Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 12, 2021

Total Value ($000): $4,686,343 (100.0% shares, 0.0% debt)

Holdings (29)

— SPDR S&P 500 ETF TR 40.2%

Value ($000) $1,883,424 Shares 4,862,200 Est. Cost — Unrealized —

— SPDR S&P 500 ETF TR 21.2%

Value ($000) $994,403 Shares 2,197,700 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 9.2%

Value ($000) $429,860 Shares 1,001,677 Est. Cost $202.26 Unrealized —

XLK SELECT SECTOR SPDR TR 6.8%

Value ($000) $318,399 Shares 2,132,323 Est. Cost $4077.92 Unrealized —

XLV SELECT SECTOR SPDR TR 3.2%

Value ($000) $151,814 Shares 1,192,571 Est. Cost $7416.22 Unrealized —

XLY SELECT SECTOR SPDR TR 3.0%

Value ($000) $141,578 Shares 788,955 Est. Cost $9059.35 Unrealized —

XLF SELECT SECTOR SPDR TR 2.8%

Value ($000) $132,924 Shares 3,541,811 Est. Cost $2915.55 Unrealized —

XLC SELECT SECTOR SPDR TR 2.8%

Value ($000) $129,394 Shares 1,615,208 Est. Cost $48.83 Unrealized —

XLI SELECT SECTOR SPDR TR 2.0%

Value ($000) $93,191 Shares 952,480 Est. Cost $7838.15 Unrealized —

XLP SELECT SECTOR SPDR TR 1.4%

Value ($000) $66,641 Shares 968,059 Est. Cost $5007.07 Unrealized —

IWM IShares ETF-Rus2000 1.0%

Value ($000) $45,456 Shares 207,800 Est. Cost $158.18 Unrealized —

EFA iShares MSCI EAFE ETF 0.7%

Value ($000) $34,819 Shares 446,346 Est. Cost $63.46 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.7%

Value ($000) $34,681 Shares 673,000 Est. Cost — Unrealized —

— iShares MSCI EAFE ETF 0.7%

Value ($000) $33,562 Shares 450,800 Est. Cost — Unrealized —

XLE SELECT SECTOR SPDR TR 0.7%

Value ($000) $31,503 Shares 604,773 Est. Cost $6635.07 Unrealized —

XLRE SELECT SECTOR SPDR TR 0.6%

Value ($000) $29,530 Shares 664,343 Est. Cost $32.22 Unrealized —

XLB SELECT SECTOR SPDR TR 0.6%

Value ($000) $28,807 Shares 364,139 Est. Cost $6168.31 Unrealized —

XLU SELECT SECTOR SPDR TR 0.6%

Value ($000) $28,218 Shares 441,735 Est. Cost $3993.76 Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 0.6%

Value ($000) $27,681 Shares 448,200 Est. Cost $50.85 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.3%

Value ($000) $15,304 Shares 277,700 Est. Cost — Unrealized —

— SPDR Gold Trust 0.2%

Value ($000) $8,867 Shares 52,600 Est. Cost — Unrealized —

GLD SPDR Gold Trust 0.2%

Value ($000) $8,638 Shares 52,600 Est. Cost $127.13 Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.1%

Value ($000) $6,884 Shares 136,650 Est. Cost $40.90 Unrealized —

— SPDR Gold Trust 0.1%

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

TLT IShares ETF-20yr 0.1%

Value ($000) $2,684 Shares 18,600 Est. Cost $122.27 Unrealized —

— IShares ETF-20yr 0.1%

Value ($000) $2,662 Shares 18,600 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.0%

Value ($000) $331 Shares 1,133 Est. Cost $172.08 Unrealized —

— SELECT SECTOR SPDR TR 0.0%

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

— iShares MSCI EAFE ETF 0.0%

Value ($000) $280 Shares 3,300 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	4,862,200	$1,883,424	40.2%	—	—	Put	78462F953
—	SPDR S&P 500 ETF TR	2,197,700	$994,403	21.2%	—	—	Call	78462F903
SPY	SPDR S&P 500 ETF TR	1,001,677	$429,860	9.2%	$202.26	—	SPY	78462F103
XLK	SELECT SECTOR SPDR TR	2,132,323	$318,399	6.8%	$4077.92	—	XLK	81369Y803
XLV	SELECT SECTOR SPDR TR	1,192,571	$151,814	3.2%	$7416.22	—	XLV	81369Y209
XLY	SELECT SECTOR SPDR TR	788,955	$141,578	3.0%	$9059.35	—	XLY	81369Y407
XLF	SELECT SECTOR SPDR TR	3,541,811	$132,924	2.8%	$2915.55	—	XLF	81369Y605
XLC	SELECT SECTOR SPDR TR	1,615,208	$129,394	2.8%	$48.83	—	XLC	81369Y852
XLI	SELECT SECTOR SPDR TR	952,480	$93,191	2.0%	$7838.15	—	XLI	81369Y704
XLP	SELECT SECTOR SPDR TR	968,059	$66,641	1.4%	$5007.07	—	XLP	81369Y308
IWM	IShares ETF-Rus2000	207,800	$45,456	1.0%	$158.18	—	IWM	464287655
EFA	iShares MSCI EAFE ETF	446,346	$34,819	0.7%	$63.46	—	EFA	464287465
—	iShares MSCI Emerging Markets Indx ETF	673,000	$34,681	0.7%	—	—	Put	464287954
—	iShares MSCI EAFE ETF	450,800	$33,562	0.7%	—	—	Put	464287955
XLE	SELECT SECTOR SPDR TR	604,773	$31,503	0.7%	$6635.07	—	XLE	81369Y506
XLRE	SELECT SECTOR SPDR TR	664,343	$29,530	0.6%	$32.22	—	XLRE	81369Y860
XLB	SELECT SECTOR SPDR TR	364,139	$28,807	0.6%	$6168.31	—	XLB	81369Y100
XLU	SELECT SECTOR SPDR TR	441,735	$28,218	0.6%	$3993.76	—	XLU	81369Y886
IEMG	ishares ETF - CORE MSCI EMKT	448,200	$27,681	0.6%	$50.85	—	IEMG	46434G103
—	iShares MSCI Emerging Markets Indx ETF	277,700	$15,304	0.3%	—	—	Call	464287904
—	SPDR Gold Trust	52,600	$8,867	0.2%	—	—	Put	78463V957
GLD	SPDR Gold Trust	52,600	$8,638	0.2%	$127.13	—	GLD	78463V107
EEM	iShares MSCI Emerging Markets Indx ETF	136,650	$6,884	0.1%	$40.90	—	EEM	464287234
—	SPDR Gold Trust	23,600	$4,484	0.1%	—	—	Call	78463V907
TLT	IShares ETF-20yr	18,600	$2,684	0.1%	$122.27	—	TLT	464287432
—	IShares ETF-20yr	18,600	$2,662	0.1%	—	—	Put	464287952
—	POWERSHARES QQQ TRUST	1,133	$331	0.0%	$172.08	—	QQQ	73935A104
—	SELECT SECTOR SPDR TR	18,000	$324	0.0%	—	—	Put	81369Y955
—	iShares MSCI EAFE ETF	3,300	$280	0.0%	—	—	Call	464287905