Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q4 2023 (← Previous) (Next →)

Filing Date: Feb 12, 2024

Total Value ($000): $3,082,536 (100.0% shares, 0.0% debt)

Holdings (42)

— SPDR S&P 500 ETF TR 35.2%

Value ($000) $1,084,293 Shares 2,445,500 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 19.6%

Value ($000) $604,384 Shares 1,271,558 Est. Cost $255.73 Unrealized —

IVV ISHARES TR 11.9%

Value ($000) $367,433 Shares 769,284 Est. Cost $429.43 Unrealized —

XLK SELECT SECTOR SPDR TR 5.4%

Value ($000) $166,315 Shares 864,065 Est. Cost $4077.92 Unrealized —

XLF SELECT SECTOR SPDR TR 2.4%

Value ($000) $74,692 Shares 1,986,490 Est. Cost $2564.87 Unrealized —

XLV SELECT SECTOR SPDR TR 2.4%

Value ($000) $72,871 Shares 534,324 Est. Cost $7416.22 Unrealized —

XLY SELECT SECTOR SPDR TR 2.0%

Value ($000) $62,581 Shares 349,986 Est. Cost $9059.35 Unrealized —

HEGD LISTED FD TR 1.9%

Value ($000) $59,547 Shares 3,050,573 Est. Cost $18.11 Unrealized —

XLI SELECT SECTOR SPDR TR 1.6%

Value ($000) $50,849 Shares 446,083 Est. Cost $7838.15 Unrealized —

XLC SELECT SECTOR SPDR TR 1.6%

Value ($000) $49,601 Shares 682,643 Est. Cost $48.83 Unrealized —

PSMJ PACER FDS TR 1.2%

Value ($000) $36,852 Shares 1,478,200 Est. Cost $23.56 Unrealized —

XLP SELECT SECTOR SPDR TR 1.2%

Value ($000) $35,541 Shares 493,416 Est. Cost $5007.07 Unrealized —

PSMD PACER FDS TR 1.1%

Value ($000) $34,736 Shares 1,344,789 Est. Cost $24.68 Unrealized —

PSMO PACER FDS TR 1.0%

Value ($000) $31,196 Shares 1,236,959 Est. Cost $23.86 Unrealized —

IWM IShares ETF-Rus2000 1.0%

Value ($000) $29,715 Shares 148,047 Est. Cost $160.61 Unrealized —

PSMR PACER FDS TR 0.9%

Value ($000) $29,265 Shares 1,173,887 Est. Cost $23.46 Unrealized —

— iShares MSCI EAFE ETF 0.8%

Value ($000) $25,999 Shares 347,000 Est. Cost — Unrealized —

EFA iShares MSCI EAFE ETF 0.8%

Value ($000) $25,951 Shares 344,400 Est. Cost $62.13 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.8%

Value ($000) $24,612 Shares 615,300 Est. Cost — Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 0.8%

Value ($000) $24,610 Shares 486,547 Est. Cost $49.09 Unrealized —

XLE SELECT SECTOR SPDR TR 0.7%

Value ($000) $22,426 Shares 267,489 Est. Cost $6635.07 Unrealized —

— SPDR S&P 500 ETF TR 0.7%

Value ($000) $22,210 Shares 712,300 Est. Cost — Unrealized —

PSFJ PACER FDS TR 0.5%

Value ($000) $15,190 Shares 604,688 Est. Cost $23.62 Unrealized —

XLRE SELECT SECTOR SPDR TR 0.5%

Value ($000) $14,549 Shares 363,189 Est. Cost $32.22 Unrealized —

PSFD PACER FDS TR 0.5%

Value ($000) $14,361 Shares 497,093 Est. Cost $27.10 Unrealized —

PSFM PACER FDS TR 0.5%

Value ($000) $14,144 Shares 544,435 Est. Cost $24.28 Unrealized —

XLB SELECT SECTOR SPDR TR 0.5%

Value ($000) $13,898 Shares 162,471 Est. Cost $6168.31 Unrealized —

XLU SELECT SECTOR SPDR TR 0.4%

Value ($000) $13,488 Shares 212,978 Est. Cost $3993.76 Unrealized —

PSFO PACER FDS TR 0.4%

Value ($000) $11,457 Shares 442,353 Est. Cost $24.33 Unrealized —

PSCJ PACER FDS TR 0.3%

Value ($000) $9,099 Shares 391,509 Est. Cost $21.91 Unrealized —

PSCW PACER FDS TR 0.3%

Value ($000) $8,726 Shares 376,592 Est. Cost $21.83 Unrealized —

PSCX PACER FDS TR 0.3%

Value ($000) $8,583 Shares 351,168 Est. Cost $23.39 Unrealized —

PSCQ PACER FDS TR 0.2%

Value ($000) $6,041 Shares 250,446 Est. Cost $22.85 Unrealized —

GLD SPDR Gold Trust 0.1%

Value ($000) $3,556 Shares 18,600 Est. Cost $127.13 Unrealized —

— SPDR Gold Trust 0.1%

Value ($000) $3,497 Shares 18,600 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 —

