COUK

Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist

Latest NAV
125,9687 GBP
Performance YTD

-16,19%

Assets Under Management
16mio GBP
TER
0,09%
ISIN
LU1407891602
Dividend Policy
Distribution
Investment Objective

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.

COUK

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.

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 5Y 10Y
Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist -16,42% -3,37% -1,06% 3,21%
Benchmark Index -16,32% -3,26% -0,96% 3,29%
Data as of 22/06/2022, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist -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%
Data as of 22/06/2022, Source: Lyxor International Asset Management
Product 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist -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%
Data as of 22/06/2022, Source: Lyxor International Asset Management

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.

NAV History

Date NAV Currency Fund AUM
22/06/2022 125,9687 GBP 16mio GBP
21/06/2022 124,678 GBP 16mio GBP
20/06/2022 125,1003 GBP 16mio GBP
17/06/2022 126,0028 GBP 16mio GBP
16/06/2022 125,9111 GBP 16mio GBP

Dividend History

Date Amount Currency
08/12/2021 1,48 GBP
07/07/2021 2,1 GBP
09/12/2020 1,59 GBP
08/07/2020 2,25 GBP
11/12/2019 1,66 GBP

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%

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
Data as of 21/06/2022

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%

Ratings Breakdown

AA 16,84%
A 36,73%
BBB 39,97%
NR 6,47%

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%
Data as of 21/06/2022, Source: Lyxor International Asset Management

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
*Related Shareclasses

Market Makers

Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

Luxembourg
France
UK
Belgium
Germany
Data as of 22/06/2022, 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

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