Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q4 2021 (← Previous) (Next →)

Filing Date: Feb 11, 2022

Total Value ($000): $4,061,563 (100.0% shares, 0.0% debt)

Holdings (29)

— SPDR S&P 500 ETF TR 49.9%

Value ($000) $2,027,344 Shares 4,906,600 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 11.8%

Value ($000) $479,300 Shares 1,009,138 Est. Cost $202.26 Unrealized —

XLK SELECT SECTOR SPDR TR 8.5%

Value ($000) $345,146 Shares 1,985,079 Est. Cost $4077.92 Unrealized —

— SPDR S&P 500 ETF TR 3.9%

Value ($000) $158,830 Shares 309,600 Est. Cost — Unrealized —

XLV SELECT SECTOR SPDR TR 3.9%

Value ($000) $157,255 Shares 1,116,156 Est. Cost $7416.22 Unrealized —

XLY SELECT SECTOR SPDR TR 3.7%

Value ($000) $149,793 Shares 732,697 Est. Cost $9059.35 Unrealized —

XLF SELECT SECTOR SPDR TR 3.1%

Value ($000) $127,199 Shares 3,257,329 Est. Cost $2915.55 Unrealized —

XLC SELECT SECTOR SPDR TR 3.0%

Value ($000) $121,502 Shares 1,564,140 Est. Cost $48.83 Unrealized —

XLI SELECT SECTOR SPDR TR 2.3%

Value ($000) $93,950 Shares 887,913 Est. Cost $7838.15 Unrealized —

XLP SELECT SECTOR SPDR TR 1.7%

Value ($000) $69,627 Shares 902,959 Est. Cost $5007.07 Unrealized —

IWM IShares ETF-Rus2000 1.0%

Value ($000) $40,642 Shares 182,700 Est. Cost $158.18 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.9%

Value ($000) $38,520 Shares 836,900 Est. Cost — Unrealized —

— iShares MSCI EAFE ETF 0.9%

Value ($000) $38,462 Shares 533,100 Est. Cost — Unrealized —

EFA iShares MSCI EAFE ETF 0.8%

Value ($000) $33,395 Shares 424,446 Est. Cost $63.46 Unrealized —

XLRE SELECT SECTOR SPDR TR 0.8%

Value ($000) $32,630 Shares 629,799 Est. Cost $32.22 Unrealized —

XLE SELECT SECTOR SPDR TR 0.8%

Value ($000) $31,463 Shares 566,903 Est. Cost $6635.07 Unrealized —

XLB SELECT SECTOR SPDR TR 0.7%

Value ($000) $30,419 Shares 335,711 Est. Cost $6168.31 Unrealized —

XLU SELECT SECTOR SPDR TR 0.7%

Value ($000) $29,451 Shares 411,441 Est. Cost $3993.76 Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 0.7%

Value ($000) $27,206 Shares 454,500 Est. Cost $50.98 Unrealized —

GLD SPDR Gold Trust 0.2%

Value ($000) $7,334 Shares 42,900 Est. Cost $127.13 Unrealized —

— SPDR Gold Trust 0.2%

Value ($000) $7,078 Shares 42,900 Est. Cost — Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.1%

Value ($000) $5,772 Shares 118,150 Est. Cost $40.90 Unrealized —

— SPDR Gold Trust 0.1%

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

TLT IShares ETF-20yr 0.0%

Value ($000) $1,704 Shares 11,500 Est. Cost $122.27 Unrealized —

— IShares ETF-20yr 0.0%

Value ($000) $1,668 Shares 11,500 Est. Cost — Unrealized —

— iShares MSCI EAFE ETF 0.0%

Value ($000) $442 Shares 5,200 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.0%

Value ($000) $331 Shares 1,134 Est. Cost $172.08 Unrealized —

— SELECT SECTOR SPDR TR 0.0%

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

— iShares MSCI Emerging Markets Indx ETF 0.0%

Value ($000) $292 Shares 5,300 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	4,906,600	$2,027,344	49.9%	—	—	Put	78462F953
SPY	SPDR S&P 500 ETF TR	1,009,138	$479,300	11.8%	$202.26	—	SPY	78462F103
XLK	SELECT SECTOR SPDR TR	1,985,079	$345,146	8.5%	$4077.92	—	XLK	81369Y803
—	SPDR S&P 500 ETF TR	309,600	$158,830	3.9%	—	—	Call	78462F903
XLV	SELECT SECTOR SPDR TR	1,116,156	$157,255	3.9%	$7416.22	—	XLV	81369Y209
XLY	SELECT SECTOR SPDR TR	732,697	$149,793	3.7%	$9059.35	—	XLY	81369Y407
XLF	SELECT SECTOR SPDR TR	3,257,329	$127,199	3.1%	$2915.55	—	XLF	81369Y605
XLC	SELECT SECTOR SPDR TR	1,564,140	$121,502	3.0%	$48.83	—	XLC	81369Y852
XLI	SELECT SECTOR SPDR TR	887,913	$93,950	2.3%	$7838.15	—	XLI	81369Y704
XLP	SELECT SECTOR SPDR TR	902,959	$69,627	1.7%	$5007.07	—	XLP	81369Y308
IWM	IShares ETF-Rus2000	182,700	$40,642	1.0%	$158.18	—	IWM	464287655
—	iShares MSCI Emerging Markets Indx ETF	836,900	$38,520	0.9%	—	—	Put	464287954
—	iShares MSCI EAFE ETF	533,100	$38,462	0.9%	—	—	Put	464287955
EFA	iShares MSCI EAFE ETF	424,446	$33,395	0.8%	$63.46	—	EFA	464287465
XLRE	SELECT SECTOR SPDR TR	629,799	$32,630	0.8%	$32.22	—	XLRE	81369Y860
XLE	SELECT SECTOR SPDR TR	566,903	$31,463	0.8%	$6635.07	—	XLE	81369Y506
XLB	SELECT SECTOR SPDR TR	335,711	$30,419	0.7%	$6168.31	—	XLB	81369Y100
XLU	SELECT SECTOR SPDR TR	411,441	$29,451	0.7%	$3993.76	—	XLU	81369Y886
IEMG	ishares ETF - CORE MSCI EMKT	454,500	$27,206	0.7%	$50.98	—	IEMG	46434G103
GLD	SPDR Gold Trust	42,900	$7,334	0.2%	$127.13	—	GLD	78463V107
—	SPDR Gold Trust	42,900	$7,078	0.2%	—	—	Put	78463V957
EEM	iShares MSCI Emerging Markets Indx ETF	118,150	$5,772	0.1%	$40.90	—	EEM	464287234
—	SPDR Gold Trust	23,600	$4,484	0.1%	—	—	Call	78463V907
TLT	IShares ETF-20yr	11,500	$1,704	0.0%	$122.27	—	TLT	464287432
—	IShares ETF-20yr	11,500	$1,668	0.0%	—	—	Put	464287952
—	iShares MSCI EAFE ETF	5,200	$442	0.0%	—	—	Call	464287905
—	POWERSHARES QQQ TRUST	1,134	$331	0.0%	$172.08	—	QQQ	73935A104
—	SELECT SECTOR SPDR TR	18,000	$324	0.0%	—	—	Put	81369Y955
—	iShares MSCI Emerging Markets Indx ETF	5,300	$292	0.0%	—	—	Call	464287904