<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 (Date of earliest event reported): February 10, 2000
-----------------
Chase Mortgage Finance Corporation
----------------------------------------------
(Exact name of registrant specified in Charter)
Delaware 333-76801 52-1495132
--------------- ----------- ------------------
(State or other (Commission (IRS Employer
jurisdiction of File Number) Identification No.)
incorporation)
343 Thornall Street
Edison, NJ 08837
---------------------------------------- --------
(Address of principal executive offices) Zip Code
Registrant's telephone, including area code: (732) 205-0600
Not Applicable
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(Former name and former address, if changed since last report)
<PAGE>
ITEM 5. Other Events
Filing of Collateral Term Sheets
Attached as Exhibit 99.1 are Collateral Term Sheets prepared by Chase
Mortgage Finance Corporation in connection with the offering of Chase Mortgage
Finance Corporation Multi-Class Mortgage Pass-Through Certificates, Series
2000-S2.
<PAGE>
ITEM 7. Financial Statements and Exhibits
(c) Exhibits
Item 601(a)
of Regulation S-K
Exhibit No. Description
- ----------------- -----------
(99.1) Collateral Term Sheets
<PAGE>
Pursuant to the requirements of the Securities Exchange Act of 1934,
the registrant has duly caused this report to be signed on its behalf by the
undersigned hereunto duly authorized.
CHASE MORTGAGE FINANCE CORPORATION
Date: February 10, 2000 By: /s/ Eileen A. Lindblom
-----------------------
Name: Eileen A. Lindblom
Title: Vice President
<PAGE>
INDEX TO EXHIBITS
Exhibit No. Description
- ----------- -----------
(99.1) Collateral Term Sheets
<PAGE>
Current
- -------
[LOGO] Chase Manhattan Mortgage Corporation - Pool Summary
<TABLE>
<CAPTION>
Count Original Balance Current Balance Average Original Bal Gross WAC Gross Adjustments WA Gross Rate
- ----- ---------------- --------------- -------------------- --------- ----------------- -------------
<S> <C> <C> <C> <C> <C> <C>
573 150,000,000 150,000,000 324,651.45 8.234 .000 8.234
Sched. WAM Actual WAM WALTV WALA
- ---------- ---------- ----- ----
<C> <C> <C> <C>
359.188 359.190 73.973 .096
STATE DISTRIBUTION LOAN AMORTIZATION DISTRIBUTION PAGE: 1
------------------ ------------------------------
State Count Balance Percent Actual Months to Maturity Count Balance Percent
- ----- ----- ------- ------- ------------------------- ----- ------- -------
<S> <C> <C> <C> <C> <C> <C> <C>
CA 107 40,374,833.00 21.71 1-24 Months (1 Mo-2 Years) 0 .00 .00
CT 11 3,672,800.00 1.97 25-48 Months (2-4 Years) 0 .00 .00
FL 56 15,248,920.00 8.20 49-72 Months (4-6 Years) 0 .00 .00
IL 15 5,229,900.00 2.81 73-96 Months (6-8 Years) 0 .00 .00
NJ 24 8,182,318.67 4.40 97-120 Months (8-10 Years) 0 .00 .00
NY 94 32,200,367.08 17.31 121-144 Months (10-12 Years) 0 .00 .00
TX 46 15,381,707.26 8.27 145-168 Months (12-14 Years) 0 .00 .00
Other 220 65,719,898.51 35.33 169-192 Months (14-16 Years) 0 .00 .00
- -------------------------------------------------------- 193-216 Months (16-18 Years) 0 .00 .00
TOTAL: 573 186,010,744.52 100.00 217-240 Months (18-20 Years) 4 1,109,000.00 .60
241-264 Months (20-22 Years) 0 .00 .00
DOC TYPE DISTRIBUTION 265-288 Months (22-24 Years) 0 .00 .00
--------------------- 289-312 Months (24-26 Years) 0 .00 .00
Doc Type Count Balance Percent 313-336 Months (26-28 Years) 0 .00 .00
