Fixed Income Attribution - Sector Report

The Fixed Income Attribution Sector report highlights the month to date single currency Fixed Income Attribution style that uses sector level, rather than constituent level, analytics inputs for the benchmark.

These reports read month to date Data Mart data that is calculated from daily frequency performance data and stored in the following Data Mart group models.

On this page

1 Advanced Report Profile
2 Options
3 Data Used by Report
4 Report DLL

Advanced Report Profile

Advanced Report Profile	Data Mart Detail Model

Advanced Report Profile	Data Mart Detail Model
Egl Prf Attribution FI Sector By Aggregate Bond	PERF_AGGBOND_MTD_FISECT

Options

Available options appear in the following table.

Option	Description

Option	Description
Eagle Report Title	Controls the title of the report.
Eagle Table Name	Controls the name of Data Mart group model to query.
Eagle Number of Grouping Levels	Controls the number of levels to display.
Eagle Report Period Label	Controls the time period label
Eagle Column Prefix	Controls the column prefix used for columns in the Data Mart. For example, “MTD” for MTD_XXXXX attribution columns.

Data Used by Report

The following table shows data used by the report.

Report Element	Data Mart Table	Data Mart Column	Underlying Field Attribute

Report Element	Data Mart Table	Data Mart Column	Underlying Field Attribute
Average Weight - Account	PERF_AGGBOND_MTD_FISECT	MTD_FIS_WEIGHT	eglGag-Mtd-Fis-BaseAvgWtFnd
Average Weight - Benchmark	PERF_AGGBOND_MTD_FISECT	MTD_BM1_FIS_WEIGHT	eglGag-Mtd-Fis-BaseAvgWtIdx
Month to Date Return % - Account	PERF_AGGBOND_MTD_FISECT	MTD_FIS_RETURN	eglGag-Mtd-Fis-BaseRtnFnd
Month to Date Return % - Benchmark	PERF_AGGBOND_MTD_FISECT	MTD_BM1_FIS_RETURN	eglGag-Mtd-Fis-BaseRtnIdx
Month to Date Return % - Difference	PERF_AGGBOND_MTD_FISECT	MTD_FIS_BM1_RDIFF	eglGag-Mtd-Fis-BaseRtnDiff
Month to Date Attribution Effects % - Duration Matched Yield	PERF_AGGBOND_MTD_FISECT	MTD_BM1_FIS_DMYIELD	eglGag-Mtd-Fis-S-DMYieldEff
Month to Date Attribution Effects % - Roll	PERF_AGGBOND_MTD_FISECT	MTD_BM1_FIS_ROLL	eglGag-Mtd-Fis-S-RolldownEff
Month to Date Attribution Effects % - Roll	PERF_CURRENCY_MTD_FI	MTD_BM1_GFI_ROLL	eglGag-Mtd-Gfi-S-RolldownEff
Month to Date Attribution Effects % - Parallel Shift	PERF_CURRENCY_MTD_FI	MTD_BM1_GFI_PARA	eglGag-Mtd-Gfi-S-ParaShiftEff
Month to Date Attribution Effects % - Reshape	PERF_CURRENCY_MTD_FI	MTD_BM1_GFI_SPREAD	eglRca-Mtd-Gfi-S-SpreadEff
Month to Date Attribution Effects % - Total	PERF_CURRENCY_MTD_FI	MTD_BM1_GFI_TOTAL	eglGag-Mtd-Gfi-S-TotalAttrib

The following table shows how totals of the report are determined.

Report Column Total	Data Mart Group Table (Used by Eagle Table Name)	Data Mart Column	Underlying Field Attribute

Report Column Total	Data Mart Group Table (Used by Eagle Table Name)	Data Mart Column	Underlying Field Attribute
Totals for all Columns except Account and Benchmark Total Returns	None	None	Calculated as the sum of the model top level segments for each of the columns
Month to Date Return % - Account	PERF_AGGBOND_MTD_FISECT	MTD_FIS_SCNTR	Calculated as the sum of the model top level segment smoothed contributions
Month to Date Return % - Benchmark	PERF_AGGBOND_MTD_FISECT	MTD_BM1_FIS_SCNTR	Calculated as the sum of the model top level segment smoothed contributions

Report DLL

The report DLL is named FixedIncomeSector.dll.