Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q1 2024 (← Previous) (Next →)

Filing Date: May 9, 2024

Total Value ($000): $3,209,627 (100.0% shares, 0.0% debt)

Holdings (42)

— SPDR S&P 500 ETF TR 34.5%

Value ($000) $1,107,002 Shares 2,445,300 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 19.5%

Value ($000) $624,824 Shares 1,194,533 Est. Cost $255.73 Unrealized —

IVV ISHARES TR 12.1%

Value ($000) $388,040 Shares 738,097 Est. Cost $429.43 Unrealized —

XLK SELECT SECTOR SPDR TR 5.3%

Value ($000) $168,888 Shares 810,907 Est. Cost $4077.92 Unrealized —

XLF SELECT SECTOR SPDR TR 2.4%

Value ($000) $76,961 Shares 1,827,173 Est. Cost $2564.87 Unrealized —

XLV SELECT SECTOR SPDR TR 2.3%

Value ($000) $72,514 Shares 490,855 Est. Cost $7416.22 Unrealized —

PSMD PACER FDS TR 2.0%

Value ($000) $62,979 Shares 2,325,654 Est. Cost $25.69 Unrealized —

XLY SELECT SECTOR SPDR TR 1.9%

Value ($000) $59,817 Shares 325,288 Est. Cost $9059.35 Unrealized —

HEGD LISTED FD TR 1.8%

Value ($000) $58,509 Shares 2,822,412 Est. Cost $18.11 Unrealized —

XLC SELECT SECTOR SPDR TR 1.6%

Value ($000) $51,882 Shares 635,336 Est. Cost $48.83 Unrealized —

XLI SELECT SECTOR SPDR TR 1.6%

Value ($000) $51,652 Shares 410,066 Est. Cost $7838.15 Unrealized —

PSMJ PACER FDS TR 1.4%

Value ($000) $45,688 Shares 1,741,839 Est. Cost $23.96 Unrealized —

PSMO PACER FDS TR 1.1%

Value ($000) $35,193 Shares 1,346,855 Est. Cost $24.05 Unrealized —

XLP SELECT SECTOR SPDR TR 1.1%

Value ($000) $34,707 Shares 454,519 Est. Cost $5007.07 Unrealized —

PSMR PACER FDS TR 1.0%

Value ($000) $32,581 Shares 1,278,187 Est. Cost $23.63 Unrealized —

IWM IShares ETF-Rus2000 0.9%

Value ($000) $30,293 Shares 144,047 Est. Cost $160.61 Unrealized —

EFA iShares MSCI EAFE ETF 0.8%

Value ($000) $26,553 Shares 332,500 Est. Cost $62.13 Unrealized —

PSFD PACER FDS TR 0.8%

Value ($000) $26,267 Shares 860,664 Est. Cost $28.54 Unrealized —

— iShares MSCI EAFE ETF 0.8%

Value ($000) $25,043 Shares 333,900 Est. Cost — Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 0.8%

Value ($000) $24,500 Shares 474,800 Est. Cost $49.09 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.7%

Value ($000) $24,032 Shares 600,800 Est. Cost — Unrealized —

XLE SELECT SECTOR SPDR TR 0.7%

Value ($000) $23,148 Shares 245,184 Est. Cost $6635.07 Unrealized —

PSFJ PACER FDS TR 0.6%

Value ($000) $19,046 Shares 713,068 Est. Cost $24.09 Unrealized —

— SPDR S&P 500 ETF TR 0.5%

Value ($000) $16,454 Shares 797,800 Est. Cost — Unrealized —

PSFM PACER FDS TR 0.5%

Value ($000) $15,946 Shares 592,788 Est. Cost $24.49 Unrealized —

PSCX PACER FDS TR 0.5%

Value ($000) $15,651 Shares 609,946 Est. Cost $24.35 Unrealized —

XLB SELECT SECTOR SPDR TR 0.4%

Value ($000) $13,877 Shares 149,389 Est. Cost $6168.31 Unrealized —

XLRE SELECT SECTOR SPDR TR 0.4%

Value ($000) $13,248 Shares 335,132 Est. Cost $32.22 Unrealized —

PSFO PACER FDS TR 0.4%

Value ($000) $13,009 Shares 481,643 Est. Cost $24.55 Unrealized —

XLU SELECT SECTOR SPDR TR 0.4%

Value ($000) $12,829 Shares 195,416 Est. Cost $3993.76 Unrealized —

PSCJ PACER FDS TR 0.4%

Value ($000) $11,330 Shares 461,690 Est. Cost $22.31 Unrealized —

PSCW PACER FDS TR 0.3%

Value ($000) $9,747 Shares 410,052 Est. Cost $21.99 Unrealized —

PSCQ PACER FDS TR 0.2%

Value ($000) $6,847 Shares 272,700 Est. Cost $23.03 Unrealized —

GLD SPDR Gold Trust 0.1%

Value ($000) $2,962 Shares 14,400 Est. Cost $127.13 Unrealized —

— SPDR Gold Trust 0.1%

Value ($000) $1,805 Shares 9,600 Est. Cost — Unrealized —

— CHENIERE ENERGY INC 0.1%

Value ($000) $1,632 Shares 13,600 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) $975 Shares 10,300 Est. Cost $103.37 Unrealized —

