<PAGE>
EXHIBIT 99.1
[CONSECO LOGO]
--------------------------------------------------------------------------------
Computational Materials
-----------------------
Conseco Finance Securitizations Corp.
Seller
Conseco Finance Corp.
Servicer
$300,000,000 (Approximate)
Certificates for Home Improvement Loans
Series 2000-E
September 19, 2000
The above analysis is not intended to be a prospectus and any investment
decision with respect to the security should be made by you based solely upon
all of the information contained in the final prospectus. Under no circumstances
shall the information presented constitute an offer to sell or the solicitation
of an offer to buy nor shall there be any sale of the securities in any
jurisdiction in which such offer, solicitation or sale would be unlawful prior
to registration or qualification under the securities laws of such jurisdiction.
The securities may not be sold nor may an offer to buy be accepted prior to the
delivery of a final prospectus relating to the securities. The above preliminary
description of the underlying assets has been provided by the issuer and has not
been independently verified by Credit Suisse First Boston. All information
described above is preliminary, limited in nature and subject to completion or
amendment. Credit Suisse First Boston makes no representations that the above
referenced security will actually perform as described in any scenario
presented.
[Credit Suisse / First Boston Logo]
1
<PAGE>
Conseco Finance Certificates For Home Improvement Loans, Series 2000-E
----------------------------------------------------------------------
$300,000,000 (Approximate)
--------------------------
TERM SHEET DATED September 19, 2000
Conseco Finance Securitizations Corp.
Certificates for Home Improvement Loans, Series 2000-E
$300,000,000 (Approximate)
Subject to Revision
SELLER: Conseco Finance Securitizations Corp. ("Conseco Securitizations")
SERVICER: Conseco Finance Corp. ("Conseco Finance")
TRUSTEE: U.S. Bank Trust National Association
UNDERWRITER: Credit Suisse First Boston Corporation
<TABLE>
<CAPTION>
Offered Certificates
----------------------------------------------------------------------------------------------------------------------------
EST. WTD EST. WTD AVG
EXPECTED AVG LIFE LIFE (YRS) EXPECTED
RATINGS (YRS) TO TO PAYMENT FINAL SCHEDULED
AMOUNT TYPE (S&P/FITCH) CALL /(1)/ MATURITY WINDOW DISTRIBUTION DATE
----------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C>
A-1 $114,800,000 Senior Seq AAA / AAA 0.77 0.77 10/00 - 6/02 6/11
A-2 31,500,000 Senior Seq AAA / AAA 2.00 2.00 6/02 - 1/03 10/13
A-3 43,000,000 Senior Seq AAA / AAA 3.00 3.00 1/03 - 9/04 7/18
A-4 33,400,000 Senior Seq AAA / AAA 5.00 5.05 9/04 - 7/06 5/22
A-5 33,050,000 Senior Seq AAA / AAA 5.80 9.39 7/06 - 7/06 8/31
M-1/(2)/ 18,600,000 Mezzanine AA / AA 4.75 5.92 11/03 - 7/06 8/31
M-2/(2)/ 7,800,000 Mezzanine A / A 4.74 5.86 11/03 - 7/06 8/31
B-1/(2)/ 7,350,000 Subordinate BBB / BBB 4.73 5.80 10/03 - 7/06 8/31
Total Balance: $289,500,000
----------------------------------------------------------------------------------------------------------------------------
</TABLE>
(1) All Offered Certificates are priced to the 20% call, as further described
herein.
(2) Subject to the Available Funds Pass-Through Rate further described herein.
<TABLE>
<CAPTION>
Non-Offered Certificates
----------------------------------------------------------------------------------------------------------------------------
EST. WTD EST. WTD AVG
EXPECTED AVG LIFE LIFE (YRS)
RATINGS (YRS) TO TO PAYMENT FINAL SCHEDULED
AMOUNT TYPE (S&P/FITCH) CALL MATURITY WINDOW DISTRIBUTION DATE
----------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C>
B-2/(2)/ $10,500,000 Subordinate BB / BB 4.73 5.62 10/03 - 7/06 8/31
</TABLE>
Pricing Speed
-------------
100% PPC - 100% prepayment assumption assumes a constant prepayment of 12% in
month one increased by approximately an additional 0.91% each month to 22% CPR
in month twelve, and remaining at 22% CPR thereafter.
The above analysis is not intended to be a prospectus and any investment
decision with respect to the security should be made by you based solely upon
all of the information contained in the final prospectus. Under no circumstances
shall the information presented constitute an offer to sell or the solicitation
of an offer to buy nor shall there be any sale of the securities in any
jurisdiction in which such offer, solicitation or sale would be unlawful prior
to registration or qualification under the securities laws of such jurisdiction.
The securities may not be sold nor may an offer to buy be accepted prior to the
delivery of a final prospectus relating to the securities. The above preliminary
description of the underlying assets has been provided by the issuer and has not
been independently verified by Credit Suisse First Boston. All information
described above is preliminary, limited in nature and subject to completion or
amendment. Credit Suisse First Boston makes no representations that the above
referenced security will actually perform as described in any scenario
presented.
[Credit Suisse / First Boston Logo]
2
<PAGE>
Conseco Finance Certificates For Home Improvement Loans, Series 2000-E
----------------------------------------------------------------------
$300,000,000 (Approximate)
--------------------------
SUMMARY OF TERMS
----------------
Cut-Off Date: The trust will be entitled to receive all payments
due after July 31, 2000, for loans other than
Additional Loans (added prior to closing) and
Subsequent Loans (added after closing). For each
Additional Loan, the trust will be entitled to
receive all payments due after August 31, 2000. For
each Subsequent Loan, the trust will be entitled to
receive all payments due after the last day of the
calendar month in which the subsequent closing
occurs.
Offering: Public: subject to a variance of plus or minus 5.0%
Exp. Pricing: On or about September 21, 2000
Exp. Settlement/
Closing Date: September 28, 2000
Payment Date: The 15th day of each month (or if such 15th day is
not a business day, the next succeeding business day)
commencing in October, 2000.
Day Count: 30/360.
Registration: The Offered Certificates will be available in book-
entry form through DTC, Euroclear, or Clearstream.
Record Date: The business day before the Payment Date.
Denominations: $1,000 minimum and integral multiples of $1 in excess
thereof.
ERISA: [It is not expected that any of the Offered
---
Certificates will be ERISA eligible.]
SMMEA: The Offered Certificates will not constitute
"mortgage related securities" for purposes of SMMEA.
Tax Status: The Trust will be treated as a "real estate mortgage
investment conduit" (a "REMIC") for federal income
tax purposes.
Optional Redemption: At its option, on any date when the aggregate Pool
Scheduled Principal Balance is equal to or less than
20% of the sum of (A) the aggregate Cut-Off Date
principal balance of the Home Improvement Loans
included in the Trust as of the Closing Date and (B)
the amount on deposit in the Pre-Funding Account on
the Closing Date, Conseco Finance will have the right
to purchase all the remaining Loans.
Step-Up Coupon: The coupon on Class A-5 will increase by 0.50% if the
optional call is not exercised, subject to the
Available Funds Pass Through Rate.
Coupon Type: The Offered Certificates will bear interest at fixed
rates. The Class M and Class B Certificates will be
subject to the Available Funds Pass Through Rate as
described herein.
Initial Home Improve-
ment Loans: The statistical information presented in this Term
Sheet is with respect to the initial home improvement
loans (the "Initial Home Improvement Loans") only and
is based on balances as of the close of business on
July 31, 2000 (the "Statistical Calculation Date").
The Initial Home Improvement Loans consist primarily
of fully amortizing, first, second, third and fourth
lien, fixed rate closed end home improvement loans.
The total Initial Home Improvement Loans will consist
of 12,192 home improvement loans, with a principal
balance of approximately $285,393,689.10.
The above analysis is not intended to be a prospectus and any investment
decision with respect to the security should be made by you based solely upon
all of the information contained in the final prospectus. Under no circumstances
shall the information presented constitute an offer to sell or the solicitation
of an offer to buy nor shall there be any sale of the securities in any
jurisdiction in which such offer, solicitation or sale would be unlawful prior
to registration or qualification under the securities laws of such jurisdiction.
The securities may not be sold nor may an offer to buy be accepted prior to the
delivery of a final prospectus relating to the securities. The above preliminary
description of the underlying assets has been provided by the issuer and has not
been independently verified by Credit Suisse First Boston. All information
described above is preliminary, limited in nature and subject to completion or
amendment. Credit Suisse First Boston makes no representations that the above
referenced security will actually perform as described in any scenario
presented.
[Credit Suisse / First Boston Logo]
3
<PAGE>
Conseco Finance Certificates For Home Improvement Loans, Series 2000-E
----------------------------------------------------------------------
$300,000,000 (Approximate)
--------------------------
Additional Loans: Between the Statistical Calculation Date and the
Expected Closing Date, Conseco Securitizations
expects to deposit additional loans (the "Additional
Loans"). It is expected that the Additional Loans
will have characteristics which are substantially
similar to the Initial Home Improvement Loans.
Pre-funding Feature: On the Closing Date, a portion of the proceeds from
the sale of the Certificates (the "Pre-Funded
Amount") will be deposited with the Trustee in a
segregated account (the "Pre-Funding Account") and
used by the Trust to purchase subsequent loans (the
"Subsequent Loans") during a period (not longer than
90 days) following the Closing Date (the "Pre-Funding
Period"). The Pre-Funded Amount is not expected to
exceed 25% of the aggregate original principal
balances of the Certificates. The Pre-Funded Amount
will be reduced during the Pre-Funding Period by the
amounts thereof used to fund such purchases. Any
amounts remaining in the Pre-Funding Account
following the Pre-Funding Period will be paid to the
Class A-1 Certificateholders.
Rating Agencies: Standard and Poor's Ratings Services ("S&P") Fitch
Ratings, Inc. ("Fitch")
Servicing Fee Rate: 0.50% per annum.
Final Home Improve-
ment Loan Group: The final pool of home improvement loans in the trust
will be based on balances as of the related Cut-Off
Date. The collateral composition of the pools is
expected to be similar to the Initial Home
Improvement Loans.
