SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 8-K
CURRENT REPORT
PURSUANT TO SECTION 13 OR 15(D) OF THE
SECURITIES AND EXCHANGE ACT OF 1934
DATE OF REPORT: OCTOBER 19, 1999
- ---------------------------------
(Date of earliest event reported)
ASSET SECURITIZATION CORPORATION,
COMMERCIAL MORTGAGE ASSET TRUST
COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 1999-C2
-------------------------------------------------------------
(Exact name of registrant as specified in its charter)
Delaware 333-53859 13-3672337
- --------------------------------------------------------------------------------
(State or Other (Commission (I.R.S. Employer
Jurisdiction File Number) Identification No.)
of Incorporation)
Two World Financial Center, Building B, New York, New York 10281
- --------------------------------------------------------------------------------
Address of Principal Executive Office
Registrant's telephone number, including area code: (212) 667-9300
<PAGE>
ITEM 5. OTHER EVENTS.
Attached as Exhibit 99.1 and Exhibit 99.2 to this Current Report are
certain materials (the "Computational Materials", respectively) furnished to the
Registrant by Nomura Securities International, Inc. (the "Underwriter"), the
underwriter in respect of the Registrant's Commercial Mortgage Asset Trust,
Commercial Mortgage Pass-Through Certificates, Series 1999-C2 (the
"Certificates"). The Certificates are being offered pursuant to a Prospectus and
related Prospectus Supplement (together, the "Prospectus"), which will be filed
with the Commission pursuant to Rule 424(b)(5) under the Securities Act of 1933,
as amended (the "Act"). The Certificates have been registered pursuant to the
Act under a Registration Statement on Form S-3 (No. 333-53859) (the
"Registration Statement"). The Registrant hereby incorporates the Computational
Materials by reference in the Registration Statement.
The Computational Materials were prepared solely by the Underwriter,
and the Registrant did not prepare or participate in the preparation of the
Computational Materials.
Any statement or information contained in the Computational
Materials shall be deemed to be modified or superseded for purposes of the
Prospectus and the Registration Statement by statements or information contained
in the Prospectus.
ITEM 7. FINANCIAL STATEMENTS, PRO FORMA FINANCIAL INFORMATION AND EXHIBITS
(c) Exhibits
Exhibit No. Description
----------- -----------
99.1 Computational Materials
<PAGE>
Pursuant to the requirements of the Securities Act of 1934, the
Registrant has duly caused this report to be signed on behalf of the Registrant
by the undersigned thereunto duly authorized.
ASSET SECURITIZATION CORPORATION
By: /S/ BRAD ALTBERGER
---------------------------
Name: Brad Altberger
Title: Associate Director
Date: October 19, 1999
<PAGE>
EXHIBIT INDEX
-------------
Exhibit No. Description Paper (P) or Electronic (E)
----------- ----------- ---------------------------
99.1 Computational Materials E
<TABLE>
[NOMURA LOGO]
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[NOMURA LOGO] NOMURA SECURITIES INTERNATIONAL, INC.
10/15/99 ------------------------------------------------------------------------------------------------------------------
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST.
The information contained herein is based on sources Nomura Securities International, Inc. ("Nomura") believes to
________S-24 be reliable. Nomura makes no representations or warranty such information is accurate or complete. Nothing herein
should be considered an offer to sell or solicitation of an offer to buy any securities. All information is
hypothetical or preliminary and subject to change. No such information should be viewed as projections, forecast,
________S-8 predictions or opinions. The same may be based on assumptions which may or may not be accurate, and any such
assumption may differ from actual results. Prospective investors are advised to consult the final prospectus,
prospectus supplement, or private placement memorandum in connection with their investments. Nomura and its
affiliates may have a position in the securities discussed herein and may purchase or sell the same on a principal
basis, or as agent for another person. In addition, Nomura and certain of its affiliates may have acted as an
underwriter of such securities, and may currently be providing investment banking or other services to the issuers
of such securities and/or borrowers and their affiliates. Nomura Securities International, Inc. Form No. 124
- ------------------------------------------------------------------------------------------------------------------------------------
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, Class A1
<CAPTION>
CUSIP All tranches-full face Settle at Pricing
Coupon 7.285 Original Balance $127,000,000.00 Accrual begins 10/11/99
Delay 6 Current Balance $127,000,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
Type SEN FIX WAL 5.735 yrs
- ------------------------------------------------------------------------------------------------------------------------------------
Period / Date Principal Interest Cash Flow Balance Princ Writedown Accrued Interest
Total 127,000,000.00 53,338,742,96 180,338,742.96 0.00 53,338,742.96
- ----- -------------- ------------- -------------- -------------- --------------- ----------------
<S> <C> <C> <C> <C> <C> <C>
0. Oct 28, 99 0.00 0.00 0.00 127,000,000.00 0.00 0.00
1. Nov 17, 99 495,365.29 770,995.83 1,266,361.12 126,504,634.71 0.00 770,995.83
2. Dec 17, 99 661,538.77 767,988.55 1,429,527.32 125,843,095.94 0.00 767,988.55
3. Jan 17, 00 511,287.98 763,972.46 1,275,260.44 125,331,807.96 0.00 763,972.46
4. Feb 17, 00 514,732.59 760,868.52 1,275,601.11 124,817,075.37 0.00 760,868.52
5. Mar 17, 00 826,924.16 757,743.66 1,584,667.82 123,990,151.21 0.00 757,743.66
6. Apr 17, 00 523,815.65 752,723.54 1,276,539.19 123,466,335.56 0.00 752,723.54
7. May 17, 00 681,412.22 749,543.55 1,430,955.77 122,784,923.34 0.00 749,543.55
8. Jun 17, 00 531,958.91 745,406.81 1,277,365.72 122,252,964.43 0.00 745,406.81
9. Jul 17, 00 689,346.33 742,177.37 1,431,523.70 121,563,618.10 0.00 742,177.37
10. Aug 17, 00 540,211.37 737,992.46 1,278,203.84 121,023,406.73 0.00 737,992.46
11. Sep 17, 00 543,852.50 734,712.93 1,278,565.43 120,479,554.23 0.00 734,712.93
12. Oct 17, 00 700,934.37 731,411.29 1,432,345.67 119,778,619.86 0.00 731,411.29
13. Nov 17, 00 552,264.35 727,156.04 1,279,420.39 119,226,355.51 0.00 727,156.04
14. Dec 17, 00 709,130.17 723,803.33 1,432,933.51 118,517,225.34 0.00 723,803.33
15. Jan 17, 01 560,789.02 719,498.32 1,280,287.34 117,956,436.32 0.00 719,498.32
16. Feb 17, 01 564,569.87 716,093.87 1,280,663.74 117,391,866.45 0.00 716,093.87
17. Mar 17, 01 1,026,606.07 712,666.46 1,739,272.52 116,365,260.38 0.00 712,666.46
18. Apr 17, 01 575,361.17 706,434.10 1,281,795.27 115,789,899.21 0.00 706,434.10
19. May 17, 01 731,633.97 702,941.18 1,434,575.15 115,058,265.24 0.00 702,941.18
20. Jun 17, 01 584,196.02 698,499.55 1,282,695.58 114,474,069.21 0.00 698,499.55
21. Jul 17, 01 740,241.93 694,953.00 1,435,194.93 113,733,827.28 0.00 694,953.00
22. Aug 17, 01 593,149.41 690,459.11 1,283,608.52 113,140,677.88 0.00 690,459.11
23. Sep 17, 01 597,150.33 686,858.20 1,284,008.53 112,543,527.55 0.00 686,858.20
24. Oct 17, 01 752,863.49 683,233.00 1,436,096.49 111,790,664.05 0.00 683,233.00
25. Nov 17, 01 606,277.41 678,662.49 1,284,939.90 111,184,386.64 0.00 678,662.49
26. Dec 17, 01 761,756.18 674,981.88 1,436,738.06 110,422,630.47 0.00 674,981.88
27. Jan 17, 02 615,526.95 670,357.39 1,285,884.34 109,807,103.51 0.00 670,357.39
28. Feb 17, 02 619,679.91 666,620.62 1,286,300.53 109,187,423.61 0.00 666,620.62
29. Mar 17, 02 1,076,721.26 662,858.65 1,739,579.91 108,110,702.35 0.00 662,858.65
30. Apr 17, 02 631,186.54 656,322.06 1,287,508.60 107,479,515.81 0.00 656,322.06
31. May 17, 02 786,025.81 652,490.23 1,438,516.04 106,693,490.00 0.00 652,490.23
32. Jun 17, 02 640,770.72 647,718.40 1,288,489.12 106,052,719.27 0.00 647,718.40
33. Jul 17, 02 795,363.88 643,828.38 1,439,192.26 105,257,355.39 0.00 643,828.38
34. Aug 17, 02 650,483.54 638,999.86 1,289,483.40 104,606,871.86 0.00 638,999.86
35. Sep 17, 02 654,874.30 635,050.88 1,289,925.19 103,951,997.55 0.00 635,050.88
36. Oct 17, 02 809,105.25 631,075.25 1,440,180.50 103,142,892.30 0.00 631,075.25
37. Nov 17, 02 664,776.33 626,163.31 1,290,939.63 102,478,115.98 0.00 626,163.31
38. Dec 17, 02 818,753.00 622,127.56 1,440,880.57 101,659,362.97 0.00 622,127.56
39. Jan 17, 03 674,811.27 617,157.05 1,291,968.32 100,984,551.70 0.00 617,157.05
40. Feb 17, 03 679,367.40 613,060.38 1,292,427.78 100,305,184.31 0.00 613,060.38
41. Mar 17, 03 1,130,999.18 608,936.06 1,739,935.24 99,174,185.13 0.00 608,936.06
42. Apr 17, 03 691,649.11 602,069.95 1,293,719.06 98,482,536.02 0.00 602,069.95
43. May 17, 03 844,935.94 597,871.06 1,442,807.00 97,637,600.08 0.00 597,871.06
44. Jun 17, 03 702,045.19 592,741.60 1,294,786.79 96,935,554.89 0.00 592,741.60
45. Jul 17, 03 855,065.09 588,479.60 1,443,544.68 96,080,489.80 0.00 588,479.60
46. Aug 17, 03 712,580.88 583,288.64 1,295,869.52 95,367,908.93 0.00 583,288.64
47. Sep 17, 03 717,394.04 578,962.68 1,296,356.72 94,650,514.88 0.00 578,962.68
48. Oct 17, 03 870,019.79 574,607.50 1,444,627.29 93,780,495.09 0.00 574,607.50
49. Nov 17, 03 728,135.74 569,325.76 1,297,461.49 93,052,359.35 0.00 569,325.76
50. Dec 17, 03 880,485.69 564,905.36 1,445,391.06 92,171,873.66 0.00 564,905.36
51. Jan 17, 04 739,021.70 559,560.08 1,298,581.78 91,432,851.97 0.00 559,560.08
52. Feb 17, 04 744,014.67 555,073.61 1,299,088.28 90,688,837.29 0.00 555,073.61
53. Mar 17, 04 1,042,872.21 550,556.82 1,593,429.03 89,645,965.08 0.00 550,556.82
54. Apr 17, 04 756,125.01 544,225.71 1,300,350.72 88,889,840.08 0.00 544,225.71
55. May 17, 04 907,756.41 539,635.40 1,447,391.81 87,982,083.67 0.00 539,635.40
56. Jun 17, 04 767,387.02 534,124.57 1,301,511.59 87,214,696.65 0.00 534,124.57
57. Jul 17, 04 918,729.29 529,465.89 1,448,195.18 86,295,967.36 0.00 529,465.89
58. Aug 17, 04 778,800.33 523,888.44 1,302,688.77 85,517,167.03 0.00 523,888.44
59. Sep 17, 04 784,064.01 519,160.47 1,303,224.48 84,733,103.01 0.00 519,160.47
60. Oct 17, 04 934,978.08 514,400.55 1,449,378.62 83,798,124.93 0.00 514,400.55
61. Nov 17, 04 795,701.27 508,724.45 1,304,425.72 83,002,423.67 0.00 508,724.45
62. Dec 17, 04 946,316.58 503,893.88 1,450,210.46 82,056,107.09 0.00 503,893.88
63. Jan 17, 05 807,494.88 498,148.95 1,305,643.83 81,248,612.22 0.00 498,148.95
64. Feb 17, 05 812,953.78 493,246.78 1,306,200.56 80,435,658.44 0.00 493,246.78
65. Mar 17, 05 1,252,478.84 488,311.48 1,740,790.31 79,183,179.60 0.00 488,311.48
66. Apr 17, 05 826,971.05 480,707.89 1,307,678.93 78,356,208.56 0.00 480,707.89
67. May 17, 05 976,783.77 475,687.48 1,452,471.25 77,379,424.79 0.00 475,687.48
68. Jun 17, 05 839,185.17 469,757.59 1,308,942.76 76,540,239.62 0.00 469,757.59
69. Jul 17, 05 988,684.34 464,663.04 1,453,347.38 75,551,555.28 0.00 464,663.04
70. Aug 17, 05 851,563.44 458,660.90 1,310,224.34 74,699,991.84 0.00 458,660.90
71. Sep 17, 05 857,322.47 453,491.20 1,310,813.67 73,842,669.38 0.00 453,491.20
72. Oct 17, 05 1,006,356.01 448,286.54 1,454,642.55 72,836,313.37 0.00 448,286.54
73. Nov 17, 05 869,944.41 442,177.12 1,312,121.53 71,966,368.96 0.00 442,177.12
74. Dec 17, 05 1,018,653.95 436,895.83 1,455,549.78 70,947,715.00 0.00 436,895.83
75. Jan 17, 06 882,736.02 430,711.75 1,313,447.77 70,064,978.98 0.00 430,711.75
76. Feb 17, 06 888,707.23 425,352.81 1,314,060.04 69,176,271.76 0.00 425,352.81
77. Mar 17, 06 1,321,367.20 419,957.62 1,741,324.82 67,854,904.55 0.00 419,957.62
78. Apr 17, 06 903,709.40 411,935.82 1,315,645.21 66,951,195.16 0.00 411,935.82
79. May 17, 06 1,051,552.38 406,449.55 1,458,001.93 65,899,642.78 0.00 406,449.55
80. Jun 17, 06 916,955.23 400,065.75 1,317,020.98 64,982,687.55 0.00 400,065.75
81. Jul 17, 06 1,056,291.56 394,499.07 1,450,790.62 63,926,395.99 0.00 394,499.07
82. Aug 17, 06 922,160.85 388,086.50 1,310,247.35 63,004,235.14 0.00 388,086.50
83. Sep 17, 06 928,404.70 382,488.21 1,310,892.91 62,075,830.44 0.00 382,488.21
84. Oct 17, 06 1,075,354.24 376,852.02 1,452,206.26 61,000,476.21 0 376,852.02
85. Nov 17, 06 941,988.81 370,323.72 1,312,312.54 60,058,487.39 0 370,323.72
86. Dec 17, 06 1,088,589.74 364,605.07 1,453,194.81 58,969,897.65 0 364,605.07
87. Jan 17, 07 955,755.70 357,996.42 1,313,752.12 58,014,141.95 0 357,996.42
88. Feb 17, 07 962,228.45 352,194.19 1,314,422.63 57,051,913.50 0 352,194.19
89. Mar 17, 07 1,387,439.27 346,352.66 1,733,791.93 55,664,474.23 0 346,352.66
90. Apr 17, 07 978,189.89 337,929.75 1,316,119.64 54,686,284.34 0 337,929.75
91. May 17, 07 1,123,861.96 331,991.32 1,455,853.28 53,562,422.38 0 331,991.32
92. Jun 17, 01 19,058,092.68 325,168.54 19,383,261.22 34,504,329.70 0 325,168.54
93. Jul 17, 07 1,103,721.79 209,470.03 1,313,191.83 33,400,607.91 0 209,470.03
94. Aug 17, 07 4,317,816.65 202,769.52 4,520,586.17 29,082,791.26 0 202,769.52
95. Sep 17, 01 11,505,372.06 176,556.78 11,681,928.84 17,577,419.20 0 176,556.78
96. Oct 17, 07 1,099,629.00 106,709.58 1,206,338.58 16,477,790.20 0 106,709.58
97. Nov 17, 07 8,126,054.66 100,033.92 8,226,088.58 8,351,735.54 0 100,033.92
98. Dec 17, 07 8,351,735.54 50,701.99 8,402,437.53 0 0 50,701.99
</TABLE>
Period / Date Interest Shortfall Coupon
Total 0.00
- ------------- ------------------ ------
0. Oct 28, 99 0.00 0.000
1. Nov 17, 99 0.00 7.285
2. Dec 17, 99 0.00 7.285
3. Jan 17, 00 0.00 7.285
4. Feb 17, 00 0.00 7.285
5. Mar 17, 00 0.00 7.285
6. Apr 17, 00 0.00 7.285
7. May 17, 00 0.00 7.285
8. Jun 17, 00 0.00 7.285
9. Jul 17, 00 0.00 7.285
10. Aug 17, 00 0.00 7.285
11. Sep 17, 00 0.00 7.285
12. Oct 17, 00 0.00 7.285
13. Nov 17, 00 0.00 7.285
14. Dec 17, 00 0.00 7.285
15. Jan 17, 01 0.00 7.285
16. Feb 17, 01 0.00 7.285
17. Mar 17, 01 0.00 7.285
18. Apr 17, 01 0.00 7.285
19. May 17, 01 0.00 7.285
20. Jun 17, 01 0.00 7.285
21. Jul 17, 01 0.00 7.285
22. Aug 17, 01 0.00 7.285
23. Sep 17, 01 0.00 7.285
24. Oct 17, 01 0.00 7.285
25. Nov 17, 01 0.00 7.285
26. Dec 17, 01 0.00 7.285
27. Jan 17, 02 0.00 7.285
28. Feb 17, 02 0.00 7.285
29. Mar 17, 02 0.00 7.285
30. Apr 17, 02 0.00 7.285
31. May 17, 02 0.00 7.285
32. Jun 17, 02 0.00 7.285
33. Jul 17, 02 0.00 7.285
34. Aug 17, 02 0.00 7.285
35. Sep 17, 02 0.00 7.285
36. Oct 17, 02 0.00 7.285
37. Nov 17, 02 0.00 7.285
38. Dec 17, 02 0.00 7.285
39. Jan 17, 03 0.00 7.285
40. Feb 17, 03 0.00 7.285
41. Mar 17, 03 0.00 7.285
42. Apr 17, 03 0.00 7.285
43. May 17, 03 0.00 7.285
44. Jun 17, 03 0.00 7.285
45. Jul 17, 03 0.00 7.285
46. Aug 17, 03 0.00 7.285
47. Sep 17, 03 0.00 7.285
48. Oct 17, 03 0.00 7.285
49. Nov 17, 03 0.00 7.285
50. Dec 17, 03 0.00 7.285
51. Jan 17, 04 0.00 7.285
52. Feb 17, 04 0.00 7.285
53. Mar 17, 04 0.00 7.285
54. Apr 17, 04 0.00 7.285
55. May 17, 04 0.00 7.285
56. Jun 17, 04 0.00 7.285
57. Jul 17, 04 0.00 7.285
58. Aug 17, 04 0.00 7.285
59. Sep 17, 04 0.00 7.285
60. Oct 17, 04 0.00 7.285
61. Nov 17, 04 0.00 7.285
62. Dec 17, 04 0.00 7.285
63. Jan 17, 05 0.00 7.285
64. Feb 17, 05 0.00 7.285
65. Mar 17, 05 0.00 7.285
66. Apr 17, 05 0.00 7.285
67. May 17, 05 0.00 7.285
68. Jun 17, 05 0.00 7.285
69. Jul 17, 05 0.00 7.285
70. Aug 17, 05 0.00 7.285
71. Sep 17, 05 0.00 7.285
72. Oct 17, 05 0.00 7.285
73. Nov 17, 05 0.00 7.285
74. Dec 17, 05 0.00 7.285
75. Jan 17, 06 0.00 7.285
76. Feb 17, 06 0.00 7.285
77. Mar 17, 06 0.00 7.285
78. Apr 17, 06 0.00 7.285
79. May 17, 06 0.00 7.285
80. Jun 17, 06 0.00 7.285
81. Jul 17, 06 0.00 7.285
82. Aug 17, 06 0.00 7.285
83. Sep 17, 06 0.00 7.285
84. Oct 17, 06 0 7.285
85. Nov 17, 06 0 7.285
86. Dec 17, 06 0 7.285
87. Jan 17, 07 0 7.285
88. Feb 17, 07 0 7.285
89. Mar 17, 07 0 7.285
90. Apr 17, 07 0 7.285
91. May 17, 07 0 7.285
92. Jun 17, 01 0 7.285
93. Jul 17, 07 0 7.285
94. Aug 17, 07 0 7.285
95. Sep 17, 01 0 7.285
96. Oct 17, 07 0 7.285
97. Nov 17, 07 0 7.285
98. Dec 17, 07 0 7.285
<PAGE>
<TABLE>
[NOMURA LOGO]
- ------------------------------------------------------------------------------------------------------------------------------------
[NOMURA LOGO] NOMURA SECURITIES INTERNATIONAL, INC.
