FEDF

Lyxor Fed Funds US Dollar Cash UCITS ETF - Dist

Latest NAV
100.0999 CHF
Performance YTD

9.33%

Assets Under Management
55m CHF
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 1Y
Lyxor Fed Funds US Dollar Cash UCITS ETF - Dist 7.57%
Benchmark Index 7.7%
Data as of 27/09/2022, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor Fed Funds US Dollar Cash UCITS ETF - Dist 9.33% 2.27% 4.01% 7.57% - - - 6.19%
Benchmark Index 9.42% 2.28% 4.05% 7.7% - - - 6.5%
Data as of 27/09/2022, Source: Lyxor International Asset Management
Product 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Lyxor Fed Funds US Dollar Cash UCITS ETF - Dist 3.05% - - - - - - - - -
Benchmark Index 3.16% - - - - - - - - -
Data as of 27/09/2022, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
27/09/2022 100.9377 CHF 56m CHF
26/09/2022 101.054 CHF 53m CHF
23/09/2022 100.0956 CHF 52m CHF
22/09/2022 100.1133 CHF 52m CHF
21/09/2022 98.3724 CHF 51m CHF

Dividend History

Date Amount Currency
06/07/2022 0.36 USD
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
Name Listing Currency Quantity Weight Sector Country
THE UNITED ST TSY 0.625% 15Aug30 USD 14.52m 21.31% Government United States
THE UNITED ST TSY 1.375% 15Nov31 USD 11.36m 17.38% Government United States
THE UNITED ST TSY 0.125% 15Jan30 USD 5.12m 9.89% Government United States
THE UNITED ST TSY 0.5% 15Jan28 USD 4.19m 8.86% Government United States
UNITED STATES TSY 3.875% 15Apr29 USD 1.6m 6.22% Government United States
UNITED STATES TSY 0.875% 15Feb47 USD 2.12m 4.05% Government United States
THE UNITED ST TSY 2.375% 15May51 USD 1.64m 2.38% Government United States
WELLS FARGO C FRN Oct23 USD 1.22m 2.32% Financials United States
DAIMLER TRUCK FRN Apr24 USD 1,000,000 1.9% Industrials Germany
THE UNITED ST TSY 0.625% 15May30 USD 1.05m 1.55% 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 23/09/2022

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 Fed Funds US Dollar Cash UCITS ETF - Dist

1Y Tracking Difference -0.13%
Total Expense Ratio +0.1%
Swap price component estimation =-0.03%

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 0
Further Information www.solactive.com
Data as of 27/09/2022

Index Composition Breakdown

Sector Breakdown

100%

Maturity Breakdown

Ratings Breakdown

NR 100%

Currency Breakdown

USD 100%

Countries Breakdown

United States 100%
Data as of 23/09/2022, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU2090062352
UCITS Yes
Share Class Currency USD
Assets Under Management 55.1m CHF
Total Expense Ratio 0.1%
Dividend Treatment Distribution
Tax data (PEA) No
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Unfunded swap)
Umbrella AUM 43,344.2m CHF
Portfolio Managers Raphaël Dieterlen, Jean-Marc Guiot
Swap Counterparty Société Générale
Full Property of the Assets Yes
Financial Year End 31/12/2022
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
SIX Swiss Ex CBFEDF SW CHF - 06/03/2020 Distribution - LU2090062352 56m CHF
Xetra C101 GY EUR - 06/03/2020 Distribution - LU2090062352 58m EUR
LSE* FEDG LN GBP - 10/07/2015 Capitalisation - LU1233598447 52m GBP
LSE* FEDF LN USD - 10/07/2015 Capitalisation - LU1233598447 56m USD
Borsa Italiana* FEDF IM EUR - 03/07/2015 Capitalisation - LU1233598447 58m EUR
*Related Shareclasses

Market Makers

Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

Luxembourg
Germany
Austria
Switzerland
Data as of 27/09/2022, 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

Read more