IMFC

Invesco Multi-Factor Core Fixed Income ETF
*Unless otherwise stated, data provided by FactSet.

IMFC Fund Description

IMFC tracks an index of US investment-grade corporate bonds, MBS, and Treasurys. Corporate debt is screened for quality and value factors, and the fund has a fixed allocation to each category.

IMFC Factset Analytics Insight

IMFC offers all-in-one exposure to five different fixed income strategies. The fund allocates 40% of its weight to long-term agency MBS, holding 30-year fixed-rate mortgages issued in the last 3 years. Another 25% goes to “defensive” corporate debt—investment-grade bonds, 2-10 years from maturity, screened for higher credit ratings and shorter maturities within those constraints. “Value” corporate bonds (5%) have the same constraints, but are screened primarily for higher option-adjusted spreads relative to their sector and credit rating. Finally, 20% of the portfolio is held in short term (1-3 year) Treasurys and 10% in long-term (10-30 year) Treasurys. Within each category, Treasurys and MBS are market-value weighted, while the corporate bond strategies are equally weighted. IMFC is rebalanced monthly.IMFC can serve as a complete bond portfolio (as implied by “Core” in the fund’s name), though investors should be aware that the fund holds significantly more and longer-dated MBS exposure than the broader market. Sibling fund IMFP provides similar but more aggressive exposure, adding high-yield and emerging-market debt.

IMFC Charts And Performance

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PERFORMANCE [as of 12/04/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
IMFC 0.14% -0.10% 7.47% 10.27% -- -- --
IMFC (NAV) 0.22% -0.34% 6.78% 8.22% -- -- --
Invesco Multi-Factor Core Index 0.26% -0.28% 7.37% 8.84% 3.70% 2.92% --
Bloomberg Barclays U.S. Aggregate Bond Index 0.32% -0.55% 8.78% 10.22% 4.13% 3.14% 3.68%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

IMFC Summary Data

Invesco
07/25/18
Open-Ended Fund
0.12%
$26.19M
$136.10K
0.25%

IMFC Portfolio Data

4.64
--
2.49%
09/23/19
225

IMFC Index Data

Invesco Multi-Factor Core Index
Fixed
Fixed
Bloomberg Barclays U.S. Aggregate Bond Index

IMFC Portfolio Management

0.12%
--
--
--

IMFC Tax Exposures

20.00% / 39.60%
0.01%
Ordinary income
No

IMFC Fund Structure

Open-Ended Fund
No
Yes
100% / 0%
N/A
N/A
High
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

IMFC Factset Analytics Block Liquidity

As of 12/05/19
5
4
3
2
1

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

IMFC Tradability

5,052
$136.10K
384
$10.38K
0.25%
$0.07
0.18%
0.97% / -1.55%
None
100.00%
100,000
0.00
0.02%
--
0
$26.18
N/A

IMFC Sector/Industry Breakdown


IMFC
Segment Benchmark
39.55%
--
30.42%
--
15.47%
--
12.95%
--
1.60%
--

IMFC Top 10 Holdings[View All]

1.12%
1.10%
1.01%
1.00%
0.98%
0.97%
0.96%
0.96%
0.95%
0.93%
9.98%

IMFC Top 5 Countries


IMFC
Segment Benchmark
99.20%
--
0.80%
--

IMFC Top 5 Currencies


IMFC
Segment Benchmark
100.00%
--

IMFC Performance Statistics

0.73
0.79
--
--
--

IMFC Holdings Statistics

5.85 years
4.64
2.49%
5.09
High
225
0.32%

IMFC Avg Life Maturity Distribution

2.91%
10.88%
16.30%
21.40%
25.56%
12.76%
0.26%
0.39%
9.53%

IMFC OAS Breakdown

97.79%
2.21%
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