MA35

Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 3-5Y (DR) UCITS ETF - Acc

Latest NAV
111,5799 EUR
Performance YTD

-1,2%

Assets Under Management
133mio EUR
TER
0,165%
ISIN
LU1829219713
Dividend Policy
Capitalisation
Investment Objective

The Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 3-5Y (DR) UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the benchmark index MTS Mid Price Highest Rated Macro-Weighted 3-5 (EUR). The MTS Mid Price Highest Rated Macro-Weighted 3-5 (EUR) provides an unlevered exposure to the Eurozone AAA and AA sovereign bond market. The index is denominated in Euro and comprises bonds issued by Eurozone governments with the highest credit ratings (denoted “AAA” and "AA"), with country weights calculated based on macroeconomic indicators. More information is available on www.mtsindices.com. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

MA35

Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 3-5Y (DR) UCITS ETF - Acc

PERFORMANCE

Performance history

The fund’s performance track record is that of FR0011146349 Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 3-5Y (DR) UCITS ETF - Acc until 09/11/2018. This fund was absorbed by LU1829219713 Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 3-5Y (DR) UCITS ETF - Acc on 09/11/2018.

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 EuroMTS Highest Rated Macro-Weighted Govt Bond 3-5Y (DR) UCITS ETF - Acc -1,2% -0,2% -0,22% 0,98%
Benchmark Index -1,06% -0,04% -0,06% 1,14%
Data as of 25/11/2021, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 3-5Y (DR) UCITS ETF - Acc -1,2% 0,39% -0,57% -1,2% -0,59% -1,11% 10,28% 10,28%
Benchmark Index -1,08% 0,4% -0,53% -1,06% -0,11% -0,31% 12,03% 12,03%
Data as of 25/11/2021, Source: Lyxor International Asset Management
Product 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 3-5Y (DR) UCITS ETF - Acc 0,27% 0,12% 0,38% -1% 1,4% 0,56% 3,97% -0,5% 4,62% -
Benchmark Index 0,44% 0,29% 0,54% -0,84% 1,56% 0,72% 4,11% -0,34% 4,79% -
Data as of 25/11/2021, Source: Lyxor International Asset Management

At 14/11/2014, the index reference changed from EuroMTS AAA Eurozone MacroWeighted Index 3-5yr 1730 to MTS Mid Price Highest Rated Macro-Weighted 3-5 (EUR).

NAV History

Date NAV Currency Fund AUM
25/11/2021 111,5799 EUR 133mio EUR
24/11/2021 111,5303 EUR 133mio EUR
23/11/2021 111,5786 EUR 133mio EUR
22/11/2021 111,7545 EUR 125mio EUR
19/11/2021 111,9225 EUR 125mio EUR

Dividend History

This fund does not distribute any dividend.

HOLDINGS


Name Currency Weight Sector Country
DBR 0 1/2 02/15/26 EUR 7,47% Government Germany
DBR 0 08/15/26 EUR 7,07% Government Germany
DBR 1 08/15/25 EUR 6,82% Government Germany
DBR 0 1/2 02/15/25 EUR 6,68% Government Germany
NETHER 0 1/4 07/15/25 EUR 6,35% Government Netherlands
NETHER 0 1/2 07/15/26 EUR 6,15% Government Netherlands
OBL 0 04/10/26 EUR 5,98% Government Germany
OBL 0 10/10/25 EUR 5,97% Government Germany
OBL 0 04/11/25 EUR 4,77% Government Germany
FRTR 3 1/2 04/25/26 EUR 4,42% Government France
Name Listing Currency Quantity Weight Sector Country
DBR 0 1/2 02/15/26 EUR 942,56mio 7,47% Government Germany
DBR 0 08/15/26 EUR 911,66mio 7,07% Government Germany
DBR 1 08/15/25 EUR 849,87mio 6,82% Government Germany
DBR 0 1/2 02/15/25 EUR 849,78mio 6,68% Government Germany
NETHER 0 1/4 07/15/25 EUR 8,16mio 6,35% Government Netherlands
NETHER 0 1/2 07/15/26 EUR 7,77mio 6,15% Government Netherlands
OBL 0 04/10/26 EUR 772,57mio 5,98% Government Germany
OBL 0 10/10/25 EUR 772,56mio 5,97% Government Germany
OBL 0 04/11/25 EUR 618,02mio 4,77% Government Germany
FRTR 3 1/2 04/25/26 EUR 4,9mio 4,42% Government France

This funds does not use sec/lending

Index Information

Full Name MTS Mid Price Highest Rated Macro-Weighted 3-5 (EUR)
Index Type Performance
Index Bloomberg Ticker FMMPHRB5
Index Currency EUR
Number of Index Components 27
Further Information mtsindices.com

INDEX ANALYTICS

Coupon Rate (%) 0,69
Yield (%) -0,58
Duration (Years) 4,02
Modified Duration (Years) 4,04
Maturity (Years) 4,07
Convexity (%) 20,81
Data as of 25/11/2021

Index Composition Breakdown

Maturity Breakdown

3-5Y 96,59%
5-7Y 3,41%

Sector Breakdown

Government 100%

Ratings Breakdown

AAA 62,51%
AA 37,49%

Currency Breakdown

EUR 100%

Countries Breakdown

Germany 50,02%
France 29,02%
Netherlands 12,5%
Austria 5,17%
Finland 3,29%
Data as of 25/11/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1829219713
Assets Under Management 132,8mio EUR
UCITS Yes
Total Expense Ratio 0,165%
Original inception date 25/11/2011
Tax data (PEA) No
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Direct (Physical)
Sampling No
Securities Lending No
Portfolio Managers Raphaël Dieterlen, Ghassen Menchaoui
Share Class Currency EUR
Dividend Treatment Capitalisation
Umbrella AUM 51 424mio EUR
Financial Year End 31/12/2021
Inception Date 08/11/2018
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 MA35 FP EUR - 09/11/2018 Capitalisation 31 404EUR LU1829219713 133mio EUR
BX Swiss LYMA35 BW EUR - 17/12/2019 Capitalisation - LU1829219713 120mio EUR
Xetra LYS5 GY EUR - 09/11/2018 Capitalisation 96 785EUR LU1829219713 133mio EUR
Borsa Italiana AAA35 IM EUR - 09/11/2018 Capitalisation 241 977EUR LU1829219713 133mio EUR
*Related Shareclasses

Market Makers

Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

Austria
Finland
Germany
Sweden
France
UK
Spain
Italy
Switzerland
Luxembourg
Singapore
Denmark
Data as of 25/11/2021, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
06/05/2021

Notice to Shareholders Annual general meeting Multi Units Luxembourg

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