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SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
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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, 2002
or
[ ] TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES
EXCHANGE ACT OF 1934
Commission file number: 333-76801
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CHASE MORTGAGE FINANCE CORPORATION
(Issuer in respect of Chase Mortgage Finance Trust
Series 2002-S1, Series 2002-S2, Series 2002-S3,
Series 2002-S4, Series 2002-S5, Series 2002-S6,
Series 2002-S7, Series 2002-S8 and Series 2002-A1)
(the "Certificates")
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(Exact name of registrant as specified in its charter)
Delaware 52-1495132
- ------------------------------------- -----------------------------------
(State or other jurisdiction (I.R.S. Employer Identification No.
of incorporation)
343 Thornall Street
Edison, New Jersey 08837
- ---------------------------------------- -------------
(Address of principal executive offices) (Zip Code)
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. NOT APPLICABLE.
Introductory Note
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 "no-action" letters 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 by the Office of the Chief Counsel 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.
Each Series (a "Series") of the Registrant's Multi-Class Mortgage
Pass-Through Certificates (the "Certificates") represent beneficial ownership
interests 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 is 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, Citibank
N.A. (the "Trustee") or Chase Manhattan Mortgage Corporation (the applicable
"Servicer"), Washington Mutual Mortgage Securities Corp., Countrywide Home Loans
Servicing LP, other than ordinary routine litigation incidental to duties of the
registrant, Trustee or the Servicer under the applicable pooling and servicing
agreement.
Item 4. Submission of Matters to a Vote of Security Holders.
No matter was submitted to a vote of Security Holders 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 December 31,
2002, the following Series had the following number of holders
of record:
Series No. of Holders
---------------- ----------------
2002-S1 31
2002-S2 18
2002-S3 99
2002-S4 127
2002-S5 15
2002-S6 14
2002-S7 21
2002-S8 15
2002-A1 35
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 Reports for the Certificates
for each Series are included herein 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.
The records of DTC indicate that as of December 31, 2002, there were
the following holders of record with more than 5% of each class of each Series
of Certificates:
Chase Mortgage Name & Address of Participant Original Certificate % of Class
Finance Trust Principal Balance
Series 2002-S1
Class A1 The Bank of New York $15,000,000 5.83%
One Wall Street
New York, NY 10286
Boston Safe Deposit and Trust Company $16,700,000 6.49%
525 William Penn Place, Suite 3148
Pittsburgh, PA 15259
Deutsche Bank Trust Company Americas $121,284,000 47.14%
648 Grassmere Park Road
Nashville, TN 37211
JPMorgan Chase Bank $78,300,000 30.43%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
Class A2 Deutsche Bank Trust Company Americas $27,800,000 100.00%
648 Grassmere Park Road
