HEGD

Swan Hedged Equity US Large Cap ETF

CBOE S&P 500 95-110 Collar PR USD

NAV as of 28-Sep-2023

18.1674

4 Week: 18.11 - 18.83

52 Week: 16.78 - 18.86

Latest Closing Price

18.11

Premium / Discount

0.24

Expense Ratio

0.83%

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:
213,156,909
Launch Date:
21/12/2020
Asset Class:
Alternative
Replication Method:
Not Applicable
Number of Holdings:
16
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
YTD5.530.589.48
1 Day-0.360.000.00
1 Week-0.550.83-0.66
1 Month-3.471.93-1.79
3 Months-1.253.49-0.36
6 Months4.015.060.79
1 Year7.5710.410.73
2 Years-1.8715.46-0.12
3 Years0.000.000.00
5 Years0.000.000.00
10 Years0.000.000.00

Price History

-

Annual Performance Return

2013201420152016201720182019202020212022
Price (%) 0.00000.00000.00000.00000.00000.00000.00000.000016.8669-10.8400
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.00000.00000.00000.00000.00000.00000.00000.000016.000071.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
28/12/202202/01/20230.1492
28/12/202130/12/20210.0614

Portfolio Data

Total Number of Holdings: 16

Number of Bond Holdings: 0

Number of Equity Holdings: 4

Total Market Value: 213,156,909

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1SPDR® S&P 500 ETF Trust91.6845397,6422,100170,397,550
2Option on S&P 500 PR6.844920220212,721,325
3Option on S&P 500 PR3.46841151156,446,086
4Option on S&P 500 PR2.793053535,190,822
5Spy Opti Put Opt 12/24 3751.80996636633,363,661
6Option on S&P 500 PR1.66721061063,098,539
7Option on S&P 500 PR1.48282292292,755,746
8SPY OPTI CLL OPT 12/24 4551.16493823822,164,937
9Option on S&P 500 PR0.66572292291,237,208

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant51.33
Large38.32
Medium18.40
Small0.28
Micro0.00

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

20.0290

Price/Book*

3.6626

Price/Sales*

2.2752

Price/Cash Flow*

13.4840

Dividend Yield*

1.6798

Growth Measures

Long-Term Earnings

11.7946

Historical Earnings

15.0288

Sales Growth

11.3994

Cash-Flow Growth

7.9896

Book-Value Growth

4.6383

*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

© 2019 Morningstar. All Rights Reserved. The information, data, analyses and opinions (“Information”) contained herein:

(1) include the proprietary information of Morningstar and Morningstar’s third party licensors;
(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.

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