Swan Global Investments, LLC Hedge Fund

Location: Durango, CO

CIK: 0001591505 · Show all filings

Period: Q4 2023 (← Previous) (Next →)

Filing Date: Feb 12, 2024

Total Value: $3.083B (100.0% shares, 0.0% debt)

Holdings (42)

— SPDR S&P 500 ETF TR 35.2%

Value $1.084B Shares 2,445,500 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 19.6%

Value $604M Shares 1,271,558 Est. Cost $255.73 Unrealized —

IVV ISHARES TR 11.9%

Value $367M Shares 769,284 Est. Cost $429.43 Unrealized —

XLK SELECT SECTOR SPDR TR 5.4%

Value $166M Shares 864,065 Est. Cost $4077.92 Unrealized —

XLF SELECT SECTOR SPDR TR 2.4%

Value $74.69M Shares 1,986,490 Est. Cost $2569.16 Unrealized —

XLV SELECT SECTOR SPDR TR 2.4%

Value $72.87M Shares 534,324 Est. Cost $7416.22 Unrealized —

XLY SELECT SECTOR SPDR TR 2.0%

Value $62.58M Shares 349,986 Est. Cost $9059.35 Unrealized —

HEGD LISTED FD TR 1.9%

Value $59.55M Shares 3,050,573 Est. Cost $18.11 Unrealized —

XLI SELECT SECTOR SPDR TR 1.6%

Value $50.85M Shares 446,083 Est. Cost $7838.15 Unrealized —

XLC SELECT SECTOR SPDR TR 1.6%

Value $49.6M Shares 682,643 Est. Cost $48.83 Unrealized —

PSMJ PACER FDS TR 1.2%

Value $36.85M Shares 1,478,200 Est. Cost $23.56 Unrealized —

XLP SELECT SECTOR SPDR TR 1.2%

Value $35.54M Shares 493,416 Est. Cost $5007.07 Unrealized —

PSMD PACER FDS TR 1.1%

Value $34.74M Shares 1,344,789 Est. Cost $24.68 Unrealized —

PSMO PACER FDS TR 1.0%

Value $31.2M Shares 1,236,959 Est. Cost $23.86 Unrealized —

IWM IShares ETF-Rus2000 1.0%

Value $29.71M Shares 148,047 Est. Cost $160.61 Unrealized —

PSMR PACER FDS TR 0.9%

Value $29.27M Shares 1,173,887 Est. Cost $23.46 Unrealized —

— iShares MSCI EAFE ETF 0.8%

Value $26M Shares 347,000 Est. Cost — Unrealized —

EFA iShares MSCI EAFE ETF 0.8%

Value $25.95M Shares 344,400 Est. Cost $62.13 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.8%

Value $24.61M Shares 615,300 Est. Cost — Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 0.8%

