Warehouse Position - Batch Mode Example
- Natalie Gesin (Deactivated)
- Dmitry Donosiyan (Unlicensed)
Owned by Natalie Gesin (Deactivated)
<EagleML xmlns="http://www.eagleinvsys.com/2011/EagleML-2-0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" eaglemlVersion="2-0" eaglemlType="WarehouseTransactionMessage" xsi:schemaLocation="http://www.eagleinvsys.com/2011/EagleML-2-0 eagleml-main-2-0.xsd" xsi:type="WarehouseTransactionMessage"> <warehouseTransaction> <header> <batchKey>entity^20140328^EAGLE PACE</batchKey> <objectType>WarehousePosition</objectType> </header> <warehousePosition> <objectType>WarehousePosition</objectType> <objectId>WarehousePosition</objectId> <sourceName>EAGLE PACE</sourceName> <updateSource>MCADMIN</updateSource> <localCurrency>USD</localCurrency> <effectiveDate>2014-03-28</effectiveDate> <longShortIndicator>L</longShortIndicator> <entityType>PORT</entityType> <xrefAccountId>A1Q2W3R4U5K</xrefAccountId> <xrefAccountIdType>A1Q</xrefAccountIdType> <xrefClassCode>TF4</xrefClassCode> <accountingBasis>GAAP</accountingBasis> <primaryAssetId>CUSIP1A2B3CU</primaryAssetId> <primaryAssetType>CUSIP</primaryAssetType> <cusip>CUSIP1A2B3CU</cusip> <isin>ISIN1A2B3CU</isin> <sicovmId>SICOVMID1A2B3CU</sicovmId> <assetResolutionOption>MATCH_ALL</assetResolutionOption> <battingOrder>cusip,isin,sicovmId</battingOrder> <baseCurrency>TOM</baseCurrency> <urglSecurityBase>644.28</urglSecurityBase> <urglCurrencyBase>986.413</urglCurrencyBase> <updateDate>2015-01-26</updateDate> <amortizedLtdBase>786.463</amortizedLtdBase> <amortizedLtdLocal>474.153</amortizedLtdLocal> <amortizedPtdBase>452.985</amortizedPtdBase> <amortizedPtdLocal>219.75</amortizedPtdLocal> <closeAmortizedLocal>622.47</closeAmortizedLocal> <closeAmortizedBase>425.663</closeAmortizedBase> <amortDeltaBase>483.128</amortDeltaBase> <amortDeltaLocal>855.833</amortDeltaLocal> <amortMethod>SL</amortMethod> <accruedIncomeLocal>635.958</accruedIncomeLocal> <accruedLtdBase>852.141</accruedLtdBase> <accruedLtdLocal>690.041</accruedLtdLocal> <accrDeltaBase>675.984</accrDeltaBase> <accrDeltaLocal>714.299</accrDeltaLocal> <accruedDisc>285.37</accruedDisc> <accruedPerm>684.853</accruedPerm> <accruedIncome>168.258</accruedIncome> <averageCost>722.72</averageCost> <averageCostLocal>966.575</averageCostLocal> <bifCostFlag>N</bifCostFlag> <closeIndexWeight>277.77</closeIndexWeight> <closeFinalEarnThruDt>2015-01-26</closeFinalEarnThruDt> <covUnitCostAvgL>244.305</covUnitCostAvgL> <covUnitCostAvgB>686.575</covUnitCostAvgB> <covCurCostAvgL>744.16</covCurCostAvgL> <covCurCostAvgB>466.243</covCurCostAvgB> <covPosQty>737.458</covPosQty> <coupon>149.286</coupon> <couponReceivableLocal>427.129</couponReceivableLocal> <couponReceivableBase>204.916</couponReceivableBase> <couponEndDate>2015-01-26</couponEndDate> <couponBeginDate>2015-01-26</couponBeginDate> <costMethod>A</costMethod> <currentExCumIndicator>Y</currentExCumIndicator> <currencyReturn>885.375</currencyReturn> <currFxRate>105.296</currFxRate> <classCode>TF</classCode> <cumulativeAvgCost>167.52</cumulativeAvgCost> <daysInterestEarned>372247</daysInterestEarned> <defaultDate>2015-01-26</defaultDate> <defaultIndicator>N</defaultIndicator> <deferredIncomeDelta>201.236</deferredIncomeDelta> <deferredIncomeDeltaLocal>795.966</deferredIncomeDeltaLocal> <dividendReceivableLocal>611.877</dividendReceivableLocal> <dividendReceivableBase>584.365</dividendReceivableBase> <earnedThruDtPrevious>2015-01-26</earnedThruDtPrevious> <earnedThruDate>2015-01-26</earnedThruDate> <effExpValueBase>651.8</effExpValueBase> <effExpValueLocal>231.933</effExpValueLocal> <effExpValueReporting>220.324</effExpValueReporting> <exchangeRateDate>2015-01-26</exchangeRateDate> <entityFlagType>N</entityFlagType> <entityAlias>417.908</entityAlias> <eligibleCashManagFlag>N</eligibleCashManagFlag> <fundAccountId>TS210</fundAccountId> <fwdCurrSettlementDate>2015-01-26</fwdCurrSettlementDate> <gaapCostAvgValue>946.173</gaapCostAvgValue> <localGaapCostAvgValue>921.31</localGaapCostAvgValue> <incomeBalanceLocal>395.128</incomeBalanceLocal> <incomeBalance>116.434</incomeBalance> <incomeTaxExpenseDeltaB>559.999</incomeTaxExpenseDeltaB> <incomeTaxExpenseDeltaL>363.707</incomeTaxExpenseDeltaL> <incomeReturn>295.205</incomeReturn> <interestPurchased>704.304</interestPurchased> <interestEarnedBase>864.248</interestEarnedBase> <impairmentPtdLocal>852.331</impairmentPtdLocal> <impairmentPtdBase>170.548</impairmentPtdBase> <lastOpenDate>2015-01-26</lastOpenDate> <lastCloseDate>2015-01-26</lastCloseDate> <lastLossDate>2015-01-26</lastLossDate> <liabilities>601.707</liabilities> <marketValueLocal>901.617</marketValueLocal> <marketValueBase>411.644</marketValueBase> <marketValueIncomeLocal>620.590</marketValueIncomeLocal> <marketValueIncomeBase>282.675</marketValueIncomeBase> <marketExchangeRate>210.986</marketExchangeRate> <miscIncReceivableLocal>539.852</miscIncReceivableLocal> <miscIncReceivableBase>350.195</miscIncReceivableBase> <notionalMarketValueBase>470.516</notionalMarketValueBase> <notionalUnrealizedGlBase>811.099</notionalUnrealizedGlBase> <notionalCostLocal>451.45</notionalCostLocal> <notionalCostBase>180.449</notionalCostBase> <notionalMarketValueLocal>423.978</notionalMarketValueLocal> <notionalUnrealizedGlLocal>935.797</notionalUnrealizedGlLocal> <notionalUnrealizedCurrGl>732.249</notionalUnrealizedCurrGl> <notionalUnrealizedSecGl>469.877</notionalUnrealizedSecGl> <originalDividendReceivable>970.087</originalDividendReceivable> <originalCouponReceivable>964.123</originalCouponReceivable> <originalFace>205.819</originalFace> <originalReclaimReceivable>680.38</originalReclaimReceivable> <originalMiscIncReceivable>910.298</originalMiscIncReceivable> <performanceFlag>N</performanceFlag> <priceDate>2015-01-26</priceDate> <reclaimReceivableLocal>125.128</reclaimReceivableLocal> <reclaimReceivableBase>973.488</reclaimReceivableBase> <settleDatePositionBase>836.694</