0.08%
The Lyxor $ Floating Rate Note UCITS ETF - Dist is a UCITS compliant exchange traded fund that aims to track the benchmark index Bloomberg Barclays MSCI USD Corporate Liquid FRN 0-5 Year SRI Sustainable Index. The index is representative of the performance of USD denominated, investment grade floating rate notes issued by US and non-US corporates, with maturities ranging from 1 month up to, but not including, 5 years. The bonds in the index have a variable coupon which is adjusted according to changes in the 3m USD LIBOR. Additionally, the index only includes issuers with an MSCI ESG Rating of BBB or higher, and negatively screens issuers involved in certain values-based business involvement criteria, including activities related to controversial military weapons, and those with a “red” MSCI ESG Controversy Score. Further index details and methodology may be found at www.bloomberg.com
The figures relating to [past performances / simulated past performances / past performances and simulated past performances] refer or relate to past periods and are not a reliable indicator of future results. This also applies to historical market data.
Product | YTD | 1M | 3M | 6M | 1Y | 3Y | 5Y | ALL |
---|---|---|---|---|---|---|---|---|
Lyxor $ Floating Rate Note UCITS ETF - Dist ETF | 0.08% | 0.1% | 0.29% | 0.75% | 1.39% | 7.3% | - | 9.31% |
Bloomberg Barclays MSCI USD Corporate Liquid FRN 0-5 Year SRI Sustainable Index Benchmark Index | 0.09% | 0.12% | 0.37% | 0.91% | 1.7% | 8.38% | - | 10.64% |
Product | 2020 | 2019 | 2018 | 2017 |
---|---|---|---|---|
Lyxor $ Floating Rate Note UCITS ETF - Dist ETF | 1.47% | 4.94% | 0.88% | - |
Bloomberg Barclays MSCI USD Corporate Liquid FRN 0-5 Year SRI Sustainable Index Benchmark Index | 1.78% | 5.35% | 1.18% | - |
This ETF uses synthetic replication to track the performance of the index. As such, the holdings of the ETF may vary from that of the benchmark index.
You can read more about our approach to replication in our
pragmatic guide to replication.
Name | Currency | Weight |
---|---|---|
MS 0 01/20/22 | USD | 1.45% |
JPM 0 10/24/23 | USD | 1.43% |
HSBC 0 05/18/24 | USD | 1.42% |
VZ 0 05/15/25 | USD | 1.29% |
GS 0 02/23/23 | USD | 1.24% |
MS 0 10/24/23 | USD | 1.23% |
MUFG 0 07/26/23 | USD | 1.17% |
BACR 0 05/16/24 | USD | 1.07% |
RBS 0 05/15/23 | USD | 1.07% |
DAIGR Float 02/15/22 | USD | 1.06% |
Name | Listing Currency | Quantity | Weight |
---|---|---|---|
T 3 5/8 02/15/44 | USD | 169,324 | 22.79% |
T 3 02/15/48 | USD | 114,323 | 14.18% |
T 2 7/8 05/15/43 | USD | 102,513 | 12.23% |
T 2 02/15/50 | USD | 57,805 | 5.89% |
T 3 02/15/49 | USD | 42,720 | 5.32% |
T 3 1/8 05/15/48 | USD | 39,994 | 5.04% |
TII 0 1/8 04/15/21 | USD | 38,402 | 4.13% |
T 2 1/2 01/31/21 | USD | 38,611 | 3.81% |
WIT 0 3/8 08/31/27 | USD | 37,005 | 3.55% |
T 3 5/8 08/15/43 | USD | 25,743 | 3.46% |
Swap Information | |
---|---|
Basket Adjustment | The basket is daily adjusted to the fund outstanding level. |
Counterparty Risk Level | N/A |
Swap Counterparty | Société Générale |
Date | 13/01/2021 |
1 week moving average of counterparty risk level
Counterparty risk level at daily adjustment time
Swap Price Component |
---|
Although past performance is no indicator of future performance, you can get an estimation of the swap price component over the last 12 months by adding the TER to the realized Tracking Difference. the price of being long the index and short the basket of securities held by the ETF (ie. the spread applicable to the index performance provided by the swap counterparty) can be understood as the swap price component. The latter can be positive or negative, depending on the following factors: Read more
1Y Tracking Difference | -0.31% |
Total Expense Ratio | +0.1% |
Swap price component estimation | =-0.21% |
