Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q1 2021 (← Previous) (Next →)

Filing Date: May 11, 2021

Total Value ($000): $3,789,612 (100.0% shares, 0.0% debt)

Holdings (28)

— SPDR S&P 500 ETF TR 48.6%

Value ($000) $1,842,530 Shares 5,067,200 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 10.7%

Value ($000) $406,682 Shares 1,026,119 Est. Cost $199.15 Unrealized —

XLK SELECT SECTOR SPDR TR 8.4%

Value ($000) $317,900 Shares 2,393,645 Est. Cost $4077.92 Unrealized —

XLV SELECT SECTOR SPDR TR 4.1%

Value ($000) $155,301 Shares 1,330,318 Est. Cost $7416.22 Unrealized —

XLY SELECT SECTOR SPDR TR 3.9%

Value ($000) $148,615 Shares 884,243 Est. Cost $9059.35 Unrealized —

XLF SELECT SECTOR SPDR TR 3.6%

Value ($000) $135,485 Shares 3,978,999 Est. Cost $2915.55 Unrealized —

— SPDR S&P 500 ETF TR 3.6%

Value ($000) $135,030 Shares 346,200 Est. Cost — Unrealized —

XLC SELECT SECTOR SPDR TR 3.4%

Value ($000) $130,001 Shares 1,773,061 Est. Cost $48.83 Unrealized —

XLI SELECT SECTOR SPDR TR 2.8%

Value ($000) $105,064 Shares 1,067,182 Est. Cost $7838.15 Unrealized —

XLP SELECT SECTOR SPDR TR 2.0%

Value ($000) $74,109 Shares 1,084,892 Est. Cost $5007.07 Unrealized —

IWM IShares ETF-Rus2000 0.9%

Value ($000) $35,836 Shares 162,200 Est. Cost $138.49 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.9%

Value ($000) $34,235 Shares 665,100 Est. Cost — Unrealized —

XLE SELECT SECTOR SPDR TR 0.9%

Value ($000) $33,252 Shares 677,792 Est. Cost $6635.07 Unrealized —

EFA iShares MSCI EAFE ETF 0.9%

Value ($000) $32,521 Shares 428,646 Est. Cost $62.83 Unrealized —

XLB SELECT SECTOR SPDR TR 0.8%

Value ($000) $32,176 Shares 408,322 Est. Cost $6168.31 Unrealized —

— iShares MSCI EAFE ETF 0.8%

Value ($000) $32,164 Shares 433,500 Est. Cost — Unrealized —

XLU SELECT SECTOR SPDR TR 0.8%

Value ($000) $31,698 Shares 494,978 Est. Cost $3993.76 Unrealized —

XLRE SELECT SECTOR SPDR TR 0.8%

Value ($000) $29,399 Shares 744,473 Est. Cost $32.22 Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 0.8%

Value ($000) $28,846 Shares 448,200 Est. Cost $50.85 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.4%

Value ($000) $14,993 Shares 272,600 Est. Cost — Unrealized —

— SPDR Gold Trust 0.2%

Value ($000) $8,584 Shares 52,000 Est. Cost — Unrealized —

GLD SPDR Gold Trust 0.2%

Value ($000) $8,318 Shares 52,000 Est. Cost $125.43 Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.2%

Value ($000) $6,734 Shares 126,250 Est. Cost $40.19 Unrealized —

— SPDR Gold Trust 0.1%

Value ($000) $4,484 Shares 23,600 Est. Cost — Unrealized —

TLT IShares ETF-20yr 0.1%

Value ($000) $2,519 Shares 18,600 Est. Cost $122.27 Unrealized —

— IShares ETF-20yr 0.1%

Value ($000) $2,502 Shares 18,600 Est. Cost — Unrealized —

— SELECT SECTOR SPDR TR 0.0%

Value ($000) $324 Shares 18,000 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.0%

Value ($000) $310 Shares 1,062 Est. Cost $164.15 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	5,067,200	$1,842,530	48.6%	—	—	Put	78462F953
SPY	SPDR S&P 500 ETF TR	1,026,119	$406,682	10.7%	$199.15	—	SPY	78462F103
XLK	SELECT SECTOR SPDR TR	2,393,645	$317,900	8.4%	$4077.92	—	XLK	81369Y803
XLV	SELECT SECTOR SPDR TR	1,330,318	$155,301	4.1%	$7416.22	—	XLV	81369Y209
XLY	SELECT SECTOR SPDR TR	884,243	$148,615	3.9%	$9059.35	—	XLY	81369Y407
XLF	SELECT SECTOR SPDR TR	3,978,999	$135,485	3.6%	$2915.55	—	XLF	81369Y605
—	SPDR S&P 500 ETF TR	346,200	$135,030	3.6%	—	—	Call	78462F903
XLC	SELECT SECTOR SPDR TR	1,773,061	$130,001	3.4%	$48.83	—	XLC	81369Y852
XLI	SELECT SECTOR SPDR TR	1,067,182	$105,064	2.8%	$7838.15	—	XLI	81369Y704
XLP	SELECT SECTOR SPDR TR	1,084,892	$74,109	2.0%	$5007.07	—	XLP	81369Y308
IWM	IShares ETF-Rus2000	162,200	$35,836	0.9%	$138.49	—	IWM	464287655
—	iShares MSCI Emerging Markets Indx ETF	665,100	$34,235	0.9%	—	—	Put	464287954
XLE	SELECT SECTOR SPDR TR	677,792	$33,252	0.9%	$6635.07	—	XLE	81369Y506
EFA	iShares MSCI EAFE ETF	428,646	$32,521	0.9%	$62.83	—	EFA	464287465
XLB	SELECT SECTOR SPDR TR	408,322	$32,176	0.8%	$6168.31	—	XLB	81369Y100
—	iShares MSCI EAFE ETF	433,500	$32,164	0.8%	—	—	Put	464287955
XLU	SELECT SECTOR SPDR TR	494,978	$31,698	0.8%	$3993.76	—	XLU	81369Y886
XLRE	SELECT SECTOR SPDR TR	744,473	$29,399	0.8%	$32.22	—	XLRE	81369Y860
IEMG	ishares ETF - CORE MSCI EMKT	448,200	$28,846	0.8%	$50.85	—	IEMG	46434G103
—	iShares MSCI Emerging Markets Indx ETF	272,600	$14,993	0.4%	—	—	Call	464287904
—	SPDR Gold Trust	52,000	$8,584	0.2%	—	—	Put	78463V957
GLD	SPDR Gold Trust	52,000	$8,318	0.2%	$125.43	—	GLD	78463V107
EEM	iShares MSCI Emerging Markets Indx ETF	126,250	$6,734	0.2%	$40.19	—	EEM	464287234
—	SPDR Gold Trust	23,600	$4,484	0.1%	—	—	Call	78463V907
TLT	IShares ETF-20yr	18,600	$2,519	0.1%	$122.27	—	TLT	464287432
—	IShares ETF-20yr	18,600	$2,502	0.1%	—	—	Put	464287952
—	SELECT SECTOR SPDR TR	18,000	$324	0.0%	—	—	Put	81369Y955
—	POWERSHARES QQQ TRUST	1,062	$310	0.0%	$164.15	—	QQQ	73935A104