Q2 2024 · 13F-HR
Swan Global Investments, LLCholdings as filed
Filed 2024-08-12 · accession 0001591505-24-000005
$3.25B
Reported value
43
Positions
2024-06-30
Period end
Holdings as filed
| CUSIP | Ticker | Issuer | Value | % port. | Shares | Class | Voting |
|---|---|---|---|---|---|---|---|
| 78462F953 | — | SPDR S&P 500 ETF TR | $1.09B | 33.6% | 2,286,300 | PUT | NONE |
| 78462F103 | SPY | SPDR S&P 500 ETF TR | $590.3M | 18.1% | 1,084,607 | Common | NONE |
| 464287200 | IVV | ISHARES TR | $390.7M | 12.0% | 714,040 | Common | NONE |
| 81369Y803 | XLK | SELECT SECTOR SPDR TR | $172.2M | 5.29% | 761,103 | Common | NONE |
| 78462F903 | — | SPDR S&P 500 ETF TR | $105.7M | 3.25% | 981,100 | CALL | NONE |
| 81369Y605 | XLF | SELECT SECTOR SPDR TR | $66.4M | 2.04% | 1,615,856 | Common | NONE |
| 69374H550 | PSMD | PACER FDS TR | $63.5M | 1.95% | 2,282,990 | Common | NONE |
| 81369Y209 | XLV | SELECT SECTOR SPDR TR | $63.3M | 1.94% | 434,200 | Common | NONE |
| 69374H519 | PSMR | PACER FDS TR | $58.4M | 1.79% | 2,219,850 | Common | NONE |
| 53656F599 | HEGD | LISTED FD TR | $54.3M | 1.67% | 2,553,845 | Common | NONE |
| 81369Y407 | XLY | SELECT SECTOR SPDR TR | $53.3M | 1.64% | 292,032 | Common | NONE |
| 81369Y852 | XLC | SELECT SECTOR SPDR TR | $49.7M | 1.53% | 580,744 | Common | NONE |
| 69374H493 | PSMJ | PACER FDS TR | $45.0M | 1.38% | 1,677,756 | Common | NONE |
| 81369Y704 | XLI | SELECT SECTOR SPDR TR | $44.0M | 1.35% | 360,730 | Common | NONE |
| 69374H543 | PSCW | PACER FDS TR | $35.8M | 1.10% | 1,455,801 | Common | NONE |
| 69374H485 | PSMO | PACER FDS TR | $34.7M | 1.06% | 1,297,309 | Common | NONE |
| 81369Y308 | XLP | SELECT SECTOR SPDR TR | $31.0M | 0.95% | 404,894 | Common | NONE |
| 464287655 | IWM | IShares ETF-Rus2000 | $29.0M | 0.89% | 143,047 | Common | NONE |
| 69374H576 | PSFD | PACER FDS TR | $26.6M | 0.82% | 844,866 | Common | NONE |
| 464287465 | EFA | iShares MSCI EAFE ETF | $26.0M | 0.80% | 331,300 | Common | NONE |
| 464287955 | — | iShares MSCI EAFE ETF | $24.8M | 0.76% | 331,300 | PUT | NONE |
| 46434G103 | IEMG | ishares ETF - CORE MSCI EMKT | $24.6M | 0.76% | 460,000 | Common | NONE |
| 464287954 | — | iShares MSCI Emerging Markets Indx ETF | $23.4M | 0.72% | 584,100 | PUT | NONE |
| 81369Y506 | XLE | SELECT SECTOR SPDR TR | $19.6M | 0.60% | 215,528 | Common | NONE |
| 69374H469 | PSFJ | PACER FDS TR | $18.9M | 0.58% | 686,847 | Common | NONE |
| 69374H477 | PSFM | PACER FDS TR | $15.9M | 0.49% | 570,989 | Common | NONE |
| 69374H584 | PSCX | PACER FDS TR | $15.8M | 0.49% | 598,830 | Common | NONE |
| 69374H451 | PSFO | PACER FDS TR | $12.8M | 0.39% | 463,931 | Common | NONE |
| 81369Y886 | XLU | SELECT SECTOR SPDR TR | $12.1M | 0.37% | 177,043 | Common | NONE |
| 81369Y100 | XLB | SELECT SECTOR SPDR TR | $11.7M | 0.36% | 131,966 | Common | NONE |
| 81369Y860 | XLRE | SELECT SECTOR SPDR TR | $11.4M | 0.35% | 298,006 | Common | NONE |
| 69374H535 | PSCJ | PACER FDS TR | $11.2M | 0.34% | 444,709 | Common | NONE |
| 69374H527 | PSCQ | PACER FDS TR | $6.7M | 0.21% | 262,677 | Common | NONE |
| 78463V107 | GLD | SPDR Gold Trust | $2.8M | 0.09% | 13,100 | Common | NONE |
| 78463V957 | — | SPDR Gold Trust | $1.9M | 0.06% | 9,200 | PUT | NONE |
| 16411R958 | — | CHENIERE ENERGY INC | $1.6M | 0.05% | 13,600 | PUT | NONE |
| 66538R532 | SCLZ | Swan Enhanced Dividend Income ETF | $1.5M | 0.05% | 30,279 | Common | NONE |
| 037833950 | — | APPLE INC | $1.5M | 0.05% | 9,400 | PUT | NONE |
| 464287952 | — | IShares ETF-20yr | $1.0M | 0.03% | 10,300 | PUT | NONE |
| 464287432 | TLT | IShares ETF-20yr | $945,334 | 0.03% | 10,300 | Common | NONE |
| 037833100 | AAPL | APPLE INC | $257,167 | 0.01% | 1,221 | Common | NONE |
| 594918104 | MSFT | MICROSOFT CORP | $223,296 | 0.01% | 501 | Common | NONE |
| 464287234 | EEM | iShares MSCI Emerging Markets Indx ETF | $200,173 | 0.01% | 4,700 | Common | NONE |
Source: SEC EDGAR · raw 13F holdings as filed. The Class column shows the option type when reported (Put/Call) or Common when the issuer's equity is held directly. 13F discloses long positions only.