Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q2 2023 (← Previous) (Next →)

Filing Date: Aug 15, 2023

Total Value ($000): $2,361,025 (100.0% shares, 0.0% debt)

Holdings (25)

— SPDR S&P 500 ETF TR 35.2%

Value ($000) $830,955 Shares 2,119,000 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 20.1%

Value ($000) $473,755 Shares 1,068,750 Est. Cost $213.27 Unrealized —

XLK SELECT SECTOR SPDR TR 9.0%

Value ($000) $213,431 Shares 1,227,604 Est. Cost $4077.92 Unrealized —

— SPDR S&P 500 ETF TR 6.0%

Value ($000) $142,434 Shares 312,800 Est. Cost — Unrealized —

XLV SELECT SECTOR SPDR TR 4.3%

Value ($000) $101,828 Shares 767,183 Est. Cost $7416.22 Unrealized —

XLF SELECT SECTOR SPDR TR 4.0%

Value ($000) $94,329 Shares 2,798,246 Est. Cost $2564.87 Unrealized —

XLY SELECT SECTOR SPDR TR 3.4%

Value ($000) $80,761 Shares 475,594 Est. Cost $9059.35 Unrealized —

XLI SELECT SECTOR SPDR TR 2.7%

Value ($000) $64,357 Shares 599,678 Est. Cost $7838.15 Unrealized —

XLC SELECT SECTOR SPDR TR 2.7%

Value ($000) $64,241 Shares 987,102 Est. Cost $48.83 Unrealized —

XLP SELECT SECTOR SPDR TR 2.1%

Value ($000) $50,448 Shares 680,163 Est. Cost $5007.07 Unrealized —

IWM IShares ETF-Rus2000 1.5%

Value ($000) $34,935 Shares 186,547 Est. Cost $160.31 Unrealized —

EFA iShares MSCI EAFE ETF 1.3%

Value ($000) $31,603 Shares 435,900 Est. Cost $62.13 Unrealized —

XLE SELECT SECTOR SPDR TR 1.3%

Value ($000) $31,384 Shares 386,640 Est. Cost $6635.07 Unrealized —

— iShares MSCI EAFE ETF 1.2%

Value ($000) $29,298 Shares 440,000 Est. Cost — Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 1.1%

Value ($000) $25,946 Shares 526,400 Est. Cost $49.11 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 1.1%

Value ($000) $25,076 Shares 659,900 Est. Cost — Unrealized —

XLU SELECT SECTOR SPDR TR 0.8%

Value ($000) $19,510 Shares 298,142 Est. Cost $3993.76 Unrealized —

XLB SELECT SECTOR SPDR TR 0.8%

Value ($000) $18,980 Shares 229,039 Est. Cost $6168.31 Unrealized —

XLRE SELECT SECTOR SPDR TR 0.8%

Value ($000) $18,471 Shares 490,082 Est. Cost $32.22 Unrealized —

GLD SPDR Gold Trust 0.2%

Value ($000) $3,922 Shares 22,000 Est. Cost $127.13 Unrealized —

— SPDR Gold Trust 0.2%

Value ($000) $3,630 Shares 22,000 Est. Cost — Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.0%

Value ($000) $522 Shares 13,200 Est. Cost $40.90 Unrealized —

— IShares ETF-20yr 0.0%

Value ($000) $504 Shares 4,800 Est. Cost — Unrealized —

TLT IShares ETF-20yr 0.0%

Value ($000) $494 Shares 4,800 Est. Cost $109.21 Unrealized —

— iShares MSCI EAFE ETF 0.0%

Value ($000) $210 Shares 2,800 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	2,119,000	$830,955	35.2%	—	—	Put	78462F953
SPY	SPDR S&P 500 ETF TR	1,068,750	$473,755	20.1%	$213.27	—	SPY	78462F103
XLK	SELECT SECTOR SPDR TR	1,227,604	$213,431	9.0%	$4077.92	—	XLK	81369Y803
—	SPDR S&P 500 ETF TR	312,800	$142,434	6.0%	—	—	Call	78462F903
XLV	SELECT SECTOR SPDR TR	767,183	$101,828	4.3%	$7416.22	—	XLV	81369Y209
XLF	SELECT SECTOR SPDR TR	2,798,246	$94,329	4.0%	$2564.87	—	XLF	81369Y605
XLY	SELECT SECTOR SPDR TR	475,594	$80,761	3.4%	$9059.35	—	XLY	81369Y407
XLI	SELECT SECTOR SPDR TR	599,678	$64,357	2.7%	$7838.15	—	XLI	81369Y704
XLC	SELECT SECTOR SPDR TR	987,102	$64,241	2.7%	$48.83	—	XLC	81369Y852
XLP	SELECT SECTOR SPDR TR	680,163	$50,448	2.1%	$5007.07	—	XLP	81369Y308
IWM	IShares ETF-Rus2000	186,547	$34,935	1.5%	$160.31	—	IWM	464287655
EFA	iShares MSCI EAFE ETF	435,900	$31,603	1.3%	$62.13	—	EFA	464287465
XLE	SELECT SECTOR SPDR TR	386,640	$31,384	1.3%	$6635.07	—	XLE	81369Y506
—	iShares MSCI EAFE ETF	440,000	$29,298	1.2%	—	—	Put	464287955
IEMG	ishares ETF - CORE MSCI EMKT	526,400	$25,946	1.1%	$49.11	—	IEMG	46434G103
—	iShares MSCI Emerging Markets Indx ETF	659,900	$25,076	1.1%	—	—	Put	464287954
XLU	SELECT SECTOR SPDR TR	298,142	$19,510	0.8%	$3993.76	—	XLU	81369Y886
XLB	SELECT SECTOR SPDR TR	229,039	$18,980	0.8%	$6168.31	—	XLB	81369Y100
XLRE	SELECT SECTOR SPDR TR	490,082	$18,471	0.8%	$32.22	—	XLRE	81369Y860
GLD	SPDR Gold Trust	22,000	$3,922	0.2%	$127.13	—	GLD	78463V107
—	SPDR Gold Trust	22,000	$3,630	0.2%	—	—	Put	78463V957
EEM	iShares MSCI Emerging Markets Indx ETF	13,200	$522	0.0%	$40.90	—	EEM	464287234
—	IShares ETF-20yr	4,800	$504	0.0%	—	—	Put	464287952
TLT	IShares ETF-20yr	4,800	$494	0.0%	$109.21	—	TLT	464287432
—	iShares MSCI EAFE ETF	2,800	$210	0.0%	—	—	Call	464287905