Distributions: Distributions on each Payment Date will be made to
the extent of the "Amount Available" which will
generally consist of payments made on or in respect
of the Home Improvement Loans, and will include
amounts otherwise payable to the Class C
Certificateholder.
The Amount Available will generally be applied first
to the distributions to the Class A
Certificateholders, then to the Class M-1
Certificateholders, then to the Class M-2
Certificateholders, then to the Class B-1
Certificateholders, and then to the Class B-2
Certificateholders.
Class A Certificates are senior to Class M and Class
B Certificates. Class M Certificates are senior to
Class B Certificates.
Interest on the
Class A, M-1, M-2, B-1
And B-2 Certificates: On each Payment Date, the Amount Available will be
distributable to pay interest as follows:
. First, to each Class of Class A
Certificateholders concurrently;
. Second, to the Class M-1 Certificateholders;
. Third, to the Class M-2 Certificateholders,
. Fourth, to the Class B-1 Certificateholders,
. Fifth, to the Class B-2 Certificateholders.
Interest will accrue at the applicable pass-through
rate for each Class on the outstanding related Class
A Principal Balance, Class M-1 Adjusted Principal
Balance, Class M-2 Adjusted Principal Balance, Class
B-1 Adjusted Principal Balance, and Class B-2
Adjusted Principal Balance as applicable, from the
Settlement Date, or from the most recent Payment Date
on which interest has been paid, to but excluding the
following Payment Date. Interest will accrue on a
30/360 payment basis for all Certificates.
The above analysis is not intended to be a prospectus and any investment
decision with respect to the security should be made by you based solely upon
all of the information contained in the final prospectus. Under no circumstances
shall the information presented constitute an offer to sell or the solicitation
of an offer to buy nor shall there be any sale of the securities in any
jurisdiction in which such offer, solicitation or sale would be unlawful prior
to registration or qualification under the securities laws of such jurisdiction.
The securities may not be sold nor may an offer to buy be accepted prior to the
delivery of a final prospectus relating to the securities. The above preliminary
description of the underlying assets has been provided by the issuer and has not
been independently verified by Credit Suisse First Boston. All information
described above is preliminary, limited in nature and subject to completion or
amendment. Credit Suisse First Boston makes no representations that the above
referenced security will actually perform as described in any scenario
presented.
[Credit Suisse / First Boston Logo]
4
<PAGE>
Cconseco Finance Certificates For Home Improvement Loans, Series 200-E
----------------------------------------------------------------------
$300,000,000 (Approximate)
--------------------------
The adjusted principal balance of any of the Class
M-1, M-2, B-1, and B-2 Certificates is the principal
balance less any liquidation loss principal amounts
allocated to that Class.
The principal balance of any of the Class A, M-1,
M-2, B-1, and B-2 Certificates is the original
principal balance less all amounts previously
distributed on account of principal to that Class.
Interest Shortfalls
And Carryovers: If the Amount Available on any Payment Date is
insufficient to make the full distributions of
interest to a class, the Amount Available remaining
after payments with a higher payment priority are
made will be distributed pro rata among the
certificates comprising such class (the Class A
Certificates being treated as a single class for such
purpose). Any interest due but unpaid from a prior
Payment Date will also be due on the next Payment
Date, together with accrued interest thereon at the
applicable pass-through rate to the extent legally
permissible.
Available Funds
Pass-Through
Rate: The "Available Funds Pass-Through Rate" for any
Payment Date will be a rate per annum equal to the
weighted average of the Expense Adjusted Loan Rates
on the then outstanding Home Improvement Loans. The
"Expense Adjusted Loan Rate" on any Home Improvement
Loan is equal to the then applicable home improvement
loan interest rate thereon, minus the Servicing Fee,
which is 0.50% per annum. Interest payable to the
Class M and Class B certificates may be limited on
any Payment Date by the Available Funds Pass-Through
Rate.
Principal on the
Class A, M-1, M-2, B-1
And B-2 Certificates: On each Payment Date, after all interest is
distributed to the Class A, Class M-1, Class M-2,
Class B-1, and Class B-2 Certificateholders, the
remaining Amount Available will be distributed as
principal as follows and in the following order of
priority:
(i) first, to the Class A Certificateholders, the
Class A Formula Principal Distribution Amount;
(ii) second, to the Class M-1 Certificateholders,
the Class M-1 Formula Principal Distribution
Amount;
(iii) third, to the Class M-2 Certificateholders, the
Class M-2 Formula Principal Distribution
Amount;
(iv) fourth, to the Class B-1 Certificateholders,
the Class B-1 Formula Principal Distribution
Amount; and
(v) fifth, to the Class B-2 Certificateholders, the
Class B-2 Formula Principal Distribution
Amount.
On each Payment Date, the Class A Formula Principal
Distribution Amount will be distributed as follows:
first to the Class A-1 Certificateholders until the
Class A-1 Certificate Principal Balance is reduced to
zero, second to the Class A-2 Certificateholders
until the Class A-2 Certificate Principal Balance has
been reduced to zero, third to the Class A-3
Certificateholders until the Class A-3 Certificate
Principal Balance has been reduced to zero, fourth to
the Class A-4 Certificateholders until the Class A-4
Certificate Principal Balance has been reduced to
zero, and fifth to the Class A-5 Certificateholders
until the Class A-5 Certificate Principal Balance has
been reduced to zero.
If the Amount Available on any Payment Date is
insufficient to make full distributions of principal
to a class of certificates, the Amount Available
remaining after payments with a higher payment
priority are made will be distributed pro-rata among
the certificates comprising such class.
The above analysis is not intended to be a prospectus and any investment
decision with respect to the security should be made by you based solely upon
all of the information contained in the final prospectus. Under no circumstances
shall the information presented constitute an offer to sell or the solicitation
of an offer to buy nor shall there be any sale of the securities in any
jurisdiction in which such offer, solicitation or sale would be unlawful prior
to registration or qualification under the securities laws of such jurisdiction.
The securities may not be sold nor may an offer to buy be accepted prior to the
delivery of a final prospectus relating to the securities. The above preliminary
description of the underlying assets has been provided by the issuer and has not
been independently verified by Credit Suisse First Boston. All information
described above is preliminary, limited in nature and subject to completion or
amendment. Credit Suisse First Boston makes no representations that the above
referenced security will actually perform as described in any scenario
presented.
[CREDIT SUISSE / FIRST BOSTON LOGO]
5
<PAGE>
Cconseco Finance Certificates For Home Improvement Loans, Series 200-E
----------------------------------------------------------------------
$300,000,000 (Approximate)
--------------------------
Formula Principal
Distribution Amount: On each Payment Date, the Formula Principal
Distribution Amount will be equal to (A) the sum of
(i) all scheduled payments of principal due on each
outstanding Home Improvement Loan during the related
due period, (ii) the scheduled principal balance of
each Home Improvement Loan which, during the related
due period, was repurchased by the Seller, (iii) all
partial principal prepayments applied and all
principal prepayments in full received during such
due period in respect of each Home Improvement Loan,
(iv) the scheduled principal balance of each Home
Improvement Loan that became a liquidated Home
Improvement Loan during the related due period, (v)
any amount described in clauses (i) through (iv)
above that was not previously distributed because of
an insufficient amount of funds available in the
certificate account, and (vi) any additional excess
interest amount available on such Payment Date to
build overcollateralization to the Target
Overcollateralization Amount less (B) any principal
amount available described in (i) through (iv) to
reduce overcollateralization to the Target
Overcollateralization Amount (see Target
Overcollateralization Amount).
The "Scheduled Principal Balance" of a Home
Improvement Loan with respect to any Payment Date is
its principal balance as of the scheduled payment
date in the calendar month preceding that payment
date as specified in its amortization schedule, after
giving effect to any previous partial principal
prepayments and to the scheduled payment due on such
due date, but without giving effect to any
delinquency in payment or adjustments due to
bankruptcy or similar proceedings. The "Pool
Scheduled Principal Balance" as of any Payment Date
is the aggregate of the Scheduled Principal Balances
of Home Improvement Loans comprising the loan pool
that were outstanding during the preceding Due
Period.
Class A Formula
Principal Distribution
Amount: The Class A Formula Principal Distribution Amount
will generally be equal to:
(i) if the Payment Date is before the Stepdown Date
or a Trigger Event exists, the Formula Principal
Distribution Amount for such Payment Date (but
in no event more than the Class A Principal
Balance); or
(ii) if the Payment Date is on or after the Stepdown
Date and no Trigger Event exists, the excess of
(A) the Class A Principal Balance over (B) the
lesser of (x) 65.50% of the Pool Scheduled
Principal Balance or (y) the Pool Scheduled
Principal Balance minus $1,500,000.
Class M-1 Formula
Principal Distribution
Amount: The Class M-1 Formula Principal Distribution Amount
will generally be equal to:
(i) if the Payment Date is (A) before the Stepdown
Date or (B) on or after the Stepdown Date and a
Trigger Event exists, the Formula Principal
Distribution Amount less the Class A Formula
Principal Distribution Amount for such Payment
Date (but in no event more than the Class M-1
Principal Balance); or
(ii) if the Payment Date is on or after the Stepdown
Date and no Trigger Event exists, the excess
(but in no event more than the Class M-1
Principal Balance) of (A) (1) the sum of the
Class A principal balance and the Class M-1
Adjusted Principal Balance, minus (2) the amount
of principal actually distributed on such
payment date on the Class A certificates, over
(B) the lesser of (x) 77.90% of the Pool
Scheduled Principal Balance or (y) the Pool
Scheduled Principal Balance minus $1,500,000.
The above analysis is not intended to be a prospectus and any investment
decision with respect to the security should be made by you based solely upon
all of the information contained in the final prospectus. Under no circumstances
shall the information presented constitute an offer to sell or the solicitation
of an offer to buy nor shall there be any sale of the securities in any
jurisdiction in which such offer, solicitation or sale would be unlawful prior
to registration or qualification under the securities laws of such jurisdiction.
the securities may not be sold nor may an offer to buy be accepted prior to the
delivery of a final prospectus relating to the securities. The above preliminary
description of the underlying assets has been provided by the issuer and has not
been independently verified by Credit Suisse First Boston. All information
described above is preliminary, limited in nature and subject to completion or
amendment. Credit Suisse First Boston makes no representations that the above
referenced security will actually perform as described in any scenario
presented.
