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SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
----------------------------------
FORM 10-K
FOR ANNUAL AND TRANSITION REPORTS
PURSUANT TO SECTION 13 OR 15(d) OF THE
SECURITIES EXCHANGE ACT OF 1934
(Mark One)
[X] ANNUAL REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE
SECURITIES EXCHANGE ACT OF 1934
FOR THE FISCAL YEAR ENDED: DECEMBER 31, 1999
or
[_] TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE
SECURITIES EXCHANGE ACT OF 1934
Commission file number: 333-56081
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CHASE MORTGAGE FINANCE CORPORATION
(Issuer in respect of Chase Mortgage Finance Trust
Series 1999-AS1, Series 1999-AS2, 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-S12, Series 1999-S13, Series 1999-S14 and Series 1999-S15 )
(the "Certificates")
----------------------
(Exact name of Registrant as specified in its charter)
Delaware 52-1495132
------------------------------- ------------------
(State or other jurisdiction of (I.R.S. Employer
incorporation) Identification No.
343 Thornall Street
Edison, New Jersey 10043
------------------------------- ------------------
(Address of principal executive (Zip Code)
offices)
Registrant's telephone number, including area code: (732) 205-0600
Securities registered pursuant to Section 12(b) of the Act: NONE
Securities registered pursuant to Section 12(g) of the Act: NONE
Indicate by check mark whether the registrant (1) has filed all reports
required to be filed by Section 13 or 15(d) of the Securities Exchange Act of
1934 during the preceding 12 months (or for such shorter period that the
registrant was required to file such reports) and (2) has been subject to such
filing requirements for the past 90 days. Yes: X No: ____
---
Indicate by check mark if disclosure of delinquent filers pursuant to
Item 405 of Regulation S-K is not contained herein, and will not be contained,
to the best of registrant's knowledge, in definitive proxy or information
statements incorporated by reference in Part III of this Form 10-K or any
amendment to this Form 10-K. NOT APPLICABLE.
State the aggregate market value of the voting stock held by
non-affiliates of the Registrant. The aggregate market value shall be computed
by reference to the price at which the stock was sold, or the average bid and
asked priced of such stock, as of a specified date within 60 days prior to the
date of filing. (See definition of affiliate in Rule 405). NOT APPLICABLE.
This Annual Report on Form 10-K is filed pursuant to Sections 13 and
15(d) of the Securities Exchange Act of 1934, as amended, in the manner
described in a "no-action" letter submitted to the Office of Chief Counsel on
behalf of the originators of comparable trusts, and, in particular, the letter
dated May 24, 1988 issued to Chemical Mortgage Securities, Inc. (currently known
as Chase Funding, Inc.) an affiliate of the registrant (the "Exemption Order").
Accordingly, responses to certain items have been omitted from or modified in
this Annual Report.
The Certificates for each Series represent the entire beneficial
ownership interest in a trust fund (for each Series a "Trust Fund") consisting,
among other things, of a segregated pool of one- to four-family first-lien
mortgage loans (the "Mortgage Loans").
PART I
Item 1. Business.
Omitted.
Item 2. Properties.
Information regarding the mortgaged properties will be included in the
Annual Statement of Compliance filed under Item 8 and Item 14 hereof.
Item 3. Legal Proceedings.
The registrant knows of no material pending legal proceedings with
respect to the Trust Fund for any Series, involving the registrant, Trust Fund,
Citibank N.A. (the "Trustee") and Chase Manhattan Mortgage Corporation (the
applicable "Servicer"), other than ordinary routine litigation incidental to
duties of the registrant, Trustee or the Servicer under the applicable pooling
and servicing agreement for the Series 1999-AS1, Series 1999-AS2, 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 and Series 1999-S15.
Item 4. Submission of Matters to a Vote of Security Holders.
No matter was submitted to a vote of Certificateholders for any Series
during the fiscal year covered by this report.
PART II
Item 5. Market for Registrant's Common Equity and Related Stockholder
Matters.
(a) (1) To the knowledge of the Registrant, there is no
established public market for the Certificates of any
Series
(2) To the knowledge of the Registrant, there are no
reported high and low bid quotations for any of the
Certificates.
(b) The records of the Registrant indicate that as of February 16,
2000, the following Series had the following number of holders
of record:
Series 1999-AS1: 29
Series 1999-AS2: 22
Series 1999-S1: 164
Series 1999-S2: 81
Series 1999-S3: 10
Series 1999-S4: 71
Series 1999-S5: 47
Series 1999-S6: 14
Series 1999-S7: 13
Series 1999-S8: 72
Series 1999-S9: 36
Series 1999-S10: 69
Series 1999-S11: 31
Series 1999-S12: 20
Series 1999-S13: 16
Series 1999-S14: 17
Series 1999-S15: 25
Item 6. Selected Financial Data.
Omitted.
Item 7. Management's Discussion and Analysis of Financial Condition
and Results of Operations.
Omitted.
Item 7A. Quantitative and Qualitative Disclosures About Market Risk
Not applicable.
Item 8. Financial Statements and Supplementary Data.
In accordance with the Exemption Orders, the Annual Statement of
Compliance and the Annual Independent Accountant's Servicing Reports for the
Certificates for each Series are included here in as Exhibit 99.1 and 99.2,
respectively.
Item 9. Changes in and Disagreements with Accountants on Accounting
and Financial Disclosure.
None.
PART III
Item 10. Directors and Executive Officers of the Registrant.
Omitted.
Item 11. Executive Compensation.
Omitted.
Item 12. Security Ownership of Certain Beneficial Owners and
Management.
As of February 16, 2000, there were the following holders of record
with more than 5% of each class of series:
- ---------------------------------------------------------------------------------------------------------
Title of Class Name & Address of Holder of Record Original Certificate % Class
Principal Balance
- ---------------------------------------------------------------------------------------------------------
Series 1999-AS1
Class IA-1 Chase Manhattan Bank 14,654,703 100.00%
4 New York Plaza
13th Floor
New York, NY 10004
Class IIA-1 Brown Brothers Harriman & Co. 3,000,000 9.92%
63 Wall Street
8th Floor
New York, NY 10005
Fleet National Bank 7,000,000 23.14%
Fleet Services Corp.
2nd Floor NYROTO2B
Rochester, NY 14638
Investors Bank & Trust Company 14,000,000 46.28%
200 Claredon Street
15th Fl Hancock Tower
Boston, MA 02116
State Street Bank and Trust Co. 5,000,000 16.53%
1776 Heritage Dr.
Global Corp. Action Unit JAB 5 NW
No. Quincy, MA 02171
Class IIA-2 First Clearing Corporation 1,121,000 36.30%
10700 North Park Drive
Glenn Allen, VA 23060
Morgan, Keegan & Company, Inc. 716,000 23.19%
50 North Front Street
Memphis, TN 38103
Stifel, Nicolaus & Company
Incorporated 899,000 29.11%
500 N. Broadway
St. Louis, MO 63102
Class IIA-3 Bankers Trust Company
c/o BT Services Tennessee Inc. 1,000,000 100.00%
648 Grassmere Park Drive
Nashville, TN 37211
Class IIIA-1 Fannie Mae/Investment
*Participant Contact Not Found* 95,342,532 100.00%
Class AP Salomon Smith Barney Inc. 25,169 100.00%
333 West 34th Street
New York, NY 10001
Class AR NMC Residual Ownership 100 100.00%
6400 S Fiddler's Green Circle, Suite 1200
Englewood, CO 80111
Class B-1 Ell & Co. 2,316,000 100.00%
P.O. Box 92395
Chicago, IL 60675
Class B-2 Ell & Co. 1,235,000 100.00%
P.O. Box 92395
Chicago, IL 60675
Class M CUDD & Co. 4,786,000 100.00%
c/o The Chase Manhattan Bank
P.O. Box 35308
Newark, NJ 07101-8006
Series 1999-AS2
Class IA-1 American Express Trust
180 East 5th Street 16,456,000 73.25%
Safekeeping
St. Paul, MN 55101
Bank of New York (The)
925 Patterson Plank Rd. 6,011,000 26.75%
Secaucus, NJ 07094
Class IIA-1 Bank of New York (The)
925 Patterson Plank Rd. 6,000,000 65.22%
Secaucus, NJ 07094
Boston Safe Deposit and Trust
Company 700,000 7.61%
c/o Mellon Bank N.A.
Three Mellon Bank Center
Room 153-3015
Pittsburgh, PA 15259
Northern Trust Company (The)
801 S. Canal C-In 1,500,000 16.30%
Chicago, IL 60607
U.S. Bank National Association
MPFP 1603 Proxy Unit 1,000,000 10.87%
601 Second Avenue South
Minneapolis, MN 55402
Class IIA-2 Northwest Bank Minnesota,
National Association 77,900,000 100.00%
733 Marquette Avenue
Minneapolis, MN 55479-0056
Class IIA-3 Bankers Trust Company
c/o BT Services Tennessee Inc. 9,543,000 100.00%
648 Grassmere Park Drive
Nashville, TN 37211
Class IIA-4 Bank of New York (The)
925 Patterson Plank Rd. 2,300,000 11.50%
Secaucus, NJ 07094
Boston Safe Deposit and Trust
Company 5,900,000 29.50%
c/o Mellon Bank N.A.
