FEDF

Lyxor Fed Funds US Dollar Cash UCITS ETF - Dist

Latest NAV
86,145 EUR
Performance YTD

3,62%

Assets Under Management
31mio EUR
TER
0,1%
ISIN
LU2090062352
Dividend Policy
Distribution
Investment Objective

The Lyxor Fed Funds US Dollar Cash UCITS ETF - Dist is a UCITS compliant exchange traded fund that aims to track the benchmark index Solactive Fed Funds Effective Rate Total Return Index. The Solactive Fed Funds Effective Rate Total Return Index is representative of the performance of a cash notional deposit paying the Federal Funds Effective Rate, which is the US short term reference rate for monetary market, with daily reinvestment of interest earned in the deposit. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

FEDF

Lyxor Fed Funds US Dollar Cash 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 YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor Fed Funds US Dollar Cash UCITS ETF - Dist ETF 3,62% 0,89% 1,8% -3,12% - - - -5,14%
Solactive Fed Funds Effective Rate Total Return Index Benchmark Index 3,68% 0,9% 1,83% -3,02% - - - -5,03%
Data as of 19/07/2021, Source: Lyxor International Asset Management
Product 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Lyxor Fed Funds US Dollar Cash UCITS ETF - Dist ETF - - - - - - - - - -
Solactive Fed Funds Effective Rate Total Return Index Benchmark Index - - - - - - - - - -
Data as of 19/07/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
19/07/2021 86,145 EUR 31mio EUR
16/07/2021 86,12 EUR 31mio EUR
15/07/2021 86,0508 EUR 31mio EUR
14/07/2021 86,0467 EUR 31mio EUR
13/07/2021 86,0067 EUR 31mio EUR

Dividend History

Date Amount Currency
07/07/2021 0,15 USD
08/07/2020 1,06 USD
20/08/2019 1,86 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
DUMMY SOLACTIVE FED FUNDS TR INDEX USD 100% United States
US FED FUND EFFECT USD 0% United States
Name Listing Currency Quantity Weight Sector Country
T 2 7/8 05/15/43 USD 89 810 28,32% Government United States
T 3 3/8 11/15/48 USD 72 198 25,35% Communication Services United States
T 2 3/8 05/15/29 USD 37 095 10,85% Communication Services United States
WFC 0 10/31/23 USD 864 2,35% Financials United States
C 0 05/17/24 USD 812 2,21% Financials United States
TD Float 01/27/23 USD 820 2,2% Financials Canada
C 0 06/01/24 USD 732 1,99% Financials United States
DB 0 11/16/22 USD 735 1,98% Financials Germany
CHTR 0 02/01/24 USD 680 1,88% Communications United States
T 2 3/8 11/15/49 USD 4 653 1,36% 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 16/07/2021

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 Fed Funds US Dollar Cash UCITS ETF - Dist

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

Index Information

Full Name Solactive Fed Funds Effective Rate Total Return Index
Index Type Performance
Index Bloomberg Ticker SOFEDL01
Index Currency USD
Number of Index Components 1
Further Information www.solactive.com
Data as of 19/07/2021

Index Composition Breakdown

Sector Breakdown

100%

Maturity Breakdown

Ratings Breakdown

NR 100%

Currency Breakdown

USD 100%

Countries Breakdown

United States 100%
Data as of 14/07/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU2090062352
Assets Under Management 31,4mio EUR
UCITS Yes
Total Expense Ratio 0,1%
Tax data (PEA) No
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Swap Based)
Portfolio Managers Raphaël Dieterlen, Jean-Marc Guiot
Share Class Currency USD
Dividend Treatment Distribution
Umbrella AUM 46 122,1mio EUR
Financial Year End 31/12/2021
Swap Counterparty Société Générale
Full Property of the Assets Yes
Inception Date 06/03/2020
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
Xetra C101 GY EUR - 06/03/2020 Distribution 16 858EUR LU2090062352 31mio EUR
SIX Swiss Ex CBFEDF SW CHF - 06/03/2020 Distribution 58 093CHF LU2090062352 34mio CHF
Borsa Italiana* FEDF IM EUR - 03/07/2015 Capitalisation 45 101EUR LU1233598447 31mio EUR
LSE* FEDF LN USD - 10/07/2015 Capitalisation 58 582USD LU1233598447 37mio USD
LSE* FEDG LN GBP - 10/07/2015 Capitalisation 35 988GBP LU1233598447 27mio GBP
*Related Shareclasses

Market Makers

Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

Luxembourg
Germany
Austria
Switzerland
Data as of 19/07/2021, 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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