LEMB

Lyxor iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF - Dist

Latest NAV
80.5636 EUR
Performance YTD

2.17%

Assets Under Management
316m EUR
TER
0.3%
ISIN
LU1686830909
Dividend Policy
Distribution
Investment Objective

The Lyxor iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF - Dist is a UCITS compliant exchange traded fund that aims to track the benchmark index Markit iBoxx USD Liquid Emerging Markets Sovereigns Mid Price TCA TRI. The Markit iBoxx USD Liquid Emerging Markets Sovereigns Mid Price TCA TRI comprises some of the most liquid bonds from the Markit iBoxx USD Emerging Markets Sovereigns index. It contains bonds denominated in USD and issued by the low or middle-income sovereign states, as defined by the world bank. It is compiled, administered and managed by Markit, an index provider. The full methodology and additional details are available on the Indices section of the www.markit.com website. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

LEMB

Lyxor iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF - Dist

PERFORMANCE

Performance history

The fund’s performance track record is that of FR0010967323 Lyxor iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF until 26/10/2018. This fund was absorbed by LU1686830909 Lyxor iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF - Dist on 26/10/2018.

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 YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF - Dist ETF 2.04% 0.64% 5.12% 3.61% 15.87% 8.04% 75.95% 83.79%
Markit iBoxx USD Liquid Emerging Markets Sovereigns Mid Price TCA TRI Benchmark Index 2.3% 0.69% 5.24% 4.05% 17.34% 9.97% 81.54% 89.91%
Data as of 30/07/2021, Source: Lyxor International Asset Management
Product 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Lyxor iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF - Dist ETF -4.24% 15.73% 0.27% -4.97% 10.1% 9.86% 22.18% -14.3% 16.59% -
Markit iBoxx USD Liquid Emerging Markets Sovereigns Mid Price TCA TRI Benchmark Index -3.83% 16.21% 0.67% -4.59% 10.5% 9.74% 22.57% -14.1% 16.94% -
Data as of 30/07/2021, Source: Lyxor International Asset Management
Product 1Y 3Y 5Y 10Y
Lyxor iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF - Dist ETF 3.61% 5.03% 1.56% 5.81%
Markit iBoxx USD Liquid Emerging Markets Sovereigns Mid Price TCA TRI Benchmark Index 4.05% 5.47% 1.92% 6.14%
Data as of 30/07/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
02/08/2021 80.5636 EUR 329m EUR
30/07/2021 80.4567 EUR 316m EUR
29/07/2021 80.1998 EUR 319m EUR
28/07/2021 80.7233 EUR 320m EUR
27/07/2021 80.6182 EUR 320m EUR

Dividend History

Date Amount Currency
07/07/2021 4.25 USD
08/07/2020 4.17 USD
10/07/2019 5.19 USD
11/07/2018 4.85 USD
12/07/2017 5.3 USD

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
KSA 4 1/2 10/26/46 USD 7.4% Government Saudi Arabia
INDOIS 4.15 03/29/27 USD 6.32% Government Indonesia
KSA 3 1/4 10/26/26 USD 5.8% Government Saudi Arabia
TURKEY 6 03/25/27 USD 5.65% Government Turkey
INDON 4.35 01/11/48 USD 5.64% Government Indonesia
TURKEY 5 3/4 05/11/47 USD 5.06% Government Turkey
QATAR 5.103 04/23/48 USD 5.04% Government Qatar
QATAR 4.817 03/14/49 USD 4.92% Government Qatar
ADGB 3 7/8 04/16/50 USD 4.23% Government UAE
MEX 4 1/2 04/22/29 USD 3.91% Government Mexico
Name Listing Currency Quantity Weight Sector Country
T 2 3/8 11/15/49 USD 335,808 9.84% Government United States
T 0 5/8 05/15/30 USD 284,094 7.15% Communication Services United States
KSA 4 1/2 10/26/46 USD 21,619 6.77% Government Saudi Arabia
INDOIS 4.15 03/29/27 USD 19,923 5.97% Government Indonesia
T 1 1/2 08/15/26 USD 207,166 5.71% Government United States
KSA 3 1/4 10/26/26 USD 18,300 5.3% Government Saudi Arabia
TURKEY 6 03/25/27 USD 18,595 5.14% Government Turkey
QATAR 5.103 04/23/48 USD 12,962 4.63% Government Qatar
QATAR 4.817 03/14/49 USD 12,983 4.52% Government Qatar
TURKEY 5 3/4 05/11/47 USD 19,449 4.49% Government Turkey
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 29/07/2021

