EX-99.2 3 be799157-ex99_2.txt COMPUTATIONAL MATERIALS EXHIBIT 99.2 BSCMS 2004-TOP16 A6 Price/Yield

Base Case 0 CPY; 0 CDR Scen1 50 CPY; 0 CDR Scen2 100 CPY; 0 CDR Scen3 0 CPY; 1 CDR, 25 Severity, 12 Month Lag Scen4 0 CPY; 1 CDR, 50 Severity, 12 Month Lag Scen5 0 CPY; 5 CDR, 25 Severity, 12 Month Lag Scen6 0 CPY; 5 CDR, 50 Severity, 12 Month Lag Scen7 50 CPY; 1.8 CDR, 40 Severity, 12 Month Lag Scen8 Balloon Default 50% of each Loan 24 Months **Excluding San Lorenzo, East Water Place, 10400 Technology Drive STATEMENT REGARDING ASSUMPTIONS AS TO SECURITIES, PRICING ESTIMATES AND OTHER INFORMATION The information contained in the attached materials (the "Information") may include various forms of performance analysis, security characteristics and securities pricing estimates for the securities addressed. Please read and understand this entire statement before utilizing the Information. 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Inputs to these models include but are not limited to: prepayment expectations (econometric prepayment models, single expected lifetime prepayments or a vector of periodic prepayments), interest rate assumptions (parallel and nonparallel changes for different maturity instruments), collateral assumptions (actual pool level data, aggregated pool level data, reported factors or imputed factors), volatility assumptions (historically observed or implied current) and reported information (paydown factors, rate resets and trustee statements). Models used in any analysis may be proprietary making the results difficult for any third party to reproduce. Contact your registered representative for detailed explanations of any modelling techniques employed in the Information. The Information addresses only certain aspects of the applicable security's characteristics and thus does not provide a complete assessment. 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