BUOY
SFDR Classification
SFDR 8

Lyxor $ Floating Rate Note UCITS ETF - Dist

Latest NAV
80,8191 GBP
Performance YTD

9,6%

Assets Under Management
115mio GBP
TER
0,1%
ISIN
LU1571051751
Dividend Policy
Distribution
Investment Objective

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

BUOY
SFDR Classification
SFDR 8

Lyxor $ Floating Rate Note UCITS ETF - Dist

PERFORMANCE

Performance history

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
Lyxor $ Floating Rate Note UCITS ETF - Dist 12,91% 2,08% 2,39%
Benchmark Index 13,25% 2,42% 2,72%
Data as of 23/06/2022, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor $ Floating Rate Note UCITS ETF - Dist 9,6% 2,11% 7,32% 12,91% 6,36% 12,53% - 14,11%
Benchmark Index 9,75% 2,14% 7,4% 13,25% 7,43% 14,35% - 16,01%
Data as of 23/06/2022, Source: Lyxor International Asset Management
Product 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Lyxor $ Floating Rate Note UCITS ETF - Dist 1,09% -1,67% 0,9% 7,15% - - - - - -
Benchmark Index 1,4% -1,36% 1,29% 7,47% - - - - - -
Data as of 23/06/2022, Source: Lyxor International Asset Management

At 12/08/2019, the index reference changed from Bloomberg US Corporate FRN 2-7 Year Total Return Index Unhedged USD to Bloomberg MSCI USD Corporate Liquid FRN 0-5 Year SRI Sustainable Index.

NAV History

Date NAV Currency Fund AUM
23/06/2022 80,8191 GBP 115mio GBP
22/06/2022 80,6061 GBP 115mio GBP
21/06/2022 80,7923 GBP 115mio GBP
17/06/2022 81,4384 GBP 115mio GBP
16/06/2022 80,8408 GBP 115mio GBP

Dividend History

Date Amount Currency
08/12/2021 0,31 USD
07/07/2021 0,48 USD
09/12/2020 0,39 USD
08/07/2020 0,78 USD
11/12/2019 1,11 USD

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
MS 0 10/24/23 USD 1,86% Financials United States
HSBC 0 05/18/24 USD 1,55% Financials United Kingdom
VZ 0 05/15/25 USD 1,4% Communications United States
GS 0 02/23/23 USD 1,34% Financials United States
MS 0 05/08/24 USD 1,3% Financials United States
MUFG 0 07/26/23 USD 1,29% Financials Japan
C 0 09/01/23 USD 1,27% Financials United States
JPM 0 10/24/23 USD 1,26% Financials United States
BNS Float 09/15/23 USD 1,24% Financials Canada
BACR 0 05/16/24 USD 1,17% Financials United Kingdom
Name Listing Currency Quantity Weight Sector Country
T 1 1/4 08/15/31 USD 467 263 27,96% Government United States
TII 0 1/8 01/15/31 USD 255 384 19,13% Government United States
TII 0 1/2 04/15/24 USD 134 822 11,17% Government United States
TII 0 1/8 01/15/32 USD 126 319 8,85% Government United States
TII 0 3/4 02/15/45 USD 81 806 6,63% Government United States
TII 0 1/4 07/15/29 USD 78 874 6,13% Government United States
T 0 5/8 08/15/30 USD 104 287 6% Government United States
TII 2 1/8 02/15/40 USD 26 226 3% Government United States
TII 3 7/8 04/15/29 USD 19 051 2,88% Government United States
T 2 3/8 11/15/49 USD 44 325 2,57% Government 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 06/06/2022

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 $ Floating Rate Note UCITS ETF - Dist

1Y Tracking Difference -0,34%
Total Expense Ratio +0,1%
Swap price component estimation =-0,24%

Index Information

Full Name Bloomberg 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 174
Further Information www.bloomberg.com

INDEX ANALYTICS

Coupon Rate (%) 1,97
Yield (%) 2,79
Duration (Years) 0,26
Modified Duration (Years) 0,05
Maturity (Years) 1,83
Convexity (%) -0
Data as of 22/06/2022

Index Composition Breakdown

Sector Breakdown

Financials 75,83%
Real Estate 10,13%
Consumer Discretionary 4,49%
Industrials 3,94%
Communications 1,97%
Health Care 1,94%
Utilities 0,85%
Energy 0,85%

Maturity Breakdown

0-1Y 23,04%
1-3Y 64,03%
3-5Y 12,94%

Ratings Breakdown

AA 11,46%
A 67,73%
BBB 20,81%

Currency Breakdown

USD 100%

Countries Breakdown

United States 43,68%
Canada 16,69%
Australia 9,82%
Japan 9,52%
Switzerland 7,13%
United Kingdom 6,61%
Germany 1,93%
Netherlands 1,87%
Spain 1,28%
Norway 0,93%
France 0,54%
Data as of 22/06/2022, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1571051751
Assets Under Management 114,7mio GBP
UCITS Yes
Total Expense Ratio 0,1%
Tax data (PEA) No
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Unfunded swap)
Portfolio Managers Raphaël Dieterlen, Sebastien Foy
Share Class Currency USD
Dividend Treatment Distribution
Umbrella AUM 12 071,3mio GBP
Financial Year End 31/10/2022
Swap Counterparty Société Générale
Full Property of the Assets Yes
Inception Date 06/04/2017
Minimum Investment 1 Share
SFDR Classification 8

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
SIX Swiss Ex BUOY SW CHF - 05/11/2020 Distribution - LU1571051751 135mio CHF
LSE SWIM LN GBP - 12/05/2017 Distribution - LU1571051751 115mio GBP
LSE BUOY LN USD - 12/05/2017 Distribution - LU1571051751 141mio USD
Borsa Italiana* FLOTH IM EUR EUR 18/07/2017 Distribution - LU1571052130 134mio EUR
*Related Shareclasses

Market Makers

Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

Luxembourg
France
UK
Sweden
Spain
Germany
Italy
Finland
Netherlands
Denmark
Belgium
Switzerland
Ireland
Korea
Austria
Data as of 23/06/2022, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
20/05/2022

Notice to Shareholders Change of Registered Office - Lyxor Index Fund

Notice to Shareholders
09/02/2022

Notice to Shareholders Lyxor Index Fund - Annual General Meeting

Notice to Shareholders
28/01/2021

Notice to Shareholders Annual general meeting of Lyxor Index Fund

Notice to Shareholders
01/07/2019

Notice to Shareholders Notice to the shareholders of LYXOR INDEX FUND – Lyxor $ Floating Rate Note UCITS ETF (the “Sub-Fund”)

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