BUOY
SFDR Classification
SFDR 8

Lyxor $ Floating Rate Note UCITS ETF - Dist

Latest NAV
99.8973 USD
Performance YTD

0.02%

Assets Under Management
116m USD
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
Lyxor $ Floating Rate Note UCITS ETF - Dist 0.11% 2.09%
Benchmark Index 0.42% 2.43%
Data as of 13/01/2022, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor $ Floating Rate Note UCITS ETF - Dist 0.02% 0.02% -0.15% 0.11% 6.39% - - 9.42%
Benchmark Index 0.03% 0.05% -0.07% 0.42% 7.46% - - 11.09%
Data as of 13/01/2022, Source: Lyxor International Asset Management
Product 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Lyxor $ Floating Rate Note UCITS ETF - Dist 0.16% 1.47% 4.94% 0.88% - - - - - -
Benchmark Index 0.47% 1.78% 5.35% 1.18% - - - - - -
Data as of 13/01/2022, Source: Lyxor International Asset Management

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

NAV History

Date NAV Currency Fund AUM
13/01/2022 99.8973 USD 116m USD
12/01/2022 99.9029 USD 116m USD
11/01/2022 99.8963 USD 116m USD
10/01/2022 99.8986 USD 116m USD
07/01/2022 99.896 USD 116m USD

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

ESG

ESG data

Temperature Score

BBB

ESG Rating

5.23

ESG SCORE

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 1.75% Financials United States
MS Float 01/20/23 USD 1.74% Financials United States
HSBC 0 05/18/24 USD 1.4% Financials United Kingdom
GS 0 02/23/23 USD 1.32% Financials United States
C 0 09/01/23 USD 1.31% Financials United States
VZ 0 05/15/25 USD 1.27% Communications United States
JPM 0 10/24/23 USD 1.25% Financials United States
MS 0 05/08/24 USD 1.23% Financials United States
MUFG 0 07/26/23 USD 1.16% Financials Japan
BNS Float 09/15/23 USD 1.11% Financials Canada
Name Listing Currency Quantity Weight Sector Country
WIT 1 1/4 03/31/28 USD 326,609 27.5% Government United States
T 2 3/4 02/15/28 USD 294,891 27.27% Government United States
T 2 7/8 05/15/43 USD 279,801 27.17% Government United States
WIT 0 3/4 01/31/28 USD 123,063 10.07% Government United States
T 2 3/8 11/15/49 USD 55,082 5.03% Government United States
INTNED 0 03/29/22 USD 955 0.82% Financials Netherlands
CS 0 12/14/23 USD 779 0.67% Financials Switzerland
SANTAN 0 04/11/22 USD 2 0.34% Financials Spain
GS 0.627 11/17/23 USD 369 0.32% Financials United States
BPCEGP 0 05/22/22 USD 323 0.28% Financials France
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 12/01/2022

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 -0.31%
Total Expense Ratio +0.1%
Swap price component estimation =-0.21%

Index Information

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 181

INDEX ANALYTICS

Coupon Rate (%) 0.86
Yield (%) 0.54
Duration (Years) 0.18
Modified Duration (Years) 0.06
Maturity (Years) 1.79
Convexity (%) 0
Data as of 12/01/2022

Index Composition Breakdown

Sector Breakdown

Financials 77.08%
Real Estate 6.87%
Consumer Discretionary 6.77%
Communications 3.25%
Industrials 2.5%
Technology 1.22%
Energy 0.87%
Utilities 0.76%
Health Care 0.7%

Maturity Breakdown

0-1Y 22.8%
1-3Y 67.65%
3-5Y 9.55%

Ratings Breakdown

AA 15.98%
A 53.5%
BBB 30.53%

Currency Breakdown

USD 100%

Countries Breakdown

United States 46.87%
Canada 16.05%
Japan 9.25%
Australia 8.42%
United Kingdom 7.43%
Switzerland 5.98%
Netherlands 1.92%
France 1.64%
Germany 1.39%
Spain 1.05%
Data as of 12/01/2022, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1571051751
UCITS Yes
Share Class Currency USD
Assets Under Management 116.4m USD
Total Expense Ratio 0.1%
Dividend Treatment Distribution
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Unfunded swap)
Umbrella AUM 16,145.4m USD
Portfolio Managers Raphaël Dieterlen, Sebastien Foy
Swap Counterparty Société Générale
Full Property of the Assets Yes
Financial Year End 31/10/2022
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
LSE SWIM LN GBP - 12/05/2017 Distribution 22,572GBP LU1571051751 85m GBP
LSE BUOY LN USD - 12/05/2017 Distribution 77,264USD LU1571051751 116m USD
SIX Swiss Ex BUOY SW CHF - 05/11/2020 Distribution 3,774CHF LU1571051751 106m CHF
*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 13/01/2022, Source: Lyxor International Asset Management

NEWS

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”)

Blog
09/02/2018

Blog Prepare your portfolio for rising bond yields and inflation

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