Benchmark Morningstar Category
Short Government

Asset Allocation

 

SNGVX


Asset Distribution
 
  Type %
Net
%
Short
%
Long
Bench-
mark
Cat
Avg
As of 06/30/2014
Cash 2.71 0.00 2.71 13.53
US Stock 0.00 0.00 0.00 0.00
Non US Stock 0.00 0.00 0.00 0.01
Bond 97.52 0.00 97.52 86.46
Other -0.23 0.27 0.04 0.00
 

Style Details

 

SNGVX

Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 06/30/2014
2014 97.52
2013 100.11
2012 99.69
2011 98.30
2010 98.71
 
Bond Statistics
Detail Value
As of 06/30/2014, *As of 06/30/2014
Average Effective Duration (Years)* 1.50
Average Effective Maturity (Years)* 3.10
Average Credit Quality AAA
Average Weighted Coupon* 6.76
Average Weighted Price* 113.14
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA 100.00 67.02
AA 0.00 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 0.00 0.14
As of 06/30/2014
Credit Quality is calculated only using the long position holdings of the portfolio.

Sector Weightings

 

SNGVX

Fixed-Income Sectors
Type % Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
Government 2.70 54.36
U.S. Treasury 0.00 38.63
U.S. Treasury Inflation-Protected 0.00 0.24
U.S. Agency 2.70 11.29
Non-U.S. Government 0.00 0.14
Other Government Related 0.00 4.06
       
Corporate 0.00 1.08
       
Securitized 94.60 29.26
Agency MBS Pass-Through 42.76 7.01
Agency MBS ARM 0.00 1.43
Agency MBS CMO 47.31 8.39
Non-Agency Residential MBS 4.52 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 2.70 13.11
       
Other 0.00 1.61
As of 06/30/2014
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% 5.32 86.59
4% to 6% 10.36 9.03
6% to 8% 77.75 1.56
8% to 10% 6.27 0.02
10% to 12% 0.31 0.00
More than 12% 0.00 0.01
As of 06/30/2014
Sector data is calculated only using the long position holdings of the portfolio.

Top 10 Country Breakdown

 

SNGVX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
United States 100.00 99.10
As of 06/30/2014
Country breakdown data is calculated only using the long position holdings of the portfolio.

Bond Maturity Breakdown

 

SNGVX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
1 to 3 Years 0.05 67.55
3 to 5 Years 0.06 4.05
5 to 7 Years 4.26 1.00
7 to 10 Years 4.11 0.55
10 to 15 Years 8.79 1.26
15 to 20 Years 32.64 0.22
20 to 30 Years 47.29 24.83
Over 30 Years 2.80 0.54
As of 06/30/2014

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