Group 3 Mortgage Loans 92,120,371.53
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 35,681.02
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 4
Chase Mortgage Finance Corporation, Series 1999-AS1
February 25 2000
<TABLE>
<CAPTION>
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
Group 1
Principal
Category Number Balance Percentage
<S> <C> <C> <C> <C>
1 Month 0 .00 .00 %
2 Months 0 .00 .00 %
3+Months 0 .00 .00 %
Total 0 .00 .00 %
Group 2
Principal
Category Number Balance Percentage
1 Month 0 .00 .00 %
2 Months 0 .00 .00 %
3+Months 0 .00 .00 %
Total 0 .00 .00 %
Group 3
Principal
Category Number Balance Percentage
1 Month 3 249,224.15 .27 %
2 Months 1 49,917.57 .05 %
3+Months 0 .00 .00 %
Total 4.00 299,141.72 .32 %
Group Totals
Principal
Category Number Balance Percentage
1 Month 3 249,224.15 .18 %
2 Months 1 49,917.57 .04 %
3+Months 0 .00 .00 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 5
Chase Mortgage Finance Corporation, Series 1999-AS1
February 25 2000
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C>
Total 4.00 299,141.72 .22 %
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
Group 1
Principal
Number Balance Percentage
.00 .00 .00 %
Group 2
Principal
Number Balance Percentage
.00 .00 .00 %
Group 3
Principal
Number Balance Percentage
2.00 192,869.21 .21 %
Group Totals
Principal
Number Balance Percentage
2.00 192,869.21 .21 %
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 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 6
Chase Mortgage Finance Corporation, Series 1999-AS1
February 25 2000
<TABLE>
<CAPTION>
<S> <C> <C> <C>
Group 3
Principal
Number Balance Percentage
.00 .00 .00 %
Group Totals
Principal
Number Balance Percentage
.00 .00 .00 %
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 7
Chase Mortgage Finance Corporation, Series 1999-AS1
February 25 2000
<TABLE>
<CAPTION>
<S> <C> <C>
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 13,784.64
Sec. 6.02(a)(x) Class A Percentage 92.73 %
Class M Percentage 3.47 %
Class B Percentage 3.80 %
Class A Principal Balance 126,492,844.21
Class M Principal Balance 4,726,576.17
Class B Principal Balance 5,184,602.46
NON-PO Class A Percentage 92.7327 %
NON-PO Class A Prepayment Percentage 100.0000 %
M Credit Support 3.80 %
B1 Credit Support 2.12 %
B2 Credit Support 1.23 %
B3 Credit Support 0.78 %
B4 Credit Support 0.50 %
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Group 1 Current Period Realized Losses 0.00
Group 2 Current Period Realized Losses 0.00
Group 3 Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 1
Chase Mortgage Finance Trust, Series 1999-AS2
Statement to Certificateholders
February 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 21,534,669.36 125,918.69 116,646.13 242,564.82 0.00 0.00 21,408,750.67
IIA1 9,200,000.00 363,705.16 247,967.90 1,970.07 249,937.97 0.00 0.00 115,737.26
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 16,704.75 55.91 0.00 55.91 0.00 0.00 16,648.84
AR 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M 5,250,000.00 5,201,794.87 6,343.10 28,176.39 34,519.49 0.00 0.00 5,195,451.77
B1 2,625,000.00 2,600,897.42 3,171.55 14,088.19 17,259.74 0.00 0.00 2,597,725.87
