Benchmark Morningstar Category
Short Government

Asset Allocation

 

SHY

 
  Type %
Net
%
Short
%
Long
Bench-
mark
Cat
Avg
As of 07/29/2014
Cash 2.29 2.29 13.53
US Stock 0.00 0.00 0.00
Non US Stock 0.00 0.00 0.01
Bond 97.71 97.71 86.46
Other 0.00 0.00 0.00
 

Style Details

 

SHY

Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 04/30/2014
2014 97.71
2013 93.53
2012 93.57
2011 91.39
2010 98.77
 
Bond Statistics
Detail Value
As of 04/30/2014, *As of 07/29/2014
Average Effective Duration (Years)* 1.91
Average Effective Maturity (Years)*
Average Credit Quality A
Average Weighted Coupon* 1.20
Average Weighted Price* 101.02
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA 0.00 67.02
AA 96.69 20.18
A 0.00 8.10
BBB 0.00 4.20
BB 0.00 0.19
B 0.00 0.03
Below B 0.00 0.15
Not Rated 3.31 0.14
As of 04/30/2014
Credit Quality is calculated only using the long position holdings of the portfolio.

Sector Weightings

 

SHY

Fixed-Income Sectors
Type % Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
Government 97.71 54.36
U.S. Treasury 97.71 38.63
U.S. Treasury Inflation-Protected 0.00 0.24
U.S. Agency 0.00 11.29
Non-U.S. Government 0.00 0.14
Other Government Related 0.00 4.06
       
Corporate 0.00 1.08
       
Securitized 0.00 29.26
Agency MBS Pass-Through 0.00 7.01
Agency MBS ARM 0.00 1.43
Agency MBS CMO 0.00 8.39
Non-Agency Residential MBS 0.00 2.31
Commercial MBS 0.00 8.87
Asset-Backed 0.00 1.27
Covered Bond 0.00 0.00
       
Municipal 0.00 0.58
       
Cash & Equivalents 2.29 13.11
       
Other 0.00 1.61
As of 07/29/2014
Sector data is calculated only using the rescaled long position holdings of the portfolio.
Coupon Range
Type % Bonds Benchmark Category Avg   Fund Weight Benchmark Weight Category Avg Weight
0% PIK 0.00 2.79
0% to 4% 91.87 86.59
4% to 6% 8.10 9.03
6% to 8% 0.03 1.56
8% to 10% 0.01 0.02
10% to 12% 0.00 0.00
More than 12% 0.00 0.01
As of 07/29/2014
Sector data is calculated only using the long position holdings of the portfolio.

Top 10 Country Breakdown

 

SHY

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
United States 100.00 99.10
As of 07/29/2014
Country breakdown data is calculated only using the long position holdings of the portfolio.

Bond Maturity Breakdown

 

SHY

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
1 to 3 Years 95.75 67.55
3 to 5 Years 4.25 4.05
5 to 7 Years 0.00 1.00
7 to 10 Years 0.00 0.55
10 to 15 Years 0.00 1.26
15 to 20 Years 0.00 0.22
20 to 30 Years 0.00 24.83
Over 30 Years 0.00 0.54
As of 07/29/2014

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