SFDR Classification

Lyxor $ Floating Rate Note UCITS ETF - Dist

Latest NAV
92.9976 CHF
Performance YTD


Assets Under Management
105m CHF
Dividend Policy
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

SFDR Classification

Lyxor $ Floating Rate Note UCITS ETF - Dist


Performance history


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 1Y 3Y 5Y 10Y ALL
Lyxor $ Floating Rate Note UCITS ETF - Dist ETF 4.68% 2.9% -0.43% - - - - 2.26%
Bloomberg Barclays MSCI USD Corporate Liquid FRN 0-5 Year SRI Sustainable Index Benchmark Index 4.83% 2.92% -0.35% - - - - 2.46%
Data as of 18/06/2021, Source: Lyxor International Asset Management
Product 2020 2019 2018 2017
Lyxor $ Floating Rate Note UCITS ETF - Dist ETF - - - -
Bloomberg Barclays MSCI USD Corporate Liquid FRN 0-5 Year SRI Sustainable Index Benchmark Index - - - -
Data as of 18/06/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
18/06/2021 92.9976 CHF 106m CHF
17/06/2021 92.2272 CHF 105m CHF
16/06/2021 90.5925 CHF 104m CHF
15/06/2021 90.5409 CHF 104m CHF
14/06/2021 90.6065 CHF 104m CHF

Dividend History

Date Amount Currency
09/12/2020 0.39 USD
08/07/2020 0.78 USD
11/12/2019 1.11 USD
10/07/2019 1.94 USD
11/07/2018 1.75 USD


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
HSBC 0 05/18/24 USD 1.38% Financials United Kingdom
JPM 0 10/24/23 USD 1.34% Financials United States
MS 0 10/24/23 USD 1.33% Financials United States
MS Float 01/20/23 USD 1.31% Financials United States
VZ 0 05/15/25 USD 1.25% Communication Services United States
GS 0 02/23/23 USD 1.23% Financials United States
MUFG 0 07/26/23 USD 1.14% Financials Japan
BNS Float 09/15/23 USD 1.1% Financials Canada
MS 0 07/22/22 USD 1.04% Financials United States
BACR 0 05/16/24 USD 1.04% Financials United Kingdom
Name Listing Currency Quantity Weight Sector Country
WIT 0 3/4 01/31/28 USD 342,374 29.07% Government United States
T 1 3/8 08/31/26 USD 203,487 18.23% Government United States
T 2 3/8 05/15/29 USD 111,390 10.47% Government United States
T 3 3/8 11/15/48 USD 81,276 9.02% Government United States
TII 0 1/8 01/15/30 USD 87,694 8.61% Government United States
WIT 0 7/8 03/31/27 USD 93,792 8% Government United States
T 2 3/4 02/15/28 USD 71,098 6.88% Communication Services United States
T 2 7/8 08/15/28 USD 44,883 4.38% Government United States
T 2 1/4 02/15/27 USD 39,019 3.66% Government United States
ABBV Float 11/21/22 USD 528 0.46% Health Care 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 17/06/2021

1 week moving average of counterparty risk level

Counterparty risk level at daily adjustment time

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 185


Coupon Rate (%) 0.89
Yield (%) 0.32
Duration (Years) 0.24
Modified Duration (Years) 0.12
Maturity (Years) 1.8
Convexity (%) -0
Data as of 17/06/2021

Index Composition Breakdown

Sector Breakdown

Financials 77.78%
Consumer Discretionary 7.92%
Communications 4.08%
Technology 1.95%
Materials 1.94%
Utilities 1.91%
Industrials 1.53%
Consumer Staples 1.02%
Health Care 1.02%
Others 0.85%

Maturity Breakdown

0-1Y 27%
1-3Y 65.36%
3-5Y 7.63%

Ratings Breakdown

AA 11.73%
A 53.22%
BBB 35.05%

Currency Breakdown

USD 100%

Countries Breakdown

United States 50.21%
Japan 11.6%
Canada 11.53%
Australia 8.27%
United Kingdom 7.49%
Switzerland 4.8%
Netherlands 2.91%
France 1.14%
Spain 1.03%
Germany 1.02%
Data as of 17/06/2021, Source: Lyxor International Asset Management


Main Fund Characteristics

ISIN LU1571051751
Share Class Currency USD
Assets Under Management 105.4m CHF
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 13,700.3m CHF
Portfolio Managers Raphaël Dieterlen, Sebastien Foy
Swap Counterparty Société Générale
Full Property of the Assets Yes
Financial Year End 31/10/2021
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 2,294GBP LU1571051751 83m GBP
LSE BUOY LN USD - 12/05/2017 Distribution 43,764USD LU1571051751 115m USD
SIX Swiss Ex BUOY SW CHF - 05/11/2020 Distribution 1,131CHF LU1571051751 105m CHF
*Related Shareclasses

Market Makers

Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

Data as of 18/06/2021, Source: Lyxor International Asset Management


Notice to Shareholders

Notice to Shareholders Annual general meeting of Lyxor Index Fund

Notice to Shareholders

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

Product News

Product News US Inflation-sensitive Bonds Performance report Q1 2019

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