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| Bond Code | Maturity | Coupon | Comp. Bond | BP Spread | MTM | All IN Price | Clean Price | Accrued Interest | High Yield | Low Yield | Return | Duration | Mod. Duration | Delta | RPBP | Convexity |
| E170 | 2020/08/01 | 13.50 | R207 | 40 | 7.8000 | 135.8720 | 130.6939 | 5.1781 | 8.0800 | 6.0500 | .19 | 4.9045 | 4.7204 | -6.4137 | 641.3710 | 30.3587 |
| R157 | 2015/09/15 | 13.50 | 6.2400 | 118.4907 | 114.8660 | 3.6247 | 6.5150 | 4.9500 | .17 | 1.9613 | 1.9020 | -2.2536 | 225.3634 | 4.8580 | ||
| R179 | 2013/08/01 | 10.00 | R201 | -30 | 5.5850 | 104.3454 | 100.5098 | 3.8356 | 5.7350 | 4.5600 | .18 | .1147 | .1116 | -.1165 | 11.6479 | .0249 |
| R186 | 2026/12/21 | 10.50 | 8.0100 | 120.3189 | 120.3189 | 0.0000 | 8.3400 | 6.5750 | .1 | 8.0384 | 7.7289 | -9.2993 | 929.9314 | 84.0456 | ||
| R201 | 2014/12/21 | 8.75 | 5.8850 | 104.0565 | 104.0565 | 0.0000 | 6.0350 | 4.8600 | .17 | 1.4393 | 1.3982 | -1.4549 | 145.4895 | 2.6784 | ||
| R203 | 2017/09/15 | 8.25 | 6.9550 | 106.8590 | 104.6440 | 2.2151 | 7.1600 | 5.3500 | .21 | 3.6009 | 3.4799 | -3.7185 | 371.8549 | 15.1299 | ||
| R204 | 2018/12/21 | 8.00 | 7.1450 | 103.8330 | 103.8330 | 0.0000 | 7.3350 | 5.5300 | .19 | 4.5760 | 4.4182 | -4.5875 | 458.7537 | 23.9605 | ||
| R206 | 2014/01/15 | 7.50 | 5.7300 | 104.2193 | 100.9932 | 3.2260 | 5.9500 | 5.0050 | .14 | .5484 | .5331 | -.5556 | 55.5594 | .5515 | ||
| R225C | 2014/03/15 | 0.00 | R201 | -14 | 5.7450 | 95.9295 | 95.9295 | 0.0000 | 5.8950 | 4.7200 | .17 | .7337 | .7132 | -.6842 | 68.4177 | .8553 |
| R227C | 2015/03/15 | 0.00 | R157 | 6 | 6.3000 | 89.8043 | 89.8043 | 0.0000 | 6.5750 | 5.0100 | .17 | 1.7337 | 1.6808 | -1.5094 | 150.9387 | 3.6396 |
| R229C | 2016/03/15 | 0.00 | R157 | -18 | 6.0600 | 84.9420 | 84.9420 | 0.0000 | 6.3350 | 4.7700 | .18 | 2.7337 | 2.6533 | -2.2538 | 225.3766 | 8.3276 |
| SZ18 | 2015/09/30 | 12.50 | R157 | 56 | 6.8000 | 114.6087 | 111.8004 | 2.8082 | 7.0750 | 5.5100 | .16 | 2.0169 | 1.9506 | -2.2356 | 223.5570 | 5.0528 |
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