Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q2 2021 (← Previous) (Next →)

Filing Date: Aug 12, 2021

Total Value ($000): $4,004,796 (100.0% shares, 0.0% debt)

Holdings (30)

— SPDR S&P 500 ETF TR 46.9%

Value ($000) $1,878,986 Shares 5,138,300 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 11.2%

Value ($000) $446,553 Shares 1,040,139 Est. Cost $202.26 Unrealized —

XLK SELECT SECTOR SPDR TR 8.4%

Value ($000) $336,235 Shares 2,276,934 Est. Cost $4077.92 Unrealized —

— SPDR S&P 500 ETF TR 5.1%

Value ($000) $204,123 Shares 516,500 Est. Cost — Unrealized —

XLV SELECT SECTOR SPDR TR 4.0%

Value ($000) $160,258 Shares 1,265,364 Est. Cost $7416.22 Unrealized —

XLY SELECT SECTOR SPDR TR 3.8%

Value ($000) $150,702 Shares 841,254 Est. Cost $9059.35 Unrealized —

XLF SELECT SECTOR SPDR TR 3.5%

Value ($000) $139,352 Shares 3,784,847 Est. Cost $2915.55 Unrealized —

XLC SELECT SECTOR SPDR TR 3.4%

Value ($000) $137,014 Shares 1,687,150 Est. Cost $48.83 Unrealized —

XLI SELECT SECTOR SPDR TR 2.6%

Value ($000) $104,281 Shares 1,015,102 Est. Cost $7838.15 Unrealized —

XLP SELECT SECTOR SPDR TR 1.8%

Value ($000) $72,312 Shares 1,031,849 Est. Cost $5007.07 Unrealized —

IWM IShares ETF-Rus2000 1.2%

Value ($000) $46,062 Shares 200,200 Est. Cost $155.88 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 1.1%

Value ($000) $42,776 Shares 828,400 Est. Cost — Unrealized —

XLE SELECT SECTOR SPDR TR 0.9%

Value ($000) $35,153 Shares 644,650 Est. Cost $6635.07 Unrealized —

EFA iShares MSCI EAFE ETF 0.9%

Value ($000) $34,852 Shares 441,446 Est. Cost $63.30 Unrealized —

— iShares MSCI EAFE ETF 0.8%

Value ($000) $33,263 Shares 446,300 Est. Cost — Unrealized —

XLB SELECT SECTOR SPDR TR 0.8%

Value ($000) $32,035 Shares 388,236 Est. Cost $6168.31 Unrealized —

XLRE SELECT SECTOR SPDR TR 0.8%

Value ($000) $31,394 Shares 708,194 Est. Cost $32.22 Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 0.7%

Value ($000) $29,971 Shares 448,200 Est. Cost $50.85 Unrealized —

XLU SELECT SECTOR SPDR TR 0.7%

Value ($000) $29,841 Shares 470,751 Est. Cost $3993.76 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.6%

Value ($000) $24,729 Shares 440,200 Est. Cost — Unrealized —

— SPDR Gold Trust 0.2%

Value ($000) $8,505 Shares 50,300 Est. Cost — Unrealized —

GLD SPDR Gold Trust 0.2%

Value ($000) $8,380 Shares 50,300 Est. Cost $125.43 Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.2%

Value ($000) $6,990 Shares 127,050 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) $2,680 Shares 18,600 Est. Cost $122.27 Unrealized —

— IShares ETF-20yr 0.1%

Value ($000) $2,605 Shares 18,600 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.0%

Value ($000) $331 Shares 1,132 Est. Cost $172.08 Unrealized —

— SELECT SECTOR SPDR TR 0.0%

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

— Twitter Inc 0.0%

Value ($000) $307 Shares 10,217 Est. Cost $30.05 Unrealized —

— iShares MSCI EAFE ETF 0.0%

Value ($000) $298 Shares 3,500 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	5,138,300	$1,878,986	46.9%	—	—	Put	78462F953
SPY	SPDR S&P 500 ETF TR	1,040,139	$446,553	11.2%	$202.26	—	SPY	78462F103
XLK	SELECT SECTOR SPDR TR	2,276,934	$336,235	8.4%	$4077.92	—	XLK	81369Y803
—	SPDR S&P 500 ETF TR	516,500	$204,123	5.1%	—	—	Call	78462F903
XLV	SELECT SECTOR SPDR TR	1,265,364	$160,258	4.0%	$7416.22	—	XLV	81369Y209
XLY	SELECT SECTOR SPDR TR	841,254	$150,702	3.8%	$9059.35	—	XLY	81369Y407
XLF	SELECT SECTOR SPDR TR	3,784,847	$139,352	3.5%	$2915.55	—	XLF	81369Y605
XLC	SELECT SECTOR SPDR TR	1,687,150	$137,014	3.4%	$48.83	—	XLC	81369Y852
XLI	SELECT SECTOR SPDR TR	1,015,102	$104,281	2.6%	$7838.15	—	XLI	81369Y704
XLP	SELECT SECTOR SPDR TR	1,031,849	$72,312	1.8%	$5007.07	—	XLP	81369Y308
IWM	IShares ETF-Rus2000	200,200	$46,062	1.2%	$155.88	—	IWM	464287655
—	iShares MSCI Emerging Markets Indx ETF	828,400	$42,776	1.1%	—	—	Put	464287954
XLE	SELECT SECTOR SPDR TR	644,650	$35,153	0.9%	$6635.07	—	XLE	81369Y506
EFA	iShares MSCI EAFE ETF	441,446	$34,852	0.9%	$63.30	—	EFA	464287465
—	iShares MSCI EAFE ETF	446,300	$33,263	0.8%	—	—	Put	464287955
XLB	SELECT SECTOR SPDR TR	388,236	$32,035	0.8%	$6168.31	—	XLB	81369Y100
XLRE	SELECT SECTOR SPDR TR	708,194	$31,394	0.8%	$32.22	—	XLRE	81369Y860
IEMG	ishares ETF - CORE MSCI EMKT	448,200	$29,971	0.7%	$50.85	—	IEMG	46434G103
XLU	SELECT SECTOR SPDR TR	470,751	$29,841	0.7%	$3993.76	—	XLU	81369Y886
—	iShares MSCI Emerging Markets Indx ETF	440,200	$24,729	0.6%	—	—	Call	464287904
—	SPDR Gold Trust	50,300	$8,505	0.2%	—	—	Put	78463V957
GLD	SPDR Gold Trust	50,300	$8,380	0.2%	$125.43	—	GLD	78463V107
EEM	iShares MSCI Emerging Markets Indx ETF	127,050	$6,990	0.2%	$40.19	—	EEM	464287234
—	SPDR Gold Trust	23,600	$4,484	0.1%	—	—	Call	78463V907
TLT	IShares ETF-20yr	18,600	$2,680	0.1%	$122.27	—	TLT	464287432
—	IShares ETF-20yr	18,600	$2,605	0.1%	—	—	Put	464287952
—	POWERSHARES QQQ TRUST	1,132	$331	0.0%	$172.08	—	QQQ	73935A104
—	SELECT SECTOR SPDR TR	18,000	$324	0.0%	—	—	Put	81369Y955
—	Twitter Inc	10,217	$307	0.0%	$30.05	—	TWTR	90184L102
—	iShares MSCI EAFE ETF	3,500	$298	0.0%	—	—	Call	464287905