<PAGE>
EXHIBIT 99.1
Lehman Brothers
CONSECO 2000-3 MANUFACTURED HOUSING
Settlement 20000530
Class M-1
Prepayment: MHP 200.00000
<TABLE>
<CAPTION>
Period Date Balance Interest Principal Pmt Total Eff.Coupon Percent
----------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C>
1 20000701 35,625,000.00 278,547.92 0 278,547.92 9.3827 100
2 20000801 35,625,000.00 269,562.50 0 269,562.50 9.08 100
3 20000901 35,625,000.00 269,562.50 0 269,562.50 9.08 100
4 20001001 35,625,000.00 269,562.50 0 269,562.50 9.08 100
5 20001101 35,625,000.00 269,562.50 0 269,562.50 9.08 100
6 20001201 35,625,000.00 269,562.50 0 269,562.50 9.08 100
7 20010101 35,625,000.00 269,562.50 0 269,562.50 9.08 100
8 20010201 35,625,000.00 269,562.50 0 269,562.50 9.08 100
9 20010301 35,625,000.00 269,562.50 0 269,562.50 9.08 100
10 20010401 35,625,000.00 269,562.50 0 269,562.50 9.08 100
11 20010501 35,625,000.00 269,562.50 0 269,562.50 9.08 100
12 20010601 35,625,000.00 269,562.50 0 269,562.50 9.08 100
13 20010701 35,625,000.00 269,562.50 0 269,562.50 9.08 100
14 20010801 35,625,000.00 269,562.50 0 269,562.50 9.08 100
15 20010901 35,625,000.00 269,562.50 0 269,562.50 9.08 100
16 20011001 35,625,000.00 269,562.50 0 269,562.50 9.08 100
17 20011101 35,625,000.00 269,562.50 0 269,562.50 9.08 100
18 20011201 35,625,000.00 269,562.50 0 269,562.50 9.08 100
19 20020101 35,625,000.00 269,562.50 0 269,562.50 9.08 100
20 20020201 35,625,000.00 269,562.50 0 269,562.50 9.08 100
21 20020301 35,625,000.00 269,562.50 0 269,562.50 9.08 100
22 20020401 35,625,000.00 269,562.50 0 269,562.50 9.08 100
23 20020501 35,625,000.00 269,562.50 0 269,562.50 9.08 100
24 20020601 35,625,000.00 269,562.50 0 269,562.50 9.08 100
25 20020701 35,625,000.00 269,562.50 0 269,562.50 9.08 100
26 20020801 35,625,000.00 269,562.50 0 269,562.50 9.08 100
27 20020901 35,625,000.00 269,562.50 0 269,562.50 9.08 100
28 20021001 35,625,000.00 269,562.50 0 269,562.50 9.08 100
29 20021101 35,625,000.00 269,562.50 0 269,562.50 9.08 100
30 20021201 35,625,000.00 269,562.50 0 269,562.50 9.08 100
31 20030101 35,625,000.00 269,562.50 0 269,562.50 9.08 100
32 20030201 35,625,000.00 269,562.50 0 269,562.50 9.08 100
33 20030301 35,625,000.00 269,562.50 0 269,562.50 9.08 100
34 20030401 35,625,000.00 269,562.50 0 269,562.50 9.08 100
35 20030501 35,625,000.00 269,562.50 0 269,562.50 9.08 100
36 20030601 35,625,000.00 269,562.50 0 269,562.50 9.08 100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
37 20030701 35,625,000.00 269,562.50 0 269,562.50 9.08 100
38 20030801 35,625,000.00 269,562.50 0 269,562.50 9.08 100
39 20030901 35,625,000.00 269,562.50 0 269,562.50 9.08 100
40 20031001 35,625,000.00 269,562.50 0 269,562.50 9.08 100
41 20031101 35,625,000.00 269,562.50 0 269,562.50 9.08 100
