CHASE MORTGAGE FINANCE CORP - 10-K Annual Report

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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, 2003

or

[ ] TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES
EXCHANGE ACT OF 1934

Commission file number: 333-76801
---------------------------

CHASE MORTGAGE FINANCE CORPORATION
(Issuer in respect of Chase Mortgage Finance Trust
Series 2003-S1, Series 2003-S2, Series 2003-S3,
Series 2003-S4, Series 2003-S5, Series 2003-S6,
Series 2003-S7, Series 2003-S8, Series 2003-S9,
Series 2003-S10, Series 2003-S11, Series 2003-S12,
Series 2003-S13, Series 2003-S14 and Series 2003-S15)
(the "Certificates")
---------------------------
(Exact name of registrant as specified in its charter)

Delaware 52-1495132
- --------------------------------------------------- -----------------------------------------

(State or other jurisdiction of incorporation) (I.R.S. Employer Identification No.

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 "Servicer"),
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,
2003, the following Series had the following number of holders
of record:

Series No. of Holders
----------- ------------------

2003-S1 20

2003-S2 33

2003-S3 22

2003-S4 51

2003-S5 26

2003-S6 10

2003-S7 9

2003-S8 12

2003-S9 9

2003-S10 12

2003-S11 31

2003-S12 14

2003-S13 42

2003-S14 31

2003-S15 30

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, 2003, there were
the following holders of record with more than 5% of each class of each Series
of Certificates:

- ------------------------------------------------------------------------------------------------------------------------
Chase Mortgage Finance Trust Name & Address of Participant Original Certificate % of Class
Principal Balance
- ------------------------------------------------------------------------------------------------------------------------

Series 2003-S1
- ------------------------------------------------------------------------------------------------------------------------
IA1 JPMorgan Chase Bank $61,500,000 61.44%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ------------------------------------------------------------------------------------------------------------------------
Wachovia Bank N.A. $14,000,000 13.99%
40 Broad Street, 5th Floor
New York, NY 10004
- ------------------------------------------------------------------------------------------------------------------------
Pershing LLC $13,896,000 13.88%
International Services Division
1 Pershing Plaza
Jersey City, NJ 07399
- ------------------------------------------------------------------------------------------------------------------------
The Bank of New York $7,000,000 6.99%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
IAP Citigroup Global Markets $37,083 100%
Inc./Salomon Brothers
333 W 34th Street, 3rd Floor
New York, NY 10001
- ------------------------------------------------------------------------------------------------------------------------
IIA1 The Bank of New York $60,000,000 24.25%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
Citibank, N.A. $133,454,000 53.93%
3800 Citibank Center B3-15
Tampa, FL 33610
- ------------------------------------------------------------------------------------------------------------------------
Wachovia Bank N.A. $25,000,000 10.10%
40 Broad Street, 5th Floor
New York, NY 10004
- ------------------------------------------------------------------------------------------------------------------------
Deutsche Bank Trust Company Americas $21,000,000 8.49%
648 Grassmere Park Road
Nashville, TN 37211
- ------------------------------------------------------------------------------------------------------------------------

- ------------------------------------------------------------------------------------------------------------------------
IIAP Citigroup Global Markets $13,909 100%
Inc./Salomon Brothers
333 W 34th Street, 3rd Floor
New York, NY 10001
- ------------------------------------------------------------------------------------------------------------------------
M The Bank of New York $2,112,000 100%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
B1 The Bank of New York $704,000 100%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
B2 The Bank of New York $704,000 100%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
IAX Bear Stearns Securities Corp. $6,305,349 100%
One Metrotech Center North
Brooklyn, NY 11201-3862
- ------------------------------------------------------------------------------------------------------------------------
IIAX Bear Stearns Securities Corp. $25,331,601 100%
One Metrotech Center North
Brooklyn, NY 11201-3862
- ------------------------------------------------------------------------------------------------------------------------
Series 2003-S2
- ------------------------------------------------------------------------------------------------------------------------
A1 JPMorgan Chase Bank $69,481,000 32.72%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ------------------------------------------------------------------------------------------------------------------------
Wachovia Bank N.A. $50,000,000 23.55%
40 Broad Street, 5th Floor
New York, NY 10004
- ------------------------------------------------------------------------------------------------------------------------
Brown Brothers Harriman & Co. $18,800,000 8.85%
63 Wall Street, 8th Fl.
New York, NY 10005
- ------------------------------------------------------------------------------------------------------------------------
PNC Bank, National Association $15,394,670 7.25%
8800 Tinicum Blvd
Philadelphia, PA 19153
- ------------------------------------------------------------------------------------------------------------------------
A2 LBI - Lehman Government Securities $8,333,333 100%
Inc. (LBI)
70 Hudson Street
Jersey City, NJ 07302
- ------------------------------------------------------------------------------------------------------------------------
A3 The Bank of New York $50,000,000 100%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
A4 Deutsche Bank Trust Company Americas $1,000,000 100%
648 Grassmere Park Road
Nashville, TN 37211
- ------------------------------------------------------------------------------------------------------------------------
AP Citigroup Global Markets $49,409 100%
Inc./Salomon Brothers
333 W 34th Street, 3rd Floor
New York, NY 10001
- ------------------------------------------------------------------------------------------------------------------------
M The Bank of New York $1,650,000 100%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------

- ------------------------------------------------------------------------------------------------------------------------
B1 The Bank of New York $413,000 100%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
B2 The Bank of New York $550,000 100%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
AX Bear Stearns Securities Corp. $23,789,005 100%
One Metrotech Center North
Brooklyn, NY 11201-3862
- ------------------------------------------------------------------------------------------------------------------------
Series 2003-S3
- ------------------------------------------------------------------------------------------------------------------------
A1 The Bank of New York $64,000,000 36%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
Mellon Trust of New England, NA $40,892,438 23%
525 William Penn Place, Suite 3148
Pittsburgh, PA 15259
- ------------------------------------------------------------------------------------------------------------------------
UBS Warburg LLC/CMC $21,941,532 12%
299 Park Avenue
New York, NY 10171
- ------------------------------------------------------------------------------------------------------------------------
Citibank, N.A. $20,000,000 11%
3800 Citibank Center B3-15
Tampa, FL 33610
- ------------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $20,000,000 11%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ------------------------------------------------------------------------------------------------------------------------
State Street Bank and Trust Company $12,000,000 7%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ------------------------------------------------------------------------------------------------------------------------
A2 Bank One Trust Company, N.A. $1,450,000 100%
340 South Cleveland Ave.
Building 350
Columbus, OH 43240
- ------------------------------------------------------------------------------------------------------------------------
A3 State Street Bank and Trust Company $20,606,250 100%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ------------------------------------------------------------------------------------------------------------------------
A4 State Street Bank and Trust Company $10,000,000 52%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ------------------------------------------------------------------------------------------------------------------------
The Northern Trust Company $9,383,000 48%
801 S. Canal C-IN
Chicago, IL 60607
- ------------------------------------------------------------------------------------------------------------------------
A5 Deutsche Bank Trust Company Americas $2,943,750 100%
648 Grassmere Park Road
Nashville, TN 37211
- ------------------------------------------------------------------------------------------------------------------------

