Warehouse Position - Batch Mode Example
- Natalie Gesin (Deactivated)
- Kinga Huszno
- 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>
<sicovmId>SICOVMID1A2B3CU</sicovmId>
<assetResolutionOption>MATCH_ALL</assetResolutionOption>
<battingOrder>cusip,isin,sicovmId</battingOrder>
<baseCurrency>TOM</baseCurrency>
<urglSecurityBase>236.916</urglSecurityBase>
<urglCurrencyBase>405.125</urglCurrencyBase>
<updateDate>2014-12-25</updateDate>
<amortizedLtdBase>960.885</amortizedLtdBase>
<amortizedLtdLocal>467.457</amortizedLtdLocal>
<amortizedPtdBase>503.838</amortizedPtdBase>
<amortizedPtdLocal>644.28</amortizedPtdLocal>
<closeAmortizedLocal>986.413</closeAmortizedLocal>
<closeAmortizedBase>786.463</closeAmortizedBase>
<amortDeltaBase>474.153</amortDeltaBase>
<amortDeltaLocal>452.985</amortDeltaLocal>
<amortMethod>SL</amortMethod>
<accruedIncomeLocal>622.47</accruedIncomeLocal>
<accruedLtdBase>425.663</accruedLtdBase>
<accruedLtdLocal>483.128</accruedLtdLocal>
<accrDeltaBase>855.833</accrDeltaBase>
<accrDeltaLocal>620.055</accrDeltaLocal>
<accruedDisc>635.958</accruedDisc>
<accruedPerm>852.141</accruedPerm>
<accruedIncome>690.041</accruedIncome>
<averageCost>675.984</averageCost>
<averageCostLocal>714.299</averageCostLocal>
<bifCostFlag>N</bifCostFlag>
<closeIndexWeight>285.37</closeIndexWeight>
<closeFinalEarnThruDt>2014-12-25</closeFinalEarnThruDt>
<covUnitCostAvgL>684.853</covUnitCostAvgL>
<covUnitCostAvgB>168.258</covUnitCostAvgB>
<covCurCostAvgL>722.72</covCurCostAvgL>
<covCurCostAvgB>966.575</covCurCostAvgB>
<covPosQty>277.77</covPosQty>
<coupon>244.305</coupon>
<couponReceivableLocal>686.575</couponReceivableLocal>
<couponReceivableBase>744.16</couponReceivableBase>
<couponEndDate>2014-12-25</couponEndDate>
<couponBeginDate>2014-12-25</couponBeginDate>
<costMethod>A</costMethod>
<currentExCumIndicator>N</currentExCumIndicator>
<currencyReturn>737.458</currencyReturn>
<currFxRate>149.286</currFxRate>
<classCode>TF</classCode>
<cumulativeAvgCost>167.52</cumulativeAvgCost>
<daysInterestEarned>372247</daysInterestEarned>
<defaultDate>2015-01-26</defaultDate>
<defaultIndicator>N</defaultIndicator>
<deferredIncomeDelta>885.375</deferredIncomeDelta>
<deferredIncomeDeltaLocal>105.296</deferredIncomeDeltaLocal>
<dividendReceivableLocal>167.52</dividendReceivableLocal>
<dividendReceivableBase>359.529</dividendReceivableBase>
<earnedThruDtPrevious>2014-12-25</earnedThruDtPrevious>
<earnedThruDate>2014-12-25</earnedThruDate>
<effExpValueBase>372.247</effExpValueBase>
<effExpValueLocal>201.236</effExpValueLocal>
<effExpValueReporting>795.966</effExpValueReporting>
<exchangeRateDate>2014-12-25</exchangeRateDate>
<entityFlagType>N</entityFlagType>
<entityAlias>47.9</entityAlias>
<eligibleCashManagFlag>N</eligibleCashManagFlag>
<fundAccountId>TS210</fundAccountId>
<fwdCurrSettlementDate>2014-12-25</fwdCurrSettlementDate>
<gaapCostAvgValue>946.173</gaapCostAvgValue>
<localGaapCostAvgValue>921.31</localGaapCostAvgValue>
<incomeBalanceLocal>395.128</incomeBalanceLocal>
<incomeBalance>115.433</incomeBalance>
<incomeTaxExpenseDeltaB>558.998</incomeTaxExpenseDeltaB>
<incomeTaxExpenseDeltaL>362.706</incomeTaxExpenseDeltaL>
<incomeReturn>294.204</incomeReturn>
<interestPurchased>703.303</interestPurchased>
<interestEarnedBase>863.247</interestEarnedBase>
<impairmentPtdLocal>851.330</impairmentPtdLocal>
<impairmentPtdBase>169.547</impairmentPtdBase>
<lastOpenDate>2014-12-25</lastOpenDate>
<lastCloseDate>2014-12-25</lastCloseDate>
<lastLossDate>2014-12-25</lastLossDate>
<liabilities>600.706</liabilities>
<marketValueLocal>900.616</marketValueLocal>
<marketValueBase>410.643</marketValueBase>
<marketValueIncomeLocal>619.589</marketValueIncomeLocal>
<marketValueIncomeBase>281.674</marketValueIncomeBase>
<marketExchangeRate>209.985</marketExchangeRate>
<miscIncReceivableLocal>538.851</miscIncReceivableLocal>
<miscIncReceivableBase>349.194</miscIncReceivableBase>
<notionalMarketValueBase>469.515</notionalMarketValueBase>
<notionalUnrealizedGlBase>810.098</notionalUnrealizedGlBase>
<notionalCostLocal>450.44</notionalCostLocal>
<notionalCostBase>179.448</notionalCostBase>
<notionalMarketValueLocal>422.977</notionalMarketValueLocal>