[CREDIT SUISSE / FIRST BOSTON LOGO]
6
<PAGE>
Cconseco Finance Certificates For Home Improvement Loans, Series 200-E
----------------------------------------------------------------------
$300,000,000 (Approximate)
--------------------------
Class M-2 Formula
Principal Distribution
Amount: The Class M-2 Formula Principal Distribution Amount
will generally be equal to:
(i) if the Payment Date is (A) before the Stepdown
Date or (B) on or after the Stepdown Date and a
Trigger Event exists, the Formula Principal
Distribution Amount less the sum of the Class A
Formula Principal Distribution Amount and the
Class M-1 Formula Principal Distribution Amount
for such Payment Date (but in no event more than
the Class M-2 Principal Balance); or
(ii) if the Payment Date is on or after the Stepdown
Date and no Trigger Event exists, the excess
(but in no event more than the Class M-2
Principal Balance) of (A) (1) the sum of the
Class A Principal Balance, the Class M-1
Adjusted Principal Balance and the Class M-2
Adjusted Principal Balance, minus (2) the amount
of principal actually distributed on such
payment date on the Class A and Class M-1
certificates, over (B) the lesser of (x) 83.10%
of the Pool Scheduled Principal Balance or (y)
the Pool Scheduled Principal Balance minus
$1,500,000.
Class B-1 Formula
Principal Distribution
Amount: The Class B-1 Formula Principal Distribution Amount
will generally be equal to:
(i) if the Payment Date is (A) before the Stepdown
Date or (B) on or after the Stepdown Date and a
Trigger Event exists, the Formula Principal
Distribution Amount less the sum of the Class A
Formula Principal Distribution Amount, the Class
M-1 Formula Principal Distribution Amount and
the Class M-2 Formula Principal Distribution
Amount for such Payment Date (but in no event
more than the Class B-1 Principal Balance); or
(ii) if the Payment Date is on or after the Stepdown
Date and no Trigger Event exists, the excess
(but in no event more than the Class B-1
Principal Balance) of (A) (1) the sum of the
Class A Principal Balance, the Class M-1
Adjusted Principal Balance, the Class M-2
Adjusted Principal Balance and Class B-1
Adjusted Principal Balance, minus (2) the amount
of principal actually distributed on such
payment date on the Class A, Class M-1 and Class
M-2 certificates, over (B) the lesser of (x)
88.00% of the Pool Scheduled Principal Balance
or (y) the Pool Scheduled Principal Balance
minus $1,500,000.
Class B-2 Formula
Principal Distribution
Amount: The Class B-2 Formula Principal Distribution Amount
will generally be equal to:
(i) if the Payment Date is (A) before the Stepdown
Date or (B) on or after the Stepdown Date and a
Trigger Event exists, the Formula Principal
Distribution Amount less the sum of the Class A
Formula Principal Distribution Amount, the Class
M-1 Formula Principal Distribution Amount, the
Class M-2 Formula Principal Distribution Amount
and the Class B-1 Formula Principal Distribution
Amount for such Payment Date (but in no event
more than the Class B-2 Principal Balance); or
(ii) if the Payment Date is on or after the Stepdown
Date and no Trigger Event exists, the excess (but
in no event more than the Class B-2 Principal
Balance) of (A) (1) the sum of the Class A
Principal Balance, the Class M-1 Adjusted
Principal Balance, the Class M-2 Adjusted
Principal Balance, the Class B-1 Adjusted
Principal Balance and the Class B-2 Adjusted
Principal Balance, minus (2) the amount of
principal actually distributed on such payment
date on the Class A, Class M-1, Class M-2 and
Class B-1 certificates, over (B) the lesser of
(x) 95.00% of the Pool Scheduled Principal
Balance or (y) the Pool Scheduled Principal
Balance minus $1,500,000.
The above analysis is not intended to be a prospectus and any investment
decision with respect to the security should be made by you based solely upon
all of the information contained in the final prospectus. Under no circumstances
shall the information presented constitute an offer to sell or the solicitation
of an offer to buy nor shall there be any sale of the securities in any
jurisdiction in which such offer, solicitation or sale would be unlawful prior
to registration or qualification under the securities laws of such jurisdiction.
the securities may not be sold nor may an offer to buy be accepted prior to the
delivery of a final prospectus relating to the securities. The above preliminary
description of the underlying assets has been provided by the issuer and has not
been independently verified by Credit Suisse First Boston. All information
described above is preliminary, limited in nature and subject to completion or
amendment. Credit Suisse First Boston makes no representations that the above
referenced security will actually perform as described in any scenario
presented.
[CREDIT SUISSE / FIRST BOSTON LOGO]
7
<PAGE>
Cconseco Finance Certificates For Home Improvement Loans, Series 200-E
----------------------------------------------------------------------
$300,000,000 (Approximate)
--------------------------
Stepdown Date: The later to occur of (A) the Payment Date in
October, 2003 and (B) the first Payment Date on which
the Class A Principal Balance is less than or equal
to 65.50% of the Scheduled Principal Balances of the
Home Improvement Loans.
Trigger Event: A Trigger Event is in effect if on that Payment Date:
(i) the three month rolling average percentage of the
Home Improvement Loans that are 60 days or more
delinquent in payment of principal and interest
exceeds the product of (a) the Senior Enhancement
Percentage for the certificates and (b) [17.50%]; or
(ii) the Cumulative Realized Losses Test is not
satisfied.
Senior Enhancement
Percentage: The Senior Enhancement Percentage on any Payment Date
will equal the percentage obtained by dividing: (i)
the excess of (A) the Pool Scheduled Principal
Balance over (B) the Class A Principal Balance, by
(ii) the Pool Scheduled Principal Balance.
Cumulative Realized
Losses Test: The Cumulative Realized Losses Test is satisfied for
any Payment Date if the cumulative realized loss
ratio for the loans for such payment date is less
than or equal to the percentage set forth below for
the specified period:
Month Percentage
37 - 48 [6.00%]
49 - 60 [7.13%]
61 - 84 [7.50%]
85 and thereafter [8.00%]
Overcollateralization: There will be initial overcollateralization of
approximately 0.00% building to the Target
Overcollateralization Amount (as described herein).
The Certificateholders will be entitled to receive
additional distributions in respect of principal on
each Payment Date to the extent there is any amount
available remaining after payment of all interest and
principal on the Certificates and the Monthly
Servicing Fee to the Servicer for such Payment Date,
until the overcollateralization amount equals the
Target Overcollateralization Amount. Such additional
distribution in respect of principal will be paid in
accordance with the distribution priorities described
herein and in the Prospectus Supplement.
Target Overcollateral-
Ization Amount: Prior to the Stepdown Date or if a Trigger Event
exists, the Target Overcollateralization Amount will
equal 2.50% of the sum of (A) the aggregate Cut-Off
Date principal balance of the Home Improvement Loans
included in the trust as of the Closing Date and (B)
the amount on deposit in the Pre-Funding Account on
the Closing Date.
On or after the Stepdown Date, and as long as no
Trigger Event exists, the Target
Overcollateralization Amount will equal the lesser of
(i) 2.50% of the sum of (A) the aggregate Cut-Off
Date principal balance of the Home Improvement Loans
included in the trust as of the Closing Date and (B)
the amount on deposit in the Pre-Funding Account on
the Closing Date, or (ii) the greater of (A) 5.00% of
the aggregate outstanding Pool Scheduled Principal
Balance, or (B) 0.50% of the sum of (x) the aggregate
Cut-Off Date principal balance of the Home
Improvement Loans included in the trust as of the
Closing Date and (y) the amount on deposit in the
Pre-Funding Account on the Closing Date
The above analysis is not intended to be a prospectus and any investment
decision with respect to the security should be made by you based solely upon
all of the information contained in the final prospectus. Under no circumstances
shall the information presented constitute an offer to sell or the solicitation
of an offer to buy nor shall there be any sale of the securities in any
jurisdiction in which such offer, solicitation or sale would be unlawful prior
to registration or qualification under the securities laws of such jurisdiction.
the securities may not be sold nor may an offer to buy be accepted prior to the
delivery of a final prospectus relating to the securities. The above preliminary
description of the underlying assets has been provided by the issuer and has not
been independently verified by Credit Suisse First Boston. All information
described above is preliminary, limited in nature and subject to completion or
amendment. Credit Suisse First Boston makes no representations that the above
referenced security will actually perform as described in any scenario
presented.
[CREDIT SUISSE / FIRST BOSTON LOGO]
8
<PAGE>
Cconseco Finance Certificates For Home Improvement Loans, Series 200-E
----------------------------------------------------------------------
$300,000,000 (Approximate)
--------------------------
Credit Support
Percentage: Initial Targeted Credit Support After Stepdown Date
------------------------------- -------------------
Class Percent Class Percent
----- ------- ----- -------
A 17.25% A 34.50%
M-1 11.05% M-1 22.10%
M-2 8.45% M-2 16.90%
B-1 6.00% B-1 12.00%
B-2 2.50% B-2 5.00%
Losses on Liquidated
Loans: If net liquidation proceeds from liquidated loans in
the respective collection period are less than the
Scheduled Principal Balance of such liquidated loans
plus accrued and unpaid interest thereon, the
deficiency (a "Liquidation Loss Amount") will be
absorbed first by the Class C Certificateholder,
second by a reduction of the overcollateralization
amount, third by the Class B-2 certificateholders,
fourth by the Class B-1 certificateholders, fifth by
the Class M-2 certificateholders and sixth by the
Class M-1 certificateholders.
Liquidation Loss
Interest: Interest on Liquidation Loss Amounts will be
distributable from any remaining Amount Available
after the distribution of principal on the Class A,
Class M, and Class B Certificates, first to the Class
M-1 Certificates, then to the Class M-2 Certificates,
then to the Class B-1 Certificates, and then to the
Class B-2 Certificates. Interest on the outstanding
Class M-1 Liquidation Loss Amount, Class M-2
Liquidation Loss Amount, Class B-1 Liquidation Loss
Amount, and Class B-2 Liquidation Loss Amount, as
applicable, will accrue from the Settlement Date, or
from the most recent Payment Date on which interest
has been paid, to but excluding the following Payment
Date.
