Swan Global Investments, LLC Hedge Fund

Location: Durango, CO

CIK: 0001591505 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 12, 2020

Total Value: $2.976B (100.0% shares, 0.0% debt)

Holdings (33)

— SPDR S&P 500 ETF TR 25.1%

Value $746M Shares 2,421,400 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 14.2%

Value $422M Shares 1,368,014 Est. Cost $199.15 Unrealized —

XLK SELECT SECTOR SPDR TR 8.9%

Value $266M Shares 2,548,527 Est. Cost $4724.30 Unrealized —

XLV SELECT SECTOR SPDR TR 6.7%

Value $199M Shares 1,986,656 Est. Cost $7416.22 Unrealized —

XLC SELECT SECTOR SPDR TR 5.7%

Value $171M Shares 3,157,335 Est. Cost $48.83 Unrealized —

XLY SELECT SECTOR SPDR TR 5.6%

Value $168M Shares 1,311,672 Est. Cost $9059.35 Unrealized —

XLI SELECT SECTOR SPDR TR 4.4%

Value $132M Shares 1,919,011 Est. Cost $7838.15 Unrealized —

XLF SELECT SECTOR SPDR TR 4.4%

Value $130M Shares 5,630,963 Est. Cost $2915.55 Unrealized —

XLP SELECT SECTOR SPDR TR 4.1%

Value $121M Shares 2,063,379 Est. Cost $5007.07 Unrealized —

XLE SELECT SECTOR SPDR TR 3.8%

Value $114M Shares 3,001,767 Est. Cost $6635.07 Unrealized —

XLB SELECT SECTOR SPDR TR 3.5%

Value $103M Shares 1,829,722 Est. Cost $6168.31 Unrealized —

XLU SELECT SECTOR SPDR TR 2.7%

Value $79.47M Shares 1,408,300 Est. Cost $3993.76 Unrealized —

— iShares MSCI EAFE ETF 2.0%

Value $59.04M Shares 1,015,500 Est. Cost — Unrealized —

— iShares MSCI Emerging Markets Indx ETF 1.6%

Value $46.79M Shares 1,160,900 Est. Cost — Unrealized —

IWM IShares ETF-Rus2000 1.5%

Value $45.04M Shares 314,600 Est. Cost $138.49 Unrealized —

EFA iShares MSCI EAFE ETF 1.4%

Value $41.87M Shares 687,900 Est. Cost $62.83 Unrealized —

XLRE SELECT SECTOR SPDR TR 1.1%

Value $33.61M Shares 965,616 Est. Cost $32.11 Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 0.9%

Value $26.06M Shares 547,400 Est. Cost $50.48 Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.4%

Value $10.7M Shares 267,650 Est. Cost $40.19 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.4%

Value $10.52M Shares 210,400 Est. Cost — Unrealized —

— SPDR S&P 500 ETF TR 0.3%

Value $10.3M Shares 30,800 Est. Cost — Unrealized —

— iShares MSCI EAFE ETF 0.3%

Value $10.01M Shares 144,600 Est. Cost — Unrealized —

GLD SPDR Gold Trust 0.3%

Value $8.536M Shares 51,000 Est. Cost $123.00 Unrealized —

— SPDR Gold Trust 0.3%

Value $7.987M Shares 51,000 Est. Cost — Unrealized —

— SPDR Gold Trust 0.1%

Value $3.8M Shares 25,000 Est. Cost — Unrealized —

TLT IShares ETF-20yr 0.1%

Value $2.852M Shares 17,400 Est. Cost $121.36 Unrealized —

— IShares ETF-20yr 0.1%

Value $2.598M Shares 17,400 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value $1.728M Shares 7,200 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value $1.609M Shares 6,500 Est. Cost $120.60 Unrealized —