Nashville, TN 37211
Class A3 The Bank of New York $9,656,000 45.02%
One Wall Street
New York, NY 10286
JPMorgan Chase Bank $7,471,000 34.84%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
State Street Bank and Trust Company $1,579,000 7.36%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
Class A4 The Bank of New York $12,831,000 71.96%
One Wall Street
New York, NY 10286
JPMorgan Chase Bank $5,000,000 28.04%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
Class A5 JPMorgan Chase Bank $21,432,000 100.00%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
Class A6 Deutsche Bank Trust Company Americas $25,000,000 62.50%
648 Grassmere Park Road
Nashville, TN 37211
JPMorgan Chase Bank $15,000,000 37.50%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
Class AP Salomon Smith Barney Inc./Salomon Brothers $1,410,884 100.00%
333 W 34th Street, 3rd Floor
New York, NY 10001
Class M JPMorgan Chase Bank $4,800,000 82.76%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
J.P. Morgan Securities Inc. $1,000,000 17.24%
34 Exchange Place, 4th Floor
Jersey City, NJ 07302
Class B1 State Street Bank and Trust Company $2,600,000 100.00%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
Class B2 The Bank of New York $1,800,000 100.00%
One Wall Street
New York, NY 10286
Series 2002-S2
Class A1 The Bank of New York $61,160,000 23.46%
One Wall Street
New York, NY 10286
Deutsche Bank Trust Company Americas $146,453,000 56.18%
648 Grassmere Park Road
Nashville, TN 37211
JPMorgan Chase Bank $15,000,000 5.75%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
State Street Bank and Trust Company $31,550,000 12.10%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
Class A2 The Bank of New York $50,000,000 100.00%
One Wall Street
New York, NY 10286
Class A3 The Bank of New York $2,994,000 100.00%
One Wall Street
New York, NY 10286
Class A4 The Bank of New York $6,010,000 100.00%
One Wall Street
New York, NY 10286
Class AP UBS Warburg LLC/CMC $140,876 100%
1000 Harbor Blvd., 8th Floor
Weekhawken, NJ 07087
Class M The Bank of New York $2,925,000 100%
One Wall Street
New York, NY 10286
Class B1 The Bank of New York $812,000 100%
One Wall Street
New York, NY 10286
Class B2 The Bank of New York $488,000 100%
One Wall Street
New York, NY 10286
Series 2002-S3
Class A1 The Bank of New York $14,500,000 38%
One Wall Street
New York, NY 10286
Deutsche Bank Trust Company Americas $23,318,000 62%
648 Grassmere Park Road
Nashville, TN 37211
Class A3 Bear Stearns Securities Corp. $10,000,000 25%
One Metrotech Center North
Brooklyn, NY 11201-3862
Deutsche Bank Trust Company Americas $7,500,000 19%
648 Grassmere Park Road
Nashville, TN 37211
State Street Bank and Trust Company $22,033,000 56%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
Class A4 The Bank of New York $21,485,619 46%
One Wall Street
New York, NY 10286
Deutsche Bank Trust Company Americas $25,000,000 54%
648 Grassmere Park Road
Nashville, TN 37211
Class A5 Salomon Smith Barney Inc./Salomon Brothers $2,968,039 100%
333 W 34th Street, 3rd Floor
New York, NY 10001
Class A6 Bear Stearns Securities Corp. $5,000,000 29%
One Metrotech Center North
Brooklyn, NY 11201-3862
Fleet National Bank $2,000,000 11%
159 East Main Street
Rochester, NY 14638
JPMorgan Chase Bank $7,000,000 40%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
