<PAGE>

                                  UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION

                             Washington, D.C. 20549

                                    FORM 8-K

                                 CURRENT REPORT

                     PURSUANT TO SECTION 13 OR 15(d) OF THE
                         SECURITIES EXCHANGE ACT OF 1934

                Date of Report (Date of earliest event reported)
                                 August 22, 2006

CHASE MORTGAGE FINANCE CORPORATION (as Depositor under the Pooling and Servicing
Agreement, dated as of August 1, 2006, providing for the issuance of Chase
Mortgage Finance Trust Multi-Class Mortgage Pass-Through Certificates, Series
2006-A1)

                   Chase Mortgage Finance Trust Series 2006-A1
                                (Issuing Entity)

                       Chase Mortgage Finance Corporation
                                   (Depositor)

                             Chase Home Finance LLC
                                    (Sponsor)

                       Chase Mortgage Finance Corporation
                                  (Registrant)

            Delaware                    333-130223                52-1495132
  (State or Other Jurisdiction          (Commission           (I.R.S. Employer
        Of Incorporation)              File Number)          Identification No.)

194 Wood Avenue South, 3rd Floor
       Iselin, New Jersey                                           08830
 (Address of Principal Executive                                  (Zip Code)
            Offices)

         Registrant's telephone number, including area code: (732) 205-0600

                                    No Change
          (Former Name or Former Address, if Changed Since Last Report)

Check the appropriate box below if the Form 8-K filing is intended to
simultaneously satisfy the filing obligation of the registrant under any of the
following provisions:

[_]  Written communications pursuant to Rule 425 under the Securities Act (17
     CFR 230.425)

[_]  Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR
     240.14a-12)

[_]  Pre-commencement communications pursuant to Rule 14d-2(b) under the
     Exchange Act (17 CFR 240.14d-2(b))

[_]  Pre-commencement communications pursuant to Rule 13e-4(c) under the
     Exchange Act (17 CFR 240.13e-4(c))

<PAGE>

     Item 8.01. Other Events

     The Registrant registered issuances of Chase Mortgage Finance Trust Series
2006-A1 Multi-Class Mortgage Pass-Through Certificates on a delayed or
continuous basis pursuant to Rule 415 under the Securities Act of 1933, as
amended (the "Act"), by a Registration Statement on Form S-3 (Registration File
No. 333-130223 (the "Registration Statement")). Pursuant to the Registration
Statement, the Registrant issued $1,079,241,000 in aggregate principal amount
Class 1-A1, Class 1-A2, Class 1-A3, Class 1-A4, Class 1-AX, Class 2-A1, Class
2-A2, Class 2-A3, Class 2-A4, Class 2-AX, Class 3-A1, Class 3-A2, Class 4-A1,
Class 4-A2, Class A-R, Class M, Class B-1, Class B-2, Class B-3, Class B-4, and
Class B-5 Certificates of its Chase Mortgage Finance Trust Series 2006-A1
Multi-Class Mortgage Pass-Through Certificates, Series 2006-A1 on August 22,
2006.

     This Current Report on Form 8-K is being filed to satisfy an undertaking,
contained in the definitive Prospectus, dated August 17, 2006, as supplemented
by the Prospectus Supplement, dated August 21, 2006 (collectively, the
"Prospectus Supplement"), to file a copy of the Pooling and Servicing Agreement
(as defined below) executed in connection with the issuance of the Certificates,
a form of which was filed as an exhibit to the Registration Statement.

     The Certificates (as defined below) were issued pursuant to a Pooling and
Servicing Agreement, attached hereto as Exhibit 4.1, dated as of August 1, 2006,
among Chase Mortgage Finance Corporation, as depositor, JPMorgan Chase Bank,
N.A., as servicer and custodian, U.S. Bank National Association, as trustee and
JPMorgan Chase Bank, N.A., as paying agent. The "Certificates" consist of the
following classes: Class 1-A, Class 2-A, Class 3-A, Class 4-A, Class A-R, Class
M, Class B-1, Class B-2, Class B-3, Class B-4, and Class B-5. The Certificates
evidence all the beneficial ownership interest in a trust fund (the "Trust
Fund") that consists primarily of four pools of certain fixed and adjustable
rate, first lien residential mortgage loans (the "Mortgage Loans") with an
aggregate outstanding principal balance of approximately $1,087,946,521 as of
August 1, 2006. Capitalized terms used herein and not otherwise defined shall
have the meanings assigned to them in the Pooling and Servicing Agreement.

     Item 9.01. Financial Statements and Exhibits

     (a)  Not applicable.

     (b)  Not applicable.

     (c)  Not applicable.