- ------------------------------------------------------------------------------------------------------------------------
A6 Fleet National Bank $14,613,000 100%
159 East Main Street
Rochester, NY 14638
- ------------------------------------------------------------------------------------------------------------------------
A7 Bear Stearns Securities Corp. $25,000 100%
One Metrotech Center North
Brooklyn, NY 11201-3862
- ------------------------------------------------------------------------------------------------------------------------
A8 JPMorgan Chase Bank $12,316,000 100%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ------------------------------------------------------------------------------------------------------------------------
A10 JPMorgan Chase Bank $24,632,000 100%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ------------------------------------------------------------------------------------------------------------------------
A11 JPMorgan Chase Bank $21,414,000 100%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ------------------------------------------------------------------------------------------------------------------------
AP Credit Suisse First Boston LLC $72,315 100%
c/o ADP Proxy Services
- ------------------------------------------------------------------------------------------------------------------------
M The Bank of New York $1,800,240 100%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
B1 The Bank of New York $750,100 100%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
B2 The Bank of New York $450,060 100%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
A9 Credit Suisse First Boston LLC $12,316,000 100%
c/o ADP Proxy Services
- ------------------------------------------------------------------------------------------------------------------------
AX Credit Suisse First Boston LLC $28,691,926 100%
c/o ADP Proxy Services
- ------------------------------------------------------------------------------------------------------------------------
Series 2003-S4
- ------------------------------------------------------------------------------------------------------------------------
IA1 Citibank, N.A. $40,000,000 100%
3800 Citibank Center B3-15
Tampa, FL 33610
- ------------------------------------------------------------------------------------------------------------------------
IA2 Citibank, N.A. $50,000,000 37%
3800 Citibank Center B3-15
Tampa, FL 33610
- ------------------------------------------------------------------------------------------------------------------------
The Bank of New York $48,000,000 36%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
Bank of New York/Investment Account $23,000,000 17%
(Participant Contact Not Found)
- ------------------------------------------------------------------------------------------------------------------------
UBS Warburg LLC/CMC $12,000,000 9%
299 Park Avenue
New York, NY 10171
- ------------------------------------------------------------------------------------------------------------------------

- ------------------------------------------------------------------------------------------------------------------------
IA3 JPMorgan Chase Bank $20,360,000 100%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ------------------------------------------------------------------------------------------------------------------------
IA4 JPMorgan Chase Bank $10,180,333 100.00%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ------------------------------------------------------------------------------------------------------------------------
IA6 JPMorgan Chase Bank $176,000,000 848%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ------------------------------------------------------------------------------------------------------------------------
Bank One Trust Company, N.A. $3,150,000 15%
340 South Cleveland Ave.
Building 350
Columbus, OH 43240
- ------------------------------------------------------------------------------------------------------------------------
IA7 The Northern Trust Company $8,669,500 49%
801 S. Canal C-IN
Chicago, IL 60607
- ------------------------------------------------------------------------------------------------------------------------
Fiserv Securities, Inc. $4,000,000 23%
C/O ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
- ------------------------------------------------------------------------------------------------------------------------
Bank of America, National Association $3,000,000 17%
411 N. Akard 5th Floor
Dallas, TX 75201
- ------------------------------------------------------------------------------------------------------------------------
ABN AMRO Incorporated $1,790,500 10%
Issuer Services
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
- ------------------------------------------------------------------------------------------------------------------------
IA8 The Bank of New York $15,250,000 94%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
Citibank, N.A. $1,000,000 6%
3800 Citibank Center B3-15
Tampa, FL 33610
- ------------------------------------------------------------------------------------------------------------------------
IA9 JPMorgan Chase Bank $10,000,000 43%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ------------------------------------------------------------------------------------------------------------------------
The Bank of New York $4,000,000 17%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
Brown Brothers Harriman & Co. $3,000,000 13%
63 Wall Street, 8th Fl.
New York, NY 10005
- ------------------------------------------------------------------------------------------------------------------------
Wells Fargo Bank Minnesota, N.A. $3,000,000 13%
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
- ------------------------------------------------------------------------------------------------------------------------

- ------------------------------------------------------------------------------------------------------------------------
Suntrust Bank $3,000,000 13%
P.O. Box 105504
Center 3141
Atlanta, GA 30348-5504
- ------------------------------------------------------------------------------------------------------------------------
IA10 Citibank, N.A. $19,750,000 100%
3800 Citibank Center B3-15
Tampa, FL 33610
- ------------------------------------------------------------------------------------------------------------------------
IA11 The Bank of New York $24,316,957 66%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
Deutsche Bank Trust Company Americas $5,000,000 14%
648 Grassmere Park Road
Nashville, TN 37211
- ------------------------------------------------------------------------------------------------------------------------
Citibank, N.A. $5,000,000 14%
3800 Citibank Center B3-15
Tampa, FL 33610
- ------------------------------------------------------------------------------------------------------------------------
Stephens, Inc. $2,500,000 7%
111 Center Street, 4th Floor
Little Rock, AR 72201-4402
- ------------------------------------------------------------------------------------------------------------------------
IA12 Citibank, N.A. $36,816,957 100%
3800 Citibank Center B3-15
Tampa, FL 33610
- ------------------------------------------------------------------------------------------------------------------------
IA13 The Bank of New York $9,045,086 82%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
Bank One Trust Company, N.A. $2,000,000 18%
340 South Cleveland Ave.
Building 350
Columbus, OH 43240
- ------------------------------------------------------------------------------------------------------------------------
IAP Deutsche Bank Securities Inc. $964,082 100%
1251 Avenue of the Americas
New York, NY 10020
- ------------------------------------------------------------------------------------------------------------------------
IIA1 JPMorgan Chase Bank $102,000,000 72%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ------------------------------------------------------------------------------------------------------------------------
Citigroup Global Markets $40,000,000 28%
Inc./Salomon Brothers
333 W 34th Street, 3rd Floor
New York, NY 10001
- ------------------------------------------------------------------------------------------------------------------------
IIA2 Citibank, N.A. $50,000,000 55%
3800 Citibank Center B3-15
Tampa, FL 33610
- ------------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $34,825,000 38%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ------------------------------------------------------------------------------------------------------------------------
IIA3 The Bank of New York $14,000,000 100%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------