GSY INVESCO ACTIVELY MANAGED ETF 0.0%

Value ($000) $294 Shares 5,900 Est. Cost $49.89 Unrealized —

SCLZ Swan Enhanced Dividend Income ETF 0.0%

Value ($000) $259 Shares 5,079 Est. Cost $51.02 Unrealized —

NRT North European Oil Royalty Trust 0.0%

Value ($000) $110 Shares 18,500 Est. Cost $5.95 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	2,445,300	$1,107,002	34.5%	—	—	Put	78462F953
SPY	SPDR S&P 500 ETF TR	1,194,533	$624,824	19.5%	$255.73	—	SPY	78462F103
IVV	ISHARES TR	738,097	$388,040	12.1%	$429.43	—	IVV	464287200
XLK	SELECT SECTOR SPDR TR	810,907	$168,888	5.3%	$4077.92	—	XLK	81369Y803
XLF	SELECT SECTOR SPDR TR	1,827,173	$76,961	2.4%	$2564.87	—	XLF	81369Y605
XLV	SELECT SECTOR SPDR TR	490,855	$72,514	2.3%	$7416.22	—	XLV	81369Y209
PSMD	PACER FDS TR	2,325,654	$62,979	2.0%	$25.69	—	PSMD	69374H550
XLY	SELECT SECTOR SPDR TR	325,288	$59,817	1.9%	$9059.35	—	XLY	81369Y407
HEGD	LISTED FD TR	2,822,412	$58,509	1.8%	$18.11	—	HEGD	53656F599
XLC	SELECT SECTOR SPDR TR	635,336	$51,882	1.6%	$48.83	—	XLC	81369Y852
XLI	SELECT SECTOR SPDR TR	410,066	$51,652	1.6%	$7838.15	—	XLI	81369Y704
PSMJ	PACER FDS TR	1,741,839	$45,688	1.4%	$23.96	—	PSMJ	69374H493
PSMO	PACER FDS TR	1,346,855	$35,193	1.1%	$24.05	—	PSMO	69374H485
XLP	SELECT SECTOR SPDR TR	454,519	$34,707	1.1%	$5007.07	—	XLP	81369Y308
PSMR	PACER FDS TR	1,278,187	$32,581	1.0%	$23.63	—	PSMR	69374H519
IWM	IShares ETF-Rus2000	144,047	$30,293	0.9%	$160.61	—	IWM	464287655
EFA	iShares MSCI EAFE ETF	332,500	$26,553	0.8%	$62.13	—	EFA	464287465
PSFD	PACER FDS TR	860,664	$26,267	0.8%	$28.54	—	PSFD	69374H576
—	iShares MSCI EAFE ETF	333,900	$25,043	0.8%	—	—	Put	464287955
IEMG	ishares ETF - CORE MSCI EMKT	474,800	$24,500	0.8%	$49.09	—	IEMG	46434G103
—	iShares MSCI Emerging Markets Indx ETF	600,800	$24,032	0.7%	—	—	Put	464287954
XLE	SELECT SECTOR SPDR TR	245,184	$23,148	0.7%	$6635.07	—	XLE	81369Y506
PSFJ	PACER FDS TR	713,068	$19,046	0.6%	$24.09	—	PSFJ	69374H469
—	SPDR S&P 500 ETF TR	797,800	$16,454	0.5%	—	—	Call	78462F903
PSFM	PACER FDS TR	592,788	$15,946	0.5%	$24.49	—	PSFM	69374H477
PSCX	PACER FDS TR	609,946	$15,651	0.5%	$24.35	—	PSCX	69374H584
XLB	SELECT SECTOR SPDR TR	149,389	$13,877	0.4%	$6168.31	—	XLB	81369Y100
XLRE	SELECT SECTOR SPDR TR	335,132	$13,248	0.4%	$32.22	—	XLRE	81369Y860
PSFO	PACER FDS TR	481,643	$13,009	0.4%	$24.55	—	PSFO	69374H451
XLU	SELECT SECTOR SPDR TR	195,416	$12,829	0.4%	$3993.76	—	XLU	81369Y886
PSCJ	PACER FDS TR	461,690	$11,330	0.4%	$22.31	—	PSCJ	69374H535
PSCW	PACER FDS TR	410,052	$9,747	0.3%	$21.99	—	PSCW	69374H543
PSCQ	PACER FDS TR	272,700	$6,847	0.2%	$23.03	—	PSCQ	69374H527
GLD	SPDR Gold Trust	14,400	$2,962	0.1%	$127.13	—	GLD	78463V107
—	SPDR Gold Trust	9,600	$1,805	0.1%	—	—	Put	78463V957
—	CHENIERE ENERGY INC	13,600	$1,632	0.1%	—	—	Put	16411R958
—	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	$975	0.0%	$103.37	—	TLT	464287432
GSY	INVESCO ACTIVELY MANAGED ETF	5,900	$294	0.0%	$49.89	—	GSY	46090A887
SCLZ	Swan Enhanced Dividend Income ETF	5,079	$259	0.0%	$51.02	—	SCLZ	66538R532
NRT	North European Oil Royalty Trust	18,500	$110	0.0%	$5.95	—	NRT	659310106