The above analysis is not intended to be a prospectus and any investment
decision with respect to the security should be made by you based solely upon
all of the information contained in the final prospectus. Under no circumstances
shall the information presented constitute an offer to sell or the solicitation
of an offer to buy nor shall there be any sale of the securities in any
jurisdiction in which such offer, solicitation or sale would be unlawful prior
to registration or qualification under the securities laws of such jurisdiction.
the securities may not be sold nor may an offer to buy be accepted prior to the
delivery of a final prospectus relating to the securities. The above preliminary
description of the underlying assets has been provided by the issuer and has not
been independently verified by Credit Suisse First Boston. All information
described above is preliminary, limited in nature and subject to completion or
amendment. Credit Suisse First Boston makes no representations that the above
referenced security will actually perform as described in any scenario
presented.
[CREDIT SUISSE / FIRST BOSTON LOGO]
9
<PAGE>
Conseco Finance Certificate For Home Improvement Loans, Series 2000-E
---------------------------------------------------------------------
$300,000,000 (Approximate)
--------------------------
DESCRIPTION OF THE COLLATERAL
The information provided on the following tables is as of the Statistical
Calculation Date.
Summary
<TABLE>
<CAPTION>
Total Minimum Maximum
----- ------- --------
-----------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
Aggregate Principal Balance $285,393,689.10
Number of Loans 12,192
Average Original Loan Balance (1) $ 23,759.78 $1,678.00 $254,463.56
Average Current Loan Balance (1) $ 23,408.28 $1,196.49 $253,213.16
Weighted Average Gross Coupon (2) 12.693% 6.000% 21.990%
Weighted Average Remaining Term to Maturity (months) (2) 230.04 6 360
Weighted Average Original Term (months) (2) 233.58 24 360
Weighted Average FICO Credit Score (3) 656.33
-----------------------------------------------------------------------------------------------------------------------------
</TABLE>
(1) Sum of principal balance divided by total number of loans
(2) Weighted by remaining principal balance
(3) Weighted by remaining principal balance, excluding loans with unavailable
scores
The above analysis is not intended to be a prospectus and any investment
decision with respect to the security should be made by you based solely upon
all of the information contained in the final prospectus. Under no circumstances
shall the information presented constitute an offer to sell or the solicitation
of an offer to buy nor shall there be any sale of the securities in any
jurisdiction in which such offer, solicitation or sale would be unlawful prior
to registration or qualification under the securities laws of such jurisdiction.
The securities may not be sold nor may an offer to buy be accepted prior to the
delivery of a final prospectus relating to the securities. The above preliminary
description of the underlying assets has been provided by the issuer and has not
been independently verified by Credit Suisse First Boston. All information
described above is preliminary, limited in nature and subject to completion or
amendment. Credit Suisse First Boston makes no representations that the above
referenced security will actually perform as described in any scenario
presented.
[CREDIT SUISSE / FIRST BOSTON LOGO]
10
<PAGE>
Conseco Finance Certificate For Home Improvement Loans, Series 2000-E
---------------------------------------------------------------------
$300,000,000 (Approximate)
--------------------------
<TABLE>
<CAPTION>
=============================================================================================================
GEOGRAPHIC DISTRIBUTION (1)
Aggregate Principal % of Outstanding Principal
State or Territory Number of Loans Balance Outstanding Balance
=============================================================================================================
<S> <C> <C> <C>
Alabama 202 5,323,934.47 1.87
-------------------------------------------------------------------------------------------------------------
Arizona 339 7,779,435.12 2.73
-------------------------------------------------------------------------------------------------------------
Arkansas 262 3,983,345.81 1.40
-------------------------------------------------------------------------------------------------------------
California 1,282 42,034,887.73 14.73
-------------------------------------------------------------------------------------------------------------
Colorado 267 4,536,858.42 1.59
-------------------------------------------------------------------------------------------------------------
Connecticut 212 4,910,777.83 1.72
-------------------------------------------------------------------------------------------------------------
Delaware 66 1,656,731.64 0.58
-------------------------------------------------------------------------------------------------------------
Florida 622 14,133,160.65 4.95
-------------------------------------------------------------------------------------------------------------
Georgia 359 7,894,376.82 2.77
-------------------------------------------------------------------------------------------------------------
Idaho 18 408,623.36 0.14
-------------------------------------------------------------------------------------------------------------
Illinois 575 11,030,819.74 3.87
-------------------------------------------------------------------------------------------------------------
Indiana 318 5,839,645.38 2.05
-------------------------------------------------------------------------------------------------------------
Iowa 72 1,808,848.75 0.63
-------------------------------------------------------------------------------------------------------------
Kansas 99 1,862,136.65 0.65
-------------------------------------------------------------------------------------------------------------
Kentucky 38 808,517.00 0.28
-------------------------------------------------------------------------------------------------------------
Louisiana 90 2,448,073.69 0.86
-------------------------------------------------------------------------------------------------------------
Maine 101 2,206,382.48 0.77
-------------------------------------------------------------------------------------------------------------
Maryland 133 3,442,865.49 1.21
-------------------------------------------------------------------------------------------------------------
Massachusetts 158 3,648,709.06 1.28
-------------------------------------------------------------------------------------------------------------
Michigan 575 12,704,426.39 4.45
-------------------------------------------------------------------------------------------------------------
Minnesota 140 3,126,968.82 1.10
-------------------------------------------------------------------------------------------------------------
Mississippi 103 1,751,418.33 0.61
-------------------------------------------------------------------------------------------------------------
Missouri 358 6,477,117.88 2.27
-------------------------------------------------------------------------------------------------------------
Montana 34 818,766.08 0.29
-------------------------------------------------------------------------------------------------------------
Nebraska 39 876,253.16 0.31
-------------------------------------------------------------------------------------------------------------
Nevada 175 4,932,574.52 1.73
-------------------------------------------------------------------------------------------------------------
New Hampshire 49 1,230,926.66 0.43
-------------------------------------------------------------------------------------------------------------
New Jersey 652 14,536,931.12 5.09
-------------------------------------------------------------------------------------------------------------
New Mexico 149 3,366,885.90 1.18
-------------------------------------------------------------------------------------------------------------
New York 1,021 25,962,951.40 9.10
-------------------------------------------------------------------------------------------------------------
North Carolina 193 4,312,328.98 1.51
-------------------------------------------------------------------------------------------------------------
North Dakota 22 645,508.58 0.23
-------------------------------------------------------------------------------------------------------------
Ohio 406 7,435,432.49 2.61
-------------------------------------------------------------------------------------------------------------
Oklahoma 144 2,642,455.80 0.93
-------------------------------------------------------------------------------------------------------------
Oregon 65 1,809,695.22 0.63
-------------------------------------------------------------------------------------------------------------
Pennsylvania 768 18,422,274.23 6.46
-------------------------------------------------------------------------------------------------------------
Rhode Island 40 681,011.58 0.24
-------------------------------------------------------------------------------------------------------------
South Carolina 144 3,517,357.20 1.23
-------------------------------------------------------------------------------------------------------------
South Dakota 25 666,567.82 0.23
-------------------------------------------------------------------------------------------------------------
Tennessee 67 902,525.35 0.32
-------------------------------------------------------------------------------------------------------------
Texas 935 23,141,567.16 8.11
-------------------------------------------------------------------------------------------------------------
Utah 20 309,255.18 0.11
-------------------------------------------------------------------------------------------------------------
Vermont 31 694,182.33 0.24
-------------------------------------------------------------------------------------------------------------
Virginia 380 8,921,952.18 3.13
-------------------------------------------------------------------------------------------------------------
Washington 239 4,869,935.93 1.71
-------------------------------------------------------------------------------------------------------------
Washington DC 8 67,380.03 0.02
-------------------------------------------------------------------------------------------------------------
West Virginia 61 1,675,450.52 0.59
-------------------------------------------------------------------------------------------------------------
Wisconsin 100 2,481,683.11 0.87
-------------------------------------------------------------------------------------------------------------
Wyoming 36 653,775.06 0.23
=============================================================================================================
TOTAL 12,192 $285,393,689.10 100.00%
</TABLE>
(1) Represents Customer's Mailing Address
The above analysis is not intended to be a prospectus and any investment
decision with respect to the security should be made by you based solely upon
all of the information contained in the final prospectus. Under no circumstances
shall the information presented constitute an offer to sell or the solicitation
of an offer to buy nor shall there be any sale of the securities in any
jurisdiction in which such offer, solicitation or sale would be unlawful prior
to registration or qualification under the securities laws of such jurisdiction.
The securities may not be sold nor may an offer to buy be accepted prior to the
delivery of a final prospectus relating to the securities. The above preliminary
description of the underlying assets has been provided by the issuer and has not
been independently verified by Credit Suisse First Boston. All information
described above is preliminary, limited in nature and subject to completion or
amendment. Credit Suisse First Boston makes no representations that the above
referenced security will actually perform as described in any scenario
presented.
