Invesco US Treasury Bond 0-1 Year UCITS ETF Dist

Fund components

Asset type

as of 23 Jun 2021 (%)

Effective maturity

as of 23 Jun 2021 (%)

Country exposure

as of 23 Jun 2021 (%)


as of 23 Jun 2021 (%)

Credit rating

as of 23 Jun 2021 (%)

Top 10 Exposures as of 23 Jun 2021 (%)

Name ISIN Cusip Coupon rate Weight
US TSY N/B 2% 15/11/21 US912828RR30 912828RR3 2 3.18%
US TSY N/B 0.125% 31/05/22 US912828ZR48 912828ZR4 0.125 2.90%
US TSY N/B 0.125% 30/04/22 US912828ZM50 912828ZM5 0.125 2.90%
US TSY N/B 1.5% 30/11/21 US912828YT13 912828YT1 1.5 2.83%
US TSY N/B 1.5% 31/10/21 US912828YP90 912828YP9 1.5 2.80%
US TSY N/B 0.375% 31/03/22 US912828ZG82 912828ZG8 0.375 2.76%
US TSY N/B 2.5% 15/01/22 US9128285V80 9128285V8 2.5 2.57%
US TSY N/B 1.75% 31/05/22 US912828XR65 912828XR6 1.75 2.48%
US TSY N/B 1.125% 31/07/21 US912828S760 912828S76 1.125 2.43%
US TSY N/B 1.625% 31/12/21 US912828YZ72 912828YZ7 1.625 2.33%

Securities lending


What is Securities Lending?

Securities Lending is a well-established and tightly regulated practice involving the short-term transfer (loan) of securities. The objective is to enhance the ETF’s overall performance.

When a security is loaned, the borrower (who has been approved by Invesco and the Lending Agent) provides collateral and pays an agreed fee for the duration of the loan. Collateral is an asset that a lender accepts as security for a loan. If the borrower defaults on the loan payments, the lender can seize the collateral and resell it to recoup its losses.


How much revenue goes to the ETF?

The ETF will receive 90% of the revenue arising from securities lending, with the remaining 10% deducted by the Lending Agent, Bank of New York Mellon (BNY Mellon), for its fees and to cover direct and indirect operational costs. Invesco will not receive any revenue from the programme.

Risks to consider
Securities lending involves certain risks that an investor should consider, including:

  • The risk of the borrower defaulting on its obligation to return the securities at the end of the loan period, and
  • The risk of the ETF being unable to sell the collateral provided to it if the borrower defaults.

To mitigate these risks, the ETF benefits from a “borrower default indemnity” provided by the Lending Agent, BNY Mellon. The indemnity allows for full replacement of the securities loaned if the collateral does not cover the value of the securities in the event of a borrower default.

To find out more view the Invesco ETFs Securities Lending document in our Documents section.

Securities lending information

Percentage revenue retained by the fund 90%
Maximum amount of fund assets that can be loaned 50%
Maximum amount of any single security that can be loaned 90%

Assets on Loan

as of 22 Jun 2021 (%)

Collateral Held by Asset Type

as of 31 May 2021 (%)

Collateral Held by Country

as of 31 May 2021 (%)

Collateral Held by Currency

as of 31 May 2021 (%)

Value of Collateral Held

as of 31 May 2021 (%)

Top 10 Collateral Exposures as of 31 May 2021

Name Cusip ISIN Weight
FNMA FNMS 02.500 CLFM7484 3140XBJ68 US3140XBJ684 14.00%
FNMA FNMS 02.500 CLMA4356 31418DZW5 US31418DZW54 12.00%
FNMA FNMS 02.500 CLFM7409 3140XBGT1 US3140XBGT12 8.20%
FNMA FNMS 04.000 CLFM7075 3140XA2H4 US3140XA2H40 8.10%
FNMA FNMS 02.500 CLFM7465 3140XBJK7 US3140XBJK75 7.20%
FNMA FNMS 02.500 CLFM7481 3140XBJ35 US3140XBJ353 6.30%
FNMA FNMS 04.500 CLFM6627 3140XALH3 US3140XALH36 6.10%
FNMA FNMS 03.000 CLFM7441 3140XBHT0 US3140XBHT03 4.90%
FNMA FNMS 02.500 CLCA6328 3140QEA69 US3140QEA699 3.40%
Other N/A N/A 29.00%

Key information

Bloomberg ticker TREI LN
Benchmark BBG ticker LTCPTRUU
Management fee 0.06%
NAV (23 Jun 2021) $40.92
AUM $3,275,281
Base currency USD
Securities lending Yes
Umbrella AUM (22 Jun 2021) $6,927,618,198

ESG Profile

(Fund 23 Jun 2021)

ESG Rating (AAA-CCC) A
Quality Score (0-10) 6.10
Carbon Intensity N/A

Source: MSCI ESG Research. For more information on the ESG profile, see the ESG section on this product page. Carbon intensity is the weighted average carbon intensity (Tons CO2e/$million sales).

Key risks

Capital is not guaranteed: The value of investments, and income from them, can go down as well as up and you may not get back the full amount you invested.
Index tracking: The Fund will not replicate the performance of its Reference Index perfectly, this is because the Fund will incur drags on performance such as expenses and transactions costs, which the Index is not subject to. If the Fund is unable to hold the securities in the exact proportion required this will affect its ability to track the Index.
Liquidity on secondary market risk: Lower liquidity means there are insufficient buyers or sellers to allow the Fund to sell or buy investments readily. On-exchange liquidity may be limited due to Index suspension, a decision by one of the relevant stock exchanges, a breach by the market maker or respective stock exchange requirements and guidelines.
Investment in debt securities: Debt securities are exposed to credit risk which is the ability of the borrower to repay the interest and capital on the redemption date.
Interest rate risk: Changes in interest rates will result in fluctuations in the value of the Fund.

The performance information on this web page refers to past performance. Past performance is not a reliable indicator of future returns.

The data shown on this page is not real-time, i.e. it may be delayed due to mandatory requirements of the data provider. As a consequence, the price of the product linked to a specific underlying you are quoted by your broker or intermediary may substantially differ from the price of the product that you would expect on the basis of the data displayed on this site. Invesco accepts no responsibility for loss, however caused, resulting from errors in this data.

ETF performance is in the fund’s base currency, includes dividends, reinvested. ETF performance is Net Asset Value after management fees and other ETF costs but does not consider any commissions or custody fees payable when buying, holding or selling the ETF. The ETF does not charge entry or exit fees. Data: Invesco