SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 8-K/A
CURRENT REPORT
PURSUANT TO SECTION 13 OR 15(D) OF THE
SECURITIES AND EXCHANGE ACT OF 1934
DATE OF REPORT: OCTOBER 22, 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 "Collateral Term Sheet" and the "Computational
Materials", respectively) furnished to the Registrant by Goldman, Sachs & Co.,
Nomura Securities International, Inc. and Donaldson, Lufkin & Jenrette
Securities Corporation (the "Underwriters"), the Underwriters 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 Collateral Term Sheet and the Computational
Materials by reference in the Registration Statement.
The Collateral Term Sheet and the Computational Materials were
prepared solely by the Underwriters, and the Registrant did not prepare or
participate in the preparation of the Collateral Term Sheet and the
Computational Materials.
Any statement or information contained in the Collateral Term Sheet
and the Computational Materials shall be deemed to be modified or superseded for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 Collateral Term Sheet
99.2 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: Vcie President
Date: October 22, 1999
<PAGE>
EXHIBIT INDEX
Exhibit No. Description Paper (P) or Electronic (E)
----------- ----------- ---------------------------
99.1 Collateral Term Sheet E
99.2 Computational Materials E
COMMERCIAL MORTGAGE ASSET TRUST
COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 1999-C2
ADDENDUM TO STRUCTURAL AND COLLATERAL TERM SHEET - OCTOBER 14, 1999
Accor-M-Six Limited Partnership
- -------------------------------
<TABLE>
<CAPTION>
Loan No. Asset No. Property Name Address City State TTM Occupancy 1 TTM Gross Revenues 1
- -------- --------- ------------- ------- ---- ----- --------------- --------------------
<S> <C> <C> <C> <C> <C> <C> <C>
3 1 1078 65 Newbury Street Danvers MA 77.30% $ 1,698,642
3 2 1268 10 Roosevelt Road Villa Park IL 78.10% $ 1,434,926
3 3 775 6330 Debonair Lane Speedway IN 58.80% $ 1,398,507
3 4 739 2400 Biddle Rd Medford OR 77.20% $ 1,441,358
3 5 1040 1535 Milwaukee Ave Glenview IL 73.50% $ 1,322,726
3 6 253 1800 North East Seventh Grants Pass OR 63.60% $ 1,160,476
3 7 245 52624 US Hwy 31 N South Bend IN 56.10% $ 1,156,508
3 8 700 7707 Lee Hwy Chattanooga TN 64.30% $ 787,508
3 9 1059 88 Burnett Road Chicopee MA 60.80% $ 776,927
3 10 1254 8290 Louisiana Street Merrillville IN 66.50% $ 993,273
3 11 1283 1283 Motel 6 Drive Washington PA 61.70% $ 859,057
3 12 156 95 Wallace Rd Nashville TN 64.80% $ 1,050,305
3 13 699 323 Cartwright Rd Goodlettsville TN 50.00% $ 583,751
3 14 784 1800 Winnetka Circle Rolling Meadows IL 62.70% $ 1,145,298
[1] As of June 30, 1999
</TABLE>
This material is for your private information and we are not soliciting any
action based upon it. This material is not to be construed as an offer to sell
or the solicitation of any offer to buy any security. This material is based on
sources that we consider reliable, but we do not represent that it is accurate
or complete and it should not be relied upon as such. By accepting this
material, the recipient agrees that it will not distribute or provide the
material to any other person. The information contained in this material may be
based on assumptions regarding market conditions and other matters as reflected
therein. We make no representations regarding the reasonableness of such
assumptions or the likelihood that any of such assumptions will coincide with
actual market conditions or events, and this material should not be relied upon
for such purposes. We and our affiliates, officers, directors, partners and
employees, including persons involved in the preparation or issuance of this
material may, from time to time, have long or short positions in, and buy and
sell, the securities mentioned therein or derivatives thereof (including
options). This material may be filed with the Securities and Exchange Commission
(the "SEC") and incorporated by reference into an effective registration
statement previously filed with the SEC under Rule 415 of the Securities Act of
1933, including in cases where the material does not pertain to securities that
are ultimately offered for sale pursuant to such registration statement.
Information contained in this material is current as of the date appearing on
this material only. Information in this material regarding any assets backing
any securities discussed herein supersedes all prior information regarding such
assets. All information in this Term Sheet, whether regarding the assets backing
any securities discussed herein or otherwise, is hypothetical and preliminary,
is expected to change and will be superseded by the information contained in the
final prospectus. Accordingly, prospective investors are advised to carefully
read, and should rely solely on, the final prospectus relating to the
certificates referred to herein in making their investment decision.
- ----------------
[NOMURA LOGO]
- ----------------
- --------------------------------------------------------------------------------
NOMURA SECURITIES INTERNATIONAL, INC.
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The information contained
herein is based on sources Nomura Securities International, Inc. ("Nomura")
believes to 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, 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.
Copyright 1995. Nomura Securities International, Inc. Form No. 124
- --------------------------------------------------------------------------------
APPROVED TO SEND TO CUSTOMERS
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, CLASS A1
CUSIP All tranches-full face Settle 10/28/99
Coupon 7.282 Original Balanc $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
0CPR/0CDR
<TABLE>
<CAPTION>
Princ Accrued Interest
Period / Date Principal Interest Cash Flow Balance Writedown Interest Shortfall Coupon
- ------------- --------- -------- --------- ------- --------- -------- --------- ------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Total 127,000,000.00 53,301,042.48 180,301,042.48 0.00 53,301,042.48 0.00
0. Oct 28, 99 0.00 0.00 0.00 127,000,000.00 0.00 0.00 0.00 0.000
1. Nov 17, 99 495,813.50 770,678.33 1,266,491.83 126,504,186.50 0.00 770,678.33 0.00 7.282
2. Dec 17, 99 661,975.34 767,669.57 1,429,644.92 125,842,211.16 0.00 767,669.57 0.00 7.282
3. Jan 17, 00 511,741.94 763,652.48 1,275,394.43 125,330,469.21 0.00 763,652.48 0.00 7.282
4. Feb 17, 00 515,189.51 760,547.06 1,275,736.57 124,815,279.71 0.00 760,547.06 0.00 7.282
5. Mar 17, 00 827,354.38 757,420.72 1,584,775.10 123,987,925.33 0.00 757,420.72 0.00 7.282
6. Apr 17, 00 524,278.33 752,400.06 1,276,678.39 123,463,647.00 0.00 752,400.06 0.00 7.282
7. May 17, 00 681,862.89 749,218.56 1,431,081.46 122,781,784.10 0.00 749,218.56 0.00 7.282
8. Jun 17, 00 532,427.53 745,080.79 1,277,508.33 122,249,356.57 0.00 745,080.79 0.00 7.282
9. Jul 17, 00 689,802.78 741,849.85 1,431,652.62 121,559,553.79 0.00 741,849.85 0.00 7.282
10. Aug 17, 00 540,686.01 737,663.89 1,278,349.90 121,018,867.78 0.00 737,663.89 0.00 7.282
11. Sep 17, 00 544,330.22 734,382.83 1,278,713.05 120,474,537.56 0.00 734,382.83 0.00 7.282
12. Oct 17, 00 701,399.69 731,079.65 1,432,479.34 119,773,137.87 0.00 731,079.65 0.00 7.282
13. Nov 17, 00 552,748.20 726,823.33 1,279,571.52 119,220,389.68 0.00 726,823.33 0.00 7.282
14. Dec 17, 00 709,601.46 723,469.06 1,433,070.53 118,510,788.21 0.00 723,469.06 0.00 7.282
15. Jan 17, 01 561,279.08 719,162.97 1,280,442.05 117,949,509.13 0.00 719,162.97 0.00 7.282
16. Feb 17, 01 565,063.12 715,756.94 1,280,820.06 117,384,446.01 0.00 715,756.94 0.00 7.282
17. Mar 17, 01 1,027,054.48 712,327.95 1,739,382.42 116,357,391.54 0.00 712,327.95 0.00 7.282
18. Apr 17, 01 575,860.54 706,095.44 1,281,955.98 115,781,531.00 0.00 706,095.44 0.00 7.282
19. May 17, 01 732,120.38 702,600.92 1,434,721.30 115,049,410.62 0.00 702,600.92 0.00 7.282
20. Jun 17, 01 584,701.80 698,158.17 1,282,859.98 114,464,708.81 0.00 698,158.17 0.00 7.282
21. Jul 17, 01 740,734.58 694,610.01 1,435,344.58 113,723,974.24 0.00 694,610.01 0.00 7.282
22. Aug 17, 01 593,661.68 690,114.98 1,283,776.66 113,130,312.56 0.00 690,114.98 0.00 7.282
23. Sep 17, 01 597,665.93 686,512.45 1,284,178.38 112,532,646.63 0.00 686,512.45 0.00 7.282
24. Oct 17, 01 753,365.71 682,885.61 1,436,251.32 111,779,280.92 0.00 682,885.61 0.00 7.282
25. Nov 17, 01 606,799.63 678,313.94 1,285,113.56 111,172,481.30 0.00 678,313.94 0.00 7.282
26. Dec 17, 01 762,264.84 674,631.67 1,436,896.51 110,410,216.46 0.00 674,631.67 0.00 7.282
27. Jan 17, 02 616,055.87 670,006.00 1,286,061.87 109,794,160.59 0.00 670,006.00 0.00 7.282
28. Feb 17, 02 620,212.26 666,267.56 1,286,479.83 109,173,948.33 0.00 666,267.56 0.00 7.282
29. Mar 17, 02 1,077,205.22 662,503.91 1,739,709.13 108,096,743.10 0.00 662,503.91 0.00 7.282
30. Apr 17, 02 631,725.51 655,967.07 1,287,692.58 107,465,017.59 0.00 655,967.07 0.00 7.282
31. May 17, 02 786,550.79 652,133.55 1,438,684.33 106,678,466.81 0.00 652,133.55 0.00 7.282
32. Jun 17, 02 641,316.60 647,360.50 1,288,677.10 106,037,150.20 0.00 647,360.50 0.00 7.282
33. Jul 17, 02 795,895.59 643,468.77 1,439,364.36 105,241,254.61 0.00 643,468.77 0.00 7.282
34. Aug 17, 02 651,036.43 638,639.01 1,289,675.44 104,590,218.19 0.00 638,639.01 0.00 7.282
35. Sep 17, 02 655,430.79 634,688.31 1,290,119.10 103,934,787.40 0.00 634,688.31 0.00 7.282
36. Oct 17, 02 809,647.28 630,710.93 1,440,358.22 103,125,140.12 0.00 630,710.93 0.00 7.282
37. Nov 17, 02 665,339.95 625,797.73 1,291,137.68 102,459,800.17 0.00 625,797.73 0.00 7.282
38. Dec 17, 02 819,301.99 621,760.22 1,441,062.21 101,640,498.17 0.00 621,760.22 0.00 7.282
39. Jan 17, 03 675,382.13 616,788.42 1,292,170.56 100,965,116.04 0.00 616,788.42 0.00 7.282
40. Feb 17, 03 679,941.97 612,689.98 1,292,631.95 100,285,174.07 0.00 612,689.98 0.00 7.282
41. Mar 17, 03 1,131,521.52 608,563.86 1,740,085.39 99,153,652.55 0.00 608,563.86 0.00 7.282
42. Apr 17, 03 692,230.81 601,697.41 1,293,928.23 98,461,421.74 0.00 601,697.41 0.00 7.282
43. May 17, 03 845,502.53 597,496.73 1,442,999.26 97,615,919.21 0.00 597,496.73 0.00 7.282
44. Jun 17, 03 702,634.36 592,365.94 1,295,000.30 96,913,284.85 0.00 592,365.94 0.00 7.282
45. Jul 17, 03 855,638.96 588,102.12 1,443,741.07 96,057,645.89 0.00 588,102.12 0.00 7.282
46. Aug 17, 03 713,177.60 582,909.81 1,296,087.42 95,344,468.28 0.00 582,909.81 0.00 7.282
47. Sep 17, 03 717,994.65 578,582.02 1,296,576.67 94,626,473.63 0.00 578,582.02 0.00 7.282
48. Oct 17, 03 870,604.80 574,224.98 1,444,829.79 93,755,868.83 0.00 574,224.98 0.00 7.282
49. Nov 17, 03 728,744.05 568,941.86 1,297,685.92 93,027,124.78 0.00 568,941.86 0.00 7.282
50. Dec 17, 03 881,078.21 564,519.60 1,445,597.81 92,146,046.56 0.00 564,519.60 0.00 7.282
51. Jan 17, 04 739,637.82 559,172.93 1,298,810.75 91,406,408.74 0.00 559,172.93 0.00 7.282
52. Feb 17, 04 744,634.80 554,684.56 1,299,319.36 90,661,773.94 0.00 554,684.56 0.00 7.282
53. Mar 17, 04 1,043,456.11 550,165.86 1,593,621.97 89,618,317.83 0.00 550,165.86 0.00 7.282
54. Apr 17, 04 756,752.96 543,833.83 1,300,586.79 88,861,564.87 0.00 543,833.83 0.00 7.282
55. May 17, 04 908,368.06 539,241.60 1,447,609.65 87,953,196.81 0.00 539,241.60 0.00 7.282
56. Jun 17, 04 768,023.04 533,729.32 1,301,752.36 87,185,173.77 0.00 533,729.32 0.00 7.282
57. Jul 17, 04 919,348.79 529,068.70 1,448,417.49 86,265,824.98 0.00 529,068.70 0.00 7.282
58. Aug 17, 04 779,444.51 523,489.78 1,302,934.29 85,486,380.47 0.00 523,489.78 0.00 7.282
59. Sep 17, 04 784,712.38 518,759.85 1,303,472.23 84,701,668.09 0.00 518,759.85 0.00 7.282
60. Oct 17, 04 935,609.61 513,997.96 1,449,607.57 83,766,058.48 0.00 513,997.96 0.00 7.282
61. Nov 17, 04 796,357.95 508,320.36 1,304,678.32 82,969,700.53 0.00 508,320.36 0.00 7.282
62. Dec 17, 04 946,956.21 503,487.80 1,450,444.01 82,022,744.32 0.00 503,487.80 0.00 7.282
63. Jan 17, 05 808,159.99 497,741.35 1,305,901.35 81,214,584.32 0.00 497,741.35 0.00 7.282
64. Feb 17, 05 813,623.22 492,837.17 1,306,460.39 80,400,961.11 0.00 492,837.17 0.00 7.282
65. Mar 17, 05 1,253,087.42 487,899.83 1,740,987.26 79,147,873.68 0.00 487,899.83 0.00 7.282
66. Apr 17, 05 827,648.80 480,295.68 1,307,944.48 78,320,224.89 0.00 480,295.68 0.00 7.282
67. May 17, 05 977,443.92 475,273.23 1,452,717.15 77,342,780.97 0.00 475,273.23 0.00 7.282
68. Jun 17, 05 839,871.61 469,341.78 1,309,213.39 76,502,909.35 0.00 469,341.78 0.00 7.282
69. Jul 17, 05 989,352.97 464,245.15 1,453,598.12 75,513,556.39 0.00 464,245.15 0.00 7.282
70. Aug 17, 05 852,258.70 458,241.43 1,310,500.13 74,661,297.69 0.00 458,241.43 0.00 7.282
71. Sep 17, 05 858,022.24 453,069.64 1,311,091.89 73,803,275.45 0.00 453,069.64 0.00 7.282
72. Oct 17, 05 1,007,037.61 447,862.88 1,454,900.49 72,796,237.83 0.00 447,862.88 0.00 7.282
73. Nov 17, 05 870,653.17 441,751.84 1,312,405.01 71,925,584.66 0.00 441,751.84 0.00 7.282
74. Dec 17, 05 1,019,344.31 436,468.42 1,455,812.73 70,906,240.36 0.00 436,468.42 0.00 7.282
75. Jan 17, 06 883,453.87 430,282.70 1,313,736.58 70,022,786.48 0.00 430,282.70 0.00 7.282
76. Feb 17, 06 889,429.75 424,921.61 1,314,351.36 69,133,356.73 0.00 424,921.61 0.00 7.282
77. Mar 17, 06 1,322,024.05 419,524.25 1,741,548.30 67,811,332.69 0.00 419,524.25 0.00 7.282
78. Apr 17, 06 904,440.88 411,501.77 1,315,942.66 66,906,891.80 0.00 411,501.77 0.00 7.282
79. May 17, 06 1,052,264.88 406,013.32 1,458,278.20 65,854,626.92 0.00 406,013.32 0.00 7.282
80. Jun 17, 06 917,696.11 399,627.83 1,317,323.93 64,936,930.82 0.00 399,627.83 0.00 7.282
81. Jul 17, 06 1,057,013.20 394,058.94 1,451,072.14 63,879,917.62 0.00 394,058.94 0.00 7.282
82. Aug 17, 06 922,911.24 387,644.63 1,310,555.87 62,957,006.38 0.00 387,644.63 0.00 7.282
83. Sep 17, 06 929,159.96 382,044.10 1,311,204.06 62,027,846.42 0.00 382,044.10 0.00 7.282
84. Oct 17, 06 1,076,089.89 376,405.65 1,452,495.54 60,951,756.53 0 376,405.65 0 7.282
85. Nov 17, 06 942,753.77 369,875.58 1,312,629.35 60,009,002.76 0 369,875.58 0 7.282
86. Dec 17, 06 1,089,334.83 364,154.63 1,453,489.47 58,919,667.93 0 364,154.63 0 7.282
87. Jan 17, 07 956,530.48 357,544.18 1,314,074.66 57,963,137.45 0 357,544.18 0 7.282
88. Feb 17, 07 963,008.26 351,739.64 1,314,747.90 57,000,129.19 0 351,739.64 0 7.282
89. Mar 17, 07 1,388,148.20 345,895.78 1,734,043.98 55,611,981.00 0 345,895.78 0 7.282
90. Apr 17, 07 978,979.38 337,472.04 1,316,451.42 54,633,001.62 0 337,472.04 0 7.282
91. May 17, 07 1,124,630.95 331,531.26 1,456,162.22 53,508,370.66 0 331,531.26 0 7.282
92. Jun 17, 07 19,058,892.30 324,706.63 19,383,598.93 34,449,478.36 0 324,706.63 0 7.282
93. Jul 17, 07 1,104,500.65 209,050.92 1,313,551.57 33,344,977.71 0 209,050.92 0 7.282
94. Aug 17, 07 4,318,626.53 202,348.44 4,520,974.97 29,026,351.18 0 202,348.44 0 7.282
95. Sep 17, 07 11,506,187.21 176,141.57 11,682,328.79 17,520,163.96 0 176,141.57 0 7.282
96. Oct 17, 07 1,100,422.98 106,318.19 1,206,741.18 16,419,740.98 0 106,318.19 0 7.282
97. Nov 17, 07 8,126,880.28 99,640.46 8,226,520.74 8,292,860.70 0 99,640.46 0 7.282
98. Dec 17, 07 8,292,860.70 50,323.84 8,343,184.54 0 0 50,323.84 0 7.282
</TABLE>
<PAGE>
- ----------------
[NOMURA LOGO]
- ----------------
- --------------------------------------------------------------------------------
NOMURA SECURITIES INTERNATIONAL, INC.