42 20031201 35,625,000.00 269,562.50 0 269,562.50 9.08 100
43 20040101 35,625,000.00 269,562.50 0 269,562.50 9.08 100
44 20040201 35,625,000.00 269,562.50 0 269,562.50 9.08 100
45 20040301 35,625,000.00 269,562.50 0 269,562.50 9.08 100
46 20040401 35,625,000.00 269,562.50 0 269,562.50 9.08 100
47 20040501 35,625,000.00 269,562.50 0 269,562.50 9.08 100
48 20040601 35,625,000.00 269,562.50 0 269,562.50 9.08 100
49 20040701 35,625,000.00 269,562.50 527,313.92 796,876.42 9.08 100
50 20040801 35,097,686.08 265,572.49 520,062.53 785,635.02 9.08 99
51 20040901 34,577,623.55 261,637.35 512,915.49 774,552.84 9.08 97
52 20041001 34,064,708.06 257,756.29 505,871.72 763,628.01 9.08 96
53 20041101 33,558,836.34 253,928.53 498,886.02 752,814.55 9.08 94
54 20041201 33,059,950.31 250,153.62 491,956.26 742,109.88 9.08 93
55 20050101 32,567,994.05 246,431.15 485,213.57 731,644.72 9.08 91
56 20050201 32,082,780.48 242,759.71 478,542.95 721,302.66 9.08 90
57 20050301 31,604,237.53 239,138.73 471,980.24 711,118.97 9.08 89
58 20050401 31,132,257.29 235,567.41 465,323.92 700,891.34 9.08 87
59 20050501 30,666,933.36 232,046.46 458,585.97 690,632.43 9.08 86
60 20050601 30,208,347.40 228,576.50 451,520.47 680,096.96 9.08 85
61 20050701 29,756,826.93 225,159.99 444,974.76 670,134.75 9.08 84
62 20050801 29,311,852.17 221,793.01 438,851.20 660,644.22 9.08 82
63 20050901 28,873,000.97 218,472.37 432,824.05 651,296.42 9.08 81
64 20051001 28,440,176.93 215,197.34 426,888.68 642,086.02 9.08 80
65 20051101 28,013,288.24 211,967.21 421,014.58 632,981.80 9.08 79
66 20051201 27,592,273.66 208,781.54 415,233.89 624,015.43 9.08 77
67 20060101 27,177,039.77 205,639.60 409,469.65 615,109.25 9.08 76
68 20060201 26,767,570.12 202,541.28 403,853.63 606,394.92 9.08 75
69 20060301 26,363,716.49 199,485.45 398,321.41 597,806.86 9.08 74
70 20060401 25,965,395.08 196,471.49 392,838.67 589,310.16 9.08 73
71 20060501 25,572,556.41 193,499.01 387,378.45 580,877.46 9.08 72
72 20060601 25,185,177.96 190,567.85 381,987.89 572,555.74 9.08 71
73 20060701 24,803,190.07 187,677.47 376,679.97 564,357.45 9.08 70
74 20060801 24,426,510.10 184,827.26 371,406.32 556,233.58 9.08 69
75 20060901 24,055,103.78 182,016.95 366,242.20 548,259.15 9.08 68
76 20061001 23,688,861.58 179,245.72 361,134.30 540,380.02 9.08 66
77 20061101 23,327,727.27 176,513.14 353,380.29 529,893.43 9.08 65
78 20061201 22,974,346.98 173,839.23 348,467.13 522,306.35 9.08 64
79 20070101 22,625,879.86 171,202.49 343,632.60 514,835.09 9.08 64
80 20070201 22,282,247.26 168,602.34 338,728.89 507,331.23 9.08 63
81 20070301 21,943,518.37 166,039.29 333,746.11 499,785.40 9.08 62
82 20070401 21,609,772.26 163,513.94 328,679.61 492,193.56 9.08 61
83 20070501 21,281,092.64 161,026.93 323,767.88 484,794.82 9.08 60
84 20070601 20,957,324.76 158,577.09 318,869.89 477,446.98 9.08 59