10/15/99 ------------------------------------------------------------------------------------------------------------------
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST.
The information contained herein is based on sources Nomura Securities International, Inc. ("Nomura") believes to
________S-24 be reliable. Nomura makes no representations or warranty such information is accurate or complete. Nothing herein
should be considered an offer to sell or solicitation of an offer to buy any securities. All information is
hypothetical or preliminary and subject to change. No such information should be viewed as projections, forecast,
________S-8 predictions or opinions. The same may be based on assumptions which may or may not be accurate, and any such
assumption may differ from actual results. Prospective investors are advised to consult the final prospectus,
prospectus supplement, or private placement memorandum in connection with their investments. Nomura and its
affiliates may have a position in the securities discussed herein and may purchase or sell the same on a principal
basis, or as agent for another person. In addition, Nomura and certain of its affiliates may have acted as an
underwriter of such securities, and may currently be providing investment banking or other services to the issuers
of such securities and/or borrowers and their affiliates. Nomura Securities International, Inc. Form No. 124
- ------------------------------------------------------------------------------------------------------------------------------------
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, Class A2
<CAPTION>
CUSIP All tranches-full face Settle at Pricing
Coupon 7.546 Original Balance $322,800,000.00 Accrual begins 10/11/99
Delay 6 Current Balance $322,800,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
Type SEN FIX CAP WAL 9.212 yrs
- ------------------------------------------------------------------------------------------------------------------------------------
Period / Date Principal Interest Cash Flow Balance Princ Writedown Accrued Interest
Total 322,800,000.00 225,144,636.49 547,944,636.49 0.00 225,144,636.49
- ----- -------------- ------------- -------------- -------------- --------------- -------------
<S> <C> <C> <C> <C> <C> <C>
0. Oct 28, 99 0.00 0.00 0.00 322,800,000.00 0.00 0.00
1. Nov 17, 99 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
2. Dec 17, 99 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
3. Jan 17, 00 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
4. Feb 17, 00 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
5. Mar 17, 00 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
6. Apr 17, 00 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
7. May 17, 00 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
8. Jun 17, 00 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
9. Jul 17, 00 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
10. Aug 17, 00 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
11. Sep 17, 00 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
12. Oct 17, 00 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
13. Nov 17, 00 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
14. Dec 17, 00 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
15. Jan 17, 01 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
16. Feb 17, 01 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
17. Mar 17, 01 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
18. Apr 17, 01 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
19. May 17, 01 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
20. Jun 17, 01 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
21. Jul 17, 01 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
22. Aug 17, 01 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
23. Sep 17, 01 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
24. Oct 17, 01 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
25. Nov 17, 01 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
26. Dec 17, 01 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
27. Jan 17, 02 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
28. Feb 17, 02 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
29. Mar 17, 02 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
30. Apr 17, 02 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
31. May 17, 02 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
32. Jun 17, 02 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
33. Jul 17, 02 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
34. Aug 17, 02 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
35. Sep 17, 02 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
36. Oct 17, 02 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
37. Nov 17, 02 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
38. Dec 17, 02 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
39. Jan 17, 03 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
40. Feb 17, 03 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
41. Mar 17, 03 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
42. Apr 17, 03 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
43. May 17, 03 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
44. Jun 17, 03 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
45. Jul 17, 03 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
46. Aug 17, 03 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
47. Sep 17, 03 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
48. Oct 17, 03 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
49. Nov 17, 03 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
50. Dec 17, 03 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
51. Jan 17, 04 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
52. Feb 17, 04 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
53. Mar 17, 04 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
54. Apr 17, 04 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
55. May 17, 04 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
56. Jun 17, 04 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
57. Jul 17, 04 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
58. Aug 17, 04 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
59. Sep 17, 04 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
60. Oct 17, 04 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
61. Nov 17, 04 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
62. Dec 17, 04 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
63. Jan 17, 05 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
64. Feb 17, 05 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
65. Mar 17, 05 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
66. Apr 17, 05 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
67. May 17, 05 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
68. Jun 17, 05 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
69. Jul 17, 05 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
70. Aug 17, 05 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
71. Sep 17, 05 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
72. Oct 17, 05 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
73. Nov 17, 05 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
74. Dec 17, 05 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
75. Jan 17, 06 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
76. Feb 17, 06 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
77. Mar 17, 06 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
78. Apr 17, 06 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
79. May 17, 06 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
80. Jun 17, 06 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
81. Jul 17, 06 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
82. Aug 17, 06 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
83. Sep 17, 06 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
84. Oct 17, 06 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
85. Nov 17, 06 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
86. Dec 17, 06 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
87. Jan 17, 07 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
88. Feb 17, 07 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
89. Mar 17, 07 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
90. Apr 17, 07 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
91. May 17, 07 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
92. Jun 17, 07 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
93. Jul 17, 07 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
94. Aug 17, 07 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
95. Sep 17, 07 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
96. Oct 17, 07 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
97. Nov 17, 07 0.00 2,029,874.00 2,029,874.00 322,800,000.00 0.00 2,029,874.00
98. Dec 17, 07 10,713,400.40 2,029,874.00 12,743,274.40 312,086,599.60 0.00 2,029,874.00
99. Jan 17, 08 25,876,557.69 1,962,504.57 27,839,062.25 286,210,041.92 0.00 1,962,504.57
100. Feb 17, 08 926,101.17 1,799,784.15 2,725,885.32 285,283,940.74 0.00 1,799,784.15
101. Mar 17, 08 4,661,242.50 1,793,960.51 6,455,203.01 280,622,698.25 0.00 1,793,960.51
102. Apr 17, 08 9,864,724.03 1,764,649.07 11,629,373.09 270,757,974.22 0.00 1,764,649.07
103. May 17, 08 5,411,275.13 1,702,616.39 7,113,891.53 265,346,699.09 0.00 1,702,616.39
104. Jun 17, 08 10,620,192.33 1,668,588.49 12,288,780.83 254,726,506.76 0.00 1,668,588.49
105. Jul 17, 08 3,495,704.80 1,601,805.18 5,097,509.98 251,230,801.96 0.00 1,601,805.18
106. Aug 17, 08 32,156,519.57 1,579,823.03 33,736,342.60 219,074,282.39 0.00 1,579,823.03
107. Sep 17, 08 6,527,673.60 1,377,612.11 7,905,285.71 212,546,608.79 0.00 1,377,612.11
108. Oct 17, 08 2,226,481.84 1,336,563.92 3,563,045.76 210,320,126.95 0.00 1,336,563.92
109. Nov 17, 08 6,741,737.59 1,322,563.06 8,064,300.66 203,578,389.36 0 1,322,563.06
110. Dec 17, 08 3,355,448.31 1,280,168.77 4,635,617.08 200,222,941.05 0 1,280,168.77
111. Jan 17, 09 22,145,847.61 1,259,068.59 23,404,916.20 178,077,093.44 0 1,259,068.59
112. Feb 17, 09 44,963,899.31 1,119,808.12 46,083,707.43 133,113,194.13 0 1,119,808.12
113. Mar 17, 09 4,612,792.67 837,060.14 5,449,852.81 128,500,401.46 0 837,060.14
114. Apr 17, 09 35,283,778.50 808,053.36 36,091,831.86 93,216,622.96 0 808,053.36
115. May 17, 09 1,022,461.14 586,177.20 1,608,638.34 92,194,161.82 0 586,177.20
116. Jun 17, 09 7,561,416.30 579,747.62 8,141,163.93 84,632,745.52 0 579,747.62
117. Jul 17, 09 3,809,161.97 532,198.91 4,341,360.88 80,823,583.55 0 532,198.91
118. Aug 17, 09 950,374.55 508,245.63 1,458,620.18 79,873,209.00 0 508,245.63
119. Sep 17, 09 36,037,924.02 502,269.36 36,540,193.38 43,835,284.98 0 502,269.36
120. Oct 17, 09 42,018,777.72 275,650.88 42,294,428.60 1,816,507.26 0 275,650.88
121. Nov 17, 09 837,383.32 11,422.80 848,806.12 979,123.94 0 11,422.80
122. Dec 17, 09 901,911.59 6,157.06 908,068.64 77,212.36 0 6,157.06
123. Jan 17, 10 77,212.36 485.54 77,697.90 0 0 485.54
</TABLE>
Period / Date Interest Shortfall Coupon
Total 0.00
- ------------- ------------------ ------
0. Oct 28, 99 0.00 0.000
1. Nov 17, 99 0.00 7.546
2. Dec 17, 99 0.00 7.546
3. Jan 17, 00 0.00 7.546
4. Feb 17, 00 0.00 7.546
5. Mar 17, 00 0.00 7.546
6. Apr 17, 00 0.00 7.546
7. May 17, 00 0.00 7.546
8. Jun 17, 00 0.00 7.546
9. Jul 17, 00 0.00 7.546
10. Aug 17, 00 0.00 7.546
11. Sep 17, 00 0.00 7.546
12. Oct 17, 00 0.00 7.546
13. Nov 17, 00 0.00 7.546
14. Dec 17, 00 0.00 7.546
15. Jan 17, 01 0.00 7.546
16. Feb 17, 01 0.00 7.546
17. Mar 17, 01 0.00 7.546
18. Apr 17, 01 0.00 7.546
19. May 17, 01 0.00 7.546
20. Jun 17, 01 0.00 7.546
21. Jul 17, 01 0.00 7.546
22. Aug 17, 01 0.00 7.546
23. Sep 17, 01 0.00 7.546
24. Oct 17, 01 0.00 7.546
25. Nov 17, 01 0.00 7.546
26. Dec 17, 01 0.00 7.546
27. Jan 17, 02 0.00 7.546
28. Feb 17, 02 0.00 7.546
29. Mar 17, 02 0.00 7.546
30. Apr 17, 02 0.00 7.546
31. May 17, 02 0.00 7.546
32. Jun 17, 02 0.00 7.546
33. Jul 17, 02 0.00 7.546
34. Aug 17, 02 0.00 7.546
35. Sep 17, 02 0.00 7.546
36. Oct 17, 02 0.00 7.546
37. Nov 17, 02 0.00 7.546
38. Dec 17, 02 0.00 7.546
39. Jan 17, 03 0.00 7.546
40. Feb 17, 03 0.00 7.546
41. Mar 17, 03 0.00 7.546
42. Apr 17, 03 0.00 7.546
43. May 17, 03 0.00 7.546
44. Jun 17, 03 0.00 7.546
45. Jul 17, 03 0.00 7.546
46. Aug 17, 03 0.00 7.546
47. Sep 17, 03 0.00 7.546
48. Oct 17, 03 0.00 7.546
49. Nov 17, 03 0.00 7.546
50. Dec 17, 03 0.00 7.546
51. Jan 17, 04 0.00 7.546
52. Feb 17, 04 0.00 7.546
53. Mar 17, 04 0.00 7.546
54. Apr 17, 04 0.00 7.546
55. May 17, 04 0.00 7.546
56. Jun 17, 04 0.00 7.546
57. Jul 17, 04 0.00 7.546
58. Aug 17, 04 0.00 7.546
59. Sep 17, 04 0.00 7.546
60. Oct 17, 04 0.00 7.546
61. Nov 17, 04 0.00 7.546
62. Dec 17, 04 0.00 7.546
63. Jan 17, 05 0.00 7.546
64. Feb 17, 05 0.00 7.546
65. Mar 17, 05 0.00 7.546
66. Apr 17, 05 0.00 7.546
67. May 17, 05 0.00 7.546
68. Jun 17, 05 0.00 7.546
69. Jul 17, 05 0.00 7.546
70. Aug 17, 05 0.00 7.546
71. Sep 17, 05 0.00 7.546
72. Oct 17, 05 0.00 7.546
73. Nov 17, 05 0.00 7.546
74. Dec 17, 05 0.00 7.546
75. Jan 17, 06 0.00 7.546
76. Feb 17, 06 0.00 7.546
77. Mar 17, 06 0.00 7.546
78. Apr 17, 06 0.00 7.546
79. May 17, 06 0.00 7.546
80. Jun 17, 06 0.00 7.546
81. Jul 17, 06 0.00 7.546
82. Aug 17, 06 0.00 7.546
83. Sep 17, 06 0.00 7.546
84. Oct 17, 06 0.00 7.546
85. Nov 17, 06 0.00 7.546
86. Dec 17, 06 0.00 7.546
87. Jan 17, 07 0.00 7.546
88. Feb 17, 07 0.00 7.546
89. Mar 17, 07 0.00 7.546
90. Apr 17, 07 0.00 7.546
91. May 17, 07 0.00 7.546
92. Jun 17, 07 0.00 7.546
93. Jul 17, 07 0.00 7.546
94. Aug 17, 07 0.00 7.546
95. Sep 17, 07 0.00 7.546
96. Oct 17, 07 0.00 7.546
97. Nov 17, 07 0.00 7.546
98. Dec 17, 07 0.00 7.546
99. Jan 17, 08 0.00 7.546
100. Feb 17, 08 0.00 7.546
101. Mar 17, 08 0.00 7.546
102. Apr 17, 08 0.00 7.546
103. May 17, 08 0.00 7.546
104. Jun 17, 08 0.00 7.546
105. Jul 17, 08 0.00 7.546
106. Aug 17, 08 0.00 7.546
107. Sep 17, 08 0.00 7.546
108. Oct 17, 08 0.00 7.546
109. Nov 17, 08 0 7.546
110. Dec 17, 08 0 7.546
111. Jan 17, 09 0 7.546
112. Feb 17, 09 0 7.546
113. Mar 17, 09 0 7.546
114. Apr 17, 09 0 7.546
115. May 17, 09 0 7.546
116. Jun 17, 09 0 7.546
117. Jul 17, 09 0 7.546
118. Aug 17, 09 0 7.546
119. Sep 17, 09 0 7.546
120. Oct 17, 09 0 7.546
121. Nov 17, 09 0 7.546
122. Dec 17, 09 0 7.546
123. Jan 17, 10 0 7.546
<PAGE>
<TABLE>
[NOMURA LOGO]
- ------------------------------------------------------------------------------------------------------------------------------------
[NOMURA LOGO] NOMURA SECURITIES INTERNATIONAL, INC.
10/15/99 ------------------------------------------------------------------------------------------------------------------
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST.