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The information contained
herein is based on sources Nomura Securities International, Inc. ("Nomura")
believes to 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, 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.
Copyright 1995. Nomura Securities International, Inc. Form No. 124
- --------------------------------------------------------------------------------
APPROVED TO SEND TO CUSTOMERS
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, CLASS A2
CUSIP All tranches-full face Settle 10/28/99
Coupon 7.527 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
0CPR/0CDR
<TABLE>
<CAPTION>
Princ Accrued Interest
Period / Date Principal Interest Cash Flow Balance Writedown Interest Shortfall Coupon
- ------------- --------- -------- --------- ------- --------- -------- --------- ------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Total 322,800,000.00 224,247,120.52 547,047,120.52 0.00 224,247,120.52 0.00
0. Oct 28, 99 0.00 0.00 0.00 322,800,000.00 0.00 0.00 0.00 0.000
1. Nov 17, 99 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
2. Dec 17, 99 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
3. Jan 17, 00 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
4. Feb 17, 00 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
5. Mar 17, 00 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
6. Apr 17, 00 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
7. May 17, 00 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
8. Jun 17, 00 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
9. Jul 17, 00 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
10. Aug 17, 00 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
11. Sep 17, 00 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
12. Oct 17, 00 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
13. Nov 17, 00 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
14. Dec 17, 00 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
15. Jan 17, 01 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
16. Feb 17, 01 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
17. Mar 17, 01 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
18. Apr 17, 01 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
19. May 17, 01 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
20. Jun 17, 01 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
21. Jul 17, 01 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
22. Aug 17, 01 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
23. Sep 17, 01 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
24. Oct 17, 01 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
25. Nov 17, 01 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
26. Dec 17, 01 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
27. Jan 17, 02 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
28. Feb 17, 02 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
29. Mar 17, 02 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
30. Apr 17, 02 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
31. May 17, 02 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
32. Jun 17, 02 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
33. Jul 17, 02 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
34. Aug 17, 02 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
35. Sep 17, 02 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
36. Oct 17, 02 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
37. Nov 17, 02 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
38. Dec 17, 02 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
39. Jan 17, 03 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
40. Feb 17, 03 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
41. Mar 17, 03 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
42. Apr 17, 03 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
43. May 17, 03 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
44. Jun 17, 03 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
45. Jul 17, 03 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
46. Aug 17, 03 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
47. Sep 17, 03 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
48. Oct 17, 03 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
49. Nov 17, 03 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
50. Dec 17, 03 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
51. Jan 17, 04 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
52. Feb 17, 04 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
53. Mar 17, 04 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
54. Apr 17, 04 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
55. May 17, 04 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
56. Jun 17, 04 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
57. Jul 17, 04 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
58. Aug 17, 04 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
59. Sep 17, 04 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
60. Oct 17, 04 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
61. Nov 17, 04 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
62. Dec 17, 04 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
63. Jan 17, 05 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
64. Feb 17, 05 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
65. Mar 17, 05 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
66. Apr 17, 05 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
67. May 17, 05 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
68. Jun 17, 05 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
69. Jul 17, 05 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
70. Aug 17, 05 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
71. Sep 17, 05 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
72. Oct 17, 05 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
73. Nov 17, 05 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
74. Dec 17, 05 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
75. Jan 17, 06 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
76. Feb 17, 06 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
77. Mar 17, 06 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
78. Apr 17, 06 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
79. May 17, 06 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
80. Jun 17, 06 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
81. Jul 17, 06 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
82. Aug 17, 06 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
83. Sep 17, 06 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0.00 2,024,763.00 0.00 7.527
84. Oct 17, 06 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0 2,024,763.00 0 7.527
85. Nov 17, 06 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0 2,024,763.00 0 7.527
86. Dec 17, 06 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0 2,024,763.00 0 7.527
87. Jan 17, 07 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0 2,024,763.00 0 7.527
88. Feb 17, 07 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0 2,024,763.00 0 7.527
89. Mar 17, 07 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0 2,024,763.00 0 7.527
90. Apr 17, 07 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0 2,024,763.00 0 7.527
91. May 17, 07 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0 2,024,763.00 0 7.527
92. Jun 17, 07 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0 2,024,763.00 0 7.527
93. Jul 17, 07 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0 2,024,763.00 0 7.527
94. Aug 17, 07 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0 2,024,763.00 0 7.527
95. Sep 17, 07 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0 2,024,763.00 0 7.527
96. Oct 17, 07 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0 2,024,763.00 0 7.527
97. Nov 17, 07 0.00 2,024,763.00 2,024,763.00 322,800,000.00 0 2,024,763.00 0 7.527
98. Dec 17, 07 10,773,079.41 2,024,763.00 12,797,842.41 312026920.6 0 2,024,763.00 0 7.527
99. Jan 17, 08 28748223 1957188.86 30705411.86 283278697.6 0 1957188.86 0 7.527
100. Feb 17, 08 922802.18 1776865.63 2699667.81 282355895.4 0 1776865.63 0 7.527
101. Mar 17, 08 4656643.82 1771077.35 6427721.17 277699251.6 0 1771077.35 0 7.527
102. Apr 17, 08 9861372.62 1741868.56 11603241.17 267837879 0 1741868.56 0 7.527
103. May 17, 08 5407264.28 1680013.1 7087277.38 262430614.7 0 1680013.1 0 7.527
104. Jun 17, 08 10616792.05 1646096.03 12262888.08 251813822.7 0 1646096.03 0 7.527
105. Jul 17, 08 3491646.33 1579502.2 5071148.53 248322176.3 0 1579502.2 0 7.527
106. Aug 17, 08 32153069.77 1557600.85 33710670.62 216169106.6 0 1557600.85 0 7.527
107. Sep 17, 08 6524200.88 1355920.72 7880121.61 209644905.7 0 1355920.72 0 7.527
108. Oct 17, 08 2222352.81 1314997.67 3537350.48 207422552.9 0 1314997.67 0 7.527
109. Nov 17, 08 6738214.41 1301057.96 8039272.37 200684338.5 0 1301057.96 0 7.527
110. Dec 17, 08 3351270.12 1258792.51 4610062.63 197333068.3 0 1258792.51 0 7.527
111. Jan 17, 09 22142273.29 1237771.67 23380044.97 175190795 0 1237771.67 0 7.527
112. Feb 17, 09 44960301.26 1098884.26 46059185.52 130230493.8 0 1098884.26 0 7.527
113. Mar 17, 09 4607283.2 816870.77 5424153.97 125623210.6 0 816870.77 0 7.527
114. Apr 17, 09 35280120.02 787971.59 36068091.61 90343090.56 0 787971.59 0 7.527
115. May 17, 09 1018151.15 566677.04 1584828.19 89324939.41 0 566677.04 0 7.527
116. Jun 17, 09 7557704.93 560290.68 8117995.61 81767234.49 0 560290.68 0 7.527
117. Jul 17, 09 1019849.6 512884.98 1532734.58 80747384.89 0 512884.98 0 7.527
118. Aug 17, 09 951318.16 506487.97 1457806.13 79796066.73 0 506487.97 0 7.527
119. Sep 17, 09 36038873.76 500520.83 36539394.59 43757192.96 0 500520.83 0 7.527
120. Oct 17, 09 42019702.8 274466.99 42294169.79 1737490.16 0 274466.99 0 7.527
121. Nov 17, 09 838345.25 10898.41 849243.66 899144.91 0 10898.41 0 7.527
122. Dec 17, 09 899144.91 5639.89 904784.8 0 0 5639.89 0 7.527
</TABLE>
<PAGE>
- ----------------
[NOMURA LOGO]
- ----------------
- --------------------------------------------------------------------------------
NOMURA SECURITIES INTERNATIONAL, INC.
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The information contained
herein is based on sources Nomura Securities International, Inc. ("Nomura")
believes to 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, 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.
Copyright 1995. Nomura Securities International, Inc. Form No. 124
- --------------------------------------------------------------------------------
APPROVED TO SEND TO CUSTOMERS
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, CLASS A3
CUSIP All tranches-full face Settle 10/28/99
Coupon 7.695 Original Balance $108,721,000.00 Accrual begins 10/11/99
Delay 6 Current Balance $108,721,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
0CPR/0CDR
<TABLE>
<CAPTION>
Princ Accrued Interest
Period / Date Principal Interest Cash Flow Balance Writedown Interest Shortfall Coupon
- ------------- --------- -------- --------- ------- --------- -------- --------- ------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Total 108,721,000.00 96,866,471.39 205,587,471.39 0.00 96,866,471.39 0.00
0. Oct 28, 99 0.00 0.00 0.00 108,721,000.00 0.00 0.00 0.00 0.000
1. Nov 17, 99 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
2. Dec 17, 99 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
3. Jan 17, 00 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
4. Feb 17, 00 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
5. Mar 17, 00 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
6. Apr 17, 00 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
7. May 17, 00 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
8. Jun 17, 00 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
9. Jul 17, 00 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
10. Aug 17, 00 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
11. Sep 17, 00 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
12. Oct 17, 00 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
13. Nov 17, 00 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
14. Dec 17, 00 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
15. Jan 17, 01 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
16. Feb 17, 01 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
17. Mar 17, 01 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
18. Apr 17, 01 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
19. May 17, 01 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
20. Jun 17, 01 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
21. Jul 17, 01 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
22. Aug 17, 01 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
23. Sep 17, 01 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
24. Oct 17, 01 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
25. Nov 17, 01 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
26. Dec 17, 01 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
27. Jan 17, 02 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
28. Feb 17, 02 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
29. Mar 17, 02 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
30. Apr 17, 02 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
31. May 17, 02 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
32. Jun 17, 02 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
33. Jul 17, 02 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
34. Aug 17, 02 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
35. Sep 17, 02 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
36. Oct 17, 02 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
37. Nov 17, 02 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
38. Dec 17, 02 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
39. Jan 17, 03 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
40. Feb 17, 03 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
41. Mar 17, 03 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
42. Apr 17, 03 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
43. May 17, 03 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
44. Jun 17, 03 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
45. Jul 17, 03 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
46. Aug 17, 03 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
47. Sep 17, 03 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
48. Oct 17, 03 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
49. Nov 17, 03 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
50. Dec 17, 03 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
51. Jan 17, 04 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
52. Feb 17, 04 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
53. Mar 17, 04 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
54. Apr 17, 04 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
55. May 17, 04 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
56. Jun 17, 04 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
57. Jul 17, 04 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
58. Aug 17, 04 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
59. Sep 17, 04 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
60. Oct 17, 04 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
61. Nov 17, 04 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
62. Dec 17, 04 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
63. Jan 17, 05 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
64. Feb 17, 05 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
65. Mar 17, 05 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
66. Apr 17, 05 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
67. May 17, 05 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
68. Jun 17, 05 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
69. Jul 17, 05 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
70. Aug 17, 05 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
71. Sep 17, 05 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
72. Oct 17, 05 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
73. Nov 17, 05 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
74. Dec 17, 05 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
75. Jan 17, 06 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
76. Feb 17, 06 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
77. Mar 17, 06 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
78. Apr 17, 06 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
79. May 17, 06 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
80. Jun 17, 06 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
81. Jul 17, 06 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
82. Aug 17, 06 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
83. Sep 17, 06 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
84. Oct 17, 06 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
85. Nov 17, 06 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
86. Dec 17, 06 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
87. Jan 17, 07 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
88. Feb 17, 07 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
89. Mar 17, 07 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
90. Apr 17, 07 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
91. May 17, 07 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
92. Jun 17, 07 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
93. Jul 17, 07 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
94. Aug 17, 07 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
95. Sep 17, 07 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
96. Oct 17, 07 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
97. Nov 17, 07 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
98. Dec 17, 07 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
99. Jan 17, 08 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
100. Feb 17, 08 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
101. Mar 17, 08 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
102. Apr 17, 08 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
103. May 17, 08 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
104. Jun 17, 08 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
105. Jul 17, 08 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
106. Aug 17, 08 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
107. Sep 17, 08 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
108. Oct 17, 08 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
109. Nov 17, 08 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
110. Dec 17, 08 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
111. Jan 17, 09 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
112. Feb 17, 09 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
113. Mar 17, 09 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
114. Apr 17, 09 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
115. May 17, 09 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
116. Jun 17, 09 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
117. Jul 17, 09 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
118. Aug 17, 09 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
119. Sep 17, 09 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
120. Oct 17, 09 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
121. Nov 17, 09 0.00 697,173.41 697,173.41 108,721,000.00 0.00 697,173.41 0.00 7.695
122. Dec 17, 09 3,703.63 697,173.41 700,877.04 108,717,296.37 0.00 697,173.41 0.00 7.695
123. Jan 17, 10 3,605,461.02 697,149.66 4,302,610.68 105,111,835.35 0.00 697,149.66 0.00 7.695
124. Feb 17, 10 19,116,760.04 674,029.64 19,790,789.69 85,995,075.31 0.00 674,029.64 0.00 7.695
125. Mar 17, 10 989,604.82 551,443.42 1,541,048.24 85,005,470.49 0.00 551,443.42 0.00 7.695
126. Apr 17, 10 835,178.60 545,097.58 1,380,276.18 84,170,291.89 0.00 545,097.58 0.00 7.695
127. May 17, 10 894,258.58 539,742.00 1,434,000.58 83,276,033.31 0.00 539,742.00 0.00 7.695
128. Jun 17, 10 846,833.72 534,007.56 1,380,841.28 82,429,199.59 0.00 534,007.56 0.00 7.695
129. Jul 17, 10 905,760.57 528,577.24 1,434,337.81 81,523,439.02 0.00 528,577.24 0.00 7.695
130. Aug 17, 10 858,646.02 522,769.05 1,381,415.07 80,664,793.00 0.00 522,769.05 0.00 7.695
131. Sep 17, 10 864,423.44 517,262.99 1,381,686.42 79,800,369.56 0.00 517,262.99 0.00 7.695
132. Oct 17, 10 923,121.24 511,719.87 1,434,841.11 78,877,248.33 0.00 511,719.87 0.00 7.695
133. Nov 17, 10 30,365,054.97 505,800.35 30,870,855.32 48,512,193.36 0.00 505,800.35 0.00 7.695
134. Dec 17, 10 882,842.39 311,084.44 1,193,926.83 47,629,350.97 0.00 311,084.44 0.00 7.695
135. Jan 17, 11 842,954.22 305,423.21 1,148,377.43 46,786,396.75 0.00 305,423.21 0.00 7.695
136. Feb 17, 11 848,608.10 300,017.77 1,148,625.86 45,937,788.66 0.00 300,017.77 0.00 7.695
137. Mar 17, 11 990,801.11 294,576.07 1,285,377.18 44,946,987.54 0.00 294,576.07 0.00 7.695
138. Apr 17, 11 861,002.64 288,222.56 1,149,225.20 44,085,984.91 0.00 288,222.56 0.00 7.695
139. May 17, 11 912,032.31 282,701.38 1,194,733.69 43,173,952.59 0.00 282,701.38 0.00 7.695
140. Jun 17, 11 872,916.42 276,852.97 1,149,769.39 42,301,036.17 0.00 276,852.97 0.00 7.695
141. Jul 17, 11 923,797.45 271,255.39 1,195,052.85 41,377,238.72 0.00 271,255.39 0.00 7.695
142. Aug 17, 11 884,990.49 265,331.54 1,150,322.04 40,492,248.22 0 265,331.54 0 7.695
143. Sep 17, 11 890,929.22 259,656.54 1,150,585.77 39,601,319.00 0 259,656.54 0 7.695
144. Oct 17, 11 941,587.31 253,943.46 1,195,530.76 38,659,731.69 0 253,943.46 0 7.695
145. Nov 17, 11 903,245.56 247,905.53 1,151,151.09 37,756,486.13 0 247,905.53 0 7.695
146. Dec 17, 11 953,749.66 242,113.47 1,195,863.12 36,802,736.48 0 242,113.47 0 7.695
147. Jan 17, 12 915,727.63 235,997.55 1,151,725.18 35,887,008.84 0 235,997.55 0 7.695
148. Feb 17, 12 921,874.53 230,125.44 1,151,999.97 34,965,134.32 0 230,125.44 0 7.695
149. Mar 17, 12 1,016,231.91 224,213.92 1,240,445.83 33,948,902.41 0 224,213.92 0 7.695
150. Apr 17, 12 934,921.06 217,697.34 1,152,618.40 33,013,981.34 0 217,697.34 0 7.695
151. May 17, 12 985,026.51 211,702.16 1,196,728.67 32,028,954.83 0 211,702.16 0 7.695
152. Jun 17, 12 947,829.55 205,385.67 1,153,215.22 31,081,125.29 0 205,385.67 0 7.695
153. Jul 17, 12 997,773.06 199,307.72 1,197,080.78 30,083,352.22 0 199,307.72 0 7.695
154. Aug 17, 12 960,911.79 192,909.50 1,153,821.29 29,122,440.43 0 192,909.50 0 7.695
155. Sep 17, 12 967,364.91 186,747.65 1,154,112.56 28,155,075.53 0 186,747.65 0 7.695
156. Oct 17, 12 28,155,075.53 180,544.42 28,335,619.95 0 0 180,544.42 0 7.695
</TABLE>
<PAGE>
- ----------------
[NOMURA LOGO]
- ----------------
- --------------------------------------------------------------------------------
NOMURA SECURITIES INTERNATIONAL, INC.
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The information contained
herein is based on sources Nomura Securities International, Inc. ("Nomura")
believes to 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, 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.