Three Mellon Bank Center
Room 153-3015
Pittsburgh, PA 15259
Harris Trust & Savings Bank
Proxy Operations 5,965,000 29.83%
11 West Monroe Street LLE
Chicago, IL 60603
Northern Trust Company (The)
801 S. Canal C-In 1,635,000 8.18%
Chicago, IL 60607
PNC Bank, National Association
1600 Market Street 4,200,000 21.00%
29th Floor
Philadelphia, OA 19103
Class AP LBI-Lehman Government
Securities Inc. (LBI) 17,185 100.00%
101 Hudson Street
31st Floor
Jersey City, NJ 07302
Class A-R First Union Bank 100 100.00%
Two First Union Center, NC-0200
Charlotte, NC 28288-0200
Class B-1 TFINN & Co. 2,625,000 100.00%
c/o Chase Manhattan Bank
P.O. Box 35308
Newark, NJ 07101-8006
Class B-2 TFINN & Co. 1,200,000 100.00%
c/o Chase Manhattan Bank
P.O. Box 35308
Newark, NJ 07101-8006
Class M Hare & Co. 5,250,000 100.00%
c/o The Bank of New York
P.O. Box 19266
Newark, NJ 07195
Series 1999-S1
Class A-1 Bankers Trust Company
c/o BT Services Tennessee Inc. 3,000,000 8.84%
648 Grassmere Park Drive
Nashville, TN 37211
Chase Manhattan Bank
4 New York Plaza 9,000,000 26.53%
13th Floor
New York, NY 10004
National City Bank
1900 East 9th Street 2,000,000 5.90%
Cleveland, OH 44114
Northwest Bank Minnesota,
National Association 4,500,000 13.27%
733 Marquette Avenue
Minneapolis, MN 55479-0056
Northern Trust Company (The)
801 S. Canal C-In 4,000,000 11.80%
Chicago, IL 60607
PNC Bank, National Association
1600 Market Street 6,000,000 17.69%
29th Floor
Philadelphia, OA 19103
State Street Bank and Trust Company
1776 Heritage Dr. 4,921,000 14.51%
Global Corporate Action Unit
JAB 5NW
No. Quincy, MA 02171
Class A-2 Bank of New York (The)
925 Patterson Plank Rd. 5,250,000 21.00%
Secaucus, NJ 07094
State Street Bank and Trust Company
1776 Heritage Dr. 19,000,000 76.00%
Global Corporate Action Unit
JAB 5NW
No. Quincy, MA 02171
Class A-3 Boston Safe Deposit and Trust
Company 10,000,000 100.00%
c/o Mellon Bank N.A.
Three Mellon Bank Center
Room 153-3015
Pittsburgh, PA 15259
Class A-4 Bankers Trust Company
c/o BT Services Tennessee Inc. 37,285,000 100.00%
648 Grassmere Park Drive
Nashville, TN 37211
Class A-5 Bankers Trust Company
c/o BT Services Tennessee Inc. 3,808,292 55.94%
648 Grassmere Park Drive
Nashville, TN 37211
Boston Safe Deposit and Trust
Company 1,000,000 14.69%
c/o Mellon Bank N.A.
Three Mellon Bank Center
Room 153-3015
Pittsburgh, PA 15259
Mercantile-Safe Deposit & Trust
Company 2,000,000 29.38%
776 Old Hammonds Ferry Road
Proxy Unit #230-20
Linthicum, MD 21090
Class A-6 Chase Manhattan Bank
4 New York Plaza 89,139,000 100.00%
13th Floor
New York, NY 10004
Class A-7 Chase Manhattan Bank
4 New York Plaza 10,000,000 54.82%
13th Floor
New York, NY 10004
Deutsche Bank Securities Inc.
175 Water Street 7,732,000 42.39%
New York, NY 10038
Class A-8 Boston Safe Deposit and Trust
Company 22,600,000 35.53%
c/o Mellon Bank N.A.
Three Mellon Bank Center
Room 153-3015
Pittsburgh, PA 15259
Chase Manhattan Bank
4 New York Plaza 20,000,000 31.45%
13th Floor
New York, NY 10004
Merrill Lynch, Pierce Fenner &
Smith Safekeeping 10,000,000 15.72%
4 Corporate Place
Corporate Park 287
Piscataway, NJ 08855
Northern Trust Company (The)
801 S. Canal C-In 10,000,000 15.72%
Chicago, IL 60607
Class A-9 Chase Manhattan Bank
4 New York Plaza 56,234,000 100.00%
13th Floor
New York, NY 10004
Class A-10 First Clearing Corporation
10700 North Park Drive 767,000 21.83%
Glenn Allen, VA 23060
Legg Mason Wood Walker, Inc.
100 Light St. 1,100,000 31.31%
P.O. Box 1476
Baltimore, MD 21203-1476
M.L. Stern & Co., LLC
8350 Wilshire Blvd. 623,000 17.73%
3rd Floor
Beverly Hills, CA 90211
National Financial Services
Corporation 201,000 5.72%
200 Liberty Street
New York, NY 10281
Raymond, James & Associates, Inc.
880 Carilion Parkway 466,000 13.27%
P.O. Box 12749
St. Petersburg, FL 33733
Class A-11 Bank of New York (The)
925 Patterson Plank Rd. 595,000 11.90%
Secaucus, NJ 07094
Donaldson, Lufkin and Jenrette
Securities Corporation 455,000 9.10%
1 Pershing Plaza
Jersey City, NJ 07399
FISERV Correspondent Services,
Inc. 500,000 10.00%
1125 17th Street
Denver, CO 80202
J.J.B. Hilliard, W.L. Lyons, Inc.
c/o ADP Proxy Services 1,864,000 37.28%
Paine Webber Incorporated
1000 Harbor Blvd. 800,000 16.00%
Weehawken, NJ 07087
PNC Bank, National Association
1600 Market Street 350,000 7.00%
29th Floor
Philadelphia, OA 19103
Class A-12 Bank of New York (The)
925 Patterson Plank Rd. 300,000 6.00%
Secaucus, NJ 07094
Dean Witter Reynolds, Inc.
Issuer Services 4,571,000 91.42%
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
Class A-13 Janney Montgomery Scott Inc.
c/o ADP Proxy Services 942,200 8.18%
Dean Witter Reynolds, Inc.
Issuer Services 9,666,000 83.89%
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
Class A-14 LBI-Lehman Government Securities Inc.
101 Hudson Street - 31st Floor 1,642,800 100.00%
Jersey City, NJ 07302
Class A-15 BNY Clearing Services LLC
111 E. Kilbourn Avenue 1,365,000 91.00%
Milwaukee, WI
Class A-16 Central Trust Bank
Investments Department 175,000 5.00%
238 Madison Street
Jefferson City, MO 65101
Paine Webber Incorporated
1000 Harbor Blvd. 189,000 5.40%
Weehawken, NJ 07087
Dean Witter Reynolds, Inc.
Issuer Services 2,843,000 81.23%
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
Class A-17 CIBC World Markets Corp.
200 Liberty Street - 6th Floor 240,000 7.27%
New York, NY 10281
Janney Montgomery Scott Inc.
c/o ADP Proxy Services 188,000 5.70%
National Financial Services
Corporation 165,000 5.00%
200 Liberty Street
New York, NY 10281
Prudential Securities Incorporated
Issuer Services 1,209,000 36.64%
c/o Proxy Services
51 Mercedes Way
Edgewood, NY 11717
Southwest Securities, Inc.
c/o ADP Proxy Services 650,000 19.70%
Class A-18 First Clearing Corporation
10700 North Park Drive 649,000 21.63%
Glenn Allen, VA 23060
J.J.B. Hilliard, W.L. Lyons, Inc.
c/o ADP Proxy Services 500,000 16.67%
Janney Montgomery Scott Inc.
c/o ADP Proxy Services 299,000 9.97%
Legg Mason Wood Walker, Inc.
100 Light St. 841,000 28.03%
P.O. Box 1476
Baltimore, MD 21203-1476
McDonald Investments Inc.
Marie Anguilano 489,000 16.30%
800 Superior Avenue
Cleveland, OH 44114
National Financial Services
Corporation 167,000 5.57%
200 Liberty Street
New York, NY 10281
Class A-19 Bear, Stearns Securities Corp.
One Metrotech Center North 100,000 5.00%
4th Floor
Brooklyn, NY 11201-3861
Charles Schwab & Co., Inc.
c/o ADP Proxy Services 120,000 6.00%
Legg Mason Wood Walker, Inc.
