Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 10, 2020

Total Value ($000): $3,431,295 (100.0% shares, 0.0% debt)

Holdings (30)

— SPDR S&P 500 ETF TR 38.5%

Value ($000) $1,321,721 Shares 4,330,800 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 12.2%

Value ($000) $418,789 Shares 1,250,526 Est. Cost $199.15 Unrealized —

XLK SELECT SECTOR SPDR TR 7.6%

Value ($000) $259,858 Shares 2,226,716 Est. Cost $4724.30 Unrealized —

XLV SELECT SECTOR SPDR TR 5.3%

Value ($000) $183,097 Shares 1,735,851 Est. Cost $7416.22 Unrealized —

XLY SELECT SECTOR SPDR TR 4.9%

Value ($000) $168,180 Shares 1,144,241 Est. Cost $9059.35 Unrealized —

XLC SELECT SECTOR SPDR TR 4.7%

Value ($000) $162,422 Shares 2,734,369 Est. Cost $48.83 Unrealized —

XLI SELECT SECTOR SPDR TR 3.7%

Value ($000) $127,283 Shares 1,653,452 Est. Cost $7838.15 Unrealized —

XLF SELECT SECTOR SPDR TR 3.5%

Value ($000) $118,662 Shares 4,929,855 Est. Cost $2915.55 Unrealized —

XLP SELECT SECTOR SPDR TR 3.3%

Value ($000) $113,731 Shares 1,774,280 Est. Cost $5007.07 Unrealized —

XLB SELECT SECTOR SPDR TR 2.9%

Value ($000) $99,427 Shares 1,562,329 Est. Cost $6168.31 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 2.4%

Value ($000) $83,065 Shares 2,056,700 Est. Cost — Unrealized —

XLE SELECT SECTOR SPDR TR 2.3%

Value ($000) $78,323 Shares 2,615,120 Est. Cost $6635.07 Unrealized —

XLU SELECT SECTOR SPDR TR 2.1%

Value ($000) $72,105 Shares 1,214,291 Est. Cost $3993.76 Unrealized —

IWM IShares ETF-Rus2000 1.1%

Value ($000) $36,639 Shares 244,600 Est. Cost $138.49 Unrealized —

EFA iShares MSCI EAFE ETF 1.1%

Value ($000) $36,140 Shares 567,800 Est. Cost $62.83 Unrealized —

— iShares MSCI EAFE ETF 1.0%

Value ($000) $34,932 Shares 570,700 Est. Cost — Unrealized —

XLRE SELECT SECTOR SPDR TR 0.9%

Value ($000) $29,968 Shares 849,668 Est. Cost $32.11 Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 0.8%

Value ($000) $26,521 Shares 502,300 Est. Cost $50.48 Unrealized —

— SPDR S&P 500 ETF TR 0.4%

Value ($000) $14,244 Shares 41,400 Est. Cost — Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.3%

Value ($000) $10,800 Shares 244,950 Est. Cost $40.19 Unrealized —

— SPDR Gold Trust 0.3%

Value ($000) $9,612 Shares 53,400 Est. Cost — Unrealized —

GLD SPDR Gold Trust 0.3%

Value ($000) $9,458 Shares 53,400 Est. Cost $125.43 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.2%

Value ($000) $7,795 Shares 155,900 Est. Cost — Unrealized —

TLT IShares ETF-20yr 0.1%

Value ($000) $2,841 Shares 17,400 Est. Cost $121.36 Unrealized —

— IShares ETF-20yr 0.1%

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

— iShares MSCI EAFE ETF 0.0%

Value ($000) $803 Shares 11,000 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.0%

Value ($000) $718 Shares 2,585 Est. Cost $120.60 Unrealized —

— POWERSHARES QQQ TRUST 0.0%

Value ($000) $714 Shares 2,100 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.0%

Value ($000) $525 Shares 2,100 Est. Cost — 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	4,330,800	$1,321,721	38.5%	—	—	Put	78462F953
SPY	SPDR S&P 500 ETF TR	1,250,526	$418,789	12.2%	$199.15	—	SPY	78462F103
XLK	SELECT SECTOR SPDR TR	2,226,716	$259,858	7.6%	$4724.30	—	XLK	81369Y803
XLV	SELECT SECTOR SPDR TR	1,735,851	$183,097	5.3%	$7416.22	—	XLV	81369Y209
XLY	SELECT SECTOR SPDR TR	1,144,241	$168,180	4.9%	$9059.35	—	XLY	81369Y407
XLC	SELECT SECTOR SPDR TR	2,734,369	$162,422	4.7%	$48.83	—	XLC	81369Y852
XLI	SELECT SECTOR SPDR TR	1,653,452	$127,283	3.7%	$7838.15	—	XLI	81369Y704
XLF	SELECT SECTOR SPDR TR	4,929,855	$118,662	3.5%	$2915.55	—	XLF	81369Y605
XLP	SELECT SECTOR SPDR TR	1,774,280	$113,731	3.3%	$5007.07	—	XLP	81369Y308
XLB	SELECT SECTOR SPDR TR	1,562,329	$99,427	2.9%	$6168.31	—	XLB	81369Y100
—	iShares MSCI Emerging Markets Indx ETF	2,056,700	$83,065	2.4%	—	—	Put	464287954
XLE	SELECT SECTOR SPDR TR	2,615,120	$78,323	2.3%	$6635.07	—	XLE	81369Y506
XLU	SELECT SECTOR SPDR TR	1,214,291	$72,105	2.1%	$3993.76	—	XLU	81369Y886
IWM	IShares ETF-Rus2000	244,600	$36,639	1.1%	$138.49	—	IWM	464287655
EFA	iShares MSCI EAFE ETF	567,800	$36,140	1.1%	$62.83	—	EFA	464287465
—	iShares MSCI EAFE ETF	570,700	$34,932	1.0%	—	—	Put	464287955
XLRE	SELECT SECTOR SPDR TR	849,668	$29,968	0.9%	$32.11	—	XLRE	81369Y860
IEMG	ishares ETF - CORE MSCI EMKT	502,300	$26,521	0.8%	$50.48	—	IEMG	46434G103
—	SPDR S&P 500 ETF TR	41,400	$14,244	0.4%	—	—	Call	78462F903
EEM	iShares MSCI Emerging Markets Indx ETF	244,950	$10,800	0.3%	$40.19	—	EEM	464287234
—	SPDR Gold Trust	53,400	$9,612	0.3%	—	—	Put	78463V957
GLD	SPDR Gold Trust	53,400	$9,458	0.3%	$125.43	—	GLD	78463V107
—	iShares MSCI Emerging Markets Indx ETF	155,900	$7,795	0.2%	—	—	Call	464287904
TLT	IShares ETF-20yr	17,400	$2,841	0.1%	$121.36	—	TLT	464287432
—	IShares ETF-20yr	17,400	$2,598	0.1%	—	—	Put	464287952
—	iShares MSCI EAFE ETF	11,000	$803	0.0%	—	—	Call	464287905
—	POWERSHARES QQQ TRUST	2,585	$718	0.0%	$120.60	—	QQQ	73935A104
—	POWERSHARES QQQ TRUST	2,100	$714	0.0%	—	—	Call	73935A904
—	POWERSHARES QQQ TRUST	2,100	$525	0.0%	—	—	Put	73935A954
—	SELECT SECTOR SPDR TR	18,000	$324	0.0%	—	—	Put	81369Y955