Copyright 1995. Nomura Securities International, Inc. Form No. 124
- --------------------------------------------------------------------------------
APPROVED TO SEND TO CUSTOMERS
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, CLASS B
CUSIP All tranches-full face Settle 10/28/99
Coupon 7.8 Original Balance $39,057,000.00 Accrual begins 10/11/99
Delay 6 Current Balance $39,057,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
0CPR/0CDR
<TABLE>
<CAPTION>
Princ Accrued Interest
Period / Date Principal Interest Cash Flow Balance Writedown Interest Shortfall Coupon
- ------------- --------- -------- --------- ------- --------- -------- --------- ------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Total 39,057,000.00 40,956,701.38 80,013,701.38 0.00 40,956,701.38 0.00
0. Oct 28, 99 0.00 0.00 0.00 39,057,000.00 0.00 0.00 0.00 0.000
1. Nov 17, 99 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
2. Dec 17, 99 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
3. Jan 17, 00 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
4. Feb 17, 00 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
5. Mar 17, 00 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
6. Apr 17, 00 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
7. May 17, 00 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
8. Jun 17, 00 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
9. Jul 17, 00 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
10. Aug 17, 00 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
11. Sep 17, 00 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
12. Oct 17, 00 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
13. Nov 17, 00 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
14. Dec 17, 00 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
15. Jan 17, 01 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
16. Feb 17, 01 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
17. Mar 17, 01 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
18. Apr 17, 01 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
19. May 17, 01 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
20. Jun 17, 01 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
21. Jul 17, 01 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
22. Aug 17, 01 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
23. Sep 17, 01 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
24. Oct 17, 01 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
25. Nov 17, 01 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
26. Dec 17, 01 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
27. Jan 17, 02 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
28. Feb 17, 02 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
29. Mar 17, 02 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
30. Apr 17, 02 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
31. May 17, 02 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
32. Jun 17, 02 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
33. Jul 17, 02 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
34. Aug 17, 02 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
35. Sep 17, 02 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
36. Oct 17, 02 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
37. Nov 17, 02 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
38. Dec 17, 02 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
39. Jan 17, 03 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
40. Feb 17, 03 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
41. Mar 17, 03 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
42. Apr 17, 03 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
43. May 17, 03 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
44. Jun 17, 03 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
45. Jul 17, 03 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
46. Aug 17, 03 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
47. Sep 17, 03 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
48. Oct 17, 03 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
49. Nov 17, 03 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
50. Dec 17, 03 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
51. Jan 17, 04 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
52. Feb 17, 04 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
53. Mar 17, 04 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
54. Apr 17, 04 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
55. May 17, 04 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
56. Jun 17, 04 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
57. Jul 17, 04 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
58. Aug 17, 04 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
59. Sep 17, 04 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
60. Oct 17, 04 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
61. Nov 17, 04 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
62. Dec 17, 04 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
63. Jan 17, 05 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
64. Feb 17, 05 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
65. Mar 17, 05 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
66. Apr 17, 05 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
67. May 17, 05 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
68. Jun 17, 05 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
69. Jul 17, 05 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
70. Aug 17, 05 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
71. Sep 17, 05 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
72. Oct 17, 05 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
73. Nov 17, 05 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
74. Dec 17, 05 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
75. Jan 17, 06 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
76. Feb 17, 06 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
77. Mar 17, 06 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
78. Apr 17, 06 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
79. May 17, 06 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
80. Jun 17, 06 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
81. Jul 17, 06 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
82. Aug 17, 06 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
83. Sep 17, 06 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
84. Oct 17, 06 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
85. Nov 17, 06 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
86. Dec 17, 06 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
87. Jan 17, 07 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
88. Feb 17, 07 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
89. Mar 17, 07 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
90. Apr 17, 07 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
91. May 17, 07 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
92. Jun 17, 07 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
93. Jul 17, 07 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
94. Aug 17, 07 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
95. Sep 17, 07 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
96. Oct 17, 07 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
97. Nov 17, 07 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
98. Dec 17, 07 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
99. Jan 17, 08 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
100. Feb 17, 08 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
101. Mar 17, 08 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
102. Apr 17, 08 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
103. May 17, 08 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
104. Jun 17, 08 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
105. Jul 17, 08 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
106. Aug 17, 08 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
107. Sep 17, 08 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
108. Oct 17, 08 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
109. Nov 17, 08 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
110. Dec 17, 08 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
111. Jan 17, 09 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
112. Feb 17, 09 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
113. Mar 17, 09 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
114. Apr 17, 09 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
115. May 17, 09 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
116. Jun 17, 09 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
117. Jul 17, 09 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
118. Aug 17, 09 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
119. Sep 17, 09 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
120. Oct 17, 09 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
121. Nov 17, 09 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
122. Dec 17, 09 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
123. Jan 17, 10 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
124. Feb 17, 10 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
125. Mar 17, 10 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
126. Apr 17, 10 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
127. May 17, 10 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
128. Jun 17, 10 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
129. Jul 17, 10 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
130. Aug 17, 10 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
131. Sep 17, 10 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
132. Oct 17, 10 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
133. Nov 17, 10 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
134. Dec 17, 10 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
135. Jan 17, 11 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
136. Feb 17, 11 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
137. Mar 17, 11 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
138. Apr 17, 11 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
139. May 17, 11 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
140. Jun 17, 11 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
141. Jul 17, 11 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
142. Aug 17, 11 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
143. Sep 17, 11 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
144. Oct 17, 11 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
145. Nov 17, 11 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
146. Dec 17, 11 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
147. Jan 17, 12 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
148. Feb 17, 12 0 253,870.50 253,870.50 39,057,000.00 0 253,870.50 0 7.8
149. Mar 17, 12 0 253,870.50 253,870.50 39,057,000.00 0 253,870.50 0 7.8
150. Apr 17, 12 0 253,870.50 253,870.50 39,057,000.00 0 253,870.50 0 7.8
151. May 17, 12 0 253,870.50 253,870.50 39,057,000.00 0 253,870.50 0 7.8
152. Jun 17, 12 0 253,870.50 253,870.50 39,057,000.00 0 253,870.50 0 7.8
153. Jul 17, 12 0 253,870.50 253,870.50 39,057,000.00 0 253,870.50 0 7.8
154. Aug 17, 12 0 253,870.50 253,870.50 39,057,000.00 0 253,870.50 0 7.8
155. Sep 17, 12 0 253,870.50 253,870.50 39,057,000.00 0 253,870.50 0 7.8
156. Oct 17, 12 909,832.04 253,870.50 1,163,702.54 38,147,167.96 0 253,870.50 0 7.8
157. Nov 17, 12 926,236.69 247,956.59 1,174,193.29 37,220,931.27 0 247,956.59 0 7.8
158. Dec 17, 12 969,181.31 241,936.05 1,211,117.37 36,251,749.95 0 241,936.05 0 7.8
159. Jan 17, 13 938,966.60 235,636.37 1,174,602.97 35,312,783.35 0 235,636.37 0 7.8
160. Feb 17, 13 945,265.26 229,533.09 1,174,798.36 34,367,518.09 0 229,533.09 0 7.8
161. Mar 17, 13 7,528,686.47 223,388.87 7,752,075.34 26,838,831.62 0 223,388.87 0 7.8
162. Apr 17, 13 26,838,831.62 174,452.41 27,013,284.02 0 0 174,452.41 0 7.8
</TABLE>
<PAGE>
- ----------------
[NOMURA LOGO]
- ----------------
- --------------------------------------------------------------------------------
NOMURA SECURITIES INTERNATIONAL, INC.
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The information contained
herein is based on sources Nomura Securities International, Inc. ("Nomura")
believes to 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, 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.
Copyright 1995. Nomura Securities International, Inc. Form No. 124
- --------------------------------------------------------------------------------
APPROVED TO SEND TO CUSTOMERS
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, CLASS C
CUSIP All tranches-full face Settle 10/28/99
Coupon 7.8 Original Balance $39,057,000.00 Accrual begins 10/11/99
Delay 6 Current Balance $39,057,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
0CPR/0CDR
<TABLE>
<CAPTION>
Princ Accrued Interest
Period / Date Principal Interest Cash Flow Balance Writedown Interest Shortfall Coupon
- ------------- --------- -------- --------- ------- --------- -------- --------- ------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Total 39,057,000.00 41,471,968.34 80,528,968.34 0.00 41,471,968.34 0.00
0. Oct 28, 99 0.00 0.00 0.00 39,057,000.00 0.00 0.00 0.00 0.000
1. Nov 17, 99 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
2. Dec 17, 99 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
3. Jan 17, 00 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
4. Feb 17, 00 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
5. Mar 17, 00 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
6. Apr 17, 00 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
7. May 17, 00 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
8. Jun 17, 00 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
9. Jul 17, 00 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
10. Aug 17, 00 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
11. Sep 17, 00 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
12. Oct 17, 00 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
13. Nov 17, 00 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
14. Dec 17, 00 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
15. Jan 17, 01 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
16. Feb 17, 01 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
17. Mar 17, 01 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
18. Apr 17, 01 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
19. May 17, 01 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
20. Jun 17, 01 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
21. Jul 17, 01 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
22. Aug 17, 01 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
23. Sep 17, 01 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
24. Oct 17, 01 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
25. Nov 17, 01 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
26. Dec 17, 01 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
27. Jan 17, 02 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
28. Feb 17, 02 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
29. Mar 17, 02 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
30. Apr 17, 02 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
31. May 17, 02 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
32. Jun 17, 02 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
33. Jul 17, 02 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
34. Aug 17, 02 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
35. Sep 17, 02 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
36. Oct 17, 02 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
37. Nov 17, 02 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
38. Dec 17, 02 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
39. Jan 17, 03 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
40. Feb 17, 03 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
41. Mar 17, 03 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
42. Apr 17, 03 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
43. May 17, 03 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
44. Jun 17, 03 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
45. Jul 17, 03 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
46. Aug 17, 03 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
47. Sep 17, 03 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
48. Oct 17, 03 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
49. Nov 17, 03 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
50. Dec 17, 03 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
51. Jan 17, 04 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
52. Feb 17, 04 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
53. Mar 17, 04 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
54. Apr 17, 04 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
55. May 17, 04 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
56. Jun 17, 04 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
57. Jul 17, 04 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
58. Aug 17, 04 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
59. Sep 17, 04 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
60. Oct 17, 04 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
61. Nov 17, 04 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
62. Dec 17, 04 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
63. Jan 17, 05 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
64. Feb 17, 05 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
65. Mar 17, 05 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
66. Apr 17, 05 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
67. May 17, 05 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
68. Jun 17, 05 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
69. Jul 17, 05 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
70. Aug 17, 05 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
71. Sep 17, 05 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
72. Oct 17, 05 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
73. Nov 17, 05 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
74. Dec 17, 05 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
75. Jan 17, 06 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
76. Feb 17, 06 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
77. Mar 17, 06 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
78. Apr 17, 06 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
79. May 17, 06 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
80. Jun 17, 06 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
81. Jul 17, 06 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
82. Aug 17, 06 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
83. Sep 17, 06 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
84. Oct 17, 06 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
85. Nov 17, 06 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
86. Dec 17, 06 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
87. Jan 17, 07 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
88. Feb 17, 07 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
89. Mar 17, 07 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
90. Apr 17, 07 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
91. May 17, 07 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
92. Jun 17, 07 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
93. Jul 17, 07 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
94. Aug 17, 07 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
95. Sep 17, 07 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
96. Oct 17, 07 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
97. Nov 17, 07 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
98. Dec 17, 07 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
99. Jan 17, 08 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
100. Feb 17, 08 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
101. Mar 17, 08 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
102. Apr 17, 08 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
103. May 17, 08 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
104. Jun 17, 08 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
105. Jul 17, 08 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
106. Aug 17, 08 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
107. Sep 17, 08 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
108. Oct 17, 08 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
109. Nov 17, 08 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
110. Dec 17, 08 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
111. Jan 17, 09 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
112. Feb 17, 09 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
113. Mar 17, 09 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
114. Apr 17, 09 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
115. May 17, 09 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
116. Jun 17, 09 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
117. Jul 17, 09 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
118. Aug 17, 09 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
119. Sep 17, 09 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
120. Oct 17, 09 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
121. Nov 17, 09 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
122. Dec 17, 09 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
123. Jan 17, 10 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
124. Feb 17, 10 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
125. Mar 17, 10 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
126. Apr 17, 10 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
127. May 17, 10 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
128. Jun 17, 10 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
129. Jul 17, 10 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
130. Aug 17, 10 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
131. Sep 17, 10 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
132. Oct 17, 10 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
133. Nov 17, 10 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
134. Dec 17, 10 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
135. Jan 17, 11 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
136. Feb 17, 11 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
137. Mar 17, 11 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
138. Apr 17, 11 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
139. May 17, 11 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
140. Jun 17, 11 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
141. Jul 17, 11 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
142. Aug 17, 11 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
143. Sep 17, 11 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
144. Oct 17, 11 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
145. Nov 17, 11 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
146. Dec 17, 11 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
147. Jan 17, 12 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
148. Feb 17, 12 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
149. Mar 17, 12 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
150. Apr 17, 12 0.00 253,870.50 253,870.50 39,057,000.00 0.00 253,870.50 0.00 7.800
151. May 17, 12 0 253,870.50 253,870.50 39,057,000.00 0 253,870.50 0 7.8
152. Jun 17, 12 0 253,870.50 253,870.50 39,057,000.00 0 253,870.50 0 7.8
153. Jul 17, 12 0 253,870.50 253,870.50 39,057,000.00 0 253,870.50 0 7.8
154. Aug 17, 12 0 253,870.50 253,870.50 39,057,000.00 0 253,870.50 0 7.8
155. Sep 17, 12 0 253,870.50 253,870.50 39,057,000.00 0 253,870.50 0 7.8
156. Oct 17, 12 0 253,870.50 253,870.50 39,057,000.00 0 253,870.50 0 7.8
157. Nov 17, 12 0 253,870.50 253,870.50 39,057,000.00 0 253,870.50 0 7.8
158. Dec 17, 12 0 253,870.50 253,870.50 39,057,000.00 0 253,870.50 0 7.8
159. Jan 17, 13 0 253,870.50 253,870.50 39,057,000.00 0 253,870.50 0 7.8
160. Feb 17, 13 0 253,870.50 253,870.50 39,057,000.00 0 253,870.50 0 7.8
161. Mar 17, 13 0 253,870.50 253,870.50 39,057,000.00 0 253,870.50 0 7.8
162. Apr 17, 13 18,042,784.07 253,870.50 18,296,654.57 21,014,215.93 0 253,870.50 0 7.8
163. May 17, 13 4,583,821.64 136,592.40 4,720,414.04 16,430,394.30 0 136,592.40 0 7.8
164. Jun 17, 13 806,182.46 106,797.56 912,980.02 15,624,211.84 0 106,797.56 0 7.8
165. Jul 17, 13 15,624,211.84 101,557.38 15,725,769.21 0 0 101,557.38 0 7.8
</TABLE>
<PAGE>
- ----------------
[NOMURA LOGO]
- ----------------
- --------------------------------------------------------------------------------
NOMURA SECURITIES INTERNATIONAL, INC.
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The information contained
herein is based on sources Nomura Securities International, Inc. ("Nomura")
believes to 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, 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.
Copyright 1995. Nomura Securities International, Inc. Form No. 124
- --------------------------------------------------------------------------------
APPROVED TO SEND TO CUSTOMERS
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, CLASS D
CUSIP All tranches-full face Settle 10/28/99
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
0CPR/0CDR
<TABLE>
<CAPTION>
Princ Accrued Interest
Period / Date Principal Interest Cash Flow Balance Writedown Interest Shortfall Coupon
- ------------- --------- -------- --------- ------- --------- -------- --------- ------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Total 11,718,000.00 12,762,422.51 24,480,422.51 0.00 12,762,422.51 0.00
0. Oct 28, 99 0.00 0.00 0.00 11,718,000.00 0.00 0.00 0.00 0.000
1. Nov 17, 99 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
2. Dec 17, 99 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
3. Jan 17, 00 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
4. Feb 17, 00 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
5. Mar 17, 00 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
6. Apr 17, 00 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
7. May 17, 00 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
8. Jun 17, 00 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
9. Jul 17, 00 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
10. Aug 17, 00 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
11. Sep 17, 00 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
12. Oct 17, 00 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
13. Nov 17, 00 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
14. Dec 17, 00 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
15. Jan 17, 01 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
16. Feb 17, 01 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
17. Mar 17, 01 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
18. Apr 17, 01 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
19. May 17, 01 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
20. Jun 17, 01 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
21. Jul 17, 01 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
22. Aug 17, 01 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
23. Sep 17, 01 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
24. Oct 17, 01 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
25. Nov 17, 01 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
26. Dec 17, 01 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
27. Jan 17, 02 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
28. Feb 17, 02 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
29. Mar 17, 02 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
30. Apr 17, 02 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
31. May 17, 02 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
32. Jun 17, 02 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
33. Jul 17, 02 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
34. Aug 17, 02 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
35. Sep 17, 02 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
36. Oct 17, 02 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
37. Nov 17, 02 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
38. Dec 17, 02 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
39. Jan 17, 03 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
40. Feb 17, 03 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
41. Mar 17, 03 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
42. Apr 17, 03 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
43. May 17, 03 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
44. Jun 17, 03 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
45. Jul 17, 03 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
46. Aug 17, 03 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
47. Sep 17, 03 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
48. Oct 17, 03 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
49. Nov 17, 03 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
50. Dec 17, 03 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
51. Jan 17, 04 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
52. Feb 17, 04 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
53. Mar 17, 04 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
54. Apr 17, 04 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
55. May 17, 04 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
56. Jun 17, 04 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
57. Jul 17, 04 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
58. Aug 17, 04 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
59. Sep 17, 04 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
60. Oct 17, 04 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
61. Nov 17, 04 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
62. Dec 17, 04 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
63. Jan 17, 05 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
64. Feb 17, 05 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
65. Mar 17, 05 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
66. Apr 17, 05 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
67. May 17, 05 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
68. Jun 17, 05 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
69. Jul 17, 05 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
70. Aug 17, 05 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
71. Sep 17, 05 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
72. Oct 17, 05 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
73. Nov 17, 05 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
74. Dec 17, 05 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
75. Jan 17, 06 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
76. Feb 17, 06 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
77. Mar 17, 06 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
78. Apr 17, 06 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
79. May 17, 06 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
80. Jun 17, 06 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
81. Jul 17, 06 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
82. Aug 17, 06 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
83. Sep 17, 06 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
84. Oct 17, 06 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
85. Nov 17, 06 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
86. Dec 17, 06 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
87. Jan 17, 07 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
88. Feb 17, 07 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
89. Mar 17, 07 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
90. Apr 17, 07 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
91. May 17, 07 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
92. Jun 17, 07 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
93. Jul 17, 07 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
94. Aug 17, 07 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
95. Sep 17, 07 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
96. Oct 17, 07 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
97. Nov 17, 07 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
98. Dec 17, 07 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
99. Jan 17, 08 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
100. Feb 17, 08 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
101. Mar 17, 08 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
102. Apr 17, 08 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
103. May 17, 08 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
104. Jun 17, 08 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
105. Jul 17, 08 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
106. Aug 17, 08 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
107. Sep 17, 08 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
108. Oct 17, 08 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
109. Nov 17, 08 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
110. Dec 17, 08 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
111. Jan 17, 09 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
112. Feb 17, 09 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
113. Mar 17, 09 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
114. Apr 17, 09 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
115. May 17, 09 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
116. Jun 17, 09 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
117. Jul 17, 09 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
118. Aug 17, 09 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
119. Sep 17, 09 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
120. Oct 17, 09 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
121. Nov 17, 09 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
122. Dec 17, 09 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
123. Jan 17, 10 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
124. Feb 17, 10 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
125. Mar 17, 10 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
126. Apr 17, 10 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
127. May 17, 10 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
128. Jun 17, 10 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
129. Jul 17, 10 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
130. Aug 17, 10 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
131. Sep 17, 10 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
132. Oct 17, 10 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
133. Nov 17, 10 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
134. Dec 17, 10 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
135. Jan 17, 11 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
136. Feb 17, 11 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
137. Mar 17, 11 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
138. Apr 17, 11 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
139. May 17, 11 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
140. Jun 17, 11 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
141. Jul 17, 11 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
142. Aug 17, 11 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
143. Sep 17, 11 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
144. Oct 17, 11 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
145. Nov 17, 11 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
146. Dec 17, 11 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
147. Jan 17, 12 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
148. Feb 17, 12 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
149. Mar 17, 12 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
150. Apr 17, 12 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
151. May 17, 12 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
152. Jun 17, 12 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
153. Jul 17, 12 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
154. Aug 17, 12 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
155. Sep 17, 12 0.00 76,167.00 76,167.00 11,718,000.00 0.00 76,167.00 0.00 7.800
156. Oct 17, 12 0 76,167.00 76,167.00 11,718,000.00 0 76,167.00 0 7.8
157. Nov 17, 12 0 76,167.00 76,167.00 11,718,000.00 0 76,167.00 0 7.8
158. Dec 17, 12 0 76,167.00 76,167.00 11,718,000.00 0 76,167.00 0 7.8
159. Jan 17, 13 0 76,167.00 76,167.00 11,718,000.00 0 76,167.00 0 7.8
160. Feb 17, 13 0 76,167.00 76,167.00 11,718,000.00 0 76,167.00 0 7.8
161. Mar 17, 13 0 76,167.00 76,167.00 11,718,000.00 0 76,167.00 0 7.8
162. Apr 17, 13 0 76,167.00 76,167.00 11,718,000.00 0 76,167.00 0 7.8
163. May 17, 13 0 76,167.00 76,167.00 11,718,000.00 0 76,167.00 0 7.8
164. Jun 17, 13 0 76,167.00 76,167.00 11,718,000.00 0 76,167.00 0 7.8
165. Jul 17, 13 4,152,935.02 76,167.00 4,229,102.02 7,565,064.98 0 76,167.00 0 7.8
166. Aug 17, 13 775,745.04 49,172.92 824,917.96 6,789,319.95 0 49,172.92 0 7.8
167. Sep 17, 13 780,794.99 44,130.58 824,925.57 6,008,524.95 0 44,130.58 0 7.8
168. Oct 17, 13 804,607.80 39,055.41 843,663.22 5,203,917.15 0 39,055.41 0 7.8
169. Nov 17, 13 791,127.32 33,825.46 824,952.78 4,412,789.83 0 33,825.46 0 7.8
170. Dec 17, 13 4,412,789.83 28,683.13 4,441,472.97 0 0 28,683.13 0 7.8
</TABLE>
<PAGE>
- ----------------
[NOMURA LOGO]
- ----------------
- --------------------------------------------------------------------------------
NOMURA SECURITIES INTERNATIONAL, INC.