B2 1,200,000.00 1,188,981.69 1,449.85 6,440.32 7,890.17 0.00 0.00 1,187,531.84
B3 675,000.00 668,802.20 815.54 3,622.68 4,438.22 0.00 0.00 667,986.66
B4 375,000.00 371,556.77 453.08 2,012.60 2,465.68 0.00 0.00 371,103.69
B5 751,676.40 744,774.54 908.18 4,034.20 4,942.38 0.00 0.00 743,866.36
TOTALS 150,003,961.40 140,134,886.76 387,083.800 758,973.49 1,146,057.29 0.00 0.00 139,747,802.96
AX 148,463,136.00 138,640,401.46 0.00 105,753.47 487,391.46 0.00 0.00 138,258,763.47
</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 958.50221925 5.60460631 5.19188721 10.79649352 952.89761294 IA1 6.500000%
IIA1 16162TKH8 39.53316957 26.95303261 .21413804 27.16717065 12.58013696 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
February 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 972.05411696 3.25341868 .00000000 3.25341868 968.80069828 AP .000000%
AR 16162TKN5 .00000000 .00000000 .00000000 .00000000 .00000000 AR 6.500000%
M 16162TKP0 990.81807048 1.20820952 5.36693143 6.57514095 989.60986095 M 6.500000%
B1 16162TKQ8 990.81806476 1.20820952 5.36692952 6.57513905 989.60985524 B1 6.500000%
B2 16162TKR6 990.81807500 1.20820833 5.36693333 6.57514167 989.60986667 B2 6.500000%
B3 16162TKS4 990.81807407 1.20820741 5.36693333 6.57514074 989.60986667 B3 6.500000%
B4 16162TKT2 990.81805333 1.20821333 5.36693333 6.57514667 989.60984000 B4 6.500000%
B5 16162TKU9 990.81804351 1.20820608 5.36693716 6.57514324 989.60983742 B5 6.500000%
TOTALS 934.20790659 2.58049052 5.05968964 7.64018016 931.62741607
AX 933.83721505 .00000000 .71232141 3.28291233 931.26662413 AX .915348%
</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
February 25 2000
<TABLE>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 216,172.19
Aggregate Amount of Repurchase Proceeds 0.00
Group 1 Amount of Principal Prepayments 52,207.25
Group 1 Amount of Repurchase Proceeds 0.00
Group 2 Amount of Principal Prepayments 163,964.94
Group 2 Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 49,001.09
Group 1 Servicer Advances 14,038.97
Group 2 Servicer Advances 34,962.12
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 1,330
Ending Principal Balance of Outstanding Mortgage Loans 139,747,803.39
Group 1 Outstanding Mortgage Loans 239
Ending Principal Balance of Group 1 Mortgage Loans 23,127,719.90
Group 2 Outstanding Mortgage Loans 1,091
Ending Principal Balance of Group 2 Mortgage Loans 116,620,083.49
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 36,656.94
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
<CAPTION>
Group 1
Principal
Category Number Balance Percentage
<S> <C> <C> <C>
1 Month 1 387,658.34 1.68%
</TABLE>
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 4
Chase Mortgage Finance Trust, Series 1999-AS2
February 25 2000
2 Months 0 .00 .00%
3+Months 0 .00 .00%
Total 1 387,658.34 1.68%
Group 2
Principal
Category Number Balance Percentage
1 Month 4 564,580.44 .48%
2 Months 2 251,359.30 .22%
3+Months 0 .00 .00%
Total 6.00 815,939.74 .70%
Group Totals
Principal
Category Number Balance Percentage
1 Month 5 952,238.78 .68 %
2 Months 2 251,359.30 .18 %
3+Months 0 .00 .00 %
Total 7.00 1,203,598.08 .86 %
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 5
Chase Mortgage Finance Trust, Series 1999-AS2
