Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist
Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist
-16,19%
The Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist is a UCITS compliant exchange traded fund that aims to track the benchmark index Markit iBoxx GBP Liquid Corporates Long Dated Mid Price TCA TRI. The Markit iBoxx GBP Liquid Corporates Long Dated Mid Price TCA TRI provides exposure to the 40 largest and most liquid Sterling denominated, investment grade corporate bonds with a minimum rating of BBB- from S&P or Fitch or Baa3 from Moody's. It is compiled, administered and managed by Markit, an index provider. The full methodology and additional details are available on the Indices section of the www.markit.com website. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.
Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist
Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist
PERFORMANCE
Performance history
The fund’s performance track record is that of FR0010961037 Lyxor iBoxx £ Liquid Corporates Long Dated UCITS ETF until 14/10/2016. This fund was absorbed by LU1407891602 Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist on 14/10/2016.
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 | 10Y |
|---|---|---|---|---|
| Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist ETF | -16,42% | -3,37% | -1,06% | 3,21% |
| Benchmark Index | -16,32% | -3,26% | -0,96% | 3,29% |
| Product | YTD | 1M | 3M | 1Y | 3Y | 5Y | 10Y | ALL |
|---|---|---|---|---|---|---|---|---|
| Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist ETF | -16,19% | -4,65% | -7,72% | -16,42% | -9,76% | -5,18% | 37,17% | 56,76% |
| Benchmark Index | -16,14% | -4,64% | -7,69% | -16,32% | -9,45% | -4,69% | 38,3% | 58,53% |
| Product | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|
| Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist ETF | -5,3% | 9,85% | 11,78% | -3,95% | 6,99% | 13,63% | -0,5% | 12,85% | -0,66% | 13,19% |
| Benchmark Index | -5,2% | 9,97% | 11,89% | -3,86% | 7,09% | 13,76% | -0,86% | 13,08% | -0,47% | 13,41% |
At 08/09/2015, the index reference changed from iBoxx GBP Liquid Corporates Long Dated Total Return Index to Markit iBoxx GBP Liquid Corporates Long Dated Mid Price TCA TRI.
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 |
|---|---|---|---|---|
| GS 3 1/8 07/25/29 | GBP | 4% | Financials | United States |
| BRK 2 3/8 06/19/39 | GBP | 4% | Financials | United States |
| BACR 3 1/4 01/17/33 | GBP | 4% | Financials | United Kingdom |
| HSBC 1 3/4 07/24/27 | GBP | 4% | Financials | United Kingdom |
| JPM 0.991 04/28/26 | GBP | 4% | Financials | United States |
| BAC 1.667 06/02/29 | GBP | 4% | Financials | United States |
| DNBNO 2 5/8 06/10/26 | GBP | 3,52% | Real Estate | Norway |
| LLOYDS 1 7/8 01/15/26 | GBP | 3,44% | Financials | United Kingdom |
| ENELIM 2 7/8 04/11/29 | GBP | 3,4% | Utilities | Netherlands |
| CMCSA 1 7/8 02/20/36 | GBP | 3,16% | Communications | United States |
| Name | Listing Currency | Quantity | Weight | Sector | Country |
|---|---|---|---|---|---|
| UKTI 0 1/8 08/10/28 | GBP | 310mio | 25,66% | Government | United Kingdom |
| UKTI 0 3/4 03/22/34 | GBP | 227,1mio | 25,27% | Government | United Kingdom |
| UKTI 1 7/8 11/22/22 | GBP | 83,1mio | 8,89% | Government | United Kingdom |
| UKT 0 1/8 01/31/23 | GBP | 84,7mio | 5,33% | Government | United Kingdom |
| VZ 3 3/8 10/27/36 | GBP | 565 | 3,22% | Communications | United States |
| UKT 0 1/2 07/22/22 | GBP | 42,1mio | 2,68% | Government | United Kingdom |
| UKTI 0 1/8 03/22/26 | GBP | 18,5mio | 1,61% | Government | United Kingdom |
| GS 3 1/8 07/25/29 | GBP | 252 | 1,51% | Financials | United States |
| HTHROW 6 3/4 12/03/26 | GBP | 200 | 1,45% | Industrials | United Kingdom |
| UKT 2 09/07/25 | GBP | 19,4mio | 1,23% | Government | United Kingdom |
| 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 iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist