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The information contained
herein is based on sources Nomura Securities International, Inc. ("Nomura")
believes to 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, 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.
Copyright 1995. Nomura Securities International, Inc. Form No. 124
- --------------------------------------------------------------------------------
APPROVED TO SEND TO CUSTOMERS
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, CLASS E
CUSIP All tranches-full face Settle 10/28/99
Coupon 7.64 Original Balance $29,293,000.00 Accrual begins 10/11/99
Delay 6 Current Balance $29,293,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
0CPR/0CDR
<TABLE>
<CAPTION>
Princ Accrued Interest
Period / Date Principal Interest Cash Flow Balance Writedown Interest Shortfall Coupon
- ------------- --------- -------- --------- ------- --------- -------- --------- ------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Total 29,293,000.00 31,718,366.83 61,011,366.83 0.00 31,718,366.83 0.00
0. Oct 28, 99 0.00 0.00 0.00 29,293,000.00 0.00 0.00 0.00 0.000
1. Nov 17, 99 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
2. Dec 17, 99 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
3. Jan 17, 00 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
4. Feb 17, 00 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
5. Mar 17, 00 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
6. Apr 17, 00 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
7. May 17, 00 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
8. Jun 17, 00 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
9. Jul 17, 00 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
10. Aug 17, 00 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
11. Sep 17, 00 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
12. Oct 17, 00 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
13. Nov 17, 00 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
14. Dec 17, 00 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
15. Jan 17, 01 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
16. Feb 17, 01 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
17. Mar 17, 01 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
18. Apr 17, 01 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
19. May 17, 01 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
20. Jun 17, 01 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
21. Jul 17, 01 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
22. Aug 17, 01 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
23. Sep 17, 01 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
24. Oct 17, 01 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
25. Nov 17, 01 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
26. Dec 17, 01 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
27. Jan 17, 02 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
28. Feb 17, 02 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
29. Mar 17, 02 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
30. Apr 17, 02 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
31. May 17, 02 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
32. Jun 17, 02 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
33. Jul 17, 02 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
34. Aug 17, 02 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
35. Sep 17, 02 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
36. Oct 17, 02 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
37. Nov 17, 02 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
38. Dec 17, 02 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
39. Jan 17, 03 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
40. Feb 17, 03 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
41. Mar 17, 03 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
42. Apr 17, 03 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
43. May 17, 03 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
44. Jun 17, 03 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
45. Jul 17, 03 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
46. Aug 17, 03 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
47. Sep 17, 03 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
48. Oct 17, 03 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
49. Nov 17, 03 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
50. Dec 17, 03 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
51. Jan 17, 04 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
52. Feb 17, 04 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
53. Mar 17, 04 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
54. Apr 17, 04 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
55. May 17, 04 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
56. Jun 17, 04 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
57. Jul 17, 04 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
58. Aug 17, 04 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
59. Sep 17, 04 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
60. Oct 17, 04 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
61. Nov 17, 04 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
62. Dec 17, 04 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
63. Jan 17, 05 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
64. Feb 17, 05 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
65. Mar 17, 05 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
66. Apr 17, 05 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
67. May 17, 05 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
68. Jun 17, 05 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
69. Jul 17, 05 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
70. Aug 17, 05 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
71. Sep 17, 05 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
72. Oct 17, 05 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
73. Nov 17, 05 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
74. Dec 17, 05 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
75. Jan 17, 06 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
76. Feb 17, 06 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
77. Mar 17, 06 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
78. Apr 17, 06 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
79. May 17, 06 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
80. Jun 17, 06 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
81. Jul 17, 06 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
82. Aug 17, 06 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
83. Sep 17, 06 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
84. Oct 17, 06 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
85. Nov 17, 06 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
86. Dec 17, 06 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
87. Jan 17, 07 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
88. Feb 17, 07 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
89. Mar 17, 07 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
90. Apr 17, 07 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
91. May 17, 07 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
92. Jun 17, 07 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
93. Jul 17, 07 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
94. Aug 17, 07 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
95. Sep 17, 07 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
96. Oct 17, 07 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
97. Nov 17, 07 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
98. Dec 17, 07 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
99. Jan 17, 08 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
100. Feb 17, 08 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
101. Mar 17, 08 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
102. Apr 17, 08 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
103. May 17, 08 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
104. Jun 17, 08 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
105. Jul 17, 08 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
106. Aug 17, 08 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
107. Sep 17, 08 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
108. Oct 17, 08 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
109. Nov 17, 08 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
110. Dec 17, 08 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
111. Jan 17, 09 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
112. Feb 17, 09 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
113. Mar 17, 09 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
114. Apr 17, 09 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
115. May 17, 09 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
116. Jun 17, 09 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
117. Jul 17, 09 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
118. Aug 17, 09 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
119. Sep 17, 09 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
120. Oct 17, 09 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
121. Nov 17, 09 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
122. Dec 17, 09 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
123. Jan 17, 10 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
124. Feb 17, 10 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
125. Mar 17, 10 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
126. Apr 17, 10 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
127. May 17, 10 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
128. Jun 17, 10 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
129. Jul 17, 10 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
130. Aug 17, 10 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
131. Sep 17, 10 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
132. Oct 17, 10 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
133. Nov 17, 10 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
134. Dec 17, 10 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
135. Jan 17, 11 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
136. Feb 17, 11 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
137. Mar 17, 11 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
138. Apr 17, 11 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
139. May 17, 11 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
140. Jun 17, 11 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
141. Jul 17, 11 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
142. Aug 17, 11 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
143. Sep 17, 11 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
144. Oct 17, 11 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
145. Nov 17, 11 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
146. Dec 17, 11 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
147. Jan 17, 12 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
148. Feb 17, 12 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
149. Mar 17, 12 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
150. Apr 17, 12 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
151. May 17, 12 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
152. Jun 17, 12 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
153. Jul 17, 12 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
154. Aug 17, 12 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
155. Sep 17, 12 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
156. Oct 17, 12 0.00 186,498.77 186,498.77 29,293,000.00 0.00 186,498.77 0.00 7.640
157. Nov 17, 12 0 186,498.77 186,498.77 29,293,000.00 0 186,498.77 0 7.64
158. Dec 17, 12 0 186,498.77 186,498.77 29,293,000.00 0 186,498.77 0 7.64
159. Jan 17, 13 0 186,498.77 186,498.77 29,293,000.00 0 186,498.77 0 7.64
160. Feb 17, 13 0 186,498.77 186,498.77 29,293,000.00 0 186,498.77 0 7.64
161. Mar 17, 13 0 186,498.77 186,498.77 29,293,000.00 0 186,498.77 0 7.64
162. Apr 17, 13 0 186,498.77 186,498.77 29,293,000.00 0 186,498.77 0 7.64
163. May 17, 13 0 186,498.77 186,498.77 29,293,000.00 0 186,498.77 0 7.64
164. Jun 17, 13 0 186,498.77 186,498.77 29,293,000.00 0 186,498.77 0 7.64
165. Jul 17, 13 0 186,498.77 186,498.77 29,293,000.00 0 186,498.77 0 7.64
166. Aug 17, 13 0 186,498.77 186,498.77 29,293,000.00 0 186,498.77 0 7.64
167. Sep 17, 13 0 186,498.77 186,498.77 29,293,000.00 0 186,498.77 0 7.64
168. Oct 17, 13 0 186,498.77 186,498.77 29,293,000.00 0 186,498.77 0 7.64
169. Nov 17, 13 0 186,498.77 186,498.77 29,293,000.00 0 186,498.77 0 7.64
170. Dec 17, 13 27,160,566.64 186,498.77 27,347,065.41 2,132,433.36 0 186,498.77 0 7.64
171. Jan 17, 14 2,132,433.36 13,576.49 2,146,009.85 0 0 13,576.49 0 7.64
</TABLE>
<PAGE>
- ----------------
[NOMURA LOGO]
- ----------------
- --------------------------------------------------------------------------------
NOMURA SECURITIES INTERNATIONAL, INC.
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The information contained
herein is based on sources Nomura Securities International, Inc. ("Nomura")
believes to 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, 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.
Copyright 1995. Nomura Securities International, Inc. Form No. 124
- --------------------------------------------------------------------------------
APPROVED TO SEND TO CUSTOMERS
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, CLASS F
CUSIP All tranches-full face Settle 10/28/99
Coupon 7.64 Original Balance $15,623,000.00 Accrual begins 10/11/99
Delay 6 Current Balance $15,623,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
0CPR/0CDR
<TABLE>
<CAPTION>
Princ Accrued Interest
Period / Date Principal Interest Cash Flow Balance Writedown Interest Shortfall Coupon
- ------------- --------- -------- --------- ------- --------- -------- --------- ------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Total 15,623,000.00 17,008,760.10 32,631,760.10 0.00 17,008,760.10 0.00
0. Oct 28, 99 0.00 0.00 0.00 15,623,000.00 0.00 0.00 0.00 0.000
1. Nov 17, 99 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
2. Dec 17, 99 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
3. Jan 17, 00 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
4. Feb 17, 00 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
5. Mar 17, 00 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
6. Apr 17, 00 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
7. May 17, 00 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
8. Jun 17, 00 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
9. Jul 17, 00 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
10. Aug 17, 00 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
11. Sep 17, 00 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
12. Oct 17, 00 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
13. Nov 17, 00 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
14. Dec 17, 00 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
15. Jan 17, 01 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
16. Feb 17, 01 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
17. Mar 17, 01 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
18. Apr 17, 01 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
19. May 17, 01 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
20. Jun 17, 01 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
21. Jul 17, 01 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
22. Aug 17, 01 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
23. Sep 17, 01 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
24. Oct 17, 01 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
25. Nov 17, 01 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
26. Dec 17, 01 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
27. Jan 17, 02 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
28. Feb 17, 02 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
29. Mar 17, 02 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
30. Apr 17, 02 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
31. May 17, 02 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
32. Jun 17, 02 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
33. Jul 17, 02 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
34. Aug 17, 02 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
35. Sep 17, 02 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
36. Oct 17, 02 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
37. Nov 17, 02 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
38. Dec 17, 02 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
39. Jan 17, 03 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
40. Feb 17, 03 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
41. Mar 17, 03 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
42. Apr 17, 03 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
43. May 17, 03 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
44. Jun 17, 03 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
45. Jul 17, 03 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
46. Aug 17, 03 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
47. Sep 17, 03 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
48. Oct 17, 03 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
49. Nov 17, 03 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
50. Dec 17, 03 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
51. Jan 17, 04 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
52. Feb 17, 04 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
53. Mar 17, 04 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
54. Apr 17, 04 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
55. May 17, 04 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
56. Jun 17, 04 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
57. Jul 17, 04 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
58. Aug 17, 04 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
59. Sep 17, 04 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
60. Oct 17, 04 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
61. Nov 17, 04 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
62. Dec 17, 04 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
63. Jan 17, 05 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
64. Feb 17, 05 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
65. Mar 17, 05 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
66. Apr 17, 05 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
67. May 17, 05 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
68. Jun 17, 05 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
69. Jul 17, 05 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
70. Aug 17, 05 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
71. Sep 17, 05 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
72. Oct 17, 05 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
73. Nov 17, 05 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
74. Dec 17, 05 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
75. Jan 17, 06 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
76. Feb 17, 06 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
77. Mar 17, 06 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
78. Apr 17, 06 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
79. May 17, 06 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
80. Jun 17, 06 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
81. Jul 17, 06 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
82. Aug 17, 06 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
83. Sep 17, 06 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
84. Oct 17, 06 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
85. Nov 17, 06 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
86. Dec 17, 06 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
87. Jan 17, 07 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
88. Feb 17, 07 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
89. Mar 17, 07 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
90. Apr 17, 07 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
91. May 17, 07 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
92. Jun 17, 07 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
93. Jul 17, 07 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
94. Aug 17, 07 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
95. Sep 17, 07 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
96. Oct 17, 07 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
97. Nov 17, 07 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
98. Dec 17, 07 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
99. Jan 17, 08 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
100. Feb 17, 08 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
101. Mar 17, 08 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
102. Apr 17, 08 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
103. May 17, 08 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
104. Jun 17, 08 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
105. Jul 17, 08 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
106. Aug 17, 08 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
107. Sep 17, 08 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
108. Oct 17, 08 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
109. Nov 17, 08 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
110. Dec 17, 08 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
111. Jan 17, 09 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
112. Feb 17, 09 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
113. Mar 17, 09 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
114. Apr 17, 09 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
115. May 17, 09 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
116. Jun 17, 09 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
117. Jul 17, 09 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
118. Aug 17, 09 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
119. Sep 17, 09 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
120. Oct 17, 09 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
121. Nov 17, 09 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
122. Dec 17, 09 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
123. Jan 17, 10 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
124. Feb 17, 10 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
125. Mar 17, 10 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
126. Apr 17, 10 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
127. May 17, 10 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
128. Jun 17, 10 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
129. Jul 17, 10 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
130. Aug 17, 10 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
131. Sep 17, 10 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
132. Oct 17, 10 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
133. Nov 17, 10 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
134. Dec 17, 10 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
135. Jan 17, 11 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
136. Feb 17, 11 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
137. Mar 17, 11 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
138. Apr 17, 11 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
139. May 17, 11 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
140. Jun 17, 11 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
141. Jul 17, 11 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
142. Aug 17, 11 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
143. Sep 17, 11 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
144. Oct 17, 11 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
145. Nov 17, 11 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
146. Dec 17, 11 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
147. Jan 17, 12 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
148. Feb 17, 12 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
149. Mar 17, 12 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
150. Apr 17, 12 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
151. May 17, 12 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
152. Jun 17, 12 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
153. Jul 17, 12 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
154. Aug 17, 12 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
155. Sep 17, 12 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
156. Oct 17, 12 0.00 99,466.43 99,466.43 15,623,000.00 0.00 99,466.43 0.00 7.640
157. Nov 17, 12 0 99,466.43 99,466.43 15,623,000.00 0 99,466.43 0 7.64
158. Dec 17, 12 0 99,466.43 99,466.43 15,623,000.00 0 99,466.43 0 7.64
159. Jan 17, 13 0 99,466.43 99,466.43 15,623,000.00 0 99,466.43 0 7.64
160. Feb 17, 13 0 99,466.43 99,466.43 15,623,000.00 0 99,466.43 0 7.64
161. Mar 17, 13 0 99,466.43 99,466.43 15,623,000.00 0 99,466.43 0 7.64
162. Apr 17, 13 0 99,466.43 99,466.43 15,623,000.00 0 99,466.43 0 7.64
163. May 17, 13 0 99,466.43 99,466.43 15,623,000.00 0 99,466.43 0 7.64
164. Jun 17, 13 0 99,466.43 99,466.43 15,623,000.00 0 99,466.43 0 7.64
165. Jul 17, 13 0 99,466.43 99,466.43 15,623,000.00 0 99,466.43 0 7.64
166. Aug 17, 13 0 99,466.43 99,466.43 15,623,000.00 0 99,466.43 0 7.64
167. Sep 17, 13 0 99,466.43 99,466.43 15,623,000.00 0 99,466.43 0 7.64
168. Oct 17, 13 0 99,466.43 99,466.43 15,623,000.00 0 99,466.43 0 7.64
169. Nov 17, 13 0 99,466.43 99,466.43 15,623,000.00 0 99,466.43 0 7.64
170. Dec 17, 13 0 99,466.43 99,466.43 15,623,000.00 0 99,466.43 0 7.64
171. Jan 17, 14 15,623,000.00 99,466.43 15,722,466.43 0 0 99,466.43 0 7.64
</TABLE>
<PAGE>
- ----------------
[NOMURA LOGO]
- ----------------
- --------------------------------------------------------------------------------
NOMURA SECURITIES INTERNATIONAL, INC.