— APPLE INC 0.0%

Value ($000) $1,504 Shares 9,400 Est. Cost — Unrealized —

— IShares ETF-20yr 0.0%

Value ($000) $1,030 Shares 10,300 Est. Cost — Unrealized —

TLT IShares ETF-20yr 0.0%

Value ($000) $1,018 Shares 10,300 Est. Cost $103.37 Unrealized —

— UNITEDHEALTH GROUP INC 0.0%

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

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	2,445,500	$1,084,293	35.2%	—	—	Put	78462F953
SPY	SPDR S&P 500 ETF TR	1,271,558	$604,384	19.6%	$255.73	—	SPY	78462F103
IVV	ISHARES TR	769,284	$367,433	11.9%	$429.43	—	IVV	464287200
XLK	SELECT SECTOR SPDR TR	864,065	$166,315	5.4%	$4077.92	—	XLK	81369Y803
XLF	SELECT SECTOR SPDR TR	1,986,490	$74,692	2.4%	$2564.87	—	XLF	81369Y605
XLV	SELECT SECTOR SPDR TR	534,324	$72,871	2.4%	$7416.22	—	XLV	81369Y209
XLY	SELECT SECTOR SPDR TR	349,986	$62,581	2.0%	$9059.35	—	XLY	81369Y407
HEGD	LISTED FD TR	3,050,573	$59,547	1.9%	$18.11	—	HEGD	53656F599
XLI	SELECT SECTOR SPDR TR	446,083	$50,849	1.6%	$7838.15	—	XLI	81369Y704
XLC	SELECT SECTOR SPDR TR	682,643	$49,601	1.6%	$48.83	—	XLC	81369Y852
PSMJ	PACER FDS TR	1,478,200	$36,852	1.2%	$23.56	—	PSMJ	69374H493
XLP	SELECT SECTOR SPDR TR	493,416	$35,541	1.2%	$5007.07	—	XLP	81369Y308
PSMD	PACER FDS TR	1,344,789	$34,736	1.1%	$24.68	—	PSMD	69374H550
PSMO	PACER FDS TR	1,236,959	$31,196	1.0%	$23.86	—	PSMO	69374H485
IWM	IShares ETF-Rus2000	148,047	$29,715	1.0%	$160.61	—	IWM	464287655
PSMR	PACER FDS TR	1,173,887	$29,265	0.9%	$23.46	—	PSMR	69374H519
—	iShares MSCI EAFE ETF	347,000	$25,999	0.8%	—	—	Put	464287955
EFA	iShares MSCI EAFE ETF	344,400	$25,951	0.8%	$62.13	—	EFA	464287465
—	iShares MSCI Emerging Markets Indx ETF	615,300	$24,612	0.8%	—	—	Put	464287954
IEMG	ishares ETF - CORE MSCI EMKT	486,547	$24,610	0.8%	$49.09	—	IEMG	46434G103
XLE	SELECT SECTOR SPDR TR	267,489	$22,426	0.7%	$6635.07	—	XLE	81369Y506
—	SPDR S&P 500 ETF TR	712,300	$22,210	0.7%	—	—	Call	78462F903
PSFJ	PACER FDS TR	604,688	$15,190	0.5%	$23.62	—	PSFJ	69374H469
XLRE	SELECT SECTOR SPDR TR	363,189	$14,549	0.5%	$32.22	—	XLRE	81369Y860
PSFD	PACER FDS TR	497,093	$14,361	0.5%	$27.10	—	PSFD	69374H576
PSFM	PACER FDS TR	544,435	$14,144	0.5%	$24.28	—	PSFM	69374H477
XLB	SELECT SECTOR SPDR TR	162,471	$13,898	0.5%	$6168.31	—	XLB	81369Y100
XLU	SELECT SECTOR SPDR TR	212,978	$13,488	0.4%	$3993.76	—	XLU	81369Y886
PSFO	PACER FDS TR	442,353	$11,457	0.4%	$24.33	—	PSFO	69374H451
PSCJ	PACER FDS TR	391,509	$9,099	0.3%	$21.91	—	PSCJ	69374H535
PSCW	PACER FDS TR	376,592	$8,726	0.3%	$21.83	—	PSCW	69374H543
PSCX	PACER FDS TR	351,168	$8,583	0.3%	$23.39	—	PSCX	69374H584
PSCQ	PACER FDS TR	250,446	$6,041	0.2%	$22.85	—	PSCQ	69374H527
GLD	SPDR Gold Trust	18,600	$3,556	0.1%	$127.13	—	GLD	78463V107
—	SPDR Gold Trust	18,600	$3,497	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
—	APPLE INC	9,400	$1,504	0.0%	—	—	Put	037833950
—	IShares ETF-20yr	10,300	$1,030	0.0%	—	—	Put	464287952
TLT	IShares ETF-20yr	10,300	$1,018	0.0%	$103.37	—	TLT	464287432
—	UNITEDHEALTH GROUP INC	1,500	$720	0.0%	—	—	Put	91324P952