- -------- ----- ------- ------- 337+ Months (28+ Years) 569 184,901,744.52 99.40
FULL 433 150,027,815.85 80.66 -------------------------------------------------------------------
NIV 140 35,982,928.67 19.34 TOTAL: 573 186,010,744.52 100.00
NO RATIO 0 .00 .00
NINA 0 .00 .00 LOAN 1st PAYMENT DISTRIBUTION
ALT 0 .00 .00 -----------------------------
Other 0 .00 .00 1st Payment Date Count Balance Percent
- -------------------------------------------------------- ---------------- ----- ------- -------
TOTAL: 573 186,010,744.52 100.00 0 Months Old 532 172,497,557.00 92.74
1 Month Old 28 8,857,313.64 4.76
PROPERTY TYPE DISTRIBUTION 2 Months Old 5 1,224,468.81 .66
-------------------------- 3 Months Old 3 1,431,894.22 .77
Property Type Count Balance Percent 4 Months Old 2 744,776.36 .40
- ------------- ----- ------- ------- 5 Months Old 1 309,159.61 .17
Single Family 415 138,972,178.42 74.71 6 Months Old 0 .00 .00
Multi Family 5 1,497,000.00 80 7 Months Old 2 945,574.88 .51
COOP 20 5,042,617.08 2.71 8 Months Old 0 .00 .00
PUD 107 34,207,749.02 18.39 9 Months Old 0 .00 .00
Condo -High Rise 0 .00 .00 10 Months Old 0 .00 .00
-Low Rise 0 .00 .00 11 Months Old 0 .00 .00
-Condotels 0 .00 .00 12 Months Old 0 .00 .00
-Unknown 23 5,463,200.00 2.94 1-2 Years (13-24 Months Old) 0 .00 .00
Manufac. House 0 0 0 2-3 Years (25-36 Months Old) 0 .00 .00
Other 3 828,000.00 .45 3-4 Years (37-48 Months Old) 0 .00 .00
- -------------------------------------------------------- 4-6 Years (49-72 Months Old) 0 .00 .00
TOTAL: 573 186,010,744.52 100.00 6-8 Years (73-96 Months Old) 0 .00 .00
8-10 Years (97-120 Months Old) 0 .00 .00
OCCUPANCY DISTRIBUTION 10+ Years (121+ Months Old) 0 .00 .00
---------------------- -------------------------------------------------------------------
Occupancy Count Balance Percent TOTAL: 573 186,010,744.52 100.00
- --------- ----- ------- -------
None 0 .00 .00
Primary 550 178,421,294.52 95.92
Vacation 23 7,589,450.00 4.08
Investor 0 .00 .00
Other 0 .00 .00
- --------------------------------------------------------
TOTAL: 573 186,010,744.52 100.00
PURPOSE DISTRIBUTION
--------------------
Purpose Count Balance Percent
- ------- ----- ------- -------
Cash Out Refi 120 37,709,468.12 20.27
Purchase 360 119,217,232.40 64.09
Rate Term Refi 93 29,084,044.00 15.64
Other 0 .00 .00
- --------------------------------------------------------
TOTAL: 573 186,010,744.52 100.00
</TABLE>
THE INFORMATION CONTAINED HEREIN WILL BE SUPERSEDED BY THE DESCRIPTION OF THE
MORTGAGE LOANS CONTAINED IN THE PROSPECTUS SUPPLEMENT. THE INFORMATION CONTAINED
HEREIN SUPERSEDES THE INFORMATION IN ALL PRIOR COLLATERAL TERM SHEETS, IF ANY.
<PAGE>
Current
- -------
[LOGO] Chase Manhattan Mortgage Corporation - Pool Summary
<TABLE>
<CAPTION>
Count Original Balance Current Balance Average Original Bal
----- ---------------- --------------- --------------------
573 150,000,000 150,000,000 324,651.45
LTV DISTRIBUTION ORIGINAL BALANCE DISTRIBUTION PAGE: 2
---------------- -----------------------------
LTV Count Balance Percent Count Balance Percent
- --- ----- ------- ------- ----- ------- -------
<S> <C> <C> <C> <C> <C> <C> <C>
0-50.00 30 8,790,979.29 4.73 0-50,000.00 6 217,750.00 .12
50.01-60.00 33 11,593,262.45 6.23 50,000.01-100,000.00 43 3,226,507.48 1.73
60.01-70.00 96 32,453,764.72 17.45 100,000.01-150,000.00 46 5,577,424.52 3.00
