Swan Global Investments, LLC Hedge Fund

Location: Durango, CO

CIK: 0001591505 · Show all filings

Period: Q1 2023 (← Previous) (Next →)

Filing Date: May 8, 2023

Total Value: $2.506B

Holdings (25)

— SPDR S&P 500 ETF TR 37.9%

Value $950M Shares 2,444,400 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 18.0%

Value $451M Shares 1,131,010 Est. Cost $213.27 Unrealized —

— SPDR S&P 500 ETF TR 8.1%

Value $204M Shares 468,500 Est. Cost — Unrealized —

XLK SELECT SECTOR SPDR TR 6.9%

Value $173M Shares 1,315,013 Est. Cost $4077.92 Unrealized —

XLV SELECT SECTOR SPDR TR 4.6%

Value $114M Shares 835,763 Est. Cost $7416.22 Unrealized —

XLF SELECT SECTOR SPDR TR 4.4%

Value $109M Shares 3,051,433 Est. Cost $2569.16 Unrealized —

XLY SELECT SECTOR SPDR TR 2.9%

Value $73.67M Shares 515,615 Est. Cost $9059.35 Unrealized —

XLI SELECT SECTOR SPDR TR 2.6%

Value $65.5M Shares 652,175 Est. Cost $7838.15 Unrealized —

XLP SELECT SECTOR SPDR TR 2.2%

Value $56.33M Shares 738,938 Est. Cost $5007.07 Unrealized —

XLC SELECT SECTOR SPDR TR 2.1%

Value $53.23M Shares 1,072,213 Est. Cost $48.83 Unrealized —

XLE SELECT SECTOR SPDR TR 1.5%

Value $38.19M Shares 424,458 Est. Cost $6635.07 Unrealized —

IWM IShares ETF-Rus2000 1.4%

Value $35.9M Shares 195,546 Est. Cost $160.31 Unrealized —

— iShares MSCI EAFE ETF 1.2%

Value $29.87M Shares 448,800 Est. Cost — Unrealized —

EFA iShares MSCI EAFE ETF 1.2%

Value $29.43M Shares 443,900 Est. Cost $62.13 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 1.0%

Value $25.41M Shares 668,700 Est. Cost — Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 1.0%

Value $24.89M Shares 533,600 Est. Cost $49.11 Unrealized —

XLU SELECT SECTOR SPDR TR 0.9%

Value $22.73M Shares 322,821 Est. Cost $3993.76 Unrealized —

XLB SELECT SECTOR SPDR TR 0.8%

Value $20.31M Shares 249,579 Est. Cost $6168.31 Unrealized —

XLRE SELECT SECTOR SPDR TR 0.8%

Value $20.03M Shares 522,072 Est. Cost $32.22 Unrealized —

— SPDR Gold Trust 0.1%

Value $3.68M Shares 22,300 Est. Cost — Unrealized —

GLD SPDR Gold Trust 0.1%

Value $3.615M Shares 22,300 Est. Cost $127.13 Unrealized —

— IShares ETF-20yr 0.0%

Value $504K Shares 4,800 Est. Cost — Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.0%

Value $500K Shares 13,200 Est. Cost $40.90 Unrealized —

TLT IShares ETF-20yr 0.0%

Value $496K Shares 4,800 Est. Cost $109.21 Unrealized —

— iShares MSCI EAFE ETF 0.0%

Value $240K Shares 3,200 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	2,444,400	$950M	37.9%	—	—	PUT	78462F953
SPY	SPDR S&P 500 ETF TR	1,131,010	$451M	18.0%	$213.27	—	—	78462F103
—	SPDR S&P 500 ETF TR	468,500	$204M	8.1%	—	—	CALL	78462F903
XLK	SELECT SECTOR SPDR TR	1,315,013	$173M	6.9%	$4077.92	—	—	81369Y803
XLV	SELECT SECTOR SPDR TR	835,763	$114M	4.6%	$7416.22	—	—	81369Y209
XLF	SELECT SECTOR SPDR TR	3,051,433	$109M	4.4%	$2569.16	—	—	81369Y605
XLY	SELECT SECTOR SPDR TR	515,615	$73.67M	2.9%	$9059.35	—	—	81369Y407
XLI	SELECT SECTOR SPDR TR	652,175	$65.5M	2.6%	$7838.15	—	—	81369Y704
XLP	SELECT SECTOR SPDR TR	738,938	$56.33M	2.2%	$5007.07	—	—	81369Y308
XLC	SELECT SECTOR SPDR TR	1,072,213	$53.23M	2.1%	$48.83	—	—	81369Y852
XLE	SELECT SECTOR SPDR TR	424,458	$38.19M	1.5%	$6635.07	—	—	81369Y506
IWM	IShares ETF-Rus2000	195,546	$35.9M	1.4%	$160.31	—	—	464287655
—	iShares MSCI EAFE ETF	448,800	$29.87M	1.2%	—	—	PUT	464287955
EFA	iShares MSCI EAFE ETF	443,900	$29.43M	1.2%	$62.13	—	—	464287465
—	iShares MSCI Emerging Markets Indx ETF	668,700	$25.41M	1.0%	—	—	PUT	464287954
IEMG	ishares ETF - CORE MSCI EMKT	533,600	$24.89M	1.0%	$49.11	—	—	46434G103
XLU	SELECT SECTOR SPDR TR	322,821	$22.73M	0.9%	$3993.76	—	—	81369Y886
XLB	SELECT SECTOR SPDR TR	249,579	$20.31M	0.8%	$6168.31	—	—	81369Y100
XLRE	SELECT SECTOR SPDR TR	522,072	$20.03M	0.8%	$32.22	—	—	81369Y860
—	SPDR Gold Trust	22,300	$3.68M	0.1%	—	—	PUT	78463V957
GLD	SPDR Gold Trust	22,300	$3.615M	0.1%	$127.13	—	—	78463V107
—	IShares ETF-20yr	4,800	$504K	0.0%	—	—	PUT	464287952
EEM	iShares MSCI Emerging Markets Indx ETF	13,200	$500K	0.0%	$40.90	—	—	464287234
TLT	IShares ETF-20yr	4,800	$496K	0.0%	$109.21	—	—	464287432
—	iShares MSCI EAFE ETF	3,200	$240K	0.0%	—	—	CALL	464287905