Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 12, 2020

Total Value ($000): $2,975,552 (100.0% shares, 0.0% debt)

Holdings (33)

— SPDR S&P 500 ETF TR 25.1%

Value ($000) $745,699 Shares 2,421,400 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 14.2%

Value ($000) $421,841 Shares 1,368,014 Est. Cost $199.15 Unrealized —

XLK SELECT SECTOR SPDR TR 8.9%

Value ($000) $266,296 Shares 2,548,527 Est. Cost $4724.30 Unrealized —

XLV SELECT SECTOR SPDR TR 6.7%

Value ($000) $198,805 Shares 1,986,656 Est. Cost $7416.22 Unrealized —

XLC SELECT SECTOR SPDR TR 5.7%

Value ($000) $170,622 Shares 3,157,335 Est. Cost $48.83 Unrealized —

XLY SELECT SECTOR SPDR TR 5.6%

Value ($000) $167,514 Shares 1,311,672 Est. Cost $9059.35 Unrealized —

XLI SELECT SECTOR SPDR TR 4.4%

Value ($000) $131,836 Shares 1,919,011 Est. Cost $7838.15 Unrealized —

XLF SELECT SECTOR SPDR TR 4.4%

Value ($000) $130,300 Shares 5,630,963 Est. Cost $2915.55 Unrealized —

XLP SELECT SECTOR SPDR TR 4.1%

Value ($000) $120,996 Shares 2,063,379 Est. Cost $5007.07 Unrealized —

XLE SELECT SECTOR SPDR TR 3.8%

Value ($000) $113,617 Shares 3,001,767 Est. Cost $6635.07 Unrealized —

XLB SELECT SECTOR SPDR TR 3.5%

Value ($000) $103,105 Shares 1,829,722 Est. Cost $6168.31 Unrealized —

XLU SELECT SECTOR SPDR TR 2.7%

Value ($000) $79,470 Shares 1,408,300 Est. Cost $3993.76 Unrealized —

— iShares MSCI EAFE ETF 2.0%

Value ($000) $59,038 Shares 1,015,500 Est. Cost — Unrealized —

— iShares MSCI Emerging Markets Indx ETF 1.6%

Value ($000) $46,793 Shares 1,160,900 Est. Cost — Unrealized —

IWM IShares ETF-Rus2000 1.5%

Value ($000) $45,044 Shares 314,600 Est. Cost $138.49 Unrealized —

EFA iShares MSCI EAFE ETF 1.4%

Value ($000) $41,872 Shares 687,900 Est. Cost $62.83 Unrealized —

XLRE SELECT SECTOR SPDR TR 1.1%

Value ($000) $33,613 Shares 965,616 Est. Cost $32.11 Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 0.9%

Value ($000) $26,056 Shares 547,400 Est. Cost $50.48 Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.4%

Value ($000) $10,703 Shares 267,650 Est. Cost $40.19 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.4%

Value ($000) $10,520 Shares 210,400 Est. Cost — Unrealized —

— SPDR S&P 500 ETF TR 0.3%

Value ($000) $10,298 Shares 30,800 Est. Cost — Unrealized —

— iShares MSCI EAFE ETF 0.3%

Value ($000) $10,013 Shares 144,600 Est. Cost — Unrealized —

GLD SPDR Gold Trust 0.3%

Value ($000) $8,536 Shares 51,000 Est. Cost $123.00 Unrealized —

— SPDR Gold Trust 0.3%

Value ($000) $7,987 Shares 51,000 Est. Cost — Unrealized —

— SPDR Gold Trust 0.1%

Value ($000) $3,800 Shares 25,000 Est. Cost — Unrealized —

TLT IShares ETF-20yr 0.1%

Value ($000) $2,852 Shares 17,400 Est. Cost $121.36 Unrealized —

— IShares ETF-20yr 0.1%

Value ($000) $2,598 Shares 17,400 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value ($000) $1,728 Shares 7,200 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value ($000) $1,609 Shares 6,500 Est. Cost $120.60 Unrealized —