<notionalUnrealizedGlLocal>934.796</notionalUnrealizedGlLocal>
<notionalUnrealizedCurrGl>731.248</notionalUnrealizedCurrGl>
<notionalUnrealizedSecGl>468.876</notionalUnrealizedSecGl>
<originalDividendReceivable>969.086</originalDividendReceivable>
<originalCouponReceivable>963.122</originalCouponReceivable>
<originalFace>204.818</originalFace>
<originalReclaimReceivable>679.37</originalReclaimReceivable>
<originalMiscIncReceivable>909.297</originalMiscIncReceivable>
<performanceFlag>N</performanceFlag>
<priceDate>2014-12-25</priceDate>
<reclaimReceivableLocal>968.085</reclaimReceivableLocal>
<reclaimReceivableBase>962.121</reclaimReceivableBase>
<settleDatePositionBase>203.817</settleDatePositionBase>
<settlDatePositionLocal>678.36</settlDatePositionLocal>
<settledUnitCostBase>908.296</settledUnitCostBase>
<settledCostBase>125.128</settledCostBase>
<settledMarketValueLocal>973.488</settledMarketValueLocal>
<settledMarketValueBase>836.694</settledMarketValueBase>
<settledUrglSecLocal>583.126</settledUrglSecLocal>
<settledUrglSecBase>249.16</settledUrglSecBase>
<settledUrglCurrencyBase>128.898</settledUrglCurrencyBase>
<settledUrglTotalBase>199.395</settledUrglTotalBase>
<settledQuantity>111.408</settledQuantity>
<systemCurrAccruedIncome>793.193</systemCurrAccruedIncome>
<systemCurrMarketValue>181.908</systemCurrMarketValue>
<systemCurrDividendReceivable>525.079</systemCurrDividendReceivable>
<systemCurrCouponReceivable>692.81</systemCurrCouponReceivable>
<systemCurrReclaimReceivable>491.55</systemCurrReclaimReceivable>
<systemCurrMiscIncReceivable>957.633</systemCurrMiscIncReceivable>
<systemCurrMarketValueIncome>787.449</systemCurrMarketValueIncome>
<systemCurrency>EUR</systemCurrency>
<systemCurrExchangeRate>495.485</systemCurrExchangeRate>
<systemCurrExchangeRateDate>2014-12-25</systemCurrExchangeRateDate>
<totalReturn>135.643</totalReturn>
<tipsLtdLocal>883.014</tipsLtdLocal>
<tipLtdIncome>305.584</tipLtdIncome>
<transactionNumber>NUM</transactionNumber>
<totalAccruedIncome>399.039</totalAccruedIncome>
<totalAccruedIncomeLocal>961.461</totalAccruedIncomeLocal>
<totalAssets>627.56</totalAssets>
<totalAverageLife>332.835</totalAverageLife>
<totalAverageMaturity>605.675</totalAverageMaturity>
<totalAveragePrice>995.435</totalAveragePrice>
<totalAverageQuality>214.887</totalAverageQuality>
<totalBookValue>481.764</totalBookValue>
<totalLocalMarketValue>199.253</totalLocalMarketValue>
<totalManagedMarketValue>793.247</totalManagedMarketValue>
<totalMarketValue>390.061</totalMarketValue>
<totalMarketValueIncome>138.348</totalMarketValueIncome>
<totalParValue>766.737</totalParValue>
<totalUnrealizedGL>226.756</totalUnrealizedGL>
<totAverageCoupon>535.44</totAverageCoupon>
<tradedUnearnedInt>829.863</tradedUnearnedInt>
<lotCount>169.621</lotCount>
<mgtFeeAccrDaily>634.835</mgtFeeAccrDaily>
<mgtFeeAccrMtd>841.271</mgtFeeAccrMtd>
<mgtFeeAccrTotal>862.814</mgtFeeAccrTotal>
<netAssets>716.743</netAssets>
<notionalAmt>280.318</notionalAmt>
<numberOfIssues>469.591</numberOfIssues>
<oidDeltaBase>122.26</oidDeltaBase>
<oidDeltaLocal>237.952</oidDeltaLocal>
<origAccruedIncomePtd>257.041</origAccruedIncomePtd>
<origIntReceived>536.761</origIntReceived>
<origPriceSrcInst>206651</origPriceSrcInst>
<origTaxExpenseBase>419.776</origTaxExpenseBase>
<posdetailType>CRCRCR</posdetailType>
<posneg>P</posneg>
<premiumProportionateInd>N</premiumProportionateInd>
<priceCondition>ADJ</priceCondition>
<priceCode>COD</priceCode>
<priceLevel>294514</priceLevel>
<priceReturn>652.492</priceReturn>
<primPriceDlyVal>714.846</primPriceDlyVal>
<primTotDlyVal>203.917</primTotDlyVal>
<principalBalance>767.379</principalBalance>
<principalBalanceLocal>196.611</principalBalanceLocal>
<principalReturn>217.136</principalReturn>
<purYield>560.628</purYield>
<realizedPl>486.672</realizedPl>
<reclaimAmtLtdBase>255.484</reclaimAmtLtdBase>
<reclaimAmtLtdLocal>241.332</reclaimAmtLtdLocal>
<reclaimAmtPtdBase>527.395</reclaimAmtPtdBase>
<reclaimAmtPtdLocal>690.924</reclaimAmtPtdLocal>
<reclaimTaxReceivDeltaB>971.195</reclaimTaxReceivDeltaB>
<reclaimTaxReceivDeltaL>510.982</reclaimTaxReceivDeltaL>
<recognizeCalls>X</recognizeCalls>