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The information contained
herein is based on sources Nomura Securities International, Inc. ("Nomura")
believes to 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, 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.
Copyright 1995. Nomura Securities International, Inc. Form No. 124
- --------------------------------------------------------------------------------
APPROVED TO SEND TO CUSTOMERS
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, CLASS X
CUSIP All tranches-full face Settle 10/28/99
Coupon 0.560348 Original Balance $781,148,432.57 Accrual begins10/11/99
Delay 6 Current Balance $781,148,432.57 Factor Date N/A
Stated Maturity N/A Factor 1
0CPR/0CDR
<TABLE>
<CAPTION>
Princ Accrued Interest
Period / Date Principal Interest Cash Flow Balance Writedown Interest Shortfall Coupon
- ------------- --------- -------- --------- ------- --------- -------- --------- ------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Total 0.00 34,222,308.83 34,222,308.83 0.00 34,222,308.83 0.00
0. Oct 28, 99 0.00 0.00 0.00 781,148,432.57 0.00 0.00 0.00 0.000
1. Nov 17, 99 0.00 364,762.47 364,762.47 780,652,619.06 0.00 364,762.47 0.00 0.560
2. Dec 17, 99 0.00 209,745.42 209,745.42 779,990,643.72 0.00 209,745.42 0.00 0.322
3. Jan 17, 00 0.00 364,025.43 364,025.43 779,478,901.77 0.00 364,025.43 0.00 0.560
4. Feb 17, 00 0.00 210,252.95 210,252.95 778,963,712.27 0.00 210,252.95 0.00 0.324
5. Mar 17, 00 0.00 207,963.15 207,963.15 778,136,357.89 0.00 207,963.15 0.00 0.320
6. Apr 17, 00 0.00 362,824.13 362,824.13 777,612,079.56 0.00 362,824.13 0.00 0.560
7. May 17, 00 0.00 208,444.44 208,444.44 776,930,216.66 0.00 208,444.44 0.00 0.322
8. Jun 17, 00 0.00 362,047.97 362,047.97 776,397,789.13 0.00 362,047.97 0.00 0.559
9. Jul 17, 00 0.00 207,927.41 207,927.41 775,707,986.35 0.00 207,927.41 0.00 0.321
10. Aug 17, 00 0.00 361,260.89 361,260.89 775,167,300.34 0.00 361,260.89 0.00 0.559
11. Sep 17, 00 0.00 360,921.84 360,921.84 774,622,970.12 0.00 360,921.84 0.00 0.559
12. Oct 17, 00 0.00 207,179.82 207,179.82 773,921,570.43 0.00 207,179.82 0.00 0.321
13. Nov 17, 00 0.00 360,118.91 360,118.91 773,368,822.24 0.00 360,118.91 0.00 0.558
14. Dec 17, 00 0.00 206,644.55 206,644.55 772,659,220.77 0.00 206,644.55 0.00 0.321
15. Jan 17, 01 0.00 207,328.47 207,328.47 772,097,941.69 0.00 207,328.47 0.00 0.322
16. Feb 17, 01 0.00 207,096.74 207,096.74 771,532,878.57 0.00 207,096.74 0.00 0.322
17. Mar 17, 01 0.00 203,667.13 203,667.13 770,505,824.10 0.00 203,667.13 0.00 0.317
18. Apr 17, 01 0.00 357,886.74 357,886.74 769,929,963.56 0.00 357,886.74 0.00 0.557
19. May 17, 01 0.00 205,147.09 205,147.09 769,197,843.18 0.00 205,147.09 0.00 0.320
20. Jun 17, 01 0.00 357,041.06 357,041.06 768,613,141.37 0.00 357,041.06 0.00 0.557
21. Jul 17, 01 0.00 204,582.52 204,582.52 767,872,406.80 0.00 204,582.52 0.00 0.319
22. Aug 17, 01 0.00 356,183.46 356,183.46 767,278,745.12 0.00 356,183.46 0.00 0.557
23. Sep 17, 01 0.00 355,808.21 355,808.21 766,681,079.19 0.00 355,808.21 0.00 0.556
24. Oct 17, 01 0.00 203,761.92 203,761.92 765,927,713.48 0.00 203,761.92 0.00 0.319
25. Nov 17, 01 0.00 354,933.26 354,933.26 765,320,913.86 0.00 354,933.26 0.00 0.556
26. Dec 17, 01 0.00 203,177.37 203,177.37 764,558,649.02 0.00 203,177.37 0.00 0.319
27. Jan 17, 02 0.00 203,825.14 203,825.14 763,942,593.15 0.00 203,825.14 0.00 0.320
28. Feb 17, 02 0.00 203,567.84 203,567.84 763,322,380.89 0.00 203,567.84 0.00 0.320
29. Mar 17, 02 0.00 200,150.43 200,150.43 762,245,175.66 0.00 200,150.43 0.00 0.315
30. Apr 17, 02 0.00 352,518.43 352,518.43 761,613,450.15 0.00 352,518.43 0.00 0.555
31. May 17, 02 0.00 201,554.83 201,554.83 760,826,899.37 0.00 201,554.83 0.00 0.318
32. Jun 17, 02 0.00 351,597.14 351,597.14 760,185,582.76 0.00 351,597.14 0.00 0.555
33. Jul 17, 02 0.00 200,938.47 200,938.47 759,389,687.17 0.00 200,938.47 0.00 0.317
34. Aug 17, 02 0.00 350,662.87 350,662.87 758,738,650.75 0.00 350,662.87 0.00 0.554
35. Sep 17, 02 0.00 350,248.24 350,248.24 758,083,219.96 0.00 350,248.24 0.00 0.554
36. Oct 17, 02 0.00 200,038.34 200,038.34 757,273,572.68 0.00 200,038.34 0.00 0.317
37. Nov 17, 02 0.00 349,294.98 349,294.98 756,608,232.73 0.00 349,294.98 0.00 0.554
38. Dec 17, 02 0.00 199,400.10 199,400.10 755,788,930.73 0.00 199,400.10 0.00 0.316
39. Jan 17, 03 0.00 200,008.58 200,008.58 755,113,548.60 0.00 200,008.58 0.00 0.318
40. Feb 17, 03 0.00 199,723.42 199,723.42 754,433,606.63 0.00 199,723.42 0.00 0.317
41. Mar 17, 03 0.00 196,319.03 196,319.03 753,302,085.11 0.00 196,319.03 0.00 0.312
42. Apr 17, 03 0.00 346,681.49 346,681.49 752,609,854.30 0.00 346,681.49 0.00 0.552
43. May 17, 03 0.00 197,641.32 197,641.32 751,764,351.77 0.00 197,641.32 0.00 0.315
44. Jun 17, 03 0.00 345,677.98 345,677.98 751,061,717.41 0.00 345,677.98 0.00 0.552
45. Jul 17, 03 0.00 196,968.53 196,968.53 750,206,078.45 0.00 196,968.53 0.00 0.315
46. Aug 17, 03 0.00 344,660.33 344,660.33 749,492,900.84 0.00 344,660.33 0.00 0.551
47. Sep 17, 03 0.00 344,202.88 344,202.88 748,774,906.19 0.00 344,202.88 0.00 0.551
48. Oct 17, 03 0.00 195,981.77 195,981.77 747,904,301.39 0.00 195,981.77 0.00 0.314
49. Nov 17, 03 0.00 343,164.45 343,164.45 747,175,557.34 0.00 343,164.45 0.00 0.551
50. Dec 17, 03 0.00 195,285.04 195,285.04 746,294,479.12 0.00 195,285.04 0.00 0.314
51. Jan 17, 04 0.00 342,111.39 342,111.39 745,554,841.30 0.00 342,111.39 0.00 0.550
52. Feb 17, 04 0.00 195,535.28 195,535.28 744,810,206.50 0.00 195,535.28 0.00 0.315
53. Mar 17, 04 0.00 193,239.67 193,239.67 743,766,750.39 0.00 193,239.67 0.00 0.311
54. Apr 17, 04 0.00 340,448.05 340,448.05 743,009,997.43 0.00 340,448.05 0.00 0.549
55. May 17, 04 0.00 193,458.92 193,458.92 742,101,629.37 0.00 193,458.92 0.00 0.312
56. Jun 17, 04 0.00 339,356.72 339,356.72 741,333,606.33 0.00 339,356.72 0.00 0.549
57. Jul 17, 04 0.00 192,725.83 192,725.83 740,414,257.54 0.00 192,725.83 0.00 0.312
58. Aug 17, 04 0.00 338,250.01 338,250.01 739,634,813.03 0.00 338,250.01 0.00 0.548
59. Sep 17, 04 0.00 337,746.82 337,746.82 738,850,100.65 0.00 337,746.82 0.00 0.548
60. Oct 17, 04 0.00 191,646.47 191,646.47 737,914,491.04 0.00 191,646.47 0.00 0.311
61. Nov 17, 04 0.00 336,617.43 336,617.43 737,118,133.09 0.00 336,617.43 0.00 0.547
62. Dec 17, 04 0.00 190,887.24 190,887.24 736,171,176.88 0.00 190,887.24 0.00 0.311
63. Jan 17, 05 0.00 191,407.36 191,407.36 735,363,016.88 0.00 191,407.36 0.00 0.312
64. Feb 17, 05 0.00 191,059.42 191,059.42 734,549,393.67 0.00 191,059.42 0.00 0.312
65. Mar 17, 05 0.00 187,683.71 187,683.71 733,296,306.24 0.00 187,683.71 0.00 0.307
66. Apr 17, 05 0.00 333,557.17 333,557.17 732,468,657.45 0.00 333,557.17 0.00 0.546
67. May 17, 05 0.00 188,821.39 188,821.39 731,491,213.53 0.00 188,821.39 0.00 0.309
68. Jun 17, 05 0.00 332,368.73 332,368.73 730,651,341.91 0.00 332,368.73 0.00 0.545
69. Jul 17, 05 0.00 188,021.44 188,021.44 729,661,988.95 0.00 188,021.44 0.00 0.309
70. Aug 17, 05 0.00 331,163.55 331,163.55 728,809,730.25 0.00 331,163.55 0.00 0.545
71. Sep 17, 05 0.00 330,609.78 330,609.78 727,951,708.01 0.00 330,609.78 0.00 0.544
72. Oct 17, 05 0.00 186,839.43 186,839.43 726,944,670.39 0.00 186,839.43 0.00 0.308
73. Nov 17, 05 0.00 329,379.81 329,379.81 726,074,017.22 0.00 329,379.81 0.00 0.544
74. Dec 17, 05 0.00 186,010.91 186,010.91 725,054,672.92 0.00 186,010.91 0.00 0.307
75. Jan 17, 06 0.00 186,480.59 186,480.59 724,171,219.04 0.00 186,480.59 0.00 0.309
76. Feb 17, 06 0.00 186,096.69 186,096.69 723,281,789.29 0.00 186,096.69 0.00 0.308
77. Mar 17, 06 0.00 182,736.85 182,736.85 721,959,765.25 0.00 182,736.85 0.00 0.303
78. Apr 17, 06 0.00 326,064.41 326,064.41 721,055,324.36 0.00 326,064.41 0.00 0.542
79. May 17, 06 0.00 183,769.19 183,769.19 720,003,059.48 0.00 183,769.19 0.00 0.306
80. Jun 17, 06 0.00 324,770.37 324,770.37 719,085,363.38 0.00 324,770.37 0.00 0.541
81. Jul 17, 06 0.00 182,896.41 182,896.41 718,028,350.18 0.00 182,896.41 0.00 0.305
82. Aug 17, 06 0.00 323,459.80 323,459.80 717,105,438.94 0.00 323,459.80 0.00 0.541
83. Sep 17, 06 0.00 322,852.75 322,852.75 716,176,278.98 0.00 322,852.75 0.00 0.540
84. Oct 17, 06 0.00 181,602.70 181,602.70 715,100,189.09 0.00 181,602.70 0.00 0.304
85. Nov 17, 06 0.00 321,516.87 321,516.87 714,157,435.32 0.00 321,516.87 0.00 0.540
86. Dec 17, 06 0.00 180,698.78 180,698.78 713,068,100.49 0.00 180,698.78 0.00 0.304
87. Jan 17, 07 0.00 181,113.74 181,113.74 712,111,570.01 0.00 181,113.74 0.00 0.305
88. Feb 17, 07 0.00 180,690.74 180,690.74 711,148,561.75 0.00 180,690.74 0.00 0.304
89. Mar 17, 07 0.00 177,347.59 177,347.59 709,760,413.56 0.00 177,347.59 0.00 0.299
90. Apr 17, 07 0.00 317,932.86 317,932.86 708,781,434.18 0.00 317,932.86 0.00 0.538
91. May 17, 07 0.00 178,265.71 178,265.71 707,656,803.22 0.00 178,265.71 0.00 0.302
92. Jun 17, 07 0.00 316,527.60 316,527.60 688,597,910.92 0.00 316,527.60 0.00 0.537
93. Jul 17, 07 0.00 161,890.14 161,890.14 687,493,410.27 0.00 161,890.14 0.00 0.282
94. Aug 17, 07 0.00 295,513.59 295,513.59 683,174,783.74 0.00 295,513.59 0.00 0.516
95. Sep 17, 07 0.00 292,789.21 292,789.21 671,668,596.52 0.00 292,789.21 0.00 0.514
96. Oct 17, 07 0.00 148,961.84 148,961.84 670,568,173.54 0.00 148,961.84 0.00 0.266
97. Nov 17, 07 0.00 278,714.49 278,714.49 662,441,293.26 0.00 278,714.49 0.00 0.499
98. Dec 17, 07 0.00 144,688.08 144,688.08 643,375,353.15 0.00 144,688.08 0.00 0.262
99. Jan 17, 08 0.00 254,345.23 254,345.23 614,627,130.16 0.00 254,345.23 0.00 0.474
100. Feb 17, 08 0.00 120,383.64 120,383.64 613,704,327.98 0.00 120,383.64 0.00 0.235
101. Mar 17, 08 0.00 118,591.77 118,591.77 609,047,684.16 0.00 118,591.77 0.00 0.232
102. Apr 17, 08 0.00 236,397.75 236,397.75 599,186,311.54 0.00 236,397.75 0.00 0.466
103. May 17, 08 0.00 121,349.52 121,349.52 593,779,047.26 0.00 121,349.52 0.00 0.243
104. Jun 17, 08 0.00 235,553.91 235,553.91 583,162,255.22 0.00 235,553.91 0.00 0.476
105. Jul 17, 08 0.00 122,668.79 122,668.79 579,670,608.89 0.00 122,668.79 0.00 0.252
106. Aug 17, 08 0.00 233,845.44 233,845.44 547,517,539.12 0.00 233,845.44 0.00 0.484
107. Sep 17, 08 0.00 220,764.78 220,764.78 540,993,338.23 0.00 220,764.78 0.00 0.484
108. Oct 17, 08 0.00 112,780.73 112,780.73 538,770,985.42 0.00 112,780.73 0.00 0.250
109. Nov 17, 08 0.00 214,483.50 214,483.50 532,032,771.01 0.00 214,483.50 0.00 0.478
110. Dec 17, 08 0.00 115,170.35 115,170.35 528,681,500.89 0.00 115,170.35 0.00 0.260
111. Jan 17, 09 0.00 116,507.82 116,507.82 506,539,227.60 0.00 116,507.82 0.00 0.264
112. Feb 17, 09 0.00 120,805.56 120,805.56 461,578,926.34 0.00 120,805.56 0.00 0.286
113. Mar 17, 09 0.00 126,636.41 126,636.41 456,971,643.15 0.00 126,636.41 0.00 0.329
114. Apr 17, 09 0.00 213,260.88 213,260.88 421,691,523.12 0.00 213,260.88 0.00 0.560
115. May 17, 09 0.00 106,275.64 106,275.64 420,673,371.97 0.00 106,275.64 0.00 0.302
116. Jun 17, 09 0.00 182,900.36 182,900.36 413,115,667.05 0.00 182,900.36 0.00 0.522
117. Jul 17, 09 0.00 106,864.03 106,864.03 412,095,817.45 0.00 106,864.03 0.00 0.310
118. Aug 17, 09 0.00 181,837.94 181,837.94 411,144,499.29 0.00 181,837.94 0.00 0.530
119. Sep 17, 09 0.00 181,487.17 181,487.17 375,105,625.52 0.00 181,487.17 0.00 0.530
120. Oct 17, 09 0.00 105,585.27 105,585.27 333,085,922.72 0.00 105,585.27 0.00 0.338
121. Nov 17, 09 0.00 170,673.18 170,673.18 332,247,577.47 0.00 170,673.18 0.00 0.615
122. Dec 17, 09 0.00 111,465.79 111,465.79 331,344,728.93 0.00 111,465.79 0.00 0.403
123. Jan 17, 10 0.00 111,559.00 111,559.00 327,739,267.91 0.00 111,559.00 0.00 0.404
124. Feb 17, 10 0.00 111,058.26 111,058.26 308,622,507.87 0.00 111,058.26 0.00 0.407
125. Mar 17, 10 0.00 102,341.57 102,341.57 307,632,903.05 0.00 102,341.57 0.00 0.398
126. Apr 17, 10 0.00 156,472.76 156,472.76 306,797,724.45 0.00 156,472.76 0.00 0.610
127. May 17, 10 0.00 102,785.59 102,785.59 305,903,465.87 0.00 102,785.59 0.00 0.402
128. Jun 17, 10 0.00 155,984.76 155,984.76 305,056,632.15 0.00 155,984.76 0.00 0.612
129. Jul 17, 10 0.00 102,525.98 102,525.98 304,150,871.58 0.00 102,525.98 0.00 0.403
130. Aug 17, 10 0.00 155,489.11 155,489.11 303,292,225.56 0.00 155,489.11 0.00 0.613
131. Sep 17, 10 0.00 155,256.04 155,256.04 302,427,802.12 0.00 155,256.04 0.00 0.614
132. Oct 17, 10 0.00 102,139.89 102,139.89 301,504,680.89 0.00 102,139.89 0.00 0.405
133. Nov 17, 10 0.00 154,748.94 154,748.94 271,139,625.92 0.00 154,748.94 0.00 0.616