85 20070701 20,638,454.87 156,164.31 314,066.57 470,230.88 9.08 58
86 20070801 20,324,388.29 153,787.87 309,736.02 463,523.89 9.08 57
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
87 20070901 20,014,652.28 151,444.20 305,434.61 456,878.82 9.08 56
88 20071001 19,709,217.66 149,133.08 301,220.51 450,353.59 9.08 55
89 20071101 19,407,997.15 146,853.85 297,052.96 443,906.81 9.08 54
90 20071201 19,110,944.19 144,606.14 292,974.74 437,580.88 9.08 54
91 20080101 18,817,969.45 142,389.30 288,918.76 431,308.06 9.08 53
92 20080201 18,529,050.70 140,203.15 284,931.59 425,134.74 9.08 52
93 20080301 18,244,119.11 138,047.17 281,002.85 419,050.02 9.08 51
94 20080401 17,963,116.26 135,920.91 277,091.80 413,012.72 9.08 50
95 20080501 17,686,024.45 133,824.25 273,228.90 407,053.15 9.08 50
96 20080601 17,412,795.55 131,756.82 269,358.86 401,115.68 9.08 49
97 20080701 17,143,436.69 129,718.67 265,593.01 395,311.68 9.08 48
98 20080801 16,877,843.68 127,709.02 261,938.68 389,647.70 9.08 47
99 20080901 16,615,905.00 125,727.01 308,512.99 434,240.01 9.08 47
100 20081001 16,307,392.01 123,392.60 304,237.44 427,630.04 9.08 46
101 20081101 16,003,154.57 121,090.54 300,041.52 421,132.06 9.08 45
102 20081201 15,703,113.05 118,820.22 295,851.61 414,671.83 9.08 44
103 20090101 15,407,261.44 116,581.61 291,728.09 408,309.70 9.08 43
104 20090201 15,115,533.36 114,374.20 287,679.13 402,053.33 9.08 42
105 20090301 14,827,854.23 112,197.43 283,626.28 395,823.71 9.08 42
106 20090401 14,544,227.95 110,051.32 279,695.14 389,746.46 9.08 41
107 20090501 14,264,532.81 107,934.96 275,781.27 383,716.23 9.08 40
108 20090601 13,988,751.54 105,848.22 271,956.48 377,804.70 9.08 39
109 20090701 13,716,795.06 103,790.42 268,188.29 371,978.71 9.08 39
110 20090801 13,448,606.77 101,761.12 264,460.33 366,221.45 9.08 38
111 20090901 13,184,146.45 99,760.04 13,184,146.45 13,283,906.49 9.08 37
--------------------------------------------------------------------------------------------------------
Total 23,936,662.58 35,624,999.99 59,561,662.65
</TABLE>
AVG LIFE: 7.400
<PAGE>
CONSECO 2000-3 MANUFACTURED HOUSING
Yield Table
Bond Class: M-1 Fixed Coupon: 9.080
Current Balance: $35,625,000.00
<TABLE>
<CAPTION>
75.00 MHP 100.00 MHP 125.00 MHP 150.00 MHP 175.00 MHP 200.00 MHP 250.00 MHP 300.00 MHP
--------- ---------- ---------- ---------- ---------- ---------- ---------- ----------
Price Yield Duration Yield Duration Yield Duration Yield Duration Yield Duration Yield Duration Yield Duration Yield Duration
----- --------------- --------------- --------------- --------------- -------------- -------------- -------------- --------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
98-04 9.503 7.53 9.522 6.99 9.545 6.46 9.567 6.00 9.583 5.71 9.597 5.47 9.626 5.06 9.654 4.71