<recognizePuts>X</recognizePuts>
<recShareParValue>58.67</recShareParValue>
<securityExpenses>28.36</securityExpenses>
<strategyId>TSTR827</strategyId>
<shareParValue>792.697</shareParValue>
<securityIncome>958.67</securityIncome>
<settleDatePositionCost>728.362</settleDatePositionCost>
<settledLocGaapCostValue>329.459</settledLocGaapCostValue>
<settledLocGaapUnitCost>506.075</settledLocGaapUnitCost>
<starDataFilter>563201</starDataFilter>
<starMarketValue>173.029</starMarketValue>
<starMarketValueLocal>254.671</starMarketValueLocal>
<starQuantity>672.372</starQuantity>
<subportStatus>STAT</subportStatus>
<taxAccountingMethod>NM</taxAccountingMethod>
<taxExpenseLocal>807.163</taxExpenseLocal>
<taxExpenseLtd>387.22</taxExpenseLtd>
<taxExpenseLtdLocal>471.461</taxExpenseLtdLocal>
<taxReclaimRate>574.543</taxReclaimRate>
<taxWithholdingRate>483.831</taxWithholdingRate>
<tipsDeltaBase>588.597</tipsDeltaBase>
<tipsDeltaLocal>949.137</tipsDeltaLocal>
<tipsIndexRatio>784.47</tipsIndexRatio>
<uncCurCostAvgB>658.048</uncCurCostAvgB>
<uncCurCostAvgL>190.47</uncCurCostAvgL>
<uncPosQty>225.832</uncPosQty>
<uncUnitCostAvgB>262.939</uncUnitCostAvgB>
<uncUnitCostAvgL>975.632</uncUnitCostAvgL>
<unrealizedGL>636.814</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>95.89</userFloat21>
<userFloat22>93.73</userFloat22>
<wgtAvgMatDate>2014-01-26</wgtAvgMatDate>
<yieldType>WORST</yieldType>
<price>14.263</price>
<smInactiveFlag>N</smInactiveFlag>
<aiaNetB>37.158</aiaNetB>
<aiaNetL>01.498</aiaNetL>
<buySellFlag>BUY</buySellFlag>
<bookValue>693.733</bookValue>
<bookValueLocal>395.423</bookValueLocal>
<cpNetB>124.263</cpNetB>
<cpNetL>837.158</cpNetL>
<creditLossB>801.498</creditLossB>
<creditLossL>773.242</creditLossL>
<costBasisType>F</costBasisType>
<futureFeeNetB>788.494</futureFeeNetB>
<futureFeeNetL>927.913</futureFeeNetL>
<impairmentLtdBase>886.699</impairmentLtdBase>
<impairmentLtdLocal>970.004</impairmentLtdLocal>
<mbaNetB>649.043</mbaNetB>
<mbaNetL>273.92</mbaNetL>
<naiaNetB>441.466</naiaNetB>
<naiaNetL>137.554</naiaNetL>
<nonCreditLossB>571.717</nonCreditLossB>
<nonCreditLossL>844.029</nonCreditLossL>
<adjustedShares>986.691</adjustedShares>
<baseGaapMarketValue>356.188</baseGaapMarketValue>
<baseStatMarketValue>416.044</baseStatMarketValue>
<cashEquivalents>177.163</cashEquivalents>
<cirBrkFees>482.02</cirBrkFees>
<closeOidIncome>492.95</closeOidIncome>
<closeOidIncomeLocal>152.796</closeOidIncomeLocal>
<closeTipsIncomeLocal>932.8</closeTipsIncomeLocal>
<closeTipsIncome>709.582</closeTipsIncome>
<deferredIncomeTotalPtdB>668.829</deferredIncomeTotalPtdB>
<deferredIncomeTotalPtdL>757.379</deferredIncomeTotalPtdL>
<deltaAdjQty>696.652</deltaAdjQty>
<dlta>191.616</dlta>
<expoPrice>967.244</expoPrice>
<earnThruDate>2014-12-25</earnThruDate>
<execBrkFees>304.352</execBrkFees>
<fedTaxCostValue>487.039</fedTaxCostValue>
<gaapUnitBookValue>905.473</gaapUnitBookValue>
<gaapUnitCost>141.511</gaapUnitCost>
<gaapBookValue>202.505</gaapBookValue>
<gaapCostValue>678.717</gaapCostValue>
<hedgedCusip>HEDGED_CUSIP</hedgedCusip>
<hedgeTrading>HEDGE_TRAD</hedgeTrading>
<interestEarned>355.838</interestEarned>
<lastSettlementDate>2014-12-25</lastSettlementDate>
<localGaapCostValue>804.965</localGaapCostValue>
<localGaapUnitCost>520.597</localGaapUnitCost>
<localGaapBookValue>242.538</localGaapBookValue>
<localGaapUnitBookValue>774.97</localGaapUnitBookValue>
<localGaapMarketValue>983.607</localGaapMarketValue>
<localTaxUnitBookValue>330.424</localTaxUnitBookValue>
<localStatUnitCost>130.403</localStatUnitCost>
<localStatBookValue>121.162</localStatBookValue>
<localStatCostValue>802.141</localStatCostValue>
<localStatMarketValue>788.398</localStatMarketValue>
<localStatUnitBookValue>107.854</localStatUnitBookValue>
<localTaxBookValue>972.296</localTaxBookValue>
<localTaxCostValue>204.444</localTaxCostValue>
<localTaxUnitCost>998.982</localTaxUnitCost>
<nonCreditLossAmortLtdB>368.283</nonCreditLossAmortLtdB>
<nonCreditLossAmortLtdL>597.394</nonCreditLossAmortLtdL>
<oidPtdBase>965.744</oidPtdBase>
<oidPtdLocal>301.085</oidPtdLocal>
<oidLtdIncomeLocal>220.943</oidLtdIncomeLocal>
<oidLtdIncomeBase>634.574</oidLtdIncomeBase>