     (d)  Exhibits:

           4.1  Pooling and Servicing Agreement, dated as of August 1, 2006,
                among Chase Mortgage Finance Corporation, as Depositor, JPMorgan
                Chase Bank, N.A., as Servicer and Custodian, U.S. Bank National
                Association, as Trustee and JPMorgan Chase Bank, N.A., as Paying
                Agent.

          99.1  Mortgage Loan Sale Agreement, dated as of August 1, 2006, among
                Chase Home Finance LLC, as Seller, and Chase Mortgage Finance
                Corporation, as Purchaser.

          99.2  Mortgage Loan Sale Agreement, dated as of August 1, 2006, among
                J.P. Morgan Mortgage Acquisition Corp., as Seller, and Chase
                Mortgage Finance Corporation, as Purchaser.

<PAGE>

                                   SIGNATURES

     Pursuant to the requirements of the Securities Exchange Act of 1934, as
amended, the Registrant has duly caused this report to be signed on its behalf
by the undersigned hereunto duly authorized.

                                        CHASE MORTGAGE FINANCE
                                           CORPORATION


                                        By: /s/ Bruce J. Friedman
                                            ------------------------------------
                                            Name: Bruce J. Friedman
                                            Title: Vice President

Dated: September 6, 2006

<PAGE>

                                  EXHIBIT INDEX

Exhibit No.   Description
-----------   -----------
    4.1       Pooling and Servicing Agreement, dated as of August 1, 2006, among
              Chase Mortgage Finance Corporation, as Depositor, JPMorgan Chase
              Bank, N.A., as Servicer and Custodian, U.S. Bank National
              Association, as Trustee and JPMorgan Chase Bank, N.A., as Paying
              Agent.

   99.1       Mortgage Loan Sale Agreement, dated as of August 1, 2006, among
              Chase Home Finance LLC, as Seller, and Chase Mortgage Finance
              Corporation, as Purchaser.

   99.2       Mortgage Loan Sale Agreement, dated as of August 1, 2006, among
              J.P. Morgan Mortgage Acquisition Corp., as Seller, and Chase
              Mortgage Finance Corporation, as Purchaser.
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{"company-data": {"conformed-name": "Chase Mortgage Finance Trust Series 2006-A1", "cik": "0001371964", "assigned-sic": "6189", "state-of-incorporation": "DE", "fiscal-year-end": "1231"}, "filing-values": {"form-type": "8-K", "act": "34", "file-number": "333-130223-06", "film-number": "061076659"}, "business-address": {"street1": "194 WOOD AVENUE SOUTH", "street2": "C/O A HARDY EUBANKS III", "city": "ISELIN", "state": "NJ", "zip": "08830", "phone": "7322050600"}, "mail-address": {"street1": "194 WOOD AVENUE SOUTH", "street2": "3RD FLOOR", "city": "ISELIN", "state": "NJ", "zip": "08830"}}
UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION

                             Washington, D.C. 20549

                                    FORM 8-K

                                 CURRENT REPORT

                     PURSUANT TO SECTION 13 OR 15(d) OF THE
                         SECURITIES EXCHANGE ACT OF 1934

                Date of Report (Date of earliest event reported)
                                 August 22, 2006

CHASE MORTGAGE FINANCE CORPORATION (as Depositor under the Pooling and Servicing
Agreement, dated as of August 1, 2006, providing for the issuance of Chase
Mortgage Finance Trust Multi-Class Mortgage Pass-Through Certificates, Series
2006-A1)

                   Chase Mortgage Finance Trust Series 2006-A1
                                (Issuing Entity)

                       Chase Mortgage Finance Corporation
                                   (Depositor)

                             Chase Home Finance LLC
                                    (Sponsor)

                       Chase Mortgage Finance Corporation
                                  (Registrant)

            Delaware                    333-130223                52-1495132
  (State or Other Jurisdiction          (Commission           (I.R.S. Employer
        Of Incorporation)              File Number)          Identification No.)

194 Wood Avenue South, 3rd Floor
       Iselin, New Jersey                                           08830
 (Address of Principal Executive                                  (Zip Code)
            Offices)

         Registrant's telephone number, including area code: (732) 205-0600

                                    No Change
          (Former Name or Former Address, if Changed Since Last Report)

Check the appropriate box below if the Form 8-K filing is intended to
simultaneously satisfy the filing obligation of the registrant under any of the
following provisions:

[_]  Written communications pursuant to Rule 425 under the Securities Act (17
     CFR 230.425)

[_]  Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR
     240.14a-12)

[_]  Pre-commencement communications pursuant to Rule 14d-2(b) under the
     Exchange Act (17 CFR 240.14d-2(b))

[_]  Pre-commencement communications pursuant to Rule 13e-4(c) under the
     Exchange Act (17 CFR 240.13e-4(c))
Item 8.01. Other Events