100 Light St. 150,000 7.50%
P.O. Box 1476
Baltimore, MD 21203-1476
OLDE Discount Corporation
751 Griswold Street 1,515,000 75.75%
Detroit, MI 48226
Class A-20 Prudential Securities Incorporated
Issuer Services 5,691,000 94.85%
c/o Proxy Services
51 Mercedes Way
Edgewood, NY 11717
Class A-21 Chase Manhattan Bank
4 New York Plaza 200,000 22.60%
13th Floor
New York, NY 10004
Donaldson, Lufkin and Jenrette
Securities Corporation 415,000 46.89%
1 Pershing Plaza
Jersey City, NJ 07399
Fahnestock & Co., Inc.
125 Broad Street 45,000 5.08%
New York, NY 10004
J.J.B. Hilliard, W.L. Lyons, Inc.
c/o ADP Proxy Services 93,000 10.51%
Seattle-Northwest Securities Corp.
1420 Fifth Avenue - Suite 4300 50,000 5.65%
Seattle, WA 98101
Class A-22 Bank of New York (The)
925 Patterson Plank Rd. 100,000 10.00%
Secaucus, NJ 07094
Bear, Stearns Securities Corp.
One Metrotech Center North 100,000 10.00%
4th Floor
Brooklyn, NY 11201-3861
M. L. Stern & Co., LLC
8350 Wilshire Blvd. - 3rd Floor 500,000 50.00%
Beverly Hills, CA 90211
National Financial Services
Corporation 240,000 24.00%
200 Liberty Street
New York, NY 10281
Paine Webber Incorporated
1000 Harbor Blvd. 50,000 5.00%
Weehawken, NJ 07087
Class A-23 Bank of New York (The)
/Vinning Sparks, IBG, L.P. 985,000 98.50%
6077 Primacy Parkway
Memphis, TN 38119
Class AP LBI-Lehman Government Securities Inc.
101 Hudson Street - 31st Floor 661,605 100.00%
Jersey City, NJ 07302
Class AR First Union Bank 100 100.00%
Two First Union Center, NC-0200
Charlotte, NC 28288-0200
Class B-1 Storms & Co. 3,600,000 100.00%
c/o Citibank NA
20 Exchange Place
New York, NY 10043
Class B-2 Storms & Co. 1,600,000 100.00%
c/o Citibank NA
20 Exchange Place
New York, NY 10043
Class M Storms & Co. 8,600,000 100.00%
c/o Citibank NA
20 Exchange Place
New York, NY 10043
Series 1999-S2
Class A-1 Bank of New York (The)
925 Patterson Plank Rd. 15,000,000 6.98%
Secaucus, NJ 07094
Bankers Trust Company
c/o BT Services Tennessee Inc. 200,000,000 93.02%
648 Grassmere Park Drive
Nashville, TN 37211
Class A-2 Bank of New York (The)
925 Patterson Plank Rd. 23,605,000 18.62%
Secaucus, NJ 07094
Bankers Trust Company
c/o BT Services Tennessee Inc. 100,167,000 79.01%
648 Grassmere Park Drive
Nashville, TN 37211
Class A-3 Bank of New York (The)
925 Patterson Plank Rd. 4,000,000 50.00%
Secaucus, NJ 07094
Chase Manhattan Bank
4 New York Plaza 4,000,000 50.00%
13th Floor
New York, NY 10004
Class A-4 BNY Clearing Services LLC
111 E. Kilbourn Avenue 711,000 19.47%
Milwaukee, WI
Legg Mason Wood Walker, Inc.
100 Light St. 980,000 26.84%
P.O. Box 1476
Baltimore, MD 21203-1476
Dean Witter Reynolds, Inc.
Issuer Services 1,577,000 43.19%
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
Class A-5 Bank One, Oklahoma, N.A.
100 N. Broadway - 6th Floor 653,000 10.87%
Safekeeping
Oklahoma City, OK 73102
Chase Manhattan Bank
4 New York Plaza 2,000,000 33.29%
13th Floor
New York, NY 10004
Donaldson, Lufkin and Jenrette
Securities Corporation 429,000 7.14%
1 Pershing Plaza
Jersey City, NJ 07399
Janney Montgomery Scott Inc.
c/o ADP Proxy Services 400,000 6.66%
Northern Trust Company (The)
801 S. Canal C-IN 750,000 12.48%
Chicago, IL 60607
Stephens, Inc.
111 Center Street 347,000 5.78%
Little Rock, AR 72201
Dean Witter Reynolds, Inc.
Issuer Services 789,000 13.13%
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
Class A-6 Dean Witter Reynolds, Inc.
Issuer Services 3,632,000 97.35%
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
Class A-7 BNY Clearing Services LLC
111 E. Kilbourn Avenue 1,635,000 29.14%
Milwaukee, WI
City Securities Corporation
135 N. Pennsylvania Street, 300,000 5.35%
Suite 2200
Indianapolis, IN 46204
David Lerner Associates, Inc.
477 Jericho Turnpike 394,000 7.02%
Syosset, NY 11791
J.J.B. Hilliard, W.L. Lyons, Inc.
c/o ADP Proxy Services 973,000 17.34%
Raymond, James & Associates, Inc,
880 Carilion Parkway 1,576,000 28.09%
P.O. Box 12749
St. Petersburg, FL 33733
Class A-8 Bankers Trust Company
c/o BT Services Tennessee Inc. 9,581,000 100.00%
648 Grassmere Park Drive
Nashville, TN 37211
Class A-9 Prudential Securities Incorporated
Issuer Services 2,819,000 88.09%
c/o Proxy Services
51 Mercedes Way
Edgewood, NY 11717
Class A-10 Legg Mason Wood Walker, Inc
100 Light St. 430,000 43.00%
P.O. Box 1476
Baltimore, MD 21203-1476
Lewco Securities Corp.
34 Exchange Pl. Plaza, 4th Floor 150,000 15.00%
Jersey City, NJ 07311-3988
Paine Webber Incorporated
1000 Harbor Blvd. 340,000 34.00%
Weehawken, NJ 07087
Parker/ Hunter Incorporated
c/o ADP Proxy Services 50,000 5.00%
Class A-11 Northern Trust Company (The)
801 S. Canal C-IN 1,948,000 66.08%
Chicago, IL 60607
SANWA Bank California
P.O. Box 513507 1,000,000 33.92%
Los Angeles, CA 90051-3507
Class A-12 Bank of New York (The)
925 Patterson Plank Rd. 35,000,000 77.78%
Secaucus, NJ 07094
Merrill Lynch, Pierce Fenner &
Smith Safekeeping 10,000,000 22.22%
4 Corporate Place
Corporate Park 287
Piscataway, NJ 08855
Class AP Bank One Trust Co. N.A.
/Corporate Trust 374,266 100.00%
1900 Polaris Parkway - 4th Floor
Columbus, OH 43240
Class A-R Credit Suisse /First Boston 100 100.00%
5 World Trade Center 7th Floor
New York, NY 10048
Class B-1 Bear, Stearns Securities Corp. 4,050,000 100.00%
One Metrotech Center North, Dept. C
Brooklyn, NY 11201-3861
Class B-2 Donaldson, Lufkin and Jenrette 100,000 6.34%
Securities Corporation
1 Pershing Plaza
Jersey City, NJ 07399
DLJ Mortgage Capital Inc. 1,475,000 93.65%
140 Broadway
New York, NY 10005
Class M Phoenix Home Life Mutual Ins. Co. 9,900,000 100.00%
One American Row
Hartford, CT 06115
Series 1999-S3
Class A-1 Bankers Trust Company
c/o BT Services Tennessee Inc. 112,065,223 100.00%
648 Grassmere Park Drive
Nashville, TN 37211
Class AP Merrill Lynch, Pierce Fenner & Smith
Safekeeping 176,004 100.00%
4 Corporate Place
Corporate Park 287
Piscataway, NJ 08855
Class AR Merrill Lynch, Pierce Fenner & Smith 176,004 100.00%
P.O. Box 13216
Newark, NJ 07101
Class B-1 Merrill Lynch, Pierce Fenner & Smith 402,504 100.00%
PO Box 13216
Newark, NJ 07101
Class B-2 Hare & Co. 402,504 100.00%
c/o The Bank of New York
P.O. Box 19266
Newark, NJ 07195
Class M Merrill Lynch, Pierce Fenner & Smith 1,265,014 100.00%
PO Box 13216
Newark, NJ 07101
Series 1999-S4
Class A-1 Bankers Trust Company
c/o BT Services Tennessee Inc. 103,000,000 49.64%
648 Grassmere Park Drive
Nashville, TN 37211
Chase Manhattan Bank
4 New York Plaza 100,499,900 48.43%
13th Floor
New York, NY 10004
Class A-2 Bankers Trust Company
c/o BT Services Tennessee Inc. 27,000,000 37.19%
648 Grassmere Park Drive
Nashville, TN 37211
Chase Manhattan Bank
4 New York Plaza 25,600,000 35.26%
13th Floor
New York, NY 10004
Wachovia Bank/Safekeeping
301 N. Main Street, NC 31058 20,000,000 27.55%
Winston-Salem, NC 27150
Class A-3 Deseret Trust Company
P.O. Box 11558 10,000,000 100.00%
Salt Lake City, UT 84147-0558
Class A-4 Bank of New York (The)
925 Patterson Plank Rd. 5,000,000 12.20%
Secaucus, NJ 07094
Bankers Trust Company
c/o BT Services Tennessee Inc. 5,994,500 14.62%
648 Grassmere Park Drive
Nashville, TN 37211
Chase Manhattan Bank
4 New York Plaza 24,000,000 58.55%
13th Floor
New York, NY 10004
SSB-Trust Custody
225 Franklin Street, M4 5,994,500 14.62%
Boston, MA 02110
Class A-5 Edwards & Sons, Inc.
