Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q3 2022 (← Previous) (Next →)

Filing Date: Nov 8, 2022

Total Value ($000): $3,126,447 (100.0% shares, 0.0% debt)

Holdings (27)

— SPDR S&P 500 ETF TR 30.9%

Value ($000) $967,206 Shares 2,166,300 Est. Cost — Unrealized —

— SPDR S&P 500 ETF TR 25.0%

Value ($000) $782,618 Shares 1,850,800 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 12.8%

Value ($000) $399,663 Shares 1,118,940 Est. Cost $222.99 Unrealized —

XLK SELECT SECTOR SPDR TR 6.9%

Value ($000) $215,978 Shares 1,818,298 Est. Cost $4077.92 Unrealized —

XLV SELECT SECTOR SPDR TR 4.0%

Value ($000) $123,876 Shares 1,022,845 Est. Cost $7416.22 Unrealized —

XLY SELECT SECTOR SPDR TR 3.0%

Value ($000) $94,996 Shares 666,871 Est. Cost $9059.35 Unrealized —

XLF SELECT SECTOR SPDR TR 2.9%

Value ($000) $90,773 Shares 2,989,873 Est. Cost $2915.55 Unrealized —

XLC SELECT SECTOR SPDR TR 2.2%

Value ($000) $67,503 Shares 1,409,537 Est. Cost $48.83 Unrealized —

XLI SELECT SECTOR SPDR TR 2.1%

Value ($000) $65,267 Shares 787,868 Est. Cost $7838.15 Unrealized —

XLP SELECT SECTOR SPDR TR 1.8%

Value ($000) $55,035 Shares 824,745 Est. Cost $5007.07 Unrealized —

XLE SELECT SECTOR SPDR TR 1.2%

Value ($000) $37,291 Shares 517,790 Est. Cost $6635.07 Unrealized —

IWM IShares ETF-Rus2000 1.1%

Value ($000) $34,617 Shares 209,900 Est. Cost $160.31 Unrealized —

— iShares MSCI EAFE ETF 1.0%

Value ($000) $32,121 Shares 518,900 Est. Cost — Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.9%

Value ($000) $29,171 Shares 741,400 Est. Cost — Unrealized —

EFA iShares MSCI EAFE ETF 0.9%

Value ($000) $28,809 Shares 514,346 Est. Cost $62.13 Unrealized —

XLU SELECT SECTOR SPDR TR 0.8%

Value ($000) $24,629 Shares 375,964 Est. Cost $3993.76 Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 0.8%

Value ($000) $23,983 Shares 558,000 Est. Cost $49.11 Unrealized —

XLRE SELECT SECTOR SPDR TR 0.7%

Value ($000) $21,237 Shares 589,754 Est. Cost $32.22 Unrealized —

XLB SELECT SECTOR SPDR TR 0.7%

Value ($000) $20,847 Shares 306,535 Est. Cost $6168.31 Unrealized —

— SPDR Gold Trust 0.1%

Value ($000) $3,746 Shares 22,700 Est. Cost — Unrealized —

GLD SPDR Gold Trust 0.1%

Value ($000) $3,511 Shares 22,700 Est. Cost $127.13 Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.1%

Value ($000) $2,077 Shares 59,550 Est. Cost $40.90 Unrealized —

TLT IShares ETF-20yr 0.0%

Value ($000) $441 Shares 4,300 Est. Cost $121.90 Unrealized —

— POWERSHARES QQQ TRUST 0.0%

Value ($000) $304 Shares 1,137 Est. Cost $172.08 Unrealized —

— IShares ETF-20yr 0.0%

Value ($000) $288 Shares 2,400 Est. Cost — Unrealized —

— iShares MSCI EAFE ETF 0.0%

Value ($000) $240 Shares 3,700 Est. Cost — Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.0%

Value ($000) $220 Shares 5,500 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	2,166,300	$967,206	30.9%	—	—	Put	78462F953
—	SPDR S&P 500 ETF TR	1,850,800	$782,618	25.0%	—	—	Call	78462F903
SPY	SPDR S&P 500 ETF TR	1,118,940	$399,663	12.8%	$222.99	—	SPY	78462F103
XLK	SELECT SECTOR SPDR TR	1,818,298	$215,978	6.9%	$4077.92	—	XLK	81369Y803
XLV	SELECT SECTOR SPDR TR	1,022,845	$123,876	4.0%	$7416.22	—	XLV	81369Y209
XLY	SELECT SECTOR SPDR TR	666,871	$94,996	3.0%	$9059.35	—	XLY	81369Y407
XLF	SELECT SECTOR SPDR TR	2,989,873	$90,773	2.9%	$2915.55	—	XLF	81369Y605
XLC	SELECT SECTOR SPDR TR	1,409,537	$67,503	2.2%	$48.83	—	XLC	81369Y852
XLI	SELECT SECTOR SPDR TR	787,868	$65,267	2.1%	$7838.15	—	XLI	81369Y704
XLP	SELECT SECTOR SPDR TR	824,745	$55,035	1.8%	$5007.07	—	XLP	81369Y308
XLE	SELECT SECTOR SPDR TR	517,790	$37,291	1.2%	$6635.07	—	XLE	81369Y506
IWM	IShares ETF-Rus2000	209,900	$34,617	1.1%	$160.31	—	IWM	464287655
—	iShares MSCI EAFE ETF	518,900	$32,121	1.0%	—	—	Put	464287955
—	iShares MSCI Emerging Markets Indx ETF	741,400	$29,171	0.9%	—	—	Put	464287954
EFA	iShares MSCI EAFE ETF	514,346	$28,809	0.9%	$62.13	—	EFA	464287465
XLU	SELECT SECTOR SPDR TR	375,964	$24,629	0.8%	$3993.76	—	XLU	81369Y886
IEMG	ishares ETF - CORE MSCI EMKT	558,000	$23,983	0.8%	$49.11	—	IEMG	46434G103
XLRE	SELECT SECTOR SPDR TR	589,754	$21,237	0.7%	$32.22	—	XLRE	81369Y860
XLB	SELECT SECTOR SPDR TR	306,535	$20,847	0.7%	$6168.31	—	XLB	81369Y100
—	SPDR Gold Trust	22,700	$3,746	0.1%	—	—	Put	78463V957
GLD	SPDR Gold Trust	22,700	$3,511	0.1%	$127.13	—	GLD	78463V107
EEM	iShares MSCI Emerging Markets Indx ETF	59,550	$2,077	0.1%	$40.90	—	EEM	464287234
TLT	IShares ETF-20yr	4,300	$441	0.0%	$121.90	—	TLT	464287432
—	POWERSHARES QQQ TRUST	1,137	$304	0.0%	$172.08	—	QQQ	73935A104
—	IShares ETF-20yr	2,400	$288	0.0%	—	—	Put	464287952
—	iShares MSCI EAFE ETF	3,700	$240	0.0%	—	—	Call	464287905
—	iShares MSCI Emerging Markets Indx ETF	5,500	$220	0.0%	—	—	Call	464287904