IMFP

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

IMFP Fund Description

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

IMFP Factset Analytics Insight

IMFP offers all-in-one exposure to seven different fixed income strategies. Half the fund is allocated to “defensive” corporate debt—investment-grade (20% of the portfolio) or high-yield (30%) bonds, 2-10 years from maturity, screened for higher credit ratings and shorter maturities within those constraints. Another 10% goes to “value” corporate bonds, which are investment-grade bonds screened primarily for higher option-adjusted spreads relative to their sector and credit rating. The same defensive and value methodologies (5% each) are applied to USD-denominated emerging-market sovereign debt. IMFP also allocates 20% of its weight to long-term agency MBS, holding 30-year fixed-rate mortgages issued in the last 3 years. Finally, 10% of the portfolio is held in long-term (10-30 year) Treasuries. Within each category, the corporate bond strategies are equally weighted, while the others are market-value weighted. The fund is rebalanced monthly.IMFP 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 high-yield debt than the broader market. Sibling fund IMFC provides similar but less aggressive exposure, eschewing high-yield and emerging-market debt and adding short-term Treasurys.

IMFP MSCI ESG Analytics Insight

The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of December 13, 2018 the Invesco Multi-Factor Core Plus Fixed Income ETF MSCI ESG Fund Quality Score is 4.90 out of 10.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. IMFP ranks in the 26th percentile within its peer group and in the 28th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

IMFP CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
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  • 5 Years
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COMPARE
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Select ETFs to compare their performance:
PERFORMANCE [as of 12/13/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
IMFP 1.13% 0.11% -- -- -- -- --
IMFP (NAV) 0.91% 0.20% -- -- -- -- --
Bloomberg Barclays Multiverse 0.97% -0.83% -2.66% -2.07% 2.27% 0.88% --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

IMFP Top 10 Holdings [View All]

IMFP Summary Data

Invesco
07/25/18
Open-Ended Fund
0.16%
$49.72M
$1.44K
0.25%

IMFP Portfolio Data

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12/24/18
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IMFP Index Data

Invesco Multi-Factor Core Plus Index
Fixed
Fixed
Bloomberg Barclays Multiverse

IMFP Portfolio Management

0.16%
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IMFP Tax Exposures

20.00% / 39.60%
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Ordinary income
No

IMFP Fund Structure

Open-Ended Fund
No
No
100% / 0%
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N/A
Low
Daily
Bats Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
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Volume

IMFP Factset Analytics Block Liquidity

As of 12/14/18
5
4
3
2
1

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

IMFP Tradability

55
$1.44K
0
0
0.25%
$0.06
-0.01%
0.25% / -1.01%
None
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100,000
0
0.03%
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$24.87
N/A

IMFP Top 10 Holdings[View All]

1.15%
0.80%
0.80%
0.79%
0.77%
0.74%
0.73%
0.73%
0.73%
0.69%
7.93%

IMFP Performance Statistics

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IMFP MSCI ESG Ratings

4.90 / 10
26.47
28.02
6.71%
1.86%
432.71

IMFP HOLDINGS STATISTICS


IMFP
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IMFP MATURITY DISTRIBUTION


IMFP
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IMFP CREDIT BREAKDOWN


IMFP
Segment Benchmark
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