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Previous: CONSECO FINANCE CORP, 8-K, 2000-10-24 |
Next: GOVERNMENT SEC INC FD US TREA STRAT TR 1 DEFINED ASSET FDS, 485BPOS, 2000-10-24 |
<PAGE>
Banc of America Securities LLC
Conseco 2000-F
<TABLE>
<CAPTION>
910,000,000.00 12.24687 306 270 1 1.3483
Group ID Start Balance Note Rate Amortization Term Term To Maturity Start Age Prefund Months Index Type Margin
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1 1 185,050.00 11.772 360 120 0 0 None 0
1 2 58,622,019.90 12.695 360 180 1 0 None 0
1 3 103,313,328.45 12.463 360 240 0 0 None 0
1 4 121,850.87 12.29 360 300 3 0 None 0
1 5 20,856,291.23 13.584 112 112 1 0 None 0
1 6 46,944,718.67 13.188 178 178 1 0 None 0
1 7 147,197,460.98 13.345 240 240 1 0 None 0
1 8 52,231,547.88 12.833 300 300 2 0 None 0
1 9 63,037,516.94 12.265 357 357 1 0 None 0
1 10 12,207.50 11.772 360 120 0 1 None 0
1 11 3,867,216.64 12.695 360 180 0 1 None 0
1 12 6,815,442.79 12.463 360 240 0 1 None 0
1 13 8,038.34 12.29 360 300 0 1 None 0
1 14 1,375,861.78 13.584 112 112 0 1 None 0
1 15 3,096,880.62 13.188 178 178 0 1 None 0
1 16 9,710,420.61 13.345 240 240 0 1 None 0
1 17 3,445,645.70 12.833 300 300 0 1 None 0
1 18 4,158,501.10 12.265 357 357 0 1 None 0
1 19 65,752.50 11.772 360 120 0 2 None 0
1 20 20,829,745.51 12.695 360 180 0 2 None 0
1 21 36,709,590.41 12.463 360 240 0 2 None 0
1 22 43,296.40 12.29 360 300 0 2 None 0
1 23 7,410,717.67 13.584 112 112 0 2 None 0
1 24 16,680,533.10 13.188 178 178 0 2 None 0
1 25 52,302,627.20 13.345 240 240 0 2 None 0
1 26 18,559,064.53 12.833 300 300 0 2 None 0
1 27 22,398,672.68 12.265 357 357 0 2 None 0
2 28 93,151.67 9.8 360 360 21 0 LIBOR6M 7.2
2 29 128,238.33 9.55 360 360 20 0 LIBOR6M 5.55
2 30 153,671.64 10.869 360 360 17 0 LIBOR6M 5.91
2 31 192,559.41 9.479 360 360 14 0 LIBOR6M 6.497
2 32 180,057.70 9.807 360 360 13 0 LIBOR6M 6.428
2 33 193,187.61 9.25 360 360 12 0 LIBOR6M 6.6
2 34 63,620.18 10.7 360 360 11 0 LIBOR6M 6.8
2 35 58,885.48 9.3 360 360 10 0 LIBOR6M 5.31
2 36 650,715.03 9.6 360 360 9 0 LIBOR6M 5.986
2 37 1,072,425.30 10.28 360 360 8 0 LIBOR6M 6.885
2 38 2,586,727.48 9.685 360 360 7 0 LIBOR6M 6.207
2 39 2,477,630.19 10.089 360 360 6 0 LIBOR6M 6.21
2 40 5,132,475.98 9.5 360 360 5 0 LIBOR6M 5.71
2 41 15,970,357.50 9.685 360 360 4 0 LIBOR6M 5.636
2 42 35,484,304.98 10.051 360 360 3 0 LIBOR6M 5.881
2 43 65,136,236.30 9.976 360 360 2 0 LIBOR6M 5.688
2 44 37,121,609.45 10.313 360 360 1 0 LIBOR6M 5.838
2 45 8,890,347.06 11.336 360 360 0 0 LIBOR6M 6.834
2 46 1,985,201.00 11.558 360 360 0 0 LIBOR6M 7.084
2 47 95,355.49 9.75 360 360 1 0 LIBOR6M 4.85
2 48 307,512.80 10.25 360 360 11 0 LIBOR6M 6.63
2 49 150,488.12 10.206 360 360 10 0 LIBOR6M 6.815
2 50 167,160.78 9.744 360 360 8 0 LIBOR6M 6.103
2 51 162,803.28 11.25 360 360 7 0 LIBOR6M 6.9
2 52 115,164.82 9.99 360 360 5 0 LIBOR6M 4
2 53 575,928.75 10.267 360 360 4 0 LIBOR6M 5.537
2 54 2,645,380.92 10.266 360 360 3 0 LIBOR6M 5.238
2 55 2,858,340.70 10.622 360 360 2 0 LIBOR6M 5.725
2 56 1,520,625.33 10.504 360 360 1 0 LIBOR6M 5.765
2 57 723,256.90 10.907 360 360 0 0 LIBOR6M 5.776
2 58 11,516.81 9.8 360 360 0 1 LIBOR6M 7.2
2 59 15,854.75 9.55 360 360 0 1 LIBOR6M 5.55
2 60 18,999.20 10.869 360 360 0 1 LIBOR6M 5.91
2 61 23,807.09 9.479 360 360 0 1 LIBOR6M 6.497
2 62 22,261.45 9.807 360 360 0 1 LIBOR6M 6.428
