Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 11, 2020

Total Value ($000): $3,264,209 (100.0% shares, 0.0% debt)

Holdings (34)

— SPDR S&P 500 ETF TR 24.3%

Value ($000) $793,387 Shares 2,679,600 Est. Cost — Unrealized —

— SPDR S&P 500 ETF TR 11.4%

Value ($000) $371,788 Shares 1,292,300 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 11.2%

Value ($000) $364,804 Shares 1,415,317 Est. Cost $199.15 Unrealized —

XLK SELECT SECTOR SPDR TR 6.7%

Value ($000) $218,215 Shares 2,715,120 Est. Cost $4724.30 Unrealized —

XLV SELECT SECTOR SPDR TR 5.9%

Value ($000) $193,318 Shares 2,182,417 Est. Cost $7416.22 Unrealized —

XLC SELECT SECTOR SPDR TR 5.0%

Value ($000) $161,949 Shares 3,660,687 Est. Cost $48.83 Unrealized —

XLY SELECT SECTOR SPDR TR 4.6%

Value ($000) $150,300 Shares 1,532,414 Est. Cost $9059.35 Unrealized —

XLP SELECT SECTOR SPDR TR 4.5%

Value ($000) $147,476 Shares 2,707,449 Est. Cost $5007.07 Unrealized —

XLI SELECT SECTOR SPDR TR 4.4%

Value ($000) $142,213 Shares 2,409,968 Est. Cost $7838.15 Unrealized —

XLF SELECT SECTOR SPDR TR 3.8%

Value ($000) $123,909 Shares 5,951,407 Est. Cost $2915.55 Unrealized —

XLB SELECT SECTOR SPDR TR 3.4%

Value ($000) $111,020 Shares 2,464,915 Est. Cost $6168.31 Unrealized —

XLU SELECT SECTOR SPDR TR 3.3%

Value ($000) $109,079 Shares 1,968,548 Est. Cost $3993.76 Unrealized —

XLE SELECT SECTOR SPDR TR 3.2%

Value ($000) $103,939 Shares 3,576,734 Est. Cost $6635.07 Unrealized —

EFA iShares MSCI EAFE ETF 1.3%

Value ($000) $41,913 Shares 784,000 Est. Cost $62.83 Unrealized —

IWM IShares ETF-Rus2000 1.3%

Value ($000) $41,740 Shares 364,665 Est. Cost $138.49 Unrealized —

— iShares MSCI EAFE ETF 1.1%

Value ($000) $36,739 Shares 788,600 Est. Cost — Unrealized —

— iShares MSCI Emerging Markets Indx ETF 1.1%

Value ($000) $36,330 Shares 984,400 Est. Cost — Unrealized —

XLRE SELECT SECTOR SPDR TR 0.9%

Value ($000) $30,882 Shares 996,172 Est. Cost $32.11 Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 0.7%

Value ($000) $22,724 Shares 561,510 Est. Cost $50.48 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.3%

Value ($000) $10,640 Shares 212,800 Est. Cost — Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.3%

Value ($000) $10,543 Shares 308,900 Est. Cost $40.19 Unrealized —

— iShares MSCI EAFE ETF 0.3%

Value ($000) $10,137 Shares 146,300 Est. Cost — Unrealized —

GLD SPDR Gold Trust 0.2%

Value ($000) $7,684 Shares 51,900 Est. Cost $123.00 Unrealized —

— SPDR Gold Trust 0.2%

Value ($000) $7,380 Shares 51,900 Est. Cost — Unrealized —

— SPDR Gold Trust 0.1%

Value ($000) $3,861 Shares 25,400 Est. Cost — Unrealized —

TLT IShares ETF-20yr 0.1%

Value ($000) $3,167 Shares 19,200 Est. Cost $121.36 Unrealized —

— IShares ETF-20yr 0.1%

Value ($000) $2,662 Shares 19,200 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value ($000) $2,016 Shares 8,400 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.0%

