State of California, U.S. Credit Index Eligible Bonds - remark - because those muni are TAX Free add about 1/3 of the yield to copmpare to related US Treasuries
Example the 10/1/2019 at 6.20 yeld is actual 8.25% asuming a total (Federal and State tax) of 33% income tax rate
CUSIP Coupon
Maturity Date Par Amount ($mn) Market Value ($mn) OAS
(bp) Issue Date Call Feature
13063A5G 7.55% 4/1/2039 3,000 2,948 349 4/28/09 MW (T+50bp)
13063A5E 7.50% 4/1/2034 2,000 1,969 346 4/28/09 MW (T+50bp)
13063A7D 7.30% 10/1/2039 1,750 1,666 349 10/15/09 MW (T+50bp)
13063BBU 7.35% 11/1/2039 908 863 351 11/3/09 MW (T+50bp)
13063A7G 6.20% 10/1/2019 700 718 243 10/15/09 MW (T+45bp)
13063A5F 5.65% 4/1/2039* 505 535 291 4/22/09 MW (T+50bp)
13063A5B 5.25% 4/1/2014 500 520 277 4/28/09 MW (T+50bp)
13063A5C 5.45% 4/1/2015 500 522 253 4/28/09 MW (T+50bp)
13063A5D 5.95% 4/1/2016 350 370 252 4/28/09 MW (T+50bp)
13062TZV 5.10% 8/1/2014 281 279 371 2/1/07 Non-callable
13063A7F 4.85% 10/1/2014 250 256 244 10/15/09 MW (T+40bp)
Total 10,744 10,647 325
Note: * Mandatory put at par on April 1, 2013. Source: Barclays Capital, as of February 15, 2010. MW = make-whole call
