HYS

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

Latest NAV
107.9584 CHF
Performance YTD

2.95%

Assets Under Management
167m 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.

Cumulative Performance

Product YTD 1M 3M 6M 1Y 3Y 5Y ALL
Lyxor BofAML € Short Term High Yield Bond UCITS ETF - Dist ETF 2.95% -0.52% 2.17% 7.43% 19.69% - - 4.71%
BofA Merrill Lynch BB-CCC 1-3 Year Euro Developed Markets High Yield Constrained Benchmark Index 3.13% -0.48% 2.29% 7.7% 20.3% - - 5.75%
Data as of 06/05/2021, Source: Lyxor International Asset Management

Calendar Performance

Product 2020 2019 2018 2017
Lyxor BofAML € Short Term High Yield Bond UCITS ETF - Dist ETF 1.79% - - -
BofA Merrill Lynch BB-CCC 1-3 Year Euro Developed Markets High Yield Constrained Benchmark Index 2.31% - - -
Data as of 06/05/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
06/05/2021 107.9584 CHF 167m CHF
05/05/2021 108.0226 CHF 150m CHF
04/05/2021 108.0685 CHF 150m CHF
03/05/2021 108.2244 CHF 150m CHF
30/04/2021 108.1065 CHF 146m CHF

Dividend History

Date Amount Currency
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
VOD 3.1 01/03/79 EUR 2.5%
UCGIM 6.95 10/31/22 EUR 1.82%
TKAGR 2 7/8 02/22/24 EUR 1.81%
ISPIM 6 5/8 09/13/23 EUR 1.54%
LNCFIN 3 5/8 04/01/24 EUR 1.51%
ULFP 2 1/8 PERP EUR 1.46%
ZFFNGR 2 3/4 04/27/23 EUR 1.36%
TDCDC 7 06/17/23 EUR 1.31%
GASSM 4 1/8 11/29/49 EUR 1.27%
F 3.021 03/06/24 EUR 1.27%
Name Listing Currency Quantity Weight
GASSM 4 1/8 11/29/49 EUR 54 4.22%
ZFFNGR 2 3/4 04/27/23 EUR 54 4.11%
MTNA 2 1/4 01/17/24 EUR 5,088 3.92%
SHAEFF 1 7/8 03/26/24 EUR 4,512 3.42%
F 1.514 02/17/23 EUR 3,924 2.9%
PELHOL 4 1/8 04/01/24 EUR 3,780 2.72%
LUCSHI 0 04/22/25 EUR 3,687 2.69%
TKAGR 2 7/8 02/22/24 EUR 2,950 2.21%
VERISR 3 1/2 05/15/23 EUR 2,809 2.1%
FRANCE (GOVT OF) 1.85 25/07/2027 EUR 1.81m 1.86%
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 05/05/2021

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 -0.61%
Total Expense Ratio +0.3%
Swap price component estimation =-0.31%

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 148
Further Information www.mlindex.ml.com

INDEX ANALYTICS

Coupon Rate (%) 3.51
Yield (%) 1.85
Duration (Years) 2.14
Modified Duration (Years) 1.83
Maturity (Years) 5.63
Convexity (%) 6.6
Data as of 05/05/2021

Index Composition Breakdown

Sector Breakdown

Consumer Discretionary 27.65%
Financials 21.67%
Materials 16.82%
Communications 12.63%
Industrials 8.5%
Consumer Staples 5.81%
Utilities 3.46%
Technology 1.88%
Energy 1.59%

Maturity Breakdown

1-3Y 75.65%
5-7Y 4.22%
7-10Y 4.01%
+25Y 15.76%

Ratings Breakdown

BB 75.14%
B 17.74%
CCC 7.12%

Currency Breakdown

EUR 100%

Countries Breakdown

Italy 18.12%
France 15.76%
Germany 14.51%
United States 11.88%
Spain 11.65%
Luxembourg 7.48%
United Kingdom 6.96%
Sweden 3.11%
Denmark 1.7%
Portugal 1.56%
Finland 1.55%
Belgium 1.06%
Austria 0.93%
Japan 0.79%
Ireland 0.72%
Isle of Man 0.64%
Netherlands 0.47%
Russia 0.43%
Lithuania 0.38%
China 0.28%
Data as of 05/05/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1617164998
UCITS Yes
Share Class Currency EUR
Assets Under Management 167.2m CHF
Total Expense Ratio 0.3%
Dividend Treatment Distribution
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Swap Based)
Umbrella AUM 13,134.8m CHF
ISA Yes
SIPP Yes
German Tax Transparency Yes
Financial Year End 31/10/2021
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

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 150m CHF
Borsa Italiana HYS IM EUR - 18/07/2017 Distribution 346,730EUR LU1617164998 137m EUR
*Related Shareclasses

Market Makers

Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

Luxembourg
UK
Finland
Sweden
Spain
France
Italy
Netherlands
Germany
Belgium
Ireland
Switzerland
Data as of 06/05/2021, 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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