<openMktPrice>872.43</openMktPrice>
<origAccrPtdBase>817.596</origAccrPtdBase>
<origSoldInterestBase>640.156</origSoldInterestBase>
<origTradedInterestBase>839.675</origTradedInterestBase>
<originalCostAmount>935.914</originalCostAmount>
<payEpAccrued>941.162</payEpAccrued>
<payRecInd>P</payRecInd>
<posnFullyEarned>D</posnFullyEarned>
<purchasePrincipalBase>957.633</purchasePrincipalBase>
<purchasePrincipalLocal>337.834</purchasePrincipalLocal>
<pv01total>333.265</pv01total>
<preTaxAdjYld>762.599</preTaxAdjYld>
<recEpAccrued>672.397</recEpAccrued>
<statCostValue>389.769</statCostValue>
<soldInterestBase>451.536</soldInterestBase>
<scrubFlag>N</scrubFlag>
<sourceInternalAssetId>TSTR821A</sourceInternalAssetId>
<statBookValue>481.939</statBookValue>
<statUnitBookValue>677.167</statUnitBookValue>
<soldInterestLocal>336.301</soldInterestLocal>
<statUnitCost>184.304</statUnitCost>
<stateCostValue>598.988</stateCostValue>
<swapAccrMethod>I</swapAccrMethod>
<totalUnrealizedGainLossLocal>288.748</totalUnrealizedGainLossLocal>
<totalUnrealizedGainLossBase>597.971</totalUnrealizedGainLossBase>
<tipsPtdBase>490.848</tipsPtdBase>
<tipsPtdLocal>700.108</tipsPtdLocal>
<taxBookValue>477.683</taxBookValue>
<taxCostValue>691.933</taxCostValue>
<taxUnitBookValue>821.052</taxUnitBookValue>
<taxUnitCost>112.258</taxUnitCost>
<tradeFxRate>564.364</tradeFxRate>
<undPrice>552.615</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>87.45</pricingSpread>
<rikDate>2014-01-26</rikDate>
<riskSource>RISK_SOURCE</riskSource>
<settleFlag>N</settleFlag>
<spreadToPrice>534.485</spreadToPrice>
<marketPrice>538.882</marketPrice>
<debtToCapital>891.18</debtToCapital>
<debtToEquity>946.422</debtToEquity>
<dividendYieldFy>843.696</dividendYieldFy>
<estEpsGrowthFy1>505.246</estEpsGrowthFy1>
<estEpsGrowthFy2>424.106</estEpsGrowthFy2>
<histDpsGrowth5yr>535.630</histDpsGrowth5yr>
<histEspGrowth5yr>240.265</histEspGrowth5yr>
<marketCapMmBase>350.34</marketCapMmBase>
<marketCapMmLocal>913.960</marketCapMmLocal>
<meanEstLongTermGrowth>606.845</meanEstLongTermGrowth>
<pctOfEquity>816.712</pctOfEquity>
<priceToBookFy0>231.968</priceToBookFy0>
<priceToCashFlowFy0>909.343</priceToCashFlowFy0>
<priceToEarningsFy0>152.189</priceToEarningsFy0>
<priceToEarningsFy1>109.10</priceToEarningsFy1>
<priceToEarningsFy2>289.267</priceToEarningsFy2>
<priceToEarningsNtm>345.299</priceToEarningsNtm>
<returnOnEquity1yr>224.049</returnOnEquity1yr>
<absModel>ABS_MODEL</absModel>
<absSpeed>ABS_SPEED</absSpeed>
<accruedFactorBase>151.188</accruedFactorBase>
<accruedFactorLocal>108.09</accruedFactorLocal>
<alternativeOas>288.266</alternativeOas>
<cpr12m>344.298</cpr12m>
<cpr1m>223.048</cpr1m>
<cpr3m>629.387</cpr3m>
<cpr6m>300.008</cpr6m>
<cprLife>824.369</cprLife>
<cprWalEquivalent>360.277</cprWalEquivalent>
<currentFactor>435.186</currentFactor>
<durationMultiplier>267.731</durationMultiplier>
<dv01DollarsBase>525.327</dv01DollarsBase>
<dv01DollarsLocal>138.338</dv01DollarsLocal>
<effectiveConvexity>116.193</effectiveConvexity>
<effectiveDuration>840.644</effectiveDuration>
<expectedInflation>739.759</expectedInflation>
<factorEffectiveDate>2014-12-25</factorEffectiveDate>
<impliedVolatility>463.643</impliedVolatility>
<modelOac>292.492</modelOac>
<modelOad>543.896</modelOad>
<modifiedDuration>409.066</modifiedDuration>
<modifiedDurationWorst>135.189</modifiedDurationWorst>
<mortgageBasisDuration>948.142</mortgageBasisDuration>
<oas>732.171</oas>
<optionDelta>483.784</optionDelta>
<optionGamma>101.373</optionGamma>
<optionTheta>895.467</optionTheta>
<parCurveDuration>396.745</parCurveDuration>
<prepatConvexity>607.219</prepatConvexity>
<prepayDuration>625.145</prepayDuration>
<psaLife>441.678</psaLife>
<psaWalEquivalent>515.562</psaWalEquivalent>
<realYield>676.333</realYield>
<riskParameterDate>2014-12-25</riskParameterDate>
<riskParameterSource>SOURCE</riskParameterSource>
<spreadDuration>363.734</spreadDuration>
<staticWal>617.794</staticWal>
<staticYield>920.631</staticYield>
<udfVolatilityStartDate>2014-12-25</udfVolatilityStartDate>
<userDefinedVolatility>400.748</userDefinedVolatility>
<volatility>247.182</volatility>
<volatilityConvexity>134.606</volatilityConvexity>