The information contained herein is based on sources Nomura Securities International, Inc. ("Nomura") believes to
________S-24 be reliable. Nomura makes no representations or warranty such information is accurate or complete. Nothing herein
should be considered an offer to sell or solicitation of an offer to buy any securities. All information is
hypothetical or preliminary and subject to change. No such information should be viewed as projections, forecast,
________S-8 predictions or opinions. The same may be based on assumptions which may or may not be accurate, and any such
assumption may differ from actual results. Prospective investors are advised to consult the final prospectus,
prospectus supplement, or private placement memorandum in connection with their investments. Nomura and its
affiliates may have a position in the securities discussed herein and may purchase or sell the same on a principal
basis, or as agent for another person. In addition, Nomura and certain of its affiliates may have acted as an
underwriter of such securities, and may currently be providing investment banking or other services to the issuers
of such securities and/or borrowers and their affiliates. Nomura Securities International, Inc. Form No. 124
- ------------------------------------------------------------------------------------------------------------------------------------
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, CLASS A3
<CAPTION>
CUSIP All tranches-full face Settle at Pricing
Coupon 7.737 Original Balance $108,770,000.00 Accrual begins 10/11/99
Delay 6 Current Balance $108,770,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
Type SEN FIX CAP WAL 11.551 yrs
- ------------------------------------------------------------------------------------------------------------------------------------
Period / Date Principal Interest Cash Flow Balance Princ Writedown Accrued Interest
Total 108,770,000.00 97,465,407.14 206,235,407.14 0.00 97,465,407.14
- ----- -------------- ------------- -------------- -------------- --------------- ----------------
<S> <C> <C> <C> <C> <C> <C>
0. Oct 28, 99 0.00 0.00 0.00 108,770,000.00 0.00 0.00
1. Nov 17, 99 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
2. Dec 17, 99 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
3. Jan 17, 00 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
4. Feb 17, 00 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
5. Mar 17, 00 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
6. Apr 17, 00 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
7. May 17, 00 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
8. Jun 17, 00 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
9. Jul 17, 00 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
10. Aug 17, 00 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
11. Sep 17, 00 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
12. Oct 17, 00 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
13. Nov 17, 00 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
14. Dec 17, 00 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
15. Jan 17, 01 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
16. Feb 17, 01 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
17. Mar 17, 01 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
18. Apr 17, 01 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
19. May 17, 01 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
20. Jun 17, 01 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
21. Jul 17, 01 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
22. Aug 17, 01 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
23. Sep 17, 01 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
24. Oct 17, 01 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
25. Nov 17, 01 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
26. Dec 17, 01 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
27. Jan 17, 02 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
28. Feb 17, 02 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
29. Mar 17, 02 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
30. Apr 17, 02 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
31. May 17, 02 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
32. Jun 17, 02 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
33. Jul 17, 02 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
34. Aug 17, 02 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
35. Sep 17, 02 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
36. Oct 17, 02 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
37. Nov 17, 02 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
38. Dec 17, 02 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
39. Jan 17, 03 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
40. Feb 17, 03 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
41. Mar 17, 03 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
42. Apr 17, 03 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
43. May 17, 03 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
44. Jun 17, 03 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
45. Jul 17, 03 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
46. Aug 17, 03 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
47. Sep 17, 03 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
48. Oct 17, 03 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
49. Nov 17, 03 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
50. Dec 17, 03 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
51. Jan 17, 04 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
52. Feb 17, 04 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
53. Mar 17, 04 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
54. Apr 17, 04 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
55. May 17, 04 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
56. Jun 17, 04 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
57. Jul 17, 04 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
58. Aug 17, 04 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
59. Sep 17, 04 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
60. Oct 17, 04 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
61. Nov 17, 04 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
62. Dec 17, 04 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
63. Jan 17, 05 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
64. Feb 17, 05 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
65. Mar 17, 05 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
66. Apr 17, 05 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
67. May 17, 05 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
68. Jun 17, 05 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
69. Jul 17, 05 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
70. Aug 17, 05 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
71. Sep 17, 05 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
72. Oct 17, 05 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
73. Nov 17, 05 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
74. Dec 17, 05 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
75. Jan 17, 06 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
76. Feb 17, 06 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
77. Mar 17, 06 0.00 701,294.57 701,294.57 108,770,000.00 0.00 701,294.58
78. Apr 17, 06 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
79. May 17, 06 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
80. Jun 17, 06 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
81. Jul 17, 06 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
82. Aug 17, 06 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
83. Sep 17, 06 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
84. Oct 17, 06 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
85. Nov 17, 06 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
86. Dec 17, 06 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
87. Jan 17, 07 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
88. Feb 17, 07 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
89. Mar 17, 07 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
90. Apr 17, 07 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
91. May 17, 07 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
92. Jun 17, 07 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
93. Jul 17, 07 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
94. Aug 17, 07 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
95. Sep 17, 07 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
96. Oct 17, 07 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
97. Nov 17, 07 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
98. Dec 17, 07 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
99. Jan 17, 08 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
100. Feb 17, 08 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
101. Mar 17, 08 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
102. Apr 17, 08 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
103. May 17, 08 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
104. Jun 17, 08 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
105. Jul 17, 08 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
106. Aug 17, 08 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
107. Sep 17, 08 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
108. Oct 17, 08 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
109. Nov 17, 08 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
110. Dec 17, 08 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
111. Jan 17, 09 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
112. Feb 17, 09 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
113. Mar 17, 09 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
114. Apr 17, 09 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
115. May 17, 09 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
116. Jun 17, 09 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
117. Jul 17, 09 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
118. Aug 17, 09 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
119. Sep 17, 09 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
120. Oct 17, 09 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
121. Nov 17, 09 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
122. Dec 17, 09 0.00 701,294.58 701,294.58 108,770,000.00 0.00 701,294.58
123. Jan 17, 10 3,527,274.38 701,294.58 4,228,568.96 105,242,725.62 0.00 701,294.58
124. Feb 17, 10 19,115,779.43 678,552.47 19,794,331.90 86,126,946.19 0.00 678,552.47
125. Mar 17, 10 988,713.35 555,303.49 1,544,016.83 85,138,232.84 0.00 555,303.49
126. Apr 17, 10 834,185.81 548,928.76 1,383,114.57 84,304,047.03 0.00 548,928.76
127. May 17, 10 893,291.58 543,550.34 1,436,841.92 83,410,755.45 0.00 543,550.34
128. Jun 17, 10 845,828.19 537,790.85 1,383,619.04 82,564,927.26 0.00 537,790.85
129. Jul 17, 10 904,781.16 532,337.37 1,437,118.53 81,660,146.10 0.00 532,337.37
130. Aug 17, 10 857,627.59 526,503.79 1,384,131.38 80,802,518.51 0.00 526,503.79
131. Sep 17, 10 863,398.39 520,974.24 1,384,372.62 79,939,120.12 0.00 520,974.24
132. Oct 17, 10 922,122.80 515,407.48 1,437,530.28 79,016,997.32 0.00 515,407.48
133. Nov 17, 10 30,364,016.76 509,462.09 30,873,478.85 48,652,980.56 0.00 509,462.09
134. Dec 17, 10 881,831.14 313,690.09 1,195,521.23 47,771,149.42 0.00 313,690.09
135. Jan 17, 11 841,902.69 308,004.49 1,149,907.17 46,929,246.73 0.00 308,004.49
136. Feb 17, 11 847,549.73 302,576.32 1,150,126.05 46,081,697.00 0.00 302,576.32
137. Mar 17, 11 989,838.95 297,111.74 1,286,950.69 45,091,858.05 0.00 297,111.74
138. Apr 17, 11 859,931.13 290,729.75 1,150,660.89 44,231,926.91 0.00 290,729.75
139. May 17, 11 910,988.63 285,185.35 1,196,173.98 43,320,938.28 0.00 285,185.35
140. Jun 17, 11 871,831.17 279,311.75 1,151,142.92 42,449,107.11 0.00 279,311.75
141. Jul 17, 11 922,740.38 273,690.62 1,196,431.00 41,526,366.74 0.00 273,690.62
142. Aug 17, 11 883,891.31 267,741.25 1,151,632.56 40,642,475.43 0 267,741.25
143. Sep 17, 11 889,822.90 262,042.36 1,151,865.26 39,752,652.53 0 262,042.36
144. Oct 17, 11 940,509.70 256,305.23 1,196,814.93 38,812,142.83 0 256,305.23
145. Nov 17, 11 902,125.03 250,241.29 1,152,366.32 37,910,017.79 0 250,241.29
146. Dec 17, 11 952,658.22 244,424.84 1,197,083.06 36,957,359.57 0 244,424.84
147. Jan 17, 12 914,592.73 238,282.58 1,152,875.30 36,042,766.84 0 238,282.58
148. Feb 17, 12 920,732.24 232,385.74 1,153,117.98 35,122,034.60 0 232,385.74
149. Mar 17, 12 1,015,156.37 226,449.32 1,241,605.69 34,106,878.23 0 226,449.32
150. Apr 17, 12 933,764.36 219,904.10 1,153,668.45 33,173,113.88 0 219,904.10
151. May 17, 12 983,899.84 213,883.65 1,197,783.49 32,189,214.03 0 213,883.65
152. Jun 17, 12 946,657.99 207,539.96 1,154,197.95 31,242,556.04 0 207,539.96
153. Jul 17, 12 996,631.93 201,436.38 1,198,068.31 30,245,924.11 0 201,436.38
154. Aug 17, 12 959,725.20 195,010.60 1,154,735.80 29,286,198.91 0 195,010.60
155. Sep 17, 12 966,170.61 188,822.77 1,154,993.37 28,320,028.30 0 188,822.77
156. Oct 17, 12 28,320,028.30 182,593.38 28,502,621.68 0 0 182,593.38
</TABLE>
Period / Date Interest Shortfall Coupon
Total 0.00
- --------------- ------------------ ------
0. Oct 28, 99 0.00 0.000
1. Nov 17, 99 0.00 7.737
2. Dec 17, 99 0.00 7.737
3. Jan 17, 00 0.00 7.737
4. Feb 17, 00 0.00 7.737
5. Mar 17, 00 0.00 7.737
6. Apr 17, 00 0.00 7.737
7. May 17, 00 0.00 7.737
8. Jun 17, 00 0.00 7.737
9. Jul 17, 00 0.00 7.737
10. Aug 17, 00 0.00 7.737
11. Sep 17, 00 0.00 7.737
12. Oct 17, 00 0.00 7.737
13. Nov 17, 00 0.00 7.737
14. Dec 17, 00 0.00 7.737
15. Jan 17, 01 0.00 7.737
16. Feb 17, 01 0.00 7.737
17. Mar 17, 01 0.00 7.737
18. Apr 17, 01 0.00 7.737
19. May 17, 01 0.00 7.737
20. Jun 17, 01 0.00 7.737
21. Jul 17, 01 0.00 7.737
22. Aug 17, 01 0.00 7.737
23. Sep 17, 01 0.00 7.737
24. Oct 17, 01 0.00 7.737
25. Nov 17, 01 0.00 7.737
26. Dec 17, 01 0.00 7.737
27. Jan 17, 02 0.00 7.737
28. Feb 17, 02 0.00 7.737
29. Mar 17, 02 0.00 7.737
30. Apr 17, 02 0.00 7.737
31. May 17, 02 0.00 7.737
32. Jun 17, 02 0.00 7.737
33. Jul 17, 02 0.00 7.737
34. Aug 17, 02 0.00 7.737
35. Sep 17, 02 0.00 7.737
36. Oct 17, 02 0.00 7.737
37. Nov 17, 02 0.00 7.737
38. Dec 17, 02 0.00 7.737
39. Jan 17, 03 0.00 7.737
40. Feb 17, 03 0.00 7.737
41. Mar 17, 03 0.00 7.737
42. Apr 17, 03 0.00 7.737
43. May 17, 03 0.00 7.737
44. Jun 17, 03 0.00 7.737
45. Jul 17, 03 0.00 7.737
46. Aug 17, 03 0.00 7.737
47. Sep 17, 03 0.00 7.737
48. Oct 17, 03 0.00 7.737
49. Nov 17, 03 0.00 7.737
50. Dec 17, 03 0.00 7.737
51. Jan 17, 04 0.00 7.737
52. Feb 17, 04 0.00 7.737
53. Mar 17, 04 0.00 7.737
54. Apr 17, 04 0.00 7.737
55. May 17, 04 0.00 7.737
56. Jun 17, 04 0.00 7.737
57. Jul 17, 04 0.00 7.737
58. Aug 17, 04 0.00 7.737
59. Sep 17, 04 0.00 7.737
60. Oct 17, 04 0.00 7.737
61. Nov 17, 04 0.00 7.737
62. Dec 17, 04 0.00 7.737
63. Jan 17, 05 0.00 7.737
64. Feb 17, 05 0.00 7.737
65. Mar 17, 05 0.00 7.737
66. Apr 17, 05 0.00 7.737
67. May 17, 05 0.00 7.737
68. Jun 17, 05 0.00 7.737
69. Jul 17, 05 0.00 7.737
70. Aug 17, 05 0.00 7.737
71. Sep 17, 05 0.00 7.737
72. Oct 17, 05 0.00 7.737
73. Nov 17, 05 0.00 7.737
74. Dec 17, 05 0.00 7.737
75. Jan 17, 06 0.00 7.737
76. Feb 17, 06 0.00 7.737
77. Mar 17, 06 0.00 7.737
78. Apr 17, 06 0.00 7.737
79. May 17, 06 0.00 7.737
80. Jun 17, 06 0.00 7.737
81. Jul 17, 06 0.00 7.737
82. Aug 17, 06 0.00 7.737
83. Sep 17, 06 0.00 7.737
84. Oct 17, 06 0.00 7.737
85. Nov 17, 06 0.00 7.737
86. Dec 17, 06 0.00 7.737
87. Jan 17, 07 0.00 7.737
88. Feb 17, 07 0.00 7.737
89. Mar 17, 07 0.00 7.737
90. Apr 17, 07 0.00 7.737
91. May 17, 07 0.00 7.737
92. Jun 17, 07 0.00 7.737
93. Jul 17, 07 0.00 7.737
94. Aug 17, 07 0.00 7.737
95. Sep 17, 07 0.00 7.737
96. Oct 17, 07 0.00 7.737
97. Nov 17, 07 0.00 7.737
98. Dec 17, 07 0.00 7.737
99. Jan 17, 08 0.00 7.737
100. Feb 17, 08 0.00 7.737
101. Mar 17, 08 0.00 7.737
102. Apr 17, 08 0.00 7.737
103. May 17, 08 0.00 7.737
104. Jun 17, 08 0.00 7.737
105. Jul 17, 08 0.00 7.737
106. Aug 17, 08 0.00 7.737
107. Sep 17, 08 0.00 7.737
108. Oct 17, 08 0.00 7.737
109. Nov 17, 08 0.00 7.737
110. Dec 17, 08 0.00 7.737
111. Jan 17, 09 0.00 7.737
112. Feb 17, 09 0.00 7.737
113. Mar 17, 09 0.00 7.737
114. Apr 17, 09 0.00 7.737
115. May 17, 09 0.00 7.737
116. Jun 17, 09 0.00 7.737
117. Jul 17, 09 0.00 7.737
118. Aug 17, 09 0.00 7.737
119. Sep 17, 09 0.00 7.737
120. Oct 17, 09 0.00 7.737
121. Nov 17, 09 0.00 7.737
122. Dec 17, 09 0.00 7.737
123. Jan 17, 10 0.00 7.737
124. Feb 17, 10 0.00 7.737
125. Mar 17, 10 0.00 7.737
126. Apr 17, 10 0.00 7.737
127. May 17, 10 0.00 7.737
128. Jun 17, 10 0.00 7.737
129. Jul 17, 10 0.00 7.737
130. Aug 17, 10 0.00 7.737
131. Sep 17, 10 0.00 7.737
132. Oct 17, 10 0.00 7.737
133. Nov 17, 10 0.00 7.737
134. Dec 17, 10 0.00 7.737
135. Jan 17, 11 0.00 7.737
136. Feb 17, 11 0.00 7.737
137. Mar 17, 11 0.00 7.737
138. Apr 17, 11 0.00 7.737
139. May 17, 11 0.00 7.737
140. Jun 17, 11 0.00 7.737
141. Jul 17, 11 0.00 7.737
142. Aug 17, 11 0 7.737
143. Sep 17, 11 0 7.737
144. Oct 17, 11 0 7.737
145. Nov 17, 11 0 7.737
146. Dec 17, 11 0 7.737
147. Jan 17, 12 0 7.737
148. Feb 17, 12 0 7.737
149. Mar 17, 12 0 7.737
150. Apr 17, 12 0 7.737
151. May 17, 12 0 7.737
152. Jun 17, 12 0 7.737
153. Jul 17, 12 0 7.737
154. Aug 17, 12 0 7.737
155. Sep 17, 12 0 7.737
156. Oct 17, 12 0 7.737
<PAGE>
<TABLE>
[NOMURA LOGO]
- ------------------------------------------------------------------------------------------------------------------------------------
[NOMURA LOGO] NOMURA SECURITIES INTERNATIONAL, INC.
10/15/99 ------------------------------------------------------------------------------------------------------------------
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST.
The information contained herein is based on sources Nomura Securities International, Inc. ("Nomura") believes to
________S-24 be reliable. Nomura makes no representations or warranty such information is accurate or complete. Nothing herein
should be considered an offer to sell or solicitation of an offer to buy any securities. All information is
hypothetical or preliminary and subject to change. No such information should be viewed as projections, forecast,
________S-8 predictions or opinions. The same may be based on assumptions which may or may not be accurate, and any such
assumption may differ from actual results. Prospective investors are advised to consult the final prospectus,
prospectus supplement, or private placement memorandum in connection with their investments. Nomura and its
affiliates may have a position in the securities discussed herein and may purchase or sell the same on a principal
basis, or as agent for another person. In addition, Nomura and certain of its affiliates may have acted as an
underwriter of such securities, and may currently be providing investment banking or other services to the issuers
of such securities and/or borrowers and their affiliates. Nomura Securities International, Inc. Form No. 124
- ------------------------------------------------------------------------------------------------------------------------------------
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, CLASS B
<CAPTION>
CUSIP All tranches-full face Settle at Pricing
Coupon 7.8 Original Balance $ 39,061,000.00 Accrual begins 10/11/99
Delay 6 Current Balance $ 39,061,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
Type MEZ FIX CAP WAL 13.416 yrs
- ------------------------------------------------------------------------------------------------------------------------------------
Period / Date Principal Interest Cash Flow Balance Princ Writedown Accrued Interest
Total 39,061,000.00 41,479,740.34 80,540,740.34 0.00 41,479,740.34
- ----- -------------- ------------- -------------- -------------- --------------- ----------------
<S> <C> <C> <C> <C> <C> <C>
0. Oct 28, 99 0.00 0.00 0.00 39,061,000.00 0.00 0.00
1. Nov 17, 99 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
2. Dec 17, 99 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
3. Jan 17, 00 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
4. Feb 17, 00 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
5. Mar 17, 00 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
6. Apr 17, 00 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
7. May 17, 00 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
8. Jun 17, 00 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
9. Jul 17, 00 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
10. Aug 17, 00 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
11. Sep 17, 00 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
12. Oct 17, 00 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
13. Nov 17, 00 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
14. Dec 17, 00 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
15. Jan 17, 01 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
16. Feb 17, 01 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
17. Mar 17, 01 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
18. Apr 17, 01 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
19. May 17, 01 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
20. Jun 17, 01 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
21. Jul 17, 01 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
22. Aug 17, 01 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
23. Sep 17, 01 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
24. Oct 17, 01 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
25. Nov 17, 01 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
26. Dec 17, 01 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
27. Jan 17, 02 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
28. Feb 17, 02 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
29. Mar 17, 02 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
30. Apr 17, 02 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
31. May 17, 02 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
32. Jun 17, 02 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
33. Jul 17, 02 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
34. Aug 17, 02 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
35. Sep 17, 02 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
36. Oct 17, 02 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
37. Nov 17, 02 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
38. Dec 17, 02 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
39. Jan 17, 03 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
40. Feb 17, 03 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
41. Mar 17, 03 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
42. Apr 17, 03 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
43. May 17, 03 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
44. Jun 17, 03 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
45. Jul 17, 03 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
46. Aug 17, 03 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
47. Sep 17, 03 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
48. Oct 17, 03 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
49. Nov 17, 03 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
50. Dec 17, 03 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
51. Jan 17, 04 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
52. Feb 17, 04 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
53. Mar 17, 04 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
54. Apr 17, 04 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
55. May 17, 04 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
56. Jun 17, 04 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
57. Jul 17, 04 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
58. Aug 17, 04 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
59. Sep 17, 04 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
60. Oct 17, 04 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
61. Nov 17, 04 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
62. Dec 17, 04 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
63. Jan 17, 05 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
64. Feb 17, 05 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
65. Mar 17, 05 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
66. Apr 17, 05 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
67. May 17, 05 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
68. Jun 17, 05 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
69. Jul 17, 05 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
70. Aug 17, 05 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
71. Sep 17, 05 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
72. Oct 17, 05 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
73. Nov 17, 05 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
74. Dec 17, 05 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
75. Jan 17, 06 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
76. Feb 17, 06 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
77. Mar 17, 06 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
78. Apr 17, 06 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
79. May 17, 06 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
80. Jun 17, 06 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
81. Jul 17, 06 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
82. Aug 17, 06 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
83. Sep 17, 06 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
84. Oct 17, 06 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
85. Nov 17, 06 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
86. Dec 17, 06 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
87. Jan 17, 07 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
88. Feb 17, 07 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
89. Mar 17, 07 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
90. Apr 17, 07 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
91. May 17, 07 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
92. Jun 17, 07 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
93. Jul 17, 07 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
94. Aug 17, 07 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
95. Sep 17, 07 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
96. Oct 17, 07 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
97. Nov 17, 07 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
98. Dec 17, 07 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
99. Jan 17, 08 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
100. Feb 17, 08 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
101. Mar 17, 08 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
102. Apr 17, 08 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
103. May 17, 08 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
104. Jun 17, 08 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