[CREDIT SUISSE / FIRST BOSTON LOGO]
11
<PAGE>
Conseco Finance Certificate For Home Improvement Loans, Series 2000-E
---------------------------------------------------------------------
$300,000,000 (Approximate)
--------------------------
<TABLE>
<CAPTION>
====================================================================================================================
ORIGINAL LOAN AMOUNT DISTRIBUTION (1)
Range of Aggregate Principal % of Outstanding Principal
Original Loan Amount Number of Loans Balance Outstanding Balance
====================================================================================================================
<S> <C> <C> <C>
Less than $15,000.00 3,823 35,954,997.88 12.60
--------------------------------------------------------------------------------------------------------------------
$ 15,000.00 - 19,999.99 2,132 36,408,465.22 12.76
--------------------------------------------------------------------------------------------------------------------
$ 20,000.00 - 24,999.99 1,757 38,745,078.75 13.58
--------------------------------------------------------------------------------------------------------------------
$ 25,000.00 - 29,999.99 1,380 37,222,372.93 13.04
--------------------------------------------------------------------------------------------------------------------
$ 30,000.00 - 34,999.99 972 31,085,179.79 10.89
--------------------------------------------------------------------------------------------------------------------
$ 35,000.00 - 39,999.99 620 22,929,965.33 8.03
--------------------------------------------------------------------------------------------------------------------
$ 40,000.00 - 44,999.99 559 23,506,607.13 8.24
--------------------------------------------------------------------------------------------------------------------
$ 45,000.00 - 49,999.99 260 12,224,511.82 4.28
--------------------------------------------------------------------------------------------------------------------
$ 50,000.00 - 54,999.99 315 16,282,886.56 5.71
--------------------------------------------------------------------------------------------------------------------
$ 55,000.00 - 59,999.99 74 4,217,974.83 1.48
--------------------------------------------------------------------------------------------------------------------
$ 60,000.00 - 64,999.99 52 3,230,620.22 1.13
--------------------------------------------------------------------------------------------------------------------
$ 65,000.00 - 69,999.99 37 2,487,628.08 0.87
--------------------------------------------------------------------------------------------------------------------
$ 70,000.00 - 74,999.99 37 2,659,581.61 0.93
--------------------------------------------------------------------------------------------------------------------
$ 75,000.00 - 79,999.99 34 2,598,764.74 0.91
--------------------------------------------------------------------------------------------------------------------
$ 80,000.00 - 84,999.99 24 1,949,387.50 0.68
--------------------------------------------------------------------------------------------------------------------
$ 85,000.00 - 89,999.99 20 1,745,185.88 0.61
--------------------------------------------------------------------------------------------------------------------
$ 90,000.00 - 94,999.99 8 728,774.83 0.26
--------------------------------------------------------------------------------------------------------------------
$ 95,000.00 - 99,999.99 12 1,157,790.87 0.41
--------------------------------------------------------------------------------------------------------------------
$ 100,000.00 - 104,999.99 11 1,117,047.73 0.39
--------------------------------------------------------------------------------------------------------------------
$ 105,000.00 - 109,999.99 2 211,634.53 0.07
--------------------------------------------------------------------------------------------------------------------
$ 110,000.00 - 114,999.99 10 1,119,234.09 0.39
--------------------------------------------------------------------------------------------------------------------
$ 115,000.00 - 119,999.99 5 587,138.28 0.21
--------------------------------------------------------------------------------------------------------------------
$ 120,000.00 - 124,999.99 5 616,332.47 0.22
--------------------------------------------------------------------------------------------------------------------
$ 125,000.00 - 129,999.99 9 1,145,774.02 0.40
--------------------------------------------------------------------------------------------------------------------
$ 130,000.00 - 134,999.99 7 924,791.94 0.32
--------------------------------------------------------------------------------------------------------------------
$ 135,000.00 - 139,999.99 3 414,734.30 0.15
--------------------------------------------------------------------------------------------------------------------
$ 140,000.00 - 144,999.99 8 1,133,055.32 0.40
--------------------------------------------------------------------------------------------------------------------
$ 150,000.00 - 154,999.99 4 610,692.41 0.21
--------------------------------------------------------------------------------------------------------------------
$ 155,000.00 - 159,999.99 2 311,491.32 0.11
--------------------------------------------------------------------------------------------------------------------
$ 160,000.00 - 164,999.99 1 162,801.71 0.06
--------------------------------------------------------------------------------------------------------------------
$ 180,000.00 - 184,999.99 2 364,863.49 0.13
--------------------------------------------------------------------------------------------------------------------
$ 185,000.00 - 189,999.99 1 187,321.02 0.07
--------------------------------------------------------------------------------------------------------------------
$ 200,000.00 or Greater 6 1,351,002.50 0.47
====================================================================================================================
TOTAL 12,192 $285,393,689.10 100.00%
====================================================================================================================
</TABLE>
(1) Certain acquired loans may have original balances included in this table at
the time of acquisition, which may not equal the original balance at
origination.
The above analysis is not intended to be a prospectus and any investment
decision with respect to the security should be made by you based solely upon
all of the information contained in the final prospectus. Under no circumstances
shall the information presented constitute an offer to sell or the solicitation
of an offer to buy nor shall there be any sale of the securities in any
jurisdiction in which such offer, solicitation or sale would be unlawful prior
to registration or qualification under the securities laws of such jurisdiction.
The securities may not be sold nor may an offer to buy be accepted prior to the
delivery of a final prospectus relating to the securities. The above preliminary
description of the underlying assets has been provided by the issuer and has not
been independently verified by Credit Suisse First Boston. All information
described above is preliminary, limited in nature and subject to completion or
amendment. Credit Suisse First Boston makes no representations that the above
referenced security will actually perform as described in any scenario
presented.
[CREDIT SUISSE / FIRST BOSTON LOGO]
12
<PAGE>
Conseco Finance Certificates For Home Improvement Loans, Series 2000-E
----------------------------------------------------------------------
$300,000,000 (Approximate)
--------------------------
--------------------------------------------------------------------------------
CURRENT LOAN AMOUNT DISTRIBUTION
<TABLE>
<CAPTION>
Range of Aggregate Principal % of Outstanding Principal
Current Loan Amount Number of Loans Balance Outstanding Balance
----------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
Less than $15,000.00 3,955 37,658,110.71 13.20
----------------------------------------------------------------------------------------------------------------------
$ 15,000.00 - 19,999.99 2,098 36,545,095.52 12.81
----------------------------------------------------------------------------------------------------------------------
$ 20,000.00 - 24,999.99 1,742 38,893,545.85 13.63
----------------------------------------------------------------------------------------------------------------------
$ 25,000.00 - 29,999.99 1,342 36,515,206.07 12.79
----------------------------------------------------------------------------------------------------------------------
$ 30,000.00 - 34,999.99 970 31,253,921.17 10.95
----------------------------------------------------------------------------------------------------------------------
$ 35,000.00 - 39,999.99 620 23,142,257.13 8.11
----------------------------------------------------------------------------------------------------------------------
$ 40,000.00 - 44,999.99 530 22,457,458.41 7.87
----------------------------------------------------------------------------------------------------------------------
$ 45,000.00 - 49,999.99 271 12,837,986.02 4.50
----------------------------------------------------------------------------------------------------------------------
$ 50,000.00 - 54,999.99 295 15,328,770.12 5.37
----------------------------------------------------------------------------------------------------------------------
$ 55,000.00 - 59,999.99 73 4,177,713.94 1.46
----------------------------------------------------------------------------------------------------------------------
$ 60,000.00 - 64,999.99 52 3,248,760.94 1.14
----------------------------------------------------------------------------------------------------------------------
$ 65,000.00 - 69,999.99 39 2,637,108.21 0.92
----------------------------------------------------------------------------------------------------------------------
$ 70,000.00 - 74,999.99 36 2,605,881.08 0.91
----------------------------------------------------------------------------------------------------------------------
$ 75,000.00 - 79,999.99 33 2,546,861.21 0.89
----------------------------------------------------------------------------------------------------------------------
$ 80,000.00 - 84,999.99 22 1,821,448.02 0.64
----------------------------------------------------------------------------------------------------------------------
$ 85,000.00 - 89,999.99 19 1,665,081.91 0.58
----------------------------------------------------------------------------------------------------------------------
$ 90,000.00 - 94,999.99 9 832,534.24 0.29
----------------------------------------------------------------------------------------------------------------------
$ 95,000.00 - 99,999.99 10 968,033.42 0.34
----------------------------------------------------------------------------------------------------------------------
$ 100,000.00 - 104,999.99 11 1,117,047.73 0.39
----------------------------------------------------------------------------------------------------------------------
$ 105,000.00 - 109,999.99 5 540,578.04 0.19
----------------------------------------------------------------------------------------------------------------------
$ 110,000.00 - 114,999.99 7 790,290.58 0.28
----------------------------------------------------------------------------------------------------------------------
$ 115,000.00 - 119,999.99 5 587,138.28 0.21
----------------------------------------------------------------------------------------------------------------------
$ 120,000.00 - 124,999.99 6 741,178.79 0.26
----------------------------------------------------------------------------------------------------------------------
$ 125,000.00 - 129,999.99 9 1,150,103.57 0.40
----------------------------------------------------------------------------------------------------------------------
$ 130,000.00 - 134,999.99 6 795,616.07 0.28
----------------------------------------------------------------------------------------------------------------------
$ 135,000.00 - 139,999.99 3 414,734.30 0.15
----------------------------------------------------------------------------------------------------------------------
$ 140,000.00 - 144,999.99 8 1,133,055.32 0.40
----------------------------------------------------------------------------------------------------------------------
$ 150,000.00 - 154,999.99 5 765,090.76 0.27
----------------------------------------------------------------------------------------------------------------------
$ 155,000.00 - 159,999.99 1 157,092.97 0.06
----------------------------------------------------------------------------------------------------------------------
$ 160,000.00 - 164,999.99 1 162,801.71 0.06
----------------------------------------------------------------------------------------------------------------------
$ 180,000.00 - 184,999.99 2 364,863.49 0.13
----------------------------------------------------------------------------------------------------------------------
$ 185,000.00 - 189,999.99 1 187,321.02 0.07
----------------------------------------------------------------------------------------------------------------------
$ 200,000.00 or Greater 6 1,351,002.50 0.47
======================================================================================================================
TOTAL 12,192 $285,393,689.10 100.00%
</TABLE>
The above analysis is not intended to be a prospectus and any investment
decision with respect to the security should be made by you based solely upon
all of the information contained in the final prospectus. Under no circumstances
shall the information presented constitute an offer to sell or the solicitation
of an offer to buy nor shall there be any sale of the securities in any
jurisdiction in which such offer, solicitation or sale would be unlawful prior
to registration or qualification under the securities laws of such jurisdiction.
The securities may not be sold nor may an offer to buy be accepted prior to the
delivery of a final prospectus relating to the securities. The above preliminary
description of the underlying assets has been provided by the issuer and has not
been independently verified by Credit Suisse First Boston. All information
described above is preliminary, limited in nature and subject to completion or
amendment. Credit Suisse First Boston makes no representations that the above
referenced security will actually perform as described in any scenario
presented.
[Credit Suisse / First Boston Logo]
13
<PAGE>
Conseco Finance Certificates For Home Improvement Loans, Series 2000-E
----------------------------------------------------------------------
$300,000,000 (Approximate)
--------------------------
--------------------------------------------------------------------------------
INTEREST RATE DISTRIBUTION
<TABLE>
<CAPTION>
Range of Loan Aggregate Principal % of Outstanding Principal
Interest Rates Number of Loans Balance Outstanding Balance
-----------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
0.000% - 7.000% 6 202,610.92 0.07
-----------------------------------------------------------------------------------------------------------------
7.001% - 8.000% 63 2,229,956.77 0.78
-----------------------------------------------------------------------------------------------------------------
8.001% - 9.000% 423 14,295,444.88 5.01
-----------------------------------------------------------------------------------------------------------------
9.001% - 10.000% 1,165 32,154,537.08 11.27
-----------------------------------------------------------------------------------------------------------------
10.001% - 11.000% 1,268 31,703,652.62 11.11
-----------------------------------------------------------------------------------------------------------------
11.001% - 12.000% 1,857 45,763,667.75 16.04
-----------------------------------------------------------------------------------------------------------------
12.001% - 13.000% 2,255 48,365,532.67 16.95
-----------------------------------------------------------------------------------------------------------------
13.001% - 14.000% 2,004 42,054,100.51 14.74
-----------------------------------------------------------------------------------------------------------------
14.001% - 15.000% 1,394 31,163,308.68 10.92
-----------------------------------------------------------------------------------------------------------------
15.001% - 16.000% 882 18,575,432.47 6.51
-----------------------------------------------------------------------------------------------------------------
16.001% - 17.000% 525 11,191,954.33 3.92
-----------------------------------------------------------------------------------------------------------------
17.001% - 18.000% 275 6,193,734.69 2.17
-----------------------------------------------------------------------------------------------------------------
18.001% - 19.000% 68 1,353,055.95 0.47
-----------------------------------------------------------------------------------------------------------------
19.001% or Greater 7 146,699.78 0.05
=================================================================================================================
TOTAL 12,192 $285,393,689.10 100.00%
</TABLE>
--------------------------------------------------------------------------------
REMAINING MONTHS TO MATURITY
<TABLE>
<CAPTION>
Range of Remaining Aggregate Principal % of Outstanding Principal
Months to Maturity Number of Loans Balance Outstanding Balance
-----------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
0 - 30 190 692,477.45 0.24
-----------------------------------------------------------------------------------------------------------------
31 - 60 660 6,060,825.38 2.12
-----------------------------------------------------------------------------------------------------------------
61 - 90 509 4,907,443.23 1.72
-----------------------------------------------------------------------------------------------------------------
91 - 120 2,155 32,797,701.67 11.49
-----------------------------------------------------------------------------------------------------------------
121 - 150 85 1,336,185.50 0.47
-----------------------------------------------------------------------------------------------------------------
151 - 180 3,003 66,052,499.47 23.14
-----------------------------------------------------------------------------------------------------------------
181 - 210 18 360,383.92 0.13
-----------------------------------------------------------------------------------------------------------------
211 - 240 1,556 39,335,413.09 13.78
-----------------------------------------------------------------------------------------------------------------
241 - 270 7 155,965.24 0.05
-----------------------------------------------------------------------------------------------------------------
271 - 300 3,998 132,886,263.44 46.56
-----------------------------------------------------------------------------------------------------------------
331 - 360 11 808,530.71 0.28
=================================================================================================================
TOTAL 12,192 $285,393,689.10 100.00%
</TABLE>
The above analysis is not intended to be a prospectus and any investment
decision with respect to the security should be made by you based solely upon
all of the information contained in the final prospectus. Under no circumstances
shall the information presented constitute an offer to sell or the solicitation
of an offer to buy nor shall there be any sale of the securities in any
jurisdiction in which such offer, solicitation or sale would be unlawful prior
to registration or qualification under the securities laws of such jurisdiction.
The securities may not be sold nor may an offer to buy be accepted prior to the
delivery of a final prospectus relating to the securities. The above preliminary
description of the underlying assets has been provided by the issuer and has not
been independently verified by Credit Suisse First Boston. All information
described above is preliminary, limited in nature and subject to completion or
amendment. Credit Suisse First Boston makes no representations that the above
referenced security will actually perform as described in any scenario
presented.
[Credit Suisse / First Boston Logo]
14
<PAGE>
Conseco Finance Certificate For Home Improvement Loans, Series 2000-E
---------------------------------------------------------------------
$300,000,000 (Approximate)
--------------------------
--------------------------------------------------------------------------------
LIEN POSITION
<TABLE>
<CAPTION>
Aggregate Principal % of Outstanding Principal
Lien Number of Loans Balance Outstanding Balance
-----------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
First 1,184 41,994,246.64 14.71
-----------------------------------------------------------------------------------------------------------------
Second 9,073 199,458,735.08 69.89
-----------------------------------------------------------------------------------------------------------------
Third 1,925 43,766,072.18 15.34
-----------------------------------------------------------------------------------------------------------------
Fourth 10 174,635.20 .06
=================================================================================================================
Total 12,192 $285,393,689.10 100.00%
</TABLE>
--------------------------------------------------------------------------------
YEAR OF ORIGINATION
<TABLE>
<CAPTION>
Aggregate Principal % of Outstanding Principal
Year of Origination Number of Loans Balance Outstanding Balance
-----------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
1990 1 8,477.48 0.00
-----------------------------------------------------------------------------------------------------------------
1991 12 63,360.55 0.02
-----------------------------------------------------------------------------------------------------------------
1992 320 1,828,914.64 0.64
-----------------------------------------------------------------------------------------------------------------
1993 90 585,079.65 0.21
-----------------------------------------------------------------------------------------------------------------
1994 1 22,394.03 0.01
-----------------------------------------------------------------------------------------------------------------
1995 2 28,239.14 0.01
-----------------------------------------------------------------------------------------------------------------
1996 6 62,602.78 0.02
-----------------------------------------------------------------------------------------------------------------
1997 10 279,480.76 0.10
-----------------------------------------------------------------------------------------------------------------
1998 158 5,716,568.83 2.00
-----------------------------------------------------------------------------------------------------------------
1999 1,770 40,736,340.74 14.27
-----------------------------------------------------------------------------------------------------------------
2000 9,822 236,062,230.50 82.71
=================================================================================================================
TOTAL 12,192 $285,393,689.10 100.00%
</TABLE>
The above analysis is not intended to be a prospectus and any investment
decision with respect to the security should be made by you based solely upon
all of the information contained in the final prospectus. Under no circumstances
shall the information presented constitute an offer to sell or the solicitation
of an offer to buy nor shall there be any sale of the securities in any
jurisdiction in which such offer, solicitation or sale would be unlawful prior
to registration or qualification under the securities laws of such jurisdiction.
The securities may not be sold nor may an offer to buy be accepted prior to the
delivery of a final prospectus relating to the securities. The above preliminary
description of the underlying assets has been provided by the issuer and has not
been independently verified by Credit Suisse First Boston. All information
described above is preliminary, limited in nature and subject to completion or
amendment. Credit Suisse First Boston makes no representations that the above
referenced security will actually perform as described in any scenario
presented.
[Credit Suisse / First Boston Logo]
15
<PAGE>
Conseco Finance Certificates For Home Improvement Loans, Series 2000-E
----------------------------------------------------------------------
$300,000,000 (Approximate)
--------------------------
<TABLE>
<CAPTION>
-----------------------------------------------------------------------------------------------------------
FICO SCORES
Range of Aggregate Principal % of Outstanding Principal
FICO Scores Number of Loans Balance Outstanding Balance
-----------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
401 - 500 49 1,997,353.87 0.70
-----------------------------------------------------------------------------------------------------------
501 - 520 100 3,093,407.00 1.08
-----------------------------------------------------------------------------------------------------------
521 - 540 223 6,428,592.39 2.25
-----------------------------------------------------------------------------------------------------------
541 - 560 383 9,698,038.26 3.40
-----------------------------------------------------------------------------------------------------------
561 - 580 585 13,100,107.56 4.59
-----------------------------------------------------------------------------------------------------------
581 - 600 837 19,056,577.61 6.68
-----------------------------------------------------------------------------------------------------------
601 - 620 1,187 28,036,591.21 9.82
-----------------------------------------------------------------------------------------------------------
621 - 640 1,357 32,548,953.19 11.40
-----------------------------------------------------------------------------------------------------------
641 - 660 1,437 35,831,688.69 12.56
-----------------------------------------------------------------------------------------------------------
661 - 680 1,225 30,074,192.73 10.54
-----------------------------------------------------------------------------------------------------------
681 - 700 1,031 26,014,180.85 9.12
-----------------------------------------------------------------------------------------------------------
701 - 720 977 23,653,968.71 8.29
-----------------------------------------------------------------------------------------------------------
721 - 740 832 19,252,460.16 6.75
-----------------------------------------------------------------------------------------------------------
741 - 760 689 15,882,369.23 5.57
-----------------------------------------------------------------------------------------------------------
761 - 780 477 10,244,564.64 3.59
-----------------------------------------------------------------------------------------------------------
781 - 800 194 3,882,538.42 1.36
-----------------------------------------------------------------------------------------------------------
Above 800 53 894,404.35 0.31
-----------------------------------------------------------------------------------------------------------
Not Available 556 5,703,700.23 2.00
===========================================================================================================
TOTAL 12,192 $285,393,689.10 100.00%
</TABLE>
The above analysis is not intended to be a prospectus and any investment
decision with respect to the security should be made by you based solely upon
all of the information contained in the final prospectus. Under no circumstances
shall the information presented constitute an offer to sell or the solicitation
of an offer to buy nor shall there be any sale of the securities in any
jurisdiction in which such offer, solicitation or sale would be unlawful prior
to registration or qualification under the securities laws of such jurisdiction.
The securities may not be sold nor may an offer to buy be accepted prior to the
delivery of a final prospectus relating to the securities. The above
preliminary description of the underlying assets has been provided by the issuer
and has not been independently verified by Credit Suisse First Boston. All
information described above is preliminary, limited in nature and subject to
completion or amendment. Credit Suisse First Boston makes no representations
that the above referenced security will actually perform as described in any
scenario presented.