<volatilityDuration>225.118</volatilityDuration>
<walToWorst>507.46</walToWorst>
<yieldToMaturity>469.792</yieldToMaturity>
<zvMaturityDate>2014-12-25</zvMaturityDate>
<zvPrinBeginDate>2014-12-25</zvPrinBeginDate>
<zvSpread>306.816</zvSpread>
<longnormalVolatilityDuration>932.787</longnormalVolatilityDuration>
<kprd10yr>422.096</kprd10yr>
<kprd15yr>323.009</kprd15yr>
<kprd1yr>687.398</kprd1yr>
<kprd20yr>975.822</kprd20yr>
<kprd25yr>686.653</kprd25yr>
<kprd2yr>793.856</kprd2yr>
<kprd30yr>519.719</kprd30yr>
<kprd3mnth>909.685</kprd3mnth>
<kprd3yr>829.045</kprd3yr>
<kprd5yr>381.828</kprd5yr>
<kprd7yr>555.823</kprd7yr>
<krbc10yr>226.797</krbc10yr>
<krbc10yrBy30yr>383.202</krbc10yrBy30yr>
<krbc2yr>451.292</krbc2yr>
<krbc2yrBy10yr>523.542</krbc2yrBy10yr>
<krbc2yrBy30yr>804.387</krbc2yrBy30yr>
<krbc2yrBy5yr>976.437</krbc2yrBy5yr>
<krbc30yr>779.186</krbc30yr>
<krbc5yr>319.95</krbc5yr>
<krbc5yrBy10yr>566.738</krbc5yrBy10yr>
<krbc5yrBy30yr>142.921</krbc5yrBy30yr>
<krd10yr>837.744</krd10yr>
<krd15yr>487.37</krd15yr>
<krd1yr>443.67</krd1yr>
<krd20yr>898.893</krd20yr>
<krd25yr>435.943</krd25yr>
<krd2yr>568.788</krd2yr>
<krd30yr>406.354</krd30yr>
<krd3mnth>805.735</krd3mnth>
<krd3yr>689.57</krd3yr>
<krd5yr>253.108</krd5yr>
<krd7yr>141.799</krd7yr>
<ktrd10yr>912.58</ktrd10yr>
<ktrd1yr>754.472</ktrd1yr>
<ktrd20yr>117.622</ktrd20yr>
<ktrd2yr>513.2</ktrd2yr>
<ktrd30yr>548.329</ktrd30yr>
<ktrd3yr>451.307</ktrd3yr>
<ktrd5yr>422.886</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>
<sicovmId>SICOVMID1A2B3CU</sicovmId>
<assetResolutionOption>MATCH_ALL</assetResolutionOption>
<battingOrder>cusip,isin,sicovmId</battingOrder>
<baseCurrency>TOM</baseCurrency>
<urglSecurityBase>507.522</urglSecurityBase>
<urglCurrencyBase>573.196</urglCurrencyBase>
<updateDate>2014-07-31</updateDate>
<amortizedLtdBase>747.43</amortizedLtdBase>
<amortizedLtdLocal>630.211</amortizedLtdLocal>
<amortizedPtdBase>506.67</amortizedPtdBase>
<amortizedPtdLocal>224.562</amortizedPtdLocal>
<closeAmortizedLocal>261.796</closeAmortizedLocal>
<closeAmortizedBase>814.121</closeAmortizedBase>
<amortDeltaBase>472.81</amortDeltaBase>
<amortDeltaLocal>489.876</amortDeltaLocal>
<amortMethod>SL</amortMethod>
<accruedIncomeLocal>778.55</accruedIncomeLocal>
<accruedLtdBase>879.979</accruedLtdBase>
<accruedLtdLocal>899.19</accruedLtdLocal>
<accrDeltaBase>351.124</accrDeltaBase>
<accrDeltaLocal>218.455</accrDeltaLocal>
<accruedDisc>773.039</accruedDisc>
<accruedPerm>809.483</accruedPerm>
<accruedIncome>832.634</accruedIncome>
<averageCost>589.189</averageCost>
<averageCostLocal>502.221</averageCostLocal>
<bifCostFlag>N</bifCostFlag>
<closeIndexWeight>971.778</closeIndexWeight>
<closeFinalEarnThruDt>2014-07-31</closeFinalEarnThruDt>
<covUnitCostAvgL>259.663</covUnitCostAvgL>
<covUnitCostAvgB>889.899</covUnitCostAvgB>
<covCurCostAvgL>499.056</covCurCostAvgL>
<covCurCostAvgB>480.602</covCurCostAvgB>
<covPosQty>430.251</covPosQty>
<coupon>805.383</coupon>
<couponReceivableLocal>480.771</couponReceivableLocal>
<couponReceivableBase>233.89</couponReceivableBase>
<couponEndDate>2014-07-31</couponEndDate>
<couponBeginDate>2014-07-31</couponBeginDate>
<costMethod>A</costMethod>
<currentExCumIndicator>Y</currentExCumIndicator>
<currencyReturn>8.37</currencyReturn>
<currFxRate>5.26</currFxRate>
<classCode>TF</classCode>
<cumulativeAvgCost>16.52</cumulativeAvgCost>
<daysInterestEarned>377</daysInterestEarned>
<defaultDate>2014-01-26</defaultDate>
<defaultIndicator>N</defaultIndicator>
<deferredIncomeDelta>556.65</deferredIncomeDelta>
<deferredIncomeDeltaLocal>508.234</deferredIncomeDeltaLocal>
<dividendReceivableLocal>755.81</dividendReceivableLocal>
<dividendReceivableBase>843.427</dividendReceivableBase>
<earnedThruDtPrevious>2014-07-31</earnedThruDtPrevious>
<earnedThruDate>2014-07-31</earnedThruDate>
<effExpValueBase>898.11</effExpValueBase>
<effExpValueLocal>294.108</effExpValueLocal>
<effExpValueReporting>621.978</effExpValueReporting>
<exchangeRateDate>2014-07-31</exchangeRateDate>
<entityFlagType>N</entityFlagType>
<entityAlias>47</entityAlias>
<eligibleCashManagFlag>N</eligibleCashManagFlag>
<fundAccountId>TS210</fundAccountId>
<fwdCurrSettlementDate>2013-01-26</fwdCurrSettlementDate>