settleDatePositionBase> <settlDatePositionLocal>583.126</settlDatePositionLocal> <settledUnitCostBase>249.16</settledUnitCostBase> <settledCostBase>128.898</settledCostBase> <settledMarketValueLocal>199.395</settledMarketValueLocal> <settledMarketValueBase>111.408</settledMarketValueBase> <settledUrglSecLocal>793.193</settledUrglSecLocal> <settledUrglSecBase>181.908</settledUrglSecBase> <settledUrglCurrencyBase>525.079</settledUrglCurrencyBase> <settledUrglTotalBase>692.81</settledUrglTotalBase> <settledQuantity>491.55</settledQuantity> <systemCurrAccruedIncome>957.633</systemCurrAccruedIncome> <systemCurrMarketValue>787.449</systemCurrMarketValue> <systemCurrDividendReceivable>600.534</systemCurrDividendReceivable> <systemCurrCouponReceivable>495.485</systemCurrCouponReceivable> <systemCurrReclaimReceivable>135.643</systemCurrReclaimReceivable> <systemCurrMiscIncReceivable>883.014</systemCurrMiscIncReceivable> <systemCurrMarketValueIncome>305.584</systemCurrMarketValueIncome> <systemCurrency>EUR</systemCurrency> <systemCurrExchangeRate>961.461</systemCurrExchangeRate> <systemCurrExchangeRateDate>2015-01-26</systemCurrExchangeRateDate> <totalReturn>627.56</totalReturn> <tipsLtdLocal>332.835</tipsLtdLocal> <tipLtdIncome>605.675</tipLtdIncome> <transactionNumber>NUM</transactionNumber> <totalAccruedIncome>995.435</totalAccruedIncome> <totalAccruedIncomeLocal>214.887</totalAccruedIncomeLocal> <totalAssets>481.764</totalAssets> <totalAverageLife>199.253</totalAverageLife> <totalAverageMaturity>793.247</totalAverageMaturity> <totalAveragePrice>390.061</totalAveragePrice> <totalAverageQuality>138.348</totalAverageQuality> <totalBookValue>766.737</totalBookValue> <totalLocalMarketValue>226.756</totalLocalMarketValue> <totalManagedMarketValue>535.44</totalManagedMarketValue> <totalMarketValue>829.863</totalMarketValue> <totalMarketValueIncome>169.621</totalMarketValueIncome> <totalParValue>634.835</totalParValue> <totalUnrealizedGL>841.271</totalUnrealizedGL> <totAverageCoupon>862.814</totAverageCoupon> <tradedUnearnedInt>716.743</tradedUnearnedInt> <lotCount>280.318</lotCount> <mgtFeeAccrDaily>469.591</mgtFeeAccrDaily> <mgtFeeAccrMtd>122.26</mgtFeeAccrMtd> <mgtFeeAccrTotal>237.952</mgtFeeAccrTotal> <netAssets>257.041</netAssets> <notionalAmt>536.761</notionalAmt> <numberOfIssues>547.403</numberOfIssues> <oidDeltaBase>206.651</oidDeltaBase> <oidDeltaLocal>419.776</oidDeltaLocal> <origAccruedIncomePtd>752.987</origAccruedIncomePtd> <origIntReceived>505.69</origIntReceived> <origPriceSrcInst>294514</origPriceSrcInst> <origTaxExpenseBase>652.492</origTaxExpenseBase> <posdetailType>CRCRCR</posdetailType> <posneg>P</posneg> <premiumProportionateInd>R</premiumProportionateInd> <priceCondition>ADJ</priceCondition> <priceCode>COD</priceCode> <priceLevel>196611</priceLevel> <priceReturn>217.136</priceReturn> <primPriceDlyVal>560.628</primPriceDlyVal> <primTotDlyVal>486.672</primTotDlyVal> <principalBalance>255.484</principalBalance> <principalBalanceLocal>241.332</principalBalanceLocal> <principalReturn>527.395</principalReturn> <purYield>690.924</purYield> <realizedPl>971.195</realizedPl> <reclaimAmtLtdBase>510.982</reclaimAmtLtdBase> <reclaimAmtLtdLocal>239.727</reclaimAmtLtdLocal> <reclaimAmtPtdBase>726.434</reclaimAmtPtdBase> <reclaimAmtPtdLocal>287.763</reclaimAmtPtdLocal> <reclaimTaxReceivDeltaB>770.436</reclaimTaxReceivDeltaB> <reclaimTaxReceivDeltaL>906.752</reclaimTaxReceivDeltaL> <recognizeCalls>X</recognizeCalls> <recognizePuts>X</recognizePuts> <recShareParValue>958.67</recShareParValue> <securityExpenses>728.362</securityExpenses> <strategyId>TSTR827</strategyId> <shareParValue>835.013</shareParValue> <securityIncome>563.201</securityIncome> <settleDatePositionCost>173.029</settleDatePositionCost> <settledLocGaapCostValue>254.671</settledLocGaapCostValue> <settledLocGaapUnitCost>672.372</settledLocGaapUnitCost> <starDataFilter>807163</starDataFilter> <starMarketValue>387.22</starMarketValue> <starMarketValueLocal>471.461</starMarketValueLocal> <starQuantity>574.543</starQuantity> <subportStatus>STAT</subportStatus> <taxAccountingMethod>NM</taxAccountingMethod> <taxExpenseLocal>588.597</taxExpenseLocal> <taxExpenseLtd>949.137</taxExpenseLtd> <taxExpenseLtdLocal>784.47</taxExpenseLtdLocal> <taxReclaimRate>658.048</taxReclaimRate> <taxWithholdingRate>190.47</taxWithholdingRate> <tipsDeltaBase>225.832</tipsDeltaBase> <tipsDeltaLocal>262.939</tipsDeltaLocal> <tipsIndexRatio>975.632</tipsIndexRatio> <uncCurCostAvgB>636.814</uncCurCostAvgB> <uncCurCostAvgL>316.632</uncCurCostAvgL> <uncPosQty>702.067</uncPosQty> <uncUnitCostAvgB>824.577</uncUnitCostAvgB> <uncUnitCostAvgL>987.069</uncUnitCostAvgL> <unrealizedGL>522.786</unrealizedGL> <userGroup1>U_GROUP1</userGroup1> <userGroup2>U_GROUP2</userGroup2> <userGroup3>U_GROUP3</userGroup3> <userGroup4>U_GROUP4</userGroup4> <userDate1>2015-01-26</userDate1> <userDate2>2015-01-26</userDate2> <userFloat21>395.899</userFloat21> <userFloat22>693.733</userFloat22> <wgtAvgMatDate>2015-01-26</wgtAvgMatDate> <yieldType>WORST</yieldType> <price>124.263</price> <smInactiveFlag>N</smInactiveFlag> <aiaNetB>837.158</aiaNetB> <aiaNetL>801.498</aiaNetL> <buySellFlag>SELL</buySellFlag> <bookValue>773.242</bookValue> <bookValueLocal>314.326</bookValueLocal> <cpNetB>788.494</cpNetB> <cpNetL>927.913</cpNetL> <creditLossB>886.699</creditLossB> <creditLossL>970.004</creditLossL> <costBasisType>C</costBasisType> <futureFeeNetB>273.92</futureFeeNetB> <futureFeeNetL>441.466</futureFeeNetL> <impairmentLtdBase>137.554</impairmentLtdBase> <impairmentLtdLocal>571.717</impairmentLtdLocal> <mbaNetB>844.029</mbaNetB> <mbaNetL>986.691</mbaNetL> <naiaNetB>356.188</naiaNetB> <naiaNetL>416.044</naiaNetL> <nonCreditLossB>177.163</nonCreditLossB> <nonCreditLossL>482.02</nonCreditLossL> <adjustedShares>492.95</adjustedShares> <baseGaapMarketValue>152.796</baseGaapMarketValue> <baseStatMarketValue>932.8</baseStatMarketValue> <cashEquivalents>709.582</cashEquivalents> <cirBrkFees>668.829</cirBrkFees> <closeOidIncome>757.379</closeOidIncome> <closeOidIncomeLocal>696.652</closeOidIncomeLocal> <closeTipsIncomeLocal>191.616</closeTipsIncomeLocal> <closeTipsIncome>967.244</closeTipsIncome> <deferredIncomeTotalPtdB>304.352</deferredIncomeTotalPtdB> <deferredIncomeTotalPtdL>487.039</deferredIncomeTotalPtdL> <deltaAdjQty>905.473</deltaAdjQty> <dlta>141.511</dlta> <expoPrice>202.505</expoPrice> <earnThruDate>2015-01-26</earnThruDate> <execBrkFees>678.717</execBrkFees> <fedTaxCostValue>355.838</fedTaxCostValue> <gaapUnitBookValue>804.965</gaapUnitBookValue> <gaapUnitCost>520.597</gaapUnitCost> <gaapBookValue>242.538</gaapBookValue> <gaapCostValue>774.97</gaapCostValue> <hedgedCusip>HEDGED_CUSIP</hedgedCusip> <hedgeTrading>HEDGE_TRAD</hedgeTrading> <interestEarned>983.607</interestEarned> <lastSettlementDate>2015-01-26</lastSettlementDate> <localGaapCostValue>330.424</localGaapCostValue> <localGaapUnitCost>130.403</localGaapUnitCost> <localGaapBookValue>121.162</localGaapBookValue> <localGaapUnitBookValue>802.141</localGaapUnitBookValue> <localGaapMarketValue>788.398</localGaapMarketValue> <localTaxUnitBookValue>107.854</localTaxUnitBookValue> <localStatUnitCost>972.296</localStatUnitCost> <localStatBookValue>204.444</localStatBookValue> <localStatCostValue>998.982</localStatCostValue> <localStatMarketValue>368.283</localStatMarketValue> <localStatUnitBookValue>597.394</localStatUnitBookValue> <localTaxBookValue>965.744</localTaxBookValue> <localTaxCostValue>301.085</localTaxCostValue> <localTaxUnitCost>220.943</localTaxUnitCost> <nonCreditLossAmortLtdB>634.574</nonCreditLossAmortLtdB> <nonCreditLossAmortLtdL>872.43</nonCreditLossAmortLtdL> <oidPtdBase>817.596</oidPtdBase> <oidPtdLocal>640.156</oidPtdLocal> <oidLtdIncomeLocal>839.675</oidLtdIncomeLocal> <oidLtdIncomeBase>935.914</oidLtdIncomeBase> <openMktPrice>941.162</openMktPrice> <origAccrPtdBase>745.15</origAccrPtdBase> <origSoldInterestBase>977.426</origSoldInterestBase> <origTradedInterestBase>957.633</origTradedInterestBase> <originalCostAmount>337.834</originalCostAmount> <payEpAccrued>333.265</payEpAccrued> <payRecInd>P</payRecInd> <posnFullyEarned>D</posnFullyEarned> <purchasePrincipalBase>389.769</purchasePrincipalBase> <purchasePrincipalLocal>451.536</purchasePrincipalLocal> <pv01total>656.005</pv01total> <preTaxAdjYld>534.159</preTaxAdjYld> <recEpAccrued>481.939</recEpAccrued> <statCostValue>677.167</statCostValue> <soldInterestBase>336.301</soldInterestBase> <scrubFlag>N</scrubFlag> <sourceInternalAssetId>TSTR821A</sourceInternalAssetId> <statBookValue>222.564</statBookValue> <statUnitBookValue>288.748</statUnitBookValue> <soldInterestLocal>597.971</soldInterestLocal> <statUnitCost>490.848</statUnitCost> <stateCostValue>700.108</stateCostValue> <swapAccrMethod>I</swapAccrMethod> <totalUnrealizedGainLossLocal>691.933</totalUnrealizedGainLossLocal> <totalUnrealizedGainLossBase>821