- ------------------------------------------------------------------------------------------------------------------------
IIAP Deutsche Bank Securities Inc. $100,900 100%
1251 Avenue of the Americas
New York, NY 10020
- ------------------------------------------------------------------------------------------------------------------------
M State Street Bank and Trust Company $6,826,000 100%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ------------------------------------------------------------------------------------------------------------------------
B1 State Street Bank and Trust Company $2,925,000 100%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ------------------------------------------------------------------------------------------------------------------------
B2 State Street Bank and Trust Company $1,950,000 100%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ------------------------------------------------------------------------------------------------------------------------
IA5 Citigroup Global Markets $10,180,333 100%
Inc./Salomon Brothers
333 W 34th Street, 3rd Floor
New York, NY 10001
- ------------------------------------------------------------------------------------------------------------------------
IAX Bear Stearns Securities Corp. $20,693,023 100%
One Metrotech Center North
Brooklyn, NY 11201-3862
- ------------------------------------------------------------------------------------------------------------------------
IIAX J.P. Morgan Chase Bank/Greenwich $19,493,866 100%
Capital
4 New York Plaza, 21st Floor
New York, NY 10004

- ------------------------------------------------------------------------------------------------------------------------
Series 2003-S5
- ------------------------------------------------------------------------------------------------------------------------
A1 Deutsche Bank Trust Company Americas $50,000,000 100%
648 Grassmere Park Road
Nashville, TN 37211
- ------------------------------------------------------------------------------------------------------------------------
A3 J.P. Morgan Securities Inc. $14,000,000 100%
34 Exchange Place, 4th Floor
Jersey City, NJ 07302
- ------------------------------------------------------------------------------------------------------------------------
A4 Citibank, N.A. $60,000,000 42%
3800 Citibank Center B3-15
Tampa, FL 33610
- ------------------------------------------------------------------------------------------------------------------------
J.P. Morgan Securities Inc. $46,228,000 33%
34 Exchange Place, 4th Floor
Jersey City, NJ 07302
- ------------------------------------------------------------------------------------------------------------------------
Capital One, FSB $20,000,000 14%
2980 Fairview Park Drive, Suite 1400
Falls Church, VA 22042-4525
- ------------------------------------------------------------------------------------------------------------------------
Pershing LLC $10,000,000 7%
Securities Corporation
1 Pershing Plaza
Jersey City, NJ 07399
- ------------------------------------------------------------------------------------------------------------------------

- ------------------------------------------------------------------------------------------------------------------------
A5 The Bank of New York $50,000,000 88%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
Bank One Trust Company, N.A. $5,000,000 9%
340 South Cleveland Ave.
Building 350
Columbus, OH 43240
- ------------------------------------------------------------------------------------------------------------------------
A6 The Central Trust Bank $7,500,000 8%
Investments Department
Jefferson City, MO 65101
- ------------------------------------------------------------------------------------------------------------------------
Citibank, N.A. $11,000,000 11%
3800 Citibank Center B3-15
Tampa, FL 33610
- ------------------------------------------------------------------------------------------------------------------------
Investors Bank & Trust $34,000,000 34%
200 Clarendon St.. 9th Floor
Corporate Actions Unit/TOP57
Boston, MA 02116
- ------------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $30,000,000 30%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ------------------------------------------------------------------------------------------------------------------------
State Street Bank and Trust Company $17,500,000 18%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ------------------------------------------------------------------------------------------------------------------------
A7 Deutsche Bank Trust Company Americas $66,525,000 94%
648 Grassmere Park Road
Nashville, TN 37211
- ------------------------------------------------------------------------------------------------------------------------
State Street Bank and Trust Company $4,000,000 6%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ------------------------------------------------------------------------------------------------------------------------
A8 The Bank of New York $37,750,000 100%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
A9 JPMorgan Chase Bank $13,502,000 100%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ------------------------------------------------------------------------------------------------------------------------
AP ABN AMRO Incorporated $1,831,415 100%
Issuer Services
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
- ------------------------------------------------------------------------------------------------------------------------
B1 State Street Bank and Trust Company $7,502,000 100%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ------------------------------------------------------------------------------------------------------------------------

- ------------------------------------------------------------------------------------------------------------------------
B2 Mellon Trust of New England, NA $3,500,000 100%
525 William Penn Place, Suite 3148
Pittsburgh, PA 15259
- ------------------------------------------------------------------------------------------------------------------------
A2 J.P. Morgan Securities Inc. $50,000,000 100%
34 Exchange Place, 4th Floor
Jersey City, NJ 07302
- ------------------------------------------------------------------------------------------------------------------------
AX Bear Stearns Securities Corp. $11,976,829 100%
One Metrotech Center North
Brooklyn, NY 11201-3862
- ------------------------------------------------------------------------------------------------------------------------
Series 2003-S6
- ------------------------------------------------------------------------------------------------------------------------
A1 Citibank, N.A. $206,442,400 85.50%
3800 Citibank Center B3-15
Tampa, FL 33610
- ------------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $25,000,000 10.35%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ------------------------------------------------------------------------------------------------------------------------
A2 State Street Bank and Trust Company $102,014,000 100%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ------------------------------------------------------------------------------------------------------------------------
A3 Deutsche Bank Trust Company Americas $1,500,000 100%
648 Grassmere Park Road
Nashville, TN 37211
- ------------------------------------------------------------------------------------------------------------------------
AP Citigroup Global Markets $940,013 100%
Inc./Salomon Brothers
333 W 34th Street, 3rd Floor
New York, NY 10001
- ------------------------------------------------------------------------------------------------------------------------
M The Bank of New York $2,100,000 100%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
B1 The Bank of New York $525,000 100%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
B2 The Bank of New York $525,000 100%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
AX Bear Stearns Securities Corp. $13,321,726 100%
One Metrotech Center North
Brooklyn, NY 11201-3862
- ------------------------------------------------------------------------------------------------------------------------
Series 2003-S7
- ------------------------------------------------------------------------------------------------------------------------
A1 Mellon Trust of New England, NA $143,159,000 58.87%
525 William Penn Place, Suite 3148
Pittsburgh, PA 15259
- ------------------------------------------------------------------------------------------------------------------------
Deutsche Bank Trust Company Americas $100,000,000 41.13%
648 Grassmere Park Road
Nashville, TN 37211
- ------------------------------------------------------------------------------------------------------------------------

