HYST

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

Latest NAV
69.5668 GBP
Performance YTD

0.3%

Assets Under Management
16m 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.

PLEASE BE INFORMED THAT THIS ETF WILL BE LIQUIDATED AS OF 26.05.2021. FOR FURTHER DETAILS PLEASE REFER TO THE INVESTOR NOTICE IN THE “DOCUMENTS” SECTIONS.

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 0.3% -1.85% 0.71% -0.73% 3.12% 10.55% - 8.1%
BofA Merrill Lynch BB-CCC 1-3 Year US High Yield Constrained Index Benchmark Index 0.49% -1.81% 0.84% -0.48% 3.65% 12.24% - 10.23%
Data as of 13/05/2021, 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 13/05/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
13/05/2021 69.5668 GBP 16m GBP
12/05/2021 69.3183 GBP 16m GBP
11/05/2021 69.1079 GBP 21m GBP
10/05/2021 69.189 GBP 21m GBP
07/05/2021 69.9464 GBP 23m 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
NEWLSQ 15 1/2 11/01/23 USD 2.02%
CCL 11 1/2 04/01/23 USD 1.99%
SLH 10 1/2 03/01/24 USD 1.56%
THC 6 3/4 06/15/23 USD 1.55%
VRXCN 7 03/15/24 USD 1.38%
S 7 7/8 09/15/23 USD 1.32%
DB 4.296 05/24/28 USD 1.18%
EDF 5 1/4 PERP USD 1.15%
DISH 5 7/8 07/15/22 USD 1.14%
BWY 5 1/2 04/15/24 USD 1.1%
Name Listing Currency Quantity Weight
T 3 1/8 02/15/42 USD 55,602 28.94%
T 3 5/8 08/15/43 USD 50,428 28.26%
T 1 3/8 08/31/26 USD 33,626 15.56%
WIT WI 11/30/26 USD 17,022 7.99%
T 3 02/15/48 USD 14,677 7.5%
TII 0 1/8 01/15/22 USD 5,522 2.98%
ASIA 3 1/8 09/26/28 USD 299 1.51%
KFW 1 3/4 09/14/29 USD 298 1.36%
JPM 0 06/18/22 USD 252 1.14%
EIB 2 3/8 05/24/27 USD 209 1.02%
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 12/05/2021

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 -0.53%
Total Expense Ratio +0.3%
Swap price component estimation =-0.23%

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 218
Further Information www.mlindex.ml.com

INDEX ANALYTICS

Coupon Rate (%) 6.32
Yield (%) 3.68
Duration (Years) 1.85
Modified Duration (Years) 1.41
Maturity (Years) 1.74
Convexity (%) 4.6
Data as of 12/05/2021

Index Composition Breakdown

Sector Breakdown

Consumer Discretionary 22.13%
Communications 14.61%
Financials 14.36%
Materials 10.07%
Energy 9.84%
Technology 8.7%
Industrials 7.24%
Health Care 5.11%
Utilities 5.04%
Others 2.89%

Maturity Breakdown

1-3Y 94.62%
7-10Y 1.67%
+25Y 2.73%

Ratings Breakdown

BB 58.45%
B 24.47%
CCC 17.09%

Currency Breakdown

USD 100%

Countries Breakdown

United States 80.8%
Canada 5.41%
France 2.21%
Germany 2.04%
Panama 1.99%
United Kingdom 1.64%
Netherlands 0.79%
Liberia 0.79%
Sweden 0.68%
Denmark 0.58%
Cayman Islands 0.5%
Finland 0.39%
Luxembourg 0.39%
Australia 0.36%
Belgium 0.27%
New Zealand 0.26%
Ireland 0.25%
Puerto Rico 0.24%
Macedonia 0.22%
Marshall Islands 0.2%
Data as of 12/05/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1617164055
UCITS Yes
Share Class Currency USD
Assets Under Management 15.8m 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 10,227.9m 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 20m CHF
LSE HYST LN USD - 07/07/2017 Distribution 21,389USD LU1617164055 22m USD
LSE STUB LN GBP - 07/07/2017 Distribution 18,994GBP LU1617164055 16m GBP
BX Swiss* HYSTH BW EUR EUR 24/05/2019 Distribution - LU1617164212 18m EUR
Borsa Italiana* HYSTH IM EUR EUR 18/07/2017 Distribution 101,829EUR LU1617164212 18m 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 13/05/2021, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
22/04/2021

Notice to Shareholders Liquidation Lyxor BofAML $ Short Term High Yield Bond UCITS ETF

Notice to Shareholders
28/01/2021

Notice to Shareholders Annual general meeting of Lyxor Index Fund

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