Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q2 2024 (← Previous) (Next →)

Filing Date: Aug 12, 2024

Total Value ($000): $3,254,790 (100.0% shares, 0.0% debt)

Holdings (43)

— SPDR S&P 500 ETF TR 33.6%

Value ($000) $1,093,822 Shares 2,286,300 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 18.1%

Value ($000) $590,265 Shares 1,084,607 Est. Cost $255.73 Unrealized —

IVV ISHARES TR 12.0%

Value ($000) $390,744 Shares 714,040 Est. Cost $429.43 Unrealized —

XLK SELECT SECTOR SPDR TR 5.3%

Value ($000) $172,184 Shares 761,103 Est. Cost $4077.92 Unrealized —

— SPDR S&P 500 ETF TR 3.2%

Value ($000) $105,686 Shares 981,100 Est. Cost — Unrealized —

XLF SELECT SECTOR SPDR TR 2.0%

Value ($000) $66,428 Shares 1,615,856 Est. Cost $2564.87 Unrealized —

PSMD PACER FDS TR 2.0%

Value ($000) $63,536 Shares 2,282,990 Est. Cost $25.69 Unrealized —

XLV SELECT SECTOR SPDR TR 1.9%

Value ($000) $63,285 Shares 434,200 Est. Cost $7416.22 Unrealized —

PSMR PACER FDS TR 1.8%

Value ($000) $58,404 Shares 2,219,850 Est. Cost $24.77 Unrealized —

HEGD LISTED FD TR 1.7%

Value ($000) $54,320 Shares 2,553,845 Est. Cost $18.11 Unrealized —

XLY SELECT SECTOR SPDR TR 1.6%

Value ($000) $53,267 Shares 292,032 Est. Cost $9059.35 Unrealized —

XLC SELECT SECTOR SPDR TR 1.5%

Value ($000) $49,747 Shares 580,744 Est. Cost $48.83 Unrealized —

PSMJ PACER FDS TR 1.4%

Value ($000) $45,048 Shares 1,677,756 Est. Cost $23.96 Unrealized —

XLI SELECT SECTOR SPDR TR 1.4%

Value ($000) $43,962 Shares 360,730 Est. Cost $7838.15 Unrealized —

PSCW PACER FDS TR 1.1%

Value ($000) $35,827 Shares 1,455,801 Est. Cost $23.87 Unrealized —

PSMO PACER FDS TR 1.1%

Value ($000) $34,651 Shares 1,297,309 Est. Cost $24.05 Unrealized —

XLP SELECT SECTOR SPDR TR 1.0%

Value ($000) $31,007 Shares 404,894 Est. Cost $5007.07 Unrealized —

IWM IShares ETF-Rus2000 0.9%

Value ($000) $29,023 Shares 143,047 Est. Cost $160.61 Unrealized —

PSFD PACER FDS TR 0.8%

Value ($000) $26,571 Shares 844,866 Est. Cost $28.54 Unrealized —

EFA iShares MSCI EAFE ETF 0.8%

Value ($000) $25,951 Shares 331,300 Est. Cost $62.13 Unrealized —

— iShares MSCI EAFE ETF 0.8%

Value ($000) $24,848 Shares 331,300 Est. Cost — Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 0.8%

Value ($000) $24,624 Shares 460,000 Est. Cost $49.09 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.7%

Value ($000) $23,364 Shares 584,100 Est. Cost — Unrealized —

XLE SELECT SECTOR SPDR TR 0.6%

Value ($000) $19,645 Shares 215,528 Est. Cost $6635.07 Unrealized —

PSFJ PACER FDS TR 0.6%

Value ($000) $18,881 Shares 686,847 Est. Cost $24.09 Unrealized —

PSFM PACER FDS TR 0.5%

Value ($000) $15,925 Shares 570,989 Est. Cost $24.49 Unrealized —

PSCX PACER FDS TR 0.5%

Value ($000) $15,809 Shares 598,830 Est. Cost $24.35 Unrealized —

PSFO PACER FDS TR 0.4%

Value ($000) $12,846 Shares 463,931 Est. Cost $24.55 Unrealized —

XLU SELECT SECTOR SPDR TR 0.4%

Value ($000) $12,064 Shares 177,043 Est. Cost $3993.76 Unrealized —

XLB SELECT SECTOR SPDR TR 0.4%

Value ($000) $11,654 Shares 131,966 Est. Cost $6168.31 Unrealized —

XLRE SELECT SECTOR SPDR TR 0.4%

Value ($000) $11,446 Shares 298,006 Est. Cost $32.22 Unrealized —

PSCJ PACER FDS TR 0.3%

Value ($000) $11,171 Shares 444,709 Est. Cost $22.31 Unrealized —

PSCQ PACER FDS TR 0.2%

Value ($000) $6,740 Shares 262,677 Est. Cost $23.03 Unrealized —

GLD SPDR Gold Trust 0.1%

Value ($000) $2,817 Shares 13,100 Est. Cost $127.13 Unrealized —

— SPDR Gold Trust 0.1%

Value ($000) $1,892 Shares 9,200 Est. Cost — Unrealized —

— CHENIERE ENERGY INC 0.1%

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

SCLZ Swan Enhanced Dividend Income ETF 0.0%

Value ($000) $1,545 Shares 30,279 Est. Cost $51.01 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) $945 Shares 10,300 Est. Cost $103.37 Unrealized —

