COUK

Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist

Latest NAV
177.9762 EUR
Performance YTD

-0.58%

Assets Under Management
47m EUR
TER
0.09%
ISIN
LU1407891602
Dividend Policy
Distribution
Investment Objective

The Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist is a UCITS compliant exchange traded fund that aims to track the benchmark index Markit iBoxx GBP Liquid Corporates Long Dated Mid Price TCA TRI. The Markit iBoxx GBP Liquid Corporates Long Dated Mid Price TCA TRI provides exposure to the 40 largest and most liquid Sterling denominated, investment grade corporate bonds with a minimum rating of BBB- from S&P or Fitch or Baa3 from Moody's. It is compiled, administered and managed by Markit, an index provider. The full methodology and additional details are available on the Indices section of the www.markit.com website. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

COUK

Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist

PERFORMANCE

Performance history

The fund’s performance track record is that of FR0010961037 Lyxor iBoxx £ Liquid Corporates Long Dated UCITS ETF until 14/10/2016. This fund was absorbed by LU1407891602 Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist on 14/10/2016.

Legend:

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 1Y 3Y 5Y 10Y
Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist ETF 3.98% 6.24% 4.82% 6.24%
Markit iBoxx GBP Liquid Corporates Long Dated Mid Price TCA TRI Benchmark Index 4.09% 6.35% 4.92% 6.33%
Data as of 14/10/2021, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist ETF -0.58% -2.48% -2.02% 3.98% 19.92% 26.55% 83.26% 84.04%
Markit iBoxx GBP Liquid Corporates Long Dated Mid Price TCA TRI Benchmark Index -0.5% -2.47% -2% 4.09% 20.29% 27.17% 84.86% 85.96%
Data as of 14/10/2021, Source: Lyxor International Asset Management
Product 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist ETF 3.99% 18.4% -5.01% 2.89% -1.89% 4.77% 20.99% -3.16% 16.56% 12.23%
Markit iBoxx GBP Liquid Corporates Long Dated Mid Price TCA TRI Benchmark Index 4.1% 18.52% -4.92% 2.98% -1.77% 4.38% 21.23% -2.97% 16.8% 12.46%
Data as of 14/10/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
14/10/2021 177.9762 EUR 47m EUR
13/10/2021 177.1367 EUR 47m EUR
12/10/2021 175.1218 EUR 46m EUR
11/10/2021 174.5802 EUR 46m EUR
08/10/2021 175.2764 EUR 46m EUR

Dividend History

Date Amount Currency
07/07/2021 2.1 GBP
09/12/2020 1.59 GBP
08/07/2020 2.25 GBP
11/12/2019 1.66 GBP
10/07/2019 2.35 GBP

HOLDINGS

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 Sector Country
JPM 0.991 04/28/26 GBP 4.1% Financials United States
HSBC 1 3/4 07/24/27 GBP 4.09% Financials United Kingdom
GS 3 1/8 07/25/29 GBP 4.05% Financials United States
BACR 3 1/4 01/17/33 GBP 4% Financials United Kingdom
VZ 3 3/8 10/27/36 GBP 3.97% Communication Services United States
BRK 2 3/8 06/19/39 GBP 3.94% Financials United States
PFE 2.735 06/15/43 GBP 3.89% Health Care United States
PRUFIN 5 5/8 10/20/51 GBP 3.73% Financials United Kingdom
OXUNIV 2.544 12/08/17 GBP 3.54% Consumer Discretionary United Kingdom
CMCSA 1 7/8 02/20/36 GBP 3.24% Communication Services United States
Name Listing Currency Quantity Weight Sector Country
UKT 3 1/4 01/22/44 GBP 645m 22.06% Government United Kingdom
BNP 3 3/8 01/23/26 GBP 1,384 3.78% Financials France
UKT 4 3/4 12/07/30 GBP 100.3m 3.36% Government United Kingdom
BACR 3 1/4 01/17/33 GBP 1,087 2.97% Financials United Kingdom
GS 3 1/8 07/25/29 GBP 952 2.59% Financials United States
BRK 2 3/8 06/19/39 GBP 978 2.56% Financials United States
NYLIFE 1 3/4 12/15/22 GBP 996 2.53% Financials United States
PFE 2.735 06/15/43 GBP 909 2.51% Health Care United States
OXUNIV 2.544 12/08/17 GBP 821 2.5% Consumer Discretionary United Kingdom
CMCSA 1 7/8 02/20/36 GBP 774 1.89% Communication Services United States
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 13/10/2021

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

Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist

1Y Tracking Difference -0.11%
Total Expense Ratio +0.09%
Swap price component estimation =-0.02%

Index Information

Full Name Markit iBoxx GBP Liquid Corporates Long Dated Mid Price TCA TRI
Index Type Performance
Index Bloomberg Ticker IBXXGBMT
Index Currency GBP
Number of Index Components 40
Further Information www.markit.com/indices

INDEX ANALYTICS

Coupon Rate (%) 2.55
Yield (%) 2.2
Duration (Years) 10.12
Modified Duration (Years) 9.9
Maturity (Years) 13.3
Convexity (%) 209.84
Data as of 13/10/2021

Index Composition Breakdown

Sector Breakdown

Financials 58.21%
Utilities 10.83%
Communications 7.21%
Consumer Discretionary 6.94%
Health Care 6.85%
Consumer Staples 3.55%
Technology 1.87%
Energy 1.71%
Real Estate 1.64%
Others 1.18%

Currency Breakdown

GBP 100%

Maturity Breakdown

1-3Y 2.74%
3-5Y 15.49%
5-7Y 9.07%
7-10Y 21.6%
10-15Y 16.62%
15-25Y 21.66%
+25Y 12.83%

Ratings Breakdown

AAA 2.57%
AA 12.9%
A 33.16%
BBB 51.37%

Countries Breakdown

United Kingdom 51.51%
United States 34.85%
Canada 3.6%
Netherlands 2.97%
Germany 2.25%
Cayman Islands 2.01%
United Arab Emirates 1.64%
Jersey 1.18%
Data as of 13/10/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1407891602
UCITS Yes
Share Class Currency GBP
Assets Under Management 47m EUR
Total Expense Ratio 0.09%
Dividend Treatment Distribution
Original inception date 10/11/2010
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Unfunded swap)
Umbrella AUM 48,082.3m EUR
ISA Yes
SIPP Yes
German Tax Transparency Yes
Financial Year End 31/12/2021
Portfolio Managers Raphaël Dieterlen, Jean-Marc Guiot
Swap Counterparty Société Générale
Full Property of the Assets Yes
UKFRS Yes
Inception Date 13/10/2016
Minimum Investment 1 Share
SFDR Classification 6

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.

Trading Information

Exchange Ticker Bloomberg Listing Currency Currency Hedged Listing Date Dividend Policy ADV 3M ISIN Fund AUM in CCY
LSE COUK LN GBP - 14/10/2016 Distribution 6,704GBP LU1407891602 40m GBP
Euronext COUK FP EUR - 14/10/2016 Distribution 6,699EUR LU1407891602 47m EUR
*Related Shareclasses

Market Makers

Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

Luxembourg
France
UK
Belgium
Germany
Data as of 14/10/2021, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
06/05/2021

Notice to Shareholders Annual general meeting Multi Units Luxembourg

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