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BSCP

edited April 27 in Fund Discussions
@LewisBraham mentions BSCP as an illustration of the target date bond ETFs available in this Week’s Barron’s. (I’ll caution that it does not appear to be a specific recommendation, but constitutes just one component in a broader look at bond ETFs.) The fund invests in corporate bonds. My understanding is that such funds return no regular / compound interest, but mature at a higher valuation, providing interest-like return. For the most part it should be possible to project the yield from the date of purchase until maturity. But ISTM the vicissitudes of the corporate bond markets would inject a certain amount of uncertainty?

From Invesco’s Prospectus:: ”The Fund will terminate on or about December 15, 2025 without requiring additional approval by the Board of Trustees (the “Board”) of Invesco Exchange-Traded Self-Indexed Fund Trust (the “Trust”) or Fund shareholders, although the Board may change the termination date. In connection with the termination of the Fund, the Fund will make a cash distribution of its net assets to then-current shareholders after making appropriate provisions for any liabilities of the Fund.”

- Short question - How could I project out the likely return at the termination date when purchasing?

- Or, is there no reliable way to do so?

Thanks for any tips. Thanks to Lewis for a good article.



PS - If I remember correctly, The AC zero-coupon funds I played with 2 decades ago terminated at a set dollar price per share. The U.S. backing of Treasuries made such precise forecasting possible. Corporates (zero or not) occupy a different playing field.

Comments

  • edited April 27
    @hank, these are target-maturity bond ETFs and mentioned were BSCP, IBTE, IBHF. These do have regular distributions. Within the last few months of termination date, their portfolio progressively turns into cash. But maturity price cannot be predicted in advance.

    For distribution skipping, you may be thinking of an ETF mentioned LAST week, BOXX that doesn't have distributions.
  • edited April 27
    humm … interesting I’ll look at BOXX. Thanks Yogi.

    What I’ve been mulling over in recent days is something similar to a zero-coupon, but maybe just out 2, 3, 4 years. (Zeros are crazy volatile as I think everyone knows.) Might be a good hedge / hold if you think a serious recession lies ahead (late ‘24 or ‘25).

    I’d guess these can be purchased individually but that funds like the old AC series have pretty much disappeared. I have begun watching AC’s BTTRX for what information it may provide. (This one has 1.56 years to maturity and has a NAV over $108 which doesn’t make a lot of sense to me. My 2 decade old memory is that they matured at $100. But can’t be correct.)
  • PS - If I remember correctly, The AC zero-coupon funds I played with 2 decades ago terminated at a set dollar price per share. The U.S. backing of Treasuries made such precise forecasting possible. Corporates (zero or not) occupy a different playing field.

    They terminated at roughly a target price because they were (and BTTRX still is) target maturity funds that held zero coupon bonds (no reinvestment risk/price fluctuation) that matured in the target year. Admittedly holding treasuries eliminates default risk, but that should be minimal with high grade corporates as well.

    Even with all that certainty, forecasting a precise end price wasn't possible. From the summary prospectus:
    Although the fund’s investment policies are designed to provide an investment that is similar to investing in a zero-coupon U.S. Treasury security that matures in the year 2025, a precise forecast of the fund’s final maturity value and yield to maturity is not possible.
    ...
    The anticipated value at maturity is an estimate of the fund’s net asset value as of the fund’s weighted average maturity date. It is based on the maturity values of the zero-coupon securities held by the fund.
  • edited April 27
    Yes @msf / Your answer is confirmed by AC ‘s prospectus …

    ”Although the fund’s investment policies are designed to provide an investment that is similar to investing in a zero-coupon U.S. Treasury security that matures in the year 2025, a precise forecast of the fund’s final maturity value and yield to maturity is not possible.”

    Interesting. ISTM back in the early 2000s the TD bond funds at AC had a defined termination price … And a lot of jig-sawing up and down along the way. Just puzzled here. BTTRX’s current NAV of $108 + is equally puzzling. I’ve no idea what those shares would look like when the fund terminates in December 2025. One would think a very close predetermination would be possible if it invests in zeros like it says.
  • @hank, it's easy to setup, say, a DIY 5-yr Treasury Zeros-ladder. It will have a duration of approximately 2.5 years, comparable to a short-term bond fund.

    For Zeros, duration = maturity, so a 30-yr Zero will have huge volatility.
  • edited April 27
    Thanks Yogi. Good suggestion. I misread your answer briefly (thinking you meant CD ladder).

    Not something I’d get very extravagant using. Just one simple 2 or 3 year zero (probably as a short term speculative hedge) would be enough.

    With your help I’ve found FZROX at Fidelity.

    Must be a mover / shaker - FZROZ +0.97% Friday. A little bit of this would go a long way!

    Down 19% in 22. Volatility should subside as maturity date nears. Will investigate when have time. First 70 degree day in N Michigan since October. :)
  • Yes, think of Zeros like brokered CDs and ignore their interim volatility. But Treasury Zeros are much more liquid than CDs, in case you have to liquidate the ladder early. With CD ladder, you may get a haircut for early liquidation.
    Check out Fido's Bonds/Treasury section.
  • edited April 27

    Check out Fido's Bonds/Treasury section.

    Thanks again. Better idea. FZROX would be subject (to some sort of) 30 day in-house OEF rule at Fido that restricts buying & selling. With these things it would be safer to have an ejection button nearby.
  • FZROX is a total STOCK market fund with zero ER. Fido makes money from securities lending and lower index fees from a former subsidiary. Despite its ticker, it isn't related to Treasury Zeros.
  • FZROX is a total STOCK market fund with zero ER. Fido makes money from securities lending and lower index fees from a former subsidiary. Despite its ticker, it isn't related to Treasury Zeros.

    I stand corrected. Thanks again Yogi.

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