Name | Currency | Weight |
---|---|---|
MS 0 01/20/22 | USD | 1.45% |
JPM 0 10/24/23 | USD | 1.43% |
HSBC 0 05/18/24 | USD | 1.42% |
VZ 0 05/15/25 | USD | 1.29% |
GS 0 02/23/23 | USD | 1.24% |
MS 0 10/24/23 | USD | 1.23% |
MUFG 0 07/26/23 | USD | 1.17% |
BACR 0 05/16/24 | USD | 1.07% |
RBS 0 05/15/23 | USD | 1.07% |
DAIGR Float 02/15/22 | USD | 1.06% |
Full Name | Bloomberg Barclays MSCI USD Corporate Liquid FRN 0-5 Year SRI Sustainable Index |
Index Type | Performance |
Index Bloomberg Ticker | I34979US |
Index Currency | USD |
Number of Index Components | 184 |
Coupon Rate (%) | 1.06 |
Yield (%) | 0.47 |
Duration (Years) | 0.11 |
Modified Duration (Years) | 0.12 |
Maturity (Years) | 1.56 |
Convexity (%) | 0 |
Financials | 76.71% |
|
Consumer Discretionary | 8.89% |
|
Communications | 3.87% |
|
Technology | 3.42% |
|
Industrials | 2.96% |
|
Health Care | 2.96% |
|
Consumer Staples | 0.6% |
|
Utilities | 0.6% |
|
0-1Y | 37.59% |
|
1-3Y | 51.32% |
|
3-5Y | 11.09% |
|
USD | 100% |
|
United States | 45.16% |
Japan | 13.04% |
United Kingdom | 10.08% |
Australia | 9.08% |
Canada | 7.69% |
Switzerland | 4.26% |
Germany | 3.06% |
Netherlands | 3.01% |
Sweden | 2.01% |
France | 1.53% |
Spain | 1.07% |
ISIN | LU1571051751 |
UCITS | Yes |
Share Class Currency | USD |
Assets Under Management | 103.5m USD |
Total Expense Ratio | 0.1% |
Dividend Treatment | Distribution |
EU-SD Status | In Scope |
Fund Type | SICAV |
Domicile | Luxembourg |
Replication Method | Indirect (Swap Based) |
Umbrella AUM | 13,012m USD |
ISA | Yes |
SIPP | Yes |
German Tax Transparency | Yes |
Financial Year End | 31/10/2021 |
Portfolio Managers | Raphaël Dieterlen, Sebastien Foy |
Swap Counterparty | Société Générale |
Full Property of the Assets | Yes |
UKFRS | Yes |
Inception Date | 06/04/2017 |
Minimum Investment | 1 Share |
DISCLAIMER: This fund includes a risk of capital loss. Investors therefore may not recover all or part of their initial investment. The redemption value of this fund may be less than the amount initially invested. In a worst case scenario, investors could sustain the loss of their entire investment. Be sure to read carefully the Key Investor Information document, and the “risk factors” section of a fund’s performance to better understand the risks involved.
Exchange | Ticker Bloomberg | Listing Currency | Currency Hedged | Listing Date | Dividend Policy | ADV 3M | ISIN | Fund AUM in CCY |
---|---|---|---|---|---|---|---|---|
LSE | SWIM LN | GBP | - | 12/05/2017 | Distribution | 59,742GBP | LU1571051751 | 76m GBP |
LSE | BUOY LN | USD | - | 12/05/2017 | Distribution | 77,557USD | LU1571051751 | 104m USD |
SIX Swiss Ex | BUOY SW | CHF | - | 05/11/2020 | Distribution | 28,356CHF | LU1571051751 | 92m CHF |
Borsa Italiana* | FLOTH IM | EUR | EUR | 18/07/2017 | Distribution | 25,157EUR | LU1571052130 | 85m EUR |
Flow Traders |
Société Générale |
ETF Name | Type | Language | Publication Date | Size |
Lyxor $ Floating Rate Note UCITS ETF - Dist |
Factsheets | English | 31/12/2020 | 232 Ko |
Lyxor $ Floating Rate Note UCITS ETF - Dist |
Prospectus | English | 18/12/2020 | 2101 Ko |
Lyxor $ Floating Rate Note UCITS ETF - Dist |
KIID | English | 11/09/2020 | 171 Ko |
Lyxor $ Floating Rate Note UCITS ETF - Dist |
Annual Reports | English | 31/10/2019 | 12743 Ko |
Lyxor $ Floating Rate Note UCITS ETF - Dist |
Semi-Annual Reports | English | 30/04/2020 | 942 Ko |
Lyxor $ Floating Rate Note UCITS ETF - Dist |
UKRFS Reports | English | 15/03/2019 | 211 Ko |
Lyxor $ Floating Rate Note UCITS ETF - Dist |
ESG | English | 31/12/2020 | 411 Ko |
Notice to Shareholders Notice to the shareholders of LYXOR INDEX FUND – Lyxor $ Floating Rate Note UCITS ETF (the “Sub-Fund”)
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