0001752724-24-044926.txt : 20240228
0001752724-24-044926.hdr.sgml : 20240228
20240228102428
ACCESSION NUMBER: 0001752724-24-044926
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231231
FILED AS OF DATE: 20240228
DATE AS OF CHANGE: 20240228
PERIOD START: 20240630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: NORTHERN LIGHTS FUND TRUST III
CENTRAL INDEX KEY: 0001537140
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22655
FILM NUMBER: 24691261
BUSINESS ADDRESS:
STREET 1: 225 PICTORIA DRIVE
STREET 2: SUITE 450
CITY: CINCINNATI
STATE: OH
ZIP: 45246
BUSINESS PHONE: 631-470-2621
MAIL ADDRESS:
STREET 1: 17605 WRIGHT STREET
CITY: OMAHA
STATE: NE
ZIP: 68130
0001537140
S000037505
Swan Defined Risk Fund
C000115777
Swan Defined Risk Fund Class A Shares
SDRAX
C000115778
Swan Defined Risk Fund Class C Shares
SDRCX
C000115779
Swan Defined Risk Fund Class I Shares
SDRIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001537140
XXXXXXXX
S000037505
C000115778
C000115777
C000115779
NORTHERN LIGHTS FUND TRUST III
811-22655
0001537140
549300PPUECJSQFBYV98
225 PICTORIA DRIVE
SUITE 450
CINCINNATI
45246
631-470-2600
Swan Defined Risk Fund
S000037505
549300A86W0U1NC10X11
2024-06-30
2023-12-31
N
758950807.75
9866634.37
749084173.38
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
3706105.09000000
N
S&P 500 (TR)
500TR
N/A
N/A
SPXW US 12/29/23 P4525
N/A
191.00000000
NC
USD
0.00000000
0.000000
Long
DE
CORP
N/A
N
2
GOLDMAN SACHS & CO LLC
N/A
Put
Purchased
S&P Indices INDEX
78378X107
191.00000000
4525.00000000
USD
2023-12-29
XXXX
-51959.50000000
N
N
N
Select Sector Spdr Trust
5493008JJKIPMEX3CO91
CONSUMER STAPLES SPDR
81369Y308
309700.00000000
NS
USD
22307691.00000000
2.977995236415
Long
EC
RF
US
N
1
N
N
N
N/A
N/A
SPX US 09/20/24 P2400
N/A
-1000.00000000
NC
USD
-687553.99000000
-0.09178594534
Short
DE
CORP
N/A
N
2
GOLDMAN SACHS & CO LLC
N/A
Put
Written
S&P Indices INDEX
78378X107
-1000.00000000
2400.00000000
USD
2024-09-20
XXXX
695406.76000000
N
N
N
Select Sector Spdr Trust
5493008JJKIPMEX3CO91
REAL ESTATE SELECT SECT S
81369Y860
227981.00020000
NS
USD
9132918.87000000
1.219211297548
Long
EC
RF
US
N
1
N
N
N
N/A
N/A
SPX US 12/19/25 P5000
N/A
1414.00000000
NC
USD
57107636.29000000
7.623660773971
Long
DE
CORP
N/A
N
2
GOLDMAN SACHS & CO LLC
N/A
Put
Purchased
S&P Indices INDEX
78378X107
1414.00000000
5000.00000000
USD
2025-12-19
XXXX
254882.79000000
N
N
N
N/A
N/A
SPXW US 12/29/23 C4760
N/A
-191.00000000
NC
USD
-187753.00000000
-0.02506433945
Short
DE
CORP
N/A
N
2
GOLDMAN SACHS & CO LLC