105. Jul 17, 08 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
106. Aug 17, 08 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
107. Sep 17, 08 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
108. Oct 17, 08 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
109. Nov 17, 08 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
110. Dec 17, 08 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
111. Jan 17, 09 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
112. Feb 17, 09 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
113. Mar 17, 09 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
114. Apr 17, 09 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
115. May 17, 09 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
116. Jun 17, 09 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
117. Jul 17, 09 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
118. Aug 17, 09 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
119. Sep 17, 09 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
120. Oct 17, 09 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
121. Nov 17, 09 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
122. Dec 17, 09 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
123. Jan 17, 10 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
124. Feb 17, 10 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
125. Mar 17, 10 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
126. Apr 17, 10 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
127. May 17, 10 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
128. Jun 17, 10 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
129. Jul 17, 10 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
130. Aug 17, 10 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
131. Sep 17, 10 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
132. Oct 17, 10 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
133. Nov 17, 10 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
134. Dec 17, 10 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
135. Jan 17, 11 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
136. Feb 17, 11 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
137. Mar 17, 11 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
138. Apr 17, 11 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
139. May 17, 11 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
140. Jun 17, 11 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
141. Jul 17, 11 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
142. Aug 17, 11 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
143. Sep 17, 11 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
144. Oct 17, 11 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
145. Nov 17, 11 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
146. Dec 17, 11 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
147. Jan 17, 12 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
148. Feb 17, 12 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
149. Mar 17, 12 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
150. Apr 17, 12 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
151. May 17, 12 0 253,896.50 253,896.50 39,061,000.00 0 253,896.50
152. Jun 17, 12 0 253,896.50 253,896.50 39,061,000.00 0 253,896.50
153. Jul 17, 12 0 253,896.50 253,896.50 39,061,000.00 0 253,896.50
154. Aug 17, 12 0 253,896.50 253,896.50 39,061,000.00 0 253,896.50
155. Sep 17, 12 0 253,896.50 253,896.50 39,061,000.00 0 253,896.50
156. Oct 17, 12 0 253,896.50 253,896.50 39,061,000.00 0 253,896.50
157. Nov 17, 12 0 253,896.50 253,896.50 39,061,000.00 0 253,896.50
158. Dec 17, 12 0 253,896.50 253,896.50 39,061,000.00 0 253,896.50
159. Jan 17, 13 0 253,896.50 253,896.50 39,061,000.00 0 253,896.50
160. Feb 17, 13 0 253,896.50 253,896.50 39,061,000.00 0 253,896.50
161. Mar 17, 13 0 253,896.50 253,896.50 39,061,000.00 0 253,896.50
162. Apr 17, 13 17,865,452.43 253,896.50 18,119,348.93 21,195,547.57 0 253,896.50
163. May 17, 13 4,582,605.63 137,771.06 4,720,376.69 16,612,941.94 0 137,771.06
164. Jun 17, 13 804,918.02 107,984.12 912,902.14 15,808,023.92 0 107,984.12
165. Jul 17, 13 15,808,023.92 102,752.16 15,910,776.08 0 0 102,752.16
</TABLE>
Period / Date Interest Shortfall Coupon
Total 0.00
- --------------- ------------------ ------
1. Nov 17, 99 0.00 7.800
2. Dec 17, 99 0.00 7.800
3. Jan 17, 00 0.00 7.800
4. Feb 17, 00 0.00 7.800
5. Mar 17, 00 0.00 7.800
6. Apr 17, 00 0.00 7.800
7. May 17, 00 0.00 7.800
8. Jun 17, 00 0.00 7.800
9. Jul 17, 00 0.00 7.800
10. Aug 17, 00 0.00 7.800
11. Sep 17, 00 0.00 7.800
12. Oct 17, 00 0.00 7.800
13. Nov 17, 00 0.00 7.800
14. Dec 17, 00 0.00 7.800
15. Jan 17, 01 0.00 7.800
16. Feb 17, 01 0.00 7.800
17. Mar 17, 01 0.00 7.800
18. Apr 17, 01 0.00 7.800
19. May 17, 01 0.00 7.800
20. Jun 17, 01 0.00 7.800
21. Jul 17, 01 0.00 7.800
22. Aug 17, 01 0.00 7.800
23. Sep 17, 01 0.00 7.800
24. Oct 17, 01 0.00 7.800
25. Nov 17, 01 0.00 7.800
26. Dec 17, 01 0.00 7.800
27. Jan 17, 02 0.00 7.800
28. Feb 17, 02 0.00 7.800
29. Mar 17, 02 0.00 7.800
30. Apr 17, 02 0.00 7.800
31. May 17, 02 0.00 7.800
32. Jun 17, 02 0.00 7.800
33. Jul 17, 02 0.00 7.800
34. Aug 17, 02 0.00 7.800
35. Sep 17, 02 0.00 7.800
36. Oct 17, 02 0.00 7.800
37. Nov 17, 02 0.00 7.800
38. Dec 17, 02 0.00 7.800
39. Jan 17, 03 0.00 7.800
40. Feb 17, 03 0.00 7.800
41. Mar 17, 03 0.00 7.800
42. Apr 17, 03 0.00 7.800
43. May 17, 03 0.00 7.800
44. Jun 17, 03 0.00 7.800
45. Jul 17, 03 0.00 7.800
46. Aug 17, 03 0.00 7.800
47. Sep 17, 03 0.00 7.800
48. Oct 17, 03 0.00 7.800
49. Nov 17, 03 0.00 7.800
50. Dec 17, 03 0.00 7.800
51. Jan 17, 04 0.00 7.800
52. Feb 17, 04 0.00 7.800
53. Mar 17, 04 0.00 7.800
54. Apr 17, 04 0.00 7.800
55. May 17, 04 0.00 7.800
56. Jun 17, 04 0.00 7.800
57. Jul 17, 04 0.00 7.800
58. Aug 17, 04 0.00 7.800
59. Sep 17, 04 0.00 7.800
60. Oct 17, 04 0.00 7.800
61. Nov 17, 04 0.00 7.800
62. Dec 17, 04 0.00 7.800
63. Jan 17, 05 0.00 7.800
64. Feb 17, 05 0.00 7.800
65. Mar 17, 05 0.00 7.800
66. Apr 17, 05 0.00 7.800
67. May 17, 05 0.00 7.800
68. Jun 17, 05 0.00 7.800
69. Jul 17, 05 0.00 7.800
70. Aug 17, 05 0.00 7.800
71. Sep 17, 05 0.00 7.800
72. Oct 17, 05 0.00 7.800
73. Nov 17, 05 0.00 7.800
74. Dec 17, 05 0.00 7.800
75. Jan 17, 06 0.00 7.800
76. Feb 17, 06 0.00 7.800
77. Mar 17, 06 0.00 7.800
78. Apr 17, 06 0.00 7.800
79. May 17, 06 0.00 7.800
80. Jun 17, 06 0.00 7.800
81. Jul 17, 06 0.00 7.800
82. Aug 17, 06 0.00 7.800
83. Sep 17, 06 0.00 7.800
84. Oct 17, 06 0.00 7.800
85. Nov 17, 06 0.00 7.800
86. Dec 17, 06 0.00 7.800
87. Jan 17, 07 0.00 7.800
88. Feb 17, 07 0.00 7.800
89. Mar 17, 07 0.00 7.800
90. Apr 17, 07 0.00 7.800
91. May 17, 07 0.00 7.800
92. Jun 17, 07 0.00 7.800
93. Jul 17, 07 0.00 7.800
94. Aug 17, 07 0.00 7.800
95. Sep 17, 07 0.00 7.800
96. Oct 17, 07 0.00 7.800
97. Nov 17, 07 0.00 7.800
98. Dec 17, 07 0.00 7.800
99. Jan 17, 08 0.00 7.800
100. Feb 17, 08 0.00 7.800
101. Mar 17, 08 0.00 7.800
102. Apr 17, 08 0.00 7.800
103. May 17, 08 0.00 7.800
104. Jun 17, 08 0.00 7.800
105. Jul 17, 08 0.00 7.800
106. Aug 17, 08 0.00 7.800
107. Sep 17, 08 0.00 7.800
108. Oct 17, 08 0.00 7.800
109. Nov 17, 08 0.00 7.800
110. Dec 17, 08 0.00 7.800
111. Jan 17, 09 0.00 7.800
112. Feb 17, 09 0.00 7.800
113. Mar 17, 09 0.00 7.800
114. Apr 17, 09 0.00 7.800
115. May 17, 09 0.00 7.800
116. Jun 17, 09 0.00 7.800
117. Jul 17, 09 0.00 7.800
118. Aug 17, 09 0.00 7.800
119. Sep 17, 09 0.00 7.800
120. Oct 17, 09 0.00 7.800
121. Nov 17, 09 0.00 7.800
122. Dec 17, 09 0.00 7.800
123. Jan 17, 10 0.00 7.800
124. Feb 17, 10 0.00 7.800
125. Mar 17, 10 0.00 7.800
126. Apr 17, 10 0.00 7.800
127. May 17, 10 0.00 7.800
128. Jun 17, 10 0.00 7.800
129. Jul 17, 10 0.00 7.800
130. Aug 17, 10 0.00 7.800
131. Sep 17, 10 0.00 7.800
132. Oct 17, 10 0.00 7.800
133. Nov 17, 10 0.00 7.800
134. Dec 17, 10 0.00 7.800
135. Jan 17, 11 0.00 7.800
136. Feb 17, 11 0.00 7.800
137. Mar 17, 11 0.00 7.800
138. Apr 17, 11 0.00 7.800
139. May 17, 11 0.00 7.800
140. Jun 17, 11 0.00 7.800
141. Jul 17, 11 0.00 7.800
142. Aug 17, 11 0.00 7.800
143. Sep 17, 11 0.00 7.800
144. Oct 17, 11 0.00 7.800
145. Nov 17, 11 0.00 7.800
146. Dec 17, 11 0.00 7.800
147. Jan 17, 12 0.00 7.800
148. Feb 17, 12 0.00 7.800
149. Mar 17, 12 0.00 7.800
150. Apr 17, 12 0.00 7.800
151. May 17, 12 0 7.8
152. Jun 17, 12 0 7.8
153. Jul 17, 12 0 7.8
154. Aug 17, 12 0 7.8
155. Sep 17, 12 0 7.8
156. Oct 17, 12 0 7.8
157. Nov 17, 12 0 7.8
158. Dec 17, 12 0 7.8
159. Jan 17, 13 0 7.8
160. Feb 17, 13 0 7.8
161. Mar 17, 13 0 7.8
162. Apr 17, 13 0 7.8
163. May 17, 13 0 7.8
164. Jun 17, 13 0 7.8
165. Jul 17, 13 0 7.8
<PAGE>
<TABLE>
[NOMURA LOGO]
- ------------------------------------------------------------------------------------------------------------------------------------
[NOMURA LOGO] NOMURA SECURITIES INTERNATIONAL, INC.
10/15/99 ------------------------------------------------------------------------------------------------------------------
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST.
The information contained herein is based on sources Nomura Securities International, Inc. ("Nomura") believes to
________S-24 be reliable. Nomura makes no representations or warranty such information is accurate or complete. Nothing herein
should be considered an offer to sell or solicitation of an offer to buy any securities. All information is
hypothetical or preliminary and subject to change. No such information should be viewed as projections, forecast,
________S-8 predictions or opinions. The same may be based on assumptions which may or may not be accurate, and any such
assumption may differ from actual results. Prospective investors are advised to consult the final prospectus,
prospectus supplement, or private placement memorandum in connection with their investments. Nomura and its
affiliates may have a position in the securities discussed herein and may purchase or sell the same on a principal
basis, or as agent for another person. In addition, Nomura and certain of its affiliates may have acted as an
underwriter of such securities, and may currently be providing investment banking or other services to the issuers
of such securities and/or borrowers and their affiliates. Nomura Securities International, Inc. Form No. 124
- ------------------------------------------------------------------------------------------------------------------------------------
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, CLASS C
<CAPTION>
CUSIP All tranches-full face Settle at Pricing
Coupon 7.8 Original Balance $ 39,061,000.00 Accrual begins 10/11/99
Delay 6 Current Balance $ 39,061,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
Type MEZ FIX CAP WAL 13.584 yrs
- ------------------------------------------------------------------------------------------------------------------------------------
Period / Date Principal Interest Cash Flow Balance Princ Writedown Accrued Interest
Total 39,061,000.00 41,479,740.34 80,540,740.34 0.00 41,479,740.34
- ----- -------------- ------------- -------------- -------------- --------------- ---------------
<S> <C> <C> <C> <C> <C> <C>
0. Oct 28, 99 0.00 0.00 0.00 39,061,000.00 0.00 0.00
1. Nov 17, 99 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
2. Dec 17, 99 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
3. Jan 17, 00 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
4. Feb 17, 00 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
5. Mar 17, 00 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
6. Apr 17, 00 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
7. May 17, 00 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
8. Jun 17, 00 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
9. Jul 17, 00 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
10. Aug 17, 00 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
11. Sep 17, 00 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
12. Oct 17, 00 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
13. Nov 17, 00 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
14. Dec 17, 00 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
15. Jan 17, 01 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
16. Feb 17, 01 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
17. Mar 17, 01 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
18. Apr 17, 01 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
19. May 17, 01 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
20. Jun 17, 01 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
21. Jul 17, 01 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
22. Aug 17, 01 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
23. Sep 17, 01 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
24. Oct 17, 01 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
25. Nov 17, 01 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
26. Dec 17, 01 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
27. Jan 17, 02 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
28. Feb 17, 02 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
29. Mar 17, 02 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
30. Apr 17, 02 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
31. May 17, 02 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
32. Jun 17, 02 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
33. Jul 17, 02 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
34. Aug 17, 02 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
35. Sep 17, 02 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
36. Oct 17, 02 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
37. Nov 17, 02 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
38. Dec 17, 02 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
39. Jan 17, 03 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
40. Feb 17, 03 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
41. Mar 17, 03 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
42. Apr 17, 03 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
43. May 17, 03 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
44. Jun 17, 03 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
45. Jul 17, 03 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
46. Aug 17, 03 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
47. Sep 17, 03 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
48. Oct 17, 03 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
49. Nov 17, 03 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
50. Dec 17, 03 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
51. Jan 17, 04 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
52. Feb 17, 04 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
53. Mar 17, 04 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
54. Apr 17, 04 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
55. May 17, 04 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
56. Jun 17, 04 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
57. Jul 17, 04 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
58. Aug 17, 04 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
59. Sep 17, 04 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
60. Oct 17, 04 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
61. Nov 17, 04 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
62. Dec 17, 04 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
63. Jan 17, 05 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
64. Feb 17, 05 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
65. Mar 17, 05 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
66. Apr 17, 05 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
67. May 17, 05 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
68. Jun 17, 05 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
69. Jul 17, 05 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
70. Aug 17, 05 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
71. Sep 17, 05 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
72. Oct 17, 05 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
73. Nov 17, 05 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
74. Dec 17, 05 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
75. Jan 17, 06 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
76. Feb 17, 06 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
77. Mar 17, 06 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
78. Apr 17, 06 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
79. May 17, 06 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
80. Jun 17, 06 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
81. Jul 17, 06 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
82. Aug 17, 06 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
83. Sep 17, 06 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
84. Oct 17, 06 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
85. Nov 17, 06 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
86. Dec 17, 06 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
87. Jan 17, 07 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
88. Feb 17, 07 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
89. Mar 17, 07 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
90. Apr 17, 07 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
91. May 17, 07 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
92. Jun 17, 07 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
93. Jul 17, 07 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
94. Aug 17, 07 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
95. Sep 17, 07 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
96. Oct 17, 07 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
97. Nov 17, 07 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
98. Dec 17, 07 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
99. Jan 17, 08 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
100. Feb 17, 08 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
101. Mar 17, 08 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
102. Apr 17, 08 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
103. May 17, 08 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
104. Jun 17, 08 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
105. Jul 17, 08 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
106. Aug 17, 08 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
107. Sep 17, 08 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
108. Oct 17, 08 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
109. Nov 17, 08 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
110. Dec 17, 08 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
111. Jan 17, 09 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
112. Feb 17, 09 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
113. Mar 17, 09 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
114. Apr 17, 09 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
115. May 17, 09 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
116. Jun 17, 09 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
117. Jul 17, 09 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
118. Aug 17, 09 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
119. Sep 17, 09 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
120. Oct 17, 09 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
121. Nov 17, 09 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
122. Dec 17, 09 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
123. Jan 17, 10 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
124. Feb 17, 10 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
125. Mar 17, 10 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
126. Apr 17, 10 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
127. May 17, 10 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
128. Jun 17, 10 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
129. Jul 17, 10 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
130. Aug 17, 10 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
131. Sep 17, 10 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
132. Oct 17, 10 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
133. Nov 17, 10 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
134. Dec 17, 10 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
135. Jan 17, 11 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
136. Feb 17, 11 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
137. Mar 17, 11 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
138. Apr 17, 11 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
139. May 17, 11 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
140. Jun 17, 11 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
141. Jul 17, 11 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
142. Aug 17, 11 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
143. Sep 17, 11 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
144. Oct 17, 11 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
145. Nov 17, 11 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
146. Dec 17, 11 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
147. Jan 17, 12 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
148. Feb 17, 12 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
149. Mar 17, 12 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
150. Apr 17, 12 0.00 253,896.50 253,896.50 39,061,000.00 0.00 253,896.50
151. May 17, 12 0 253,896.50 253,896.50 39,061,000.00 0 253,896.50
152. Jun 17, 12 0 253,896.50 253,896.50 39,061,000.00 0 253,896.50
153. Jul 17, 12 0 253,896.50 253,896.50 39,061,000.00 0 253,896.50
154. Aug 17, 12 0 253,896.50 253,896.50 39,061,000.00 0 253,896.50
155. Sep 17, 12 0 253,896.50 253,896.50 39,061,000.00 0 253,896.50
156. Oct 17, 12 0 253,896.50 253,896.50 39,061,000.00 0 253,896.50
157. Nov 17, 12 0 253,896.50 253,896.50 39,061,000.00 0 253,896.50
158. Dec 17, 12 0 253,896.50 253,896.50 39,061,000.00 0 253,896.50
159. Jan 17, 13 0 253,896.50 253,896.50 39,061,000.00 0 253,896.50
160. Feb 17, 13 0 253,896.50 253,896.50 39,061,000.00 0 253,896.50
161. Mar 17, 13 0 253,896.50 253,896.50 39,061,000.00 0 253,896.50
162. Apr 17, 13 17,865,452.43 253,896.50 18,119,348.93 21,195,547.57 0 253,896.50
163. May 17, 13 4,582,605.63 137,771.06 4,720,376.69 16,612,941.94 0 137,771.06
164. Jun 17, 13 804,918.02 107,984.12 912,902.14 15,808,023.92 0 107,984.12
165. Jul 17, 13 15,808,023.92 102,752.16 15,910,776.08 0 0 102,752.16
</TABLE>
Period / Date Interest Shortfall Coupon
Total 0.00
- --------------- ------------------ ------
0. Oct 28, 99 0.00 0.000
1. Nov 17, 99 0.00 7.800
2. Dec 17, 99 0.00 7.800
3. Jan 17, 00 0.00 7.800
4. Feb 17, 00 0.00 7.800
5. Mar 17, 00 0.00 7.800
6. Apr 17, 00 0.00 7.800
7. May 17, 00 0.00 7.800
8. Jun 17, 00 0.00 7.800
9. Jul 17, 00 0.00 7.800
10. Aug 17, 00 0.00 7.800
11. Sep 17, 00 0.00 7.800
12. Oct 17, 00 0.00 7.800
13. Nov 17, 00 0.00 7.800
14. Dec 17, 00 0.00 7.800
15. Jan 17, 01 0.00 7.800
16. Feb 17, 01 0.00 7.800
17. Mar 17, 01 0.00 7.800
18. Apr 17, 01 0.00 7.800
19. May 17, 01 0.00 7.800
20. Jun 17, 01 0.00 7.800
21. Jul 17, 01 0.00 7.800
22. Aug 17, 01 0.00 7.800
23. Sep 17, 01 0.00 7.800
24. Oct 17, 01 0.00 7.800
25. Nov 17, 01 0.00 7.800
26. Dec 17, 01 0.00 7.800
27. Jan 17, 02 0.00 7.800
28. Feb 17, 02 0.00 7.800
29. Mar 17, 02 0.00 7.800
30. Apr 17, 02 0.00 7.800
31. May 17, 02 0.00 7.800
32. Jun 17, 02 0.00 7.800
33. Jul 17, 02 0.00 7.800
34. Aug 17, 02 0.00 7.800
35. Sep 17, 02 0.00 7.800
36. Oct 17, 02 0.00 7.800
37. Nov 17, 02 0.00 7.800
38. Dec 17, 02 0.00 7.800
39. Jan 17, 03 0.00 7.800
40. Feb 17, 03 0.00 7.800
41. Mar 17, 03 0.00 7.800
42. Apr 17, 03 0.00 7.800
43. May 17, 03 0.00 7.800
44. Jun 17, 03 0.00 7.800
45. Jul 17, 03 0.00 7.800
46. Aug 17, 03 0.00 7.800
47. Sep 17, 03 0.00 7.800
48. Oct 17, 03 0.00 7.800
49. Nov 17, 03 0.00 7.800
50. Dec 17, 03 0.00 7.800
51. Jan 17, 04 0.00 7.800
52. Feb 17, 04 0.00 7.800
53. Mar 17, 04 0.00 7.800
54. Apr 17, 04 0.00 7.800
55. May 17, 04 0.00 7.800
56. Jun 17, 04 0.00 7.800
57. Jul 17, 04 0.00 7.800
58. Aug 17, 04 0.00 7.800
59. Sep 17, 04 0.00 7.800
60. Oct 17, 04 0.00 7.800
61. Nov 17, 04 0.00 7.800
62. Dec 17, 04 0.00 7.800
63. Jan 17, 05 0.00 7.800
64. Feb 17, 05 0.00 7.800
65. Mar 17, 05 0.00 7.800
66. Apr 17, 05 0.00 7.800
67. May 17, 05 0.00 7.800
68. Jun 17, 05 0.00 7.800
69. Jul 17, 05 0.00 7.800
70. Aug 17, 05 0.00 7.800
71. Sep 17, 05 0.00 7.800
72. Oct 17, 05 0.00 7.800
73. Nov 17, 05 0.00 7.800
74. Dec 17, 05 0.00 7.800
75. Jan 17, 06 0.00 7.800
76. Feb 17, 06 0.00 7.800
77. Mar 17, 06 0.00 7.800
78. Apr 17, 06 0.00 7.800
79. May 17, 06 0.00 7.800
80. Jun 17, 06 0.00 7.800
81. Jul 17, 06 0.00 7.800
82. Aug 17, 06 0.00 7.800
83. Sep 17, 06 0.00 7.800
84. Oct 17, 06 0.00 7.800
85. Nov 17, 06 0.00 7.800
86. Dec 17, 06 0.00 7.800
87. Jan 17, 07 0.00 7.800
88. Feb 17, 07 0.00 7.800
89. Mar 17, 07 0.00 7.800
90. Apr 17, 07 0.00 7.800
91. May 17, 07 0.00 7.800
92. Jun 17, 07 0.00 7.800
93. Jul 17, 07 0.00 7.800
94. Aug 17, 07 0.00 7.800
95. Sep 17, 07 0.00 7.800
96. Oct 17, 07 0.00 7.800
97. Nov 17, 07 0.00 7.800
98. Dec 17, 07 0.00 7.800
99. Jan 17, 08 0.00 7.800
100. Feb 17, 08 0.00 7.800
101. Mar 17, 08 0.00 7.800
102. Apr 17, 08 0.00 7.800
103. May 17, 08 0.00 7.800
104. Jun 17, 08 0.00 7.800
105. Jul 17, 08 0.00 7.800
106. Aug 17, 08 0.00 7.800
107. Sep 17, 08 0.00 7.800
108. Oct 17, 08 0.00 7.800
109. Nov 17, 08 0.00 7.800
110. Dec 17, 08 0.00 7.800
111. Jan 17, 09 0.00 7.800
112. Feb 17, 09 0.00 7.800
113. Mar 17, 09 0.00 7.800
114. Apr 17, 09 0.00 7.800
115. May 17, 09 0.00 7.800
116. Jun 17, 09 0.00 7.800
117. Jul 17, 09 0.00 7.800
118. Aug 17, 09 0.00 7.800
119. Sep 17, 09 0.00 7.800
120. Oct 17, 09 0.00 7.800
121. Nov 17, 09 0.00 7.800
122. Dec 17, 09 0.00 7.800
123. Jan 17, 10 0.00 7.800
124. Feb 17, 10 0.00 7.800
125. Mar 17, 10 0.00 7.800
126. Apr 17, 10 0.00 7.800
127. May 17, 10 0.00 7.800
128. Jun 17, 10 0.00 7.800
129. Jul 17, 10 0.00 7.800
130. Aug 17, 10 0.00 7.800
131. Sep 17, 10 0.00 7.800
132. Oct 17, 10 0.00 7.800
133. Nov 17, 10 0.00 7.800
134. Dec 17, 10 0.00 7.800
135. Jan 17, 11 0.00 7.800
136. Feb 17, 11 0.00 7.800
137. Mar 17, 11 0.00 7.800
138. Apr 17, 11 0.00 7.800
139. May 17, 11 0.00 7.800
140. Jun 17, 11 0.00 7.800
141. Jul 17, 11 0.00 7.800
142. Aug 17, 11 0.00 7.800
143. Sep 17, 11 0.00 7.800
144. Oct 17, 11 0.00 7.800
145. Nov 17, 11 0.00 7.800
146. Dec 17, 11 0.00 7.800
147. Jan 17, 12 0.00 7.800
148. Feb 17, 12 0.00 7.800
149. Mar 17, 12 0.00 7.800
150. Apr 17, 12 0.00 7.800
151. May 17, 12 0 7.8
152. Jun 17, 12 0 7.8
153. Jul 17, 12 0 7.8
154. Aug 17, 12 0 7.8
155. Sep 17, 12 0 7.8
156. Oct 17, 12 0 7.8
157. Nov 17, 12 0 7.8
158. Dec 17, 12 0 7.8
159. Jan 17, 13 0 7.8
160. Feb 17, 13 0 7.8
161. Mar 17, 13 0 7.8
162. Apr 17, 13 0 7.8
163. May 17, 13 0 7.8
164. Jun 17, 13 0 7.8
165. Jul 17, 13 0 7.8
<PAGE>
<TABLE>
[NOMURA LOGO]
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[NOMURA LOGO] NOMURA SECURITIES INTERNATIONAL, INC.
