ECB

Lyxor EuroMTS Covered Bond Aggregate UCITS ETF - Dist

Latest NAV
136.4517 EUR
Performance YTD

-1.04%

Assets Under Management
58m EUR
TER
0.165%
ISIN
LU1686830065
Dividend Policy
Distribution
Investment Objective

The Lyxor EuroMTS Covered Bond Aggregate UCITS ETF - Dist is a UCITS compliant exchange traded fund that aims to track the benchmark index FTSE MTS Covered Bond (Mid Price) Index. The FTSE MTS Covered Bond (Mid Price) Index measures the performance of the euro-denominated covered bonds from non-sovereign EU issuers, listed on the MTS trading platforms and with at least one year to maturity. These securities include German Oeffentliche and Hypothekenpfandbriefe, French Obligations Foncières, Spanish Cedulas, Irish ACS and UK bonds backed with mortgages and/or public loans. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

ECB

Lyxor EuroMTS Covered Bond Aggregate UCITS ETF - Dist

PERFORMANCE

Performance history

The fund’s performance track record is that of FR0010481127 Lyxor EuroMTS Covered Bond Aggregate UCITS ETF until 26/10/2018. This fund was absorbed by LU1686830065 Lyxor EuroMTS Covered Bond Aggregate 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 EuroMTS Covered Bond Aggregate UCITS ETF - Dist ETF -1.04% 0.18% -0.23% -0.47% 2.03% 1.84% 25.61% 28.3%
FTSE MTS Covered Bond (Mid Price) Index Benchmark Index -0.95% 0.2% -0.26% -0.28% 2.62% 2.81% 27.86% 30.91%
Data as of 18/06/2021, Source: Lyxor International Asset Management
Product 2020 2019 2018 2017
Lyxor EuroMTS Covered Bond Aggregate UCITS ETF - Dist ETF 1.34% 1.71% -0.04% 0.39%
FTSE MTS Covered Bond (Mid Price) Index Benchmark Index 1.53% 1.9% 0.14% 0.57%
Data as of 18/06/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
18/06/2021 136.4517 EUR 58m EUR
17/06/2021 136.448 EUR 58m EUR
16/06/2021 136.4949 EUR 58m EUR
15/06/2021 136.4584 EUR 58m EUR
14/06/2021 136.5435 EUR 58m EUR

Dividend History

Date Amount Currency
09/12/2020 0.7 EUR
08/07/2020 1.04 EUR
11/12/2019 0.88 EUR
10/07/2019 1.2 EUR
11/07/2018 1.49 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 Sector Country
CFF 2 3/8 11/21/22 EUR 2.32% Financials France
CRH 3.3 09/23/22 EUR 2.24% Financials France
CAFFIL 5 3/8 07/08/24 EUR 2.04% Government France
CFF 0 1/2 09/04/24 EUR 2.03% Financials France
CMCICB 0 3/8 09/12/22 EUR 1.88% Financials France
ACACB 4 07/16/25 EUR 1.76% Financials France
CABKSM 3 7/8 02/17/25 EUR 1.73% Financials Spain
SANTAN 1 1/8 11/27/24 EUR 1.6% Financials Spain
BMO 0.2 01/26/23 EUR 1.55% Financials Canada
BPCECB 0 5/8 09/22/27 EUR 1.47% Financials France
Name Listing Currency Quantity Weight Sector Country
DLR 2 1/2 01/16/26 EUR 1,292 2.49% Financials United States
VGASDE 2 7/8 06/12/25 EUR 1,283 2.49% Energy Germany
JDEPNA 0 1/2 01/16/29 EUR 1,446 2.49% Consumer Staples Netherlands
IMBLN 1 3/4 03/18/33 EUR 1,416 2.49% Consumer Staples United Kingdom
ABT 1 1/2 09/27/26 EUR 1,315 2.47% Health Care United States
TDFINF 2 1/2 04/07/26 EUR 13 2.46% Communications France
SANTAN 0 03/28/23 EUR 14 2.45% Financials Spain
CMCICB 0 5/8 02/02/26 EUR 13 2.36% Financials France
MTNA 2 1/4 01/17/24 EUR 1,260 2.31% Materials Luxembourg
MDT 1 1/8 03/07/27 Corp EUR 1,219 2.24% Health Care United States
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 17/06/2021

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 EuroMTS Covered Bond Aggregate UCITS ETF - Dist

1Y Tracking Difference -0.19%
Total Expense Ratio +0.165%
Swap price component estimation =-0.02%

Index Information

Full Name FTSE MTS Covered Bond (Mid Price) Index
Index Type Performance
Index Bloomberg Ticker FMMPCOG5
Index Currency EUR
Number of Index Components 167
Further Information mtsindices.com

INDEX ANALYTICS

Coupon Rate (%) 1.02
Yield (%) -0.15
Duration (Years) 4.46
Modified Duration (Years) 4.47
Maturity (Years) 4.54
Convexity (%) 33.54
Data as of 18/06/2021

Index Composition Breakdown

Maturity Breakdown

1-3Y 37.1%
3-5Y 24.76%
5-7Y 17.75%
7-10Y 15.16%
10-15Y 5.21%

Currency Breakdown

EUR 100%

Ratings Breakdown

AAA 49.1%
AA 21.77%
A 19.85%
BBB 9.28%

Sector Breakdown

Financials 91.61%
Government 5.97%
Materials 2.42%

Countries Breakdown

France 32.28%
Spain 12.09%
Germany 9.85%
Canada 9.29%
Netherlands 7.31%
Norway 6.25%
Italy 5.5%
Sweden 5.33%
Australia 3.19%
Finland 2.96%
United Kingdom 2.52%
Belgium 1.57%
Portugal 0.48%
Japan 0.46%
Austria 0.24%
Ireland 0.23%
South Korea 0.23%
Singapore 0.23%
Data as of 18/06/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1686830065
UCITS Yes
Share Class Currency EUR
Assets Under Management 57.7m EUR
Total Expense Ratio 0.165%
Dividend Treatment Distribution
Original inception date 19/06/2007
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Swap Based)
Umbrella AUM 12,535.2m EUR
Portfolio Managers Raphaël Dieterlen, Jean-Marc Guiot
Swap Counterparty Société Générale
Full Property of the Assets Yes
Financial Year End 31/10/2021
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
Euronext ECB FP EUR - 26/10/2018 Distribution 312EUR LU1686830065 58m EUR
Xetra LCVB GY EUR - 26/10/2018 Distribution 25,087EUR LU1686830065 58m EUR
*Related Shareclasses

Market Makers

Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

UK
France
Denmark
Germany
Norway
Finland
Netherlands
Sweden
Luxembourg
Data as of 18/06/2021, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
28/01/2021

Notice to Shareholders Annual general meeting of Lyxor Index Fund