AAPL APPLE INC 0.0%

Value ($000) $257 Shares 1,221 Est. Cost $185.12 Unrealized 0.0%

MSFT MICROSOFT CORP 0.0%

Value ($000) $223 Shares 501 Est. Cost $417.26 Unrealized 0.0%

EEM iShares MSCI Emerging Markets Indx ETF 0.0%

Value ($000) $200 Shares 4,700 Est. Cost $42.59 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	2,286,300	$1,093,822	33.6%	—	—	Put	78462F953
SPY	SPDR S&P 500 ETF TR	1,084,607	$590,265	18.1%	$255.73	—	SPY	78462F103
IVV	ISHARES TR	714,040	$390,744	12.0%	$429.43	—	IVV	464287200
XLK	SELECT SECTOR SPDR TR	761,103	$172,184	5.3%	$4077.92	—	XLK	81369Y803
—	SPDR S&P 500 ETF TR	981,100	$105,686	3.2%	—	—	Call	78462F903
XLF	SELECT SECTOR SPDR TR	1,615,856	$66,428	2.0%	$2564.87	—	XLF	81369Y605
PSMD	PACER FDS TR	2,282,990	$63,536	2.0%	$25.69	—	PSMD	69374H550
XLV	SELECT SECTOR SPDR TR	434,200	$63,285	1.9%	$7416.22	—	XLV	81369Y209
PSMR	PACER FDS TR	2,219,850	$58,404	1.8%	$24.77	—	PSMR	69374H519
HEGD	LISTED FD TR	2,553,845	$54,320	1.7%	$18.11	—	HEGD	53656F599
XLY	SELECT SECTOR SPDR TR	292,032	$53,267	1.6%	$9059.35	—	XLY	81369Y407
XLC	SELECT SECTOR SPDR TR	580,744	$49,747	1.5%	$48.83	—	XLC	81369Y852
PSMJ	PACER FDS TR	1,677,756	$45,048	1.4%	$23.96	—	PSMJ	69374H493
XLI	SELECT SECTOR SPDR TR	360,730	$43,962	1.4%	$7838.15	—	XLI	81369Y704
PSCW	PACER FDS TR	1,455,801	$35,827	1.1%	$23.87	—	PSCW	69374H543
PSMO	PACER FDS TR	1,297,309	$34,651	1.1%	$24.05	—	PSMO	69374H485
XLP	SELECT SECTOR SPDR TR	404,894	$31,007	1.0%	$5007.07	—	XLP	81369Y308
IWM	IShares ETF-Rus2000	143,047	$29,023	0.9%	$160.61	—	IWM	464287655
PSFD	PACER FDS TR	844,866	$26,571	0.8%	$28.54	—	PSFD	69374H576
EFA	iShares MSCI EAFE ETF	331,300	$25,951	0.8%	$62.13	—	EFA	464287465
—	iShares MSCI EAFE ETF	331,300	$24,848	0.8%	—	—	Put	464287955
IEMG	ishares ETF - CORE MSCI EMKT	460,000	$24,624	0.8%	$49.09	—	IEMG	46434G103
—	iShares MSCI Emerging Markets Indx ETF	584,100	$23,364	0.7%	—	—	Put	464287954
XLE	SELECT SECTOR SPDR TR	215,528	$19,645	0.6%	$6635.07	—	XLE	81369Y506
PSFJ	PACER FDS TR	686,847	$18,881	0.6%	$24.09	—	PSFJ	69374H469
PSFM	PACER FDS TR	570,989	$15,925	0.5%	$24.49	—	PSFM	69374H477
PSCX	PACER FDS TR	598,830	$15,809	0.5%	$24.35	—	PSCX	69374H584
PSFO	PACER FDS TR	463,931	$12,846	0.4%	$24.55	—	PSFO	69374H451
XLU	SELECT SECTOR SPDR TR	177,043	$12,064	0.4%	$3993.76	—	XLU	81369Y886
XLB	SELECT SECTOR SPDR TR	131,966	$11,654	0.4%	$6168.31	—	XLB	81369Y100
XLRE	SELECT SECTOR SPDR TR	298,006	$11,446	0.4%	$32.22	—	XLRE	81369Y860
PSCJ	PACER FDS TR	444,709	$11,171	0.3%	$22.31	—	PSCJ	69374H535
PSCQ	PACER FDS TR	262,677	$6,740	0.2%	$23.03	—	PSCQ	69374H527
GLD	SPDR Gold Trust	13,100	$2,817	0.1%	$127.13	—	GLD	78463V107
—	SPDR Gold Trust	9,200	$1,892	0.1%	—	—	Put	78463V957
—	CHENIERE ENERGY INC	13,600	$1,632	0.1%	—	—	Put	16411R958
SCLZ	Swan Enhanced Dividend Income ETF	30,279	$1,545	0.0%	$51.01	—	SCLZ	66538R532
—	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	$945	0.0%	$103.37	—	TLT	464287432
AAPL	APPLE INC	1,221	$257	0.0%	$185.12	0.0%	AAPL	037833100
MSFT	MICROSOFT CORP	501	$223	0.0%	$417.26	0.0%	MSFT	594918104
EEM	iShares MSCI Emerging Markets Indx ETF	4,700	$200	0.0%	$42.59	—	EEM	464287234