10/15/99 ------------------------------------------------------------------------------------------------------------------
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST.
The information contained herein is based on sources Nomura Securities International, Inc. ("Nomura") believes to
________S-24 be reliable. Nomura makes no representations or warranty such information is accurate or complete. Nothing herein
should be considered an offer to sell or solicitation of an offer to buy any securities. All information is
hypothetical or preliminary and subject to change. No such information should be viewed as projections, forecast,
________S-8 predictions or opinions. The same may be based on assumptions which may or may not be accurate, and any such
assumption may differ from actual results. Prospective investors are advised to consult the final prospectus,
prospectus supplement, or private placement memorandum in connection with their investments. Nomura and its
affiliates may have a position in the securities discussed herein and may purchase or sell the same on a principal
basis, or as agent for another person. In addition, Nomura and certain of its affiliates may have acted as an
underwriter of such securities, and may currently be providing investment banking or other services to the issuers
of such securities and/or borrowers and their affiliates. Nomura Securities International, Inc. Form No. 124
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COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, CLASS D
<CAPTION>
CUSIP All tranches-full face Settle at Pricing
Coupon 7.8 Original Balance $ 11,718,000.00 Accrual begins 10/11/99
Delay 6 Current Balance $ 11,718,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
Type MEZ FIX CAP WAL 13.939 yrs
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Period / Date Principal Interest Cash Flow Balance Princ Writedown Accrued Interest
Total 11,718,000.00 12,768,519.67 24,486,519.67 0.00 12,768,519.67
- ----- -------------- ------------- -------------- -------------- --------------- ---------------
<S> <C> <C> <C> <C> <C> <C>
0. Oct 28, 99 0.00 0.00 0.00 11,718,000.00 0.00 0.00
1. Nov 17, 99 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
2. Dec 17, 99 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
3. Jan 17, 00 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
4. Feb 17, 00 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
5. Mar 17, 00 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
6. Apr 17, 00 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
7. May 17, 00 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
8. Jun 17, 00 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
9. Jul 17, 00 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
10. Aug 17, 00 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
11. Sep 17, 00 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
12. Oct 17, 00 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
13. Nov 17, 00 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
14. Dec 17, 00 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
15. Jan 17, 01 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
16. Feb 17, 01 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
17. Mar 17, 01 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
18. Apr 17, 01 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
19. May 17, 01 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
20. Jun 17, 01 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
21. Jul 17, 01 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
22. Aug 17, 01 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
23. Sep 17, 01 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
24. Oct 17, 01 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
25. Nov 17, 01 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
26. Dec 17, 01 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
27. Jan 17, 02 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
28. Feb 17, 02 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
29. Mar 17, 02 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
30. Apr 17, 02 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
31. May 17, 02 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
32. Jun 17, 02 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
33. Jul 17, 02 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
34. Aug 17, 02 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
35. Sep 17, 02 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
36. Oct 17, 02 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
37. Nov 17, 02 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
38. Dec 17, 02 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
39. Jan 17, 03 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
40. Feb 17, 03 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
41. Mar 17, 03 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
42. Apr 17, 03 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
43. May 17, 03 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
44. Jun 17, 03 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
45. Jul 17, 03 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
46. Aug 17, 03 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
47. Sep 17, 03 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
48. Oct 17, 03 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
49. Nov 17, 03 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
50. Dec 17, 03 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
51. Jan 17, 04 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
52. Feb 17, 04 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
53. Mar 17, 04 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
54. Apr 17, 04 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
55. May 17, 04 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
56. Jun 17, 04 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
57. Jul 17, 04 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
58. Aug 17, 04 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
59. Sep 17, 04 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
60. Oct 17, 04 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
61. Nov 17, 04 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
62. Dec 17, 04 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
63. Jan 17, 05 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
64. Feb 17, 05 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
65. Mar 17, 05 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
66. Apr 17, 05 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
67. May 17, 05 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
68. Jun 17, 05 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
69. Jul 17, 05 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
70. Aug 17, 05 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
71. Sep 17, 05 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
72. Oct 17, 05 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
73. Nov 17, 05 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
74. Dec 17, 05 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
75. Jan 17, 06 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
76. Feb 17, 06 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
77. Mar 17, 06 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
78. Apr 17, 06 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
79. May 17, 06 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
80. Jun 17, 06 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
81. Jul 17, 06 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
82. Aug 17, 06 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
83. Sep 17, 06 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
84. Oct 17, 06 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
85. Nov 17, 06 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
86. Dec 17, 06 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
87. Jan 17, 07 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
88. Feb 17, 07 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
89. Mar 17, 07 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
90. Apr 17, 07 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
91. May 17, 07 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
92. Jun 17, 07 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
93. Jul 17, 07 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
94. Aug 17, 07 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
95. Sep 17, 07 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
96. Oct 17, 07 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
97. Nov 17, 07 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
98. Dec 17, 07 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
99. Jan 17, 08 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
100. Feb 17, 08 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
101. Mar 17, 08 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
102. Apr 17, 08 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
103. May 17, 08 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
104. Jun 17, 08 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
105. Jul 17, 08 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
106. Aug 17, 08 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
107. Sep 17, 08 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
108. Oct 17, 08 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
109. Nov 17, 08 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
110. Dec 17, 08 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
111. Jan 17, 09 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
112. Feb 17, 09 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
113. Mar 17, 09 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
114. Apr 17, 09 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
115. May 17, 09 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
116. Jun 17, 09 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
117. Jul 17, 09 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
118. Aug 17, 09 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
119. Sep 17, 09 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
120. Oct 17, 09 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
121. Nov 17, 09 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
122. Dec 17, 09 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
123. Jan 17, 10 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
124. Feb 17, 10 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
125. Mar 17, 10 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
126. Apr 17, 10 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
127. May 17, 10 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
128. Jun 17, 10 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
129. Jul 17, 10 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
130. Aug 17, 10 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
131. Sep 17, 10 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
132. Oct 17, 10 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
133. Nov 17, 10 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
134. Dec 17, 10 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
135. Jan 17, 11 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
136. Feb 17, 11 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
137. Mar 17, 11 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
138. Apr 17, 11 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
139. May 17, 11 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
140. Jun 17, 11 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
141. Jul 17, 11 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
142. Aug 17, 11 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
143. Sep 17, 11 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
144. Oct 17, 11 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
145. Nov 17, 11 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
146. Dec 17, 11 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
147. Jan 17, 12 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
148. Feb 17, 12 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
149. Mar 17, 12 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
150. Apr 17, 12 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
151. May 17, 12 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
152. Jun 17, 12 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
153. Jul 17, 12 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
154. Aug 17, 12 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
155. Sep 17, 12 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00
156. Oct 17, 12 0 76,167.00 76,167.00 11,718,000.00 0 76,167.00
157. Nov 17, 12 0 76,167.00 76,167.00 11,718,000.00 0 76,167.00
158. Dec 17, 12 0 76,167.00 76,167.00 11,718,000.00 0 76,167.00
159. Jan 17, 13 0 76,167.00 76,167.00 11,718,000.00 0 76,167.00
160. Feb 17, 13 0 76,167.00 76,167.00 11,718,000.00 0 76,167.00
161. Mar 17, 13 0 76,167.00 76,167.00 11,718,000.00 0 76,167.00
162. Apr 17, 13 0 76,167.00 76,167.00 11,718,000.00 0 76,167.00
163. May 17, 13 0 76,167.00 76,167.00 11,718,000.00 0 76,167.00
164. Jun 17, 13 0 76,167.00 76,167.00 11,718,000.00 0 76,167.00
165. Jul 17, 13 3,967,891.32 76,167.00 4,044,058.32 7,750,108.68 0 76,167.00
166. Aug 17, 13 774,464.36 50,375.71 824,840.07 6,975,644.32 0 50,375.71
167. Sep 17, 13 779,505.99 45,341.69 824,847.68 6,196,138.32 0 45,341.69
168. Oct 17, 13 803,352.27 40,274.90 843,627.17 5,392,786.05 0 40,274.90
169. Nov 17, 13 789,821.77 35,053.11 824,874.88 4,602,964.28 0 35,053.11
170. Dec 17, 13 4,602,964.28 29,919.27 4,632,883.55 0 0 29,919.27
</TABLE>
Period / Date Interest Shortfall Coupon
Total 0.00
- --------------- ------------------ ------
0. Oct 28, 99 0.00 0.000
1. Nov 17, 99 0.00 7.800
2. Dec 17, 99 0.00 7.800
3. Jan 17, 00 0.00 7.800
4. Feb 17, 00 0.00 7.800
5. Mar 17, 00 0.00 7.800
6. Apr 17, 00 0.00 7.800
7. May 17, 00 0.00 7.800
8. Jun 17, 00 0.00 7.800
9. Jul 17, 00 0.00 7.800
10. Aug 17, 00 0.00 7.800
11. Sep 17, 00 0.00 7.800
12. Oct 17, 00 0.00 7.800
13. Nov 17, 00 0.00 7.800
14. Dec 17, 00 0.00 7.800
15. Jan 17, 01 0.00 7.800
16. Feb 17, 01 0.00 7.800
17. Mar 17, 01 0.00 7.800
18. Apr 17, 01 0.00 7.800
19. May 17, 01 0.00 7.800
20. Jun 17, 01 0.00 7.800
21. Jul 17, 01 0.00 7.800
22. Aug 17, 01 0.00 7.800
23. Sep 17, 01 0.00 7.800
24. Oct 17, 01 0.00 7.800
25. Nov 17, 01 0.00 7.800
26. Dec 17, 01 0.00 7.800
27. Jan 17, 02 0.00 7.800
28. Feb 17, 02 0.00 7.800
29. Mar 17, 02 0.00 7.800
30. Apr 17, 02 0.00 7.800
31. May 17, 02 0.00 7.800
32. Jun 17, 02 0.00 7.800
33. Jul 17, 02 0.00 7.800
34. Aug 17, 02 0.00 7.800
35. Sep 17, 02 0.00 7.800
36. Oct 17, 02 0.00 7.800
37. Nov 17, 02 0.00 7.800
38. Dec 17, 02 0.00 7.800
39. Jan 17, 03 0.00 7.800
40. Feb 17, 03 0.00 7.800
41. Mar 17, 03 0.00 7.800
42. Apr 17, 03 0.00 7.800
43. May 17, 03 0.00 7.800
44. Jun 17, 03 0.00 7.800
45. Jul 17, 03 0.00 7.800
46. Aug 17, 03 0.00 7.800
47. Sep 17, 03 0.00 7.800
48. Oct 17, 03 0.00 7.800
49. Nov 17, 03 0.00 7.800
50. Dec 17, 03 0.00 7.800
51. Jan 17, 04 0.00 7.800
52. Feb 17, 04 0.00 7.800
53. Mar 17, 04 0.00 7.800
54. Apr 17, 04 0.00 7.800
55. May 17, 04 0.00 7.800
56. Jun 17, 04 0.00 7.800
57. Jul 17, 04 0.00 7.800
58. Aug 17, 04 0.00 7.800
59. Sep 17, 04 0.00 7.800
60. Oct 17, 04 0.00 7.800
61. Nov 17, 04 0.00 7.800
62. Dec 17, 04 0.00 7.800
63. Jan 17, 05 0.00 7.800
64. Feb 17, 05 0.00 7.800
65. Mar 17, 05 0.00 7.800
66. Apr 17, 05 0.00 7.800
67. May 17, 05 0.00 7.800
68. Jun 17, 05 0.00 7.800
69. Jul 17, 05 0.00 7.800
70. Aug 17, 05 0.00 7.800
71. Sep 17, 05 0.00 7.800
72. Oct 17, 05 0.00 7.800
73. Nov 17, 05 0.00 7.800
74. Dec 17, 05 0.00 7.800
75. Jan 17, 06 0.00 7.800
76. Feb 17, 06 0.00 7.800
77. Mar 17, 06 0.00 7.800
78. Apr 17, 06 0.00 7.800
79. May 17, 06 0.00 7.800
80. Jun 17, 06 0.00 7.800
81. Jul 17, 06 0.00 7.800
82. Aug 17, 06 0.00 7.800
83. Sep 17, 06 0.00 7.800
84. Oct 17, 06 0.00 7.800
85. Nov 17, 06 0.00 7.800
86. Dec 17, 06 0.00 7.800
87. Jan 17, 07 0.00 7.800
88. Feb 17, 07 0.00 7.800
89. Mar 17, 07 0.00 7.800
90. Apr 17, 07 0.00 7.800
91. May 17, 07 0.00 7.800
92. Jun 17, 07 0.00 7.800
93. Jul 17, 07 0.00 7.800
94. Aug 17, 07 0.00 7.800
95. Sep 17, 07 0.00 7.800
96. Oct 17, 07 0.00 7.800
97. Nov 17, 07 0.00 7.800
98. Dec 17, 07 0.00 7.800
99. Jan 17, 08 0.00 7.800
100. Feb 17, 08 0.00 7.800
101. Mar 17, 08 0.00 7.800
102. Apr 17, 08 0.00 7.800
103. May 17, 08 0.00 7.800
104. Jun 17, 08 0.00 7.800
105. Jul 17, 08 0.00 7.800
106. Aug 17, 08 0.00 7.800
107. Sep 17, 08 0.00 7.800
108. Oct 17, 08 0.00 7.800
109. Nov 17, 08 0.00 7.800
110. Dec 17, 08 0.00 7.800
111. Jan 17, 09 0.00 7.800
112. Feb 17, 09 0.00 7.800
113. Mar 17, 09 0.00 7.800
114. Apr 17, 09 0.00 7.800
115. May 17, 09 0.00 7.800
116. Jun 17, 09 0.00 7.800
117. Jul 17, 09 0.00 7.800
118. Aug 17, 09 0.00 7.800
119. Sep 17, 09 0.00 7.800
120. Oct 17, 09 0.00 7.800
121. Nov 17, 09 0.00 7.800
122. Dec 17, 09 0.00 7.800
123. Jan 17, 10 0.00 7.800
124. Feb 17, 10 0.00 7.800
125. Mar 17, 10 0.00 7.800
126. Apr 17, 10 0.00 7.800
127. May 17, 10 0.00 7.800
128. Jun 17, 10 0.00 7.800
129. Jul 17, 10 0.00 7.800
130. Aug 17, 10 0.00 7.800
131. Sep 17, 10 0.00 7.800
132. Oct 17, 10 0.00 7.800
133. Nov 17, 10 0.00 7.800
134. Dec 17, 10 0.00 7.800
135. Jan 17, 11 0.00 7.800
136. Feb 17, 11 0.00 7.800
137. Mar 17, 11 0.00 7.800
138. Apr 17, 11 0.00 7.800
139. May 17, 11 0.00 7.800
140. Jun 17, 11 0.00 7.800
141. Jul 17, 11 0.00 7.800
142. Aug 17, 11 0.00 7.800
143. Sep 17, 11 0.00 7.800
144. Oct 17, 11 0.00 7.800
145. Nov 17, 11 0.00 7.800
146. Dec 17, 11 0.00 7.800
147. Jan 17, 12 0.00 7.800
148. Feb 17, 12 0.00 7.800
149. Mar 17, 12 0.00 7.800
150. Apr 17, 12 0.00 7.800
151. May 17, 12 0.00 7.800
152. Jun 17, 12 0.00 7.800
153. Jul 17, 12 0.00 7.800
154. Aug 17, 12 0.00 7.800
155. Sep 17, 12 0.00 7.800
156. Oct 17, 12 0 7.8
157. Nov 17, 12 0 7.8
158. Dec 17, 12 0 7.8
159. Jan 17, 13 0 7.8
160. Feb 17, 13 0 7.8
161. Mar 17, 13 0 7.8
162. Apr 17, 13 0 7.8
163. May 17, 13 0 7.8
164. Jun 17, 13 0 7.8
165. Jul 17, 13 0 7.8
166. Aug 17, 13 0 7.8
167. Sep 17, 13 0 7.8
168. Oct 17, 13 0 7.8
169. Nov 17, 13 0 7.8
170. Dec 17, 13 0 7.8
<PAGE>
<TABLE>
[NOMURA LOGO]
- ------------------------------------------------------------------------------------------------------------------------------------
[NOMURA LOGO] NOMURA SECURITIES INTERNATIONAL, INC.