— POWERSHARES QQQ TRUST 0.0%

Value $1.202M Shares 6,500 Est. Cost — Unrealized —

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

Value $441K Shares 3,300 Est. Cost $123.72 Unrealized —

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

Value $424K Shares 4,900 Est. Cost $84.29 Unrealized —

— SELECT SECTOR SPDR TR 0.0%

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

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	2,421,400	$746M	25.1%	—	—	Put	78462F953
SPY	SPDR S&P 500 ETF TR	1,368,014	$422M	14.2%	$199.15	—	SPY	78462F103
XLK	SELECT SECTOR SPDR TR	2,548,527	$266M	8.9%	$4724.30	—	XLK	81369Y803
XLV	SELECT SECTOR SPDR TR	1,986,656	$199M	6.7%	$7416.22	—	XLV	81369Y209
XLC	SELECT SECTOR SPDR TR	3,157,335	$171M	5.7%	$48.83	—	XLC	81369Y852
XLY	SELECT SECTOR SPDR TR	1,311,672	$168M	5.6%	$9059.35	—	XLY	81369Y407
XLI	SELECT SECTOR SPDR TR	1,919,011	$132M	4.4%	$7838.15	—	XLI	81369Y704
XLF	SELECT SECTOR SPDR TR	5,630,963	$130M	4.4%	$2915.55	—	XLF	81369Y605
XLP	SELECT SECTOR SPDR TR	2,063,379	$121M	4.1%	$5007.07	—	XLP	81369Y308
XLE	SELECT SECTOR SPDR TR	3,001,767	$114M	3.8%	$6635.07	—	XLE	81369Y506
XLB	SELECT SECTOR SPDR TR	1,829,722	$103M	3.5%	$6168.31	—	XLB	81369Y100
XLU	SELECT SECTOR SPDR TR	1,408,300	$79.47M	2.7%	$3993.76	—	XLU	81369Y886
—	iShares MSCI EAFE ETF	1,015,500	$59.04M	2.0%	—	—	Put	464287955
—	iShares MSCI Emerging Markets Indx ETF	1,160,900	$46.79M	1.6%	—	—	Put	464287954
IWM	IShares ETF-Rus2000	314,600	$45.04M	1.5%	$138.49	—	IWM	464287655
EFA	iShares MSCI EAFE ETF	687,900	$41.87M	1.4%	$62.83	—	EFA	464287465
XLRE	SELECT SECTOR SPDR TR	965,616	$33.61M	1.1%	$32.11	—	XLRE	81369Y860
IEMG	ishares ETF - CORE MSCI EMKT	547,400	$26.06M	0.9%	$50.48	—	IEMG	46434G103
EEM	iShares MSCI Emerging Markets Indx ETF	267,650	$10.7M	0.4%	$40.19	—	EEM	464287234
—	iShares MSCI Emerging Markets Indx ETF	210,400	$10.52M	0.4%	—	—	Call	464287904
—	SPDR S&P 500 ETF TR	30,800	$10.3M	0.3%	—	—	Call	78462F903
—	iShares MSCI EAFE ETF	144,600	$10.01M	0.3%	—	—	Call	464287905
GLD	SPDR Gold Trust	51,000	$8.536M	0.3%	$123.00	—	GLD	78463V107
—	SPDR Gold Trust	51,000	$7.987M	0.3%	—	—	Put	78463V957
—	SPDR Gold Trust	25,000	$3.8M	0.1%	—	—	Call	78463V907
TLT	IShares ETF-20yr	17,400	$2.852M	0.1%	$121.36	—	TLT	464287432
—	IShares ETF-20yr	17,400	$2.598M	0.1%	—	—	Put	464287952
—	POWERSHARES QQQ TRUST	7,200	$1.728M	0.1%	—	—	Call	73935A904
—	POWERSHARES QQQ TRUST	6,500	$1.609M	0.1%	$120.60	—	QQQ	73935A104
—	POWERSHARES QQQ TRUST	6,500	$1.202M	0.0%	—	—	Put	73935A954
IEI	ISHARES TR - 3-7 YR TREAS BD ETF	3,300	$441K	0.0%	$123.72	—	IEI	464288661
SHY	iShares Trust - iShares 1-3 Year Treasury Bond ETF	4,900	$424K	0.0%	$84.29	—	SHY	464287457
—	SELECT SECTOR SPDR TR	18,000	$324K	0.0%	—	—	Put	81369Y955