Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q1 2023 (← Previous) (Next →)

Filing Date: May 8, 2023

Total Value ($000): $2,506 (100.0% shares, 0.0% debt)

Holdings (25)

— SPDR S&P 500 ETF TR 37.9%

Value ($000) $950 Shares 2,444,400 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 18.0%

Value ($000) $451 Shares 1,131,010 Est. Cost $213.27 Unrealized —

— SPDR S&P 500 ETF TR 8.1%

Value ($000) $204 Shares 468,500 Est. Cost — Unrealized —

XLK SELECT SECTOR SPDR TR 6.9%

Value ($000) $173 Shares 1,315,013 Est. Cost $4077.92 Unrealized —

XLV SELECT SECTOR SPDR TR 4.6%

Value ($000) $114 Shares 835,763 Est. Cost $7416.22 Unrealized —

XLF SELECT SECTOR SPDR TR 4.4%

Value ($000) $109 Shares 3,051,433 Est. Cost $2564.87 Unrealized —

XLY SELECT SECTOR SPDR TR 2.9%

Value ($000) $74 Shares 515,615 Est. Cost $9059.35 Unrealized —

XLI SELECT SECTOR SPDR TR 2.6%

Value ($000) $65 Shares 652,175 Est. Cost $7838.15 Unrealized —

XLP SELECT SECTOR SPDR TR 2.2%

Value ($000) $56 Shares 738,938 Est. Cost $5007.07 Unrealized —

XLC SELECT SECTOR SPDR TR 2.1%

Value ($000) $53 Shares 1,072,213 Est. Cost $48.83 Unrealized —

XLE SELECT SECTOR SPDR TR 1.5%

Value ($000) $38 Shares 424,458 Est. Cost $6635.07 Unrealized —

IWM IShares ETF-Rus2000 1.4%

Value ($000) $36 Shares 195,546 Est. Cost $160.31 Unrealized —

— iShares MSCI EAFE ETF 1.2%

Value ($000) $30 Shares 448,800 Est. Cost — Unrealized —

EFA iShares MSCI EAFE ETF 1.2%

Value ($000) $29 Shares 443,900 Est. Cost $62.13 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 1.0%

Value ($000) $25 Shares 668,700 Est. Cost — Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 1.0%

Value ($000) $25 Shares 533,600 Est. Cost $49.11 Unrealized —

XLU SELECT SECTOR SPDR TR 0.9%

Value ($000) $23 Shares 322,821 Est. Cost $3993.76 Unrealized —

XLB SELECT SECTOR SPDR TR 0.8%

Value ($000) $20 Shares 249,579 Est. Cost $6168.31 Unrealized —

XLRE SELECT SECTOR SPDR TR 0.8%

Value ($000) $20 Shares 522,072 Est. Cost $32.22 Unrealized —

— SPDR Gold Trust 0.1%

Value ($000) $4 Shares 22,300 Est. Cost — Unrealized —

GLD SPDR Gold Trust 0.1%

Value ($000) $4 Shares 22,300 Est. Cost $127.13 Unrealized —

— IShares ETF-20yr 0.0%

Value ($000) $1 Shares 4,800 Est. Cost — Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.0%

Value ($000) $1 Shares 13,200 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 3,200 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	2,444,400	$950	37.9%	—	—	Put	78462F953
SPY	SPDR S&P 500 ETF TR	1,131,010	$451	18.0%	$213.27	—	SPY	78462F103
—	SPDR S&P 500 ETF TR	468,500	$204	8.1%	—	—	Call	78462F903
XLK	SELECT SECTOR SPDR TR	1,315,013	$173	6.9%	$4077.92	—	XLK	81369Y803
XLV	SELECT SECTOR SPDR TR	835,763	$114	4.6%	$7416.22	—	XLV	81369Y209
XLF	SELECT SECTOR SPDR TR	3,051,433	$109	4.4%	$2564.87	—	XLF	81369Y605
XLY	SELECT SECTOR SPDR TR	515,615	$74	2.9%	$9059.35	—	XLY	81369Y407
XLI	SELECT SECTOR SPDR TR	652,175	$65	2.6%	$7838.15	—	XLI	81369Y704
XLP	SELECT SECTOR SPDR TR	738,938	$56	2.2%	$5007.07	—	XLP	81369Y308
XLC	SELECT SECTOR SPDR TR	1,072,213	$53	2.1%	$48.83	—	XLC	81369Y852
XLE	SELECT SECTOR SPDR TR	424,458	$38	1.5%	$6635.07	—	XLE	81369Y506
IWM	IShares ETF-Rus2000	195,546	$36	1.4%	$160.31	—	IWM	464287655
—	iShares MSCI EAFE ETF	448,800	$30	1.2%	—	—	Put	464287955
EFA	iShares MSCI EAFE ETF	443,900	$29	1.2%	$62.13	—	EFA	464287465
—	iShares MSCI Emerging Markets Indx ETF	668,700	$25	1.0%	—	—	Put	464287954
IEMG	ishares ETF - CORE MSCI EMKT	533,600	$25	1.0%	$49.11	—	IEMG	46434G103
XLU	SELECT SECTOR SPDR TR	322,821	$23	0.9%	$3993.76	—	XLU	81369Y886
XLB	SELECT SECTOR SPDR TR	249,579	$20	0.8%	$6168.31	—	XLB	81369Y100
XLRE	SELECT SECTOR SPDR TR	522,072	$20	0.8%	$32.22	—	XLRE	81369Y860
—	SPDR Gold Trust	22,300	$4	0.1%	—	—	Put	78463V957
GLD	SPDR Gold Trust	22,300	$4	0.1%	$127.13	—	GLD	78463V107
—	IShares ETF-20yr	4,800	$1	0.0%	—	—	Put	464287952
EEM	iShares MSCI Emerging Markets Indx ETF	13,200	$1	0.0%	$40.90	—	EEM	464287234
TLT	IShares ETF-20yr	4,800	$0	0.0%	$109.21	—	TLT	464287432
—	iShares MSCI EAFE ETF	3,200	$0	0.0%	—	—	Call	464287905