10/15/99 ------------------------------------------------------------------------------------------------------------------
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST.
The information contained herein is based on sources Nomura Securities International, Inc. ("Nomura") believes to
________S-24 be reliable. Nomura makes no representations or warranty such information is accurate or complete. Nothing herein
should be considered an offer to sell or solicitation of an offer to buy any securities. All information is
hypothetical or preliminary and subject to change. No such information should be viewed as projections, forecast,
________S-8 predictions or opinions. The same may be based on assumptions which may or may not be accurate, and any such
assumption may differ from actual results. Prospective investors are advised to consult the final prospectus,
prospectus supplement, or private placement memorandum in connection with their investments. Nomura and its
affiliates may have a position in the securities discussed herein and may purchase or sell the same on a principal
basis, or as agent for another person. In addition, Nomura and certain of its affiliates may have acted as an
underwriter of such securities, and may currently be providing investment banking or other services to the issuers
of such securities and/or borrowers and their affiliates. Nomura Securities International, Inc. Form No. 124
- ------------------------------------------------------------------------------------------------------------------------------------
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, CLASS E
<CAPTION>
CUSIP All tranches-full face Settle at Pricing
Coupon 7.64 Original Balance $ 29,296,000.00 Accrual begins 10/11/99
Delay 6 Current Balance $ 29,296,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
Type MEZ FIX CAP WAL 14.143 yrs
- ------------------------------------------------------------------------------------------------------------------------------------
Period / Date Principal Interest Cash Flow Balance Princ Writedown Accrued Interest
Total 29,296,000.00 31,722,851.80 61,018,851.80 0.00 31,722,851.80
- ----- -------------- ------------- -------------- -------------- --------------- ---------------
<S> <C> <C> <C> <C> <C> <C>
0. Oct 28, 99 0.00 0.00 0.00 29,296,000.00 0.00 0.00
1. Nov 17, 99 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
2. Dec 17, 99 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
3. Jan 17, 00 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
4. Feb 17, 00 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
5. Mar 17, 00 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
6. Apr 17, 00 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
7. May 17, 00 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
8. Jun 17, 00 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
9. Jul 17, 00 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
10. Aug 17, 00 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
11. Sep 17, 00 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
12. Oct 17, 00 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
13. Nov 17, 00 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
14. Dec 17, 00 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
15. Jan 17, 01 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
16. Feb 17, 01 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
17. Mar 17, 01 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
18. Apr 17, 01 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
19. May 17, 01 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
20. Jun 17, 01 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
21. Jul 17, 01 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
22. Aug 17, 01 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
23. Sep 17, 01 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
24. Oct 17, 01 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
25. Nov 17, 01 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
26. Dec 17, 01 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
27. Jan 17, 02 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
28. Feb 17, 02 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
29. Mar 17, 02 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
30. Apr 17, 02 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
31. May 17, 02 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
32. Jun 17, 02 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
33. Jul 17, 02 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
34. Aug 17, 02 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
35. Sep 17, 02 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
36. Oct 17, 02 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
37. Nov 17, 02 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
38. Dec 17, 02 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
39. Jan 17, 03 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
40. Feb 17, 03 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
41. Mar 17, 03 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
42. Apr 17, 03 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
43. May 17, 03 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
44. Jun 17, 03 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
45. Jul 17, 03 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
46. Aug 17, 03 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
47. Sep 17, 03 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
48. Oct 17, 03 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
49. Nov 17, 03 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
50. Dec 17, 03 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
51. Jan 17, 04 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
52. Feb 17, 04 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
53. Mar 17, 04 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
54. Apr 17, 04 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
55. May 17, 04 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
56. Jun 17, 04 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
57. Jul 17, 04 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
58. Aug 17, 04 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
59. Sep 17, 04 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
60. Oct 17, 04 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
61. Nov 17, 04 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
62. Dec 17, 04 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
63. Jan 17, 05 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
64. Feb 17, 05 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
65. Mar 17, 05 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
66. Apr 17, 05 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
67. May 17, 05 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
68. Jun 17, 05 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
69. Jul 17, 05 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
70. Aug 17, 05 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
71. Sep 17, 05 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
72. Oct 17, 05 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
73. Nov 17, 05 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
74. Dec 17, 05 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
75. Jan 17, 06 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
76. Feb 17, 06 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
77. Mar 17, 06 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
78. Apr 17, 06 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
79. May 17, 06 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
80. Jun 17, 06 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
81. Jul 17, 06 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
82. Aug 17, 06 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
83. Sep 17, 06 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
84. Oct 17, 06 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
85. Nov 17, 06 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
86. Dec 17, 06 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
87. Jan 17, 07 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
88. Feb 17, 07 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
89. Mar 17, 07 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
90. Apr 17, 07 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
91. May 17, 07 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
92. Jun 17, 07 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
93. Jul 17, 07 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
94. Aug 17, 07 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
95. Sep 17, 07 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
96. Oct 17, 07 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
97. Nov 17, 07 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
98. Dec 17, 07 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
99. Jan 17, 08 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
100. Feb 17, 08 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
101. Mar 17, 08 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
102. Apr 17, 08 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
103. May 17, 08 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
104. Jun 17, 08 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
105. Jul 17, 08 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
106. Aug 17, 08 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
107. Sep 17, 08 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
108. Oct 17, 08 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
109. Nov 17, 08 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
110. Dec 17, 08 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
111. Jan 17, 09 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
112. Feb 17, 09 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
113. Mar 17, 09 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
114. Apr 17, 09 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
115. May 17, 09 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
116. Jun 17, 09 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
117. Jul 17, 09 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
118. Aug 17, 09 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
119. Sep 17, 09 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
120. Oct 17, 09 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
121. Nov 17, 09 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
122. Dec 17, 09 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
123. Jan 17, 10 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
124. Feb 17, 10 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
125. Mar 17, 10 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
126. Apr 17, 10 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
127. May 17, 10 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
128. Jun 17, 10 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
129. Jul 17, 10 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
130. Aug 17, 10 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
131. Sep 17, 10 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
132. Oct 17, 10 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
133. Nov 17, 10 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
134. Dec 17, 10 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
135. Jan 17, 11 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
136. Feb 17, 11 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
137. Mar 17, 11 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
138. Apr 17, 11 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
139. May 17, 11 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
140. Jun 17, 11 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
141. Jul 17, 11 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
142. Aug 17, 11 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
143. Sep 17, 11 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
144. Oct 17, 11 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
145. Nov 17, 11 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
146. Dec 17, 11 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
147. Jan 17, 12 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
148. Feb 17, 12 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
149. Mar 17, 12 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
150. Apr 17, 12 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
151. May 17, 12 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
152. Jun 17, 12 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
153. Jul 17, 12 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
154. Aug 17, 12 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
155. Sep 17, 12 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
156. Oct 17, 12 0.00 186,517.87 186,517.87 29,296,000.00 0.00 186,517.87
157. Nov 17, 12 0 186,517.87 186,517.87 29,296,000.00 0 186,517.87
158. Dec 17, 12 0 186,517.87 186,517.87 29,296,000.00 0 186,517.87
159. Jan 17, 13 0 186,517.87 186,517.87 29,296,000.00 0 186,517.87
160. Feb 17, 13 0 186,517.87 186,517.87 29,296,000.00 0 186,517.87
161. Mar 17, 13 0 186,517.87 186,517.87 29,296,000.00 0 186,517.87
162. Apr 17, 13 0 186,517.87 186,517.87 29,296,000.00 0 186,517.87
163. May 17, 13 0 186,517.87 186,517.87 29,296,000.00 0 186,517.87
164. Jun 17, 13 0 186,517.87 186,517.87 29,296,000.00 0 186,517.87
165. Jul 17, 13 0 186,517.87 186,517.87 29,296,000.00 0 186,517.87
166. Aug 17, 13 0 186,517.87 186,517.87 29,296,000.00 0 186,517.87
167. Sep 17, 13 0 186,517.87 186,517.87 29,296,000.00 0 186,517.87
168. Oct 17, 13 0 186,517.87 186,517.87 29,296,000.00 0 186,517.87
169. Nov 17, 13 0 186,517.87 186,517.87 29,296,000.00 0 186,517.87
170. Dec 17, 13 26,969,120.56 186,517.87 27,155,638.42 2,326,879.44 0 186,517.87
171. Jan 17, 14 2,326,879.44 14,814.47 2,341,693.91 0 0 14,814.47
</TABLE>
Period / Date Interest Shortfall Coupon
Total 0.00
- --------------- ------------------ ------
0. Oct 28, 99 0.00 0.000
1. Nov 17, 99 0.00 7.640
2. Dec 17, 99 0.00 7.640
3. Jan 17, 00 0.00 7.640
4. Feb 17, 00 0.00 7.640
5. Mar 17, 00 0.00 7.640
6. Apr 17, 00 0.00 7.640
7. May 17, 00 0.00 7.640
8. Jun 17, 00 0.00 7.640
9. Jul 17, 00 0.00 7.640
10. Aug 17, 00 0.00 7.640
11. Sep 17, 00 0.00 7.640
12. Oct 17, 00 0.00 7.640
13. Nov 17, 00 0.00 7.640
14. Dec 17, 00 0.00 7.640
15. Jan 17, 01 0.00 7.640
16. Feb 17, 01 0.00 7.640
17. Mar 17, 01 0.00 7.640
18. Apr 17, 01 0.00 7.640
19. May 17, 01 0.00 7.640
20. Jun 17, 01 0.00 7.640
21. Jul 17, 01 0.00 7.640
22. Aug 17, 01 0.00 7.640
23. Sep 17, 01 0.00 7.640
24. Oct 17, 01 0.00 7.640
25. Nov 17, 01 0.00 7.640
26. Dec 17, 01 0.00 7.640
27. Jan 17, 02 0.00 7.640
28. Feb 17, 02 0.00 7.640
29. Mar 17, 02 0.00 7.640
30. Apr 17, 02 0.00 7.640
31. May 17, 02 0.00 7.640
32. Jun 17, 02 0.00 7.640
33. Jul 17, 02 0.00 7.640
34. Aug 17, 02 0.00 7.640
35. Sep 17, 02 0.00 7.640
36. Oct 17, 02 0.00 7.640
37. Nov 17, 02 0.00 7.640
38. Dec 17, 02 0.00 7.640
39. Jan 17, 03 0.00 7.640
40. Feb 17, 03 0.00 7.640
41. Mar 17, 03 0.00 7.640
42. Apr 17, 03 0.00 7.640
43. May 17, 03 0.00 7.640
44. Jun 17, 03 0.00 7.640
45. Jul 17, 03 0.00 7.640
46. Aug 17, 03 0.00 7.640
47. Sep 17, 03 0.00 7.640
48. Oct 17, 03 0.00 7.640
49. Nov 17, 03 0.00 7.640
50. Dec 17, 03 0.00 7.640
51. Jan 17, 04 0.00 7.640
52. Feb 17, 04 0.00 7.640
53. Mar 17, 04 0.00 7.640
54. Apr 17, 04 0.00 7.640
55. May 17, 04 0.00 7.640
56. Jun 17, 04 0.00 7.640
57. Jul 17, 04 0.00 7.640
58. Aug 17, 04 0.00 7.640
59. Sep 17, 04 0.00 7.640
60. Oct 17, 04 0.00 7.640
61. Nov 17, 04 0.00 7.640
62. Dec 17, 04 0.00 7.640
63. Jan 17, 05 0.00 7.640
64. Feb 17, 05 0.00 7.640
65. Mar 17, 05 0.00 7.640
66. Apr 17, 05 0.00 7.640
67. May 17, 05 0.00 7.640
68. Jun 17, 05 0.00 7.640
69. Jul 17, 05 0.00 7.640
70. Aug 17, 05 0.00 7.640
71. Sep 17, 05 0.00 7.640
72. Oct 17, 05 0.00 7.640
73. Nov 17, 05 0.00 7.640
74. Dec 17, 05 0.00 7.640
75. Jan 17, 06 0.00 7.640
76. Feb 17, 06 0.00 7.640
77. Mar 17, 06 0.00 7.640
78. Apr 17, 06 0.00 7.640
79. May 17, 06 0.00 7.640
80. Jun 17, 06 0.00 7.640
81. Jul 17, 06 0.00 7.640
82. Aug 17, 06 0.00 7.640
83. Sep 17, 06 0.00 7.640
84. Oct 17, 06 0.00 7.640
85. Nov 17, 06 0.00 7.640
86. Dec 17, 06 0.00 7.640
87. Jan 17, 07 0.00 7.640
88. Feb 17, 07 0.00 7.640
89. Mar 17, 07 0.00 7.640
90. Apr 17, 07 0.00 7.640
91. May 17, 07 0.00 7.640
92. Jun 17, 07 0.00 7.640
93. Jul 17, 07 0.00 7.640
94. Aug 17, 07 0.00 7.640
95. Sep 17, 07 0.00 7.640
96. Oct 17, 07 0.00 7.640
97. Nov 17, 07 0.00 7.640
98. Dec 17, 07 0.00 7.640
99. Jan 17, 08 0.00 7.640
100. Feb 17, 08 0.00 7.640
101. Mar 17, 08 0.00 7.640
102. Apr 17, 08 0.00 7.640
103. May 17, 08 0.00 7.640
104. Jun 17, 08 0.00 7.640
105. Jul 17, 08 0.00 7.640
106. Aug 17, 08 0.00 7.640
107. Sep 17, 08 0.00 7.640
108. Oct 17, 08 0.00 7.640
109. Nov 17, 08 0.00 7.640
110. Dec 17, 08 0.00 7.640
111. Jan 17, 09 0.00 7.640
112. Feb 17, 09 0.00 7.640
113. Mar 17, 09 0.00 7.640
114. Apr 17, 09 0.00 7.640
115. May 17, 09 0.00 7.640
116. Jun 17, 09 0.00 7.640
117. Jul 17, 09 0.00 7.640
118. Aug 17, 09 0.00 7.640
119. Sep 17, 09 0.00 7.640
120. Oct 17, 09 0.00 7.640
121. Nov 17, 09 0.00 7.640
122. Dec 17, 09 0.00 7.640
123. Jan 17, 10 0.00 7.640
124. Feb 17, 10 0.00 7.640
125. Mar 17, 10 0.00 7.640
126. Apr 17, 10 0.00 7.640
127. May 17, 10 0.00 7.640
128. Jun 17, 10 0.00 7.640
129. Jul 17, 10 0.00 7.640
130. Aug 17, 10 0.00 7.640
131. Sep 17, 10 0.00 7.640
132. Oct 17, 10 0.00 7.640
133. Nov 17, 10 0.00 7.640
134. Dec 17, 10 0.00 7.640
135. Jan 17, 11 0.00 7.640
136. Feb 17, 11 0.00 7.640
137. Mar 17, 11 0.00 7.640
138. Apr 17, 11 0.00 7.640
139. May 17, 11 0.00 7.640
140. Jun 17, 11 0.00 7.640
141. Jul 17, 11 0.00 7.640
142. Aug 17, 11 0.00 7.640
143. Sep 17, 11 0.00 7.640
144. Oct 17, 11 0.00 7.640
145. Nov 17, 11 0.00 7.640
146. Dec 17, 11 0.00 7.640
147. Jan 17, 12 0.00 7.640
148. Feb 17, 12 0.00 7.640
149. Mar 17, 12 0.00 7.640
150. Apr 17, 12 0.00 7.640
151. May 17, 12 0.00 7.640
152. Jun 17, 12 0.00 7.640
153. Jul 17, 12 0.00 7.640
154. Aug 17, 12 0.00 7.640
155. Sep 17, 12 0.00 7.640
156. Oct 17, 12 0.00 7.640
157. Nov 17, 12 0 7.64
158. Dec 17, 12 0 7.64
159. Jan 17, 13 0 7.64
160. Feb 17, 13 0 7.64
161. Mar 17, 13 0 7.64
162. Apr 17, 13 0 7.64
163. May 17, 13 0 7.64
164. Jun 17, 13 0 7.64
165. Jul 17, 13 0 7.64
166. Aug 17, 13 0 7.64
167. Sep 17, 13 0 7.64
168. Oct 17, 13 0 7.64
169. Nov 17, 13 0 7.64
170. Dec 17, 13 0 7.64
171. Jan 17, 14 0 7.64
<PAGE>
<TABLE>
[NOMURA LOGO]
- ------------------------------------------------------------------------------------------------------------------------------------
[NOMURA LOGO] NOMURA SECURITIES INTERNATIONAL, INC.
10/15/99 ------------------------------------------------------------------------------------------------------------------
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST.