70.01-75.00 100 34,255,184.49 18.42 150,000.01-200,000.00 30 5,310,190.92 2.85
75.01-80.00 244 79,416,210.06 42.69 200,000.01-225,000.00 18 3,844,077.82 2.07
80.01-85.00 9 2,938,282.92 1.58 225,000.01-240,000.00 7 1,648,900.00 .89
85.01-90.00 32 10,370,136.50 5.58 240,000.01-350,000.00 233 69,900,406.63 37.58
90.01-95.00 29 6,192,924.09 3.33 350,000.01-400,000.00 68 25,767,975.60 13.85
95.01-100.00 0 .00 .00 400,000.01-500,000.00 68 31,221,779.36 16.78
100.00+ 0 .00 .00 500,000.01-650,000.00 34 20,409,772.59 10.97
- --------------------------------------------------------- 650,000.01-1,000,000.00 17 15,367,959.60 8.26
TOTAL: 573 186,010,744.52 100.00 1,000,000.01+ 3 3,518,000.00 1.89
-----------------------------------------------------------------
TOTAL: 573 186,010,744.52 100.00
NOTE RATE DISTRIBUTION
----------------------
Note Gross WA Gross Note Gross WA Gross
- ---- ----- -------- ---- ----- --------
Rate Adjmts Rate Cnt Balance Percent Rate Adjmts Rate Cnt Balance Percent
- ---- ------ ---- --- ------- ------- ---- ------ ---- --- ------- -------
<5.750 .0000 .0000 0 .00 .00 9.375 .0000 .0000 0 .00 .00
5.750 .0000 .0000 0 .00 .00 9.500 .0000 .0000 0 .00 .00
5.875 .0000 .0000 0 .00 .00 9.625 .0000 .0000 0 .00 .00
6.000 .0000 .0000 0 .00 .00 9.750 .0000 .0000 0 .00 .00
6.125 .0000 .0000 0 .00 .00 9.875 .0000 .0000 0 .00 .00
6.250 .0000 .0000 0 .00 .03 10.000 .0000 .0000 0 .00 .00
6.375 .0000 .0000 0 .00 .00 10.125 .0000 .0000 0 .00 .00
6.500 .0000 .0000 0 .00 .00 10.250 .0000 .0000 0 .00 .00
6.625 .0000 .0000 0 .00 .00 10.375 .0000 .0000 0 .00 .00
6.750 .0000 .0000 0 .00 .00 10.500 .0000 .0000 0 .00 .00
6.875 .0000 .0000 0 .00 .00 10.625 .0000 .0000 0 .00 .00
7.000 .0000 .0000 0 .00 .00 10.750 .0000 .0000 0 .00 .00
7.125 .0000 7.1250 2 686,400.00 .37 10.875 .0000 .0000 0 .00 .00
7.250 .0000 7.2500 1 425,000.00 .23 11.000 .0000 .0000 0 .00 .00
7.375 .0000 7.3750 5 1,407,872.29 .76 11.125 .0000 .0000 0 .00 .00
7.500 .0000 7.5000 4 1,025,920.00 .55 11.250 .0000 .0000 0 .00 .00
7.625 .0000 7.6250 4 2,014,350.00 1.08 11.375 .0000 .0000 0 .00 .00
7.750 .0000 7.7500 19 5,976,752.59 3.21 11.500 .0000 .0000 0 .00 .00
7.875 .0000 7.8750 55 17,992,800.60 9.67 11.625 .0000 .0000 0 .00 .00
8.000 .0000 8.0000 78 27,354,463.55 14.71 11.750 .0000 .0000 0 .00 .00
8.125 .0000 8.1250 80 26,673,764.32 14.34 11.875 .0000 .0000 0 .00 .00
8.250 .0000 8.2500 105 37,821,815.39 20.33 12.000 .0000 .0000 0 .00 .00
8.375 .0000 8.3750 75 22,914,297.17 12.32 12.125 .0000 .0000 0 .00 .00
8.500 .0000 8.5000 69 17,491,233.19 9.40 12.250 .0000 .0000 0 .00 .00
8.625 .0000 8.6250 25 6,178,589.19 3.32 12.375 .0000 .0000 0 .00 .00
8.750 .0000 8.7500 20 5,549,600.00 2.98 12.500 .0000 .0000 0 .00 .00
8.875 .0000 8.8750 12 4,754,836.23 2.56 12.625 .0000 .0000 0 .00 .00
9.000 .0000 9.0000 13 5,759,400.00 3.10 12.750 .0000 .0000 0 .00 .00
9.125 .0000 9.1250 5 1,852,400.00 1.00 12.875 .0000 .0000 0 .00 .00
9.250 .0000 9.2500 1 131,250.00 .07 >12.875 .0000 .0000 0 .00 .00
Other: WAC 0 .0000 .0000 0 .00 .00
---------------------------------------------------------------------
TOTAL: 573 186,010,744.52 100.00
</TABLE>
THE INFORMATION CONTAINED HEREIN WILL BE SUPERSEDED BY THE DESCRIPTION OF THE
MORTGAGE LOANS CONTAINED IN THE PROSPECTUS SUPPLEMENT. THE INFORMATION CONTAINED
HEREIN SUPERSEDES THE INFORMATION IN ALL PRIOR COLLATERAL TERM SHEETS, IF ANY.