<gaapCostAvgValue>546.173</gaapCostAvgValue>
<localGaapCostAvgValue>91.31</localGaapCostAvgValue>
<incomeBalanceLocal>395.128</incomeBalanceLocal>
<incomeBalance>114.432</incomeBalance>
<incomeTaxExpenseDeltaB>557.997</incomeTaxExpenseDeltaB>
<incomeTaxExpenseDeltaL>361.705</incomeTaxExpenseDeltaL>
<incomeReturn>292.203</incomeReturn>
<interestPurchased>702.302</interestPurchased>
<interestEarnedBase>862.246</interestEarnedBase>
<impairmentPtdLocal>850.329</impairmentPtdLocal>
<impairmentPtdBase>168.546</impairmentPtdBase>
<lastOpenDate>2014-01-26</lastOpenDate>
<lastCloseDate>2014-01-26</lastCloseDate>
<lastLossDate>2014-01-26</lastLossDate>
<liabilities>599.705</liabilities>
<marketValueLocal>899.615</marketValueLocal>
<marketValueBase>409.642</marketValueBase>
<marketValueIncomeLocal>618.588</marketValueIncomeLocal>
<marketValueIncomeBase>280.673</marketValueIncomeBase>
<marketExchangeRate>208.984</marketExchangeRate>
<miscIncReceivableLocal>537.85</miscIncReceivableLocal>
<miscIncReceivableBase>348.193</miscIncReceivableBase>
<notionalMarketValueBase>468.514</notionalMarketValueBase>
<notionalUnrealizedGlBase>810.098</notionalUnrealizedGlBase>
<notionalCostLocal>449.43</notionalCostLocal>
<notionalCostBase>178.447</notionalCostBase>
<notionalMarketValueLocal>421.976</notionalMarketValueLocal>
<notionalUnrealizedGlLocal>933.795</notionalUnrealizedGlLocal>
<notionalUnrealizedCurrGl>730.247</notionalUnrealizedCurrGl>
<notionalUnrealizedSecGl>467.875</notionalUnrealizedSecGl>
<originalDividendReceivable>968.085</originalDividendReceivable>
<originalCouponReceivable>962.121</originalCouponReceivable>
<originalFace>203.817</originalFace>
<originalReclaimReceivable>678.36</originalReclaimReceivable>
<originalMiscIncReceivable>908.296</originalMiscIncReceivable>
<performanceFlag>N</performanceFlag>
<priceDate>2014-07-31</priceDate>
<reclaimReceivableLocal>394.948</reclaimReceivableLocal>
<reclaimReceivableBase>697.655</reclaimReceivableBase>
<settleDatePositionBase>361.122</settleDatePositionBase>
<settlDatePositionLocal>578.409</settlDatePositionLocal>
<settledUnitCostBase>696.43</settledUnitCostBase>
<settledCostBase>790.014</settledCostBase>
<settledMarketValueLocal>835.499</settledMarketValueLocal>
<settledMarketValueBase>413.036</settledMarketValueBase>
<settledUrglSecLocal>631.928</settledUrglSecLocal>
<settledUrglSecBase>487.159</settledUrglSecBase>
<settledUrglCurrencyBase>459.894</settledUrglCurrencyBase>
<settledUrglTotalBase>365.261</settledUrglTotalBase>
<settledQuantity>433.557</settledQuantity>
<systemCurrAccruedIncome>554.608</systemCurrAccruedIncome>
<systemCurrMarketValue>683.251</systemCurrMarketValue>
<systemCurrDividendReceivable>268.249</systemCurrDividendReceivable>
<systemCurrCouponReceivable>356.409</systemCurrCouponReceivable>
<systemCurrReclaimReceivable>433.33</systemCurrReclaimReceivable>
<systemCurrMiscIncReceivable>263.346</systemCurrMiscIncReceivable>
<systemCurrMarketValueIncome>999.899</systemCurrMarketValueIncome>
<systemCurrency>EUR</systemCurrency>
<systemCurrExchangeRate>580.642</systemCurrExchangeRate>
<systemCurrExchangeRateDate>2014-07-31</systemCurrExchangeRateDate>
<totalReturn>413.168</totalReturn>
<tipsLtdLocal>432.115</tipsLtdLocal>
<tipLtdIncome>796.05</tipLtdIncome>
<transactionNumber>NUM</transactionNumber>
<totalAccruedIncome>920.544</totalAccruedIncome>
<totalAccruedIncomeLocal>832.183</totalAccruedIncomeLocal>
<totalAssets>617.48</totalAssets>
<totalAverageLife>621.221</totalAverageLife>
<totalAverageMaturity>119.321</totalAverageMaturity>
<totalAveragePrice>249.423</totalAveragePrice>
<totalAverageQuality>830.135</totalAverageQuality>
<totalBookValue>716.976</totalBookValue>
<totalLocalMarketValue>424.511</totalLocalMarketValue>
<totalManagedMarketValue>322.511</totalManagedMarketValue>
<totalMarketValue>327.373</totalMarketValue>
<totalMarketValueIncome>214.526</totalMarketValueIncome>
<totalParValue>971.976</totalParValue>
<totalUnrealizedGL>554.376</totalUnrealizedGL>
<totAverageCoupon>660.421</totAverageCoupon>
<tradedUnearnedInt>459.137</tradedUnearnedInt>
<lotCount>828.236</lotCount>
<mgtFeeAccrDaily>925.682</mgtFeeAccrDaily>