The information contained herein is based on sources Nomura Securities International, Inc. ("Nomura") believes to
________S-24 be reliable. Nomura makes no representations or warranty such information is accurate or complete. Nothing herein
should be considered an offer to sell or solicitation of an offer to buy any securities. All information is
hypothetical or preliminary and subject to change. No such information should be viewed as projections, forecast,
________S-8 predictions or opinions. The same may be based on assumptions which may or may not be accurate, and any such
assumption may differ from actual results. Prospective investors are advised to consult the final prospectus,
prospectus supplement, or private placement memorandum in connection with their investments. Nomura and its
affiliates may have a position in the securities discussed herein and may purchase or sell the same on a principal
basis, or as agent for another person. In addition, Nomura and certain of its affiliates may have acted as an
underwriter of such securities, and may currently be providing investment banking or other services to the issuers
of such securities and/or borrowers and their affiliates. Nomura Securities International, Inc. Form No. 124
- ------------------------------------------------------------------------------------------------------------------------------------
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, CLASS F
<CAPTION>
CUSIP All tranches-full face Settle at Pricing
Coupon 7.64 Original Balance $ 15,624,000.00 Accrual begins 10/11/99
Delay 6 Current Balance $ 15,624,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
Type MEZ FIX CAP WAL 14.219 yrs
- ------------------------------------------------------------------------------------------------------------------------------------
Period / Date Principal Interest Cash Flow Balance Princ Writedown Accrued Interest
Total 15,624,000.00 17,009,848.80 32,633,848.80 0.00 17,009,848.80
- ----- -------------- ------------- -------------- -------------- --------------- ---------------
<S> <C> <C> <C> <C> <C> <C>
0. Oct 28, 99 0.00 0.00 0.00 15,624,000.00 0.00 0.00
1. Nov 17, 99 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
2. Dec 17, 99 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
3. Jan 17, 00 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
4. Feb 17, 00 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
5. Mar 17, 00 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
6. Apr 17, 00 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
7. May 17, 00 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
8. Jun 17, 00 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
9. Jul 17, 00 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
10. Aug 17, 00 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
11. Sep 17, 00 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
12. Oct 17, 00 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
13. Nov 17, 00 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
14. Dec 17, 00 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
15. Jan 17, 01 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
16. Feb 17, 01 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
17. Mar 17, 01 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
18. Apr 17, 01 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
19. May 17, 01 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
20. Jun 17, 01 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
21. Jul 17, 01 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
22. Aug 17, 01 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
23. Sep 17, 01 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
24. Oct 17, 01 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
25. Nov 17, 01 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
26. Dec 17, 01 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
27. Jan 17, 02 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
28. Feb 17, 02 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
29. Mar 17, 02 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
30. Apr 17, 02 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
31. May 17, 02 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
32. Jun 17, 02 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
33. Jul 17, 02 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
34. Aug 17, 02 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
35. Sep 17, 02 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
36. Oct 17, 02 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
37. Nov 17, 02 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
38. Dec 17, 02 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
39. Jan 17, 03 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
40. Feb 17, 03 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
41. Mar 17, 03 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
42. Apr 17, 03 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
43. May 17, 03 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
44. Jun 17, 03 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
45. Jul 17, 03 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
46. Aug 17, 03 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
47. Sep 17, 03 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
48. Oct 17, 03 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
49. Nov 17, 03 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
50. Dec 17, 03 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
51. Jan 17, 04 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
52. Feb 17, 04 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
53. Mar 17, 04 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
54. Apr 17, 04 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
55. May 17, 04 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
56. Jun 17, 04 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
57. Jul 17, 04 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
58. Aug 17, 04 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
59. Sep 17, 04 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
60. Oct 17, 04 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
61. Nov 17, 04 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
62. Dec 17, 04 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
63. Jan 17, 05 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
64. Feb 17, 05 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
65. Mar 17, 05 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
66. Apr 17, 05 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
67. May 17, 05 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
68. Jun 17, 05 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
69. Jul 17, 05 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
70. Aug 17, 05 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
71. Sep 17, 05 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
72. Oct 17, 05 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
73. Nov 17, 05 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
74. Dec 17, 05 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
75. Jan 17, 06 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
76. Feb 17, 06 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
77. Mar 17, 06 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
78. Apr 17, 06 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
79. May 17, 06 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
80. Jun 17, 06 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
81. Jul 17, 06 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
82. Aug 17, 06 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
83. Sep 17, 06 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
84. Oct 17, 06 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
85. Nov 17, 06 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
86. Dec 17, 06 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
87. Jan 17, 07 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
88. Feb 17, 07 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
89. Mar 17, 07 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
90. Apr 17, 07 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
91. May 17, 07 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
92. Jun 17, 07 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
93. Jul 17, 07 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
94. Aug 17, 07 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
95. Sep 17, 07 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
96. Oct 17, 07 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
97. Nov 17, 07 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
98. Dec 17, 07 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
99. Jan 17, 08 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
100. Feb 17, 08 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
101. Mar 17, 08 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
102. Apr 17, 08 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
103. May 17, 08 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
104. Jun 17, 08 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
105. Jul 17, 08 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
106. Aug 17, 08 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
107. Sep 17, 08 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
108. Oct 17, 08 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
109. Nov 17, 08 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
110. Dec 17, 08 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
111. Jan 17, 09 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
112. Feb 17, 09 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
113. Mar 17, 09 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
114. Apr 17, 09 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
115. May 17, 09 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
116. Jun 17, 09 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
117. Jul 17, 09 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
118. Aug 17, 09 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
119. Sep 17, 09 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
120. Oct 17, 09 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
121. Nov 17, 09 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
122. Dec 17, 09 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
123. Jan 17, 10 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
124. Feb 17, 10 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
125. Mar 17, 10 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
126. Apr 17, 10 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
127. May 17, 10 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
128. Jun 17, 10 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
129. Jul 17, 10 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
130. Aug 17, 10 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
131. Sep 17, 10 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
132. Oct 17, 10 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
133. Nov 17, 10 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
134. Dec 17, 10 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
135. Jan 17, 11 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
136. Feb 17, 11 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
137. Mar 17, 11 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
138. Apr 17, 11 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
139. May 17, 11 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
140. Jun 17, 11 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
141. Jul 17, 11 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
142. Aug 17, 11 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
143. Sep 17, 11 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
144. Oct 17, 11 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
145. Nov 17, 11 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
146. Dec 17, 11 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
147. Jan 17, 12 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
148. Feb 17, 12 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
149. Mar 17, 12 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
150. Apr 17, 12 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
151. May 17, 12 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
152. Jun 17, 12 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
153. Jul 17, 12 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
154. Aug 17, 12 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
155. Sep 17, 12 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
156. Oct 17, 12 0.00 99,472.80 99,472.80 15,624,000.00 0.00 99,472.80
157. Nov 17, 12 0 99,472.80 99,472.80 15,624,000.00 0 99,472.80
158. Dec 17, 12 0 99,472.80 99,472.80 15,624,000.00 0 99,472.80
159. Jan 17, 13 0 99,472.80 99,472.80 15,624,000.00 0 99,472.80
160. Feb 17, 13 0 99,472.80 99,472.80 15,624,000.00 0 99,472.80
161. Mar 17, 13 0 99,472.80 99,472.80 15,624,000.00 0 99,472.80
162. Apr 17, 13 0 99,472.80 99,472.80 15,624,000.00 0 99,472.80
163. May 17, 13 0 99,472.80 99,472.80 15,624,000.00 0 99,472.80
164. Jun 17, 13 0 99,472.80 99,472.80 15,624,000.00 0 99,472.80
165. Jul 17, 13 0 99,472.80 99,472.80 15,624,000.00 0 99,472.80
166. Aug 17, 13 0 99,472.80 99,472.80 15,624,000.00 0 99,472.80
167. Sep 17, 13 0 99,472.80 99,472.80 15,624,000.00 0 99,472.80
168. Oct 17, 13 0 99,472.80 99,472.80 15,624,000.00 0 99,472.80
169. Nov 17, 13 0 99,472.80 99,472.80 15,624,000.00 0 99,472.80
170. Dec 17, 13 0 99,472.80 99,472.80 15,624,000.00 0 99,472.80
171. Jan 17, 14 15,624,000.00 99,472.80 15,723,472.80 0 0 99,472.80
</TABLE>
Period / Date Interest Shortfall Coupon
Total 0.00
- --------------- ------------------ ------
0. Oct 28, 99 0.00 0.000
1. Nov 17, 99 0.00 7.640
2. Dec 17, 99 0.00 7.640
3. Jan 17, 00 0.00 7.640
4. Feb 17, 00 0.00 7.640
5. Mar 17, 00 0.00 7.640
6. Apr 17, 00 0.00 7.640
7. May 17, 00 0.00 7.640
8. Jun 17, 00 0.00 7.640
9. Jul 17, 00 0.00 7.640
10. Aug 17, 00 0.00 7.640
11. Sep 17, 00 0.00 7.640
12. Oct 17, 00 0.00 7.640
13. Nov 17, 00 0.00 7.640
14. Dec 17, 00 0.00 7.640
15. Jan 17, 01 0.00 7.640
16. Feb 17, 01 0.00 7.640
17. Mar 17, 01 0.00 7.640
18. Apr 17, 01 0.00 7.640
19. May 17, 01 0.00 7.640
20. Jun 17, 01 0.00 7.640
21. Jul 17, 01 0.00 7.640
22. Aug 17, 01 0.00 7.640
23. Sep 17, 01 0.00 7.640
24. Oct 17, 01 0.00 7.640
25. Nov 17, 01 0.00 7.640
26. Dec 17, 01 0.00 7.640
27. Jan 17, 02 0.00 7.640
28. Feb 17, 02 0.00 7.640
29. Mar 17, 02 0.00 7.640
30. Apr 17, 02 0.00 7.640
31. May 17, 02 0.00 7.640
32. Jun 17, 02 0.00 7.640
33. Jul 17, 02 0.00 7.640
34. Aug 17, 02 0.00 7.640
35. Sep 17, 02 0.00 7.640
36. Oct 17, 02 0.00 7.640
37. Nov 17, 02 0.00 7.640
38. Dec 17, 02 0.00 7.640
39. Jan 17, 03 0.00 7.640
40. Feb 17, 03 0.00 7.640
41. Mar 17, 03 0.00 7.640
42. Apr 17, 03 0.00 7.640
43. May 17, 03 0.00 7.640
44. Jun 17, 03 0.00 7.640
45. Jul 17, 03 0.00 7.640
46. Aug 17, 03 0.00 7.640
47. Sep 17, 03 0.00 7.640
48. Oct 17, 03 0.00 7.640
49. Nov 17, 03 0.00 7.640
50. Dec 17, 03 0.00 7.640
51. Jan 17, 04 0.00 7.640
52. Feb 17, 04 0.00 7.640
53. Mar 17, 04 0.00 7.640
54. Apr 17, 04 0.00 7.640
55. May 17, 04 0.00 7.640
56. Jun 17, 04 0.00 7.640
57. Jul 17, 04 0.00 7.640
58. Aug 17, 04 0.00 7.640
59. Sep 17, 04 0.00 7.640
60. Oct 17, 04 0.00 7.640
61. Nov 17, 04 0.00 7.640
62. Dec 17, 04 0.00 7.640
63. Jan 17, 05 0.00 7.640
64. Feb 17, 05 0.00 7.640
65. Mar 17, 05 0.00 7.640
66. Apr 17, 05 0.00 7.640
67. May 17, 05 0.00 7.640
68. Jun 17, 05 0.00 7.640
69. Jul 17, 05 0.00 7.640
70. Aug 17, 05 0.00 7.640
71. Sep 17, 05 0.00 7.640
72. Oct 17, 05 0.00 7.640
73. Nov 17, 05 0.00 7.640
74. Dec 17, 05 0.00 7.640
75. Jan 17, 06 0.00 7.640
76. Feb 17, 06 0.00 7.640
77. Mar 17, 06 0.00 7.640
78. Apr 17, 06 0.00 7.640
79. May 17, 06 0.00 7.640
80. Jun 17, 06 0.00 7.640
81. Jul 17, 06 0.00 7.640
82. Aug 17, 06 0.00 7.640
83. Sep 17, 06 0.00 7.640
84. Oct 17, 06 0.00 7.640
85. Nov 17, 06 0.00 7.640
86. Dec 17, 06 0.00 7.640
87. Jan 17, 07 0.00 7.640
88. Feb 17, 07 0.00 7.640
89. Mar 17, 07 0.00 7.640
90. Apr 17, 07 0.00 7.640
91. May 17, 07 0.00 7.640
92. Jun 17, 07 0.00 7.640
93. Jul 17, 07 0.00 7.640
94. Aug 17, 07 0.00 7.640
95. Sep 17, 07 0.00 7.640
96. Oct 17, 07 0.00 7.640
97. Nov 17, 07 0.00 7.640
98. Dec 17, 07 0.00 7.640
99. Jan 17, 08 0.00 7.640
100. Feb 17, 08 0.00 7.640
101. Mar 17, 08 0.00 7.640
102. Apr 17, 08 0.00 7.640
103. May 17, 08 0.00 7.640
104. Jun 17, 08 0.00 7.640
105. Jul 17, 08 0.00 7.640
106. Aug 17, 08 0.00 7.640
107. Sep 17, 08 0.00 7.640
108. Oct 17, 08 0.00 7.640
109. Nov 17, 08 0.00 7.640
110. Dec 17, 08 0.00 7.640
111. Jan 17, 09 0.00 7.640
112. Feb 17, 09 0.00 7.640
113. Mar 17, 09 0.00 7.640
114. Apr 17, 09 0.00 7.640
115. May 17, 09 0.00 7.640
116. Jun 17, 09 0.00 7.640
117. Jul 17, 09 0.00 7.640
118. Aug 17, 09 0.00 7.640
119. Sep 17, 09 0.00 7.640
120. Oct 17, 09 0.00 7.640
121. Nov 17, 09 0.00 7.640
122. Dec 17, 09 0.00 7.640
123. Jan 17, 10 0.00 7.640
124. Feb 17, 10 0.00 7.640
125. Mar 17, 10 0.00 7.640
126. Apr 17, 10 0.00 7.640
127. May 17, 10 0.00 7.640
128. Jun 17, 10 0.00 7.640
129. Jul 17, 10 0.00 7.640
130. Aug 17, 10 0.00 7.640
131. Sep 17, 10 0.00 7.640
132. Oct 17, 10 0.00 7.640
133. Nov 17, 10 0.00 7.640
134. Dec 17, 10 0.00 7.640
135. Jan 17, 11 0.00 7.640
136. Feb 17, 11 0.00 7.640
137. Mar 17, 11 0.00 7.640
138. Apr 17, 11 0.00 7.640
139. May 17, 11 0.00 7.640
140. Jun 17, 11 0.00 7.640
141. Jul 17, 11 0.00 7.640
142. Aug 17, 11 0.00 7.640
143. Sep 17, 11 0.00 7.640
144. Oct 17, 11 0.00 7.640
145. Nov 17, 11 0.00 7.640
146. Dec 17, 11 0.00 7.640
147. Jan 17, 12 0.00 7.640
148. Feb 17, 12 0.00 7.640
149. Mar 17, 12 0.00 7.640
150. Apr 17, 12 0.00 7.640
151. May 17, 12 0.00 7.640
152. Jun 17, 12 0.00 7.640
153. Jul 17, 12 0.00 7.640
154. Aug 17, 12 0.00 7.640
155. Sep 17, 12 0.00 7.640
156. Oct 17, 12 0.00 7.640
157. Nov 17, 12 0 7.64
158. Dec 17, 12 0 7.64
159. Jan 17, 13 0 7.64
160. Feb 17, 13 0 7.64
161. Mar 17, 13 0 7.64
162. Apr 17, 13 0 7.64
163. May 17, 13 0 7.64
164. Jun 17, 13 0 7.64
165. Jul 17, 13 0 7.64
166. Aug 17, 13 0 7.64
167. Sep 17, 13 0 7.64
168. Oct 17, 13 0 7.64
169. Nov 17, 13 0 7.64
170. Dec 17, 13 0 7.64
171. Jan 17, 14 0 7.64
<PAGE>
<TABLE>
[NOMURA LOGO]
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, Class A1--Price/Yield
CUSIP Face $127,000,000.00 Settle at Pricing
Coupon 7.285 Original Balance $127,000,000.00 Accrual begins 10/11/99
Delay 6 Current Balance $127,000,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
<CAPTION>
Price 0CPR 25CPR 50CPR 75CPR 100CPR
Yield
<S> <C> <C> <C> <C> <C>
99-00 7.598 7.598 7.599 7.599 7.601
99-04 7.569 7.569 7.570 7.570 7.572
99-08 7.540 7.540 7.541 7.541 7.543
99-12 7.512 7.512 7.512 7.512 7.513
99-16 7.483 7.483 7.483 7.483 7.484
99-20 7.454 7.454 7.454 7.455 7.455
99-24 7.426 7.426 7.426 7.426 7.426
99-28 7.397 7.397 7.397 7.397 7.397
100-00 7.369 7.369 7.369 7.369 7.368
100-04 7.340 7.340 7.340 7.340 7.339
100-08 7.312 7.312 7.312 7.312 7.311
100-12 7.284 7.284 7.283 7.283 7.282
100-16 7.256 7.255 7.255 7.255 7.253
100-20 7.227 7.227 7.227 7.226 7.225
100-24 7.199 7.199 7.198 7.198 7.196
100-28 7.171 7.171 7.170 7.170 7.167
101-00 7.143 7.143 7.142 7.141 7.139
WAL 5.735 5.721 5.705 5.686 5.606
Mod Durn 4.383 4.376 4.367 4.356 4.312
Principal Window Nov99 to Dec07 Nov99 to Dec07 Nov99 to Nov07 Nov99 to Oct07 Nov99 to Jul07
Maturity #mos 98 98 97 96 93
</TABLE>
- --------------------------------------------------------------------------------
[NOMURA LOGO] Nomura Securities International, Inc.
10/15/99 --------------------------------------------------------------
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The
______S-24 information contained herein is based on sources Nomura
Securities International, Inc. ("Nomura") believes to be
_______S-8 reliable. Nomura makes no representations or warranty such
information is accurate or complete. Nothing herein should be
considered an offer to sell or solicitation of an offer to buy
any securities. All information is hypothetical or preliminary
and subject to change. No such information should be viewed as
projections, forecast, predictions or opinions. The same may
be based on assumptions which may or may not be accurate, and
any such assumption may differ from actual results.
Prospective investors are advised to consult the final
prospectus, prospectus supplement, or private placement
memorandum in connection with their investments. Nomura and
its affiliates may have a position in the securities discussed
herein and may purchase or sell the same on a principal basis,
or as agent for another person. In addition, Nomura and
certain of its affiliates may have acted as an underwriter of
such securities, and may currently be providing investment
banking or other services to the issuers of such securities
and/or borrowers and their affiliates. Nomura Securities
International, Inc. Form No. 124
- --------------------------------------------------------------------------------
APPROVED TO SEND TO CUSTOMERS
<PAGE>
<TABLE>
[NOMURA LOGO]
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, Class A2--Price/Yield
CUSIP Face $322,800,000.00 Settle at Pricing
Coupon 7.546 Original Balance $322,800,000.00 Accrual begins 10/11/99
Delay 6 Current Balance $322,800,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
<CAPTION>
Price 0CPR 25CPR 50CPR 75CPR 100CPR
Yield
<S> <C> <C> <C> <C> <C>
99-00 7.803 7.803 7.803 7.803 7.804
99-04 7.783 7.783 7.783 7.783 7.784
99-08 7.763 7.763 7.763 7.764 7.764
99-12 7.744 7.744 7.744 7.744 7.744
99-16 7.724 7.724 7.724 7.724 7.725
99-20 7.705 7.705 7.705 7.705 7.705
99-24 7.685 7.685 7.685 7.685 7.685
99-28 7.665 7.665 7.665 7.665 7.665
100-00 7.646 7.646 7.646 7.646 7.646
100-04 7.627 7.627 7.627 7.626 7.626
100-08 7.607 7.607 7.607 7.607 7.607
100-12 7.588 7.588 7.588 7.588 7.587
100-16 7.568 7.568 7.568 7.568 7.567
100-20 7.549 7.549 7.549 7.549 7.548
100-24 7.530 7.530 7.530 7.530 7.529
100-28 7.511 7.511 7.510 7.510 7.509
101-00 7.491 7.491 7.491 7.491 7.490
WAL 9.212 9.205 9.196 9.181 9.090
Mod Durn 6.402 6.399 6.394 6.386 6.340
Principal Window Dec07 to Jan10 Dec07 to Dec09 Nov07 to Dec09 Oct07 to Nov09 Jul07 to Oct09
Maturity #mos 123 122 122 121 120
</TABLE>
- --------------------------------------------------------------------------------
[NOMURA LOGO] Nomura Securities International, Inc.
