YIEL

Lyxor BofAML € High Yield Ex-Financial Bond UCITS ETF - Dist

Latest NAV
112.4282 EUR
Performance YTD

0.39%

Assets Under Management
80m EUR
TER
0.25%
ISIN
LU1812090543
Dividend Policy
Distribution
Investment Objective

The Lyxor BofAML € High Yield Ex-Financial Bond UCITS ETF - Dist is a UCITS compliant exchange traded fund that aims to track the benchmark index BofA Merrill Lynch BB-CCC Euro Developed Markets Non-Financial High Yield Constrained. The index is representative of the performance of the EUR denominated sub-investment grade corporate bond market issued by non-financial companies. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

LIAM informs investors that the Benchmark Index will change for the “Bloomberg Barclays MSCI Euro Corporate High Yield SRI Sustainable Index” (the “ New Benchmark Index”). The switch from the Benchmark Index to the New Benchmark Index will be implemented over a period of 26 Business Days starting February 3, 2021 and ending on March 11, 2021. During this period, performance of the Sub-Fund will differ from performance of the Benchmark Index.

YIEL

Lyxor BofAML € High Yield Ex-Financial Bond UCITS ETF - Dist

PERFORMANCE

Performance history

The fund’s performance track record is that of FR0010975771 Lyxor BofAML € High Yield Ex-Financial Bond UCITS ETF - Dist until 26/10/2018. This fund was absorbed by LU1812090543 Lyxor BofAML € High Yield Ex-Financial Bond 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 BofAML € High Yield Ex-Financial Bond UCITS ETF - Dist ETF 0.39% -0.08% 1.13% 4.81% 2.33% 7.69% 24.74% 56.28%
BofA Merrill Lynch BB-CCC Euro Developed Markets Non-Financial High Yield Constr Benchmark Index 0.78% 0.26% 1.6% 5.48% 3.35% 10.3% 30.08% 66.97%
Data as of 26/02/2021, Source: Lyxor International Asset Management

Calendar Performance

Product 2020 2019 2018 2017
Lyxor BofAML € High Yield Ex-Financial Bond UCITS ETF - Dist ETF 1.34% 10.28% -4.68% 4.77%
BofA Merrill Lynch BB-CCC Euro Developed Markets Non-Financial High Yield Constr Benchmark Index 2.06% 11.06% -4.01% 6.01%
Data as of 26/02/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
26/02/2021 112.247 EUR 79m EUR
25/02/2021 112.6037 EUR 80m EUR
24/02/2021 112.7511 EUR 80m EUR
23/02/2021 112.7641 EUR 80m EUR
22/02/2021 112.8056 EUR 80m EUR

Dividend History

Date Amount Currency
08/07/2020 3.56 EUR
10/07/2019 4.21 EUR
11/07/2018 4.31 EUR
12/07/2017 4.75 EUR
06/07/2016 5.6 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
VOD 3.1 01/03/79 EUR 0.66%
STADAH 3 1/2 09/30/24 EUR 0.55%
TKAGR 2 7/8 02/22/24 EUR 0.49%
NFLX 3 5/8 05/15/27 EUR 0.48%
SFRFP 8 05/15/27 EUR 0.47%
TELEFO 4 3/8 PERP EUR 0.46%
RX 3 1/4 03/15/25 EUR 0.46%
NFLX 3 7/8 11/15/29 EUR 0.46%
EDF 5 3/8 01/29/49 EUR 0.45%
NFLX 4 5/8 05/15/29 EUR 0.44%
Name Listing Currency Quantity Weight
ATALIA 4 05/15/24 EUR 2,679 3.24%
ATLIM 1 7/8 07/13/27 EUR 2,379 3.02%
EOFP 2 5/8 06/15/25 EUR 2,355 3%
COFP 2.33 02/07/25 EUR 23 2.81%
VMDTEF 3 1/4 01/31/31 EUR 2,159 2.77%
CMACG 7 1/2 01/15/26 EUR 1,937 2.67%
GRFSM 3.2 05/01/25 EUR 2,092 2.66%
STYRO 2 1/4 01/16/27 EUR 2,171 2.66%
CCL 1 10/28/29 EUR 2,780 2.63%
CHEPDE 4 3/8 01/15/28 EUR 1,870 2.43%
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 € High Yield Ex-Financial Bond UCITS ETF - Dist

1Y Tracking Difference -1.02%
Total Expense Ratio +0.25%
Swap price component estimation =-0.77%

Index Information

Full Name BofA Merrill Lynch BB-CCC Euro Developed Markets Non-Financial High Yield Constr
Index Type Performance
Index Bloomberg Ticker HEDX
Index Currency EUR
Number of Index Components 528
Further Information www.mlindex.ml.com

INDEX ANALYTICS

Coupon Rate (%) 3.47
Yield (%) 2.53
Duration (Years) 4.27
Modified Duration (Years) 3.37
Maturity (Years) 6.8
Convexity (%) 25
Data as of 25/02/2021

Index Composition Breakdown

Sector Breakdown

Consumer Discretionary 26.03%
Communications 19.19%
Industrials 14.68%
Materials 13.99%
Utilities 6.93%
Consumer Staples 4.99%
Financials 4.69%
Technology 3.49%
Health Care 3.4%
Others 2.62%

Maturity Breakdown

1-3Y 16.17%
3-5Y 34.48%
5-7Y 22.59%
7-10Y 10.02%
+25Y 15.08%

Ratings Breakdown

BB 68.44%
B 23.79%
CCC 7.77%

Currency Breakdown

EUR 100%

Countries Breakdown

France 17.53%
United States 16.5%
Germany 14.46%
Italy 10.2%
Spain 8.58%
Luxembourg 7.42%
Netherlands 6.8%
United Kingdom 6.56%
Sweden 3.42%
Ireland 1.71%
Finland 1.7%
Belgium 1.02%
Switzerland 0.7%
Portugal 0.68%
Austria 0.66%
Denmark 0.62%
Multi Nationaux 0.4%
Greece 0.36%
Isle of Man 0.29%
Jersey 0.11%
Lithuania 0.1%
Norway 0.08%
China 0.07%
Data as of 24/02/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1812090543
UCITS Yes
Share Class Currency EUR
Assets Under Management 79.5m EUR
Total Expense Ratio 0.25%
Dividend Treatment Distribution
Original inception date 06/01/2011
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Swap Based)
Umbrella AUM 11,195.9m 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
SIX Swiss Ex LYYIEL SW EUR - 26/10/2018 Distribution 1,452EUR LU1812090543 79m EUR
Xetra LYQY GY EUR - 26/10/2018 Distribution 21,895EUR LU1812090543 79m EUR
Borsa Italiana HY IM EUR - 26/10/2018 Distribution 174,055EUR LU1812090543 79m EUR
Euronext YIEL FP EUR - 26/10/2018 Distribution 37,861EUR LU1812090543 79m EUR
LSE YIEL LN EUR - 26/10/2018 Distribution 18,409EUR LU1812090543 79m EUR
*Related Shareclasses

Market Makers

Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

Spain
Belgium
Norway
France
Finland
Germany
Austria
Sweden
Italy
UK
Denmark
Switzerland
Luxembourg
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

Notice to Shareholders
05/01/2021

Notice to Shareholders Changes Lyxor BofAML € High Yield Ex Financial Bond UCITS ETF

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