The Northern Trust Company $3,530,000 20%
801 S. Canal C-IN
Chicago, IL 60607
Class A7 David Lerner Associates, Inc. $825,000 29%
477 Jericho Turnpike
Syosset, NY 11791
J.A. Glynn & Company $250,000 9%
Issuer Services
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
M. L. Stern & Co., LLC $200,000 7%
8350 Wilshire Blvd.
Beverly Hills, CA 90211
Pershing LLC $599,000 21%
Securities Corporation
1 Pershing Plaza
Jersey City, NJ 07399
Wedbush Morgan Securities, Inc. $703,000 25%
1000 Wilshire Blvd
Los Angeles, CA 90017
Class A8 Morgan Stanley DW Inc. $12,126,000 90%
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
Class A9 Morgan Stanley DW Inc. $11,421,000 92%
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
Class A10 Morgan Stanley DW Inc. $3,893,000 96%
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
Class A11 Morgan Stanley DW Inc. $12,261,000 94%
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
Class A12 ABN AMRO Incorporated $840,000 6%
Issuer Services
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
Morgan Stanley DW Inc. $9,549,000 73%
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
National Investor Services Corp. $1,845,000 14%
55 Water Street
New York, NY 10041
Class A13 The Bank of New York $5,000,000 34%
One Wall Street
New York, NY 10286
DBTC Americas/Sun Trust Bank $5,000,000 34%
(Participant Contact Not Found)
National City Bank $975,000 7%
4100 West 150th Street
Cleveland, OH 44135
Union Bank of California, N.A. $3,768,000 26%
530 B St., Suite 242
San Diego, CA 92101
Class A14 Deutsche Bank Trust Company Americas $50,000,000 23%
648 Grassmere Park Road
Nashville, TN 37211
Credit Suisse First Boston LLC $41,500,000 19%
c/o ADP Proxy Services
Deutsche Bank Trust Company Americas $65,000,000 30%
648 Grassmere Park Road
Nashville, TN 37211
JPMorgan Chase Bank $14,144,000 7%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
State Street Bank and Trust Company $24,000,000 11%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
Class A15 JPMorgan Chase Bank $21,320,000 100%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
Class A16 Wachovia Bank N.A. $11,153,000 100%
40 Broad Street, 5th Floor
New York, NY 10004
Class A17 JPMorgan Chase Bank $15,068,000 100%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
Class A18 Citibank, N.A. $1,617,000 100%
3800 Citibank Center B3-15
Tampa, FL 33610
Class A20 Credit Suisse First Boston LLC $96,000 100%
c/o ADP Proxy Services
Class AP Credit Suisse First Boston LLC $2,982,981 100%
c/o ADP Proxy Services
Class M JPMorgan Chase Bank $7,250,026 100%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
Class B1 Deseret Trust Company $3,250,012 100%
Gateway Tower East
Salt Lake City, UT 84133
Class B2 JPMorgan Chase Bank $2,250,008 100%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
Series 2002-S4
Class A1 The Bank of New York/CDC-FP $8,647,272 26%
One Wall Street
New York, NY 10286
Salomon Smith Barney Inc./Salomon Brothers $25,000,000 74%
333 W 34th Street, 3rd Floor
New York, NY 10001
Class A3 Deutsche Bank Trust Company Americas $50,000,000 61%
648 Grassmere Park Road
Nashville, TN 37211
National City Bank $20,000,000 24%
4100 West 150th Street
Cleveland, OH 44135
State Street Bank and Trust Company $9,866,000 12%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
Class A4 The Bank of New York $5,796,728 8%
One Wall Street
New York, NY 10286
Deutsche Bank Trust Company Americas $28,500,000 41%
648 Grassmere Park Road
Nashville, TN 37211
Union Bank of California, N.A. $28,500,000 41%
530 B St., Suite 242
San Diego, CA 92101
Class A5 Deutsche Bank Trust Company Americas $74,146,000 100.00%
648 Grassmere Park Road
Nashville, TN 37211
Class A6 JPMorgan Chase Bank $75,000,000 100.00%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
Class A8 Comercia Bank $2,000,000 7%
411 West Lafayette
Mail Code 3404
Detroit, MI 48226
Compass Bank - ALFA $4,450,000 15%
15 South 20th Street, 7th Floor
Birmingham, AL 35233
Deutsche Bank Trust Company Americas $2,500,000 8%
648 Grassmere Park Road
Nashville, TN 37211
Morgan Stanley DW Inc. $14,352,000 48%
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
UBS Painewebber Inc. $4,416,000 15%
1000 Harbor Blvd.
Weehawken, NJ 07087
Class A9 Stifel, Nicolaus & Company Incorporated $220,000 7%
501 N. Broadway, 7th Floor
Stock Record Dept.