N/A
Call
Written
S&P Indices INDEX
78378X107
-191.00000000
4760.00000000
USD
2023-12-29
XXXX
160432.50000000
N
N
N
N/A
N/A
SPXW US 01/05/24 P4560
N/A
189.00000000
NC
USD
10297.65000000
0.001374698647
Long
DE
CORP
N/A
N
2
GOLDMAN SACHS & CO LLC
N/A
Put
Purchased
S&P Indices INDEX
78378X107
189.00000000
4560.00000000
USD
2024-01-05
XXXX
-63656.02000000
N
N
N
N/A
N/A
SPX US 03/15/24 P3500
N/A
-1000.00000000
NC
USD
-276821.46000000
-0.03695465340
Short
DE
CORP
N/A
N
2
GOLDMAN SACHS & CO LLC
N/A
Put
Written
S&P Indices INDEX
78378X107
-1000.00000000
3500.00000000
USD
2024-03-15
XXXX
1906139.29000000
N
N
N
N/A
N/A
SPXW US 12/29/23 C4640
N/A
-198.00000000
NC
USD
-2570634.00000000
-0.34317024592
Short
DE
CORP
N/A
N
2
GOLDMAN SACHS & CO LLC
N/A
Call
Written
S&P Indices INDEX
78378X107
-198.00000000
4640.00000000
USD
2023-12-29
XXXX
-1798045.77000000
N
N
N
Select Sector Spdr Trust
5493008JJKIPMEX3CO91
TECHNOLOGY SELECT SECT SP
81369Y803
542666.00000000
NS
USD
104452351.68000000
13.94400728141
Long
EC
RF
US
N
1
N
N
N
N/A
N/A
SPXW US 12/29/23 P4410
N/A
198.00000000
NC
USD
0.00000000
0.000000
Long
DE
CORP
N/A
N
2
GOLDMAN SACHS & CO LLC
N/A
Put
Purchased
S&P Indices INDEX
78378X107
198.00000000
4410.00000000
USD
2023-12-29
XXXX
-215431.77000000
N
N
N
Select Sector Spdr Trust
5493008JJKIPMEX3CO91
CONSUMER DISCRETIONARY SE
81369Y407
219708.00000000
NS
USD
39285987.48000000
5.244535777966
Long
EC
RF
US
N
1
N
N
N
First American Funds Inc.
549300J5J5SJCZ9IA369
FRST AM-GV OB-X
31846V336
18066047.67000000
PA
USD
18066047.67000000
2.411751350783
Long
STIV
RF
US
N
1
N
N
N
N/A
N/A
SPX US 12/20/24 P3000
N/A
-1000.00000000
NC
USD
-2149331.58000000
-0.28692791229
Short
DE
CORP
N/A
N
2
GOLDMAN SACHS & CO LLC
N/A
Put
Written
S&P Indices INDEX
78378X107
-1000.00000000
3000.00000000
USD
2024-12-20
XXXX
1943629.17000000
N
N
N
N/A
N/A
SPXW US 01/05/24 C5000
N/A
189.00000000
NC
USD
285.52000000
0.000038115876
Long
DE
CORP
N/A
N
2
GOLDMAN SACHS & CO LLC
N/A
Call
Purchased
S&P Indices INDEX
78378X107
189.00000000
5000.00000000
USD
2024-01-05
XXXX
-10353.15000000
N
N
N
N/A
N/A
SPX US 09/20/24 P1400
N/A
500.00000000
NC
USD
13208.22000000
0.001763249107
Long
DE
CORP
N/A
N
2
GOLDMAN SACHS & CO LLC
N/A
Put
Purchased
S&P Indices INDEX
78378X107
500.00000000
1400.00000000
USD
2024-09-20
XXXX
-182311.41000000
N
N
N
Select Sector Spdr Trust
5493008JJKIPMEX3CO91
FINANCIAL SELECT SECTOR S
81369Y605
1247136.00000000
NS
USD
46892313.60000000
6.259952521545
Long
EC
RF
US
N
1
N
N
N
N/A
N/A
SPXW US 01/12/24 C4820