- ------------------------------------------------------------------------------------------------------------------------
A2 The Bank of New York $144,883,969 100%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
A3 Goldman Sachs & Co. $250,254,126 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------
A4 Goldman Sachs & Co. $7,095,126 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------
AP Goldman Sachs & Co. $139,978 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------
M State Street Bank and Trust Company $2,400,000 100%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ------------------------------------------------------------------------------------------------------------------------
B1 State Street Bank and Trust Company $600,000 100%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ------------------------------------------------------------------------------------------------------------------------
B2 State Street Bank and Trust Company $800,000 100%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ------------------------------------------------------------------------------------------------------------------------
Series 2003-S8
- ------------------------------------------------------------------------------------------------------------------------
A1 The Bank of New York $42,000,000 28%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
Capital One, FSB $40,000,000 27%
2980 Fairview Park Drive, Suite 1400
Falls Church, VA 22042-4525
- ------------------------------------------------------------------------------------------------------------------------
State Street Bank and Trust Company $28,000,000 19%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ------------------------------------------------------------------------------------------------------------------------
The Northern Trust Company $25,000,000 17%
801 S. Canal C-IN
Chicago, IL 60607
- ------------------------------------------------------------------------------------------------------------------------
Wachovia Bank N.A. $15,000,000 10%
40 Broad Street, 5th Floor
New York, NY 10004
- ------------------------------------------------------------------------------------------------------------------------
A2 JPMorgan Chase Bank $145,842,000 100%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ------------------------------------------------------------------------------------------------------------------------
A3 Goldman Sachs & Co. $207,900 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------

- ------------------------------------------------------------------------------------------------------------------------
AX Bear Stearns Securities Corp. $13,968,974 100%
One Metrotech Center North
Brooklyn, NY 11201-3862
- ------------------------------------------------------------------------------------------------------------------------
AP Goldman Sachs & Co. $686,994 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------
M The Bank of New York $1,801,000 100%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
B1 The Bank of New York $450,000 100%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
B2 The Bank of New York $600,000 100%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
Series 2003-S9
- ------------------------------------------------------------------------------------------------------------------------
A1 PNC Bank, National Association $225,606,800 59.12%
8800 Tinicum Blvd
Philadelphia, PA 19153
- ------------------------------------------------------------------------------------------------------------------------
Citibank, N.A. $150,000,000 39.31%
3800 Citibank Center B3-15
Tampa, FL 33610
- ------------------------------------------------------------------------------------------------------------------------
AP Citigroup Global Markets $13,601,257 100%
Inc./Salomon Brothers
333 W 34th Street, 3rd Floor
New York, NY 10001
- ------------------------------------------------------------------------------------------------------------------------
M State Street Bank and Trust Company $2,400,000 100%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ------------------------------------------------------------------------------------------------------------------------
B1 State Street Bank and Trust Company $600,000 100%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ------------------------------------------------------------------------------------------------------------------------
B2 State Street Bank and Trust Company $800,000 100%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ------------------------------------------------------------------------------------------------------------------------
AX J.P. Morgan Securities Inc. $1,716,337 100%
34 Exchange Place, 4th Floor
Jersey City, NJ 07302
- ------------------------------------------------------------------------------------------------------------------------
Series 2003-S10
- ------------------------------------------------------------------------------------------------------------------------
A1 The Bank of New York $150,000,000 42.53%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $124,690,000 35.35%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ------------------------------------------------------------------------------------------------------------------------

- ------------------------------------------------------------------------------------------------------------------------
Citibank, N.A. $68,500,000 19.42%
3800 Citibank Center B3-15
Tampa, FL 33610
- ------------------------------------------------------------------------------------------------------------------------
A2 U.S. Bank N.A./Safekeeping West $20,000,000 100%
First Trust Center SPFT 0913
St. Paul, MN 55101
- ------------------------------------------------------------------------------------------------------------------------
A3 Citibank, N.A. $20,000,000 100%
3800 Citibank Center B3-15
Tampa, FL 33610
- ------------------------------------------------------------------------------------------------------------------------
AP Bear Stearns Securities Corp. $2,526,348 100%
One Metrotech Center North
Brooklyn, NY 11201-3862
- ------------------------------------------------------------------------------------------------------------------------
M State Street Bank and Trust Company $2,400,500 100%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ------------------------------------------------------------------------------------------------------------------------
B1 State Street Bank and Trust Company $600,000 100.00%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ------------------------------------------------------------------------------------------------------------------------
B2 State Street Bank and Trust Company $800,000 100.00%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ------------------------------------------------------------------------------------------------------------------------
Series 2003-S11
- ------------------------------------------------------------------------------------------------------------------------
IA1 Investors Bank & Trust Company $27,300,000 42.72%
200 Clarendon St, 9th Floor
Corporate Actions Unit/TOP57
Boston, MA 02116
- ------------------------------------------------------------------------------------------------------------------------
Citibank, N.A. $17,398,000 27.23%
3800 Citibank Center B3-15
Tampa, FL 33610
- ------------------------------------------------------------------------------------------------------------------------
Bear Stearns Securities Corp. $15,000,000 23.47%
One Metrotech Center North
Brooklyn, NY 11201-3862
- ------------------------------------------------------------------------------------------------------------------------
IIA1 Citibank, N.A. $100,000,000 100.00%
3800 Citibank Center B3-15
Tampa, FL 33610
- ------------------------------------------------------------------------------------------------------------------------
IIA2 Goldman Sachs & Co. $36,462,187 100.00%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------
IIA3 The Bank of New York/ $18,462,187 50.63%
Ellington Mortgage Fund SC, LTD
*** Participant Contact Not Found **
- ------------------------------------------------------------------------------------------------------------------------
LBI - Lehman Government Securities $18,000,000 49.37%
Inc. (LBI)
70 Hudson Street
Jersey City, NJ 07302
- ------------------------------------------------------------------------------------------------------------------------