125 Broad Street - 40th Floor 3,228,000 99.32%
New York, NY 10004
Class A-6 Edwards & Sons, Inc.
125 Broad Street - 40th Floor 3,703,000 67.33%
New York, NY 10004
J.J.B. Hilliard, W.L. Lyons, Inc.
c/o ADP Proxy Services 500,000 9.09%
Norwest Bank Minnesota,
National Association 1,000,000 18.18%
733 Marquette Avenue
Minneapolis, MN 55479-0056
Class A-7 First Clearing Corporation
10700 North Park Drive 985,000 84.12%
Glenn Allen, VA 23060
Prudential Securities Incorporated
Issuer Services 139,000 11.88%
c/o Proxy Services
51 Mercedes Way
Edgewood, NY 11717
Class A-8 Dean Witter Reynolds, Inc.
Issuer Services 3,705,000 81.84%
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
Class A-9 OLDE Discount Corporation
751 Griswold Street 844,000 64.92%
Detroit, MI 48226
Paine Webber Incorporated
1000 Harbor Blvd. 300,000 23.08%
Weehawken, NJ 07087
Stifel, Nicolaus & Company
Incorporated 141,000 10.85%
500 N. Broadway
St. Louis, MO 63102
Class A-10 M.L. Stern & Co., LLC
8350 Wilshire Blvd. 99,000 5.89%
3rd Floor
Beverly Hills, CA 90211
Prudential Securities Incorporated
Issuer Services 1,553,000 92.44%
c/o Proxy Services
51 Mercedes Way
Edgewood, NY 11717
Class A-11 Paine Webber Incorporated
1000 Harbor Blvd. 773,000 38.65%
Weehawken, NJ 07087
Prudential Securities Incorporated
Issuer Services 1,191,000 59.55%
c/o Proxy Services
51 Mercedes Way
Edgewood, NY 11717
Class A-12 Bear, Stearns Securities Corp.
One Metrotech Center North 100,000 5.00%
4th Floor
Brooklyn, NY 11201-3861
Prudential Securities Incorporated
Issuer Services 1,737,000 86.85%
c/o Proxy Services
51 Mercedes Way
Edgewood, NY 11717
Class A-13 Chase Manhattan Bank
4 New York Plaza 9,500,000 100.00%
13th Floor
New York, NY 10004
Class A-14 Credit Suisse First Boston Corp.
c/o Proxy Services 25,000,000 100.00%
Class A-15 Bank of New York (The)
925 Patterson Plank Rd. 25,000,000 100.00%
Secaucus, NJ 07094
Class A-16 Wilmington Trust Company
Rodney Square North 5,000,000 100.00%
1100 North Market Street
Wilmington, DE 19890-0001
Class A-17 Boston Safe Deposit & Trust Co.
c/o Melon Bank N.A. 38,363,800 100.00%
Three Melon Bank Center, Room 153-3015
Pittsburgh, PA 15259
Class A-P CEDE & Co. 504,519 100.00%
c/o The Depository Trust Company
P.O. Box 20
Bowling Green Station
New York, NY 10004
Class A-R Credit Suisse/First Boston 100 100.00%
5 World Trade Center, 7th Floor
New York, NY 10048
Class B-1 Ell & Co. 4,050,087 100.00%
P.O. Box 92395
Chicago, IL 60675
Class B-2 Ell & Co. 1,575,034 100.00%
P.O. Box 92395
Chicago, IL 60675
Class M Hare & Co. 9,900,211 100.00%
c/o The Bank of New York
P.O. Box 19266
Newark, NJ 07195
Series 1999-S5
Class A-1 Bankers Trust Company
c/o BT Services Tennessee Inc. 5,000,000 5.79%
648 Grassmere Park Drive
Nashville, TN 37211
Chase Manhattan Bank
4 New York Plaza 81,402,913 94.21%
13th Floor
New York, NY 10004
Class A-2 Bankers Trust Company
c/o BT Services Tennessee Inc. 1,000,000 65.00%
648 Grassmere Park Drive
Nashville, TN 37211
Chase Manhattan Bank
4 New York Plaza 149,962,609 96.77%
13th Floor
New York, NY 10004
Class A-3 Norwest Bank Minnesota,
National Association 14,500,000 100.00%
733 Marquette Avenue
Minneapolis, MN 55479-0056
Class A-4 Citibank, N.A.
P.O. Box 30576 30,151,743 100.00%
Tampa, FL 33630-3576
Class A-5 Bank of New York (The)
925 Patterson Plank Rd. 21,730,000 52.07%
Secaucus, NJ 07094
State Street Bank & Trust Company
1776 Heritage Dr. 20,000,000 47.93%
Global Corp. Action Unit JAB 5NW
No. Quincy, MA 02171
Class A-6 Bankers Trust Company
c/o BT Services Tennessee Inc. 13,200,000 100.00%
648 Grassmere Park Drive
Nashville, TN 37211
Class A-7 Bank of New York (The)
925 Patterson Plank Rd. 24,943,107 100.00%
Secaucus, NJ 07094
Class A-8 Bankers Trust Company
c/o BT Services Tennessee Inc. 50,000,000 98.86%
648 Grassmere Park Drive
Nashville, TN 37211
Class A-9 Donaldson, Lufkin and Jenrette
Securities Corporation 2,951,000 93.65%
1 Pershing Plaza
Jersey City, NJ 07399
Southwest Securities, Inc.
c/o ADP Proxy Services 200,000 6.35%
Class A-10 Donaldson, Lufkin and Jenrette
Securities Corporation 312,000 9.18%
1 Pershing Plaza
Jersey City, NJ 07399
McDonald Investments Inc.
Marie Anguilano 1,061,000 31.21%
800 Superior Avenue
Cleveland, OH 44114
Dean Witter Reynolds, Inc.
Issuer Services 1,919,000 56.44%
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
Class A-11 Central Trust Bank
Investments Department 250,000 12.84%
238 Madison Street
Jefferson City, MO 65101
Donaldson, Lufkin and Jenrette
Securities Corporation 334,000 17.16%
1 Pershing Plaza
Jersey City, NJ 07399
George K. Baum & Company
c/o ADP Proxy Services 105,000 5.39%
J.J.B. Hilliard, W.L. Lyons, Inc.
c/o ADP Proxy Services 408,000 20.96%
Janney Montgomery Scott Inc.
c/o ADP Proxy Services 205,000 10.53%
Morgan, Keegan & Company, Inc.
50 North Front Street 109,427 5.62%
Memphis, TN 38103
Northern Trust Company (The)
801 S. Canal C-IN 100,000 5.14%
Chicago, IL 60607
Romano Brothers & Co.
One Rotary Center, Suite 1300 200,000 10.28%
Evanston, IL 60201
Class A-12 Commercial Bank
Cap. CHG./Proxy 7CBB/MC 3530 1,000,000 11.77%
Detroit, MI 48275-3530
Merrill Lynch, Pierce Fenner &
Smith Safekeeping 7,497,427 88.23%
4 Corporate Place
Corporate Park 287
Piscataway, NJ 08855
Class A-13 Hare & Co. 4,000,000 100.00%
c/o The Bank of New York
P.O. Box 19266
Newark, NJ 07195
Class A-14 Fannie Mae/Investment
Participant Contact Not Found 40,814,107 100.00%
Class AP Credit Suisse First Boston Corp.
