Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q4 2022 (← Previous) (Next →)

Filing Date: Feb 10, 2023

Total Value ($000): $2,553 (100.0% shares, 0.0% debt)

Holdings (26)

— SPDR S&P 500 ETF TR 34.7%

Value ($000) $887 Shares 2,351,100 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 18.3%

Value ($000) $467 Shares 1,170,028 Est. Cost $213.27 Unrealized —

— SPDR S&P 500 ETF TR 8.6%

Value ($000) $219 Shares 500,300 Est. Cost — Unrealized —

XLK SELECT SECTOR SPDR TR 8.4%

Value ($000) $215 Shares 1,631,631 Est. Cost $4077.92 Unrealized —

XLV SELECT SECTOR SPDR TR 4.9%

Value ($000) $125 Shares 917,188 Est. Cost $7416.22 Unrealized —

XLF SELECT SECTOR SPDR TR 3.8%

Value ($000) $96 Shares 2,684,397 Est. Cost $2915.55 Unrealized —

XLY SELECT SECTOR SPDR TR 3.3%

Value ($000) $85 Shares 598,221 Est. Cost $9059.35 Unrealized —

XLI SELECT SECTOR SPDR TR 2.7%

Value ($000) $70 Shares 696,608 Est. Cost $7838.15 Unrealized —

XLC SELECT SECTOR SPDR TR 2.3%

Value ($000) $60 Shares 1,200,681 Est. Cost $48.83 Unrealized —

XLP SELECT SECTOR SPDR TR 2.3%

Value ($000) $58 Shares 758,916 Est. Cost $5007.07 Unrealized —

XLE SELECT SECTOR SPDR TR 1.7%

Value ($000) $43 Shares 473,737 Est. Cost $6635.07 Unrealized —

IWM IShares ETF-Rus2000 1.4%

Value ($000) $36 Shares 197,537 Est. Cost $160.31 Unrealized —

EFA iShares MSCI EAFE ETF 1.2%

Value ($000) $31 Shares 473,100 Est. Cost $62.13 Unrealized —

— iShares MSCI EAFE ETF 1.2%

Value ($000) $31 Shares 478,000 Est. Cost — Unrealized —

— iShares MSCI Emerging Markets Indx ETF 1.0%

Value ($000) $26 Shares 696,200 Est. Cost — Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 1.0%

Value ($000) $26 Shares 551,700 Est. Cost $49.11 Unrealized —

XLU SELECT SECTOR SPDR TR 1.0%

Value ($000) $25 Shares 353,245 Est. Cost $3993.76 Unrealized —

XLB SELECT SECTOR SPDR TR 0.9%

Value ($000) $22 Shares 273,599 Est. Cost $6168.31 Unrealized —

XLRE SELECT SECTOR SPDR TR 0.9%

Value ($000) $22 Shares 572,247 Est. Cost $32.22 Unrealized —

— SPDR Gold Trust 0.1%

Value ($000) $4 Shares 22,200 Est. Cost — Unrealized —

GLD SPDR Gold Trust 0.1%

Value ($000) $4 Shares 22,200 Est. Cost $127.13 Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.0%

Value ($000) $1 Shares 18,300 Est. Cost $40.90 Unrealized —

TLT IShares ETF-20yr 0.0%

Value ($000) $0 Shares 4,800 Est. Cost $109.21 Unrealized —

— iShares MSCI EAFE ETF 0.0%

Value ($000) $0 Shares 5,400 Est. Cost — Unrealized —

— IShares ETF-20yr 0.0%

Value ($000) $0 Shares 3,600 Est. Cost — Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.0%

Value ($000) $0 Shares 5,400 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	2,351,100	$887	34.7%	—	—	Put	78462F953
SPY	SPDR S&P 500 ETF TR	1,170,028	$467	18.3%	$213.27	—	SPY	78462F103
—	SPDR S&P 500 ETF TR	500,300	$219	8.6%	—	—	Call	78462F903
XLK	SELECT SECTOR SPDR TR	1,631,631	$215	8.4%	$4077.92	—	XLK	81369Y803
XLV	SELECT SECTOR SPDR TR	917,188	$125	4.9%	$7416.22	—	XLV	81369Y209
XLF	SELECT SECTOR SPDR TR	2,684,397	$96	3.8%	$2915.55	—	XLF	81369Y605
XLY	SELECT SECTOR SPDR TR	598,221	$85	3.3%	$9059.35	—	XLY	81369Y407
XLI	SELECT SECTOR SPDR TR	696,608	$70	2.7%	$7838.15	—	XLI	81369Y704
XLC	SELECT SECTOR SPDR TR	1,200,681	$60	2.3%	$48.83	—	XLC	81369Y852
XLP	SELECT SECTOR SPDR TR	758,916	$58	2.3%	$5007.07	—	XLP	81369Y308
XLE	SELECT SECTOR SPDR TR	473,737	$43	1.7%	$6635.07	—	XLE	81369Y506
IWM	IShares ETF-Rus2000	197,537	$36	1.4%	$160.31	—	IWM	464287655
EFA	iShares MSCI EAFE ETF	473,100	$31	1.2%	$62.13	—	EFA	464287465
—	iShares MSCI EAFE ETF	478,000	$31	1.2%	—	—	Put	464287955
—	iShares MSCI Emerging Markets Indx ETF	696,200	$26	1.0%	—	—	Put	464287954
IEMG	ishares ETF - CORE MSCI EMKT	551,700	$26	1.0%	$49.11	—	IEMG	46434G103
XLU	SELECT SECTOR SPDR TR	353,245	$25	1.0%	$3993.76	—	XLU	81369Y886
XLB	SELECT SECTOR SPDR TR	273,599	$22	0.9%	$6168.31	—	XLB	81369Y100
XLRE	SELECT SECTOR SPDR TR	572,247	$22	0.9%	$32.22	—	XLRE	81369Y860
—	SPDR Gold Trust	22,200	$4	0.1%	—	—	Put	78463V957
GLD	SPDR Gold Trust	22,200	$4	0.1%	$127.13	—	GLD	78463V107
EEM	iShares MSCI Emerging Markets Indx ETF	18,300	$1	0.0%	$40.90	—	EEM	464287234
TLT	IShares ETF-20yr	4,800	$0	0.0%	$109.21	—	TLT	464287432
—	iShares MSCI EAFE ETF	5,400	$0	0.0%	—	—	Call	464287905
—	IShares ETF-20yr	3,600	$0	0.0%	—	—	Put	464287952
—	iShares MSCI Emerging Markets Indx ETF	5,400	$0	0.0%	—	—	Call	464287904