2 63 23,884.76 9.25 360 360 0 1 LIBOR6M 6.6
2 64 7,865.68 10.7 360 360 0 1 LIBOR6M 6.8
2 65 7,280.31 9.3 360 360 0 1 LIBOR6M 5.31
2 66 80,451.19 9.6 360 360 0 1 LIBOR6M 5.986
2 67 132,589.37 10.28 360 360 0 1 LIBOR6M 6.885
2 68 319,810.22 9.685 360 360 0 1 LIBOR6M 6.207
2 69 306,321.97 10.089 360 360 0 1 LIBOR6M 6.21
2 70 634,553.99 9.5 360 360 0 1 LIBOR6M 5.71
2 71 1,974,496.16 9.685 360 360 0 1 LIBOR6M 5.636
2 72 4,387,104.30 10.051 360 360 0 1 LIBOR6M 5.881
2 73 8,053,122.70 9.976 360 360 0 1 LIBOR6M 5.688
2 74 4,589,532.54 10.313 360 360 0 1 LIBOR6M 5.838
2 75 1,099,158.62 11.336 360 360 0 1 LIBOR6M 6.834
2 76 245,440.45 11.558 360 360 0 1 LIBOR6M 7.084
2 77 11,789.28 9.75 360 360 0 1 LIBOR6M 4.85
2 78 38,019.36 10.25 360 360 0 1 LIBOR6M 6.63
2 79 18,605.61 10.206 360 360 0 1 LIBOR6M 6.815
2 80 20,666.93 9.744 360 360 0 1 LIBOR6M 6.103
2 81 20,128.19 11.25 360 360 0 1 LIBOR6M 6.9
2 82 14,238.41 9.99 360 360 0 1 LIBOR6M 4
2 83 71,204.99 10.267 360 360 0 1 LIBOR6M 5.537
2 84 327,061.84 10.266 360 360 0 1 LIBOR6M 5.238
2 85 353,391.13 10.622 360 360 0 1 LIBOR6M 5.725
2 86 188,002.61 10.504 360 360 0 1 LIBOR6M 5.765
2 87 89,419.91 10.907 360 360 0 1 LIBOR6M 5.776
[TABLE CONTINUES]
<CAPTION>
4 1 1 0.6611 0.3061 3.7834 1.8616
Group ID Term To Roll Payment Change Freq Rate Change Freq First Period Rate Cap Period Rate Cap Life Cap Life Floor
<S> <C> <C> <C> <C> <C> <C> <C> <C>
1 1 0 0 0 0 0 0 0
1 2 0 0 0 0 0 0 0
1 3 0 0 0 0 0 0 0
1 4 0 0 0 0 0 0 0
1 5 0 0 0 0 0 0 0
1 6 0 0 0 0 0 0 0
1 7 0 0 0 0 0 0 0
1 8 0 0 0 0 0 0 0
1 9 0 0 0 0 0 0 0
1 10 0 0 0 0 0 0 0
1 11 0 0 0 0 0 0 0
1 12 0 0 0 0 0 0 0
1 13 0 0 0 0 0 0 0
1 14 0 0 0 0 0 0 0
1 15 0 0 0 0 0 0 0
1 16 0 0 0 0 0 0 0
1 17 0 0 0 0 0 0 0
1 18 0 0 0 0 0 0 0
1 19 0 0 0 0 0 0 0
1 20 0 0 0 0 0 0 0
1 21 0 0 0 0 0 0 0
1 22 0 0 0 0 0 0 0
1 23 0 0 0 0 0 0 0
1 24 0 0 0 0 0 0 0
1 25 0 0 0 0 0 0 0
1 26 0 0 0 0 0 0 0
1 27 0 0 0 0 0 0 0
2 28 2 6 6 3 1 15.8 9.8
2 29 3 6 6 3 1 16.55 9.55
2 30 6 6 6 3 1 16.869 10.869
2 31 9 6 6 3 1 16.067 7.569
2 32 10 6 6 3 1 16.221 9.807
2 33 11 6 6 3 1.5 16.25 9.25
2 34 12 6 6 3 1 16.7 10.7
2 35 13 6 6 3 1 15.3 9.3
2 36 14 6 6 3 1 16.465 9.6
2 37 15 6 6 3.461 1.326 16.328 7.89
2 38 16 6 6 3 1.041 15.953 7.506
2 39 17 6 6 3.074 1.168 16.389 8.018
2 40 18 6 6 2.868 1.661 15.591 8.167
2 41 19 6 6 2.92 1.681 15.828 7.808
2 42 20 6 6 2.805 1.224 16.4 8.257
2 43 21 6 6 2.851 1.264 16.241 7.83
2 44 22 6 6 2.96 1.424 16.585 8.01
2 45 23 6 6 2.667 1.211 17.611 9.045
2 46 24 6 6 2.192 1.179 18.217 7.599
2 47 22 6 6 3 3 15.75 4.85
2 48 24 6 6 1.5 1.5 17.25 10.25
2 49 25 6 6 2 1 17.201 10.201
2 50 27 6 6 3 1 16.744 9.744
2 51 28 6 6 3 1 18.25 11.25
2 52 30 6 6 3 1.5 15.99 9.99
2 53 31 6 6 3 1.629 16.326 9.128
2 54 32 6 6 2.882 1.356 16.397 8.343
2 55 33 6 6 2.88 1.204 16.782 7.659
2 56 34 6 6 3 1.171 16.729 9.742
2 57 35 6 6 2.917 1.116 17.179 10.163
2 58 24 6 6 3 1 15.8 9.8
2 59 24 6 6 3 1 16.55 9.55
2 60 24 6 6 3 1 16.869 10.869
2 61 24 6 6 3 1 16.067 7.569
2 62 24 6 6 3 1 16.221 9.807
2 63 24 6 6 3 1.5 16.25 9.25
2 64 24 6 6 3 1 16.7 10.7
2 65 24 6 6 3 1 15.3 9.3
2 66 24 6 6 3 1 16.465 9.6
2 67 24 6 6 3.461 1.326 16.328 7.89
2 68 24 6 6 3 1.041 15.953 7.506
2 69 24 6 6 3.074 1.168 16.389 8.018
2 70 24 6 6 2.868 1.661 15.591 8.167
2 71 24 6 6 2.92 1.681 15.828 7.808
2 72 24 6 6 2.805 1.224 16.4 8.257
2 73 24 6 6 2.851 1.264 16.241 7.83