- ------------------------------------------------------------------------------------------------------------------------
IIA4 The Bank of New York $13,869,000 100%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
IIA5 The Bank of New York $8,000,000 48.18%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
State Street Bank and Trust Company $6,000,000 36.13%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ------------------------------------------------------------------------------------------------------------------------
The Northern Trust Company $1,605,000 9.67%
801 S. Canal C-IN
Chicago, IL 60607
- ------------------------------------------------------------------------------------------------------------------------
Bank One Trust Company, N.A. $1,000,000 6.02%
340 South Cleveland Ave.
Building 350
Columbus, OH 43240
- ------------------------------------------------------------------------------------------------------------------------
IIA6 Deutsche Bank Trust Company Americas $19,259,000 100%
648 Grassmere Park Road
Nashville, TN 37211
- ------------------------------------------------------------------------------------------------------------------------
IIA7 Citibank, N.A. $21,398,000 100%
3800 Citibank Center B3-15
Tampa, FL 33610
- ------------------------------------------------------------------------------------------------------------------------
IIA8 Goldman Sachs & Co. $8,216,813 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------
IIA9 Associated Bank Green Bay, N.A. $1,000,000 100%
2985 South Ridge Road
Green Bay, WI 54304
- ------------------------------------------------------------------------------------------------------------------------
IIA10 ABN AMRO Incorporated $1,100,000 100%
Issuer Services
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
- ------------------------------------------------------------------------------------------------------------------------
IIIA1 Goldman Sachs & Co. $70,689,000 66.88%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $20,000,000 18.92%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ------------------------------------------------------------------------------------------------------------------------
Barclays Global Investors N.A/ $15,000,000 14.19%
Investors Bank & Trust
980 9th Street, 6th Floor
Sacramento, CA 95814
- ------------------------------------------------------------------------------------------------------------------------
AX Goldman Sachs & Co. $4,162,376 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------

- ------------------------------------------------------------------------------------------------------------------------
AP The Bank of New York/ $1,734,285 100%
Ellington Overseas Partners, LTD
*** Participant Contact Not Found **
- ------------------------------------------------------------------------------------------------------------------------
M Citibank, N.A. $5,401,000 100%
3800 Citibank Center B3-15
Tampa, FL 33610
- ------------------------------------------------------------------------------------------------------------------------
B1 State Street Bank and Trust Company $2,000,000 100%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ------------------------------------------------------------------------------------------------------------------------
B2 State Street Bank and Trust Company $1,400,000 100%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ------------------------------------------------------------------------------------------------------------------------
Series 2003-S12
- ------------------------------------------------------------------------------------------------------------------------
IA1 Citibank, N.A. $50,000,000 43.86%
3800 Citibank Center B3-15
Tampa, FL 33610
- ------------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $35,000,000 30.70%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ------------------------------------------------------------------------------------------------------------------------
The Northern Trust Company $25,000,000 21.93%
801 S. Canal C-IN
Chicago, IL 60607
- ------------------------------------------------------------------------------------------------------------------------
IA2 The Bank of New York $25,000,000 100%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
IA3 Wachovia Bank N.A. $1,000,000 100%
40 Broad Street, 5th Floor
New York, NY 10004
- ------------------------------------------------------------------------------------------------------------------------
IAP DBTC Americas/Sun Trust Bank $1,463,903 100%
(Participant Contact Not Found)
- ------------------------------------------------------------------------------------------------------------------------
IIA1 The Bank of New York $150,000,000 96.91%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
IIAP DBTC Americas/Sun Trust Bank $308,117 100%
(Participant Contact Not Found)
- ------------------------------------------------------------------------------------------------------------------------
AX Bear Stearns Securities Corp. $8,257,986 100%
One Metrotech Center North
Brooklyn, NY 11201-3862
- ------------------------------------------------------------------------------------------------------------------------
M State Street Bank and Trust Company $1,650,000 100%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ------------------------------------------------------------------------------------------------------------------------
B1 State Street Bank and Trust Company $450,000 100%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ------------------------------------------------------------------------------------------------------------------------

- ------------------------------------------------------------------------------------------------------------------------
B2 State Street Bank and Trust Company $600,000 100%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ------------------------------------------------------------------------------------------------------------------------
Series 2003-S13
- ------------------------------------------------------------------------------------------------------------------------
A1 JPMorgan Chase Bank $31,086,000 60.85%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ------------------------------------------------------------------------------------------------------------------------
The Bank of New York $19,000,000 37.19%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
A2 Citibank, N.A. $26,850,000 53.70%
3800 Citibank Center B3-15
Tampa, FL 33610
- ------------------------------------------------------------------------------------------------------------------------
Bear Stearns Securities Corp. $15,000,000 30.00%
One Metrotech Center North
Brooklyn, NY 11201-3862
- ------------------------------------------------------------------------------------------------------------------------
Citigroup Global Markets $5,900,000 11.80%
Inc./Salomon Brothers
333 W 34th Street, 3rd Floor
New York, NY 10001
- ------------------------------------------------------------------------------------------------------------------------
A3 J.P. Morgan Chase Bank/Greenwich $36,100,636 100%
Capital
4 New York Plaza, 21st Floor
New York, NY 10004

- ------------------------------------------------------------------------------------------------------------------------
A4 J.P. Morgan Chase Bank/Greenwich $21,490,000 100%
Capital
4 New York Plaza, 21st Floor
New York, NY 10004

- ------------------------------------------------------------------------------------------------------------------------
A5 JPMorgan Chase Bank $15,000,000 100%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ------------------------------------------------------------------------------------------------------------------------
A6 JPMorgan Chase Bank $20,000,000 100%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ------------------------------------------------------------------------------------------------------------------------
A7 J.P. Morgan Chase Bank/Greenwich $29,805,750 100%
Capital
4 New York Plaza, 21st Floor
New York, NY 10004

- ------------------------------------------------------------------------------------------------------------------------