c/o Proxy Services 488,368 100.00%
Class A-X Chase Manhattan Mortgage Corp. 463,907,359 100.00%
343 Thornall Street
Edison, NJ 08837
Class B-1 Ell & Co. 4,500,126 100.00%
P.O. Box 92395
Chicago, IL 60675
Class B-2 DLJ Mortgage Capital Inc. 1,750,049 100.00%
140 Broadway
New York, NY 10005
Class M Credit Suisse/First Boston 1,250,036 100.00%
5 World Trade Center, 7th Floor
New York, NY 10048
Series 1999-S6
Class A-1 Bank of New York (The)
925 Patterson Plank Rd. 70,000,000 43.32%
Secaucus, NJ 07094
Bankers Trust Company
c/o BT Services Tennessee Inc. 45,406,000 27.45%
648 Grassmere Park Drive
Nashville, TN 37211
PNC Bank, N.A. /Pittsburgh
One PNC Plaza, 9th Floor 50,000,000 30.23%
249 5th Avenue
Pittsburgh, PA 15222-7707
Class A-2 Bank of New York (The)
925 Patterson Plank Rd. 9,330,316 100.00%
Secaucus, NJ 07094
Class A-3 Investors Fiduciary Trust Company/SSB
1776 Heritage Drive 43,684,004 100.00%
Global Corp. Action Unit JAB 5NW
No. Quincy, MA 02171
Class AP Merrill Lynch, Pierce Fenner &
Smith Safekeeping 392,628 100.00%
4 Corporate Place
Corporate Park 287
Piscataway, NJ 08855
Class A-R Merrill Lynch, Pierce Fenner & Smith 100 100.00%
P.O. Box 13216
Newark, NJ 07101
Class B-1 Hare & Co. 675,002 100.00%
c/o The Bank of New York
P.O. Box 19266
Newark, NJ 07195
Class B-2 Hare & Co. 787,502 100.00%
c/o The Bank of New York
P.O. Box 19266
Newark, NJ 07195
Class M Hare & Co. 3,375,110 100.00%
c/o The Bank of New York
P.O. Box 19266
Newark, NJ 07195
Series 1999-S7
Class A-1 Bank of New York (The)
925 Patterson Plank Rd. 59,804,000 49.25%
Secaucus, NJ 07094
Bankers Trust Company
c/o BT Services Tennessee Inc. 25,000,000 20.59%
648 Grassmere Park Drive
Nashville, TN 37211
Chase Manhattan Bank
4 New York Plaza 16,675,000 13.73%
13th Floor
New York, NY 10004
Mercantile Bank National Association Bond
Portfolio 19,954,000 16.43%
P.O. Box 349
St. Louis, MO 63166
Class AP Bear, Stearns Securities Corp.
One Metrotech Center North 127,811 100.00%
4th Floor
Brooklyn, NY 11201-3861
Class AR Credit Suisse/First Boston 100 100.00%
5 World Trade Center, 7th Floor
New York, NY 10048
Class B-1 Hare & Co. 375,000 100.00%
c/o The Bank of New York
P.O. Box 19266
Newark, NJ 07195
Class B-2 Chase Securities Inc. 437,000 100.00%
270 Park Ave.
New York, NY 10017
Class M Hare & Co. 1,875,000 100.00%
c/o The Bank of New York
P.O. Box 19266
Newark, NJ 07195
Series 1999-S8
Class A-1 Boston Safe Deposit & Trust Co.
c/o Melon Bank N.A. 32,000,000 19.11%
Three Melon Bank Center, Room 153-3015
Pittsburgh, PA 15259
Investors Fiduciary Trust Company/SSB
1776 Heritage Drive 79,414,000 47.44%
Global Corp. Action Unit JAB 5NW
No. Quincy, MA 02171
PNC Bank, N.A. /Pittsburgh
One PNC Plaza, 9th Floor 25,000,000 14.93%
249 5th Avenue
Pittsburgh, PA 15222-7707
State Street Bank & Trust Company
1776 Heritage Dr. 23,000,000 13.74%
Global Corp. Action Unit JAB 5NW
No. Quincy, MA 02171
Class A-2 Bank of New York (The)
925 Patterson Plank Rd. 22,000,000 28.95%
Secaucus, NJ 07094
Bankers Trust Company
c/o BT Services Tennessee Inc. 50,000,000 65.79%
648 Grassmere Park Drive
Nashville, TN 37211
State Street Bank & Trust Company
1776 Heritage Dr. 4,000,000 5.26%
Global Corp. Action Unit JAB 5NW
No. Quincy, MA 02171
Class A-3 Bankers Trust Company
c/o BT Services Tennessee Inc. 2,500,000 7.10%
648 Grassmere Park Drive
Nashville, TN 37211
Boston Safe Deposit & Trust Co.
c/o Melon Bank N.A. 6,000,000 17.03%
Three Melon Bank Center, Room 153-3015
Pittsburgh, PA 15259
Chase Manhattan Bank
4 New York Plaza 24,000,000 68.14%
13th Floor
New York, NY 10004
Northern Trust Company (The)
801 S. Canal C-IN 2,722,000 7.73%
Chicago, IL 60607
Class A-4 Chase Manhattan Bank
4 New York Plaza 20,000,000 100.00%
13th Floor
New York, NY 10004
Class A-5 Chase Manhattan Bank
4 New York Plaza 18,750,000 100.00%
13th Floor
New York, NY 10004
Class A-6 American National Bank & Trust Company of
Chicago 5,000,000 4.03%
c/o ADP Proxy
Bankers Trust Company
c/o BT Services Tennessee Inc. 23,000,000 18.54%
648 Grassmere Park Drive
Nashville, TN 37211
Chase Manhattan Bank
4 New York Plaza 96,000,000 77.42%
13th Floor
New York, NY 10004
Class A-7 Citibank, N.A.
P.O. Box 30576 76,900,000 100.00%
Tampa, FL 33630-3576
Class A-8 Boston Safe Deposit & Trust Co.
c/o Melon Bank N.A. 5,000,000 31.13%
Three Melon Bank Center, Room 153-3015
Pittsburgh, PA 15259
Mercantile Bank National Association Bond
Portfolio 2,000,000 12.45%
P.O. Box 349
St. Louis, MO 63166
Prudential Securities Incorporated
Issuer Services 861,000 5.36%
c/o Proxy Services
51 Mercedes Way
Edgewood, NY 11717
Dean Witter Reynolds, Inc.
Issuer Services 6,960,000 43.33%
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
Class A-9 David Lerner Associates, Inc.
477 Jericho Turnpike 623,000 6.15%
Syosset, NY 11791
FISERV Correspondent Services,
Inc. 1,492,000 14.72%
1125 17th Street
Denver, CO 80202
First Clearing Corporation
10700 North Park Drive 1,812,000 17.88%
Glenn Allen, VA 23060
J.J.B. Hilliard, W.L. Lyons, Inc.
c/o ADP Proxy Services 1,297,000 12.80%
Paine Webber Incorporated
1000 Harbor Blvd. 757,000 7.47%
Weehawken, NJ 07087
Prudential Securities Incorporated
Issuer Services 2,987,000 29.47%
c/o Proxy Services
51 Mercedes Way
Edgewood, NY 11717
Class A-10 Prudential Securities Incorporated
Issuer Services 3,250,000 92.86%
c/o Proxy Services
51 Mercedes Way
Edgewood, NY 11717
Class A-11 Chase Manhattan Bank
4 New York Plaza 15,065,000 100.00%
13th Floor
New York, NY 10004
Class A-12 LBI-Lehman Government
Securities Inc. (LBI) 4,485,000 100.00%
101 Hudson Street
31st Floor
Jersey City, NJ 07302
Class A-13 LBI-Lehman Government
Securities Inc. (LBI) 16,215,900 100.00%
101 Hudson Street
31st Floor
Jersey City, NJ 07302
Class A-14 LBI-Lehman Government
Securities Inc. (LBI) 11,300,600 100.00%
101 Hudson Street
31st Floor
Jersey City, NJ 07302
Class A-P LBI-Lehman Government
Securities Inc. (LBI) 3,387,180 100.00%
101 Hudson Street
31st Floor
Jersey City, NJ 07302
Class A-R First Union National Bank 100 100.00%
Two First Union Center, NC-0200
Charlotte, NC 28288-0200
Class B-1 AUER & Co. 2,200,000 39.11%
c/o Bankers Trust Co.
P.O. Box 704
Church Street Station
New York, NY 10008
Ell & Co. 3,425,000 60.88%
P.O. Box 92395
Chicago, IL 60675
Class B-2 TFINN & Co. 2,500,000 100.00%
c/o Chase Manhattan Bank
P.O. Box 35308
Newark, NJ 07101-8006
Class M Boston & Co. 13,750,000 100.00%
c/o Boston Safe Deposit and TR Co.