St. Louis, MO 63102
UBS Painewebber Inc. $2,786,000 86%
1000 Harbor Blvd.
Weehawken, NJ 07087
Class A10 Bear Stearns Securities Corp. $587,000 8%
One Metrotech Center North
Brooklyn, NY 11201-3862
First Clearing Corporation $4,698,000 61%
10700 Wheat First Drive
Glen Allen, VA 23060
UBS Painewebber Inc. $1,813,000 24%
1000 Harbor Blvd.
Weehawken, NJ 07087
Class A11 First Clearing Corporation $12,487,000 84%
10700 Wheat First Drive
Glen Allen, VA 23060
Pershing LLC $1,595,000 11%
Securities Corporation
1 Pershing Plaza
Jersey City, NJ 07399
Class A12 First Clearing Corporation $764,342 28%
10700 Wheat First Drive
Glen Allen, VA 23060
Pershing LLC $1,100,000 40%
Securities Corporation
1 Pershing Plaza
Jersey City, NJ 07399
Southwest Securities, Inc. $305,000 11%
1201 Elm Street, Suite 3500
Dallas, TX 75270
Wedbush Morgan Securities, Inc. $350,000 13%
1000 Wilshire Blvd
Los Angeles, CA 90017
Class A14 First Clearing Corporation $1,785,000 27%
10700 Wheat First Drive
Glen Allen, VA 23060
Prudential Securities Incorporation $4,362,000 67%
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
Class A16 Prudential Securities Incorporation $4,310,000 67%
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
UBS Painewebber Inc. $1,802,000 28%
1000 Harbor Blvd.
Weehawken, NJ 07087
Class A17 UBS Painewebber Inc. $3,378,500 92%
1000 Harbor Blvd.
Weehawken, NJ 07087
Class A18 BNY Clearing Services LLC $360,000 10%
Issuer Services/c/o AD:P Proxy Service
51 Mercedes Way
Edgewood, NY 11717
David Lerner Associates, Inc. $872,500 24%
477 Jericho Turnpike
Syosset, NY 11791
M. L. Stern & Co., LLC $300,000 8%
8350 Wilshire Blvd.
Beverly Hills, CA 90211
RBC Dain Rauscher Inc. $1,784,000 49%
510 Marquette Ave. South
Minneapolis, MN 55402
Class A19 U.S. Bank N.A. $31,272,743 100%
Attn: Securities Control
1555 N. Rivercenter Drive, Suite 0300
Milwaukee, WI 53212
Class A20 Bear Stearns Securities Corp. $10,424,248 100%
One Metrotech Center North
Brooklyn, NY 11201-3862
Class A21 Deutsche Bank Trust Company Americas $1,500,000 100%
648 Grassmere Park Road
Nashville, TN 37211
Class A22 J.P. Morgan Chase Bank/Greenwich Capital $6,833,852 100%
4 New York Plaza, 21st Floor
New York, NY 10004
Class A23 Deutsche Bank Trust Company Americas $28,400,000 49%
648 Grassmere Park Road
Nashville, TN 37211
JPMorgan Chase Bank $15,000,000 26%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
State Street Bank and Trust Company $15,000,000 26%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
Class AP Boston Safe Deposit and Trust Company $336,521 63%
525 William Penn Place, Suite 3148
Pittsburgh, PA 15259
National City Bank $200,000 37%
4100 West 150th Street
Cleveland, OH 44135
Class M State Street Bank and Trust Company $10,800,800 100%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
Class B1 The Bank of New York $4,200,100 100%
One Wall Street
New York, NY 10286
Class B2 The Bank of New York $2,400,100 100%
One Wall Street
New York, NY 10286
Series 2002-S5
Class A1 Bank of America, National Association $15,000,000 8%
411 N. Akard 5th Floor
Dallas, TX 75201
Deutsche Bank Trust Company Americas $136,437,000 69%
648 Grassmere Park Road
Nashville, TN 37211
JPMorgan Chase Bank $12,000,000 6%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
The Northern Trust Company $10,000,000 5%
801 S. Canal C-IN
Chicago, IL 60607
Wachovia Bank N.A. $10,000,000 5%
40 Broad Street, 5th Floor
New York, NY 10004