- ------------------------------------------------------------------------------------------------------------------------
A8 Citigroup Global Markets $17,467,625 100%
Inc./Salomon Brothers
333 W 34th Street, 3rd Floor
New York, NY 10001
- ------------------------------------------------------------------------------------------------------------------------
A9 HSBC Bank & Trust Company (DE), N.A. $25,000,000 76.78%
1201 Market Street
Wilmington, DE 19801
- ------------------------------------------------------------------------------------------------------------------------
J.P. Morgan Chase Bank/Greenwich $7,559,000 23.22%
Capital
4 New York Plaza, 21st Floor
New York, NY 10004

- ------------------------------------------------------------------------------------------------------------------------
A10 Citigroup Global Markets $9,300,000 100%
Inc./Salomon Brothers
333 W 34th Street, 3rd Floor
New York, NY 10001
- ------------------------------------------------------------------------------------------------------------------------
A11 The Bank of New York $5,500,000 43.65%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
State Street Bank and Trust Company $2,050,000 16.27%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ------------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $1,600,000 12.70%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ------------------------------------------------------------------------------------------------------------------------
Amalgamated Bank $1,350,000 10.71%
15 Union Square West
New York, NY 10003
- ------------------------------------------------------------------------------------------------------------------------
A12 Mellon Trust of New England, NA $10,400,000 100%
525 William Penn Place, Suite 3148
Pittsburgh, PA 15259
- ------------------------------------------------------------------------------------------------------------------------
A13 Citibank, N.A. $15,500,000 100%
3800 Citibank Center B3-15
Tampa, FL 33610
- ------------------------------------------------------------------------------------------------------------------------
A14 J.P. Morgan Chase Bank/Greenwich $4,935,250 100%
Capital
4 New York Plaza, 21st Floor
New York, NY 10004

- ------------------------------------------------------------------------------------------------------------------------
A15 Deutsche Bank Trust Company Americas $500,000 100%
648 Grassmere Park Road
Nashville, TN 37211
- ------------------------------------------------------------------------------------------------------------------------
A16 J.P. Morgan Chase Bank/Greenwich $45,914,000 100%
Capital
4 New York Plaza, 21st Floor
New York, NY 10004

- ------------------------------------------------------------------------------------------------------------------------

- ------------------------------------------------------------------------------------------------------------------------
A17 The Bank of New York $20,000,000 31.60%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
Mellon Trust of New England, NA $33,287,000 52.60%
525 William Penn Place, Suite 3148
Pittsburgh, PA 15259
- ------------------------------------------------------------------------------------------------------------------------
State Street Bank and Trust Company $10,000,000 15.80%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ------------------------------------------------------------------------------------------------------------------------
A18 Deutsche Bank Trust Company Americas $102,549,000 98.96%
648 Grassmere Park Road
Nashville, TN 37211
- ------------------------------------------------------------------------------------------------------------------------
AX J.P. Morgan Securities Inc. $1,878,804 100%
34 Exchange Place, 4th Floor
Jersey City, NJ 07302
- ------------------------------------------------------------------------------------------------------------------------
M Citibank, N.A. $7,250,000 100%
3800 Citibank Center B3-15
Tampa, FL 33610
- ------------------------------------------------------------------------------------------------------------------------
B1 Citibank, N.A. $2,500,000 100%
3800 Citibank Center B3-15
Tampa, FL 33610
- ------------------------------------------------------------------------------------------------------------------------
B2 Merrill Lynch, Pierce, Fenner & $1,750,000 100%
Smith, Inc.
101 Hudson Street - 9th Floor
Jersey City, NJ 07302
- ------------------------------------------------------------------------------------------------------------------------
Series 2003-S14
- ------------------------------------------------------------------------------------------------------------------------
IA1 Goldman Sachs & Co. $50,000,000 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------
IA2 Goldman Sachs & Co. $1,020,000 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------
IA3 Goldman Sachs & Co. $52,899,000 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------
IA4 Goldman Sachs & Co. $11,500,000 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------
IA5 Goldman Sachs & Co. $7,376,000 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------
IIA1 Goldman Sachs & Co. $57,783,000 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------
IIA10 Goldman Sachs & Co. $1,000,000 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------
IIA2 Goldman Sachs & Co. $57,783,000 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------

- ------------------------------------------------------------------------------------------------------------------------
IIA3 Goldman Sachs & Co. $14,596,000 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------
IIA4 Goldman Sachs & Co. $20,000,000 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------
IIA5 Goldman Sachs & Co. $60,000,000 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------
IIA6 Goldman Sachs & Co. $15,665,000 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------
IIA7 Goldman Sachs & Co. $22,454,000 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------
IIA8 Goldman Sachs & Co. $24,320,000 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------
IIA9 Citibank, N.A. $30,190,000 100%
3800 Citibank Center B3-15
Tampa, FL 33610
- ------------------------------------------------------------------------------------------------------------------------
IIIA1 Citibank, N.A. $50,000,000 83.33%
3800 Citibank Center B3-15
Tampa, FL 33610
- ------------------------------------------------------------------------------------------------------------------------
IIIA1 Mellon Trust of New England, NA $10,000,000 16.67%
525 William Penn Place, Suite 3148
Pittsburgh, PA 15259
- ------------------------------------------------------------------------------------------------------------------------
IIIA10 Goldman Sachs & Co. $400,000 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------
IIIA2 Goldman Sachs & Co. $51,909,000 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------
IIIA3 Goldman Sachs & Co. $11,797,500 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------
IIIA4 Goldman Sachs & Co. $35,174,000 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------
IIIA5 Goldman Sachs & Co. $7,600,000 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------
IIIA6 Goldman Sachs & Co. $7,045,000 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------
IIIA7 Goldman Sachs & Co. $11,283,000 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------
IIIA8 Goldman Sachs & Co. $10,845,000 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------
IIIA9 Citibank, N.A. $20,636,000 100%
3800 Citibank Center B3-15
Tampa, FL 33610
- ------------------------------------------------------------------------------------------------------------------------