P.O. Box 9118
Boston, MA 02205
Series 1999-S9
Class A-1 Bank of New York (The)
925 Patterson Plank Rd. 20,013,000 14.47%
Secaucus, NJ 07094
Bankers Trust Company
c/o BT Services Tennessee Inc. 71,500,000 51.69%
648 Grassmere Park Drive
Nashville, TN 37211
Lasalle National Bank
c/o ADP Proxy Services 40,000,000 28.92%
Class A-2 American National Bank & Trust Company of
Chicago 1,532,571 13.31%
c/o ADP Proxy
State Street Bank & Trust Company
1776 Heritage Dr. 9,984,429 86.69%
Global Corp. Action Unit JAB 5NW
No. Quincy, MA 02171
Class A-3 Bank of New York (The)
925 Patterson Plank Rd. 965,000 5.28%
Secaucus, NJ 07094
Boston Safe Deposit & Trust Co.
c/o Melon Bank N.A. 4,565,000 24.99%
Three Melon Bank Center, Room 153-3015
Pittsburgh, PA 15259
Chase Manhattan Bank
4 New York Plaza 1,870,000 10.24%
13th Floor
New York, NY 10004
Deseret Trust Company
P.O. Box 11558 5,000,000 27.37%
Salt Lake City, UT 84147-0558
First Union National Bank
1525 West W.T. Harris Blvd. - 3A4 1,110,000 6.07%
Charlotte, NC 28288
PNC Bank, N.A. /Pittsburgh
One PNC Plaza, 9th Floor 2,245,000 12.29%
249 5th Avenue
Pittsburgh, PA 15222-7707
Class A-4 Bank of New York (The)
925 Patterson Plank Rd. 11,659,635 100.00%
Secaucus, NJ 07094
Class AP BNY/ITC - Dealers Clearance Special 164,041 100.00%
c/o N.A. Schapiro & Co. In.
One Chase Plaza, 58th Floor
New York, NY 10005
Class A-R First Union Bank 100 100.00%
Two First Union Center, NC-0200
Charlotte, NC 28288-0200
Class B-1 Hare & Co. 555,019 100.00%
c/o The Bank of New York
P.O. Box 19266
Newark, NJ 07195
Class B-2 Hare & Co. 647,523 100.00%
c/o The Bank of New York
P.O. Box 19266
Newark, NJ 07195
Class M Hare & Co. 2,775,097 100.00%
c/o The Bank of New York
P.O. Box 19266
Newark, NJ 07195
Series 1999-S10
Class A-1 Bankers Trust Company
c/o BT Services Tennessee Inc. 50,765,000 70.84%
648 Grassmere Park Drive
Nashville, TN 37211
Chase Manhattan Bank
4 New York Plaza 10,000,000 13.95%
13th Floor
New York, NY 10004
State Street Bank & Trust Company
1776 Heritage Dr. 6,115,000 8.53%
Global Corp. Action Unit JAB 5NW
No. Quincy, MA 02171
Class A-2 Bankers Trust Company
c/o BT Services Tennessee Inc. 10,000,000 66.67%
648 Grassmere Park Drive
Nashville, TN 37211
Merrill Lynch, Pierce Fenner &
Smith Safekeeping 5,000,000 33.33%
4 Corporate Place
Corporate Park 287
Piscataway, NJ 08855
Class A-3 Bank of New York (The)
925 Patterson Plank Rd. 21,400,000 100.00%
Secaucus, NJ 07094
Class A-4 Bankers Trust Company
c/o BT Services Tennessee Inc. 50,000,000 99.01%
648 Grassmere Park Drive
Nashville, TN 37211
Class A-5 LBI-Lehman Government
Securities Inc. (LBI) 16,987,952 100.00%
101 Hudson Street
31st Floor
Jersey City, NJ 07302
Class A-6 Compass Bank - ALFA
15 South 20th Street, 7th Floor 6,012,048 92.32%
Birmingham, AL 35233
Wachovia Bank, N.A.
100 N. Main Street, NC 37121 500,000 7.68%
Winston-Salem, NC 27150
Class A-7 LBI-Lehman Government
Securities Inc. (LBI) 7,785,000 100.00%
101 Hudson Street
31st Floor
Jersey City, NJ 07302
Class A-8 Bank of New York (The)
925 Patterson Plank Rd. 10,000,000 44.89%
Secaucus, NJ 07094
Bankers Trust Company
c/o BT Services Tennessee Inc. 12,275,000 55.11%
648 Grassmere Park Drive
Nashville, TN 37211
Class A-9 Dain Rauscher Incorporated
312 South 3rd Street 1,200,000 16.16%
Minneapolis, MN 55415-1099
PWI CMO Account
1000 Harber Blvd., 8th Floor 6,225,000 83.84%
Weehawken, NJ 07087
Class A-10 Northern Trust Company (The)
801 S. Canal C-IN 57,400,000 100.00%
Chicago, IL 60607
Class A-11 Citibank, N.A.
P.O. Box 30576 7,500,000 100.00%
Tampa, FL 33630-3576
Class A-12 Boston Safe Deposit & Trust Co.
c/o Melon Bank N.A. 5,700,000 48.72%
Three Melon Bank Center, Room 153-3015
Pittsburgh, PA 15259
Central Trust Bank
Investments Department 1,000,000 8.55%
238 Madison Street
Jefferson City, MO 65101
State Street Bank & Trust Company
1776 Heritage Dr. 5,000,000 42.74%
Global Corp. Action Unit JAB 5NW
No. Quincy, MA 02171
Class A-13 American Express Trust
180 East 5th Street 10,000,000 15.80%
Safekeeping
St. Paul, MN 55101
Bank of New York (The)
925 Patterson Plank Rd. 16,700,000 26.38%
Secaucus, NJ 07094
Bankers Trust Company
c/o BT Services Tennessee Inc. 3,460,000 5.47%
648 Grassmere Park Drive
Nashville, TN 37211
Chase Manhattan Bank
4 New York Plaza 22,410,000 35.40%
13th Floor
New York, NY 10004
Northern Trust Company (The)
801 S. Canal C-IN 3,650,000 5.77%
Chicago, IL 60607
Class A-14 Investors Bank & Trust Company
200 Claredon Street 20,000,000 100.00%
15th Fl Hancock Tower
Boston, MA 02116
Class A-15 LBI-Lehman Government
Securities Inc. (LBI) 20,000,000 100.00%
101 Hudson Street
31st Floor
Jersey City, NJ 07302
Class A-16 Bank of New York (The)
925 Patterson Plank Rd. 25,000,000 30.96%
Secaucus, NJ 07094
Bankers Trust Company
c/o BT Services Tennessee Inc. 39,739,000 49.22%
648 Grassmere Park Drive
Nashville, TN 37211
Boston Safe Deposit & Trust Co.
c/o Melon Bank N.A. 10,000,000 12.39%
Three Melon Bank Center, Room 153-3015
Pittsburgh, PA 15259
PNC Bank, N.A. /Pittsburgh
One PNC Plaza, 9th Floor 6,000,000 7.43%
249 5th Avenue
Pittsburgh, PA 15222-7707
Class A-17 Bankers Trust Company
c/o BT Services Tennessee Inc. 34,000,000 91.89%
648 Grassmere Park Drive
Nashville, TN 37211
Chase Manhattan Bank
4 New York Plaza 3,000,000 8.11%
13th Floor
New York, NY 10004
Class A-18 Harris Trust & Savings Bank
Proxy Operations 6,361,000 36.53%
11 West Monroe Street LLE
Chicago, IL 60603
Northern Trust Company (The)
801 S. Canal C-IN 8,350,000 47.96%
Chicago, IL 60607
PNC Bank, N.A. /Pittsburgh
One PNC Plaza, 9th Floor 2,700,000 15.51%
249 5th Avenue
Pittsburgh, PA 15222-7707
Class A-19 Bank of New York (The)
925 Patterson Plank Rd. 15,000,000 19.28%
Secaucus, NJ 07094
Bankers Trust Company
c/o BT Services Tennessee Inc. 62,800,000 80.72%
648 Grassmere Park Drive
Nashville, TN 37211
Class A-20 Citibank, N.A.
P.O. Box 30576 33,000,000 100.00%
Tampa, FL 33630-3576
Class A-21 LBI-Lehman Government
Securities Inc. (LBI) 3,801,200 100.00%
101 Hudson Street
31st Floor
Jersey City, NJ 07302
Class A-22 Bank of New York/Soc Gen Bank
One Wall Street 27,200,000 100.00%
New York, NY 10286
Class A-23 LBI-Lehman Government
Securities Inc. (LBI) 10,503,800 100.00%
101 Hudson Street
31st Floor
Jersey City, NJ 07302
Class AP LBI-Lehman Government
Securities Inc. (LBI) 3,344,515 100.00%
101 Hudson Street
31st Floor
Jersey City, NJ 07302
Class A-R TFINN & Co. 100 100.00%
c/o Chase Manhattan Bank
P.O. Box 35308
Newark, NJ 07101-8006
Class B-1 AUER & Co. 2,200,000 36.97%
c/o Bankers Trust Co.
P.O. Box 704
Church Street Station
New York, NY 10008
Ell & Co. 3,750,000 63.02%
P.O. Box 92395
Chicago, IL 60675
Class B-2 TFINN & Co. 2,450,000 100.00%
c/o Chase Manhattan Bank
P.O. Box 35308
Newark, NJ 07101-8006
Class M Gerlach & Co. 16,100,000 100.00%
c/o Citibank, NA/Custody IC&D Lockbox
P.O. Box 7247-7057
Philadelphia, PA 19170-7057
Series 1999-S11
Class A-1 Bank of New York (The)
925 Patterson Plank Rd. 35,000,000 36.57%
Secaucus, NJ 07094
Bankers Trust Company
c/o BT Services Tennessee Inc. 25,706,000 26.86%
648 Grassmere Park Drive
Nashville, TN 37211
Chase Manhattan Bank
4 New York Plaza 25,000,000 26.12%
13th Floor
New York, NY 10004
Salomon Smith Barney Inc.