Class AP Salomon Smith Barney Inc./Salomon Brothers $307,859 100%
333 W 34th Street, 3rd Floor
New York, NY 10001
Class M The Bank of New York $1,400,000 100%
One Wall Street
New York, NY 10286
Class B1 The Bank of New York $500,000 100%
One Wall Street
New York, NY 10286
Class B2 The Bank of New York $300,000 100%
One Wall Street
New York, NY 10286
Series 2002-S6
Class A1 Bear Stearns Securities Corp. $29,133,000 22.05%
One Metrotech Center North
Brooklyn, NY 11201-3862
Deutsche Bank Trust Company Americas $103,000,000 77.95%
648 Grassmere Park Road
Nashville, TN 37211
Class A2 JPMorgan Chase Bank $15,100,000 100%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
Class A3 The Bank of New York $6,199,000 78.48%
One Wall Street
New York, NY 10286
Northern Trust Company - Safekeeping $1,700,000 21.52%
50 South LaSalle Street, Level A
Chicago, IL 60675
Class A4 The Bank of New York $18,855,903 100%
One Wall Street
New York, NY 10286
Class A5 Deutsche Bank Trust Company Americas $14,568,000 100%
648 Grassmere Park Road
Nashville, TN 37211
Class IIA1 The Bank of New York $89,168,857 73.23%
One Wall Street
New York, NY 10286
JPMorgan Chase Bank $29,600,000 24.31%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
Class AP Credit Suisse First Boston LLC $624,881 100%
c/o ADP Proxy Services
Class M State Street Bank and Trust Company $3,346,973 100%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
Class B1 The Bank of New York $1,753,176 100%
One Wall Street
New York, NY 10286
Class B2 JPMorgan Chase Bank $1,115,658 100%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
Series 2002-S7
Class IA1 The Bank of New York $18,000,000 59.02%
One Wall Street
New York, NY 10286
Boston Safe Deposit and Trust Company $5,000,000 16.39%
525 William Penn Place, Suite 3148
Pittsburgh, PA 15259
The Bank of New York/Morgan Stanley $2,000,000 6.56%
International London
One Wall Street
New York, NY 10286
SSB - Trust Company $5,500,000 18.03%
2 Heritage Drive
North Quincy, MA 02171
Class IA2 Deutsche Bank Trust Company Americas $68,025,176 100.00%
648 Grassmere Park Road
Nashville, TN 37211
Class IA3 JPMorgan Chase Bank $11,039,000 100.00%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
Class IA4 JPMorgan Chase Bank $44,000,000 88.00%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
Salomon Smith Barney Inc./Salomon Brothers $6,000,000 12.00%
333 W 34th Street, 3rd Floor
New York, NY 10001
Class IA5 The Bank of New York $5,000,000 49%
One Wall Street
New York, NY 10286
Deutsche Bank Trust Company Americas $4,195,904 41%
648 Grassmere Park Road
Nashville, TN 37211
The Bank of New York/Morgan Stanley $1,000,000 10%
International London
One Wall Street
New York, NY 10286
Class IAP Bear Stearns Securities Corp. $876,059 100%
One Metrotech Center North
Brooklyn, NY 11201-3862
Class IIA1 JPMorgan Chase Bank $11,674,215 100%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
Class IIA2 The Bank of New York $50,000,000 90%
One Wall Street
New York, NY 10286
Deutsche Bank Trust Company Americas $5,822,000 10%
648 Grassmere Park Road
Nashville, TN 37211
Class IIA3 JPMorgan Chase Bank/ $10,300,000 99.69%
Correspondence Clearing Services 2
Proxy/Class Actions/Bankruptcy
14201 Dallas Parkway
Dallas, TX 75254
Class IIAP Bear Stearns Securities Corp. $176,035 100%
One Metrotech Center North
Brooklyn, NY 11201-3862
Class M State Street Bank and Trust Company $2,677,660 100%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
Class B1 The Bank of New York $1,402,580 100%