134. Dec 17, 10 0.00 87,899.00 87,899.00 270,256,783.53 0.00 87,899.00 0.00 0.389
135. Jan 17, 11 0.00 88,062.22 88,062.22 269,413,829.31 0.00 88,062.22 0.00 0.391
136. Feb 17, 11 0.00 87,956.47 87,956.47 268,565,221.22 0.00 87,956.47 0.00 0.392
137. Mar 17, 11 0.00 86,931.37 86,931.37 267,574,420.10 0.00 86,931.37 0.00 0.388
138. Apr 17, 11 0.00 132,759.58 132,759.58 266,713,417.47 0.00 132,759.58 0.00 0.595
139. May 17, 11 0.00 87,289.48 87,289.48 265,801,385.15 0.00 87,289.48 0.00 0.393
140. Jun 17, 11 0.00 132,294.43 132,294.43 264,928,468.73 0.00 132,294.43 0.00 0.597
141. Jul 17, 11 0.00 87,049.90 87,049.90 264,004,671.28 0.00 87,049.90 0.00 0.394
142. Aug 17, 11 0.00 131,821.89 131,821.89 263,119,680.78 0.00 131,821.89 0.00 0.599
143. Sep 17, 11 0.00 131,597.62 131,597.62 262,228,751.56 0.00 131,597.62 0.00 0.600
144. Oct 17, 11 0.00 86,692.34 86,692.34 261,287,164.25 0.00 86,692.34 0.00 0.397
145. Nov 17, 11 0.00 131,114.00 131,114.00 260,383,918.69 0.00 131,114.00 0.00 0.602
146. Dec 17, 11 0.00 86,442.23 86,442.23 259,430,169.04 0.00 86,442.23 0.00 0.398
147. Jan 17, 12 0.00 130,622.70 130,622.70 258,514,441.40 0.00 130,622.70 0.00 0.604
148. Feb 17, 12 0.00 86,465.31 86,465.31 257,592,566.88 0.00 86,465.31 0.00 0.401
149. Mar 17, 12 0.00 85,772.49 85,772.49 256,576,334.97 0.00 85,772.49 0.00 0.400
150. Apr 17, 12 0.00 129,856.71 129,856.71 255,641,413.90 0.00 129,856.71 0.00 0.607
151. May 17, 12 0.00 85,788.13 85,788.13 254,656,387.39 0.00 85,788.13 0.00 0.403
152. Jun 17, 12 0.00 129,345.49 129,345.49 253,708,557.85 0.00 129,345.49 0.00 0.610
153. Jul 17, 12 0.00 85,522.19 85,522.19 252,710,784.78 0.00 85,522.19 0.00 0.405
154. Aug 17, 12 0.00 128,826.17 128,826.17 251,749,872.99 0.00 128,826.17 0.00 0.612
155. Sep 17, 12 0.00 128,577.74 128,577.74 250,782,508.09 0.00 128,577.74 0.00 0.613
156. Oct 17, 12 0.00 85,123.95 85,123.95 221,717,600.52 0.00 85,123.95 0.00 0.407
157. Nov 17, 12 0.00 116,256.14 116,256.14 220,791,363.83 0.00 116,256.14 0.00 0.629
158. Dec 17, 12 0.00 79,373.36 79,373.36 219,822,182.51 0.00 79,373.36 0.00 0.431
159. Jan 17, 13 0.00 79,549.30 79,549.30 218,883,215.91 0.00 79,549.30 0.00 0.434
160. Feb 17, 13 0.00 79,509.28 79,509.28 217,937,950.65 0.00 79,509.28 0.00 0.436
161. Mar 17, 13 0.00 78,738.24 78,738.24 210,409,264.18 0.00 78,738.24 0.00 0.434
162. Apr 17, 13 0.00 110,387.40 110,387.40 165,527,648.49 0.00 110,387.40 0.00 0.630
163. May 17, 13 0.00 52,543.45 52,543.45 160,943,826.86 0.00 52,543.45 0.00 0.381
164. Jun 17, 13 0.00 76,621.04 76,621.04 160,137,644.40 0.00 76,621.04 0.00 0.571
165. Jul 17, 13 0.00 53,332.72 53,332.72 140,360,497.54 0.00 53,332.72 0.00 0.400
166. Aug 17, 13 0.00 65,404.15 65,404.15 139,584,752.51 0.00 65,404.15 0.00 0.559
167. Sep 17, 13 0.00 65,431.12 65,431.12 138,803,957.51 0.00 65,431.12 0.00 0.563
168. Oct 17, 13 0.00 46,728.29 46,728.29 137,999,349.71 0.00 46,728.29 0.00 0.404
169. Nov 17, 13 0.00 65,474.60 65,474.60 137,208,222.39 0.00 65,474.60 0.00 0.569
170. Dec 17, 13 0.00 46,902.60 46,902.60 105,634,865.92 0.00 46,902.60 0.00 0.410
171. Jan 17, 14 0.00 26,739.44 26,739.44 77,486,260.73 0.00 26,739.44 0.00 0.304
172. Feb 17, 14 0.00 5,204.24 5,204.24 64,122,752.32 0.00 5,204.24 0.00 0.081
173. Mar 17, 14 0.00 4,779.56 4,779.56 62,653,551.66 0.00 4,779.56 0.00 0.089
174. Apr 17, 14 0.00 7,110.55 7,110.55 59,816,684.54 0.00 7,110.55 0.00 0.136
175. May 17, 14 0.00 5,642.29 5,642.29 59,235,266.22 0.00 5,642.29 0.00 0.113
176. Jun 17, 14 0.00 7,043.82 7,043.82 54,999,398.97 0.00 7,043.82 0.00 0.143
177. Jul 17, 14 0.00 5,121.78 5,121.78 54,422,215.36 0.00 5,121.78 0.00 0.112
178. Aug 17, 14 0.00 5,747.34 5,747.34 53,842,129.03 0.00 5,747.34 0.00 0.127
179. Sep 17, 14 0.00 5,668.05 5,668.05 53,258,417.39 0.00 5,668.05 0.00 0.126
180. Oct 17, 14 0.00 4,909.09 4,909.09 52,670,378.61 0.00 4,909.09 0.00 0.111
181. Nov 17, 14 0.00 5,507.11 5,507.11 52,079,343.21 0.00 5,507.11 0.00 0.125
182. Dec 17, 14 0.00 4,764.46 4,764.46 51,483,952.22 0.00 4,764.46 0.00 0.110
183. Jan 17, 15 0.00 4,695.30 4,695.30 50,885,500.93 0.00 4,695.30 0.00 0.109
184. Feb 17, 15 0.00 4,621.76 4,621.76 50,283,309.03 0.00 4,621.76 0.00 0.109
185. Mar 17, 15 0.00 4,534.60 4,534.60 49,675,448.41 0.00 4,534.60 0.00 0.108
186. Apr 17, 15 0.00 5,093.28 5,093.28 49,065,691.43 0.00 5,093.28 0.00 0.123
187. May 17, 15 0.00 4,392.62 4,392.62 48,451,506.39 0.00 4,392.62 0.00 0.107
188. Jun 17, 15 0.00 4,923.70 4,923.70 47,834,097.98 0.00 4,923.70 0.00 0.122
189. Jul 17, 15 0.00 4,240.16 4,240.16 47,212,231.85 0.00 4,240.16 0.00 0.106
190. Aug 17, 15 0.00 4,751.59 4,751.59 46,587,075.74 0.00 4,751.59 0.00 0.121
191. Sep 17, 15 0.00 4,664.81 4,664.81 45,958,011.32 0.00 4,664.81 0.00 0.120
192. Oct 17, 15 0.00 4,007.31 4,007.31 45,324,443.98 0.00 4,007.31 0.00 0.105
193. Nov 17, 15 0.00 4,488.81 4,488.81 44,687,485.20 0.00 4,488.81 0.00 0.119
194. Dec 17, 15 0.00 3,849.02 3,849.02 44,045,992.95 0.00 3,849.02 0.00 0.103
195. Jan 17, 16 0.00 4,310.17 4,310.17 43,401,040.47 0.00 4,310.17 0.00 0.117
196. Feb 17, 16 0.00 3,691.73 3,691.73 42,752,055.35 0.00 3,691.73 0.00 0.102
197. Mar 17, 16 0.00 3,603.67 3,603.67 42,097,968.13 0.00 3,603.67 0.00 0.101
198. Apr 17, 16 0.00 4,036.97 4,036.97 41,440,834.33 0.00 4,036.97 0.00 0.115
199. May 17, 16 0.00 3,442.56 3,442.56 40,779,089.12 0.00 3,442.56 0.00 0.100
200. Jun 17, 16 0.00 3,851.56 3,851.56 40,113,707.72 0.00 3,851.56 0.00 0.113
201. Jul 17, 16 0.00 3,275.73 3,275.73 39,443,683.06 0.00 3,275.73 0.00 0.098
202. Aug 17, 16 0.00 3,663.38 3,663.38 38,769,950.25 0.00 3,663.38 0.00 0.111
203. Sep 17, 16 0.00 3,568.44 3,568.44 38,092,004.02 0.00 3,568.44 0.00 0.110
204. Oct 17, 16 0.00 3,020.88 3,020.88 37,409,366.00 0.00 3,020.88 0.00 0.095
205. Nov 17, 16 0.00 3,376.02 3,376.02 36,722,910.22 0.00 3,376.02 0.00 0.108
206. Dec 17, 16 0.00 2,847.67 2,847.67 36,031,729.84 0.00 2,847.67 0.00 0.093
207. Jan 17, 17 0.00 2,762.65 2,762.65 35,336,657.38 0.00 2,762.65 0.00 0.092
208. Feb 17, 17 0.00 2,674.47 2,674.47 34,637,237.43 0.00 2,674.47 0.00 0.091
209. Mar 17, 17 0.00 2,577.41 2,577.41 33,932,243.35 0.00 2,577.41 0.00 0.089
210. Apr 17, 17 0.00 2,881.78 2,881.78 33,224,037.97 0.00 2,881.78 0.00 0.102
211. May 17, 17 0.00 2,402.75 2,402.75 32,511,024.35 0.00 2,402.75 0.00 0.087
212. Jun 17, 17 0.00 2,679.10 2,679.10 31,793,928.49 0.00 2,679.10 0.00 0.099
213. Jul 17, 17 0.00 2,220.21 2,220.21 31,071,990.20 0.00 2,220.21 0.00 0.084
214. Aug 17, 17 0.00 2,473.38 2,473.38 30,345,891.92 0.00 2,473.38 0.00 0.096
215. Sep 17, 17 0.00 2,369.52 2,369.52 29,615,251.21 0.00 2,369.52 0.00 0.094
216. Oct 17, 17 0.00 1,941.34 1,941.34 28,879,715.97 0.00 1,941.34 0.00 0.079
217. Nov 17, 17 0.00 2,159.18 2,159.18 28,139,902.31 0.00 2,159.18 0.00 0.090
218. Dec 17, 17 0.00 1,751.84 1,751.84 27,395,158.89 0.00 1,751.84 0.00 0.075
219. Jan 17, 18 0.00 1,657.79 1,657.79 26,646,056.77 0.00 1,657.79 0.00 0.073
220. Feb 17, 18 0.00 1,561.28 1,561.28 25,892,267.65 0.00 1,561.28 0.00 0.070
221. Mar 17, 18 0.00 1,458.54 1,458.54 25,132,972.30 0.00 1,458.54 0.00 0.068
222. Apr 17, 18 0.00 1,619.17 1,619.17 24,600,570.08 0.00 1,619.17 0.00 0.077
223. May 17, 18 0.00 1,402.55 1,402.55 14,125,984.14 0.00 1,402.55 0.00 0.068
224. Jun 17, 18 0.00 4,203.30 4,203.30 13,971,418.39 0.00 4,203.30 0.00 0.357
225. Jul 17, 18 0.00 3,912.55 3,912.55 13,815,617.04 0.00 3,912.55 0.00 0.336
226. Aug 17, 18 0.00 4,061.36 4,061.36 13,659,012.09 0.00 4,061.36 0.00 0.353
227. Sep 17, 18 0.00 3,989.77 3,989.77 13,501,378.24 0.00 3,989.77 0.00 0.351
228. Oct 17, 18 0.00 3,733.44 3,733.44 13,342,524.46 0.00 3,733.44 0.00 0.332
229. Nov 17, 18 0.00 3,844.96 3,844.96 13,182,811.14 0.00 3,844.96 0.00 0.346
230. Dec 17, 18 0.00 3,611.99 3,611.99 13,021,888.54 0.00 3,611.99 0.00 0.329
231. Jan 17, 19 0.00 3,551.56 3,551.56 12,860,068.47 0.00 3,551.56 0.00 0.327
232. Feb 17, 19 0.00 3,489.80 3,489.80 12,697,185.15 0.00 3,489.80 0.00 0.326
233. Mar 17, 19 0.00 3,425.09 3,425.09 12,532,863.19 0.00 3,425.09 0.00 0.324
234. Apr 17, 19 0 3,474.27 3,474.27 12,367,829.79 0 3,474.27 0 0.333
235. May 17, 19 0 3,301.15 3,301.15 12,201,614.43 0 3,301.15 0 0.32
236. Jun 17, 19 0 3,322.56 3,322.56 12,034,404.42 0 3,322.56 0 0.327
237. Jul 17, 19 0 3,173.94 3,173.94 11,866,023.65 0 3,173.94 0 0.316
238. Aug 17, 19 0 3,168.82 3,168.82 11,696,608.47 0 3,168.82 0 0.32
239. Sep 17, 19 0 3,091.20 3,091.20 11,378,815.70 0 3,091.20 0 0.317
240. Oct 17, 19 0 2,887.37 2,887.37 11,265,715.84 0 2,887.37 0 0.305
241. Nov 17, 19 0 2,858.68 2,858.68 11,151,895.90 0 2,858.68 0 0.305
242. Dec 17, 19 0 2,829.79 2,829.79 11,037,351.32 0 2,829.79 0 0.305
243. Jan 17, 20 0 2,800.73 2,800.73 10,922,077.47 0 2,800.73 0 0.305
244. Feb 17, 20 0 2,771.48 2,771.48 10,806,069.70 0 2,771.48 0 0.305
245. Mar 17, 20 0 2,742.04 2,742.04 10,689,323.36 0 2,742.04 0 0.305
246. Apr 17, 20 0 2,712.42 2,712.42 10,571,833.72 0 2,712.42 0 0.304
247. May 17, 20 0 2,682.60 2,682.60 10,453,596.08 0 2,682.60 0 0.304
248. Jun 17, 20 0 2,652.60 2,652.60 0 0 2,652.60 0 0.304
</TABLE>
<PAGE>
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, CLASS A1--PRICE/YIELD
CUSIP Face $127,000,000.00 Settle 10/28/99
Coupon 7.282 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
<TABLE>
<CAPTION>
Price 0CPR 25CPR 50CPR 75CPR 100CPR
----- ---- ----- ----- ----- ------
<S> <C> <C> <C> <C> <C>
Yield
99-00 7.595 7.595 7.596 7.596 7.599
99-04 7.566 7.566 7.567 7.567 7.569
99-08 7.537 7.537 7.538 7.538 7.540
99-12 7.508 7.509 7.509 7.509 7.511
99-16 7.480 7.480 7.480 7.480 7.482
99-20 7.451 7.451 7.451 7.452 7.452
99-24 7.423 7.423 7.423 7.423 7.423
99-28 7.394 7.394 7.394 7.394 7.394
100-00 7.366 7.366 7.366 7.365 7.365
100-04 7.337 7.337 7.337 7.337 7.336
100-08 7.309 7.309 7.308 7.308 7.307
100-12 7.281 7.280 7.280 7.280 7.278
100-16 7.252 7.252 7.252 7.251 7.249
100-20 7.224 7.224 7.223 7.223 7.221
100-24 7.196 7.196 7.195 7.194 7.192
100-28 7.168 7.167 7.167 7.166 7.163
101-00 7.140 7.139 7.139 7.138 7.135
WAL 5.73 5.71 5.69 5.67 5.57
Mod Durn 4.382 4.371 4.360 4.346 4.294
Principal Window Nov99 to Dec07 Nov99 to Dec07 Nov99 to Nov07 Nov99 to Sep07 Nov99 to Jun07
Maturity #mos 98 98 97 95 92
</TABLE>
- ----------------
[NOMURA LOGO]
- ----------------
- --------------------------------------------------------------------------------
NOMURA SECURITIES INTERNATIONAL, INC.
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The information contained
herein is based on sources Nomura Securities International, Inc. ("Nomura")
believes to 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, 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.
Copyright 1995. Nomura Securities International, Inc. Form No. 124
- --------------------------------------------------------------------------------
<PAGE>
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, CLASS A2--PRICE/YIELD
CUSIP Face $322,800,000.00 Settle 10/28/99
Coupon 7.527 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
<TABLE>
<CAPTION>
Price 0CPR 25CPR 50CPR 75CPR 100CPR
----- ---- ----- ----- ----- ------
<S> <C> <C> <C> <C> <C>
Yield
99-00 7.783 7.783 7.783 7.784 7.785
99-04 7.763 7.763 7.764 7.764 7.765
99-08 7.744 7.744 7.744 7.744 7.745
99-12 7.724 7.724 7.724 7.724 7.725
99-16 7.704 7.705 7.705 7.705 7.705
99-20 7.685 7.685 7.685 7.685 7.685
99-24 7.665 7.665 7.665 7.665 7.666
99-28 7.646 7.646 7.646 7.646 7.646
100-00 7.626 7.626 7.626 7.626 7.626
100-04 7.607 7.607 7.607 7.607 7.606
100-08 7.588 7.588 7.587 7.587 7.587
100-12 7.568 7.568 7.568 7.568 7.567
100-16 7.549 7.549 7.549 7.549 7.548
100-20 7.530 7.529 7.529 7.529 7.528
100-24 7.510 7.510 7.510 7.510 7.509
100-28 7.491 7.491 7.491 7.490 7.489
101-00 7.472 7.472 7.471 7.471 7.470
WAL 9.20 9.19 9.18 9.16 9.04
Mod Durn 6.401 6.396 6.390 6.380 6.323
Principal Window Dec07 to Dec09 Dec07 to Dec09 Nov07 to Dec09 Sep07 to Nov09 Jun07 to Oct09
Maturity #mos 122 122 122 121 120
</TABLE>
- ----------------
[NOMURA LOGO]
- ----------------
- --------------------------------------------------------------------------------
NOMURA SECURITIES INTERNATIONAL, INC.
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The information contained
herein is based on sources Nomura Securities International, Inc. ("Nomura")
believes to 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, 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.