.052</totalUnrealizedGainLossBase> <tipsPtdBase>112.258</tipsPtdBase> <tipsPtdLocal>564.364</tipsPtdLocal> <taxBookValue>552.615</taxBookValue> <taxCostValue>566.381</taxCostValue> <taxUnitBookValue>318.006</taxUnitBookValue> <taxUnitCost>488.53</taxUnitCost> <tradeFxRate>421.51</tradeFxRate> <undPrice>963.156</undPrice> <uniqueAssetFlag>N</uniqueAssetFlag> <adjustedPrice>955.709</adjustedPrice> <processingIlbLtdBase>787.355</processingIlbLtdBase> <processingIlbLtdLocal>730.889</processingIlbLtdLocal> <spdDeltaInst>443361</spdDeltaInst> <urglVariationMargin>265.049</urglVariationMargin> <urglVariationMarginLocal>703.151</urglVariationMarginLocal> <variationMargin>934.495</variationMargin> <variationMarginLocal>415.317</variationMarginLocal> <analytics> <currentBenchmark>CURRENT_BENCHMARK</currentBenchmark> <priceSource>PRICE_SOURCE</priceSource> <pricingSpread>787.455</pricingSpread> <rikDate>2015-01-26</rikDate> <riskSource>RISK_SOURCE</riskSource> <settleFlag>N</settleFlag> <spreadToPrice>535.486</spreadToPrice> <marketPrice>539.883</marketPrice> <debtToCapital>892.19</debtToCapital> <debtToEquity>947.423</debtToEquity> <dividendYieldFy>844.697</dividendYieldFy> <estEpsGrowthFy1>506.247</estEpsGrowthFy1> <estEpsGrowthFy2>425.107</estEpsGrowthFy2> <histDpsGrowth5yr>536.631</histDpsGrowth5yr> <histEspGrowth5yr>241.266</histEspGrowth5yr> <marketCapMmBase>351.35</marketCapMmBase> <marketCapMmLocal>914.961</marketCapMmLocal> <meanEstLongTermGrowth>607.846</meanEstLongTermGrowth> <pctOfEquity>817.713</pctOfEquity> <priceToBookFy0>232.969</priceToBookFy0> <priceToCashFlowFy0>910.344</priceToCashFlowFy0> <priceToEarningsFy0>153.190</priceToEarningsFy0> <priceToEarningsFy1>110.11</priceToEarningsFy1> <priceToEarningsFy2>290.268</priceToEarningsFy2> <priceToEarningsNtm>346.300</priceToEarningsNtm> <returnOnEquity1yr>225.050</returnOnEquity1yr> <absModel>ABS_MODEL</absModel> <absSpeed>ABS_SPEED</absSpeed> <accruedFactorBase>629.387</accruedFactorBase> <accruedFactorLocal>300.008</accruedFactorLocal> <alternativeOas>824.369</alternativeOas> <cpr12m>360.277</cpr12m> <cpr1m>435.186</cpr1m> <cpr3m>267.731</cpr3m> <cpr6m>525.327</cpr6m> <cprLife>138.338</cprLife> <cprWalEquivalent>116.193</cprWalEquivalent> <currentFactor>840.644</currentFactor> <durationMultiplier>739.759</durationMultiplier> <dv01DollarsBase>463.643</dv01DollarsBase> <dv01DollarsLocal>292.492</dv01DollarsLocal> <effectiveConvexity>543.896</effectiveConvexity> <effectiveDuration>409.066</effectiveDuration> <expectedInflation>135.189</expectedInflation> <factorEffectiveDate>2015-01-26</factorEffectiveDate> <impliedVolatility>948.142</impliedVolatility> <modelOac>732.171</modelOac> <modelOad>483.784</modelOad> <modifiedDuration>101.373</modifiedDuration> <modifiedDurationWorst>895.467</modifiedDurationWorst> <mortgageBasisDuration>396.745</mortgageBasisDuration> <oas>607.219</oas> <optionDelta>625.145</optionDelta> <optionGamma>441.678</optionGamma> <optionTheta>515.562</optionTheta> <parCurveDuration>676.333</parCurveDuration> <prepatConvexity>363.734</prepatConvexity> <prepayDuration>617.794</prepayDuration> <psaLife>920.631</psaLife> <psaWalEquivalent>400.748</psaWalEquivalent> <realYield>247.182</realYield> <riskParameterDate>2015-01-26</riskParameterDate> <riskParameterSource>SOURCE</riskParameterSource> <spreadDuration>134.606</spreadDuration> <staticWal>225.118</staticWal> <staticYield>507.46</staticYield> <udfVolatilityStartDate>2015-01-26</udfVolatilityStartDate> <userDefinedVolatility>469.792</userDefinedVolatility> <volatility>306.816</volatility> <volatilityConvexity>932.787</volatilityConvexity> <volatilityDuration>422.096</volatilityDuration> <walToWorst>323.009</walToWorst> <yieldToMaturity>687.398</yieldToMaturity> <zvMaturityDate>2015-01-26</zvMaturityDate> <zvPrinBeginDate>2015-01-26</zvPrinBeginDate> <zvSpread>975.822</zvSpread> <longnormalVolatilityDuration>686.653</longnormalVolatilityDuration> <kprd10yr>793.856</kprd10yr> <kprd15yr>519.719</kprd15yr> <kprd1yr>909.685</kprd1yr> <kprd20yr>829.045</kprd20yr> <kprd25yr>381.828</kprd25yr> <kprd2yr>555.823</kprd2yr> <kprd30yr>226.797</kprd30yr> <kprd3mnth>383.202</kprd3mnth> <kprd3yr>451.292</kprd3yr> <kprd5yr>523.542</kprd5yr> <kprd7yr>804.387</kprd7yr> <krbc10yr>976.437</krbc10yr> <krbc10yrBy30yr>779.186</krbc10yrBy30yr> <krbc2yr>319.95</krbc2yr> <krbc2yrBy10yr>566.738</krbc2yrBy10yr> <krbc2yrBy30yr>142.921</krbc2yrBy30yr> <krbc2yrBy5yr>837.744</krbc2yrBy5yr> <krbc30yr>487.37</krbc30yr> <krbc5yr>443.67</krbc5yr> <krbc5yrBy10yr>898.893</krbc5yrBy10yr> <krbc5yrBy30yr>435.943</krbc5yrBy30yr> <krd10yr>568.788</krd10yr> <krd15yr>406.354</krd15yr> <krd1yr>805.735</krd1yr> <krd20yr>689.57</krd20yr> <krd25yr>253.108</krd25yr> <krd2yr>141.799</krd2yr> <krd30yr>912.58</krd30yr> <krd3mnth>754.472</krd3mnth> <krd3yr>117.622</krd3yr> <krd5yr>513.2</krd5yr> <krd7yr>548.329</krd7yr> <ktrd10yr>451.307</ktrd10yr> <ktrd1yr>422.886</ktrd1yr> <ktrd20yr>291.342</ktrd20yr> <ktrd2yr>733.136</ktrd2yr> <ktrd30yr>878.709</ktrd30yr> <ktrd3yr>332.105</ktrd3yr> <ktrd5yr>930.304</ktrd5yr> </analytics> </warehousePosition> <warehousePosition> <objectType>WarehousePosition</objectType> <objectId>WarehousePosition</objectId> <objectDescription>WAREHOUSE</objectDescription> <updateTimestamp>2015-01-26T09:19:42</updateTimestamp> <sourceName>EAGLE PACE</sourceName> <updateSource>MCADMIN</updateSource> <localCurrency>USD</localCurrency> <effectiveDate>2014-03-28</effectiveDate> <longShortIndicator>L</longShortIndicator> <entityType>PORT</entityType> <xrefAccountId>A1Q2W3R4U5K</xrefAccountId> <xrefAccountIdType>A1Q</xrefAccountIdType> <xrefClassCode>TF4</xrefClassCode> <accountingBasis>GAAP</accountingBasis> <primaryAssetId>CUSIP1A2B3CU</primaryAssetId> <primaryAssetType>CUSIP</primaryAssetType> <cusip>CUSIP1A2B3CU</cusip> <isin>ISIN1A2B3CU</isin> 