What is SCHR?

SCHR tracks a market-value-weighted index of investment grade debt issued by the US Treasury with remaining maturity of 3-10 years.

PERFORMANCE [as of 03/23/23] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SCHR 3.54% 2.98% 3.65% -2.60% -3.10% 1.20% 1.03%
SCHR (NAV) 3.56% -1.21% 3.63% -8.33% -4.41% 0.53% 0.71%
Bloomberg U.S. 3-10 Year Treasury Bond Index 3.55% 3.02% 3.47% -2.59% -2.99% 1.26% 1.09%
ICE BofA 3-7 Year US Treasury Index 3.31% 2.84% 3.22% -1.80% -2.58% 1.23% 1.04%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SCHR Factset Analytics Insight

SCHR delivers intermediate exposure (3-10 year maturity) to US Treasurys. Most of the times, roughly 50% of its coverage is in the 3-5 year range, with the remainder distributed over the 5-10 year baskets. This bias toward the longer maturities raises SCHR's weighted average maturity and duration considerably above the broader market, creating more interest-rate risk and a higher yield. These attributes align with SCHR's 3-10 year focus. The underlying index undergoes monthly updates, it includes fixed-rate and non-convertibles and excludes US Treasury stripped securities. SCHR uses sampling techniques which purchases securities that matches the return and risk characteristics of the Underlying Index.

SCHR Summary Data

08/05/10
0.03%
$7.30B
ICE BofA 3-7 Year US Treasury Index
Open-Ended Fund

Peers

ICE BofA 3-7 Year US Treasury Index

Fund Flows

+$0.03B 5 Days
-$0.51B 30 Days
-$0.63B 90 Days

SCHR Portfolio Data

5.13
--
3.99%
N/A
--

SCHR Index Data

Market Value
Market Value
ICE BofA 3-7 Year US Treasury Index

SCHR Portfolio Management

0.03%
-0.03%
0.06%
-0.17%

SCHR Tax Exposures

20.00% / 39.60%
--
Ordinary income
No

SCHR Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
Low
Daily

Factset Analytics Block Liquidity

As of 03/24/23

This measurement shows how easy it is to trade a $1 million USD block of SCHR. SCHR is rated a 5 out of 5.

SCHR Tradability

3,241,668
$161.05M
2,775,544
$136.18M
0.02%
$0.01
0.02%
0.36% / -0.23%
None
100.00%
50,000
55.51
0.00%
--
328
$50.76
5

SCHR Sector/Industry Breakdown

SCHR Segment
Benchmark
97.81% --
2.17% --
0.02% --

SCHR Top 10 Holdings

2.17%
2.17%
2.01%
1.99%
1.94%
1.93%
1.88%
1.88%
1.87%
1.83%
19.68%

SCHR Performance Statistics

0.97
1.11
--
--
--

SCHR Top 5 Countries

SCHR Segment
Benchmark
100.00% --

SCHR Top 5 Currencies

SCHR Segment
Benchmark
100.00% --

SCHR Avg Life Maturity Distribution

--
--
--
46.35%
32.45%
21.19%
--
--
--

SCHR OAS Breakdown

100.00%
--
--
--
--
--
--
--
--
--
--

SCHR Holdings Statistics

5.56 years
5.13
3.99%
5.11
--
--
0.03%