Copyright 1995. Nomura Securities International, Inc. Form No. 124
- --------------------------------------------------------------------------------
<PAGE>
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, CLASS A3--PRICE/YIELD
CUSIP Face $108,721,000.00 Settle 10/28/99
Coupon 7.695 Original Balance $108,721,000.00 Accrual begins 10/11/99
Delay 6 Current Balance $108,721,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
<TABLE>
<CAPTION>
Price 0CPR 25CPR 50CPR 75CPR 100CPR
----- ---- ----- ----- ----- ------
<S> <C> <C> <C> <C> <C>
Yield
99-00 7.938 7.938 7.938 7.938 7.938
99-04 7.921 7.921 7.921 7.921 7.921
99-08 7.904 7.904 7.904 7.904 7.904
99-12 7.887 7.887 7.887 7.887 7.887
99-16 7.870 7.870 7.870 7.870 7.870
99-20 7.853 7.853 7.853 7.853 7.853
99-24 7.836 7.836 7.836 7.836 7.836
99-28 7.819 7.819 7.819 7.819 7.819
100-00 7.802 7.802 7.802 7.802 7.802
100-04 7.785 7.785 7.785 7.785 7.785
100-08 7.768 7.768 7.768 7.768 7.768
100-12 7.751 7.751 7.751 7.751 7.751
100-16 7.735 7.735 7.735 7.735 7.734
100-20 7.718 7.718 7.718 7.718 7.718
100-24 7.701 7.701 7.701 7.701 7.701
100-28 7.684 7.684 7.684 7.684 7.684
101-00 7.668 7.668 7.668 7.668 7.667
WAL 11.55 11.55 11.55 11.54 11.51
Mod Durn 7.366 7.365 7.365 7.364 7.350
Principal Window Dec09 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.
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The information contained
herein is based on sources Nomura Securities International, Inc. ("Nomura")
believes to 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, 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.
Copyright 1995. Nomura Securities International, Inc. Form No. 124
- --------------------------------------------------------------------------------
<PAGE>
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, CLASS B--PRICE/YIELD
CUSIP Face $39,057,000.00 Settle 10/28/99
Coupon 7.8 Original Balance $39,057,000.00 Accrual begins 10/11/99
Delay 6 Current Balance $39,057,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
<TABLE>
<CAPTION>
Price 0CPR 25CPR 50CPR 75CPR 100CPR
----- ---- ----- ----- ----- ------
<S> <C> <C> <C> <C> <C>
Yield
96-16 8.357 8.357 8.358 8.358 8.360
96-24 8.325 8.325 8.325 8.326 8.327
97-00 8.292 8.292 8.293 8.293 8.295
97-08 8.260 8.260 8.260 8.261 8.262
97-16 8.228 8.228 8.228 8.228 8.230
97-24 8.196 8.196 8.196 8.196 8.197
98-00 8.164 8.164 8.164 8.164 8.165
98-08 8.132 8.132 8.132 8.132 8.133
98-16 8.100 8.100 8.100 8.100 8.101
98-24 8.068 8.068 8.068 8.069 8.069
99-00 8.037 8.037 8.037 8.037 8.037
99-08 8.005 8.005 8.005 8.005 8.006
99-16 7.974 7.974 7.974 7.974 7.974
99-24 7.943 7.943 7.943 7.943 7.943
100-00 7.912 7.912 7.912 7.912 7.912
100-08 7.881 7.881 7.881 7.881 7.880
100-16 7.850 7.850 7.850 7.850 7.849
WAL 13.41 13.40 13.38 13.36 13.26
Mod Durn 7.975 7.970 7.963 7.955 7.923
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.
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The information contained
herein is based on sources Nomura Securities International, Inc. ("Nomura")
believes to 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, 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.
Copyright 1995. Nomura Securities International, Inc. Form No. 124
- --------------------------------------------------------------------------------
<PAGE>
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, CLASS C--PRICE/YIELD
CUSIP Face $39,057,000.00 Settle 10/28/99
Coupon 7.8 Original Balance $39,057,000.00 Accrual begins 10/11/99
Delay 6 Current Balance $39,057,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
<TABLE>
<CAPTION>
Price 0CPR 25CPR 50CPR 75CPR 100CPR
----- ---- ----- ----- ----- ------
<S> <C> <C> <C> <C> <C>
Yield
94-00 8.684 8.684 8.684 8.684 8.685
94-08 8.651 8.651 8.651 8.651 8.651
94-16 8.617 8.617 8.617 8.617 8.618
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
98-00 8.162 8.162 8.162 8.162 8.162
WAL 13.58 13.58 13.58 13.58 13.57
Mod Durn 7.948 7.947 7.947 7.946 7.945
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.
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The information contained
herein is based on sources Nomura Securities International, Inc. ("Nomura")
believes to 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, 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.
Copyright 1995. Nomura Securities International, Inc. Form No. 124
- --------------------------------------------------------------------------------
<PAGE>
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, CLASS D--PRICE/YIELD
CUSIP Face $11,718,000.00 Settle 10/28/99
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
<TABLE>
<CAPTION>
Price 0CPR 25CPR 50CPR 75CPR 100CPR
----- ---- ----- ----- ----- ------
<S> <C> <C> <C> <C> <C>
Yield
92-16 8.875 8.876 8.877 8.878 8.881
92-24 8.841 8.842 8.843 8.844 8.847
93-00 8.807 8.808 8.809 8.810 8.813
93-08 8.774 8.774 8.775 8.776 8.779
93-16 8.740 8.741 8.742 8.743 8.745
93-24 8.707 8.708 8.708 8.709 8.712
94-00 8.674 8.674 8.675 8.676 8.678
94-08 8.641 8.641 8.642 8.643 8.645
94-16 8.608 8.608 8.609 8.610 8.612
94-24 8.575 8.575 8.576 8.577 8.579
95-00 8.542 8.543 8.543 8.544 8.546
95-08 8.510 8.510 8.511 8.511 8.513
95-16 8.477 8.477 8.478 8.479 8.480
95-24 8.445 8.445 8.446 8.446 8.448
96-00 8.412 8.413 8.413 8.414 8.415
96-08 8.380 8.381 8.381 8.382 8.383
96-16 8.348 8.349 8.349 8.350 8.351
WAL 13.93 13.91 13.89 13.85 13.77
Mod Durn 8.006 8.000 7.992 7.982 7.957
Principal Window Jul13 to Dec13 Jul13 to Dec13 Jul13 to Dec13 Jul13 to Nov13 Jul13 to Aug13
Maturity #mos 170 170 170 169 166
</TABLE>
- ----------------
[NOMURA LOGO]
- ----------------
- --------------------------------------------------------------------------------
NOMURA SECURITIES INTERNATIONAL, INC.
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The information contained
herein is based on sources Nomura Securities International, Inc. ("Nomura")
believes to 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, 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.
Copyright 1995. Nomura Securities International, Inc. Form No. 124
- --------------------------------------------------------------------------------
<PAGE>
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, CLASS E--PRICE/YIELD
CUSIP Face $29,293,000.00 Settle 10/28/99
Coupon 7.64 Original Balance $29,293,000.00 Accrual begins 10/11/99
Delay 6 Current Balance $29,293,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
<TABLE>
<CAPTION>
Price 0CPR 25CPR 50CPR 75CPR 100CPR
----- ---- ----- ----- ----- ------
<S> <C> <C> <C> <C> <C>
Yield
84-20 9.811 9.811 9.811 9.812 9.818
85-00 9.754 9.755 9.755 9.755 9.761
85-12 9.698 9.698 9.699 9.699 9.705
85-24 9.642 9.643 9.643 9.643 9.649
86-04 9.587 9.587 9.587 9.587 9.593
86-16 9.532 9.532 9.532 9.532 9.538
86-28 9.477 9.477 9.477 9.477 9.483
87-08 9.422 9.422 9.423 9.423 9.428
87-20 9.368 9.368 9.368 9.369 9.374
88-00 9.314 9.314 9.315 9.315 9.320
88-12 9.261 9.261 9.261 9.261 9.266
88-24 9.208 9.208 9.208 9.208 9.213
89-04 9.155 9.155 9.155 9.155 9.160
89-16 9.102 9.102 9.102 9.103 9.107
89-28 9.050 9.050 9.050 9.050 9.055
90-08 8.998 8.998 8.998 8.998 9.002
90-20 8.946 8.947 8.947 8.947 8.951
WAL 14.14 14.14 14.14 14.13 14.05
Mod Durn 7.894 7.893 7.893 7.892 7.867
Principal Window Dec13 to Jan14 Dec13 to Jan14 Dec13 to Dec13 Nov13 to Dec13 Aug13 to Dec13
Maturity #mos 171 171 170 170 170
</TABLE>
- ----------------
[NOMURA LOGO]
- ----------------
- --------------------------------------------------------------------------------
NOMURA SECURITIES INTERNATIONAL, INC.
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The information contained
herein is based on sources Nomura Securities International, Inc. ("Nomura")
believes to 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, 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.
Copyright 1995. Nomura Securities International, Inc. Form No. 124
- --------------------------------------------------------------------------------
<PAGE>
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, CLASS F--PRICE/YIELD
CUSIP Face $15,623,000.00 Settle 10/28/99
Coupon 7.64 Original Balance $15,623,000.00 Accrual begins 10/11/99
Delay 6 Current Balance $15,623,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
<TABLE>
<CAPTION>
Price 0CPR 25CPR 50CPR 75CPR 100CPR
----- ---- ----- ----- ----- ------
<S> <C> <C> <C> <C> <C>
Yield
78-00 10.866 10.866 10.867 10.869 10.876
78-12 10.803 10.803 10.804 10.806 10.812
78-24 10.740 10.740 10.741 10.742 10.749
79-04 10.677 10.677 10.678 10.680 10.686
79-16 10.615 10.615 10.616 10.617 10.624
79-28 10.553 10.553 10.554 10.555 10.562
80-08 10.492 10.492 10.492 10.494 10.500
80-20 10.431 10.431 10.431 10.433 10.439
81-00 10.370 10.370 10.371 10.372 10.378
81-12 10.310 10.310 10.311 10.312 10.318
81-24 10.250 10.250 10.251 10.252 10.258
82-04 10.191 10.191 10.192 10.193 10.198
82-16 10.132 10.132 10.133 10.134 10.139
82-28 10.073 10.073 10.074 10.075 10.080
83-08 10.015 10.015 10.016 10.017 10.022
83-20 9.957 9.957 9.958 9.959 9.964
84-00 9.900 9.900 9.901 9.902 9.907
WAL 14.22 14.22 14.21 14.20 14.14
Mod Durn 7.636 7.636 7.634 7.630 7.614
Principal Window Jan14 to Jan14 Jan14 to Jan14 Dec13 to Jan14 Dec13 to Jan14 Dec13 to Dec13
Maturity #mos 171 171 171 171 170
Maturity #mos 171 171 171 171 170
</TABLE>
- ----------------
[NOMURA LOGO]
- ----------------
- --------------------------------------------------------------------------------
NOMURA SECURITIES INTERNATIONAL, INC.
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The information contained
herein is based on sources Nomura Securities International, Inc. ("Nomura")
believes to 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, 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.
Copyright 1995. Nomura Securities International, Inc. Form No. 124
- --------------------------------------------------------------------------------
<PAGE>
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, Class X--Price/Yield
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C>
CUSIP Face $781,148,432.57 Settle 10/28/99
Coupon 0.560348 Original Balance $781,148,432.57 Accrual begins 10/11/99
Delay 6 Current Balance $781,148,432.57 Factor Date N/A
Stated Maturity N/A Factor 1
</TABLE>
<TABLE>
<CAPTION>
Price 0CPR 25CPR 50CPR 75CPR 100CPR
----- ---- ----- ----- ----- ------
<S> <C> <C> <C> <C> <C>
Yield
1-17 25.284 25.274 25.263 25.247 25.166
1-21 22.647 22.637 22.625 22.609 22.524
1-25 20.351 20.341 20.328 20.311 20.223
1-29 18.328 18.318 18.305 18.288 18.197
2-01 16.528 16.517 16.504 16.487 16.394
2-05 14.913 14.902 14.888 14.870 14.776
2-09 13.451 13.440 13.427 13.409 13.313
2-13 12.121 12.110 12.096 12.078 11.981
2-17 10.902 10.891 10.877 10.859 10.761
2-21 9.781 9.769 9.756 9.737 9.639
2-25 8.743 8.732 8.718 8.699 8.600
2-29 7.780 7.768 7.754 7.736 7.636
3-01 6.881 6.870 6.856 6.837 6.737
3-05 6.041 6.029 6.015 5.997 5.896
3-09 5.252 5.240 5.226 5.208 5.107
3-13 4.510 4.498 4.484 4.465 4.364
3-17 3.809 3.797 3.783 3.765 3.664
WAL 10.58 10.57 10.56 10.55 10.46
Mod Durn 4.185 4.185 4.184 4.184 4.181
Principal Window Nov99 to Jun20 Nov99 to Jun20 Nov99 to Jun20 Nov99 to Jun20 Nov99 to Mar20
Maturity #mos 248 248 248 248 245
</TABLE>
- ----------------
[NOMURA LOGO]
- ----------------
- --------------------------------------------------------------------------------
NOMURA SECURITIES INTERNATIONAL, INC.
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The information contained
herein is based on sources Nomura Securities International, Inc. ("Nomura")
believes to 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, 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.
Copyright 1995. Nomura Securities International, Inc. Form No. 124
- --------------------------------------------------------------------------------
<PAGE>
<TABLE>
<CAPTION>
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, CLASS A1--PRICE/YIELD
CUSIP Face $127,000,000.00 Settle 10/28/99
Coupon 7.282 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
0 CDR 0 CDR 1-12, 1CDR 0 CDR 1-12, 2CDR 0 CDR 1-12, 3CDR 0 CDR 1-12, 4CDR 0 CDR 1-12,5CDR
Price 35% Severity, 12mo lag 35% Severity,12mo lag 35% Severity,12mo lag 35% Severity,12mo lag 35% Severity,12mo lag
Yield
<S> <C> <C> <C> <C> <C> <C>
99-00 7.595 7.615 7.638 7.661 7.682 7.700
99-04 7.566 7.584 7.603 7.623 7.641 7.656
99-08 7.537 7.552 7.568 7.585 7.599 7.612
99-12 7.508 7.520 7.533 7.546 7.558 7.568
99-16 7.480 7.489 7.498 7.508 7.517 7.525
99-20 7.451 7.457 7.463 7.470 7.476 7.481
99-24 7.423 7.426 7.429 7.432 7.435 7.438
99-28 7.394 7.394 7.394 7.394 7.394 7.394
100-00 7.366 7.363 7.360 7.356 7.354 7.351
100-04 7.337 7.332 7.325 7.319 7.313 7.308
100-08 7.309 7.300 7.291 7.281 7.272 7.265
100-12 7.281 7.269 7.257 7.243 7.232 7.222
100-16 7.252 7.238 7.222 7.206 7.191 7.179
100-20 7.224 7.207 7.188 7.168 7.151 7.136
100-24 7.196 7.176 7.154 7.131 7.111 7.093
100-28 7.168 7.145 7.120 7.093 7.070 7.050
101-00 7.140 7.114 7.086 7.056 7.030 7.008
WAL 5.73 5.09 4.52 4.03 3.68 3.42
Mod Durn 4.382 3.976 3.612 3.293 3.058 2.880
Principal Window Nov99 to Dec07 Nov99 to Sep07 Nov99 to Jun07 Nov99 to Sep06 Nov99 to Dec05 Nov99 to May05
Maturity #mos 98 95 92 83 74 67
</TABLE>
- ----------------
[NOMURA LOGO]
- ----------------
- --------------------------------------------------------------------------------
NOMURA SECURITIES INTERNATIONAL, INC.
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The information contained
herein is based on sources Nomura Securities International, Inc. ("Nomura")
believes to 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, 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. Copyright 1995. Nomura
Securities International, Inc. Form No. 124
- --------------------------------------------------------------------------------
APPROVED TO SEND TO CUSTOMERS
<PAGE>
<TABLE>
<CAPTION>
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, CLASS A2--PRICE/YIELD
CUSIP Face $322,800,000.00 Settle 10/28/99
Coupon 7.527 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
0 CDR 0 CDR 1-12, 1CDR 0 CDR 1-12, 2CDR 0 CDR 1-12, 3CDR 0 CDR 1-12, 4CDR 0 CDR 1-12,5CDR
Price 35% Severity, 12mo lag 35% Severity,12mo lag 35% Severity,12mo lag 35% Severity,12mo lag 35% Severity,12mo lag
Yield
<S> <C> <C> <C> <C> <C> <C>
99-00 7.783 7.784 7.786 7.787 7.789 7.792
99-04 7.763 7.764 7.766 7.767 7.769 7.771
99-08 7.744 7.745 7.746 7.747 7.748 7.750
99-12 7.724 7.725 7.726 7.726 7.728 7.729
99-16 7.704 7.705 7.706 7.706 7.707 7.708
99-20 7.685 7.685 7.686 7.686 7.687 7.688
99-24 7.665 7.666 7.666 7.666 7.666 7.667
99-28 7.646 7.646 7.646 7.646 7.646 7.646
100-00 7.626 7.626 7.626 7.626 7.625 7.625
100-04 7.607 7.607 7.606 7.606 7.605 7.604
100-08 7.588 7.587 7.586 7.586 7.585 7.584
100-12 7.568 7.568 7.567 7.566 7.565 7.563
100-16 7.549 7.548 7.547 7.546 7.544 7.542
100-20 7.530 7.529 7.527 7.526 7.524 7.522
100-24 7.510 7.509 7.508 7.506 7.504 7.501
100-28 7.491 7.490 7.488 7.486 7.484 7.481
101-00 7.472 7.470 7.469 7.466 7.464 7.460
WAL 9.20 9.09 8.97 8.83 8.64 8.43
Mod Durn 6.401 6.347 6.285 6.213 6.115 6.003
Principal Window Dec07 to Dec09 Sep07 to Oct09 Jun07 to Oct09 Sep06 to Oct09 Dec05 to Oct09 May05 to Oct09
Maturity #mos 122 120 120 120 120 120
</TABLE>
- ----------------
[NOMURA LOGO]
- ----------------
- --------------------------------------------------------------------------------
NOMURA SECURITIES INTERNATIONAL, INC.