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<cpr6m>846.551</cpr6m> <cprLife>362.891</cprLife> <cprWalEquivalent>149.082</cprWalEquivalent> <currentFactor>767.805</currentFactor> <durationMultiplier>520.071</durationMultiplier> <dv01DollarsBase>531.088</dv01DollarsBase> <dv01DollarsLocal>293.772</dv01DollarsLocal> <effectiveConvexity>266.403</effectiveConvexity> <effectiveDuration>247.354</effectiveDuration> <expectedInflation>245.163</expectedInflation> <factorEffectiveDate>2014-07-31</factorEffectiveDate> <impliedVolatility>995.222</impliedVolatility> <modelOac>916.952</modelOac> <modelOad>101.082</modelOad> <modifiedDuration>648.803</modifiedDuration> <modifiedDurationWorst>368.834</modifiedDurationWorst> <mortgageBasisDuration>300.32</mortgageBasisDuration> <oas>917.964</oas> <optionDelta>414.335</optionDelta> <optionGamma>321.722</optionGamma> <optionTheta>228.449</optionTheta> <parCurveDuration>707.178</parCurveDuration> <prepatConvexity>245.841</prepatConvexity> <prepayDuration>493.964</prepayDuration> <psaLife>869.874</psaLife> <psaWalEquivalent>260.819</psaWalEquivalent> <realYield>727.244</realYield> <riskParameterDate>2014-07-31</riskParameterDate> <riskParameterSource>SOURCE</riskParameterSource> <spreadDuration>718.416</spreadDuration> <staticWal>216.053</staticWal> <staticYield>130.812</staticYield> <udfVolatilityStartDate>2014-07-31</udfVolatilityStartDate> <userDefinedVolatility>542.628</userDefinedVolatility> <volatility>170.483</volatility> <volatilityConvexity>877.363</volatilityConvexity> <volatilityDuration>719.485</volatilityDuration> <walToWorst>219.565</walToWorst> <yieldToMaturity>559.135</yieldToMaturity> <zvMaturityDate>2014-07-31</zvMaturityDate> <zvPrinBeginDate>2014-07-31</zvPrinBeginDate> <zvSpread>239.557</zvSpread> <longnormalVolatilityDuration>564.619</longnormalVolatilityDuration> <kprd10yr>752.907</kprd10yr> <kprd15yr>405.96</kprd15yr> <kprd1yr>711.973</kprd1yr> <kprd20yr>898.07</kprd20yr> <kprd25yr>315.15</kprd25yr> <kprd2yr>542.893</kprd2yr> <kprd30yr>813.119</kprd30yr> <kprd3mnth>777.919</kprd3mnth> <kprd3yr>725.693</kprd3yr> <kprd5yr>927.405</kprd5yr> <kprd7yr>695.884</kprd7yr> <krbc10yr>140.029</krbc10yr> <krbc10yrBy30yr>249.128</krbc10yrBy30yr> <krbc2yr>738.299</krbc2yr> <krbc2yrBy10yr>661.174</krbc2yrBy10yr> <krbc2yrBy30yr>308.936</krbc2yrBy30yr> <krbc2yrBy5yr>232.264</krbc2yrBy5yr> <krbc30yr>531.049</krbc30yr> <krbc5yr>383.721</krbc5yr> <krbc5yrBy10yr>773.474</krbc5yrBy10yr> <krbc5yrBy30yr>249.466</krbc5yrBy30yr> <krd10yr>499.774</krd10yr> <krd15yr>804.286</krd15yr> <krd1yr>606.06</krd1yr> <krd20yr>570.258</krd20yr> <krd25yr>681.65</krd25yr> <krd2yr>325.546</krd2yr> <krd30yr>603.789</krd30yr> <krd3mnth>240.786</krd3mnth> <krd3yr>465.104</krd3yr> <krd5yr>982.375</krd5yr> <krd7yr>807.659</krd7yr> <ktrd10yr>685.03</ktrd10yr> <ktrd1yr>608.315</ktrd1yr> <ktrd20yr>705.731</ktrd20yr> <ktrd2yr>900.18</ktrd2yr> <ktrd30yr>965.174</ktrd30yr> <ktrd3yr>432.817</ktrd3yr> <ktrd5yr>678.1</ktrd5yr> </analytics> </warehousePosition> </warehouseTransaction> </EagleML>