HYS

Lyxor BofAML € Short Term High Yield Bond UCITS ETF - Dist

Latest NAV
105,6157 CHF
Performance YTD

3,86%

Assets Under Management
185mio CHF
TER
0,3%
ISIN
LU1617164998
Dividend Policy
Distribution
Investment Objective

The Lyxor BofAML € Short Term High Yield Bond UCITS ETF - Dist is a UCITS compliant exchange traded fund that aims to track the BofA Merrill Lynch BB-CCC 1-3 Year Euro Developed Markets High Yield Constrained Index. The BofA Merrill Lynch BB-CCC 1-3 Year Euro Developed Markets High Yield Constrained Index is representative of the performance of the short dated, EUR denominated sub-investment grade corporate bond market. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

HYS

Lyxor BofAML € Short Term High Yield Bond 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 BofAML € Short Term High Yield Bond UCITS ETF - Dist 8,19%
Benchmark Index 8,74%
Data as of 17/09/2021, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor BofAML € Short Term High Yield Bond UCITS ETF - Dist 3,86% 2,23% 0,7% 8,19% - - - 5,63%
Benchmark Index 4,24% 2,27% 0,83% 8,74% - - - 6,89%
Data as of 17/09/2021, Source: Lyxor International Asset Management
Product 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Lyxor BofAML € Short Term High Yield Bond UCITS ETF - Dist 1,79% - - - - - - - - -
Benchmark Index 2,31% - - - - - - - - -
Data as of 17/09/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
17/09/2021 105,6157 CHF 185mio CHF
16/09/2021 105,2266 CHF 184mio CHF
15/09/2021 104,9968 CHF 184mio CHF
14/09/2021 105,0367 CHF 184mio CHF
13/09/2021 105,0847 CHF 184mio CHF

Dividend History

Date Amount Currency
07/07/2021 3 EUR
08/07/2020 3,54 EUR
10/07/2019 4,11 EUR
11/07/2018 4,26 EUR

HOLDINGS


Name Currency Weight Sector Country
VOD 3.1 01/03/79 EUR 2,05% Communication Services United Kingdom
STADAH 3 1/2 09/30/24 EUR 1,64% Health Care Germany
ISPIM 6 5/8 09/13/23 EUR 1,57% Financials Italy
BAYNGR 3 3/4 07/01/74 EUR 1,53% Health Care Germany
TKAGR 2 7/8 02/22/24 EUR 1,53% Materials Germany
EDF 4 PERP EUR 1,29% Utilities France
F 3.021 03/06/24 EUR 1,24% Consumer Discretionary United States
LNCFIN 3 5/8 04/01/24 EUR 1,22% Financials Luxembourg
UCGIM 6.95 10/31/22 EUR 1,21% Financials Italy
TELEFO 3 PERP EUR 1,14% Communications Spain
Name Listing Currency Quantity Weight Sector Country
TITIM 4 04/11/24 EUR 7 574 5,41% Communication Services Italy
ZFFNGR 2 3/4 04/27/23 EUR 58 4,05% Consumer Discretionary Germany
TKAGR 2 7/8 02/22/24 EUR 5 631 3,95% Materials Germany
SPGBR 0 07/30/40 EUR 60 3,29% Government Spain
POPSM 1 04/07/25 EUR 44 3,07% Financials Spain
F 1.514 02/17/23 EUR 4 261 2,91% Consumer Discretionary United States
SOLBBB 5.425 11/29/49 EUR 3 909 2,84% Materials Belgium
TENN 0 7/8 06/16/35 EUR 4 000 2,65% Utilities Netherlands
DHR 0.45 03/18/28 EUR 3 750 2,5% Health Care United States
ERFFP 4 7/8 12/29/49 EUR 3 098 2,23% Health Care Luxembourg
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 25/11/2021

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 BofAML € Short Term High Yield Bond UCITS ETF - Dist

1Y Tracking Difference -0,55%
Total Expense Ratio +0,3%
Swap price component estimation =-0,25%

Index Information

Full Name BofA Merrill Lynch BB-CCC 1-3 Year Euro Developed Markets High Yield Constrained
Index Type Performance
Index Bloomberg Ticker H1EC
Index Currency EUR
Number of Index Components 172
Further Information www.mlindex.ml.com

INDEX ANALYTICS

Coupon Rate (%) 3,54
Yield (%) 2,09
Duration (Years) 2
Modified Duration (Years) 1,75
Maturity (Years) 2,74
Convexity (%) 5,9
Data as of 25/11/2021

Index Composition Breakdown

Sector Breakdown

Consumer Discretionary 24,05%
Financials 19,85%
Communications 13,75%
Materials 11,8%
Industrials 8,92%
Utilities 7,31%
Consumer Staples 4,91%
Real Estate 3,66%
Health Care 3,16%
Others 2,57%

Maturity Breakdown

0-1Y 1,74%
1-3Y 71,62%
5-7Y 1,8%
7-10Y 5,13%
15-25Y 1,13%
+25Y 17,61%

Ratings Breakdown

BB 75%
B 19,1%
CCC 5,9%

Currency Breakdown

EUR 100%

Countries Breakdown

Italy 18,93%
Germany 16,41%
France 13,87%
United States 12,06%
Spain 9%
Luxembourg 6,14%
United Kingdom 4,65%
Sweden 3,15%
Portugal 2,6%
Netherlands 2,33%
Finland 1,74%
Belgium 1,39%
Denmark 1,39%
Japan 1,35%
Greece 1,2%
Ireland 0,89%
Switzerland 0,76%
Austria 0,73%
Isle of Man 0,52%
Russia 0,35%
Lithuania 0,3%
China 0,23%
Data as of 25/11/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1617164998
Assets Under Management 184,7mio CHF
UCITS Yes
Total Expense Ratio 0,3%
Tax data (PEA) No
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Unfunded swap)
Portfolio Managers Raphaël Dieterlen, Sebastien Foy
Share Class Currency EUR
Dividend Treatment Distribution
Umbrella AUM 14 003,4mio CHF
Financial Year End 31/10/2022
Swap Counterparty Société Générale
Full Property of the Assets Yes
Inception Date 01/06/2017
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
Borsa Italiana HYS IM EUR - 18/07/2017 Distribution 230 044EUR LU1617164998 150mio EUR
BX Swiss HYS BW CHF - 24/05/2019 Distribution - LU1617164998 185mio CHF
*Related Shareclasses

Market Makers

Commerzbank
Flow Traders
Data provided by relevant exchanges

Passporting Information

Luxembourg
UK
Finland
Sweden
Spain
France
Italy
Netherlands
Germany
Belgium
Ireland
Switzerland
Data as of 17/09/2021, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
28/01/2021

Notice to Shareholders Annual general meeting of Lyxor Index Fund

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