SEC Info - Chase Mortgage Finance Corp - ‘10-K’ for 12/31/03

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Chase Mortgage Finance Corp – ‘10-K’ for 12/31/03

On: Tuesday, 3/30/04, at 5:22pm ET · For: 12/31/03 · Accession #: 1125282-4-1378 · File #: 33-20484

  As Of                Filer                Filing    For·On·As Docs:Size              Issuer               Agent

 3/30/04  Chase Mortgage Finance Corp       10-K       12/31/03    4:135K                                   Bowne & C… Smartedgar/FA

Annual Report — Form 10-K
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 10-K        Annual Report                                         34    271K 
 2: EX-99.1     Report of Independent Accountants                      2     10K 
 3: EX-99.2     Report of Independent Accountants                     15     49K 
 4: EX-99.3     Officers' Certificate                                 15     50K

10-K — Annual Report
Document Table of Contents

Page	(sequential)	\|	(alphabetic)	Top
			Alternative Formats (Word, et al.) Business Certain Relationships and Related Transactions Changes in and Disagreements with Accountants on Accounting and Financial Disclosure Directors and Executive Officers of the Registrant Executive Compensation Exhibits, Financial Statement Schedules, and Reports on Form 8-K Financial Statements and Supplementary Data Legal Proceedings Management's Discussion and Analysis of Financial Condition and Results of Operations Market for Registrant's Common Equity and Related Stockholder Matters Properties Quantitative and Qualitative Disclosures About Market Risk Security Ownership of Certain Beneficial Owners and Management Selected Financial Data Submission of Matters to a Vote of Security Holders
1	1st Page - Filing Submission
3	Item 1. Business
"	Item 2. Properties
"	Item 3. Legal Proceedings
"	Item 4. Submission of Matters to a Vote of Security Holders
4	Item 5. Market for Registrant's Common Equity and Related Stockholder Matters
"	Item 6. Selected Financial Data
5	Item 7. Management's Discussion and Analysis of Financial Condition and Results of Operations
"	Item 7A. Quantitative and Qualitative Disclosures About Market Risk
"	Item 8. Financial Statements and Supplementary Data
"	Item 9. Changes in and Disagreements with Accountants on Accounting and Financial Disclosure
6	Item 10. Directors and Executive Officers of the Registrant
"	Item 11. Executive Compensation
"	Item 12. Security Ownership of Certain Beneficial Owners and Management
26	Item 13. Certain Relationships and Related Transactions
27	Item 14. Exhibits, Financial Statement Schedules, and Reports on Form 8-K

10-K 1st Page of 34 TOC ↑Top Previous Next ↓Bottom Just 1st
 
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)

                                                        [Enlarge/Download Table]


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              

10-K 2nd Page of 34 TOC 1st Previous Next ↓Bottom Just 2nd
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").                                                   

10-K 3rd Page of 34 TOC 1st Previous Next ↓Bottom Just 3rd
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.                                  

10-K 4th Page of 34 TOC 1st Previous Next ↓Bottom Just 4th
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.                                                      

10-K 5th Page of 34 TOC 1st Previous Next ↓Bottom Just 5th
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.                                                         

10-K 6th Page of 34 TOC 1st Previous Next ↓Bottom Just 6th
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:                                                                

                                                        [Enlarge/Download Table]


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


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


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


10-K 9th Page of 34 TOC 1st Previous Next ↓Bottom Just 9th
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------------------------------------------------------------------------------------------------------------------------
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                                                                
------------------------------------------------------------------------------------------------------------------------


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


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


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


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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                                                               
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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                                                               
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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                                                               
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A2                                   The Bank of New York                               $144,883,969               100% 
                                     One Wall Street                                                                    
                                     New York, NY  10286                                                                
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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                                                                
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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                                                                  
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                                     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                                                             
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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                                                                
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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                                                               
------------------------------------------------------------------------------------------------------------------------


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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                                                                

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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                                                                

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


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


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


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


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


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------------------------------------------------------------------------------------------------------------------------
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.                                                      

10-K 27th Page of 34 TOC 1st Previous Next ↓Bottom Just 27th
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           

10-K 28th Page of 34 TOC 1st Previous Next ↓Bottom Just 28th
         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.                                                                           

                                                                [Download Table]


(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)

10-K 29th Page of 34 TOC 1st Previous Next ↓Bottom Just 29th
(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)

10-K 30th Page of 34 TOC 1st Previous Next ↓Bottom Just 30th
(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)

10-K 31st Page of 34 TOC 1st Previous Next ↓Bottom Just 31st
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                                                            

10-K 32nd Page of 34 TOC 1st Previous Next ↓Bottom Just 32nd
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.        

10-K 33rd Page of 34 TOC 1st Previous Next ↓Bottom Just 33rd
 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                  

10-K Last Page of 34 TOC 1st Previous Next ↓Bottom Just 34th
 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

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Dates Referenced Herein and Documents Incorporated by Reference

		Referenced-On Page
This ‘10-K’ Filing	Date	First	Last	Other Filings

Filed on:	3/30/04	31
For Period End:	12/31/03	1	33
	12/10/03	30		8-K
	12/9/03	30		8-K
	12/3/03	30		8-K
	11/25/03	29		8-K
	11/24/03	29		424B5, 8-K
	11/19/03	29		8-K
	11/13/03	29		8-K
	11/12/03	29		8-K
	10/29/03	29		8-K
	10/28/03	29		8-K
	10/24/03	29		424B5, 8-K
	10/8/03	29		8-K
	9/25/03	29		8-K
	9/17/03	28		8-K
	9/11/03	28		8-K
				List all Filings

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Filing Submission 0001125282-04-001378 – Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

Chase Mortgage Finance Corp – ‘10-K’ for 12/31/03

On: Tuesday, 3/30/04, at 5:22pm ET · For: 12/31/03 · Accession #: 1125282-4-1378 · File #: 33-20484

Previous ‘10-K’: ‘10-K/A’ on 5/15/03 for 12/31/02 · Next & Latest: ‘10-K’ on 3/31/05 for 12/31/04

Annual Report — Form 10-KFiling Table of Contents

10-K — Annual ReportDocument Table of Contents

Dates Referenced Herein and Documents Incorporated by Reference

Annual Report — Form 10-K
Filing Table of Contents

10-K — Annual Report
Document Table of Contents