FLOT
SFDR Classification
SFDR 8

Lyxor Euro Floating Rate Note UCITS ETF - Acc

Latest NAV
100,3216 CHF
Performance YTD

-3,26%

Assets Under Management
1 057mio CHF
TER
0,15%
ISIN
LU1829218319
Dividend Policy
Capitalisation
Investment Objective

The Lyxor Euro Floating Rate Note UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the benchmark index Bloomberg Barclays MSCI EUR Corporate Liquid FRN 0-7 Year SRI Sustainable Index. The index is representative of the performance of EUR denominated, investment grade floating rate notes issued by European and non-European corporates, with maturities ranging from 1 month up to, but not including, 7 years. The bonds in the index have a variable coupon which is adjusted according to changes in the 3m EURIBOR. 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

FLOT
SFDR Classification
SFDR 8

Lyxor Euro Floating Rate Note UCITS ETF - Acc

PERFORMANCE

Performance history

The fund’s performance track record is that of FR0012386696 Lyxor Barclays Floating Rate Euro 0-7Y UCITS ETF - Acc until 26/10/2018. This fund was absorbed by LU1829218319 Lyxor Euro Floating Rate Note UCITS ETF - Acc on 26/10/2018.

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
Lyxor Euro Floating Rate Note UCITS ETF - Acc -8,74%
Benchmark Index -8,5%
Data as of 23/06/2022, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor Euro Floating Rate Note UCITS ETF - Acc -3,26% -2,28% -1,89% -8,74% - - - -9,35%
Benchmark Index -3,14% -2,26% -1,82% -8,5% - - - -8,6%
Data as of 23/06/2022, Source: Lyxor International Asset Management
Product 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Lyxor Euro Floating Rate Note UCITS ETF - Acc -4,54% -0,38% - - - - - - - -
Benchmark Index -4,29% -0,12% - - - - - - - -
Data as of 23/06/2022, Source: Lyxor International Asset Management

At 12/08/2019, the index reference changed from Barclays Euro Corp FRN 0-7Y Enhanced Dur Total Return Index Unhedged EUR to Bloomberg MSCI EUR Corporate Liquid FRN 0-7 Year SRI Sustainable Index.

NAV History

Date NAV Currency Fund AUM
23/06/2022 100,5039 CHF 1 059mio CHF
22/06/2022 101,2828 CHF 1 067mio CHF
21/06/2022 101,4503 CHF 1 069mio CHF
20/06/2022 101,512 CHF 1 063mio CHF
17/06/2022 101,3226 CHF 1 061mio CHF

Dividend History

This fund does not distribute any dividend.

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
CM Float 01/26/24 EUR 3,78% Financials Canada
ACAFP 0 03/06/23 EUR 3,13% Financials France
DAIGR 0 07/03/24 EUR 3,12% Consumer Discretionary Germany
C 0 03/21/23 EUR 3,12% Financials United States
RY Float 01/31/24 EUR 3,02% Financials Canada
BNS Float 02/01/24 EUR 2,9% Financials Canada
SANTAN Float 05/05/24 EUR 2,87% Financials Spain
LLOYDS 0 06/21/24 EUR 2,52% Financials United Kingdom
INTNED 0 09/20/23 EUR 2,52% Financials Netherlands
SOCGEN 0 05/22/24 EUR 2,51% Financials France
Name Listing Currency Quantity Weight Sector Country
FRTR 0.7 07/25/30 EUR 48,98mio 5,85% Government France
FRTR 0 03/25/24 EUR 58,72mio 5,51% Government France
FRTRD 0 10/25/38 EUR 8,79mrd 5,45% Government France
BUONI POLIENNALI DEL TES 3.1 15/09/2026 EUR 39 212 5,18% Government Italy
BTPS 0.4 05/15/30 EUR 51 803 5,12% Government Italy
NETHRF 0 01/15/42 EUR 7,8mrd 4,69% Government Netherlands
BUONI POLIENNALI DEL TES 2.6 15/09/2023 EUR 27 648 3,75% Government Italy
FRTRD 0 04/25/25 EUR 3,72mrd 3,4% Government France
SANTAN Float 05/05/24 EUR 296 2,86% Financials Spain
BNS Float 02/01/24 EUR 267 2,58% Financials Canada
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 Euro Floating Rate Note UCITS ETF - Acc

1Y Tracking Difference -0,24%
Total Expense Ratio +0,15%
Swap price component estimation =-0,09%

Index Information

Full Name Bloomberg MSCI EUR Corporate Liquid FRN 0-7 Year SRI Sustainable Index
Index Type Performance
Index Bloomberg Ticker I34981EU
Index Currency EUR
Number of Index Components 59
Further Information www.bloomberg.com

INDEX ANALYTICS

Coupon Rate (%) 0,38
Yield (%) 0,28
Duration (Years) 0,24
Modified Duration (Years) 0,14
Maturity (Years) 1,45
Convexity (%) 0
Data as of 23/06/2022

Index Composition Breakdown

Sector Breakdown

Financials 69,41%
Real Estate 14,07%
Consumer Discretionary 7,5%
Industrials 5,26%
Consumer Staples 1,89%
Technology 1,87%

Maturity Breakdown

0-1Y 38,32%
1-3Y 52,75%
3-5Y 8,36%

Ratings Breakdown

AA 8,78%
A 56,66%
BBB 34,56%

Currency Breakdown

EUR 100%

Countries Breakdown

France 17,39%
Canada 12,82%
United Kingdom 12,52%
Spain 11,87%
Germany 9,51%
United States 8,12%
Switzerland 6,26%
Netherlands 3,77%
Finland 2,89%
Sweden 2,76%
Norway 2,5%
Luxembourg 2,45%
Belgium 1,87%
Australia 1,51%
Italy 1,26%
Japan 1,25%
Denmark 1,25%
Data as of 23/06/2022, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1829218319
Assets Under Management 1 056,7mio CHF
UCITS Yes
Total Expense Ratio 0,15%
Original inception date 07/01/2015
Tax data (PEA) No
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Unfunded swap)
Portfolio Managers Raphaël Dieterlen, Jean-Marc Guiot
Share Class Currency EUR
Dividend Treatment Capitalisation
Umbrella AUM 48 814mio CHF
Financial Year End 31/12/2022
Swap Counterparty Société Générale
Full Property of the Assets Yes
Inception Date 25/10/2018
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
Euronext FLOT FP EUR - 26/10/2018 Capitalisation - LU1829218319 1 050mio EUR
Xetra NK4L GY EUR - 26/10/2018 Capitalisation - LU1829218319 1 050mio EUR
Borsa Italiana FLOT IM EUR - 26/10/2018 Capitalisation - LU1829218319 1 050mio EUR
BX Swiss LFLOT BW CHF - 19/07/2019 Capitalisation - LU1829218319 1 059mio CHF
*Related Shareclasses

Market Makers

Baader Bank AG
Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

Austria
Finland
Denmark
Germany
Norway
Sweden
Netherlands
France
UK
Spain
Italy
Luxembourg
Switzerland
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 - Multi Units Luxembourg

Notice to Shareholders
29/04/2022

Notice to Shareholders Lyxor International Asset Management Merger - Amundi

Notice to Shareholders
08/04/2022

Notice to Shareholders Multi Units Luxembourg - Annual General Meeting Of Shareholders

Notice to Shareholders
08/04/2022

Notice to Shareholders Annual General Meeting 2022 - Multi Units Luxembourg

We have a new home

Banner Amundi

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