ECB

Lyxor EuroMTS Covered Bond Aggregate UCITS ETF - Dist

Latest NAV
117.5655 EUR
Performance YTD

-11.97%

Assets Under Management
22m 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 1Y 3Y
Lyxor EuroMTS Covered Bond Aggregate UCITS ETF - Dist -12.58% -4.78%
Benchmark Index -12.41% -4.59%
Data as of 27/09/2022, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor EuroMTS Covered Bond Aggregate UCITS ETF - Dist -11.97% -3.34% -3.97% -12.58% -13.68% - - -10.94%
Benchmark Index -11.84% -3.32% -3.92% -12.41% -13.17% - - -10.27%
Data as of 27/09/2022, Source: Lyxor International Asset Management
Product 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Lyxor EuroMTS Covered Bond Aggregate UCITS ETF - Dist -2.04% 1.34% 1.71% - - - - - - -
Benchmark Index -1.85% 1.53% 1.9% - - - - - - -
Data as of 27/09/2022, Source: Lyxor International Asset Management

At 14/11/2014, the index reference changed from EuroMTS Covered Bond Index 1730 CET 1-15 year to FTSE MTS Covered Bond (Mid Price) Index.

NAV History

Date NAV Currency Fund AUM
27/09/2022 117.3737 EUR 22m EUR
26/09/2022 117.9353 EUR 22m EUR
23/09/2022 118.346 EUR 22m EUR
22/09/2022 118.7876 EUR 22m EUR
21/09/2022 119.2834 EUR 22m EUR

Dividend History

Date Amount Currency
06/07/2022 0.61 EUR
08/12/2021 0.44 EUR
07/07/2021 0.66 EUR
09/12/2020 0.7 EUR
08/07/2020 1.04 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 4 10/24/25 EUR 2.27% Financials France
CABKSM 3 7/8 02/17/25 EUR 2.05% Financials Spain
TD 0 02/09/24 EUR 1.9% Financials Canada
CAFFIL 5 3/8 07/08/24 EUR 1.88% Government France
ACACB 4 07/16/25 EUR 1.88% Financials France
BPCECB 0.01 05/27/30 EUR 1.55% Financials France
RY 0 1/8 04/26/27 EUR 1.55% Financials Canada
CAFFIL 0 5/8 04/13/26 EUR 1.51% Government France
ABNANV 1 1/4 01/10/33 EUR 1.49% Financials Netherlands
CRH 3.6 03/08/24 EUR 1.45% Financials France
Name Listing Currency Quantity Weight Sector Country
ITALIAN REPUB STRIP 0% 01Aug31 EUR 1.04m 3.25% Government Italy
NRW.BANK 2.5% Sep37 EUR 611,000 2.67% Government Germany
ARCELORMITTAL 4.875% Sep26 EMTN EUR 550,000 2.49% Materials Luxembourg
TOYOTA MTR CR 0.25% Jul26 EMTN EUR 613,000 2.49% Consumer Discretionary United States
CAISS DESJARD 2% Aug26 EUR 564,000 2.48% Financials Canada
VOLKSWAGEN FI 0.875% Jan28 EMTN EUR 637,000 2.47% Consumer Discretionary Germany
OMV AG 1.875% Dec28 EMTN EUR 580,000 2.47% Energy Austria
DIAGEO CAPITA 1.875% Jun34 EUR 631,000 2.45% Consumer Staples United Kingdom
BARCLAYS PLC VAR Aug29 EUR 691,000 2.45% Financials United Kingdom
VOLKSWAGEN BA 0.75% Jun23 EMTN EUR 539,000 2.43% Consumer Discretionary Germany
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 26/09/2022

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 -0.17%
Total Expense Ratio +0.165%
Swap price component estimation =-0.01%

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 (%) 0.98
Yield (%) 3.16
Duration (Years) 4.33
Modified Duration (Years) 4.2
Maturity (Years) 4.63
Convexity (%) 28.28
Data as of 27/09/2022

Index Composition Breakdown

Maturity Breakdown

1-3Y 35.18%
3-5Y 28.09%
5-7Y 18.65%
7-10Y 13.47%
10-15Y 4.61%

Currency Breakdown

EUR 100%

Sector Breakdown

Financials 88%
Government 6.09%
Real Estate 5.65%
Diverisified Banks 0.26%

Ratings Breakdown

AAA 49.11%
AA 23.44%
A 18.73%
BBB 8.72%

Countries Breakdown

France 30.83%
Canada 13.44%
Germany 11.58%
Spain 10.05%
Netherlands 7.3%
Sweden 5.21%
Norway 5.12%
Australia 4.15%
Italy 4.14%
Finland 2.77%
United Kingdom 1.83%
Belgium 1.29%
Singapore 0.59%
Japan 0.5%
Portugal 0.49%
South Korea 0.47%
Austria 0.23%
Data as of 27/09/2022, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1686830065
UCITS Yes
Share Class Currency EUR
Assets Under Management 21.9m EUR
Total Expense Ratio 0.165%
Dividend Treatment Distribution
Original inception date 19/06/2007
Tax data (PEA) No
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Unfunded swap)
Umbrella AUM 13,190m EUR
Portfolio Managers Raphaël Dieterlen, Jean-Marc Guiot
Swap Counterparty Société Générale
Full Property of the Assets Yes
Financial Year End 31/10/2022
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
Xetra LCVB GY EUR - 26/10/2018 Distribution - LU1686830065 22m 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 27/09/2022, Source: Lyxor International Asset Management

DOCUMENTS

ETF Name Type Language Publication Date Size
Lyxor EuroMTS Covered Bond Aggregate UCITS ETF - Dist
Prospectus French 03/05/2022 2051 Ko
Lyxor EuroMTS Covered Bond Aggregate UCITS ETF - Dist
Annual Reports English 31/10/2021 5391 Ko

NEWS

Notice to Shareholders
20/05/2022

Notice to Shareholders Change of Registered Office - Lyxor Index Fund

Notice to Shareholders
09/02/2022

Notice to Shareholders Lyxor Index Fund - Annual General Meeting

Notice to Shareholders
28/01/2021

Notice to Shareholders Annual general meeting of Lyxor Index Fund

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