98-08 9.486 9.504 9.525 9.546 9.561 9.574 9.600 9.627
98-12 9.469 9.486 9.505 9.525 9.538 9.551 9.575 9.600
98-16 9.453 9.468 9.486 9.504 9.516 9.528 9.550 9.573
98-20 9.436 9.450 9.466 9.482 9.494 9.505 9.525 9.546
98-24 9.419 7.56 9.432 7.02 9.447 6.48 9.461 6.02 9.472 5.73 9.482 5.49 9.500 5.07 9.519 4.72
98-28 9.402 9.414 9.427 9.440 9.450 9.458 9.475 9.492
99-00 9.386 9.396 9.408 9.419 9.428 9.435 9.450 9.465
99-04 9.369 9.378 9.388 9.398 9.406 9.413 9.426 9.439
99-08 9.352 9.360 9.369 9.378 9.384 9.390 9.401 9.412
99-12 9.336 7.58 9.342 7.04 9.349 6.50 9.357 6.04 9.362 5.75 9.367 5.50 9.376 5.09 9.385 4.73
99-16 9.319 9.324 9.330 9.336 9.340 9.344 9.351 9.359
99-20 9.303 9.306 9.311 9.315 9.318 9.321 9.327 9.332
99-24 9.286 9.289 9.291 9.294 9.296 9.298 9.302 9.306
99-28 9.270 9.271 9.272 9.274 9.275 9.276 9.277 9.279
100-00 9.253 7.61 9.253 7.06 9.253 6.52 9.253 6.05 9.253 5.76 9.253 5.52 9.253 5.10 9.253 4.74
100-04 9.237 9.235 9.234 9.232 9.231 9.230 9.228 9.227
100-08 9.220 9.218 9.215 9.212 9.210 9.208 9.204 9.200
100-12 9.204 9.200 9.196 9.191 9.188 9.185 9.180 9.174
100-16 9.188 9.183 9.177 9.171 9.167 9.163 9.155 9.148
100-20 9.171 7.63 9.165 7.08 9.158 6.54 9.150 6.07 9.145 5.78 9.140 5.53 9.131 5.11 9.122 4.75
100-24 9.155 9.147 9.139 9.130 9.124 9.118 9.107 9.095
100-28 9.139 9.130 9.120 9.109 9.102 9.095 9.082 9.069
101-00 9.123 9.113 9.101 9.089 9.081 9.073 9.058 9.043
101-04 9.107 9.095 9.082 9.069 9.059 9.051 9.034 9.017
101-08 9.090 7.66 9.078 7.11 9.063 6.56 9.048 6.09 9.038 5.80 9.028 5.55 9.010 5.12 8.991 4.76
101-12 9.074 9.060 9.044 9.028 9.017 9.006 8.986 8.965
101-16 9.058 9.043 9.025 9.008 8.996 8.984 8.962 8.939
101-20 9.042 9.026 9.007 8.988 8.974 8.962 8.938 8.914
101-24 9.026 9.009 8.988 8.968 8.953 8.940 8.914 8.888
Average Life 14.915 12.925 11.194 9.881 9.066 8.414 7.400 6.627
First Pay 04/01/07 02/01/06 03/01/05 08/01/04 07/01/04 07/01/04 07/01/04 07/01/04
Last Pay 06/01/20 03/01/18 01/01/16 04/01/14 11/01/12 08/01/11 09/01/09 04/01/08
Collateral Loss 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000
Agg. Bond Loss 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000
Price to Call Price to Call Price to Call Price to Call Price to Call Price to Call Price to Call Price to Call
</TABLE>
<TABLE>
<CAPTION>
Treasury Benchmarks 1YR 2YR 3YR 4YR 5YR 7YR 10YR 30YR
------------------- --- --- --- --- --- --- ---- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 6.3306 6.8259 6.7766 6.7274 6.6780 6.5734 6.4164 6.1224
Coupon 6.3750 6.7500 6.5000 6.2500
</TABLE>
All yields and durations are based on Monthly payments of interest with an
interest free delay of 0 days. Duration and Average Life are stated in years
reflecting a 05/30/00 settlement date.
