HYST

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

Latest NAV
68.754 GBP
Performance YTD

-0.87%

Assets Under Management
20m GBP
TER
0.3%
ISIN
LU1617164055
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 US High Yield Constrained Index. The BofA Merrill Lynch BB-CCC 1-3 Year US High Yield Constrained Index is representative of the performance of the short dated, USD 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.

HYST

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 -0.87% -1.16% -1.61% 0.57% -3.7% 13.01% - 6.84%
BofA Merrill Lynch BB-CCC 1-3 Year US High Yield Constrained Index Benchmark Index -0.79% -1.12% -1.49% 0.83% -3.21% 14.73% - 8.82%
Data as of 26/02/2021, Source: Lyxor International Asset Management

Calendar Performance

Product 2020 2019 2018 2017
Lyxor BofAML $ Short Term High Yield Bond UCITS ETF - Dist ETF -0.58% 3.62% 8.24% -
BofA Merrill Lynch BB-CCC 1-3 Year US High Yield Constrained Index Benchmark Index -0.07% 4.14% 8.79% -
Data as of 26/02/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
26/02/2021 68.754 GBP 20m GBP
25/02/2021 68.0845 GBP 20m GBP
24/02/2021 68.3127 GBP 20m GBP
23/02/2021 68.2425 GBP 20m GBP
22/02/2021 68.4889 GBP 20m GBP

Dividend History

Date Amount Currency
08/07/2020 5.54 USD
10/07/2019 6.12 USD
11/07/2018 6.39 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
CCL 11 1/2 04/01/23 USD 2.01%
NEWLSQ 15 1/2 11/01/23 USD 1.91%
S 7 7/8 09/15/23 USD 1.33%
THC 6 3/4 06/15/23 USD 1.32%
PETM 7 1/8 03/15/23 USD 1.26%
CYH 11 06/30/23 USD 1.22%
EDF 5 1/4 PERP USD 1.16%
DISH 5 7/8 07/15/22 USD 1.14%
DB 4.296 05/24/28 USD 0.99%
CTL 5.8 03/15/22 USD 0.95%
Name Listing Currency Quantity Weight
WIT WI 10/31/26 USD 55,954 20.64%
T 4 3/8 05/15/41 USD 40,024 19.66%
T 3 3/8 11/15/48 USD 39,217 17.13%
T 2 1/2 05/15/46 USD 27,155 10.07%
T 2 02/15/50 USD 25,335 8.37%
ACAFP 0 04/24/23 USD 1,376 4.92%
T 2 7/8 05/15/28 USD 10,467 4.16%
T 2 7/8 08/15/28 USD 7,148 2.83%
T2 3/8 04/15/21 USD 7,249 2.58%
ACAFP 0 04/24/23 USD 674 2.41%
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 25/02/2021

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 -0.49%
Total Expense Ratio +0.3%
Swap price component estimation =-0.19%

Index Information

Full Name BofA Merrill Lynch BB-CCC 1-3 Year US High Yield Constrained Index
Index Type Performance
Index Bloomberg Ticker H1AC
Index Currency USD
Number of Index Components 256
Further Information www.mlindex.ml.com

INDEX ANALYTICS

Coupon Rate (%) 6.26
Yield (%) 3.86
Duration (Years) 1.67
Modified Duration (Years) 1.36
Maturity (Years) 1.72
Convexity (%) 4
Data as of 25/02/2021

Index Composition Breakdown

Sector Breakdown

Consumer Discretionary 23.26%
Communications 14.72%
Financials 14.24%
Energy 11.94%
Materials 9.83%
Industrials 7.52%
Health Care 5.74%
Technology 5.34%
Utilities 4.63%
Others 2.79%

Maturity Breakdown

0-1Y 3.32%
1-3Y 91.84%
7-10Y 1.2%
+25Y 2.98%

Ratings Breakdown

BB 57.64%
B 25.91%
CCC 16.45%

Currency Breakdown

USD 100%

Countries Breakdown

United States 81.45%
Canada 5.51%
France 2.2%
Germany 2.17%
Panama 2.01%
United Kingdom 1.4%
Australia 1.16%
Liberia 0.73%
Netherlands 0.69%
Denmark 0.49%
Cayman Islands 0.41%
Finland 0.33%
Luxembourg 0.32%
Belgium 0.23%
New Zealand 0.22%
Puerto Rico 0.21%
Macedonia 0.18%
Marshall Islands 0.17%
Spain 0.11%
Data as of 24/02/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1617164055
UCITS Yes
Share Class Currency USD
Assets Under Management 20.2m GBP
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 9,491.9m GBP
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 HYST BW CHF - 24/05/2019 Distribution - LU1617164055 26m CHF
LSE HYST LN USD - 07/07/2017 Distribution 11,241USD LU1617164055 28m USD
LSE STUB LN GBP - 07/07/2017 Distribution 6,502GBP LU1617164055 20m GBP
BX Swiss* HYSTH BW EUR EUR 24/05/2019 Distribution - LU1617164212 23m EUR
Borsa Italiana* HYSTH IM EUR EUR 18/07/2017 Distribution 36,518EUR LU1617164212 23m EUR
*Related Shareclasses

Market Makers

Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

Luxembourg
Finland
UK
Spain
Netherlands
Italy
France
Sweden
Germany
Belgium
Ireland
Switzerland
Korea
Data as of 26/02/2021, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
28/01/2021

Notice to Shareholders Annual general meeting of Lyxor Index Fund