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 iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF - Dist

1Y Tracking Difference -0.44%
Total Expense Ratio +0.3%
Swap price component estimation =-0.14%

Index Information

Full Name Markit iBoxx USD Liquid Emerging Markets Sovereigns Mid Price TCA TRI
Index Type Performance
Index Bloomberg Ticker IBXXLES1
Index Currency USD
Number of Index Components 37
Further Information www.markit.com/indices

INDEX ANALYTICS

Coupon Rate (%) 4.94
Yield (%) 4.16
Duration (Years) 11
Modified Duration (Years) 10.57
Maturity (Years) 17.64
Convexity (%) 192.9
Data as of 29/07/2021

Index Composition Breakdown

Maturity Breakdown

1-3Y 1.75%
5-7Y 26.9%
7-10Y 12.12%
10-15Y 2.93%
15-25Y 3.58%
+25Y 51.94%

Sector Breakdown

Government 100%

Ratings Breakdown

AA 17.94%
A 14.67%
BBB 29.57%
BB 22.82%
B 13.64%
CCC 1.36%

Currency Breakdown

USD 100%

Countries Breakdown

Saudi Arabia 13.2%
Indonesia 11.96%
Turkey 10.7%
Qatar 9.96%
United Arab Emirates 7.98%
Mexico 6.78%
Egypt 5.66%
Philippines 5%
Brazil 4.9%
Oman 4.43%
Dominican Republic 3.86%
South Africa 3.36%
Nigeria 1.83%
Russia 1.75%
Ukraine 1.73%
Peru 1.57%
China 1.47%
Romania 1.43%
Sri Lanka 1.36%
Colombia 1.07%
Data as of 29/07/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1686830909
UCITS Yes
Share Class Currency USD
Assets Under Management 316.4m EUR
Total Expense Ratio 0.3%
Dividend Treatment Distribution
Original inception date 06/12/2010
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Unfunded swap)
Umbrella AUM 12,234.9m EUR
ISA Yes
SIPP Yes
German Tax Transparency No
Financial Year End 31/10/2021
Portfolio Managers Raphaël Dieterlen, Jean-Marc Guiot
Swap Counterparty Société Générale
Full Property of the Assets Yes
UKFRS Yes
Inception Date 25/10/2018
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
LSE LEMB LN USD - 26/10/2018 Distribution 19,617USD LU1686830909 379m USD
Xetra LYQS GY EUR - 26/10/2018 Distribution 40,562EUR LU1686830909 319m EUR
SIX Swiss Ex LYLEMB SW USD - 26/10/2018 Distribution 148,438USD LU1686830909 379m USD
Borsa Italiana EMKTB IM EUR - 26/10/2018 Distribution 189,223EUR LU1686830909 319m EUR
Euronext LEMB FP USD - 26/10/2018 Distribution 27,313USD LU1686830909 379m USD
SIX Swiss Ex* LYEMBH SW EUR EUR 26/10/2018 Distribution 90,524EUR LU1686831030 319m EUR
Borsa Italiana* EMBH IM EUR EUR 26/10/2018 Distribution 106,716EUR LU1686831030 319m EUR
*Related Shareclasses

Market Makers

Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

UK
France
Spain
Denmark
Germany
Norway
Finland
Netherlands
Italy
Austria
Sweden
Belgium
Luxembourg
Switzerland
Korea
Data as of 30/07/2021, 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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