--------------------------------------------------------------------------------
This information does not constitute either an offer to sell or a solicitation
of an offer to buy any of the securities referred to herein. Offers to sell and
solicitations of offers to buy the securities are made only by, and this
information must be read in conjunction with, the final Prospectus Supplement
and the related Prospectus or, if not registered under the securities laws, the
final Offering Memorandum (the "Offering Document"). Information contained
herein does not purport to be complete and is subject to the same qualifications
and assumptions, and should be considered by investors only in the light of the
same warnings, lack of assurances and representations and other precautionary
matters, as disclosed in the Offering Document. Information regarding the
underlying assets has been provided by the issuer of the securities or an
affiliate thereof and has not been independently verified by Lehman Brothers
Inc. or any affiliate. The analyses contained herein have been prepared and
disseminated by Lehman Brothers Inc. and the contents and accuracy thereof have
not been reviewed by the issuer. This information was prepared on the basis of
certain assumptions (including, in certain cases, assumptions specified by the
recipient hereof) regarding payments, interest rates, weighted average lives and
weighted average loan age, losses and other matters, including, but not limited
to, the assumptions described in the Offering Document. Lehman Brothers Inc.,
and any of its affiliates, make no representation or warranty as to the actual
rate or timing of payments on any of the underlying assets or the payments or
yield on the securities. This information supersedes any prior versions hereof
and will be deemed to be superseded by any subsequent versions (including, with
respect to any description of the securities or the underlying assets, the
information contained in the Offering Document).
Page 1
<PAGE>
CONSECO 2000-3 MANUFACTURED HOUSING
Yield Table
Bond Class: M-1 Fixed Coupon: 9.080
Current Balance: $35,625,000.00
350.00 MHP
------------------------
Price Yield Duration
----- ----- --------
98-04 9.682 4.40
98-08 9.653
98-12 9.624
98-16 9.595
98-20 9.567
98-24 9.538 4.40
98-28 9.509
99-00 9.480
99-04 9.452
99-08 9.423
99-12 9.395 4.41
99-16 9.366
99-20 9.338
99-24 9.309
99-28 9.281
100-00 9.253 4.42
100-04 9.225
100-08 9.196
100-12 9.168
100-16 9.140
100-20 9.112 4.43
100-24 9.084
100-28 9.056
101-00 9.028
101-04 9.000
101-08 8.972 4.44
101-12 8.945
101-16 8.917
101-20 8.889
101-24 8.862
Average Life 6.003
First Pay 07/01/04
Last Pay 03/01/07
Collateral Loss 0.000
Agg. Bond Loss 0.000
Price to Call
<TABLE>
<CAPTION>
Treasury Benchmarks 1YR 2YR 3YR 4YR 5YR 7YR 10YR 30YR
------------------- --- --- --- --- --- --- ---- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 6.3306 6.8259 6.7766 6.7274 6.6780 6.5734 6.4164 6.1224
Coupon 6.3750 6.7500 6.5000 6.2500
</TABLE>
All yields and durations are based on Monthly payments of interest with an
interest free delay of 0 days. Duration and Average Life are stated in years
reflecting a 05/30/00 settlement date.
--------------------------------------------------------------------------------
This information does not constitute either an offer to sell or a solicitation
of an offer to buy any of the securities referred to herein. Offers to sell and
solicitations of offers to buy the securities are made only by, and this
information must be read in conjunction with, the final Prospectus Supplement
and the related Prospectus or, if not registered under the securities laws, the
final Offering Memorandum (the "Offering Document"). Information contained
herein does not purport to be complete and is subject to the same qualifications
and assumptions, and should be considered by investors only in the light of the
same warnings, lack of assurances and representations and other precautionary
matters, as disclosed in the Offering Document. Information regarding the
underlying assets has been provided by the issuer of the securities or an
affiliate thereof and has not been independently verified by Lehman Brothers
Inc. or any affiliate. The analyses contained herein have been prepared and
disseminated by Lehman Brothers Inc. and the contents and accuracy thereof have
not been reviewed by the issuer. This information was prepared on the basis of
certain assumptions (including, in certain cases, assumptions specified by the
recipient hereof) regarding payments, interest rates, weighted average lives and
weighted average loan age, losses and other matters, including, but not limited
to, the assumptions described in the Offering Document. Lehman Brothers Inc.,
and any of its affiliates, make no representation or warranty as to the actual
rate or timing of payments on any of the underlying assets or the payments or
yield on the securities. This information supersedes any prior versions hereof
and will be deemed to be superseded by any subsequent versions (including, with
respect to any description of the securities or the underlying assets, the
information contained in the Offering Document).
Page 2