<mgtFeeAccrMtd>792.694</mgtFeeAccrMtd>
<mgtFeeAccrTotal>382.845</mgtFeeAccrTotal>
<netAssets>522.901</netAssets>
<notionalAmt>874.909</notionalAmt>
<numberOfIssues>639.254</numberOfIssues>
<oidDeltaBase>770.197</oidDeltaBase>
<oidDeltaLocal>952.221</oidDeltaLocal>
<origAccruedIncomePtd>553.121</origAccruedIncomePtd>
<origIntReceived>238.19</origIntReceived>
<origPriceSrcInst>866289</origPriceSrcInst>
<origTaxExpenseBase>570.306</origTaxExpenseBase>
<posdetailType>CRCRCR</posdetailType>
<posneg>P</posneg>
<premiumProportionateInd>R</premiumProportionateInd>
<priceCondition>ADJ</priceCondition>
<priceCode>COD</priceCode>
<priceLevel>674328</priceLevel>
<priceReturn>322.022</priceReturn>
<primPriceDlyVal>335.777</primPriceDlyVal>
<primTotDlyVal>823.751</primTotDlyVal>
<principalBalance>966.123</principalBalance>
<principalBalanceLocal>866.719</principalBalanceLocal>
<principalReturn>248.264</principalReturn>
<purYield>202.601</purYield>
<realizedPl>108.06</realizedPl>
<reclaimAmtLtdBase>276.756</reclaimAmtLtdBase>
<reclaimAmtLtdLocal>174.578</reclaimAmtLtdLocal>
<reclaimAmtPtdBase>562.436</reclaimAmtPtdBase>
<reclaimAmtPtdLocal>837.177</reclaimAmtPtdLocal>
<reclaimTaxReceivDeltaB>447.681</reclaimTaxReceivDeltaB>
<reclaimTaxReceivDeltaL>390.673</reclaimTaxReceivDeltaL>
<recognizeCalls>X</recognizeCalls>
<recognizePuts>X</recognizePuts>
<recShareParValue>673.518</recShareParValue>
<securityExpenses>199.729</securityExpenses>
<strategyId>TSTR827</strategyId>
<shareParValue>783.892</shareParValue>
<securityIncome>795.44</securityIncome>
<settleDatePositionCost>593.826</settleDatePositionCost>
<settledLocGaapCostValue>922.083</settledLocGaapCostValue>
<settledLocGaapUnitCost>242.272</settledLocGaapUnitCost>
<starDataFilter>406356</starDataFilter>
<starMarketValue>385.154</starMarketValue>
<starMarketValueLocal>974.882</starMarketValueLocal>
<starQuantity>708.846</starQuantity>
<subportStatus>STAT</subportStatus>
<taxAccountingMethod>NM</taxAccountingMethod>
<taxExpenseLocal>210.871</taxExpenseLocal>
<taxExpenseLtd>858.589</taxExpenseLtd>
<taxExpenseLtdLocal>697.201</taxExpenseLtdLocal>
<taxReclaimRate>990.96</taxReclaimRate>
<taxWithholdingRate>725.309</taxWithholdingRate>
<tipsDeltaBase>845.465</tipsDeltaBase>
<tipsDeltaLocal>193.562</tipsDeltaLocal>
<tipsIndexRatio>733.369</tipsIndexRatio>
<uncCurCostAvgB>936.188</uncCurCostAvgB>
<uncCurCostAvgL>268.141</uncCurCostAvgL>
<uncPosQty>209.772</uncPosQty>
<uncUnitCostAvgB>773.366</uncUnitCostAvgB>
<uncUnitCostAvgL>615.822</uncUnitCostAvgL>
<unrealizedGL>500.445</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>427.35</aiaNetB>
<aiaNetL>128.636</aiaNetL>
<buySellFlag>BUY</buySellFlag>
<bookValue>161.749</bookValue>
<bookValueLocal>222.791</bookValueLocal>
<cpNetB>622.462</cpNetB>
<cpNetL>983.832</cpNetL>
<creditLossB>279.03</creditLossB>
<creditLossL>810.511</creditLossL>
<costBasisType>C</costBasisType>
<futureFeeNetB>478.15</futureFeeNetB>
<futureFeeNetL>785.394</futureFeeNetL>
<impairmentLtdBase>913.001</impairmentLtdBase>
<impairmentLtdLocal>351.6</impairmentLtdLocal>
<mbaNetB>810.232</mbaNetB>
<mbaNetL>685.557</mbaNetL>
<naiaNetB>948.802</naiaNetB>
<naiaNetL>801.193</naiaNetL>
<nonCreditLossB>410.867</nonCreditLossB>
<nonCreditLossL>708.234</nonCreditLossL>
<adjustedShares>894.756</adjustedShares>
<baseGaapMarketValue>958.203</baseGaapMarketValue>
<baseStatMarketValue>644.423</baseStatMarketValue>
<cashEquivalents>976.863</cashEquivalents>
<cirBrkFees>167.976</cirBrkFees>
<closeOidIncome>417.791</closeOidIncome>
<closeOidIncomeLocal>592.686</closeOidIncomeLocal>
<closeTipsIncomeLocal>482.388</closeTipsIncomeLocal>
<closeTipsIncome>681.951</closeTipsIncome>
<deferredIncomeTotalPtdB>990.783</deferredIncomeTotalPtdB>
<deferredIncomeTotalPtdL>470.318</deferredIncomeTotalPtdL>
<deltaAdjQty>959.807</deltaAdjQty>
<dlta>418.134</dlta>
<expoPrice>498.954</expoPrice>
<earnThruDate>2014-07-31</earnThruDate>
<execBrkFees>121.557</execBrkFees>
<fedTaxCostValue>454.892</fedTaxCostValue>
<gaapUnitBookValue>935.383</gaapUnitBookValue>
<gaapUnitCost>919.355</gaapUnitCost>
<gaapBookValue>633.922</gaapBookValue>
<gaapCostValue>745.895</gaapCostValue>