N/A
-176.00000000
NC
USD
0.00000000
0.000000
Short
DE
CORP
N/A
N
2
GOLDMAN SACHS & CO LLC
N/A
Call
Written
S&P Indices INDEX
78378X107
-176.00000000
4820.00000000
USD
2024-01-12
XXXX
380202.37000000
N
N
N
N/A
N/A
SPX US 03/15/24 P3000
N/A
500.00000000
NC
USD
61064.25000000
0.008151854246
Long
DE
CORP
N/A
N
2
GOLDMAN SACHS & CO LLC
N/A
Put
Purchased
S&P Indices INDEX
78378X107
500.00000000
3000.00000000
USD
2024-03-15
XXXX
-421455.38000000
N
N
N
Select Sector Spdr Trust
5493008JJKIPMEX3CO91
ENERGY SELECT SECTOR SPDR
81369Y506
167921.00000000
NS
USD
14078496.64000000
1.879427858751
Long
EC
RF
US
N
1
N
N
N
N/A
N/A
SPXW US 01/12/24 C5050
N/A
176.00000000
NC
USD
0.00000000
0.000000
Long
DE
CORP
N/A
N
2
GOLDMAN SACHS & CO LLC
N/A
Call
Purchased
S&P Indices INDEX
78378X107
176.00000000
5050.00000000
USD
2024-01-12
XXXX
-4098.91000000
N
N
N
N/A
N/A
SPXW US 12/29/23 C5000
N/A
191.00000000
NC
USD
0.00000000
0.000000
Long
DE
CORP
N/A
N
2
GOLDMAN SACHS & CO LLC
N/A
Call
Purchased
S&P Indices INDEX
78378X107
191.00000000
5000.00000000
USD
2023-12-29
XXXX
-5928.50000000
N
N
N
Select Sector Spdr Trust
5493008JJKIPMEX3CO91
UTILITIES SELECT SECTOR S
81369Y886
133754.00000000
NS
USD
8470640.82000000
1.130799597831
Long
EC
RF
US
N
1
N
N
N
N/A
N/A
SPXW US 01/12/24 P4580
N/A
176.00000000
NC
USD
0.00000000
0.000000
Long
DE
CORP
N/A
N
2
GOLDMAN SACHS & CO LLC
N/A
Put
Purchased
S&P Indices INDEX
78378X107
176.00000000
4580.00000000
USD
2024-01-12
XXXX
-54786.91000000
N
N
N
N/A
N/A
SPX US 03/15/24 P4325
N/A
383.00000000
NC
USD
681700.02000000
0.091004461744
Long
DE
CORP
N/A
N
2
GOLDMAN SACHS & CO LLC
N/A
Put
Purchased
S&P Indices INDEX
78378X107
383.00000000
4325.00000000
USD
2024-03-15
XXXX
-245558.01000000
N
N
N
N/A
N/A
SPXW US 01/05/24 P4800
N/A
-189.00000000
NC
USD
-705797.90000000
-0.09422144067
Short
DE
CORP
N/A
N
2
GOLDMAN SACHS & CO LLC
N/A
Put
Written
S&P Indices INDEX
78378X107
-189.00000000
4800.00000000
USD
2024-01-05
XXXX
433628.43000000
N
N
N
N/A
N/A
SPX US 09/20/24 P3400
N/A
500.00000000
NC
USD
1117333.94000000
0.149159998262
Long
DE
CORP
N/A
N
2
GOLDMAN SACHS & CO LLC
N/A
Put
Purchased
S&P Indices INDEX
78378X107
500.00000000
3400.00000000
USD
2024-09-20
XXXX
-1482685.69000000
N
N
N
N/A
N/A
SPX US 12/20/24 P3600
N/A
500.00000000
NC
USD
2271829.62000000
0.303280953026
Long
DE
CORP
N/A
N
2
GOLDMAN SACHS & CO LLC
N/A
Put
Purchased
S&P Indices INDEX
78378X107
500.00000000
3600.00000000
USD
2024-12-20
XXXX
-2235190.01000000
N
N
N
N/A
N/A
SPXW US 12/29/23 C5100
N/A
198.00000000
