HYS

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

Latest NAV
95.2006 CHF
Performance YTD

-4.73%

Assets Under Management
131m 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 3Y
Lyxor BofAML € Short Term High Yield Bond UCITS ETF - Dist -9.38% -1.63%
Benchmark Index -8.91% -1.12%
Data as of 19/05/2022, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor BofAML € Short Term High Yield Bond UCITS ETF - Dist -4.73% -0.88% -3.34% -9.38% -4.79% - - -4.79%
Benchmark Index -4.54% -0.84% -3.22% -8.91% -3.32% - - -3.32%
Data as of 19/05/2022, Source: Lyxor International Asset Management
Product 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Lyxor BofAML € Short Term High Yield Bond UCITS ETF - Dist -1.74% 1.79% - - - - - - - -
Benchmark Index -1.24% 2.31% - - - - - - - -
Data as of 19/05/2022, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
19/05/2022 95.2006 CHF 118m CHF
18/05/2022 96.5805 CHF 120m CHF
11/05/2022 96.5504 CHF 120m CHF
10/05/2022 96.4832 CHF 120m CHF
06/05/2022 96.1932 CHF 119m 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

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
VOD 3.1 01/03/79 EUR 1.72% Communications United Kingdom
ISPIM 6 5/8 09/13/23 EUR 1.36% Financials Italy
STADAH 3 1/2 09/30/24 EUR 1.35% Health Care Germany
BAYNGR 3 3/4 07/01/74 EUR 1.31% Health Care Germany
TKAGR 2 7/8 02/22/24 EUR 1.26% Materials Germany
EDF 5 3/8 01/29/49 EUR 1.08% Utilities France
TITIM 4 04/11/24 EUR 1.07% Communications Italy
DB 2 3/4 02/17/25 EUR 1.06% Financials Germany
F 3.021 03/06/24 EUR 1.06% Consumer Discretionary United States
EDF 4 PERP EUR 1.06% Utilities France
Name Listing Currency Quantity Weight Sector Country
FRANCE (GOVT OF) 0.25 25/07/2024 EUR 15.65m 15.37% Government France
CMCICB 1 01/30/29 EUR 54 4.12% Financials France
NDASS 0 5/8 03/17/27 EUR 5,387 4.1% Financials Sweden
TKAGR 2 7/8 02/22/24 EUR 4,993 3.91% Materials Germany
BUONI POLIENNALI DEL TES 3.1 15/09/2026 EUR 3,080 3.51% Government Italy
TELEFO 4 3/8 PERP EUR 39 3.16% Communications Netherlands
REPSM 4 1/2 03/25/75 EUR 3,900 3.12% Energy Spain
HVB 0 3/8 01/17/33 EUR 45 3.08% Real Estate Germany
EUB 0 05/06/22 EUR 3.68m 2.9% Government Supranationals
BCPPL 0 3/4 05/31/22 EUR 36 2.85% Financials Portugal
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 21/04/2022

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 BofAML € Short Term High Yield Bond UCITS ETF - Dist

1Y Tracking Difference -0.47%
Total Expense Ratio +0.3%
Swap price component estimation =-0.17%

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 204
Further Information www.mlindex.ml.com

INDEX ANALYTICS

Coupon Rate (%) 3.42
Yield (%) 3.94
Duration (Years) 2.04
Modified Duration (Years) 1.92
Maturity (Years) 7.36
Convexity (%) 5.9
Data as of 21/04/2022

Index Composition Breakdown

Sector Breakdown

Financials 24.28%
Consumer Discretionary 21.58%
Communications 13.87%
Materials 10.83%
Industrials 9.28%
Utilities 6.33%
Real Estate 4.13%
Others 3.6%
Health Care 3.33%
Consumer Staples 2.77%

Maturity Breakdown

0-1Y 1.54%
1-3Y 68.45%
3-5Y 1.47%
5-7Y 2.9%
7-10Y 5.89%
15-25Y 1.99%
+25Y 17.76%

Ratings Breakdown

BB 72.67%
B 22.49%
CCC 4.85%

Currency Breakdown

EUR 100%

Countries Breakdown

Italy 21.33%
Germany 14.88%
France 11.66%
United States 10.09%
Spain 9.27%
United Kingdom 5.6%
Luxembourg 5.31%
Netherlands 4.21%
Sweden 3.3%
Portugal 3.03%
Greece 2.65%
Finland 1.69%
Ireland 1.21%
Denmark 1.2%
Belgium 1.16%
Japan 1.14%
Switzerland 0.66%
Isle of Man 0.45%
Lithuania 0.26%
Slovenia 0.25%
Norway 0.23%
Austria 0.22%
China 0.2%
Data as of 21/04/2022, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1617164998
UCITS Yes
Share Class Currency EUR
Assets Under Management 131m CHF
Total Expense Ratio 0.3%
Dividend Treatment Distribution
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Unfunded swap)
Umbrella AUM 15,435.7m CHF
ISA Yes
SIPP Yes
German Tax Transparency Yes
Financial Year End 31/10/2022
Portfolio Managers Raphaël Dieterlen, Sebastien Foy
Swap Counterparty Société Générale
Full Property of the Assets Yes
UKFRS 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
BX Swiss HYS BW CHF - 24/05/2019 Distribution - LU1617164998 120m CHF
Borsa Italiana HYS IM EUR - 18/07/2017 Distribution - LU1617164998 115m EUR
*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 19/05/2022, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
09/02/2022

Notice to Shareholders Lyxor Index Fund - Annual General Meeting

Notice to Shareholders
28/01/2021

Notice to Shareholders Annual general meeting of Lyxor Index Fund

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