ECB

Lyxor EuroMTS Covered Bond Aggregate UCITS ETF - Dist

Latest NAV
137.0189 EUR
Performance YTD

-0.63%

Assets Under Management
72m 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.

Cumulative Performance

Product YTD 1M 3M 6M 1Y 3Y 5Y ALL
Lyxor EuroMTS Covered Bond Aggregate UCITS ETF - Dist ETF -0.63% -0.35% -0.62% -0.43% -0.65% 2.83% 3.34% 28.83%
FTSE MTS Covered Bond (Mid Price) Index Benchmark Index -0.6% -0.34% -0.58% -0.33% -0.45% 3.42% 4.32% 31.38%
Data as of 04/03/2021, Source: Lyxor International Asset Management

Calendar Performance

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 04/03/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
04/03/2021 137.0189 EUR 72m EUR
03/03/2021 136.9735 EUR 72m EUR
02/03/2021 137.1399 EUR 72m EUR
01/03/2021 137.0997 EUR 72m EUR
26/02/2021 136.7689 EUR 72m 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
CRH 3.3 09/23/22 EUR 2.7%
CFF 0 1/2 09/04/24 EUR 2.2%
ABNANV 1 1/4 01/10/33 EUR 2%
CAFFIL 5 3/8 07/08/24 EUR 1.78%
CFF 2 3/8 11/21/22 EUR 1.74%
ACACB 4 07/16/25 EUR 1.72%
SANTAN 1 1/8 11/27/24 EUR 1.56%
BMO 0.2 01/26/23 EUR 1.5%
CAFFIL 0 5/8 04/13/26 EUR 1.49%
BNS 0 3/8 03/10/23 EUR 1.4%
Name Listing Currency Quantity Weight
FCCSER 1.661 12/04/26 EUR 1,675 2.49%
MTNA 2 1/4 01/17/24 EUR 1,703 2.49%
CAFFIL 1 04/25/28 EUR 16 2.44%
LEED 2 5/8 04/01/21 EUR 1,662 2.38%
DHR 0 3/4 09/18/31 EUR 1,652 2.34%
SANTAN 0 03/28/23 EUR 16 2.25%
HSBC 0 10/05/23 EUR 1,565 2.19%
MO 3 1/8 06/15/31 EUR 1,288 2.13%
DHR 2 1/2 07/08/25 EUR 1,322 2.06%
EOANGR 0 3/8 09/29/27 EUR 1,451 2.06%
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 03/03/2021

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 -0.2%
Total Expense Ratio +0.165%
Swap price component estimation =-0.04%

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 177
Further Information mtsindices.com

INDEX ANALYTICS

Coupon Rate (%) 1.09
Yield (%) -0.23
Duration (Years) 4.57
Modified Duration (Years) 4.58
Maturity (Years) 4.64
Convexity (%) 34.47
Data as of 04/03/2021

Index Composition Breakdown

Maturity Breakdown

1-3Y 35.52%
3-5Y 26.34%
5-7Y 17.65%
7-10Y 13.91%
10-15Y 5.89%

Currency Breakdown

EUR 100%

Ratings Breakdown

AAA 47.9%
AA 23.14%
A 19.68%
BBB 9.06%
BB 0.22%

Sector Breakdown

Financials 91.07%
Government 6.4%
Materials 2.53%

Countries Breakdown

France 31.91%
Spain 12.19%
Germany 9.43%
Canada 9.33%
Netherlands 7.14%
Norway 5.65%
Sweden 5.64%
Italy 5.37%
Australia 3.45%
United Kingdom 2.98%
Finland 2.89%
Belgium 1.53%
Portugal 0.7%
Japan 0.45%
Denmark 0.24%
Austria 0.23%
Ireland 0.23%
New Zealand 0.22%
Singapore 0.22%
South Korea 0.22%
Data as of 02/03/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1686830065
UCITS Yes
Share Class Currency EUR
Assets Under Management 71.9m 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 11,236m 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

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 3,990EUR LU1686830065 72m EUR
Xetra LCVB GY EUR - 26/10/2018 Distribution 8,921EUR LU1686830065 72m 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 04/03/2021, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
28/01/2021

Notice to Shareholders Annual general meeting of Lyxor Index Fund