Fund Description: Invesco BulletShares 2022 Municipal Bond ETF is an exchange-traded index fund or Index ETF which is a separate investment portfolio of the Invesco Exchange-Traded Self-Indexed Fund Trust, an open-end investment management company. INVESTMENT OBJECTIVE: The Invesco BulletShares 2022 Municipal Bond ETF seeks to track the investment results, before fees and expenses, of the Invesco BulletShares Municipal Bond 2022 Index. INDEX DESCRIPTION: The Invesco BulletShares Municipal Bond 2022 Index is designed to measure the performance of a portfolio of U.S. dollar-denominated investment-grade municipal bonds with maturities in the year 2022 or, in some cases, effective maturities in the year 2022 (collectively, 2022 Bonds). Effective maturity is an assessment of a bond’s likely call date or maturity. The Index seeks to measure the performance of a portfolio of US dollar-denominated, issued by US state, state agencies, or local governments with effective maturities in 2022. FUND STRATEGY: The Fund will invest at least 80% of its total assets in municipal bonds that comprise the index. The Fund does not purchase all of the securities in the Index; instead, the Fund utilizes a sampling methodology to seek to achieve its investment objective. The Fund and the Index are rebalanced monthly. The Fund has a designated year of maturity of 2022 and will terminate on or about 12/15/2022. Beginning on 1/1/2022 (the final year of maturity), when the bonds held by the Fund mature or are called, the proceeds are not reinvested in 2022 Bonds. Instead, the Fund will invest such proceeds in any combination of variable rate demand obligations, certain derivatives (i.e., exchange-traded futures on fixed income securities, fixed income security indices, interest rates and currencies; exchange-traded and over-the-counteroptions on fixed income securities, interest rates, currencies, interest rate futures contracts, and fixed income security indices; exchange-traded and OTC interest rate and inflation swaps; and OTC total return swaps and forwards on fixed income securities, fixed income security indices, and fixed income security futures), exchange-traded funds (ETFs), including affiliated ETFs, affiliated money market funds, cash or cash equivalents and investment-grade short-term commercial paper, as well as municipal bonds. FUND MANAGEMENT: Invesco Capital Management LLC serves as the investment adviser to the Fund.