NC
USD
0.00000000
0.000000
Long
DE
CORP
N/A
N
2
GOLDMAN SACHS & CO LLC
N/A
Call
Purchased
S&P Indices INDEX
78378X107
198.00000000
5100.00000000
USD
2023-12-29
XXXX
-5749.77000000
N
N
N
N/A
N/A
SPXW US 12/29/23 P4760
N/A
-191.00000000
NC
USD
0.00000000
0.000000
Short
DE
CORP
N/A
N
2
GOLDMAN SACHS & CO LLC
N/A
Put
Written
S&P Indices INDEX
78378X107
-191.00000000
4760.00000000
USD
2023-12-29
XXXX
1009236.50000000
N
N
N
Select Sector Spdr Trust
5493008JJKIPMEX3CO91
HEALTH CARE SELECT SECTOR
81369Y209
335247.00000000
NS
USD
45720985.86000000
6.103584548275
Long
EC
RF
US
N
1
N
N
N
N/A
N/A
SPXW US 01/05/24 C4800
N/A
-189.00000000
NC
USD
-273638.52000000
-0.03652974254
Short
DE
CORP
N/A
N
2
GOLDMAN SACHS & CO LLC
N/A
Call
Written
S&P Indices INDEX
78378X107
-189.00000000
4800.00000000
USD
2024-01-05
XXXX
176882.81000000
N
N
N
N/A
N/A
SPXW US 12/29/23 P4870
N/A
-198.00000000
NC
USD
-1983366.00000000
-0.26477211380
Short
DE
CORP
N/A
N
2
GOLDMAN SACHS & CO LLC
N/A
Put
Written
S&P Indices INDEX
78378X107
-198.00000000
4870.00000000
USD
2023-12-29
XXXX
406684.23000000
N
N
N
Select Sector Spdr Trust
5493008JJKIPMEX3CO91
INDUSTRIAL SELECT SECT SP
81369Y704
280085.00000000
NS
USD
31926889.15000000
4.262123040984
Long
EC
RF
US
N
1
N
N
N
N/A
N/A
SPX US 03/15/24 P4000
N/A
500.00000000
NC
USD
372434.01000000
0.049718579464
Long
DE
CORP
N/A
N
2
GOLDMAN SACHS & CO LLC
N/A
Put
Purchased
S&P Indices INDEX
78378X107
500.00000000
4000.00000000
USD
2024-03-15
XXXX
-2596085.62000000
N
N
N
Ishares Trust
5493000860OXIC4B5K91
ISHARES-C S&P500
464287200
652000.00000000
NS
USD
311414760.00000000
41.57273255351
Long
EC
RF
US
N
1
N
N
N
Select Sector Spdr Trust
5493008JJKIPMEX3CO91
MATERIALS SELECT SECTOR S
81369Y100
101967.00000000
NS
USD
8722257.18000000
1.164389462487
Long
EC
RF
US
N
1
N
N
N
N/A
N/A
SPXW US 01/12/24 P4820
N/A
-176.00000000
NC
USD
0.00000000
0.000000
Short
DE
CORP
N/A
N
2
GOLDMAN SACHS & CO LLC
N/A
Put
Written
S&P Indices INDEX
78378X107
-176.00000000
4820.00000000
USD
2024-01-12
XXXX
1022415.81000000
N
N
N
N/A
N/A
SPX US 12/20/24 P2400
N/A
500.00000000
NC
USD
541546.13000000
0.072294429550
Long
DE
CORP
N/A
N
2
GOLDMAN SACHS & CO LLC
N/A
Put
Purchased
S&P Indices INDEX
78378X107
500.00000000
2400.00000000
USD
2024-12-20
XXXX
-422973.50000000
N
N
N
Select Sector Spdr Trust
5493008JJKIPMEX3CO91
COMM SERV SELECT SECTOR S
81369Y852
427968.00000000
NS
USD
31096154.88000000
4.151223051434
Long
EC
RF
US
N
1
N
N
N
2024-01-26
NORTHERN LIGHTS FUND TRUST III
Rich Gleason
Rich Gleason
Treasurer