Value ($000) $1,523 Shares 8,000 Est. Cost $120.60 Unrealized —

— POWERSHARES QQQ TRUST 0.0%

Value ($000) $1,480 Shares 8,000 Est. Cost — Unrealized —

IEI ISHARES TR - 3-7 YR TREAS BD ETF 0.0%

Value ($000) $440 Shares 3,300 Est. Cost $123.72 Unrealized —

SHY iShares Trust - iShares 1-3 Year Treasury Bond ETF 0.0%

Value ($000) $425 Shares 4,900 Est. Cost $84.29 Unrealized —

— SELECT SECTOR SPDR TR 0.0%

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

IYR i-shares U.S. REAL ES ETF 0.0%

Value ($000) $202 Shares 2,900 Est. Cost $74.23 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	2,679,600	$793,387	24.3%	—	—	Put	78462F953
—	SPDR S&P 500 ETF TR	1,292,300	$371,788	11.4%	—	—	Call	78462F903
SPY	SPDR S&P 500 ETF TR	1,415,317	$364,804	11.2%	$199.15	—	SPY	78462F103
XLK	SELECT SECTOR SPDR TR	2,715,120	$218,215	6.7%	$4724.30	—	XLK	81369Y803
XLV	SELECT SECTOR SPDR TR	2,182,417	$193,318	5.9%	$7416.22	—	XLV	81369Y209
XLC	SELECT SECTOR SPDR TR	3,660,687	$161,949	5.0%	$48.83	—	XLC	81369Y852
XLY	SELECT SECTOR SPDR TR	1,532,414	$150,300	4.6%	$9059.35	—	XLY	81369Y407
XLP	SELECT SECTOR SPDR TR	2,707,449	$147,476	4.5%	$5007.07	—	XLP	81369Y308
XLI	SELECT SECTOR SPDR TR	2,409,968	$142,213	4.4%	$7838.15	—	XLI	81369Y704
XLF	SELECT SECTOR SPDR TR	5,951,407	$123,909	3.8%	$2915.55	—	XLF	81369Y605
XLB	SELECT SECTOR SPDR TR	2,464,915	$111,020	3.4%	$6168.31	—	XLB	81369Y100
XLU	SELECT SECTOR SPDR TR	1,968,548	$109,079	3.3%	$3993.76	—	XLU	81369Y886
XLE	SELECT SECTOR SPDR TR	3,576,734	$103,939	3.2%	$6635.07	—	XLE	81369Y506
EFA	iShares MSCI EAFE ETF	784,000	$41,913	1.3%	$62.83	—	EFA	464287465
IWM	IShares ETF-Rus2000	364,665	$41,740	1.3%	$138.49	—	IWM	464287655
—	iShares MSCI EAFE ETF	788,600	$36,739	1.1%	—	—	Put	464287955
—	iShares MSCI Emerging Markets Indx ETF	984,400	$36,330	1.1%	—	—	Put	464287954
XLRE	SELECT SECTOR SPDR TR	996,172	$30,882	0.9%	$32.11	—	XLRE	81369Y860
IEMG	ishares ETF - CORE MSCI EMKT	561,510	$22,724	0.7%	$50.48	—	IEMG	46434G103
—	iShares MSCI Emerging Markets Indx ETF	212,800	$10,640	0.3%	—	—	Call	464287904
EEM	iShares MSCI Emerging Markets Indx ETF	308,900	$10,543	0.3%	$40.19	—	EEM	464287234
—	iShares MSCI EAFE ETF	146,300	$10,137	0.3%	—	—	Call	464287905
GLD	SPDR Gold Trust	51,900	$7,684	0.2%	$123.00	—	GLD	78463V107
—	SPDR Gold Trust	51,900	$7,380	0.2%	—	—	Put	78463V957
—	SPDR Gold Trust	25,400	$3,861	0.1%	—	—	Call	78463V907
TLT	IShares ETF-20yr	19,200	$3,167	0.1%	$121.36	—	TLT	464287432
—	IShares ETF-20yr	19,200	$2,662	0.1%	—	—	Put	464287952
—	POWERSHARES QQQ TRUST	8,400	$2,016	0.1%	—	—	Call	73935A904
—	POWERSHARES QQQ TRUST	8,000	$1,523	0.0%	$120.60	—	QQQ	73935A104
—	POWERSHARES QQQ TRUST	8,000	$1,480	0.0%	—	—	Put	73935A954
IEI	ISHARES TR - 3-7 YR TREAS BD ETF	3,300	$440	0.0%	$123.72	—	IEI	464288661
SHY	iShares Trust - iShares 1-3 Year Treasury Bond ETF	4,900	$425	0.0%	$84.29	—	SHY	464287457
—	SELECT SECTOR SPDR TR	18,000	$324	0.0%	—	—	Put	81369Y955
IYR	i-shares U.S. REAL ES ETF	2,900	$202	0.0%	$74.23	—	IYR	464287739