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PSF CBO I is a $307 million collateralized bond obligation that closed in October 2000. The PSF CBO I portfolio is invested in structured securities, including residential mortgage-backed securities, commercial and consumer asset-backed securities and CDOs. The PSF CBO I capital structure has been delevering since the end of the Revolving Period in November 2005.
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| Closing Date |
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October 26, 2000 |
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| Effective Date |
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March 1, 2001 |
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| Distribution Dates |
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February 15, May 15, August 15 and November 15 |
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| End of Reinvestment Period |
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November 2, 2005 |
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| End of Non-Call Period |
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February 15, 2006 |
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| Maturity Date |
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November 15, 2035 |
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Type
Cash Flow CBO
Underwriter
Bear Stearns
Rating Agencies
S&P, Fitch
Trustee
Bank of New York
Portfolio Manager
Tom Terchek
+1 973 802 2799
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| |
Tranche |
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Initial Ratings |
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Current Ratings |
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Original Principal Amount ($) |
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Balance After 11/15/08 Payment Date ($) |
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Interest Rate |
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|
| |
Class A-1L Notes |
|
AAA/AAA |
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AAA/AAA |
|
175,000,000 |
|
0 |
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3M LIBOR + 0.50% |
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|
| |
Class A-1 Notes |
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AAA/AAA |
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AAA/AAA |
|
70,000,000 |
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0 |
|
7.8068% |
|
|
| |
Class A-2L Notes |
|
A-/A- |
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BBB/BB+ |
|
20,000,000 |
|
11,306,510 |
|
3M LIBOR + 1.50% |
|
|
|
| |
Class B-1L Notes |
|
BBB-/BBB- |
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CCC-/C |
|
8,000,000 |
|
8,000,000 |
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3M LIBOR + 2.50% |
|
|
| |
Class B-1 Notes |
|
BBB-/BBB- |
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CCC-/C |
|
4,200,000 |
|
4,200,000 |
|
9.7238% |
|
|
| |
Class B-2L Notes |
|
BB-/BB- |
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CC/C |
|
5,000,000 |
|
5,000,000 |
|
3M LIBOR + 050% |
|
|
|
| |
Class B-2 Notes |
|
BB-/BB- |
|
CC/C |
|
2,500,000 |
|
2,500,000 |
|
13.1266% |
|
|
| |
Trust Certificates |
|
NR |
|
NR |
|
22,000,000 |
|
22,000,000 |
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Excess Interest |
|
|
|
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Total |
|
|
|
|
|
306,700,000 |
|
53,006,510 |
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