333 W. 34th Street 5,000,000 5.22%
New York, NY 10001
State Street Bank & Trust Company
1776 Heritage Dr. 5,000,000 5.22%
Global Corp. Action Unit JAB 5NW
No. Quincy, MA 02171
Class A-2 Citibank, N.A.
P.O. Box 30576 59,000,000 100.00%
Tampa, FL 33630-3576
Class A-3 Bear, Stearns Securities Corp.
One Metrotech Center North 11,951,000 46.05%
4th Floor
Brooklyn, NY 11201-3861
Chase Manhattan Bank
4 New York Plaza 4,000,000 15.41%
13th Floor
New York, NY 10004
UMB Bank, National Association
P.O. Box 419260 10,000,000 38.53%
Kansas City, MO 64141-6260
Class A-4 Bank of New York (The)
925 Patterson Plank Rd. 40,000,000 61.54%
Secaucus, NJ 07094
Bankers Trust Company
c/o BT Services Tennessee Inc. 25,000,000 38.46%
648 Grassmere Park Drive
Nashville, TN 37211
Class A-5 Citibank, N.A.
P.O. Box 30576 27,976,000 100.00%
Tampa, FL 33630-3576
Class A-6 Bankers Trust Company
c/o BT Services Tennessee Inc. 5,360,000 100.00%
648 Grassmere Park Drive
Nashville, TN 37211
Class A-7 Bank of New York (The)
925 Patterson Plank Rd. 5,500,000 29.19%
Secaucus, NJ 07094
U.S. Bank National Association
MPFP 1603 Proxy Unit 13,340,000 70.81%
601 Second Avenue South
Minneapolis, MN 55402
Class A-8 Chase Manhattan Bank
4 New York Plaza 10,005,000 100.00%
13th Floor
New York, NY 10004
Class A-9 Chase Manhattan Bank
4 New York Plaza 7,440,000 65.03%
13th Floor
New York, NY 10004
Merrill Lynch, Pierce Fenner &
Smith Safekeeping 4,000,000 34.97%
4 Corporate Place
Corporate Park 287
Piscataway, NJ 08855
Class A-10 Northern Trust Company (The)
801 S. Canal C-IN 11,610,000 100.00%
Chicago, IL 60607
Class A-11 Chase Manhattan Bank
4 New York Plaza 11,021,000 100.00%
13th Floor
New York, NY 10004
Class A-12 Boston Safe Deposit & Trust Co.
c/o Melon Bank N.A. 19,063,000 47.66%
Three Melon Bank Center, Room 153-3015
Pittsburgh, PA 15259
Chase Manhattan Bank
4 New York Plaza 20,937,000 52.34%
13th Floor
New York, NY 10004
Class AP Bear, Stearns Securities Corp.
One Metrotech Center North 1,090,837 100.00%
4th Floor
Brooklyn, NY 11201-3861
Class A-R Credit Suisse /First Boston 100 100.00%
5 World Trade Center 7th Floor
New York, NY 10048
Class B-1 Hare & Co. 3,400,000 100.00%
c/o The Bank of New York
P.O. Box 19266
Newark, NJ 07195
Class B-2 Hare & Co. 1,600,000 100.00%
c/o The Bank of New York
P.O. Box 19266
Newark, NJ 07195
Class M Hare & Co. 9,000,000 100.00%
c/o The Bank of New York
P.O. Box 19266
Newark, NJ 07195
Series 1999-S12
Class A-1 Bankers Trust Company
c/o BT Services Tennessee Inc. 65,272,000 100.00%
648 Grassmere Park Drive
Nashville, TN 37211
Class A-2 Bankers Trust Company
c/o BT Services Tennessee Inc. 36,000,000 99.91%
648 Grassmere Park Drive
Nashville, TN 37211
Class A-3 Chase Manhattan Bank
4 New York Plaza 12,503,000 100.00%
13th Floor
New York, NY 10004
Class A-4 Bank of New York (The)
925 Patterson Plank Rd. 10,000,000 100.00%
Secaucus, NJ 07094
Class A-5 Chase Manhattan Bank
4 New York Plaza 68,000,000 100.00%
13th Floor
New York, NY 10004
Class A-6 Northern Trust Company (The)
801 S. Canal C-IN 15,500,000 100.00%
Chicago, IL 60607
Class A-7 Citibank, N.A.
P.O. Box 30576 68,400,000 100.00%
Tampa, FL 33630-3576
Class A-8 LBI-Lehman Government
Securities Inc. (LBI) 3,840,000 100.00%
101 Hudson Street
31st Floor
Jersey City, NJ 07302
Class A-9 Bear, Stearns Securities Corp.
One Metrotech Center North 3,000,000 100.00%
4th Floor
Brooklyn, NY 11201-3861
Class A-10 LBI-Lehman Government
Securities Inc. (LBI) 1,476,000 100.00%
101 Hudson Street
31st Floor
Jersey City, NJ 07302
Class AP LBI-Lehman Government
Securities Inc. (LBI) 3,231,864 100.00%
101 Hudson Street
31st Floor
Jersey City, NJ 07302
Class A-R TFINN & Co. 100 100.00%
c/o Chase Manhattan Bank
P.O. Box 35308
Newark, NJ 07101-8006
Class B-1 Sigler & Co. Inc. 2,700,000 100.00%
c/o Chase Manhattan Bank
P.O. Box 35308
Newark, NJ 07101-8006
Class B-2 TFINN & Co. 1,200,000 100.00%
c/o Chase Manhattan Bank
P.O. Box 35308
Newark, NJ 07101-8006
Class M TFINN & Co. 6,600,000 100.00%
c/o Chase Manhattan Bank
P.O. Box 35308
Newark, NJ 07101-8006
Series 1999-S13
Class A-1 American Express Trust
180 East 5th Street 15,000,000 10.31%
Safekeeping
St. Paul, MN 55101
Chase Manhattan Bank
4 New York Plaza 91,660,000 63.00%
13th Floor
New York, NY 10004
Chase Securities Inc.,
55 Water Street, Room 434 20,497,000 14.09%
New York, NY 10041
Salomon Smith Barney Inc.
333 W. 34th Street 10,000,000 6.87%
New York, NY 10001
Class AP LBI-Lehman Government
Securities Inc. (LBI) 381,686 100.00%
101 Hudson Street
31st Floor
Jersey City, NJ 07302
Class A-R TFINN & Co. 100 100.00%
c/o Chase Manhattan Bank
P.O. Box 35308
Newark, NJ 07101-8006
Class B-1 TFINN & Co. 600,000 100.00%
c/o Chase Manhattan Bank
P.O. Box 35308
Newark, NJ 07101-8006
Class B-2 Boston & Co. 600,000 100.00%
c/o Boston Safe Deposit and TR Co.
P.O. Box 9118
Boston, MA 02205
Class M TFINN & Co. 1,950,000 100.00%
c/o Chase Manhattan Bank
P.O. Box 35308
Newark, NJ 07101-8006
Series 1999-S14
Class A-1 Chase Manhattan Bank
4 New York Plaza 50,900,000 100.00%
13th Floor
New York, NY 10004
Class A-2 Chase Manhattan Bank
4 New York Plaza 31,364,000 100.00%
13th Floor
New York, NY 10004
Class A-3 PWI CMO Account
1000 Harber Blvd., 8th Floor 37,653,000 100.00%
Weehawken, NJ 07087
Class A-4 SSB-Trust Custody
225 Franklin Street, M4 15,000,000 100.00%
Boston, MA 02110
Class A-5 Chase Manhattan Bank
4 New York Plaza 17,908,000 100.00%
13th Floor
New York, NY 10004
Class A-6 Citibank, N.A.
P.O. Box 30576 18,194,000 100.00%
Tampa, FL 33630-3576
Class A-7 Bank of New York (The)
925 Patterson Plank Rd. 15,000,000 75.57%
Secaucus, NJ 07094
Citibank, N.A.
P.O. Box 30576 4,850,000 24.43%
Tampa, FL 33630-3576
Class AP PWI CMO Account
1000 Harber Blvd., 8th Floor 633,689 100.00%
Weehawken, NJ 07087
Class A-R Paine Webber Incorporated 100 100.00%
1000 Harbor Blvd.
Weehawken, NJ 07087
Class B-1 Boston & Co. 1,800,000 100.00%
c/o Boston Safe Deposit and TR Co.