February 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 15,401.69
(C)COPYRIGHT 1999, CHASE MANHATTAN CORPORATION
<PAGE>
Page 6
Chase Mortgage Finance Trust, Series 1999-AS2
February 25 2000
Sec. 6.02(a)(x) Class A Percentage 92.31 %
Class M Percentage 3.71 %
Class B Percentage 3.98 %
Class A Principal Balance 129,358,079.27
Class M Principal Balance 5,201,794.87
Class B Principal Balance 5,575,012.62
NON-PO Class A Percentage 92.3088 %
NON-PO Class A Prepayment Percentage 100.0000 %
M Credit Support 3.98 %
B1 Credit Support 2.12 %
B2 Credit Support 1.27 %
B3 Credit Support 0.80 %
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
<PAGE>
Chase Mortgage Finance Trust Series 2000-S1
Statement to Certificateholders
February 25, 2000
DISTRIBUTION IN DOLLARS
<TABLE>
<CAPTION>
ORIGINAL PRIOR CURRENT
FACE PRINCIPAL REALIZED DEFERRED PRINCIPAL
CLASS VALUE BALANCE PRINCIPAL INTEREST TOTAL LOSSES INTEREST BALANCE
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A1 109,318,000.00 109,318,000.00 1,729,967.69 660,462.92 2,390,430.61 0.00 0.00 107,588,032.31
A2 10,554,000.00 10,554,000.00 0.00 67,061.88 67,061.88 0.00 0.00 10,554,000.00
A3 1,591,000.00 1,591,000.00 0.00 10,275.21 10,275.21 0.00 0.00 1,591,000.00
A4 3,152,000.00 3,152,000.00 0.00 20,356.67 20,356.67 0.00 0.00 3,152,000.00
A5 8,439,000.00 8,439,000.00 0.00 45,711.25 45,711.25 0.00 0.00 8,439,000.00
A6 17,037,000.00 17,037,000.00 0.00 102,931.88 102,931.88 0.00 0.00 17,037,000.00
A7 17,300,000.00 17,300,000.00 0.00 104,520.83 104,520.83 0.00 0.00 17,300,000.00
AP 235,695.00 235,695.00 251.31 0.00 251.31 0.00 0.00 235,443.69
AR 100.00 100.00 100.00 0.60 100.60 0.00 0.00 0.00
M 3,413,000.00 3,413,000.00 2,266.20 20,620.21 22,886.41 0.00 0.00 3,410,733.80
B1 1,664,000.00 1,664,000.00 1,104.88 10,053.33 11,158.21 0.00 0.00 1,662,895.12
B2 875,000.00 875,000.00 580.99 5,286.46 5,867.45 0.00 0.00 874,419.01
B3 613,000.00 613,000.00 407.03 3,703.54 4,110.57 0.00 0.00 612,592.97
B4 437,000.00 437,000.00 290.16 2,640.21 2,930.37 0.00 0.00 436,709.84
B5 438,491.38 438,491.38 291.15 2,649.22 2,940.37 0.00 0.00 438,200.23
TOTALS 175,067,286.38 175,067,286.38 1,735,259.41 1,056,274.21 2,791,533.62 0.00 0.00 173,332,026.97
AX 168,855,745.69 168,855,745.69 0.00 84,531.83 84,531.83 0.00 0.00 167,125,975.50
</TABLE>
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
<TABLE>
<CAPTION>
PASS-THROUGH RATES
PRIOR CURRENT CURRENT
PRINCIPAL PRINCIPAL CLASS PASS-THRU
CLASS FACTOR PRINCIPAL INTEREST TOTAL FACTOR RATE
<S> <C> <C> <C> <C> <C> <C> <C>
A1 1,000.00000000 15.82509459 6.04166670 21.86676128 984.17490541 A1 7.250000 %
A2 1,000.00000000 0.00000000 6.35416714 6.35416714 1,000.00000000 A2 7.625000 %
A3 1,000.00000000 0.00000000 6.45833438 6.45833438 1,000.00000000 A3 7.750000 %
A4 1,000.00000000 0.00000000 6.45833439 6.45833439 1,000.00000000 A4 7.750000 %
A5 1,000.00000000 0.00000000 5.41666667 5.41666667 1,000.00000000 A5 6.500000 %
A6 1,000.00000000 0.00000000 6.04166696 6.04166696 1,000.00000000 A6 7.250000 %
A7 1,000.00000000 0.00000000 6.04166647 6.04166647 1,000.00000000 A7 7.250000 %
AP 1,000.00000000 1.06625088 0.00000000 1.06625088 998.93374912 AP 0.000000 %
AR 1,000.00000000 1,000.00000000 6.00000000 1,006.00000000 0.00000000 AR 7.250000 %
