HEGD Swan Hedged Equity US Large Cap ETF
CBOE S&P 500 95-110 Collar

NAV as of 25-May-2022

17.3650

4 Week: 17.17 - 17.96

52 Week: 17.17 - 19.64

Latest Closing Price

17.48

Premium / Discount

0.08

Expense Ratio

0.82%

Investment Objective

The investment seeks long term capital appreciation while mitigating overall market risk. The fund is an actively-managed ETF that pursues its investment objective by investing at least 80% of its net assets (plus any borrowings for investment purposes) directly and indirectly through one or more other investment companies, including ETFs, in equity securities of large capitalization U.S. companies. It may buy and sell put and call options. The fund is non-diversified.

Main Fund Characteristics

Fund Manager:
Swan
Asset Under Management:
222,047,017
Launch Date:
21/12/2020
Asset Class:
Alternative
Replication Method:
Not Applicable
Number of Holdings:
18
Trading Currency:
USD
Style:
Large Blend
Region/Sector/Strategy:
N.A / N.A / N.A
Exchange:
CBOEBZX

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD-9.940.89-11.21
1 Day0.520.000.00
1 Week2.241.221.83
1 Month-1.514.83-0.31
3 Months-4.307.16-0.60
6 Months-8.069.66-0.83
1 Year-1.1811.18-0.11
2 Years0.000.000.00
3 Years0.000.000.00
5 Years0.000.000.00
10 Years0.000.000.00

Price History

-

Annual Performance Return

2012201320142015201620172018201920202021
Price (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.000016.8669
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.00000.00000.00000.00000.00000.00000.00000.00000.000016.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
28/12/202130/12/20210.0614

Portfolio Data

Total Number of Holdings: 18

Number of Bond Holdings: 0

Number of Equity Holdings: 15

Total Market Value: 222,047,017

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1iShares Core S&P 500 ETF83.9578374,8071,600149,641,695
2Spy Opti Put Opt 12/22 50014.60182,490826,025,480
3Spy Opti Put Opt 12/23 45511.80602,900021,042,400
4Spy Opti Put Opt 12/22 4508.38502,490814,944,980
5Spy Opti Put Opt 12/23 4351.568746202,796,024
6Spy Opti Put Opt 6/22 4001.54191,83702,748,152
7Spy Opti Cll Opt 12/23 5150.53191,382-8948,052
8Spy Opti Put Opt 6/22 4650.42041080749,358
9Spy Opti Put Opt 6/23 4700.3314740590,742

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant40.41
Large30.22
Medium13.07
Small0.03
Micro0.00

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

17.5789

Price/Book*

3.3281

Price/Sales*

2.2691

Price/Cash Flow*

11.5262

Dividend Yield*

1.7845

Growth Measures

Long-Term Earnings

13.6843

Historical Earnings

25.5294

Sales Growth

8.1052

Cash-Flow Growth

11.8548

Book-Value Growth

8.1479

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

0

Bond Statitics

DetailValue
Average Effective Duration0
Average Effective Maturity (Years)*0
Average Credit Quality0
Average Weighted Coupon*0
Average Weighted Price*0

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
N.A

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
N.A

Data Source: Morningstar

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(2) may not be copied or redistributed except as specifically authorised;
(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
(5) are not warranted to be complete, accurate or timely; and
(6) may be drawn from fund data published on various dates.

Morningstar and Phillip Securities Pte Ltd are not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.

For the most up-to-date fund’s data and information, a copy of the fund factsheet, information or prospectus may be obtained from the respective ETF issuer.