P.O. Box 9118
Boston, MA 02205
Class B-2 Paine Webber Incorporated 800,000 100.00%
1000 Harbor Blvd.
Weehawken, NJ 07087
Class M Paine Webber Incorporated 4,400,000 100.00%
1000 Harbor Blvd.
Weehawken, NJ 07087
Series 1999-S15
Class A-1 Chase Manhattan Bank
4 New York Plaza 50,000,000 62.54%
13th Floor
New York, NY 10004
PWI CMO Account
1000 Harber Blvd., 8th Floor 29,945,000 37.46%
Weehawken, NJ 07087
Class A-2 Bankers Trust Company
c/o BT Services Tennessee Inc. 6,330,000 50.64%
648 Grassmere Park Drive
Nashville, TN 37211
Citibank, N.A.
P.O. Box 30576 4,321,000 34.57%
Tampa, FL 33630-3576
U.S. Bank National Association
MPFP 1603 Proxy Unit 1,000,000 8.00%
601 Second Avenue South
Minneapolis, MN 55402
Wells Fargo Bank,
National Association 850,000 6.80%
26610 West Agoura Road
Calabasas, CA 91302
Class A-3 PWI CMO Account
1000 Harber Blvd., 8th Floor 4,100,000 100.00%
Weehawken, NJ 07087
Class A-4 CIBC World Markets Corp.
200 Liberty Street - 6th Floor 200,000 100.00%
New York, NY 10281
Class A-5 Edward D. Jones & Co.
201 Progress Parkway 1,183,000 22.18%
Maryland Heights, MO 63043-
3042
Salomon Smith Barney Inc.
333 W. 34th Street 2,000,000 37.50%
New York, NY 10001
Dean Witter Reynolds, Inc.
Issuer Services 2,000,000 37.50%
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
Class A-6 Salomon Smith Barney Inc.
333 W. 34th Street 5,329,000 100.00%
New York, NY 10001
Class A-7 Salomon Smith Barney Inc.
333 W. 34th Street 1,638,000 100.00%
New York, NY 10001
Class A-8 Citibank, N.A.
P.O. Box 30576 5,000,000 47.44%
Tampa, FL 33630-3576
PWI CMO Account
1000 Harber Blvd., 8th Floor 5,539,000 52.56%
Weehawken, NJ 07087
Class AP Boston Safe Deposit & Trust Co.
c/o Melon Bank N.A. 116,235 100.00%
Three Melon Bank Center, Room 153-3015
Pittsburgh, PA 15259
Class A-R CMI Investor 1 100 100.00%
c/o C-BASS
335 Madison Avenue
New York, NY 10017
Class B-1 MAC & CO. 1,188,000 100.00%
P.O. Box 3195
Pittsburgh, PA 15230-3195
Class B-2 Paine Webber Incorporated 562,000 100.00%
1000 Harbor Blvd.
Weehawken, NJ 07087
Class M Chase Securities Inc. 2,563,000 100.00%
270 Park Avenue
New York, NY 10017
Item 13. Certain Relationships and Related Transactions.
Omitted.
PART IV
Item 14. Exhibits, Financial Statement Schedules, and Reports of Form 8-K.
(a) The following documents are filed as part of this Annual report on form
10-K:
99.1 Report prepared by the Servicer's certified independent
accountant's concerning the Servicer's activities for the year
end December 31, 1999.
99.2 (i) Servicer's Annual Statement of Compliance for Series
1999-AS1
(ii) Servicer's Annual Statement of Compliance for Series
1999-AS2
(iii) Servicer's Annual Statement of Compliance for Series
1999-S1
(iv) Servicer's Annual Statement of Compliance for Series
1999-S2
(v) Servicer's Annual Statement of Compliance for Series
1999-S3
(vi) Servicer's Annual Statement of Compliance for Series
1999-S4
(vii) Servicer's Annual Statement of Compliance for Series
1999-S5
(viii) Servicer's Annual Statement of Compliance for Series
1999-S6
(ix) Servicer's Annual Statement of Compliance for Series
1999-S7
(x) Servicer's Annual Statement of Compliance for Series
1999-S8
(xi) Servicer's Annual Statement of Compliance for Series
1999-S9
(xii) Servicer's Annual Statement of Compliance for Series
1999-S10
(xiii) Servicer's Annual Statement of Compliance for Series
1999-S11
(xiv) Servicer's Annual Statement of Compliance for Series
1999-S12
(xv) Servicer's Annual Statement of Compliance for Series
1999-S13
(xvi) Servicer's Annual Statement of Compliance for Series
1999-S14
(xvii) Servicer's Annual Statement of Compliance for Series
1999-S15
(b) Reports on Form 8-K during the last quarter of the prior
calendar year.
(i) Reports on Form 8-K dated as of October 12, 1999,
November 5, 1999, December 8, 1999 and December 30,
1999 in response to Item 5 (other events) of Form 8-K
were filed with respect to information contained in
the Distribution Date Statement for each Series
delivered for the Distribution
Date occurring in September, October, November and
December 1999, respectively.
(ii) Reports on Form 8-K were filed during the last
quarter of the prior calendar year for the following
series:
(A) Series 1999-S13 October 5, 1999 in
response to Item 5 (acquisition or
disposition of assets)
(B) Series 1999-S14 October 26, 1999 in
response to Item 5 (collateral term
sheets)
(C) Series 1999-S14 November 19, 1999
in response to Item 5 (computation
materials)
(D) Series 1999-S14 November 23, 1999
in response to Item 5 (legality and
tax opinion)
(E) Series 1999-S14 December 9, 1999 in
response to Item 5 (acquisition or
disposition of assets)
(F) Series 1999-S15 November 12, 1999
in response to Item 5 (collateral
term sheet)
(G) Series 1999-S15 December 20, 1999
in response to Item 5 (computation
materials)
(H) Series 1999-S15 December 22, 1999
in response to Item 5 (legality and
tax opinions)
SIGNATURES
Pursuant to the requirements of Section 13 or 15(d) of the Securities
Exchange Act of 1934, the registrant has duly caused this report to be signed on
its behalf by the undersigned, thereunto duly authorized.
CHASE MORTGAGE FINANCE CORP. (Registrant)
By: /s/Luke S. Hayden
--------------------------------
Name: Luke S. Hayden
Title: Chief Executive Officer
Date: March 29, 2000
Pursuant to the requirements of the Securities Exchange Act of 1934, this report
has been signed below by the following persons on behalf of the registrant and
in the capacities and on the dates indicated.
Date: March 29, 2000 By: /s/ Luke S. Hayden
---------------------------------
Name: Luke S. Hayden
Title: (Chairman)
Chief Executive Officer
Date: March 29, 2000 By: /s/ Paul Mullings
---------------------------------
Name: Paul Mullings
Title: (Director)
President
Date: March 29, 2000 By: /s/ Michael D. Katz
---------------------------------
Name: Michael D. Katz
Title: Director
Date: March 29, 2000 By: /s/ Catherine Eckert
---------------------------------
Name: Catherine Eckert
Title: Director
Date: March 29, 2000 By: /s/ Stephen Fortunato
---------------------------------
Name: Stephen Fortunato
Title: Treasurer
(Chief Financial Officer)
SUPPLEMENTAL INFORMATION TO BE FURNISHED WITH REPORTS FILED PURSUANT TO SECTION
15(d) OF THE ACT BY REGISTRANTS WHICH HAVE NOT REGISTERED SECURITIES PURSUANT TO
SECTION 12 OF THE ACT.
No annual report, proxy statement, form of proxy or other proxy soliciting
material has been sent to Certificateholders during the period covered by this
Annual Report on Form 10-K and the registrant does not intend to furnish such
materials to Certificateholders subsequent to the filing of this report.
INDEX TO EXHIBITS
99.1 Report prepared by the Servicer's certified independent
accountant's concerning the Servicer's activities for the year
end December 31, 1999.
99.2 (i) Servicer's Annual Statement of Compliance for Series
1999-AS1
(ii) Servicer's Annual Statement of Compliance for Series
1999-AS2
(iii) Servicer's Annual Statement of Compliance for Series
1999-S1
(iv) Servicer's Annual Statement of Compliance for Series
1999-S2
(v) Servicer's Annual Statement of Compliance for Series
1999-S3
(vi) Servicer's Annual Statement of Compliance for Series
1999-S4
(vii) Servicer's Annual Statement of Compliance for Series
1999-S5
(viii) Servicer's Annual Statement of Compliance for Series
1999-S6
(ix) Servicer's Annual Statement of Compliance for Series
1999-S7
(x) Servicer's Annual Statement of Compliance for Series
1999-S8
(xi) Servicer's Annual Statement of Compliance for Series
1999-S9
(xii) Servicer's Annual Statement of Compliance for Series
1999-S10
(xiii) Servicer's Annual Statement of Compliance for Series
1999-S11
(xiv) Servicer's Annual Statement of Compliance for Series
1999-S12
(xv) Servicer's Annual Statement of Compliance for Series
1999-S13
(xvi) Servicer's Annual Statement of Compliance for Series
1999-S14
(xvii) Servicer's Annual Statement of Compliance for Series
1999-S15