M 1,000.00000000 0.66399062 6.04166715 6.70565778 999.33600938 M 7.250000 %
B1 1,000.00000000 0.66399038 6.04166466 6.70565505 999.33600962 B1 7.250000 %
B2 1,000.00000000 0.66398857 6.04166857 6.70565714 999.33601143 B2 7.250000 %
B3 1,000.00000000 0.66399674 6.04166395 6.70566069 999.33600326 B3 7.250000 %
B4 1,000.00000000 0.66398169 6.04167048 6.70565217 999.33601831 B4 7.250000 %
B5 1,000.00000000 0.66398113 6.04166951 6.70565063 999.33601887 B5 7.250000 %
TOTALS 1,000.00000000 9.91195697 6.03353277 15.94548975 990.08804303
AX 1,000.00000000 0.00000000 0.50061566 0.50061566 989.75592934 AX 0.600739 %
</TABLE>
[Image] (C) COPYRIGHT 2000, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust Series 2000-S1
Statement to Certificateholders
February 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]
[Image] (C) COPYRIGHT 2000, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust Series 2000-S1
February 25, 2000
<TABLE>
<CAPTION>
<S> <C> <C>
Sec. 6.02(a)(iii) Aggregate Amount of Principal Prepayments 1,618,974.95
Aggregate Amount of Repurchase Proceeds 0.00
Sec. 6.02(a)(iv) Aggregate Servicer Advances 31,077.11
Sec. 6.02(a)(v) Number of Outstanding Mortgage Loans 552
Ending Principal Balance of Outstanding Mortgage Loans 173,332,026.96
Sec. 6.02(a)(vi) Aggregate Amount of Servicing Fees 45,794.69
Sec. 6.02(a)(vii) Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency
</TABLE>
Group 1
Category Number Principal Balance Percentage
1 Month 0 0.00 0.00 %
2 Months 0 0.00 0.00 %
3+Months 0 0.00 0.00 %
Total 0 0.00 0.00 %
<TABLE>
<CAPTION>
Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure
Group 1
Number Principal Balance Percentage
0 0.00 0.00 %
<S> <C> <C>
Sec. 6.02(a)(viii) Aggregate Number of REO Loans 0
Aggregate Balance of REO Loans 0.00
Sec. 6.02(a)(ix) Aggregate Recovered Advances for Current Period 0.00
Sec. 6.02(a)(x) Credit Support Information Based Upon Beginning Balances
Class A Percentage 95.74992 %
Class M Percentage 1.94954 %
Class B Percentage 2.30054 %
Class A Principal Balance 167,626,795.00
Class M Principal Balance 3,413,000.00
Class B Principal Balance 4,027,491.38
NON-PO Class A Percentage 95.74420 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 2.30 %
B1 Credit Support 1.35 %
B2 Credit Support 0.85 %
B3 Credit Support 0.50 %
B4 Credit Support 0.25 %
</TABLE>
[Image] (C) COPYRIGHT 2000, CHASE MANHATTAN CORPORATION
<PAGE>
Chase Mortgage Finance Trust Series 2000-S1
February 25, 2000
<TABLE>
<CAPTION>
Sec. 6.02(a)(x) Credit Support Information Based Upon Ending Balances
<S> <C> <C>
Class A Percentage 95.71023 %
Class M Percentage 1.96775 %
Class B Percentage 2.32203 %
Class A Principal Balance 165,896,476.00
Class M Principal Balance 3,410,733.80
Class B Principal Balance 4,024,817.16
NON-PO Class A Percentage 95.70439 %
NON-PO Class A Prepayment Percentage 100.00000 %
M Credit Support 2.33 %
B1 Credit Support 1.36 %
B2 Credit Support 0.86 %
B3 Credit Support 0.51 %
B4 Credit Support 0.25 %
Sec. 6.02(a)(xi) Current Period Realized Losses 0.00
Cumulative Period Realized Losses 0.00
Sec. 6.02(a)(xiv) Compensating Interest Shortfall 0.00
</TABLE>
[Image] (C) COPYRIGHT 2000, CHASE MANHATTAN CORPORATION