<PAGE>
Current
- -------
[LOGO] Chase Manhattan Mortgage Corporation - Pool Summary
<TABLE>
<CAPTION>
Count Original Balance Current Balance Average Original Bal
- ----- ---------------- --------------- --------------------
573 150,000,000 150,000,000 324,651.45
FICO CREDIT SCORES UNINSURED LOANS (NO MI) BY LTV PAGE: 3
------------------ ------------------------------
FICOScore Count Balance Percent LTV Count Balance Percent
- --------- ----- ------- ------- --- ----- ------- -------
<S> <C> <C> <C> <C> <C> <C> <C>
0-1/Unknown 77 26,298,098.65 14.14 <80.01 503 166,509,401.01 89.52
2-500 0 .00 .00 80.01-85.00 2 561,800.00 .30
500.01-600 6 1,318,781.44 .71 85.01-90.00 14 4,315,200.00 2.32
600.01-700 224 64,570,156.91 34.71 90.01-95.00 7 1,188,250.00 .64
700.01-800 264 93,251,357.52 50.13 95.01-100.00 0 .00 .00
800.01+ 2 572,350.00 .31 100.01+ 0 .00 .00
- ---------- ---- -------------- ----- ----------------------------------------------------------
TOTAL 573 186,010,744.52 100.00 AGG UNINSURED 526 172,574,651.01 92.78
Max Score: 809 Min Score: 534 AGG INSURED 47 13,436,093.51 7.22
Wtd Avg. Score (FICO>1): 708 ----------------------------------------------------------
TOTAL 573 186,010,744.52 100.00
INTL/DOMESTIC BORROWERS DISTRIBUTION
------------------------------------
Int'l/Domes Count Balance Percent
----------- ----- ------- -------
International 0 .00 .00
Domestic 573 186,010,744.52 100.00
----------------------------------------------------------
TOTAL 573 186,010,744.52 100.00
FULL STATE DISTRIBUTION
-----------------------
State Count Balance Percent State Count Balance Percent
- ----- ----- ------- ------- ----- ----- ------- -------
AL 0 .00 .00 NC 4 997,416.40 .54
AR 0 .00 .00 ND 0 .00 .00
AZ 8 2,098,600.00 1.13 NE 0 .00 .00
CA 107 40,374,833.00 21.71 NH 1 253,500.00 .14
CO 6 1,943,137.57 1.04 NJ 24 8,182,318.67 4.40
CT 11 3,672,800.00 1.97 NM 4 1,352,000.00 .73
DC 3 1,050,822.05 .56 NV 6 1,623,550.00 .87
DE 2 586,250.00 .32 NY 94 32,200,367.08 17.31
FL 56 15,248,920.00 8.20 OH 10 2,900,900.00 1.56
GA 22 7,493,028.49 4.03 OK 2 338,150.00 .18
HI 1 460,000.00 .25 OR 9 3,557,550.00 1.91
IA 0 00 .00 PA 15 4,446,544.82 2.39
ID 0 .00 .00 RI 2 310,000.00 .17
IL 15 5,229,900.00 2.81 SC 2 341,750.00 .18
IN 6 1,956,750.00 1.05 SD 0 .00 .00
KS 6 2,099,086.23 1.13 TN 7 1,944,350.00 1.05
KY 1 490,000.00 .26 TX 46 15,381,707.26 8.27
LA 4 1,206,372.29 .65 UT 0 .00 .00
MA 10 3,174,500.00 1.71 VA 22 4,848,021.34 2.61
MD 21 6,620,350.00 3.56 VT 0 .00 .00
ME 0 .00 .00 WA 12 4,150,897.38 2.23
MI 25 6,110,189.21 3.28 WI 0 .00 .00
MN 4 1,385,400.00 .74 WV 2 349,000.00 .19
MO 3 1,631,782.73 .88 WY 0 .00 .00
MS 0 .00 .00 UNKNOWN 0 .00 .00
MT 0 .00 .00 --------------------------------------------------
TOTAL: 573 186,010,744.52 100.00
</TABLE>
THE INFORMATION CONTAINED HEREIN WILL BE SUPERSEDED BY THE DESCRIPTION OF THE
MORTGAGE LOANS CONTAINED IN THE PROSPECTUS SUPPLEMENT. THE INFORMATION CONTAINED
HEREIN SUPERSEDES THE INFORMATION IN ALL PRIOR COLLATERAL TERM SHEETS, IF ANY.