HYS

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

Latest NAV
96.9138 EUR
Performance YTD

0.36%

Assets Under Management
131m EUR
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 0.36% 0.48% 3.34% 5.82% 1.6% 5.84% - 7.76%
BofA Merrill Lynch BB-CCC 1-3 Year Euro Developed Markets High Yield Constrained Benchmark Index 0.39% 0.52% 3.47% 6.09% 2.12% 7.46% - 9.69%
Data as of 19/01/2021, Source: Lyxor International Asset Management

Calendar Performance

Product 2020 2019 2018 2017
Lyxor BofAML € Short Term High Yield Bond UCITS ETF - Dist ETF 1.88% 6.64% -2.46% -
BofA Merrill Lynch BB-CCC 1-3 Year Euro Developed Markets High Yield Constrained Benchmark Index 2.4% 7.18% -1.97% -
Data as of 19/01/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
19/01/2021 96.9138 EUR 132m EUR
18/01/2021 96.8463 EUR 131m EUR
15/01/2021 96.8594 EUR 131m EUR
14/01/2021 96.8674 EUR 131m EUR
13/01/2021 96.8959 EUR 131m EUR

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
ISPIM 6 5/8 09/13/23 EUR 2.28%
UCGIM 6.95 10/31/22 EUR 2.03%
TKAGR 1 3/8 03/03/22 EUR 1.67%
FIAT 4 3/4 07/15/22 EUR 1.57%
ZFFNGR 2 3/4 04/27/23 EUR 1.56%
VERISR 5 3/4 12/01/23 EUR 1.5%
TDCDC 7 06/17/23 EUR 1.48%
FCAIM 3 3/8 07/07/23 EUR 1.45%
GASSM 4 1/8 11/29/49 EUR 1.44%
SOFTBK 4 04/20/23 EUR 1.43%
Name Listing Currency Quantity Weight
OPBANK 0.01 11/19/30 EUR 6,715 5.21%
VERISR 5 3/4 12/01/23 EUR 5,775 4.48%
FCAIM 3 3/8 07/07/23 EUR 4,923 4.07%
GASSM 4 1/8 11/29/49 EUR 49 3.95%
ZFFNGR 2 3/4 04/27/23 EUR 49 3.9%
CEIFP 3 1/8 03/20/23 EUR 39 3.18%
SOLBBB 5.869 12/29/49 EUR 3,218 2.87%
F 1.514 02/17/23 EUR 3,339 2.56%
VERISR 3 1/2 05/15/23 EUR 2,911 2.25%
COFP 1.865 06/13/22 EUR 28 2.15%
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 18/01/2021

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 -0.59%
Total Expense Ratio +0.3%
Swap price component estimation =-0.29%

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 138
Further Information www.mlindex.ml.com

INDEX ANALYTICS

Coupon Rate (%) 3.84
Yield (%) 2.56
Duration (Years) 1.98
Modified Duration (Years) 1.71
Maturity (Years) 6.8
Convexity (%) 5.7
Data as of 18/01/2021

Index Composition Breakdown

Sector Breakdown

Consumer Discretionary 27.7%
Financials 22.88%
Materials 15.29%
Communications 12.56%
Industrials 9.01%
Consumer Staples 4.56%
Utilities 4.39%
Energy 2.53%
Technology 1.09%

Maturity Breakdown

0-1Y 1.12%
1-3Y 78.77%
5-7Y 6.37%
7-10Y 2.94%
+25Y 10.4%

Ratings Breakdown

1.16%
BB 71.12%
B 16.12%
CCC 11.59%

Currency Breakdown

EUR 100%

Countries Breakdown

Italy 22.29%
Germany 15.64%
Spain 11.06%
France 10.94%
United States 9.71%
United Kingdom 7.02%
Luxembourg 6.86%
Sweden 4.19%
Denmark 2.63%
Japan 1.84%
Portugal 1.7%
Austria 1.06%
Ireland 0.81%
Belgium 0.76%
Isle of Man 0.74%
Finland 0.7%
Netherlands 0.52%
Russia 0.49%
Lithuania 0.43%
Cyprus 0.34%
China 0.29%
Data as of 18/01/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1617164998
UCITS Yes
Share Class Currency EUR
Assets Under Management 131.4m EUR
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 10,517.6m EUR
Portfolio Managers Raphaël Dieterlen, Sebastien Foy
Swap Counterparty Société Générale
Full Property of the Assets Yes
Financial Year End 31/10/2021
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 141m CHF
Borsa Italiana HYS IM EUR - 18/07/2017 Distribution 254,734EUR LU1617164998 131m 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 19/01/2021, Source: Lyxor International Asset Management
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