— POWERSHARES QQQ TRUST 0.0%

Value ($000) $1,202 Shares 6,500 Est. Cost — Unrealized —

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

Value ($000) $441 Shares 3,300 Est. Cost $123.72 Unrealized —

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

Value ($000) $424 Shares 4,900 Est. Cost $84.29 Unrealized —

— SELECT SECTOR SPDR TR 0.0%

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

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	2,421,400	$745,699	25.1%	—	—	Put	78462F953
SPY	SPDR S&P 500 ETF TR	1,368,014	$421,841	14.2%	$199.15	—	SPY	78462F103
XLK	SELECT SECTOR SPDR TR	2,548,527	$266,296	8.9%	$4724.30	—	XLK	81369Y803
XLV	SELECT SECTOR SPDR TR	1,986,656	$198,805	6.7%	$7416.22	—	XLV	81369Y209
XLC	SELECT SECTOR SPDR TR	3,157,335	$170,622	5.7%	$48.83	—	XLC	81369Y852
XLY	SELECT SECTOR SPDR TR	1,311,672	$167,514	5.6%	$9059.35	—	XLY	81369Y407
XLI	SELECT SECTOR SPDR TR	1,919,011	$131,836	4.4%	$7838.15	—	XLI	81369Y704
XLF	SELECT SECTOR SPDR TR	5,630,963	$130,300	4.4%	$2915.55	—	XLF	81369Y605
XLP	SELECT SECTOR SPDR TR	2,063,379	$120,996	4.1%	$5007.07	—	XLP	81369Y308
XLE	SELECT SECTOR SPDR TR	3,001,767	$113,617	3.8%	$6635.07	—	XLE	81369Y506
XLB	SELECT SECTOR SPDR TR	1,829,722	$103,105	3.5%	$6168.31	—	XLB	81369Y100
XLU	SELECT SECTOR SPDR TR	1,408,300	$79,470	2.7%	$3993.76	—	XLU	81369Y886
—	iShares MSCI EAFE ETF	1,015,500	$59,038	2.0%	—	—	Put	464287955
—	iShares MSCI Emerging Markets Indx ETF	1,160,900	$46,793	1.6%	—	—	Put	464287954
IWM	IShares ETF-Rus2000	314,600	$45,044	1.5%	$138.49	—	IWM	464287655
EFA	iShares MSCI EAFE ETF	687,900	$41,872	1.4%	$62.83	—	EFA	464287465
XLRE	SELECT SECTOR SPDR TR	965,616	$33,613	1.1%	$32.11	—	XLRE	81369Y860
IEMG	ishares ETF - CORE MSCI EMKT	547,400	$26,056	0.9%	$50.48	—	IEMG	46434G103
EEM	iShares MSCI Emerging Markets Indx ETF	267,650	$10,703	0.4%	$40.19	—	EEM	464287234
—	iShares MSCI Emerging Markets Indx ETF	210,400	$10,520	0.4%	—	—	Call	464287904
—	SPDR S&P 500 ETF TR	30,800	$10,298	0.3%	—	—	Call	78462F903
—	iShares MSCI EAFE ETF	144,600	$10,013	0.3%	—	—	Call	464287905
GLD	SPDR Gold Trust	51,000	$8,536	0.3%	$123.00	—	GLD	78463V107
—	SPDR Gold Trust	51,000	$7,987	0.3%	—	—	Put	78463V957
—	SPDR Gold Trust	25,000	$3,800	0.1%	—	—	Call	78463V907
TLT	IShares ETF-20yr	17,400	$2,852	0.1%	$121.36	—	TLT	464287432
—	IShares ETF-20yr	17,400	$2,598	0.1%	—	—	Put	464287952
—	POWERSHARES QQQ TRUST	7,200	$1,728	0.1%	—	—	Call	73935A904
—	POWERSHARES QQQ TRUST	6,500	$1,609	0.1%	$120.60	—	QQQ	73935A104
—	POWERSHARES QQQ TRUST	6,500	$1,202	0.0%	—	—	Put	73935A954
IEI	ISHARES TR - 3-7 YR TREAS BD ETF	3,300	$441	0.0%	$123.72	—	IEI	464288661
SHY	iShares Trust - iShares 1-3 Year Treasury Bond ETF	4,900	$424	0.0%	$84.29	—	SHY	464287457
—	SELECT SECTOR SPDR TR	18,000	$324	0.0%	—	—	Put	81369Y955