Yield as of 5/17/2012
View all distributions| Description | % |
|---|---|
| 30-Day SEC Yield |
6.45% |
| Average Yield to Maturity |
0.51% |
| Average Real Yield to Maturity |
-0.79% |
| Distribution Yield |
1.64% |
| 12-Month Yield as of 5/17/2012 |
1.92% |
Fundamentals as of 5/18/2012
| Description | Value |
|---|---|
| Weighted Average Maturity |
2.70 yr |
| Weighted Average Coupon | 1.54% |
| Real Yield Duration
|
2.66 |
| Effective Duration
|
2.64 |
| Standard Deviation (3 year) as of 4/30/2012 |
-- |
Avg. Annualized Total Returns (NAV) qtr. as of 3/31/2012
View all performance| 1 Year | 3 Years | 5 Years | 10 Years | Since Inception | |
|---|---|---|---|---|---|
| STIP | 3.35% | -- | -- | -- | 4.45% |
| Index |
3.55% | -- | -- | -- | 4.68% |
Sector Breakdown as of 5/17/2012*
View all holdings| Sector | % of Fund | |
|---|---|---|
|
Treasuries
99.53%
|
||
|
S-T Securities
0.03%
|
||
|
Other/Undefined
0.44%
|
||
Maturity as of 5/17/2012
View all holdings| Time to Maturity | % of Fund |
|---|---|
| 0-1 Years | 12.91% |
| 1-5 Years | 86.62% |
| 5-10 Years | 0.00% |
| 10-15 Years | 0.00% |
| 15-20 Years | 0.00% |
| 20-25 Years | 0.00% |
| 25 Years and Over | 0.00% |
| Average | 2.70 years |
Top Holdings as of 5/17/2012*
View all holdings| Name | % of Fund | Coupon | Maturity | Moody's/S&P Rating |
|---|---|---|---|---|
| TREASURY (CPI) NOTE | 12.87% | 0.12 | 4/15/2016 | Aaa /AA+ |
| TREASURY (CPI) NOTE | 8.06% | 3.00 | 7/15/2012 | P-1 /A-1+ |
| TREASURY (CPI) NOTE | 8.02% | 1.88 | 7/15/2013 | Aaa /AA+ |
| TREASURY (CPI) NOTE | 7.85% | 2.00 | 1/15/2014 | Aaa /AA+ |
| TREASURY (CPI) NOTE | 7.68% | 2.00 | 7/15/2014 | Aaa /AA+ |
| TREASURY (CPI) NOTE | 7.23% | 0.50 | 4/15/2015 | Aaa /AA+ |
| TREASURY (CPI) NOTE | 6.89% | 2.50 | 7/15/2016 | Aaa /AA+ |
| TREASURY (CPI) NOTE | 6.77% | 1.62 | 1/15/2015 | Aaa /AA+ |
| TREASURY (CPI) NOTE | 6.71% | 1.88 | 7/15/2015 | Aaa /AA+ |
| TREASURY (CPI) NOTE | 6.62% | 2.00 | 1/15/2016 | Aaa /AA+ |
| Total | 78.70% | |||
Profile as of 5/18/2012
| Description | Value |
|---|---|
| Total Net Assets | $339,432,688 |
| Expense Ratio | 0.20% |
| Shares Outstanding | 3,300,000 |
Number of Holdings as of 5/17/2012 |
15 |
| Fund Credit Rating - S&P** | AAf |
| Inception Date | 12/1/2010 |
| Related Index | LTP5TRUU |
Net Asset Value as of 5/18/2012 |
$102.86
|
Price as of 5/18/2012 |
$103.00
|
Fees & Expenses
| Expense Type | % | |
|---|---|---|
| Management Fees | 0.20% | |
+ |
Acquired Fund Fees & Expenses | 0.00% |
= |
Total Annual Fund Operating Expenses | 0.20% |
Credit Ratings as of 5/17/2012
| S&P | Moody's | |
|---|---|---|
| AAA/Aaa | 0.00% | 86.62% |
| AA+/Aa1 | 86.62% | 0.00% |
| AA/Aa2 | 0.00% | 0.00% |
| AA-/Aa3 | 0.00% | 0.00% |
| A+/A1 | 0.00% | 0.00% |
| A/A2 | 0.00% | 0.00% |
| A-/A3 | 0.00% | 0.00% |
| BBB+/Baa1 | 0.00% | 0.00% |
| BBB/Baa2 | 0.00% | 0.00% |
| BBB-/Baa3 | 0.00% | 0.00% |
| BB+/Ba1 | 0.00% | 0.00% |
| BB/Ba2 | 0.00% | 0.00% |
| BB-/Ba3 | 0.00% | 0.00% |
| B+/B1 | 0.00% | 0.00% |
| B/B2 | 0.00% | 0.00% |
| B-/B3 | 0.00% | 0.00% |
| CCC+/Caa1 | 0.00% | 0.00% |
| CCC/Caa2 | 0.00% | 0.00% |
| CCC-/Caa3 | 0.00% | 0.00% |
| CC/Ca | 0.00% | 0.00% |
| C/C | 0.00% | 0.00% |
| R/-- | 0.00% | -- |
| SD/-- | 0.00% | -- |
| D/-- | 0.00% | -- |
| Not Rated | 0.03% | 0.03% |
| Other | 13.35% | 13.35% |
Ratings are measured on a scale that generally ranges from AAA (S&P highest) or Aaa (Moody's highest) to D (S&P lowest) or C (Moody's lowest). "R" applies to securities where the issuing company is under regulatory supervision due to its financial situation. "SD" applies to securities where the issuing company has selectively defaulted on some obligations. "Other" applies to securities for which ratings are not available.
Trading Information
| Identifier Type | Symbol |
|---|---|
| Ticker | STIP |
| Related Index | LTP5TRUU |
| NAV | STIP.NV |
| Underlying Trading Value | STIP.IV |
| Shares Outstanding | STIP.SO |
| Estimated Cash | STIP.EU |
| Total Cash | STIP.TC |
| CUSIP | 46429B747 |