| 1Y Tracking Difference | -0,1% |
| Total Expense Ratio | +0,09% |
| Swap price component estimation | =-0,01% |
| Name | Currency | Weight | Sector | Country |
|---|---|---|---|---|
| GS 3 1/8 07/25/29 | GBP | 4% | Financials | United States |
| BRK 2 3/8 06/19/39 | GBP | 4% | Financials | United States |
| BACR 3 1/4 01/17/33 | GBP | 4% | Financials | United Kingdom |
| HSBC 1 3/4 07/24/27 | GBP | 4% | Financials | United Kingdom |
| JPM 0.991 04/28/26 | GBP | 4% | Financials | United States |
| BAC 1.667 06/02/29 | GBP | 4% | Financials | United States |
| DNBNO 2 5/8 06/10/26 | GBP | 3,52% | Real Estate | Norway |
| LLOYDS 1 7/8 01/15/26 | GBP | 3,44% | Financials | United Kingdom |
| ENELIM 2 7/8 04/11/29 | GBP | 3,4% | Utilities | Netherlands |
| CMCSA 1 7/8 02/20/36 | GBP | 3,16% | Communications | United States |
Index Information
| Full Name | Markit iBoxx GBP Liquid Corporates Long Dated Mid Price TCA TRI |
| Index Type | Performance |
| Index Bloomberg Ticker | IBXXGBMT |
| Index Currency | GBP |
| Number of Index Components | 40 |
| Further Information | www.markit.com/indices |
INDEX ANALYTICS
| Coupon Rate (%) | 2,28 |
| Yield (%) | 4,52 |
| Duration (Years) | 7,33 |
| Modified Duration (Years) | 7,02 |
| Maturity (Years) | 9,09 |
| Convexity (%) | 79,11 |
Index Composition Breakdown
Sector Breakdown
| Financials | 55,28% |
|
| Utilities | 11,66% |
|
| Real Estate | 7,1% |
|
| Consumer Staples | 6,21% |
|
| Communications | 5,35% |
|
| Consumer Discretionary | 5,05% |
|
| Industrials | 3,06% |
|
| Health Care | 2,92% |
|
| Technology | 1,86% |
|
| Others | 1,5% |
|
Maturity Breakdown
| 3-5Y | 25,08% |
|
| 5-7Y | 25,7% |
|
| 7-10Y | 16,23% |
|
| 10-15Y | 16,38% |
|
| 15-25Y | 11,38% |
|
| +25Y | 5,24% |
|
Currency Breakdown
| GBP | 100% |
|
Countries Breakdown
| United Kingdom | 42,13% |
| United States | 40,65% |
| Netherlands | 4,9% |
| Norway | 3,52% |
| Canada | 2,09% |
| Luxembourg | 1,93% |
| Cayman Islands | 1,9% |
| United Arab Emirates | 1,76% |
| Jersey | 1,12% |
CHARACTERISTICS
Main Fund Characteristics
| ISIN | LU1407891602 |
| Assets Under Management | 15,9mio GBP |
| UCITS | Yes |
| Total Expense Ratio | 0,09% |
| Original inception date | 10/11/2010 |
| 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 | GBP |
| Dividend Treatment | Distribution |
| Umbrella AUM | 41 070,1mio GBP |
| Financial Year End | 31/12/2022 |
| Swap Counterparty | Société Générale |
| Full Property of the Assets | Yes |
| Inception Date | 13/10/2016 |
| 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 |
|---|---|---|---|---|---|---|---|---|
| Euronext | COUK FP | EUR | - | 14/10/2016 | Distribution | - | LU1407891602 | 19mio EUR |
| LSE | COUK LN | GBP | - | 14/10/2016 | Distribution | - | LU1407891602 | 16mio GBP |
Market Makers
| Flow Traders |
| Société Générale |
Passporting Information
DOCUMENTS
| ETF Name | Type | Language | Publication Date | Size |
Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist |
Factsheets | English | 31/05/2022 | 262 Ko |
Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist |
Prospectus | English | 01/06/2022 | 4431 Ko |
Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist |
KIID | English | 01/06/2022 | 178 Ko |
Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist |
Annual Reports | English | 31/12/2019 | 8746 Ko |
Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist |
Semi-Annual Reports | English | 30/06/2021 | 2958 Ko |
Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist |
Notice to Shareholders | English | 17/10/2016 | 121 Ko |
NEWS
Notice to Shareholders Change of Registered Office - Multi Units Luxembourg
Notice to Shareholders Lyxor International Asset Management Merger - Amundi
Notice to Shareholders Multi Units Luxembourg - Annual General Meeting Of Shareholders
Notice to Shareholders Annual General Meeting 2022 - Multi Units Luxembourg