     The Registrant registered issuances of Chase Mortgage Finance Trust Series
2006-A1 Multi-Class Mortgage Pass-Through Certificates on a delayed or
continuous basis pursuant to Rule 415 under the Securities Act of 1933, as
amended (the "Act"), by a Registration Statement on Form S-3 (Registration File
No. 333-130223 (the "Registration Statement")). Pursuant to the Registration
Statement, the Registrant issued $1,079,241,000 in aggregate principal amount
Class 1-A1, Class 1-A2, Class 1-A3, Class 1-A4, Class 1-AX, Class 2-A1, Class
2-A2, Class 2-A3, Class 2-A4, Class 2-AX, Class 3-A1, Class 3-A2, Class 4-A1,
Class 4-A2, Class A-R, Class M, Class B-1, Class B-2, Class B-3, Class B-4, and
Class B-5 Certificates of its Chase Mortgage Finance Trust Series 2006-A1
Multi-Class Mortgage Pass-Through Certificates, Series 2006-A1 on August 22,
2006.

     This Current Report on Form 8-K is being filed to satisfy an undertaking,
contained in the definitive Prospectus, dated August 17, 2006, as supplemented
by the Prospectus Supplement, dated August 21, 2006 (collectively, the
"Prospectus Supplement"), to file a copy of the Pooling and Servicing Agreement
(as defined below) executed in connection with the issuance of the Certificates,
a form of which was filed as an exhibit to the Registration Statement.

     The Certificates (as defined below) were issued pursuant to a Pooling and
Servicing Agreement, attached hereto as Exhibit 4.1, dated as of August 1, 2006,
among Chase Mortgage Finance Corporation, as depositor, JPMorgan Chase Bank,
N.A., as servicer and custodian, U.S. Bank National Association, as trustee and
JPMorgan Chase Bank, N.A., as paying agent. The "Certificates" consist of the
following classes: Class 1-A, Class 2-A, Class 3-A, Class 4-A, Class A-R, Class
M, Class B-1, Class B-2, Class B-3, Class B-4, and Class B-5. The Certificates
evidence all the beneficial ownership interest in a trust fund (the "Trust
Fund") that consists primarily of four pools of certain fixed and adjustable
rate, first lien residential mortgage loans (the "Mortgage Loans") with an
aggregate outstanding principal balance of approximately $1,087,946,521 as of
August 1, 2006. Capitalized terms used herein and not otherwise defined shall
have the meanings assigned to them in the Pooling and Servicing Agreement.

     Item 9.01. Financial Statements and Exhibits

     (a)  Not applicable.

     (b)  Not applicable.

     (c)  Not applicable.

     (d)  Exhibits:

           4.1  Pooling and Servicing Agreement, dated as of August 1, 2006,
                among Chase Mortgage Finance Corporation, as Depositor, JPMorgan
                Chase Bank, N.A., as Servicer and Custodian, U.S. Bank National
                Association, as Trustee and JPMorgan Chase Bank, N.A., as Paying
                Agent.

          99.1  Mortgage Loan Sale Agreement, dated as of August 1, 2006, among
                Chase Home Finance LLC, as Seller, and Chase Mortgage Finance
                Corporation, as Purchaser.

          99.2  Mortgage Loan Sale Agreement, dated as of August 1, 2006, among
                J.P. Morgan Mortgage Acquisition Corp., as Seller, and Chase
                Mortgage Finance Corporation, as Purchaser.
SIGNATURES

     Pursuant to the requirements of the Securities Exchange Act of 1934, as
amended, the Registrant has duly caused this report to be signed on its behalf
by the undersigned hereunto duly authorized.

                                        CHASE MORTGAGE FINANCE
                                           CORPORATION

                                        By: /s/ Bruce J. Friedman
                                            ------------------------------------
                                            Name: Bruce J. Friedman
                                            Title: Vice President

Dated: September 6, 2006
EXHIBIT INDEX

Exhibit No.   Description
-----------   -----------
    4.1       Pooling and Servicing Agreement, dated as of August 1, 2006, among
              Chase Mortgage Finance Corporation, as Depositor, JPMorgan Chase
              Bank, N.A., as Servicer and Custodian, U.S. Bank National
              Association, as Trustee and JPMorgan Chase Bank, N.A., as Paying
              Agent.

   99.1       Mortgage Loan Sale Agreement, dated as of August 1, 2006, among
              Chase Home Finance LLC, as Seller, and Chase Mortgage Finance
              Corporation, as Purchaser.

   99.2       Mortgage Loan Sale Agreement, dated as of August 1, 2006, among
              J.P. Morgan Mortgage Acquisition Corp., as Seller, and Chase
              Mortgage Finance Corporation, as Purchaser.