10/15/99 --------------------------------------------------------------
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The
______S-24 information contained herein is based on sources Nomura
Securities International, Inc. ("Nomura") believes to be
_______S-8 reliable. Nomura makes no representations or warranty such
information is accurate or complete. Nothing herein should be
considered an offer to sell or solicitation of an offer to buy
any securities. All information is hypothetical or preliminary
and subject to change. No such information should be viewed as
projections, forecast, predictions or opinions. The same may
be based on assumptions which may or may not be accurate, and
any such assumption may differ from actual results.
Prospective investors are advised to consult the final
prospectus, prospectus supplement, or private placement
memorandum in connection with their investments. Nomura and
its affiliates may have a position in the securities discussed
herein and may purchase or sell the same on a principal basis,
or as agent for another person. In addition, Nomura and
certain of its affiliates may have acted as an underwriter of
such securities, and may currently be providing investment
banking or other services to the issuers of such securities
and/or borrowers and their affiliates. Nomura Securities
International, Inc. Form No. 124
- --------------------------------------------------------------------------------
APPROVED TO SEND TO CUSTOMERS
<PAGE>
<TABLE>
[NOMURA LOGO]
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, Class A3--Price/Yield
CUSIP Face $108,770,000.00 Settle at Pricing
Coupon 7.737 Original Balance $108,770,000.00 Accrual begins 10/11/99
Delay 6 Current Balance $108,770,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
<CAPTION>
Spread 0CPR 25CPR 50CPR 75CPR 100CPR
Yield
<S> <C> <C> <C> <C> <C>
99-00 7.982 7.982 7.982 7.982 7.982
99-04 7.965 7.965 7.965 7.965 7.965
99-08 7.947 7.947 7.947 7.947 7.948
99-12 7.930 7.930 7.930 7.930 7.930
99-16 7.913 7.913 7.913 7.913 7.913
99-20 7.896 7.896 7.896 7.896 7.896
99-24 7.879 7.879 7.879 7.879 7.879
99-28 7.862 7.862 7.862 7.862 7.862
100-00 7.845 7.845 7.845 7.845 7.845
100-04 7.828 7.828 7.828 7.828 7.828
100-08 7.811 7.811 7.811 7.811 7.811
100-12 7.795 7.795 7.795 7.795 7.795
100-16 7.778 7.778 7.778 7.778 7.778
100-20 7.761 7.761 7.761 7.761 7.761
100-24 7.744 7.744 7.744 7.744 7.744
100-28 7.727 7.727 7.727 7.727 7.727
101-00 7.711 7.711 7.711 7.711 7.711
WAL 11.551 11.551 11.550 11.549 11.542
Mod Durn 7.351 7.350 7.350 7.350 7.347
Principal Window Jan10 to Oct12 Dec09 to Oct12 Dec09 to Oct12 Nov09 to Oct12 Oct09 to Oct12
Maturity #mos 156 156 156 156 156
</TABLE>
- --------------------------------------------------------------------------------
[NOMURA LOGO] Nomura Securities International, Inc.
10/15/99 --------------------------------------------------------------
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The
______S-24 information contained herein is based on sources Nomura
Securities International, Inc. ("Nomura") believes to be
_______S-8 reliable. Nomura makes no representations or warranty such
information is accurate or complete. Nothing herein should be
considered an offer to sell or solicitation of an offer to buy
any securities. All information is hypothetical or preliminary
and subject to change. No such information should be viewed as
projections, forecast, predictions or opinions. The same may
be based on assumptions which may or may not be accurate, and
any such assumption may differ from actual results.
Prospective investors are advised to consult the final
prospectus, prospectus supplement, or private placement
memorandum in connection with their investments. Nomura and
its affiliates may have a position in the securities discussed
herein and may purchase or sell the same on a principal basis,
or as agent for another person. In addition, Nomura and
certain of its affiliates may have acted as an underwriter of
such securities, and may currently be providing investment
banking or other services to the issuers of such securities
and/or borrowers and their affiliates. Nomura Securities
International, Inc. Form No. 124
- --------------------------------------------------------------------------------
APPROVED TO SEND TO CUSTOMERS
<PAGE>
<TABLE>
[NOMURA LOGO]
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, Class B--Price/Yield
CUSIP Face $39,061,000.00 Settle at Pricing
Coupon 7.8 Original Balance $39,061,000.00 Accrual begins 10/11/99
Delay 6 Current Balance $39,061,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
<CAPTION>
Price 0CPR 25CPR 50CPR 75CPR 100CPR
Yield
<S> <C> <C> <C> <C> <C>
96-03 8.410 8.411 8.411 8.411 8.413
96-11 8.378 8.378 8.378 8.378 8.380
96-19 8.345 8.345 8.345 8.346 8.348
96-27 8.312 8.313 8.313 8.313 8.315
97-03 8.280 8.280 8.280 8.281 8.282
97-11 8.248 8.248 8.248 8.248 8.250
97-19 8.216 8.216 8.216 8.216 8.217
97-27 8.183 8.184 8.184 8.184 8.185
98-03 8.152 8.152 8.152 8.152 8.153
98-11 8.120 8.120 8.120 8.120 8.121
98-19 8.088 8.088 8.088 8.088 8.089
98-27 8.056 8.056 8.057 8.057 8.057
99-03 8.025 8.025 8.025 8.025 8.025
99-11 7.994 7.994 7.994 7.994 7.994
99-19 7.962 7.962 7.962 7.962 7.962
99-27 7.931 7.931 7.931 7.931 7.931
100-03 7.900 7.900 7.900 7.900 7.900
WAL 13.416 13.404 13.389 13.369 13.273
Mod Durn 7.962 7.958 7.953 7.946 7.914
Principal Window Oct12 to Apr13 Oct12 to Apr13 Oct12 to Apr13 Oct12 to Apr13 Oct12 to Apr13
Maturity #mos 162 162 162 162 162
</TABLE>
- --------------------------------------------------------------------------------
[NOMURA LOGO] Nomura Securities International, Inc.
10/15/99 --------------------------------------------------------------
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The
______S-24 information contained herein is based on sources Nomura
Securities International, Inc. ("Nomura") believes to be
_______S-8 reliable. Nomura makes no representations or warranty such
information is accurate or complete. Nothing herein should be
considered an offer to sell or solicitation of an offer to buy
any securities. All information is hypothetical or preliminary
and subject to change. No such information should be viewed as
projections, forecast, predictions or opinions. The same may
be based on assumptions which may or may not be accurate, and
any such assumption may differ from actual results.
Prospective investors are advised to consult the final
prospectus, prospectus supplement, or private placement
memorandum in connection with their investments. Nomura and
its affiliates may have a position in the securities discussed
herein and may purchase or sell the same on a principal basis,
or as agent for another person. In addition, Nomura and
certain of its affiliates may have acted as an underwriter of
such securities, and may currently be providing investment
banking or other services to the issuers of such securities
and/or borrowers and their affiliates. Nomura Securities
International, Inc. Form No. 124
- --------------------------------------------------------------------------------
APPROVED TO SEND TO CUSTOMERS
<PAGE>
<TABLE>
[NOMURA LOGO]
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, Class C--Price/Yield
CUSIP Face $39,061,000.00 Settle at Pricing
Coupon 7.8 Original Balance $39,061,000.00 Accrual begins 10/11/99
Delay 6 Current Balance $39,061,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
<CAPTION>
Price 0CPR 25CPR 50CPR 75CPR 100CPR
Yield
<S> <C> <C> <C> <C> <C>
93-24 8.718 8.718 8.718 8.718 8.718
94-00 8.684 8.684 8.684 8.684 8.684
94-08 8.651 8.651 8.651 8.651 8.651
94-16 8.617 8.617 8.617 8.617 8.617
94-24 8.584 8.584 8.584 8.584 8.584
95-00 8.551 8.551 8.551 8.551 8.551
95-08 8.518 8.518 8.518 8.518 8.518
95-16 8.485 8.485 8.485 8.485 8.485
95-24 8.452 8.452 8.452 8.452 8.452
96-00 8.419 8.419 8.419 8.419 8.419
96-08 8.387 8.387 8.387 8.387 8.387
96-16 8.354 8.354 8.354 8.354 8.354
96-24 8.322 8.322 8.322 8.322 8.322
97-00 8.290 8.290 8.290 8.290 8.290
97-08 8.258 8.258 8.258 8.258 8.258
97-16 8.226 8.226 8.226 8.226 8.226
97-24 8.194 8.194 8.194 8.194 8.194
WAL 13.584 13.583 13.581 13.580 13.576
Mod Durn 7.940 7.939 7.939 7.938 7.937
Principal Window Apr13 to Jul13 Apr13 to Jul13 Apr13 to Jul13 Apr13 to Jul13 Apr13 to Jul13
Maturity #mos 165 165 165 165 165
</TABLE>
- --------------------------------------------------------------------------------
[NOMURA LOGO] Nomura Securities International, Inc.
10/15/99 --------------------------------------------------------------
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The
______S-24 information contained herein is based on sources Nomura
Securities International, Inc. ("Nomura") believes to be
_______S-8 reliable. Nomura makes no representations or warranty such
information is accurate or complete. Nothing herein should be
considered an offer to sell or solicitation of an offer to buy
any securities. All information is hypothetical or preliminary
and subject to change. No such information should be viewed as
projections, forecast, predictions or opinions. The same may
be based on assumptions which may or may not be accurate, and
any such assumption may differ from actual results.
Prospective investors are advised to consult the final
prospectus, prospectus supplement, or private placement
memorandum in connection with their investments. Nomura and
its affiliates may have a position in the securities discussed
herein and may purchase or sell the same on a principal basis,
or as agent for another person. In addition, Nomura and
certain of its affiliates may have acted as an underwriter of
such securities, and may currently be providing investment
banking or other services to the issuers of such securities
and/or borrowers and their affiliates. Nomura Securities
International, Inc. Form No. 124
- --------------------------------------------------------------------------------
APPROVED TO SEND TO CUSTOMERS
<PAGE>
<TABLE>
[NOMURA LOGO]
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, Class D--Price/Yield
CUSIP Face $11,718,000.00 Settle at Pricing
Coupon 7.8 Original Balance $11,718,000.00 Accrual begins 10/11/99
Delay 6 Current Balance $11,718,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
<CAPTION>
Price 0CPR 25CPR 50CPR 75CPR 100CPR
Yield
<S> <C> <C> <C> <C> <C>
92-04+ 8.924 8.924 8.924 8.924 8.925
92-12+ 8.890 8.890 8.890 8.890 8.891
92-20+ 8.856 8.856 8.856 8.856 8.857
92-28+ 8.822 8.822 8.822 8.822 8.823
93-04+ 8.788 8.788 8.788 8.788 8.789
93-12+ 8.755 8.755 8.755 8.755 8.756
93-20+ 8.721 8.721 8.721 8.722 8.722
93-28+ 8.688 8.688 8.688 8.688 8.689
94-04+ 8.655 8.655 8.655 8.655 8.656
94-12+ 8.622 8.622 8.622 8.622 8.623
94-20+ 8.589 8.589 8.589 8.589 8.590
94-28+ 8.556 8.556 8.556 8.556 8.557
95-04+ 8.524 8.524 8.524 8.524 8.524
95-12+ 8.491 8.491 8.491 8.491 8.492
95-20+ 8.459 8.459 8.459 8.459 8.459
95-28+ 8.426 8.426 8.426 8.426 8.427
96-04+ 8.394 8.394 8.394 8.394 8.395
WAL 13.939 13.938 13.937 13.934 13.907
Mod Durn 7.995 7.995 7.994 7.994 7.985
Principal Window Jul13 to Dec13 Jul13 to Dec13 Jul13 to Dec13 Jul13 to Dec13 Jul13 to Dec13
Maturity #mos 170 170 170 170 170
</TABLE>
- --------------------------------------------------------------------------------
[NOMURA LOGO] Nomura Securities International, Inc.
10/15/99 --------------------------------------------------------------
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The
______S-24 information contained herein is based on sources Nomura
Securities International, Inc. ("Nomura") believes to be
_______S-8 reliable. Nomura makes no representations or warranty such
information is accurate or complete. Nothing herein should be
considered an offer to sell or solicitation of an offer to buy
any securities. All information is hypothetical or preliminary
and subject to change. No such information should be viewed as
projections, forecast, predictions or opinions. The same may
be based on assumptions which may or may not be accurate, and
any such assumption may differ from actual results.
Prospective investors are advised to consult the final
prospectus, prospectus supplement, or private placement
memorandum in connection with their investments. Nomura and
its affiliates may have a position in the securities discussed
herein and may purchase or sell the same on a principal basis,
or as agent for another person. In addition, Nomura and
certain of its affiliates may have acted as an underwriter of
such securities, and may currently be providing investment
banking or other services to the issuers of such securities
and/or borrowers and their affiliates. Nomura Securities
International, Inc. Form No. 124
- --------------------------------------------------------------------------------
APPROVED TO SEND TO CUSTOMERS
<PAGE>
<TABLE>
[NOMURA LOGO]
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, Class E--Price/Yield
CUSIP Face $29,296,000.00 Settle at Pricing
Coupon 7.64 Original Balance $29,296,000.00 Accrual begins 10/11/99
Delay 6 Current Balance $29,296,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
<CAPTION>
Price 0CPR 25CPR 50CPR 75CPR 100CPR
Yield
<S> <C> <C> <C> <C> <C>
84-11+ 9.851 9.851 9.851 9.851 9.852
84-23+ 9.794 9.794 9.794 9.795 9.795
85-03+ 9.738 9.738 9.738 9.738 9.738
85-15+ 9.682 9.682 9.682 9.682 9.682
85-27+ 9.626 9.626 9.626 9.626 9.626
86-07+ 9.571 9.571 9.571 9.571 9.571
86-19+ 9.515 9.516 9.516 9.516 9.516
86-31+ 9.461 9.461 9.461 9.461 9.461
87-11+ 9.406 9.406 9.406 9.407 9.407
87-23+ 9.352 9.352 9.352 9.353 9.353
88-03+ 9.299 9.299 9.299 9.299 9.299
88-15+ 9.245 9.245 9.245 9.245 9.246
88-27+ 9.192 9.192 9.192 9.192 9.192
89-07+ 9.139 9.139 9.139 9.140 9.140
89-19+ 9.087 9.087 9.087 9.087 9.087
89-31+ 9.035 9.035 9.035 9.035 9.035
90-11+ 8.983 8.983 8.983 8.983 8.983
WAL 14.143 14.142 14.141 14.139 14.136
Mod Durn 7.884 7.884 7.883 7.883 7.882
Principal Window Dec13 to Jan14 Dec13 to Jan14 Dec13 to Jan14 Dec13 to Jan14 Dec13 to Dec13
Maturity #mos 171 171 171 171 170
</TABLE>
- --------------------------------------------------------------------------------
[NOMURA LOGO] Nomura Securities International, Inc.
10/15/99 --------------------------------------------------------------
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The
______S-24 information contained herein is based on sources Nomura
Securities International, Inc. ("Nomura") believes to be
_______S-8 reliable. Nomura makes no representations or warranty such
information is accurate or complete. Nothing herein should be
considered an offer to sell or solicitation of an offer to buy
any securities. All information is hypothetical or preliminary
and subject to change. No such information should be viewed as
projections, forecast, predictions or opinions. The same may
be based on assumptions which may or may not be accurate, and
any such assumption may differ from actual results.
Prospective investors are advised to consult the final
prospectus, prospectus supplement, or private placement
memorandum in connection with their investments. Nomura and
its affiliates may have a position in the securities discussed
herein and may purchase or sell the same on a principal basis,
or as agent for another person. In addition, Nomura and
certain of its affiliates may have acted as an underwriter of
such securities, and may currently be providing investment
banking or other services to the issuers of such securities
and/or borrowers and their affiliates. Nomura Securities
International, Inc. Form No. 124
- --------------------------------------------------------------------------------
APPROVED TO SEND TO CUSTOMERS
<PAGE>
<TABLE>
[NOMURA LOGO]
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, Class F--Price/Yield
CUSIP Face $15,624,000.00 Settle at Pricing
Coupon 7.64 Original Balance $15,624,000.00 Accrual begins 10/11/99
Delay 6 Current Balance $15,624,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
<CAPTION>
Price 0CPR 25CPR 50CPR 75CPR 100CPR
Yield
<S> <C> <C> <C> <C> <C>
77-24+ 10.906 10.906 10.906 10.906 10.911
78-04+ 10.843 10.843 10.843 10.843 10.847
78-16+ 10.779 10.779 10.779 10.779 10.783
78-28+ 10.716 10.716 10.716 10.716 10.720
79-08+ 10.654 10.654 10.654 10.654 10.657
79-20+ 10.592 10.592 10.592 10.592 10.595
80-00+ 10.530 10.530 10.530 10.530 10.534
80-12+ 10.469 10.469 10.469 10.469 10.472
80-24+ 10.408 10.408 10.408 10.408 10.411
81-04+ 10.347 10.347 10.347 10.347 10.351
81-16+ 10.287 10.287 10.287 10.287 10.291
81-28+ 10.228 10.228 10.228 10.228 10.231
82-08+ 10.169 10.169 10.169 10.169 10.172
82-20+ 10.110 10.110 10.110 10.110 10.113
83-00+ 10.051 10.051 10.051 10.051 10.054
83-12+ 9.993 9.993 9.993 9.993 9.996
83-24+ 9.936 9.936 9.936 9.936 9.939
WAL 14.219 14.219 14.219 14.219 14.183
Mod Durn 7.626 7.626 7.626 7.626 7.616
Principal Window Jan14 to Jan14 Jan14 to Jan14 Jan14 to Jan14 Jan14 to Jan14 Dec13 to Jan14
Maturity #mos 171 171 171 171 171
</TABLE>
- --------------------------------------------------------------------------------
[NOMURA LOGO] Nomura Securities International, Inc.
10/15/99 --------------------------------------------------------------
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The
______S-24 information contained herein is based on sources Nomura
Securities International, Inc. ("Nomura") believes to be
_______S-8 reliable. Nomura makes no representations or warranty such
information is accurate or complete. Nothing herein should be
considered an offer to sell or solicitation of an offer to buy
any securities. All information is hypothetical or preliminary
and subject to change. No such information should be viewed as
projections, forecast, predictions or opinions. The same may
be based on assumptions which may or may not be accurate, and
any such assumption may differ from actual results.
Prospective investors are advised to consult the final
prospectus, prospectus supplement, or private placement
memorandum in connection with their investments. Nomura and
its affiliates may have a position in the securities discussed
herein and may purchase or sell the same on a principal basis,
or as agent for another person. In addition, Nomura and
certain of its affiliates may have acted as an underwriter of
such securities, and may currently be providing investment
banking or other services to the issuers of such securities
and/or borrowers and their affiliates. Nomura Securities
International, Inc. Form No. 124
- --------------------------------------------------------------------------------
APPROVED TO SEND TO CUSTOMERS