Value $24.61M Shares 486,547 Est. Cost $49.09 Unrealized —

XLE SELECT SECTOR SPDR TR 0.7%

Value $22.43M Shares 267,489 Est. Cost $6635.07 Unrealized —

— SPDR S&P 500 ETF TR 0.7%

Value $22.21M Shares 712,300 Est. Cost — Unrealized —

PSFJ PACER FDS TR 0.5%

Value $15.19M Shares 604,688 Est. Cost $23.62 Unrealized —

XLRE SELECT SECTOR SPDR TR 0.5%

Value $14.55M Shares 363,189 Est. Cost $32.22 Unrealized —

PSFD PACER FDS TR 0.5%

Value $14.36M Shares 497,093 Est. Cost $27.10 Unrealized —

PSFM PACER FDS TR 0.5%

Value $14.14M Shares 544,435 Est. Cost $24.28 Unrealized —

XLB SELECT SECTOR SPDR TR 0.5%

Value $13.9M Shares 162,471 Est. Cost $6168.31 Unrealized —

XLU SELECT SECTOR SPDR TR 0.4%

Value $13.49M Shares 212,978 Est. Cost $3993.76 Unrealized —

PSFO PACER FDS TR 0.4%

Value $11.46M Shares 442,353 Est. Cost $24.33 Unrealized —

PSCJ PACER FDS TR 0.3%

Value $9.099M Shares 391,509 Est. Cost $21.91 Unrealized —

PSCW PACER FDS TR 0.3%

Value $8.726M Shares 376,592 Est. Cost $21.83 Unrealized —

PSCX PACER FDS TR 0.3%

Value $8.583M Shares 351,168 Est. Cost $23.39 Unrealized —

PSCQ PACER FDS TR 0.2%

Value $6.041M Shares 250,446 Est. Cost $22.85 Unrealized —

GLD SPDR Gold Trust 0.1%

Value $3.556M Shares 18,600 Est. Cost $127.13 Unrealized —

— SPDR Gold Trust 0.1%

Value $3.497M Shares 18,600 Est. Cost — Unrealized —

— CHENIERE ENERGY INC 0.1%

Value $2.856M Shares 13,600 Est. Cost — Unrealized —

— CHENIERE ENERGY INC 0.1%

Value $1.632M Shares 13,600 Est. Cost — Unrealized —

— EXXON MOBIL CORP 0.0%

Value $1.51M Shares 15,900 Est. Cost — Unrealized —

— APPLE INC 0.0%

Value $1.504M Shares 9,400 Est. Cost — Unrealized —

— IShares ETF-20yr 0.0%

Value $1.03M Shares 10,300 Est. Cost — Unrealized —

TLT IShares ETF-20yr 0.0%

Value $1.018M Shares 10,300 Est. Cost $103.37 Unrealized —

— UNITEDHEALTH GROUP INC 0.0%

Value $720K Shares 1,500 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	2,445,500	$1.084B	35.2%	—	—	Put	78462F953
SPY	SPDR S&P 500 ETF TR	1,271,558	$604M	19.6%	$255.73	—	SPY	78462F103
IVV	ISHARES TR	769,284	$367M	11.9%	$429.43	—	IVV	464287200
XLK	SELECT SECTOR SPDR TR	864,065	$166M	5.4%	$4077.92	—	XLK	81369Y803
XLF	SELECT SECTOR SPDR TR	1,986,490	$74.69M	2.4%	$2569.16	—	XLF	81369Y605
XLV	SELECT SECTOR SPDR TR	534,324	$72.87M	2.4%	$7416.22	—	XLV	81369Y209
XLY	SELECT SECTOR SPDR TR	349,986	$62.58M	2.0%	$9059.35	—	XLY	81369Y407
HEGD	LISTED FD TR	3,050,573	$59.55M	1.9%	$18.11	—	HEGD	53656F599
XLI	SELECT SECTOR SPDR TR	446,083	$50.85M	1.6%	$7838.15	—	XLI	81369Y704
XLC	SELECT SECTOR SPDR TR	682,643	$49.6M	1.6%	$48.83	—	XLC	81369Y852
PSMJ	PACER FDS TR	1,478,200	$36.85M	1.2%	$23.56	—	PSMJ	69374H493
XLP	SELECT SECTOR SPDR TR	493,416	$35.54M	1.2%	$5007.07	—	XLP	81369Y308
PSMD	PACER FDS TR	1,344,789	$34.74M	1.1%	$24.68	—	PSMD	69374H550
PSMO	PACER FDS TR	1,236,959	$31.2M	1.0%	$23.86	—	PSMO	69374H485
IWM	IShares ETF-Rus2000	148,047	$29.71M	1.0%	$160.61	—	IWM	464287655
PSMR	PACER FDS TR	1,173,887	$29.27M	0.9%	$23.46	—	PSMR	69374H519
—	iShares MSCI EAFE ETF	347,000	$26M	0.8%	—	—	Put	464287955
EFA	iShares MSCI EAFE ETF	344,400	$25.95M	0.8%	$62.13	—	EFA	464287465
—	iShares MSCI Emerging Markets Indx ETF	615,300	$24.61M	0.8%	—	—	Put	464287954
IEMG	ishares ETF - CORE MSCI EMKT	486,547	$24.61M	0.8%	$49.09	—	IEMG	46434G103
XLE	SELECT SECTOR SPDR TR	267,489	$22.43M	0.7%	$6635.07	—	XLE	81369Y506
—	SPDR S&P 500 ETF TR	712,300	$22.21M	0.7%	—	—	Call	78462F903
PSFJ	PACER FDS TR	604,688	$15.19M	0.5%	$23.62	—	PSFJ	69374H469
XLRE	SELECT SECTOR SPDR TR	363,189	$14.55M	0.5%	$32.22	—	XLRE	81369Y860
PSFD	PACER FDS TR	497,093	$14.36M	0.5%	$27.10	—	PSFD	69374H576
PSFM	PACER FDS TR	544,435	$14.14M	0.5%	$24.28	—	PSFM	69374H477
XLB	SELECT SECTOR SPDR TR	162,471	$13.9M	0.5%	$6168.31	—	XLB	81369Y100
XLU	SELECT SECTOR SPDR TR	212,978	$13.49M	0.4%	$3993.76	—	XLU	81369Y886
PSFO	PACER FDS TR	442,353	$11.46M	0.4%	$24.33	—	PSFO	69374H451
PSCJ	PACER FDS TR	391,509	$9.099M	0.3%	$21.91	—	PSCJ	69374H535
PSCW	PACER FDS TR	376,592	$8.726M	0.3%	$21.83	—	PSCW	69374H543
PSCX	PACER FDS TR	351,168	$8.583M	0.3%	$23.39	—	PSCX	69374H584
PSCQ	PACER FDS TR	250,446	$6.041M	0.2%	$22.85	—	PSCQ	69374H527
GLD	SPDR Gold Trust	18,600	$3.556M	0.1%	$127.13	—	GLD	78463V107
—	SPDR Gold Trust	18,600	$3.497M	0.1%	—	—	Put	78463V957
—	CHENIERE ENERGY INC	13,600	$2.856M	0.1%	—	—	Call	16411R908
—	CHENIERE ENERGY INC	13,600	$1.632M	0.1%	—	—	Put	16411R958
—	EXXON MOBIL CORP	15,900	$1.51M	0.0%	—	—	Put	30231G952
—	APPLE INC	9,400	$1.504M	0.0%	—	—	Put	037833950
—	IShares ETF-20yr	10,300	$1.03M	0.0%	—	—	Put	464287952
TLT	IShares ETF-20yr	10,300	$1.018M	0.0%	$103.37	—	TLT	464287432
—	UNITEDHEALTH GROUP INC	1,500	$720K	0.0%	—	—	Put	91324P952