Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q2 2022 (← Previous) (Next →)

Filing Date: Aug 9, 2022

Total Value ($000): $3,338,468 (100.0% shares, 0.0% debt)

Holdings (27)

— SPDR S&P 500 ETF TR 30.0%

Value ($000) $1,002,470 Shares 2,218,900 Est. Cost — Unrealized —

— SPDR S&P 500 ETF TR 25.8%

Value ($000) $861,747 Shares 1,855,700 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 12.4%

Value ($000) $414,802 Shares 1,099,542 Est. Cost $220.62 Unrealized —

XLK SELECT SECTOR SPDR TR 7.2%

Value ($000) $240,419 Shares 1,891,270 Est. Cost $4077.92 Unrealized —

XLV SELECT SECTOR SPDR TR 4.1%

Value ($000) $136,431 Shares 1,063,879 Est. Cost $7416.22 Unrealized —

XLF SELECT SECTOR SPDR TR 2.9%

Value ($000) $97,798 Shares 3,109,640 Est. Cost $2915.55 Unrealized —

XLY SELECT SECTOR SPDR TR 2.9%

Value ($000) $95,361 Shares 693,634 Est. Cost $9059.35 Unrealized —

XLC SELECT SECTOR SPDR TR 2.4%

Value ($000) $79,561 Shares 1,466,026 Est. Cost $48.83 Unrealized —

XLI SELECT SECTOR SPDR TR 2.1%

Value ($000) $71,559 Shares 819,317 Est. Cost $7838.15 Unrealized —

XLP SELECT SECTOR SPDR TR 1.9%

Value ($000) $61,910 Shares 857,718 Est. Cost $5007.07 Unrealized —

XLE SELECT SECTOR SPDR TR 1.2%

Value ($000) $38,513 Shares 538,575 Est. Cost $6635.07 Unrealized —

IWM IShares ETF-Rus2000 1.0%

Value ($000) $34,194 Shares 201,900 Est. Cost $160.13 Unrealized —

— iShares MSCI EAFE ETF 0.9%

Value ($000) $30,756 Shares 431,500 Est. Cost — Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.8%

Value ($000) $28,085 Shares 610,600 Est. Cost — Unrealized —

XLU SELECT SECTOR SPDR TR 0.8%

Value ($000) $27,416 Shares 390,926 Est. Cost $3993.76 Unrealized —

EFA iShares MSCI EAFE ETF 0.8%

Value ($000) $26,680 Shares 426,946 Est. Cost $63.39 Unrealized —

XLRE SELECT SECTOR SPDR TR 0.7%

Value ($000) $24,715 Shares 604,865 Est. Cost $32.22 Unrealized —

XLB SELECT SECTOR SPDR TR 0.7%

Value ($000) $23,467 Shares 318,851 Est. Cost $6168.31 Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 0.6%

Value ($000) $21,125 Shares 430,600 Est. Cost $50.93 Unrealized —

GLD SPDR Gold Trust 0.2%

Value ($000) $7,126 Shares 42,300 Est. Cost $127.13 Unrealized —

— SPDR Gold Trust 0.2%

Value ($000) $6,980 Shares 42,300 Est. Cost — Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.1%

Value ($000) $3,491 Shares 87,050 Est. Cost $40.90 Unrealized —

— IShares ETF-20yr 0.0%

Value ($000) $1,463 Shares 12,100 Est. Cost — Unrealized —

TLT IShares ETF-20yr 0.0%

Value ($000) $1,390 Shares 12,100 Est. Cost $121.90 Unrealized —

— iShares MSCI EAFE ETF 0.0%

Value ($000) $416 Shares 4,900 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.0%

Value ($000) $318 Shares 1,135 Est. Cost $172.08 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.0%

Value ($000) $275 Shares 5,000 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	2,218,900	$1,002,470	30.0%	—	—	Put	78462F953
—	SPDR S&P 500 ETF TR	1,855,700	$861,747	25.8%	—	—	Call	78462F903
SPY	SPDR S&P 500 ETF TR	1,099,542	$414,802	12.4%	$220.62	—	SPY	78462F103
XLK	SELECT SECTOR SPDR TR	1,891,270	$240,419	7.2%	$4077.92	—	XLK	81369Y803
XLV	SELECT SECTOR SPDR TR	1,063,879	$136,431	4.1%	$7416.22	—	XLV	81369Y209
XLF	SELECT SECTOR SPDR TR	3,109,640	$97,798	2.9%	$2915.55	—	XLF	81369Y605
XLY	SELECT SECTOR SPDR TR	693,634	$95,361	2.9%	$9059.35	—	XLY	81369Y407
XLC	SELECT SECTOR SPDR TR	1,466,026	$79,561	2.4%	$48.83	—	XLC	81369Y852
XLI	SELECT SECTOR SPDR TR	819,317	$71,559	2.1%	$7838.15	—	XLI	81369Y704
XLP	SELECT SECTOR SPDR TR	857,718	$61,910	1.9%	$5007.07	—	XLP	81369Y308
XLE	SELECT SECTOR SPDR TR	538,575	$38,513	1.2%	$6635.07	—	XLE	81369Y506
IWM	IShares ETF-Rus2000	201,900	$34,194	1.0%	$160.13	—	IWM	464287655
—	iShares MSCI EAFE ETF	431,500	$30,756	0.9%	—	—	Put	464287955
—	iShares MSCI Emerging Markets Indx ETF	610,600	$28,085	0.8%	—	—	Put	464287954
XLU	SELECT SECTOR SPDR TR	390,926	$27,416	0.8%	$3993.76	—	XLU	81369Y886
EFA	iShares MSCI EAFE ETF	426,946	$26,680	0.8%	$63.39	—	EFA	464287465
XLRE	SELECT SECTOR SPDR TR	604,865	$24,715	0.7%	$32.22	—	XLRE	81369Y860
XLB	SELECT SECTOR SPDR TR	318,851	$23,467	0.7%	$6168.31	—	XLB	81369Y100
IEMG	ishares ETF - CORE MSCI EMKT	430,600	$21,125	0.6%	$50.93	—	IEMG	46434G103
GLD	SPDR Gold Trust	42,300	$7,126	0.2%	$127.13	—	GLD	78463V107
—	SPDR Gold Trust	42,300	$6,980	0.2%	—	—	Put	78463V957
EEM	iShares MSCI Emerging Markets Indx ETF	87,050	$3,491	0.1%	$40.90	—	EEM	464287234
—	IShares ETF-20yr	12,100	$1,463	0.0%	—	—	Put	464287952
TLT	IShares ETF-20yr	12,100	$1,390	0.0%	$121.90	—	TLT	464287432
—	iShares MSCI EAFE ETF	4,900	$416	0.0%	—	—	Call	464287905
—	POWERSHARES QQQ TRUST	1,135	$318	0.0%	$172.08	—	QQQ	73935A104
—	iShares MSCI Emerging Markets Indx ETF	5,000	$275	0.0%	—	—	Call	464287904