2 74 24 6 6 2.96 1.424 16.585 8.01
2 75 24 6 6 2.667 1.211 17.611 9.045
2 76 24 6 6 2.192 1.179 18.217 7.599
2 77 36 6 6 3 3 15.75 4.85
2 78 36 6 6 1.5 1.5 17.25 10.25
2 79 36 6 6 2 1 17.201 10.201
2 80 36 6 6 3 1 16.744 9.744
2 81 36 6 6 3 1 18.25 11.25
2 82 36 6 6 3 1.5 15.99 9.99
2 83 36 6 6 3 1.629 16.326 9.128
2 84 36 6 6 2.882 1.356 16.397 8.343
2 85 36 6 6 2.88 1.204 16.782 7.659
2 86 36 6 6 3 1.171 16.729 9.742
2 87 36 6 6 2.917 1.116 17.179 10.163
</TABLE>
This Structural Term Sheet, Collateral Term Sheet, or Computational Materials,
as appropriate (the "material"), is for your private information and Banc of
America Securities LLC (the "Underwriter") is not soliciting any action based
upon it. This material is not to be construed as an offer to sell or the
solicitation of any offer to buy any security in any jurisdiction where such an
offer or solicitation would be illegal. This material is based on information
that the Underwriter consider reliable, but the Underwriter does not represent
that it is accurate or complete and it should not be relied upon as such. By
accepting this material the recipient agrees that it will not distribute or
provide the material to any other person. The information contained in this
material may pertain to securities that ultimately are not sold. The information
contained in this material may be based on assumptions regarding market
conditions and other matters as reflected herein. The Underwriter makes no
representation regarding the reasonableness of such assumptions or the
likelihood that any of such assumptions will coincide with actual market
conditions or events, and this material should not be relied upon for such
purposes. The Underwriter and its affiliates, officers, directors, partners and
employees, including persons involved in the preparation or issuance of this
material may, from time to time, have long or short positions in, and buy and
sell, the securities mentioned therein or derivatives thereof (including
options). This material may be filed with the Securities and Exchange Commission
(the "SEC") and incorporated by reference into an effective registration
statement previously filed with the SEC under Rule 415 of the Securities Act of
1933, including all cases where the material does not pertain to securities that
are ultimately offered for sale pursuant to such registration statement.
Information contained in this material is current as of the date appearing on
this material only. Information in this material regarding any assets backing
any securities discussed herein supersedes all prior information regarding such
assets. Any information in the material, whether regarding the assets backing
any securities discussed herein or otherwise, will be superseded by the
information contained in any final prospectus for any securities actually sold
to you. This material is furnished solely by the Underwriter and not by the
issuer of the securities. The issuer of the securities has not prepared,
reviewed or participated in the preparation of this material, is not responsible
for the accuracy of this material and has not authorized the dissemination of
this material. The Underwriter is acting as underwriter and not acting as agent
for the issuer in connection with the proposed transaction.
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