One Wall Street
New York, NY 10286
Class B2 The Bank of New York $1,020,060 100%
One Wall Street
New York, NY 10286
Series 2002-S8
Class IA-1 Deutsche Bank Trust Company Americas $244,462,000 100%
648 Grassmere Park Road
Nashville, TN 37211
Class IA-P UBS Warburg LLC/CMC $191,323 100%
1000 Harbor Blvd., 8th Floor
Weekhawken, NJ 07087
Class IA-X Bear Stearns Securities Corp. $15,925,487 100%
One Metrotech Center North
Brooklyn, NY 11201-3862
Class IIA-1 The Bank of New York $8,000,000 18%
One Wall Street
New York, NY 10286
Deutsche Bank Trust Company Americas $6,000,000 14%
648 Grassmere Park Road
Nashville, TN 37211
Deutsche Bank Trust Company Americas $5,356,000 12%
648 Grassmere Park Road
Nashville, TN 37211
JPMorgan Chase Bank $2,300,000 5%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
UBS Warburg LLC/CMC $20,366,000 46%
1000 Harbor Blvd., 8th Floor
Weekhawken, NJ 07087
Class IIA-P UBS Warburg LLC/CMC $32,255 100%
1000 Harbor Blvd., 8th Floor
Weekhawken, NJ 07087
Class IIA-X UBS Warburg LLC/CMC $3,355,078 100%
1000 Harbor Blvd., 8th Floor
Weekhawken, NJ 07087
Class M UBS Warburg LLC/CMC $2,050,000 100%
1000 Harbor Blvd., 8th Floor
Weekhawken, NJ 07087
Class B-1 UBS Warburg LLC/CMC $585,000 100%
1000 Harbor Blvd., 8th Floor
Weekhawken, NJ 07087
Class B-2 UBS Warburg LLC/CMC $585,000 100%
1000 Harbor Blvd., 8th Floor
Weekhawken, NJ 07087
Series 2002-A1
Class IA1 State Street Bank and Trust Company $322,740,000 95.19%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
Class IA2 The Bank of New York $6,570,000 6.77%
One Wall Street
New York, NY 10286
Boston Safe Deposit and Trust Company $11,080,000 11.42%
525 William Penn Place, Suite 3148
Pittsburgh, PA 15259
JPMorgan Chase Bank $12,000,000 12.37%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
The Bank of New York/Morgan Stanley $46,200,000 47.63%
International London
One Wall Street
New York, NY 10286
Class IA3 The Bank of New York $4,600,000 30.67%
One Wall Street
New York, NY 10286
JPMorgan Chase Bank/ $10,000,000 66.67%
Broker Clearance Department
4 New York Plaza - 21st Floor
New York, NY 10004
Class IIA1 JPMorgan Chase Bank $15,000,000 39%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
State Street Bank and Trust Company $23,880,000 61%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
Class IIA2 J.P. Morgan Securities Inc. $1,329,748 100%
34 Exchange Place, 4th Floor
Jersey City, NJ 07302
Class M Deutsche Bank Trust Company Americas $3,000,000 100%
648 Grassmere Park Road
Nashville, TN 37211
Class B1 The Bank of New York $2,250,000 100%
One Wall Street
New York, NY 10286
Class B2 The Bank of New York $1,500,000 100%
One Wall Street
New York, NY 10286
Item 13. Certain Relationships and Related Transactions.
Omitted.
PART IV
Item 14. Exhibits, Financial Statement Schedules, and Reports on Form 8-K.
(a) The following documents are filed as part of this Annual
Report on Form 10-K:
99.1 (i) Report prepared by the Servicer's certified independent
accountants concerning the Servicer's activities for the
year-end December 31, 2002.
(ii) Report prepared by Countrywide Home Loans Servicing LP
certified independent accountants concerning its servicing
activities for Series 2002-S4 for the year-end December 31,
2002.
(iii) Report prepared by Washington Mutual Mortgage
Securities Corp.'s certified independent accountants
concerning its servicing activities for Series 2002-S6 for
the year-end December 31, 2002.
