Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q3 2023 (← Previous) (Next →)

Filing Date: Nov 14, 2023

Total Value ($000): $3,122,236 (100.0% shares, 0.0% debt)

Holdings (41)

— SPDR S&P 500 ETF TR 34.9%

Value ($000) $1,089,976 Shares 2,604,600 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 18.2%

Value ($000) $569,808 Shares 1,332,946 Est. Cost $255.73 Unrealized —

IVV ISHARES TR 10.7%

Value ($000) $332,745 Shares 774,852 Est. Cost $429.43 Unrealized —

XLK SELECT SECTOR SPDR TR 5.8%

Value ($000) $179,880 Shares 1,097,297 Est. Cost $4077.92 Unrealized —

— SPDR S&P 500 ETF TR 3.2%

Value ($000) $99,796 Shares 988,400 Est. Cost — Unrealized —

XLV SELECT SECTOR SPDR TR 2.8%

Value ($000) $88,305 Shares 685,915 Est. Cost $7416.22 Unrealized —

XLF SELECT SECTOR SPDR TR 2.7%

Value ($000) $82,982 Shares 2,501,706 Est. Cost $2564.87 Unrealized —

XLY SELECT SECTOR SPDR TR 2.2%

Value ($000) $68,422 Shares 425,033 Est. Cost $9059.35 Unrealized —

HEGD LISTED FD TR 1.9%

Value ($000) $59,840 Shares 3,304,274 Est. Cost $18.11 Unrealized —

XLC SELECT SECTOR SPDR TR 1.9%

Value ($000) $57,859 Shares 882,401 Est. Cost $48.83 Unrealized —

XLI SELECT SECTOR SPDR TR 1.7%

Value ($000) $54,352 Shares 536,121 Est. Cost $7838.15 Unrealized —

XLP SELECT SECTOR SPDR TR 1.3%

Value ($000) $41,838 Shares 608,021 Est. Cost $5007.07 Unrealized —

IWM IShares ETF-Rus2000 1.1%

Value ($000) $33,589 Shares 190,047 Est. Cost $160.61 Unrealized —

XLE SELECT SECTOR SPDR TR 1.0%

Value ($000) $31,241 Shares 345,622 Est. Cost $6635.07 Unrealized —

PSMJ PACER FDS TR 0.9%

Value ($000) $27,519 Shares 1,185,133 Est. Cost $23.22 Unrealized —

EFA iShares MSCI EAFE ETF 0.9%

Value ($000) $26,968 Shares 391,300 Est. Cost $62.13 Unrealized —

— iShares MSCI EAFE ETF 0.8%

Value ($000) $25,988 Shares 393,900 Est. Cost — Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 0.8%

Value ($000) $25,484 Shares 535,500 Est. Cost $49.09 Unrealized —

PSMO PACER FDS TR 0.8%

Value ($000) $25,323 Shares 1,070,760 Est. Cost $23.65 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.8%