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The information contained
herein is based on sources Nomura Securities International, Inc. ("Nomura")
believes to 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, 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. Copyright 1995. Nomura
Securities International, Inc. Form No. 124
- --------------------------------------------------------------------------------
APPROVED TO SEND TO CUSTOMERS
<PAGE>
<TABLE>
<CAPTION>
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, CLASS A3--PRICE/YIELD
CUSIP Face $108,721,000.00 Settle 10/28/99
Coupon 7.695 Original Balance $108,721,000.00 Accrual begins 10/11/99
Delay 6 Current Balance $108,721,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
0 CDR 0 CDR 1-12, 1CDR 0 CDR 1-12, 2CDR 0 CDR 1-12, 3CDR 0 CDR 1-12, 4CDR 0 CDR 1-12,5CDR
Price 35% Severity, 12mo lag 35% Severity,12mo lag 35% Severity,12mo lag 35% Severity,12mo lag 35% Severity,12mo lag
Yield
<S> <C> <C> <C> <C> <C> <C>
99-00 7.938 7.939 7.940 7.941 7.941 7.942
99-04 7.921 7.922 7.922 7.923 7.924 7.924
99-08 7.904 7.905 7.905 7.906 7.906 7.906
99-12 7.887 7.887 7.888 7.888 7.889 7.889
99-16 7.870 7.870 7.871 7.871 7.871 7.871
99-20 7.853 7.853 7.853 7.854 7.854 7.854
99-24 7.836 7.836 7.836 7.836 7.836 7.836
99-28 7.819 7.819 7.819 7.819 7.819 7.819
100-00 7.802 7.802 7.802 7.802 7.802 7.801
100-04 7.785 7.785 7.785 7.784 7.784 7.784
100-08 7.768 7.768 7.768 7.767 7.767 7.767
100-12 7.751 7.751 7.750 7.750 7.750 7.749
100-16 7.735 7.734 7.733 7.733 7.732 7.732
100-20 7.718 7.717 7.716 7.716 7.715 7.715
100-24 7.701 7.700 7.699 7.699 7.698 7.698
100-28 7.684 7.683 7.682 7.682 7.681 7.680
101-00 7.668 7.667 7.666 7.665 7.664 7.663
WAL 11.55 11.41 11.30 11.19 11.11 11.03
Mod Durn 7.366 7.312 7.264 7.223 7.187 7.156
Principal Window Dec09 to Oct12 Oct09 to Oct12 Oct09 to Oct12 Oct09 to Oct12 Oct09 to Oct12 Oct09 to Oct12
Maturity #mos 156 156 156 156 156 156
</TABLE>
- ----------------
[NOMURA LOGO]
- ----------------
- --------------------------------------------------------------------------------
NOMURA SECURITIES INTERNATIONAL, INC.
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The information contained
herein is based on sources Nomura Securities International, Inc. ("Nomura")
believes to 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, 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. Copyright 1995. Nomura
Securities International, Inc. Form No. 124
- --------------------------------------------------------------------------------
APPROVED TO SEND TO CUSTOMERS
<PAGE>
<TABLE>
<CAPTION>
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, CLASS B--PRICE/YIELD
CUSIP Face $39,057,000.00 Settle 10/28/99
Coupon 7.8 Original Balance $39,057,000.00 Accrual begins 10/11/99
Delay 6 Current Balance $39,057,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
0 CDR 0 CDR 1-12, 1CDR 0 CDR 1-12, 2CDR 0 CDR 1-12, 3CDR 0 CDR 1-12, 4CDR 0 CDR 1-12,5CDR
Price 35% Severity, 12mo lag 35% Severity,12mo lag 35% Severity,12mo lag 35% Severity,12mo lag 35% Severity,12mo lag
Yield
<S> <C> <C> <C> <C> <C> <C>
96-16 8.357 8.358 8.358 8.358 8.358 8.358
96-24 8.325 8.325 8.325 8.325 8.325 8.325
97-00 8.292 8.292 8.293 8.293 8.293 8.293
97-08 8.260 8.260 8.260 8.260 8.260 8.260
97-16 8.228 8.228 8.228 8.228 8.228 8.228
97-24 8.196 8.196 8.196 8.196 8.196 8.196
98-00 8.164 8.164 8.164 8.164 8.164 8.164
98-08 8.132 8.132 8.132 8.132 8.132 8.132
98-16 8.100 8.100 8.100 8.100 8.100 8.100
98-24 8.068 8.068 8.068 8.068 8.068 8.068
99-00 8.037 8.037 8.037 8.037 8.037 8.037
99-08 8.005 8.005 8.005 8.005 8.005 8.005
99-16 7.974 7.974 7.974 7.974 7.974 7.974
99-24 7.943 7.943 7.943 7.943 7.943 7.943
100-00 7.912 7.912 7.912 7.912 7.912 7.912
100-08 7.881 7.881 7.881 7.881 7.881 7.881
100-16 7.850 7.850 7.850 7.850 7.850 7.850
WAL 13.41 13.39 13.38 13.38 13.38 13.39
Mod Durn 7.975 7.968 7.964 7.963 7.963 7.966
Principal Window Oct12 to Apr13 Oct12 to Apr13 Oct12 to Apr13 Oct12 to Apr13 Oct12 to Apr13 Oct12 to May13
Maturity #mos 162 162 162 162 162 163
</TABLE>
- ----------------
[NOMURA LOGO]
- ----------------
- --------------------------------------------------------------------------------
NOMURA SECURITIES INTERNATIONAL, INC.
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The information contained
herein is based on sources Nomura Securities International, Inc. ("Nomura")
believes to 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, 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. Copyright 1995. Nomura
Securities International, Inc. Form No. 124
- --------------------------------------------------------------------------------
APPROVED TO SEND TO CUSTOMERS
<PAGE>
<TABLE>
<CAPTION>
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, CLASS C--PRICE/YIELD
CUSIP Face $39,057,000.00 Settle 10/28/99
Coupon 7.8 Original Balance $39,057,000.00 Accrual begins 10/11/99
Delay 6 Current Balance $39,057,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
0 CDR 0 CDR 1-12, 1CDR 0 CDR 1-12, 2CDR 0 CDR 1-12, 3CDR 0 CDR 1-12, 4CDR 0 CDR 1-12,5CDR
Price 35% Severity, 12mo lag 35% Severity,12mo lag 35% Severity,12mo lag 35% Severity,12mo lag 35% Severity,12mo lag
Yield
<S> <C> <C> <C> <C> <C> <C>
94-00 8.684 8.683 8.680 8.678 8.675 8.672
94-08 8.651 8.650 8.647 8.644 8.642 8.639
94-16 8.617 8.616 8.614 8.611 8.609 8.606
94-24 8.584 8.583 8.581 8.578 8.576 8.573
95-00 8.551 8.550 8.548 8.545 8.543 8.540
95-08 8.518 8.517 8.515 8.512 8.510 8.508
95-16 8.485 8.484 8.482 8.480 8.478 8.476
95-24 8.452 8.451 8.449 8.447 8.445 8.443
96-00 8.419 8.419 8.417 8.415 8.413 8.411
96-08 8.387 8.386 8.384 8.383 8.381 8.379
96-16 8.354 8.354 8.352 8.350 8.349 8.347
96-24 8.322 8.321 8.320 8.318 8.317 8.315
97-00 8.290 8.289 8.288 8.286 8.285 8.284
97-08 8.258 8.257 8.256 8.255 8.253 8.252
97-16 8.226 8.225 8.224 8.223 8.222 8.221
97-24 8.194 8.193 8.192 8.191 8.190 8.189
98-00 8.162 8.162 8.161 8.160 8.159 8.158
WAL 13.58 13.62 13.71 13.81 13.90 14.00
Mod Durn 7.948 7.960 7.989 8.019 8.048 8.079
Principal Window Apr13 to Jul13 Apr13 to Nov13 Apr13 to Dec13 Apr13 to Dec13 Apr13 to Dec13 May13 to Jan14
Maturity #mos 165 169 170 170 170 171
</TABLE>
- ----------------
[NOMURA LOGO]
- ----------------
- --------------------------------------------------------------------------------
NOMURA SECURITIES INTERNATIONAL, INC.
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The information contained
herein is based on sources Nomura Securities International, Inc. ("Nomura")
believes to 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, 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. Copyright 1995. Nomura
Securities International, Inc. Form No. 124
- --------------------------------------------------------------------------------
APPROVED TO SEND TO CUSTOMERS
<PAGE>
<TABLE>
<CAPTION>
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, CLASS D--PRICE/YIELD
CUSIP Face $11,718,000.00 Settle 10/28/99
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
0 CDR 0 CDR 1-12, 1CDR 0 CDR 1-12, 2CDR 0 CDR 1-12, 3CDR 0 CDR 1-12, 4CDR 0 CDR 1-12,5CDR
Price 35% Severity, 12mo lag 35% Severity,12mo lag 35% Severity,12mo lag 35% Severity,12mo lag 35% Severity,12mo lag
Yield
<S> <C> <C> <C> <C> <C> <C>
92-16 8.875 8.868 8.868 8.867 8.865 8.863
92-24 8.841 8.834 8.834 8.833 8.831 8.829
93-00 8.807 8.801 8.801 8.800 8.798 8.796
93-08 8.774 8.767 8.767 8.767 8.764 8.763
93-16 8.740 8.734 8.734 8.733 8.731 8.730
93-24 8.707 8.701 8.701 8.700 8.698 8.697
94-00 8.674 8.668 8.668 8.667 8.665 8.664
94-08 8.641 8.635 8.635 8.635 8.633 8.631
94-16 8.608 8.602 8.602 8.602 8.600 8.599
94-24 8.575 8.570 8.570 8.569 8.567 8.566
95-00 8.542 8.537 8.537 8.537 8.535 8.534
95-08 8.510 8.505 8.505 8.505 8.503 8.502
95-16 8.477 8.473 8.473 8.472 8.471 8.470
95-24 8.445 8.441 8.441 8.440 8.439 8.438
96-00 8.412 8.409 8.409 8.408 8.407 8.406
96-08 8.380 8.377 8.377 8.376 8.375 8.374
96-16 8.348 8.345 8.345 8.345 8.343 8.342
WAL 13.93 14.13 14.14 14.15 14.21 14.24
Mod Durn 8.006 8.067 8.069 8.073 8.091 8.101
Principal Window Jul13 to Dec13 Nov13 to Dec13 Dec13 to Dec13 Dec13 to Jan14 Dec13 to Jan14 Jan14 to Feb14
Maturity #mos 170 170 170 171 171 172
</TABLE>
- ----------------
[NOMURA LOGO]
- ----------------
- --------------------------------------------------------------------------------
NOMURA SECURITIES INTERNATIONAL, INC.
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The information contained
herein is based on sources Nomura Securities International, Inc. ("Nomura")
believes to 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, 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. Copyright 1995. Nomura
Securities International, Inc. Form No. 124
- --------------------------------------------------------------------------------
APPROVED TO SEND TO CUSTOMERS
<PAGE>
<TABLE>
<CAPTION>
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, CLASS E--PRICE/YIELD
CUSIP Face $29,293,000.00 Settle 10/28/99
Coupon 7.64 Original Balance $29,293,000.00 Accrual begins 10/11/99
Delay 6 Current Balance $29,293,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
0 CDR 0 CDR 1-12, 1CDR 0 CDR 1-12, 2CDR 0 CDR 1-12, 3CDR 0 CDR 1-12, 4CDR 0 CDR 1-12,5CDR
Price 35% Severity, 12mo lag 35% Severity,12mo lag 35% Severity,12mo lag 35% Severity,12mo lag 35% Severity,12mo lag
Yield
<S> <C> <C> <C> <C> <C> <C>
84-20 9.811 9.809 9.807 9.801 9.767 9.667
85-00 9.754 9.752 9.750 9.745 9.712 9.614
85-12 9.698 9.696 9.694 9.689 9.657 9.561
85-24 9.642 9.640 9.638 9.633 9.602 9.508
86-04 9.587 9.585 9.583 9.578 9.547 9.456
86-16 9.532 9.530 9.528 9.523 9.493 9.404
86-28 9.477 9.475 9.473 9.469 9.439 9.353
87-08 9.422 9.420 9.419 9.414 9.386 9.301
87-20 9.368 9.366 9.365 9.360 9.333 9.251
88-00 9.314 9.313 9.311 9.307 9.280 9.200
88-12 9.261 9.259 9.258 9.253 9.227 9.150
88-24 9.208 9.206 9.204 9.201 9.175 9.100
89-04 9.155 9.153 9.152 9.148 9.123 9.050
89-16 9.102 9.101 9.099 9.096 9.072 9.001
89-28 9.050 9.049 9.047 9.044 9.020 8.952
90-08 8.998 8.997 8.995 8.992 8.970 8.903
90-20 8.946 8.945 8.944 8.941 8.919 8.855
WAL 14.14 14.17 14.20 14.26 14.69 16.18
Mod Durn 7.894 7.903 7.911 7.929 8.043 8.397
Principal Window Dec13 to Jan14 Dec13 to Jan14 Dec13 to Jan14 Jan14 to Apr14 Jan14 to Mar16 Feb14 to May18
Maturity #mos 171 171 171 174 197 223
</TABLE>
- ----------------
[NOMURA LOGO]
- ----------------
- --------------------------------------------------------------------------------
NOMURA SECURITIES INTERNATIONAL, INC.
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The information contained
herein is based on sources Nomura Securities International, Inc. ("Nomura")
believes to 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, 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. Copyright 1995. Nomura
Securities International, Inc. Form No. 124
- --------------------------------------------------------------------------------
APPROVED TO SEND TO CUSTOMERS
<PAGE>
<TABLE>
<CAPTION>
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, CLASS F--PRICE/YIELD
CUSIP Face $15,623,000.00 Settle 10/28/99
Coupon 7.64 Original Balance $15,623,000.00 Accrual begins 10/11/99
Delay 6 Current Balance $15,623,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
0 CDR 0 CDR 1-12, 1CDR 0 CDR 1-12, 2CDR 0 CDR 1-12, 3CDR 0 CDR 1-12, 4CDR 0 CDR 1-12,5CDR
Price 35% Severity, 12mo lag 35% Severity,12mo lag 35% Severity,12mo lag 35% Severity,12mo lag 35% Severity,12mo lag
Yield
<S> <C> <C> <C> <C> <C> <C>
78-00 10.866 10.865 10.849 10.735 10.528 7.868
78-12 10.803 10.801 10.786 10.674 10.470 7.806
78-24 10.740 10.738 10.723 10.613 10.413 7.745
79-04 10.677 10.675 10.661 10.553 10.356 7.684
79-16 10.615 10.613 10.599 10.493 10.300 7.624
79-28 10.553 10.551 10.537 10.433 10.243 7.565
80-08 10.492 10.490 10.476 10.374 10.188 7.505
80-20 10.431 10.429 10.415 10.315 10.132 7.447
81-00 10.370 10.368 10.355 10.257 10.078 7.388
81-12 10.310 10.308 10.295 10.199 10.023 7.331
81-24 10.250 10.249 10.236 10.141 9.969 7.273
82-04 10.191 10.189 10.177 10.084 9.915 7.216
82-16 10.132 10.130 10.118 10.027 9.862 7.160
82-28 10.073 10.072 10.060 9.971 9.809 7.103
83-08 10.015 10.014 10.002 9.915 9.756 7.048
83-20 9.957 9.956 9.944 9.859 9.704 6.992
84-00 9.900 9.898 9.887 9.804 9.652 6.938
WAL 14.22 14.24 14.36 15.42 17.83 16.25
Mod Durn 7.636 7.640 7.673 7.925 8.424 7.937
Principal Window Jan14 to Jan14 Jan14 to Feb14 Jan14 to Jun14 Apr14 to Aug16 Mar16 to Jun18 May18 to Jun20
Maturity #mos 171 172 176 202 224 248
</TABLE>
- ----------------
[NOMURA LOGO]
- ----------------
- --------------------------------------------------------------------------------
NOMURA SECURITIES INTERNATIONAL, INC.
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The information contained
herein is based on sources Nomura Securities International, Inc. ("Nomura")
believes to 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, 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. Copyright 1995. Nomura
Securities International, Inc. Form No. 124
- --------------------------------------------------------------------------------
APPROVED TO SEND TO CUSTOMERS
<PAGE>
<TABLE>
<CAPTION>
COMMERCIAL MORTGAGE ASSET TRUST, SERIES 1999-C2, CLASS X--PRICE/YIELD
CUSIP Face $781,148,432.57 Settle 10/28/99
Coupon 0.560348 Original Balance $781,148,432.57 Accrual begins 10/11/99
Delay 6 Current Balance $781,148,432.57 Factor Date N/A
Stated Maturity N/A Factor 1
0 CDR 0 CDR 1-12, 1CDR 0 CDR 1-12, 2CDR 0 CDR 1-12, 3CDR 0 CDR 1-12, 4CDR 0 CDR 1-12,5CDR
Price 35% Severity, 12mo lag 35% Severity,12mo lag 35% Severity,12mo lag 35% Severity,12mo lag 35% Severity,12mo lag
Yield
<S> <C> <C> <C> <C> <C> <C>
1-17 25.284 24.369 23.437 22.488 21.535 20.585
1-21 22.647 21.712 20.759 19.786 18.806 17.827
1-25 20.351 19.400 18.429 17.435 16.431 15.426
1-29 18.328 17.363 16.376 15.365 14.339 13.311
2-01 16.528 15.551 14.551 13.523 12.477 11.428
2-05 14.913 13.925 12.913 11.871 10.808 9.739
2-09 13.451 12.455 11.432 10.378 9.298 8.210
2-13 12.121 11.116 10.084 9.019 7.924 6.819
2-17 10.902 9.891 8.851 7.775 6.666 5.545
2-21 9.781 8.763 7.716 6.631 5.509 4.373
2-25 8.743 7.720 6.666 5.573 4.439 3.289
2-29 7.780 6.751 5.692 4.591 3.446 2.281
3-01 6.881 5.849 4.784 3.675 2.520 1.343
3-05 6.041 5.004 3.935 2.820 1.654 0.464
3-09 5.252 4.212 3.138 2.017 0.842 -0.360
3-13 4.510 3.466 2.388 1.262 0.078 -1.135
3-17 3.809 2.763 1.681 0.550 -0.642 -1.867
WAL 10.58 10.17 9.78 9.41 9.07 8.74
Mod Durn 4.185 4.162 4.135 4.101 4.055 4.003
Principal Window Nov99 to Jun20 Nov99 to Jun20 Nov99 to Jun20 Nov99 to Jun20 Nov99 to Jun20 Nov99 to Jun20
Maturity #mos 248 248 248 248 248 248
</TABLE>
- ----------------
[NOMURA LOGO]
- ----------------
- --------------------------------------------------------------------------------
NOMURA SECURITIES INTERNATIONAL, INC.
ADDITIONAL INFORMATION IS AVAILABLE UPON REQUEST. The information contained
herein is based on sources Nomura Securities International, Inc. ("Nomura")
believes to 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, 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. Copyright 1995. Nomura
Securities International, Inc. Form No. 124
- --------------------------------------------------------------------------------
APPROVED TO SEND TO CUSTOMERS
