MAA

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

Latest NAV
151.7882 EUR
Performance YTD

-1.57%

Assets Under Management
676m EUR
TER
0.165%
ISIN
LU1287023342
Dividend Policy
Capitalisation
Investment Objective

The Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond (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 All-Maturity (EUR). The MTS Mid Price Highest Rated Macro-Weighted All-Maturity (EUR) (Bloomberg Code:FMMPHRG5) (“Benchmark Index”) denominated in EUR, representative of the performance of eurozone government bonds that have the highest credit ratings. Bonds are weighted in the index on the basis of macroeconomic indicators. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

MAA

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

PERFORMANCE

Performance history

The fund’s performance track record is that of FR0010820258 Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond (DR) UCITS ETF until 21/07/2016. This fund was absorbed by LU1287023342 Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond (DR) UCITS ETF - Acc on 21/07/2016.

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.

Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond (DR) UCITS ETF - Acc ETF -1.57% 2.26% 2.28% -0.8% 6.99% 3.36% 35.05% 46.61%
MTS Mid Price Highest Rated Macro-Weighted All-Maturity (EUR) Benchmark Index -1.48% 2.27% 2.32% -0.64% 7.54% 4.24% 37.68% 49.7%
Data as of 29/07/2021, Source: Lyxor International Asset Management
Product 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond (DR) UCITS ETF - Acc ETF 3.65% 3.81% 1.78% -0.9% 3.81% 0.16% 11.14% -1.65% 6.65% 7.09%
MTS Mid Price Highest Rated Macro-Weighted All-Maturity (EUR) Benchmark Index 3.83% 3.99% 1.96% -0.74% 3.99% 0.33% 11.26% -1.48% 7.17% 7.11%
Data as of 29/07/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
29/07/2021 151.7882 EUR 676m EUR
28/07/2021 151.7008 EUR 676m EUR
27/07/2021 151.6485 EUR 670m EUR
26/07/2021 151.4296 EUR 669m EUR
23/07/2021 151.4339 EUR 664m EUR

Dividend History

This fund does not distribute any dividend.

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 Sector Country
DBR 2 1/2 08/15/46 EUR 1.94% Government Germany
DBR 4 01/04/37 EUR 1.78% Government Germany
DBR 2 1/2 07/04/44 EUR 1.74% Government Germany
DBR 4 3/4 07/04/34 EUR 1.57% Government Germany
DBR 4 3/4 07/04/40 EUR 1.53% Government Germany
DBR 1 1/4 08/15/48 EUR 1.46% Government Germany
DBR 5 1/2 01/04/31 EUR 1.33% Government Germany
DBR 4 1/4 07/04/39 EUR 1.28% Government Germany
DBR 3 1/4 07/04/42 EUR 1.28% Government Germany
DBR 0 1/2 02/15/26 EUR 1.23% Government Germany
Name Listing Currency Quantity Weight Sector Country
DBR 2 1/2 08/15/46 EUR 784.26m 1.94% Government Germany
DBR 4 01/04/37 EUR 707.24m 1.78% Government Germany
DBR 2 1/2 07/04/44 EUR 732.95m 1.74% Government Germany
DBR 4 3/4 07/04/34 EUR 629.99m 1.57% Government Germany
DBR 4 3/4 07/04/40 EUR 527.21m 1.53% Government Germany
DBR 1 1/4 08/15/48 EUR 732.71m 1.46% Government Germany
DBR 5 1/2 01/04/31 EUR 552.79m 1.33% Government Germany
DBR 4 1/4 07/04/39 EUR 475.57m 1.28% Government Germany
DBR 3 1/4 07/04/42 EUR 501.46m 1.28% Government Germany
DBR 0 1/2 02/15/26 EUR 784.65m 1.23% Government Germany

This funds does not use sec/lending

Index Information

Full Name MTS Mid Price Highest Rated Macro-Weighted All-Maturity (EUR)
Index Type Performance
Index Bloomberg Ticker FMMPHRG5
Index Currency EUR
Number of Index Components 169
Further Information mtsindices.com

INDEX ANALYTICS

Coupon Rate (%) 1.46
Yield (%) -0.14
Duration (Years) 9.1
Modified Duration (Years) 9.11
Maturity (Years) 9.4
Convexity (%) 164.41
Data as of 28/07/2021

Index Composition Breakdown

Maturity Breakdown

1-3Y 19.26%
3-5Y 16.5%
5-7Y 14.1%
7-10Y 17.41%
10-15Y 7.6%
15-25Y 14.67%
+25Y 10.45%

Ratings Breakdown

AAA 62.07%
AA 37.93%

Sector Breakdown

Government 100%

Currency Breakdown

EUR 100%

Countries Breakdown

Germany 49.93%
France 29.7%
Netherlands 12.14%
Austria 4.99%
Finland 3.24%
Data as of 28/07/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1287023342
UCITS Yes
Share Class Currency EUR
Assets Under Management 675.9m EUR
Total Expense Ratio 0.165%
Dividend Treatment Capitalisation
Original inception date 06/01/2009
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Direct (Physical)
Sampling No
Securities Lending No
Umbrella AUM 46,730.6m EUR
ISA Yes
SIPP Yes
German Tax Transparency Yes
Financial Year End 31/12/2021
Portfolio Managers Raphaël Dieterlen, Jean-Marc Guiot
UKFRS Yes
Inception Date 21/07/2016
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
SIX Swiss Ex LYMAA SW EUR - 22/07/2016 Capitalisation 48,122EUR LU1287023342 665m EUR
Borsa Italiana EMAAA IM EUR - 22/07/2016 Capitalisation 100,646EUR LU1287023342 665m EUR
Xetra LYXA GY EUR - 22/07/2016 Capitalisation 620,893EUR LU1287023342 665m EUR
Euronext MAA FP EUR - 22/07/2016 Capitalisation 347,404EUR LU1287023342 665m EUR
*Related Shareclasses

Market Makers

Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

Finland
Netherlands
Denmark
Spain
Sweden
Norway
Italy
Austria
France
Germany
UK
Luxembourg
Switzerland
Czech Republic
Data as of 29/07/2021, 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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