US37

Lyxor Core US Treasury 3-7Y (DR) UCITS ETF - Dist

Latest NAV
88.4201 GBP
Performance YTD

-0.09%

Assets Under Management
21m GBP
TER
0.07%
ISIN
LU1407888996
Dividend Policy
Distribution
Investment Objective

The Lyxor Core US Treasury 3-7Y (DR) UCITS ETF - Dist is a UCITS compliant exchange traded fund that aims to track the Bloomberg Barclays US Treasury 3-7 yr Total Return Index Value Unhedged USD. The index is representative of the performance of US Treasury bonds with maturities of at least 3 years and no more than 7 years, with a minimum outstanding amount of USD 300m. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

Please note that as of 17th April, this fund changed its underlying benchmark index from the Markit iBoxx USD Treasuries 5-7 Mid Price TCA TRI Index, to the Bloomberg Barclays US Treasury 3-7 Year Index. As a result, the fund name has changed to Lyxor Core US Treasury 3-7Y (DR) UCITS ETF.

US37

Lyxor Core US Treasury 3-7Y (DR) UCITS ETF - Dist

PERFORMANCE

Performance history

The fund’s performance track record is that of FR0010961011 Lyxor iBoxx $ Treasuries 5-7Y (DR) UCITS ETF until 14/10/2016. This fund was absorbed by LU1407888996 Lyxor Core US Treasury 3-7Y (DR) 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.

Cumulative Performance

Product YTD 1M 3M 6M 1Y 3Y 5Y ALL
Lyxor Core US Treasury 3-7Y (DR) UCITS ETF - Dist ETF -0.09% -2.5% -5.17% -7.58% 2.57% 21.04% - 3.03%
Bloomberg Barclays US Treasury 3-7 Year Index Benchmark Index -0.07% -2.49% -5.15% -7.55% 2.7% 21.34% - 3.39%
Data as of 20/01/2021, Source: Lyxor International Asset Management

Calendar Performance

Product 2020 2019 2018 2017
Lyxor Core US Treasury 3-7Y (DR) UCITS ETF - Dist ETF 5.03% 2.49% 7.66% -7.06%
Bloomberg Barclays US Treasury 3-7 Year Index Benchmark Index 5.15% 2.56% 7.74% -6.99%
Data as of 20/01/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
20/01/2021 88.4201 GBP 21m GBP
19/01/2021 88.5127 GBP 21m GBP
15/01/2021 88.7003 GBP 21m GBP
14/01/2021 87.954 GBP 21m GBP
13/01/2021 88.2543 GBP 21m GBP

Dividend History

Date Amount Currency
09/12/2020 0.82 USD
08/07/2020 1.31 USD
11/12/2019 1.07 USD
10/07/2019 1.54 USD
12/12/2018 1.08 USD

HOLDINGS

This ETF uses physical replication to track the performance of the index. As such, the holdings of the ETF reflect those of the benchmark index.
You can read more about our approach to replication in our pragmatic guide to replication.

Name Currency Weight
T 2 3/8 08/15/24 USD 1.99%
T 2 3/8 05/15/27 USD 1.91%
T 2 1/4 11/15/25 USD 1.89%
T 2 1/4 11/15/24 USD 1.88%
T 2 1/2 05/15/24 USD 1.86%
T 2 08/15/25 USD 1.84%
T 2 1/4 08/15/27 USD 1.83%
T 2 02/15/25 USD 1.81%
T 1 1/2 08/15/26 USD 1.79%
T 1 5/8 05/15/26 USD 1.76%
Name Listing Currency Quantity Weight
T 2 3/8 08/15/24 USD 5,307 2%
T 2 3/8 05/15/27 USD 4,934 1.9%
T 2 1/4 11/15/25 USD 4,987 1.89%
T 2 1/4 11/15/24 USD 5,037 1.89%
T 2 1/2 05/15/24 USD 4,984 1.87%
T 2 08/15/25 USD 4,900 1.84%
T 2 1/4 08/15/27 USD 4,729 1.82%
T 2 02/15/25 USD 4,858 1.82%
T 1 1/2 08/15/26 USD 4,874 1.79%
T 1 5/8 05/15/26 USD 4,770 1.76%

This funds does not use sec/lending

Index Information

Full Name Bloomberg Barclays US Treasury 3-7 Year Index
Index Type Performance
Index Bloomberg Ticker LT13TRUU
Index Currency USD
Number of Index Components 95

INDEX ANALYTICS

Coupon Rate (%) 1.67
Yield (%) 0.43
Duration (Years) 4.62
Modified Duration (Years) 4.63
Maturity (Years) 4.8
Convexity (%) 0.26
Data as of 19/01/2021

Index Composition Breakdown

Sector Breakdown

100%
Government 100%

Ratings Breakdown

AA 100%

Maturity Breakdown

3-5Y 61.82%
5-7Y 38.18%

Currency Breakdown

USD 200%

Countries Breakdown

United States 100%
Data as of 19/01/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1407888996
UCITS Yes
Share Class Currency USD
Assets Under Management 21.2m GBP
Total Expense Ratio 0.07%
Dividend Treatment Distribution
Original inception date 10/11/2010
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Direct (Physical)
Sampling No
Securities Lending No
Umbrella AUM 33,575m GBP
Portfolio Managers Raphaël Dieterlen, Jean-Marc Guiot
Financial Year End 31/12/2021
Inception Date 13/10/2016
Minimum Investment 1 Share

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
LSE U37G LN GBP - 14/10/2016 Distribution 2,536GBP LU1407888996 21m GBP
LSE US37 LN USD - 14/10/2016 Distribution 37,021USD LU1407888996 29m USD
Euronext US37 FP EUR - 14/10/2016 Distribution 11,281EUR LU1407888996 24m EUR
Borsa Italiana US37 IM EUR - 14/10/2016 Distribution 17,065EUR LU1407888996 24m EUR
SIX Swiss Ex LYUS37 SW USD - 14/10/2016 Distribution 15,459USD LU1407888996 29m USD
*Related Shareclasses

Market Makers

Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

Luxembourg
France
UK
Spain
Belgium
Sweden
Norway
Finland
Germany
Denmark
Italy
Netherlands
Switzerland
Austria
Ireland
Data as of 20/01/2021, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
16/04/2020

Notice to Shareholders Changes - LYXOR CORE IBOXX $ TREASURIES 5-7Y (DR)

Notice to Shareholders
14/02/2020

Notice to Shareholders Due to market conditions which the Board considers as extremely unfavorable to you, the Board has resolved to postpone the Changes to a later date.

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