- ------------------------------------------------------------------------------------------------------------------------
AP Goldman Sachs & Co. $1,622,691 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------
AX Goldman Sachs & Co. $3,687,313 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------
M Goldman Sachs & Co. $6,175,000 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------
B1 Goldman Sachs & Co. $4,875,000 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------
B2 Goldman Sachs & Co. $1,950,000 100%
180 Maiden Lane
New York, NY 10038
- ------------------------------------------------------------------------------------------------------------------------
Series 2003-S15
- ------------------------------------------------------------------------------------------------------------------------
IA1 Wells Fargo Bank Minnesota, N.A. $30,000,000 100%
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
- ------------------------------------------------------------------------------------------------------------------------
IA2 UBS Warburg LLC/CMC $1,865,000 100%
299 Park Avenue
New York, NY 10171
- ------------------------------------------------------------------------------------------------------------------------
IA3 UBS Warburg LLC/CMC $182,732,000 100%
299 Park Avenue
New York, NY 10171
- ------------------------------------------------------------------------------------------------------------------------
IA4 UBS Warburg LLC/CMC $3,650,000 100%
299 Park Avenue
New York, NY 10171
- ------------------------------------------------------------------------------------------------------------------------
IAX Bear Stearns Securities Corp. $7,315,194 100%
One Metrotech Center North
Brooklyn, NY 11201-3862
- ------------------------------------------------------------------------------------------------------------------------
IIA1 UBS Warburg LLC/CMC $8,000,000 53.33%
299 Park Avenue
New York, NY 10171
- ------------------------------------------------------------------------------------------------------------------------
IIA1 Edward D. Jones & Co. $7,000,000 46.67%
700 Maryville Center Drive
St Louis, MO 63141
- ------------------------------------------------------------------------------------------------------------------------
IIA10 UBS Warburg LLC/CMC $18,410,772 53.50%
299 Park Avenue
New York, NY 10171
- ------------------------------------------------------------------------------------------------------------------------
IIA10 Deutsche Bank Trust Company Americas $16,000,000 46.50%
648 Grassmere Park Road
Nashville, TN 37211
- ------------------------------------------------------------------------------------------------------------------------
IIA11 Bear Stearns Securities Corp. $34,410,772 100%
One Metrotech Center North
Brooklyn, NY 11201-3862
- ------------------------------------------------------------------------------------------------------------------------
IIA12 The Bank of New York $10,000,000 100%
One Wall Street
New York, NY 10286
- ------------------------------------------------------------------------------------------------------------------------
IIA13 Deutsche Bank Trust Company Americas $13,733,500 100%
648 Grassmere Park Road
Nashville, TN 37211
- ------------------------------------------------------------------------------------------------------------------------

- ------------------------------------------------------------------------------------------------------------------------
IIA14 UBS Warburg LLC/CMC $417,391 100%
299 Park Avenue
New York, NY 10171
- ------------------------------------------------------------------------------------------------------------------------
IIA15 State Street Bank and Trust Company $20,043,000 100%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ------------------------------------------------------------------------------------------------------------------------
IIA16 Raymond, James & Associates, Inc. $2,227,000 100%
880 Carilion Parkway
St. Petersburg, FL 33716
- ------------------------------------------------------------------------------------------------------------------------
IIA17 State Street Bank and Trust Company $5,000,000 100%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ------------------------------------------------------------------------------------------------------------------------
IIA18 Fiserv Securities, Inc. $1,500,000 100%
C/O ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
- ------------------------------------------------------------------------------------------------------------------------
IIA2 Citigroup Global Markets Inc. $4,000,000 100%
333 W. 34th Street
New York, NY 10001
- ------------------------------------------------------------------------------------------------------------------------
IIA3 Citigroup Global Markets Inc. $4,000,000 100%
333 W. 34th Street
New York, NY 10001
- ------------------------------------------------------------------------------------------------------------------------
IIA4 Citigroup Global Markets Inc. $1,875,000 100%
333 W. 34th Street
New York, NY 10001
- ------------------------------------------------------------------------------------------------------------------------
IIA5 Citigroup Global Markets Inc. $1,875,000 100%
333 W. 34th Street
New York, NY 10001
- ------------------------------------------------------------------------------------------------------------------------
IIA6 Citigroup Global Markets Inc. $1,625,000 100%
333 W. 34th Street
New York, NY 10001
- ------------------------------------------------------------------------------------------------------------------------
IIA7 Citigroup Global Markets Inc. $1,625,000 100%
333 W. 34th Street
New York, NY 10001
- ------------------------------------------------------------------------------------------------------------------------
IIA8 Citibank, N.A. $25,000,000 100%
3800 Citibank Center B3-15
Tampa, FL 33610
- ------------------------------------------------------------------------------------------------------------------------
IIA9 UBS Warburg LLC/CMC $122,598,728 100%
299 Park Avenue
New York, NY 10171
- ------------------------------------------------------------------------------------------------------------------------
IIAX UBS Warburg LLC/CMC $5,492,433 100%
299 Park Avenue
New York, NY 10171
- ------------------------------------------------------------------------------------------------------------------------
AP UBS Warburg LLC/CMC $3,492,010 100%
299 Park Avenue
New York, NY 10171
- ------------------------------------------------------------------------------------------------------------------------
M UBS Warburg LLC/CMC $5,751,000 100%
299 Park Avenue
New York, NY 10171
- ------------------------------------------------------------------------------------------------------------------------

- ------------------------------------------------------------------------------------------------------------------------
B1 UBS Warburg LLC/CMC $3,500,000 100%
299 Park Avenue
New York, NY 10171
- ------------------------------------------------------------------------------------------------------------------------
B2 UBS Warburg LLC/CMC $1,750,000 100%
299 Park Avenue
New York, NY 10171
- ------------------------------------------------------------------------------------------------------------------------

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, 2003.

99.2 (i) Servicer's Annual Statement of Compliance for
Series 2003-S1
(ii) Servicer's Annual Statement of Compliance for
Series 2003-S2
(iii) Servicer's Annual Statement of Compliance for
Series 2003-S3
(iv) Servicer's Annual Statement of Compliance for
Series 2003-S4
(v) Servicer's Annual Statement of Compliance for
Series 2003-S5
(vi) Servicer's Annual Statement of Compliance for
Series 2003-S6
(vii) Servicer's Annual Statement of Compliance for
Series 2003-S7
(viii) Servicer's Annual Statement of Compliance for
Series 2003-S8
(ix) Servicer's Annual Statement of Compliance for
Series 2003-S9
(x) Servicer's Annual Statement of Compliance for
Series 2003-S10
(xi) Servicer's Annual Statement of Compliance for
Series 2003-S11
(xii) Servicer's Annual Statement of Compliance for
Series 2003-S12
(xiii) Servicer's Annual Statement of Compliance for
Series 2003-S13
(xiv) Servicer's Annual Statement of Compliance for
Series 2003-S14
(xv) Servicer's Annual Statement of Compliance for
Series 2003-S15

99.3 Certification pursuant to Section 302 of the
Sarbanes-Oxley Act of 2002.

(i) Series 2003-S1
(ii) Series 2003-S2
(iii) Series 2003-S3
(iv) Series 2003-S4
(v) Series 2003-S5
(vi) Series 2003-S6
(vii) Series 2003-S7
(viii) Series 2003-S8
(ix) Series 2003-S9
(x) Series 2003-S10
(xi) Series 2003-S11
(xii) Series 2003-S12
(xiii) Series 2003-S13
(xiv) Series 2003-S14
(xv) Series 2003-S15

(b) Reports on Form 8-K during the last quarter of the prior calendar
year.