[Credit Suisse/First Boston Logo]
16
<PAGE>
Conseco Finance Certificates For Home Improvement Loans, Series 2000-E
----------------------------------------------------------------------
$300,000,000 (Approximate)
--------------------------
PREPAYMENT SCENARIOS
<TABLE>
<CAPTION>
Scenario I Scenario II Scenario III Scenario IV Scenario V
------------ ------------- -------------- ------------- ------------
<S> <C> <C> <C> <C>
75% 100% 125% 150% 175%
</TABLE>
As a percentage of the Base Prepayment Assumption for the Home
Improvement Loans (1)
PREPAYMENT SENSITIVITIES*
<TABLE>
<CAPTION>
-----------------
Scenario I Scenario II Scenario III Scenario IV Scenario V
WAL/Maturity WAL/Maturity WAL/Maturity WAL/Maturity WAL/Maturity
--------------- ----------------- --------------- ----------------- ---------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
To Call
----------------------------------------------------------------------------------------------------------------------
A-1 1.00 12/02 0.77 06/02 0.62 02/02 0.52 11/01 0.44 09/01
----------------------------------------------------------------------------------------------------------------------
A-2 2.63 10/03 2.00 01/03 1.60 08/02 1.32 04/02 1.11 01/02
----------------------------------------------------------------------------------------------------------------------
A-3 3.98 12/05 3.00 09/04 2.28 06/03 1.88 01/03 1.58 08/02
----------------------------------------------------------------------------------------------------------------------
A-4 6.44 02/08 5.00 07/06 3.84 05/05 2.65 07/04 2.20 04/03
----------------------------------------------------------------------------------------------------------------------
A-5 7.38 02/08 5.80 07/06 4.63 05/05 3.80 07/04 2.97 12/03
----------------------------------------------------------------------------------------------------------------------
M-1 6.05 02/08 4.75 07/06 4.06 05/05 3.76 07/04 3.21 12/03
----------------------------------------------------------------------------------------------------------------------
M-2 6.05 02/08 4.74 07/06 3.98 05/05 3.61 07/04 3.21 12/03
----------------------------------------------------------------------------------------------------------------------
B-1 6.05 02/08 4.73 07/06 3.95 05/05 3.54 07/04 3.21 12/03
----------------------------------------------------------------------------------------------------------------------
B-2 6.05 02/08 4.73 07/06 3.92 05/05 3.46 07/04 3.21 12/03
----------------------------------------------------------------------------------------------------------------------
To Maturity
----------------------------------------------------------------------------------------------------------------------
A-1 1.00 12/02 0.77 06/02 0.62 02/02 0.52 11/01 0.44 09/01
----------------------------------------------------------------------------------------------------------------------
A-2 2.63 10/03 2.00 01/03 1.60 08/02 1.32 04/02 1.11 01/02
----------------------------------------------------------------------------------------------------------------------
A-3 3.98 12/05 3.00 09/04 2.28 06/03 1.88 01/03 1.58 08/02
----------------------------------------------------------------------------------------------------------------------
A-4 6.51 11/08 5.05 02/07 3.88 11/05 2.66 12/04 2.20 04/03
----------------------------------------------------------------------------------------------------------------------
A-5 11.85 04/21 9.39 11/17 7.64 11/14 6.34 08/12 4.57 10/10
----------------------------------------------------------------------------------------------------------------------
M-1 7.51 02/18 5.92 10/14 5.04 04/12 4.64 05/10 4.70 11/08
----------------------------------------------------------------------------------------------------------------------
M-2 7.45 07/16 5.86 07/13 4.92 03/11 4.40 05/09 4.19 01/08
----------------------------------------------------------------------------------------------------------------------
B-1 7.39 07/15 5.80 09/12 4.84 06/10 4.29 10/08 4.00 07/07
----------------------------------------------------------------------------------------------------------------------
B-2 7.19 05/14 5.62 08/11 4.67 07/09 4.10 01/08 3.76 12/06
----------------------------------------------------------------------------------------------------------------------
</TABLE>
* The Certificates will be priced using 100% of the Base Prepayment
Assumption.
(1) The Base Prepayment Assumption ("PPC") assumes a conditional prepayment
rate of 12% per annum of the then outstanding principal balance of the Home
Improvement Loans in the first month of the life of the Home Improvement
Loans and an additional approximate 0.91% per annum in each month
thereafter until the twelfth month. Beginning in the twelfth month and in
each month thereafter, the conditional prepayment rate is 22%.
The above analysis is not intended to be a prospectus and any investment
decision with respect to the security should be made by you based solely upon
all of the information contained in the final prospectus. Under no circumstances
shall the information presented constitute an offer to sell or the solicitation
of an offer to buy nor shall there be any sale of the securities in any
jurisdiction in which such offer, solicitation or sale would be unlawful prior
to registration or qualification under the securities laws of such jurisdiction.
The securities may not be sold nor may an offer to buy be accepted prior to the
delivery of a final prospectus relating to the securities. The above
preliminary description of the underlying assets has been provided by the issuer
and has not been independently verified by Credit Suisse First Boston. All
information described above is preliminary, limited in nature and subject to
completion or amendment. Credit Suisse First Boston makes no representations
that the above referenced security will actually perform as described in any
scenario presented.
[Credit Suisse/First Boston Logo]
17
<PAGE>
Conseco Finance Certificates For Home Improvement Loans, Series 2000-E
----------------------------------------------------------------------
$300,000,000 (Approximate)
--------------------------
BOND SUMMARY (to Call)
----------------------
<TABLE>
<CAPTION>
A-1 (To Call)
---------------------------------------------------------------------------------------------------------------------------------
PPC 75% 100% 125% 150% 175%
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
Average Life (yrs.) 1.00 0.77 0.62 0.52 0.44
Modified Duration (yrs.) 0.93 0.72 0.58 0.49 0.42
First Principal Payment Date 10/15/2000 10/15/2000 10/15/2000 10/15/2000 10/15/2000
Last Principal Payment Date 12/15/2002 06/15/2002 02/15/2002 11/15/2001 09/15/2001
Payment Windows (mos.) 27 21 17 14 12
A-2 (To Call)
---------------------------------------------------------------------------------------------------------------------------------
PPC 75% 100% 125% 150% 175%
---------------------------------------------------------------------------------------------------------------------------------
Average Life (yrs.) 2.63 2.00 1.60 1.32 1.11
Modified Duration (yrs.) 2.32 1.81 1.46 1.22 1.04
First Principal Payment Date 12/15/2002 06/15/2002 02/15/2002 11/15/2001 09/15/2001
Last Principal Payment Date 10/15/2003 01/15/2003 08/15/2002 04/15/2002 01/15/2002
Payment Windows (mos.) 11 8 7 6 5
A-3 (To Call)
---------------------------------------------------------------------------------------------------------------------------------
FIX-PPC 75% 100% 125% 150% 175%
---------------------------------------------------------------------------------------------------------------------------------
Average Life (yrs.) 3.98 3.00 2.28 1.88 1.58
Modified Duration (yrs.) 3.34 2.60 2.03 1.70 1.44
First Principal Payment Date 10/15/2003 01/15/2003 08/15/2002 04/15/2002 01/15/2002
Last Principal Payment Date 12/15/2005 09/15/2004 06/15/2003 01/15/2003 08/15/2002
Payment Windows (mos.) 27 21 11 10 8
A-4 (To Call)
---------------------------------------------------------------------------------------------------------------------------------
PPC 75% 100% 125% 150% 175%
---------------------------------------------------------------------------------------------------------------------------------
Average Life (yrs.) 6.44 5.00 3.84 2.65 2.20
Modified Duration (yrs.) 4.91 4.01 3.20 2.32 1.96
First Principal Payment Date 12/15/2005 09/15/2004 06/15/2003 01/15/2003 08/15/2002
Last Principal Payment Date 02/15/2008 07/15/2006 05/15/2005 07/15/2004 04/15/2003
Payment Windows (mos.) 27 23 24 19 9
A-5 (To Call)
---------------------------------------------------------------------------------------------------------------------------------
PPC 75% 100% 125% 150% 175%
---------------------------------------------------------------------------------------------------------------------------------
Average Life (yrs.) 7.38 5.80 4.63 3.80 2.97
Modified Duration (yrs.) 5.39 4.48 3.74 3.16 2.55
First Principal Payment Date 02/15/2008 07/15/2006 05/15/2005 07/15/2004 04/15/2003
Last Principal Payment Date 02/15/2008 07/15/2006 05/15/2005 07/15/2004 12/15/2003
Payment Windows (mos.) 1 1 1 1 9
</TABLE>
The above analysis is not intended to be a prospectus and any investment
decision with respect to the security should be made by you based solely upon
all of the information contained in the final prospectus. Under no circumstances
shall the information presented constitute an offer to sell or the solicitation
of an offer to buy nor shall there be any sale of the securities in any
jurisdiction in which such offer, solicitation or sale would be unlawful prior
to registration or qualification under the securities laws of such jurisdiction.
The securities may not be sold nor may an offer to buy be accepted prior to the
delivery of a final prospectus relating to the securities. The above
preliminary description of the underlying assets has been provided by the issuer
and has not been independently verified by Credit Suisse First Boston. All
information described above is preliminary, limited in nature and subject to
completion or amendment. Credit Suisse First Boston makes no representations
that the above referenced security will actually perform as described in any
scenario presented.