Value ($000) $25,205 Shares 662,700 Est. Cost — Unrealized —

PSMD PACER FDS TR 0.8%

Value ($000) $24,439 Shares 1,006,140 Est. Cost $24.29 Unrealized —

PSMR PACER FDS TR 0.8%

Value ($000) $23,539 Shares 1,013,302 Est. Cost $23.23 Unrealized —

XLB SELECT SECTOR SPDR TR 0.5%

Value ($000) $16,092 Shares 204,857 Est. Cost $6168.31 Unrealized —

XLU SELECT SECTOR SPDR TR 0.5%

Value ($000) $15,711 Shares 266,603 Est. Cost $3993.76 Unrealized —

XLRE SELECT SECTOR SPDR TR 0.5%

Value ($000) $14,928 Shares 438,144 Est. Cost $32.22 Unrealized —

PSFM PACER FDS TR 0.4%

Value ($000) $11,356 Shares 472,770 Est. Cost $24.02 Unrealized —

PSFJ PACER FDS TR 0.4%

Value ($000) $11,247 Shares 483,971 Est. Cost $23.24 Unrealized —

PSFD PACER FDS TR 0.3%

Value ($000) $9,779 Shares 369,279 Est. Cost $26.48 Unrealized —

PSFO PACER FDS TR 0.3%

Value ($000) $9,168 Shares 380,730 Est. Cost $24.08 Unrealized —

PSCW PACER FDS TR 0.2%

Value ($000) $7,083 Shares 327,442 Est. Cost $21.63 Unrealized —

PSCJ PACER FDS TR 0.2%

Value ($000) $6,761 Shares 313,311 Est. Cost $21.58 Unrealized —

PSCX PACER FDS TR 0.2%

Value ($000) $6,043 Shares 262,385 Est. Cost $23.03 Unrealized —

PSCQ PACER FDS TR 0.2%

Value ($000) $4,847 Shares 214,178 Est. Cost $22.63 Unrealized —

GLD SPDR Gold Trust 0.1%

Value ($000) $3,292 Shares 19,200 Est. Cost $127.13 Unrealized —

— SPDR Gold Trust 0.1%

Value ($000) $3,168 Shares 19,200 Est. Cost — Unrealized —

— CHENIERE ENERGY INC 0.1%

Value ($000) $2,856 Shares 13,600 Est. Cost — Unrealized —

— CHENIERE ENERGY INC 0.1%

Value ($000) $1,632 Shares 13,600 Est. Cost — Unrealized —

— EXXON MOBIL CORP 0.0%

Value ($000) $1,511 Shares 15,900 Est. Cost — Unrealized —

— UNITEDHEALTH GROUP INC 0.0%

Value ($000) $720 Shares 1,500 Est. Cost — Unrealized —

— IShares ETF-20yr 0.0%

Value ($000) $492 Shares 5,100 Est. Cost — Unrealized —

TLT IShares ETF-20yr 0.0%

Value ($000) $455 Shares 5,125 Est. Cost $107.91 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	2,604,600	$1,089,976	34.9%	—	—	Put	78462F953
SPY	SPDR S&P 500 ETF TR	1,332,946	$569,808	18.2%	$255.73	—	SPY	78462F103
IVV	ISHARES TR	774,852	$332,745	10.7%	$429.43	—	IVV	464287200
XLK	SELECT SECTOR SPDR TR	1,097,297	$179,880	5.8%	$4077.92	—	XLK	81369Y803
—	SPDR S&P 500 ETF TR	988,400	$99,796	3.2%	—	—	Call	78462F903
XLV	SELECT SECTOR SPDR TR	685,915	$88,305	2.8%	$7416.22	—	XLV	81369Y209
XLF	SELECT SECTOR SPDR TR	2,501,706	$82,982	2.7%	$2564.87	—	XLF	81369Y605
XLY	SELECT SECTOR SPDR TR	425,033	$68,422	2.2%	$9059.35	—	XLY	81369Y407
HEGD	LISTED FD TR	3,304,274	$59,840	1.9%	$18.11	—	HEGD	53656F599
XLC	SELECT SECTOR SPDR TR	882,401	$57,859	1.9%	$48.83	—	XLC	81369Y852
XLI	SELECT SECTOR SPDR TR	536,121	$54,352	1.7%	$7838.15	—	XLI	81369Y704
XLP	SELECT SECTOR SPDR TR	608,021	$41,838	1.3%	$5007.07	—	XLP	81369Y308
IWM	IShares ETF-Rus2000	190,047	$33,589	1.1%	$160.61	—	IWM	464287655
XLE	SELECT SECTOR SPDR TR	345,622	$31,241	1.0%	$6635.07	—	XLE	81369Y506
PSMJ	PACER FDS TR	1,185,133	$27,519	0.9%	$23.22	—	PSMJ	69374H493
EFA	iShares MSCI EAFE ETF	391,300	$26,968	0.9%	$62.13	—	EFA	464287465
—	iShares MSCI EAFE ETF	393,900	$25,988	0.8%	—	—	Put	464287955
IEMG	ishares ETF - CORE MSCI EMKT	535,500	$25,484	0.8%	$49.09	—	IEMG	46434G103
PSMO	PACER FDS TR	1,070,760	$25,323	0.8%	$23.65	—	PSMO	69374H485
—	iShares MSCI Emerging Markets Indx ETF	662,700	$25,205	0.8%	—	—	Put	464287954
PSMD	PACER FDS TR	1,006,140	$24,439	0.8%	$24.29	—	PSMD	69374H550
PSMR	PACER FDS TR	1,013,302	$23,539	0.8%	$23.23	—	PSMR	69374H519
XLB	SELECT SECTOR SPDR TR	204,857	$16,092	0.5%	$6168.31	—	XLB	81369Y100
XLU	SELECT SECTOR SPDR TR	266,603	$15,711	0.5%	$3993.76	—	XLU	81369Y886
XLRE	SELECT SECTOR SPDR TR	438,144	$14,928	0.5%	$32.22	—	XLRE	81369Y860
PSFM	PACER FDS TR	472,770	$11,356	0.4%	$24.02	—	PSFM	69374H477
PSFJ	PACER FDS TR	483,971	$11,247	0.4%	$23.24	—	PSFJ	69374H469
PSFD	PACER FDS TR	369,279	$9,779	0.3%	$26.48	—	PSFD	69374H576
PSFO	PACER FDS TR	380,730	$9,168	0.3%	$24.08	—	PSFO	69374H451
PSCW	PACER FDS TR	327,442	$7,083	0.2%	$21.63	—	PSCW	69374H543
PSCJ	PACER FDS TR	313,311	$6,761	0.2%	$21.58	—	PSCJ	69374H535
PSCX	PACER FDS TR	262,385	$6,043	0.2%	$23.03	—	PSCX	69374H584
PSCQ	PACER FDS TR	214,178	$4,847	0.2%	$22.63	—	PSCQ	69374H527
GLD	SPDR Gold Trust	19,200	$3,292	0.1%	$127.13	—	GLD	78463V107
—	SPDR Gold Trust	19,200	$3,168	0.1%	—	—	Put	78463V957
—	CHENIERE ENERGY INC	13,600	$2,856	0.1%	—	—	Call	16411R908
—	CHENIERE ENERGY INC	13,600	$1,632	0.1%	—	—	Put	16411R958
—	EXXON MOBIL CORP	15,900	$1,511	0.0%	—	—	Put	30231G952
—	UNITEDHEALTH GROUP INC	1,500	$720	0.0%	—	—	Put	91324P952
—	IShares ETF-20yr	5,100	$492	0.0%	—	—	Put	464287952
TLT	IShares ETF-20yr	5,125	$455	0.0%	$107.91	—	TLT	464287432