(i) Date Items Reported Financial Statements
---------- -------------- ------------------------------

10/03/2003 5, 7 Monthly report to Noteholders
dated 9/25/20023
10/30/2003 5, 7 Monthly report to Noteholders
dated 10/27/2003
12/03/2003 5, 7 Monthly report to Noteholders
dated 11/25/2003
01/03/2004 5, 7 Monthly report to Noteholders
dated 12/26/2003

(ii) Reports on Form 8-K were filed during the last
quarter of the prior calendar year for the following
Series:

(A) Series 2003-S8
September 11, 2003 in response to Item 2
and Item 7
(Prospectus Supplement and Pooling and
Servicing Agreement)

(B) Series 2003-S11
September 17, 2003 in response to Item 5
and Item 7
(Filing of Collateral Term Sheets)

(C) Series 2003-S11
September 25, 2003 in response to Item 5 and
Item 7
(Filing of Collateral Term Sheet and
Structural Term Sheet)

(D) Series 2003-S10
September 25, 2003 in response to Item 5 and
Item 7
(Filing of Collateral Term Sheets)

(E) Series 2003-S9
October 8, 2003 in response to Item 2 and
Item 7
(Prospectus Supplement and Pooling and
Servicing Agreement)

(F) Series 2003-S12
October 24, 2003 in response to Item 5 and
Item 7
(Filing of Collateral Term Sheets)

(G) Series 2003-S13
October 24, 2003 in response to Item 5 and
Item 7
(Filing of Collateral Term Sheets)

(H) Series 2003-S10
October 28, 2003 in response to Item 5 and
Item 7
(Filing of Structural Term Sheets and
Computational Materials)

(I) Series 2003-S11
October 29, 2003 in response to Item 5 and
Item 7
(Filing of Structural Term Sheets and
Computational Materials)

(J) Series 2003-S10
November 12, 2003 in response to Item 2 and
Item 7
(Prospectus Supplement and Pooling and
Servicing Agreement)

(K) Series 2003-S11
November 13, 2003 in response to Item 2 and
Item 7
(Prospectus Supplement and Pooling and
Servicing Agreement)

(L) Series 2003-S14
November 19, 2003 in response to Item 5 and
Item 7
(Filing of Collateral Term Sheets)

(M) Series 2003-S15
November 19, 2003 in response to Item 5 and
Item 7
(Filing of Collateral Term Sheets)

(N) Series 2003-S12
November 24, 2003 in response to Item 5 and
Item 7
(Filing of Computational Materials)

(O) Series 2003-S13
November 24, 2003 in response to Item 5 and
Item 7
(Filing of Structural Term Sheets and
Computational Materials)

(P) Series 2003-S13
November 25, 2003 in response to Item 5 and
Item 7
(Filing of Computational Materials)

(Q) Series 2003-S14
December 3, 2003 in response to Item 5 and
Item 7
(Filing of Structural Term Sheets and
Computational Materials)

(R) Series 2003-S12
December 9, 2003 in response to Item 2 and
Item 7
(Prospectus Supplement and Pooling and
Servicing Agreement

(S) Series 2003-S13
December 10, 2003 in response to Item 2 and
Item 7
(Prospectus Supplement and Pooling and
Servicing Agreement

(T) Series 2003-S14
December 18, 200 in response to Item 5 and
Item 7
(Filing of Structural Term Sheets and
Computational Materials)

(U) Series 2003-S15
December 18, 200 in response to Item 5 and
Item 7
(Filing of Collateral Term Sheets)

(V) Series 2003-S14
December 19, 200 in response to Item 5 and
Item 7
(Filing of Structural Term Sheets and
Computational Materials)

(W) Series 2003-S15
December 23, 200 in response to Item 5 and
Item 7
(Filing of Structural Term Sheets and
Computational Materials)

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.,
depositor

By: /s/Luke S. Hayden
---------------------------------
Name: Luke S. Hayden
Title: Chief Executive Officer

Date: March 30, 2004

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 accountants concerning the Servicer's
activities for the year-end December 31, 2003.

99.2 (i) Servicer's Annual Statement of Compliance for
Series 2003-S1
(ii) Servicer's Annual Statement of Compliance for Series
2003-S2
(iii) Servicer's Annual Statement of Compliance for Series
2003-S3
(iv) Servicer's Annual Statement of Compliance for Series
2003-S4
(v) Servicer's Annual Statement of Compliance for Series
2003-S5
(vi) Servicer's Annual Statement of Compliance for Series
2003-S6
(vii) Servicer's Annual Statement of Compliance for Series
2003-S7
(viii) Servicer's Annual Statement of Compliance for Series
2003-S8
(ix) Servicer's Annual Statement of Compliance for Series
2003-S9
(x) Servicer's Annual Statement of Compliance for Series
2003-S10
(xi) Servicer's Annual Statement of Compliance for Series
2003-S11
(xii) Servicer's Annual Statement of Compliance for Series
2003-S12
(xiii) Servicer's Annual Statement of Compliance for Series
2003-S13
(xiv) Servicer's Annual Statement of Compliance for Series
2003-S14
(xv) Servicer's Annual Statement of Compliance for Series
2003-S15

99.3 Certification pursuant to Section 3203 of the
Sarbanes-Oxley Act of 2002.

(i) Series 2003-S1

(ii) Series 2003-S2

(iii) Series 2003-S3

(iv) Series 2003-S4

(v) Series 2003-S5

(vi) Series 2003-S6

(vii) Series 2003-S7

(viii) Series 2003-S8

(ix) Series 2003-S9

(x) Series 2003-S10

(xi) Series 2003-S11

(xii) Series 2003-S12

(xiii) Series 2003-S13

(xiv) Series 2003-S14

(xv) Series 2003-S15