<hedgedCusip>HEDGED_CUSIP</hedgedCusip>
<hedgeTrading>HEDGE_TRAD</hedgeTrading>
<interestEarned>223.511</interestEarned>
<lastSettlementDate>2014-07-31</lastSettlementDate>
<localGaapCostValue>112.073</localGaapCostValue>
<localGaapUnitCost>445.256</localGaapUnitCost>
<localGaapBookValue>950.478</localGaapBookValue>
<localGaapUnitBookValue>363.674</localGaapUnitBookValue>
<localGaapMarketValue>169.455</localGaapMarketValue>
<localTaxUnitBookValue>636.036</localTaxUnitBookValue>
<localStatUnitCost>226.443</localStatUnitCost>
<localStatBookValue>870.649</localStatBookValue>
<localStatCostValue>860.869</localStatCostValue>
<localStatMarketValue>834.677</localStatMarketValue>
<localStatUnitBookValue>679.372</localStatUnitBookValue>
<localTaxBookValue>733.039</localTaxBookValue>
<localTaxCostValue>479.102</localTaxCostValue>
<localTaxUnitCost>656.236</localTaxUnitCost>
<nonCreditLossAmortLtdB>801.016</nonCreditLossAmortLtdB>
<nonCreditLossAmortLtdL>710.859</nonCreditLossAmortLtdL>
<oidPtdBase>162.889</oidPtdBase>
<oidPtdLocal>197.371</oidPtdLocal>
<oidLtdIncomeLocal>392.811</oidLtdIncomeLocal>
<oidLtdIncomeBase>153.674</oidLtdIncomeBase>
<openMktPrice>481.655</openMktPrice>
<origAccrPtdBase>266.585</origAccrPtdBase>
<origSoldInterestBase>471.808</origSoldInterestBase>
<origTradedInterestBase>880.61</origTradedInterestBase>
<originalCostAmount>288.142</originalCostAmount>
<payEpAccrued>826.7</payEpAccrued>
<payRecInd>P</payRecInd>
<posnFullyEarned>D</posnFullyEarned>
<purchasePrincipalBase>374.589</purchasePrincipalBase>
<purchasePrincipalLocal>389.822</purchasePrincipalLocal>
<pv01total>158.941</pv01total>
<preTaxAdjYld>386.663</preTaxAdjYld>
<recEpAccrued>735.078</recEpAccrued>
<statCostValue>109.42</statCostValue>
<soldInterestBase>564.303</soldInterestBase>
<scrubFlag>N</scrubFlag>
<sourceInternalAssetId>TSTR821A</sourceInternalAssetId>
<statBookValue>690.746</statBookValue>
<statUnitBookValue>589.15</statUnitBookValue>
<soldInterestLocal>420.293</soldInterestLocal>
<statUnitCost>525.424</statUnitCost>
<stateCostValue>268.523</stateCostValue>
<swapAccrMethod>I</swapAccrMethod>
<totalUnrealizedGainLossLocal>904.526</totalUnrealizedGainLossLocal>
<totalUnrealizedGainLossBase>824.759</totalUnrealizedGainLossBase>
<tipsPtdBase>768.315</tipsPtdBase>
<tipsPtdLocal>615.386</tipsPtdLocal>
<taxBookValue>887.648</taxBookValue>
<taxCostValue>779.652</taxCostValue>
<taxUnitBookValue>822.164</taxUnitBookValue>
<taxUnitCost>855.288</taxUnitCost>
<tradeFxRate>261.309</tradeFxRate>
<undPrice>988.749</undPrice>
<uniqueAssetFlag>N</uniqueAssetFlag>
<adjustedPrice>685.846</adjustedPrice>
<processingIlbLtdBase>126.289</processingIlbLtdBase>
<processingIlbLtdLocal>256.321</processingIlbLtdLocal>
<spdDeltaInst>185231</spdDeltaInst>
<urglVariationMargin>542.984</urglVariationMargin>
<urglVariationMarginLocal>624.713</urglVariationMarginLocal>
<variationMargin>108.617</variationMargin>
<variationMarginLocal>921.253</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>533.484</spreadToPrice>
<marketPrice>537.881</marketPrice>
<debtToCapital>890.17</debtToCapital>
<debtToEquity>945.421</debtToEquity>
<dividendYieldFy>842.695</dividendYieldFy>
<estEpsGrowthFy1>504.245</estEpsGrowthFy1>
<estEpsGrowthFy2>423.105</estEpsGrowthFy2>
<histDpsGrowth5yr>534.629</histDpsGrowth5yr>
<histEspGrowth5yr>239.264</histEspGrowth5yr>
<marketCapMmBase>349.33</marketCapMmBase>
<marketCapMmLocal>912.959</marketCapMmLocal>
<meanEstLongTermGrowth>605.845</meanEstLongTermGrowth>
<pctOfEquity>815.711</pctOfEquity>
<priceToBookFy0>230.967</priceToBookFy0>
<priceToCashFlowFy0>908.342</priceToCashFlowFy0>
<priceToEarningsFy0>151.188</priceToEarningsFy0>
<priceToEarningsFy1>108.09</priceToEarningsFy1>
<priceToEarningsFy2>288.266</priceToEarningsFy2>
<priceToEarningsNtm>344.298</priceToEarningsNtm>
<returnOnEquity1yr>223.048</returnOnEquity1yr>
<absModel>ABS_MODEL</absModel>
<absSpeed>ABS_SPEED</absSpeed>
<accruedFactorBase>333.28</accruedFactorBase>
<accruedFactorLocal>934.575</accruedFactorLocal>
<alternativeOas>141.267</alternativeOas>
<cpr12m>489.601</cpr12m>
<cpr1m>824.21</cpr1m>
<cpr3m>140.464</cpr3m>
<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>