[Credit Suisse/First Boston Logo]
18
<PAGE>
Conseco Finance Certificates For Home Improvement Loans, Series 2000-E
----------------------------------------------------------------------
$300,000,000 (Approximate)
--------------------------
<TABLE>
<CAPTION>
M-1 (To Call)
----------------------------------------------------------------------------------------------------------------------------------
PPC 75% 100% 125% 150% 175%
----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
Average Life (yrs.) 6.05 4.75 4.06 3.76 3.21
Modified Duration (yrs.) 4.54 3.75 3.31 3.11 2.72
First Principal Payment Date 02/15/2004 11/15/2003 01/15/2004 04/15/2004 12/15/2003
Last Principal Payment Date 02/15/2008 07/15/2006 05/15/2005 07/15/2004 12/15/2003
Payment Windows (mos.) 49 33 17 4 1
M-2 (To Call)
----------------------------------------------------------------------------------------------------------------------------------
PPC 75% 100% 125% 150% 175%
----------------------------------------------------------------------------------------------------------------------------------
Average Life (yrs.) 6.05 4.74 3.98 3.61 3.21
Modified Duration (yrs.) 4.40 3.65 3.19 2.95 2.67
First Principal Payment Date 02/15/2004 11/15/2003 12/15/2003 02/15/2004 12/15/2003
Last Principal Payment Date 02/15/2008 07/15/2006 05/15/2005 07/15/2004 12/15/2003
Payment Windows (mos.) 49 33 18 6 1
B-1 (To Call)
----------------------------------------------------------------------------------------------------------------------------------
PPC 75% 100% 125% 150% 175%
----------------------------------------------------------------------------------------------------------------------------------
Average Life (yrs.) 6.05 4.73 3.95 3.54 3.21
Modified Duration (yrs.) 4.21 3.51 3.07 2.81 2.60
First Principal Payment Date 02/15/2004 10/15/2003 11/15/2003 12/15/2003 12/15/2003
Last Principal Payment Date 02/15/2008 07/15/2006 05/15/2005 07/15/2004 12/15/2003
Payment Windows (mos.) 49 34 19 8 1
B-2 (To Call)
----------------------------------------------------------------------------------------------------------------------------------
PPC 75% 100% 125% 150% 175%
----------------------------------------------------------------------------------------------------------------------------------
Average Life (yrs.) 6.05 4.73 3.92 3.46 3.21
Modified Duration (yrs.) 3.98 3.34 2.92 2.66 2.50
First Principal Payment Date 02/15/2004 10/15/2003 10/15/2003 11/15/2003 11/15/2003
Last Principal Payment Date 02/15/2008 07/15/2006 05/15/2005 07/15/2004 12/15/2003
Payment Windows (mos.) 49 34 20 9 2
</TABLE>
The above analysis is not intended to be a prospectus and any investment
decision with respect to the security should be made by you based solely upon
all of the information contained in the final prospectus. Under no circumstances
shall the information presented constitute an offer to sell or the solicitation
of an offer to buy nor shall there be any sale of the securities in any
jurisdiction in which such offer, solicitation or sale would be unlawful prior
to registration or qualification under the securities laws of such jurisdiction.
The securities may not be sold nor may an offer to buy be accepted prior to the
delivery of a final prospectus relating to the securities. The above preliminary
description of the underlying assets has been provided by the issuer and has not
been independently verified by Credit Suisse First Boston. All information
described above is preliminary, limited in nature and subject to completion or
amendment. Credit Suisse First Boston makes no representations that the above
referenced security will actually perform as described in any scenario
presented.
[Credit Suisse / First Boston Logo]
19
<PAGE>
Conseco Finance Certificates For Home Improvement Loans, Series 2000-E
----------------------------------------------------------------------
$300,000,000 (Approximate)
--------------------------
BOND SUMMARY (to Maturity)
--------------------------
<TABLE>
<CAPTION>
A-1 (To Maturity)
----------------------------------------------------------------------------------------------------------------------------------
PPC 75% 100% 125% 150% 175%
----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
Average Life (yrs.) 1.00 0.77 0.62 0.52 0.44
Modified Duration (yrs.) 0.93 0.72 0.58 0.49 0.42
First Principal Payment Date 10/15/2000 10/15/2000 10/15/2000 10/15/2000 10/15/2000
Last Principal Payment Date 12/15/2002 06/15/2002 02/15/2002 11/15/2001 09/15/2001
Payment Windows (mos.) 27 21 17 14 12
A-2 (To Maturity)
----------------------------------------------------------------------------------------------------------------------------------
PPC 75% 100% 125% 150% 175%
----------------------------------------------------------------------------------------------------------------------------------
Average Life (yrs.) 2.63 2.00 1.60 1.32 1.11
Modified Duration (yrs.) 2.32 1.81 1.46 1.22 1.04
First Principal Payment Date 12/15/2002 06/15/2002 02/15/2002 11/15/2001 09/15/2001
Last Principal Payment Date 10/15/2003 01/15/2003 08/15/2002 04/15/2002 01/15/2002
Payment Windows (mos.) 11 8 7 6 5
A-3 (To Maturity)
----------------------------------------------------------------------------------------------------------------------------------
FIX-PPC 75% 100% 125% 150% 175%
----------------------------------------------------------------------------------------------------------------------------------
Average Life (yrs.) 3.98 3.00 2.28 1.88 1.58
Modified Duration (yrs.) 3.34 2.60 2.03 1.70 1.44
First Principal Payment Date 10/15/2003 01/15/2003 08/15/2002 04/15/2002 01/15/2002
Last Principal Payment Date 12/15/2005 09/15/2004 06/15/2003 01/15/2003 08/15/2002
Payment Windows (mos.) 27 21 11 10 8
A-4 (To Maturity)
----------------------------------------------------------------------------------------------------------------------------------
PPC 75% 100% 125% 150% 175%
----------------------------------------------------------------------------------------------------------------------------------
Average Life (yrs.) 6.51 5.05 3.88 2.66 2.20
Modified Duration (yrs.) 4.95 4.04 3.23 2.32 1.96
First Principal Payment Date 12/15/2005 09/15/2004 06/15/2003 01/15/2003 08/15/2002
Last Principal Payment Date 11/15/2008 02/15/2007 11/15/2005 12/15/2004 04/15/2003
Payment Windows (mos.) 36 30 30 24 9
A-5 (To Maturity)
----------------------------------------------------------------------------------------------------------------------------------
PPC 75% 100% 125% 150% 175%
----------------------------------------------------------------------------------------------------------------------------------
Average Life (yrs.) 11.85 9.39 7.64 6.34 4.57
Modified Duration (yrs.) 7.30 6.28 5.44 4.74 3.59
First Principal Payment Date 11/15/2008 02/15/2007 11/15/2005 12/15/2004 04/15/2003
Last Principal Payment Date 04/15/2021 11/15/2017 11/15/2014 08/15/2012 10/15/2010
Payment Windows (mos.) 150 130 109 93 91
</TABLE>
The above analysis is not intended to be a prospectus and any investment
decision with respect to the security should be made by you based solely upon
all of the information contained in the final prospectus. Under no circumstances
shall the information presented constitute an offer to sell or the solicitation
of an offer to buy nor shall there be any sale of the securities in any
jurisdiction in which such offer, solicitation or sale would be unlawful prior
to registration or qualification under the securities laws of such jurisdiction.
The securities may not be sold nor may an offer to buy be accepted prior to the
delivery of a final prospectus relating to the securities. The above preliminary
description of the underlying assets has been provided by the issuer and has not
been independently verified by Credit Suisse First Boston. All information
described above is preliminary, limited in nature and subject to completion or
amendment. Credit Suisse First Boston makes no representations that the above
referenced security will actually perform as described in any scenario
presented.
[Credit Suisse / First Boston Logo]
20
<PAGE>
Conseco Finance Certificates For Home Improvement Loans, Series 2000-E
----------------------------------------------------------------------
$300,000,000 (Approximate)
--------------------------
<TABLE>
<CAPTION>
M-1 (To Maturity)
----------------------------------------------------------------------------------------------------------------------------------
PPC 75% 100% 125% 150% 175%
----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
Average Life (yrs.) 7.51 5.92 5.04 4.64 4.70
Modified Duration (yrs.) 5.14 4.33 3.86 3.66 3.73
First Principal Payment Date 02/15/2004 11/15/2003 01/15/2004 04/15/2004 08/15/2004
Last Principal Payment Date 02/15/2018 10/15/2014 04/15/2012 05/15/2010 11/15/2008
Payment Windows (mos.) 169 132 100 74 52
M-2 (To Maturity)
----------------------------------------------------------------------------------------------------------------------------------
PPC 75% 100% 125% 150% 175%
----------------------------------------------------------------------------------------------------------------------------------
Average Life (yrs.) 7.45 5.86 4.92 4.40 4.19
Modified Duration (yrs.) 4.95 4.18 3.69 3.42 3.31
First Principal Payment Date 02/15/2004 11/15/2003 12/15/2003 02/15/2004 04/15/2004
Last Principal Payment Date 07/15/2016 07/15/2013 03/15/2011 05/15/2009 01/15/2008
Payment Windows (mos.) 150 117 88 64 46
B-1 (To Maturity)
----------------------------------------------------------------------------------------------------------------------------------
PPC 75% 100% 125% 150% 175%
----------------------------------------------------------------------------------------------------------------------------------
Average Life (yrs.) 7.39 5.80 4.84 4.29 4.00
Modified Duration (yrs.) 4.67 3.96 3.50 3.23 3.08
First Principal Payment Date 02/15/2004 10/15/2003 11/15/2003 12/15/2003 02/15/2004
Last Principal Payment Date 07/15/2015 09/15/2012 06/15/2010 10/15/2008 07/15/2007
Payment Windows (mos.) 138 108 80 59 42
B-2 (To Maturity)
----------------------------------------------------------------------------------------------------------------------------------
PPC 75% 100% 125% 150% 175%
----------------------------------------------------------------------------------------------------------------------------------
Average Life (yrs.) 7.19 5.62 4.67 4.10 3.76
Modified Duration (yrs.) 4.30 3.66 3.24 2.97 2.80
First Principal Payment Date 02/15/2004 10/15/2003 10/15/2003 11/15/2003 11/15/2003
Last Principal Payment Date 05/15/2014 08/15/2011 07/15/2009 01/15/2008 12/15/2006
Payment Windows (mos.) 124 95 70 51 38
</TABLE>
The above analysis is not intended to be a prospectus and any investment
decision with respect to the security should be made by you based solely upon
all of the information contained in the final prospectus. Under no circumstances
shall the information presented constitute an offer to sell or the solicitation
of an offer to buy nor shall there be any sale of the securities in any
jurisdiction in which such offer, solicitation or sale would be unlawful prior
to registration or qualification under the securities laws of such jurisdiction.
The securities may not be sold nor may an offer to buy be accepted prior to the
delivery of a final prospectus relating to the securities. The above preliminary
description of the underlying assets has been provided by the issuer and has not
been independently verified by Credit Suisse First Boston. All information
described above is preliminary, limited in nature and subject to completion or
amendment. Credit Suisse First Boston makes no representations that the above
referenced security will actually perform as described in any scenario
presented.
[Credit Suisse / First Boston Logo]
21
