<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^20140326^EAGLE PACE</batchKey>
<objectType>WarehousePosition</objectType>
</header>
<warehousePosition>
<objectType>WarehousePosition</objectType>
<objectId>WarehousePosition</objectId>
<sourceName>EAGLE PACE</sourceName>
<updateSource>MCADMIN</updateSource>
<linkEventId>TSR80A</linkEventId>
<localCurrency>USD</localCurrency>
<effectiveDate>2014-03-26</effectiveDate>
<longShortIndicator>L</longShortIndicator>
<entityType>PORT</entityType>
<xrefAccountId>A1Q2W3R4U5K</xrefAccountId>
<xrefAccountIdType>A1Q</xrefAccountIdType>
<xrefClassCode>TF4</xrefClassCode>
<accountingBasis>GAAP</accountingBasis>
<procedureMode>INSERT</procedureMode>
<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>
<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>CE</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>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>2015-01-26</lastOpenDate>
<lastCloseDate>2015-01-26</lastCloseDate>
<lastLossDate>2015-01-26</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>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>N</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>
<fxImpairmentRate>123.456</fxImpairmentRate>
<amortizedAtDisposalLtdLocal>789.012</amortizedAtDisposalLtdLocal>
<amortizedAtDisposalLtdBase>345.678</amortizedAtDisposalLtdBase>
<exUnearnedInterestBase>901.234</exUnearnedInterestBase>
<exUnearnedReclaimBase>567.89</exUnearnedReclaimBase>
<exUnearnedWithholdingBase>12.345</exUnearnedWithholdingBase>
<exUnearnedInterestPtdLocal>678.901</exUnearnedInterestPtdLocal>
<originalExUnearnedInterestPtdBase>234.567</originalExUnearnedInterestPtdBase>
<unaccruedReclaimLocal>890.123</unaccruedReclaimLocal>
<originalUnaccruedReclaimBase>456.789</originalUnaccruedReclaimBase>
<unaccruedWithholdingLocal>123.456</unaccruedWithholdingLocal>
<originalUnaccruedWithholdingBase>789.012</originalUnaccruedWithholdingBase>
<undistributedInvestmentIncomeLocal>345.786</undistributedInvestmentIncomeLocal>
<undistributedInvestmentIncomeBase>634.982</undistributedInvestmentIncomeBase>
<distributedInvestmentIncomeLocal>925.154</distributedInvestmentIncomeLocal>
<distributedInvestmentIncomeBase>421.567</distributedInvestmentIncomeBase>
<equityMethodAcctTreatmentMethod>Equity Method Acct Treatment Method</equityMethodAcctTreatmentMethod>
<ownershipPercentage>275.234</ownershipPercentage>
<commitmentAmount>622.976</commitmentAmount>
<equityMethodAcctCostIndicator>CMA</equityMethodAcctCostIndicator>
<expectedCreditLossAmountLocal>254.254</expectedCreditLossAmountLocal>
<expectedCreditLossAmountBase>658.183</expectedCreditLossAmountBase>
<expectedCreditLossFxUrgl>196.984</expectedCreditLossFxUrgl>
<expectedCreditLossPreviousAmountLocal>843.587</expectedCreditLossPreviousAmountLocal>
<expectedCreditLossPreviousAmountBase>786.187</expectedCreditLossPreviousAmountBase>
<expectedCreditLossStageAmount>351.159</expectedCreditLossStageAmount>
<expectedCreditLossPreviousStageAmount>753.951</expectedCreditLossPreviousStageAmount>
<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>
<positionId>379144</positionId>
<positionDetailId>527154</positionDetailId>
<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>
<openLotDeleteSwitch>Y</openLotDeleteSwitch>
<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>
<liquidityClassification>LIQUIDITY_CLASSIFICATION</liquidityClassification>
<liquidityScore>478.893</liquidityScore>
<rarQuantity>427.772</rarQuantity>
<daysToSell>145.489</daysToSell>
<averageDailyVolume>579.763</averageDailyVolume>
<statBookYield>563.487</statBookYield>
<adjustedDaysToSell>524.552</adjustedDaysToSell>
<daysToCash>122.343</daysToCash>
<adjustedDaysToCash>224.489</adjustedDaysToCash>
<reasonableTradeSize>879.932</reasonableTradeSize>
<yield3Year>345.675</yield3Year>
<oasSpreadDuration>123.456</oasSpreadDuration>
<oasLiborSpreadDuration>789.012</oasLiborSpreadDuration>
<spreadOffWal>345.678</spreadOffWal>
<effectiveYield>901.234</effectiveYield>
<worstDate>2019-09-11</worstDate>
<moneyMktAct360Yield>567.891</moneyMktAct360Yield>
<vega>234.567</vega>
<ytw>890.123</ytw>
<riskPurpose>RISK_PURPOSE</riskPurpose>
<parentPrice>654.321</parentPrice>
<notionalMarketValueAdjustmentBase>879.213</notionalMarketValueAdjustmentBase>
<notionalMarketValueAdjustmentLocal>564.897</notionalMarketValueAdjustmentLocal>
<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>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>RISK_PARAMETER_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>
<dv100Base>787.132</dv100Base>
<dv100Local>114.465</dv100Local>
<sdv01Base>442.809</sdv01Base>
<sdv01Local>476.189</sdv01Local>
<stateScore>673.783</stateScore>
<priceScore>489.842</priceScore>
<issueSizeScore>357.842</issueSizeScore>
<sectorScore>845.481</sectorScore>
<subSectorScore>347.893</subSectorScore>
<indexEligibilityScore>367.682</indexEligibilityScore>
<runOffScore>145.679</runOffScore>
<highLowPriceScore>356.893</highLowPriceScore>
<fedHoldingPercentScore>145.578</fedHoldingPercentScore>
<topParentIssuerScore>356.892</topParentIssuerScore>
<ratingScore>936.692</ratingScore>
<capitalStructureScore>316.783</capitalStructureScore>
<daysToMaturityScore>365.893</daysToMaturityScore>
<issueSizeScoreTax>784.809</issueSizeScoreTax>
<fixedTradingCost>306.773</fixedTradingCost>
<miTradingCost>770.752</miTradingCost>
<totalTradingCost>254.587</totalTradingCost>
<adjustedTradingCost>779.421</adjustedTradingCost>
<dmTo3yrs>779.421</dmTo3yrs>
<dmToMaturity>779.421</dmToMaturity>
<excessSpread>741.852</excessSpread>
<interpolatedSpread>258.963</interpolatedSpread>
<inflationFactor>153.764</inflationFactor>
<parentOptionDelta>684.258</parentOptionDelta>
<ytc>156.324</ytc>
<ytfc>764.124</ytfc>
<zeroVolatilitySpread>764.214</zeroVolatilitySpread>
<zeroVolatilityMaturityYears>632.478</zeroVolatilityMaturityYears>
<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>
</warehouseTransaction>
</EagleML>
General
Content
Integrations