99.2 (i) Servicer's Annual Statement of Compliance for
Series 2002-S1
(ii) Servicer's Annual Statement of Compliance for Series
2002-S2
(iii) Servicer's Annual Statement of Compliance for Series
2002-S3
(iv) Servicer's Annual Statement of Compliance for Series
2002-S4
(v) Servicer's Annual Statement of Compliance for Series
2002-S5
(vi) Servicer's Annual Statement of Compliance for Series
2002-S6
(vii) Servicer's Annual Statement of Compliance for Series
2002-S7
(viii) Servicer's Annual Statement of Compliance for Series
2002-S8
(ix) Servicer's Annual Statement of Compliance for Series
2002-A1
(x) Countrywide Home Loans Servicing LP's Annual Statement
of Compliance for Series 2002-S4*
(xi) Washington Mutual Mortgage Securities Corp.'s Annual
Statement of Compliance for Series 2002-S6
- -------
* Unavailable on date of filing. To be filed upon receipt by the Issuer.
99.3 Certification pursuant to Section 302 of the
Sarbanes-Oxley Act of 2002.
(i) Series 2002-S1
(ii) Series 2002-S2
(iii) Series 2002-S3
(iv) Series 2002-S4
(v) Series 2002-S5
(vi) Series 2002-S6
(vii) Series 2002-S7
(viii) Series 2002-S8
(ix) Series 2002-A1
(b) Reports on Form 8-K during the last quarter of the prior calendar
year.
(i) Date Items Reported Financial Statements
---- -------------- --------------------
10/11/2002 5, 7 Monthly report to
Noteholders dated
9/25/2002
11/08/2002 5, 7 Monthly report to
Noteholders dated
10/25/2002
12/02/2002 5, 7 Monthly report to
Noteholders dated
11/25/2002
01/03/2003 5, 7 Monthly report to
Noteholders dated
12/26/2002
(ii) Reports on Form 8-K were filed during the last
quarter of the prior calendar year for the following
Series:
(A) Series 2002-S8
December 6, 2002 in response to Item 5 and Item 7
(Structural Term Sheets, Collateral Term Sheets
and Computational Materials)
(B) Series 2002-S8
December 17, 2002 in response to Item 5 and Item 7
(Filing of Collateral Term Sheets)
(C) Series 2002-S8
December 23, 2002 in response to Item 5 and Item 7
(Filing of 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 28, 2003
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 (i) Report prepared by the Servicer's certified independent
accountants concerning the Servicer's activities for the
year-end December 31, 2002.
(ii) Report prepared by Countrywide Home Loans Servicing LP
certified independent accountants concerning its servicing
activities for Series 2002-S4 for the year-end December 31,
2002.
(iii) Report prepared by Washington Mutual Mortgage
Securities Corp.'s certified independent accountants
concerning its servicing activities for Series 2002-S6 for
the year-end December 31, 2002.
99.2 (i) Servicer's Annual Statement of Compliance for Series
2002-S1
(ii) Servicer's Annual Statement of Compliance for Series
2002-S2
(iii) Servicer's Annual Statement of Compliance for Series
2002-S3
(iv) Servicer's Annual Statement of Compliance for Series
2002-S4
(v) Servicer's Annual Statement of Compliance for Series
2002-S5
(vi) Servicer's Annual Statement of Compliance for Series
2002-S6
(vii) Servicer's Annual Statement of Compliance for Series
2002-S7
(viii) Servicer's Annual Statement of Compliance for Series
2002-S8
(ix) Servicer's Annual Statement of Compliance for Series
2002-A1
(x) Countrywide Home Loans Servicing LP's Annual Statement
of Compliance for Series 2002-S4*
(xi) Washington Mutual Mortgage Securities Corp.'s Annual
Statement of Compliance for Series 2002-S6
- -------
* Unavailable on date of filing. To be filed upon receipt by the Issuer.
99.3 Certification pursuant to Section 3203 of the
Sarbanes-Oxley Act of 2002.
(i) Series 2002-S1
(ii) Series 2002-S2
(iii) Series 2002-S3
(iv) Series 2002-S4
(v) Series 2002-S5
(vi) Series 2002-S6
(vii) Series 2002-S7
(viii) Series 2002-S8
(ix) Series 2002-A1