Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q4 2020 (← Previous) (Next →)

Filing Date: Feb 9, 2021

Total Value ($000): $2,610,312 (100.0% shares, 0.0% debt)

Holdings (28)

— SPDR S&P 500 ETF TR 25.5%

Value ($000) $664,633 Shares 1,848,100 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 15.1%

Value ($000) $395,276 Shares 1,057,227 Est. Cost $199.15 Unrealized —

XLK SELECT SECTOR SPDR TR 12.9%

Value ($000) $336,920 Shares 2,591,293 Est. Cost $4077.92 Unrealized —

XLV SELECT SECTOR SPDR TR 6.7%

Value ($000) $174,880 Shares 1,541,611 Est. Cost $7416.22 Unrealized —

XLY SELECT SECTOR SPDR TR 6.2%

Value ($000) $163,103 Shares 1,014,446 Est. Cost $9059.35 Unrealized —

XLC SELECT SECTOR SPDR TR 5.5%

Value ($000) $142,898 Shares 2,117,635 Est. Cost $48.83 Unrealized —

XLF SELECT SECTOR SPDR TR 5.3%

Value ($000) $137,153 Shares 4,652,403 Est. Cost $2915.55 Unrealized —

XLI SELECT SECTOR SPDR TR 4.3%

Value ($000) $111,191 Shares 1,255,684 Est. Cost $7838.15 Unrealized —

XLP SELECT SECTOR SPDR TR 3.3%

Value ($000) $86,846 Shares 1,287,565 Est. Cost $5007.07 Unrealized —

XLB SELECT SECTOR SPDR TR 1.8%

Value ($000) $47,777 Shares 659,990 Est. Cost $6168.31 Unrealized —

XLU SELECT SECTOR SPDR TR 1.7%

Value ($000) $43,459 Shares 693,123 Est. Cost $3993.76 Unrealized —

XLE SELECT SECTOR SPDR TR 1.5%

Value ($000) $40,362 Shares 1,064,966 Est. Cost $6635.07 Unrealized —

IWM IShares ETF-Rus2000 1.4%

Value ($000) $36,898 Shares 188,200 Est. Cost $138.49 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 1.3%

Value ($000) $34,036 Shares 694,600 Est. Cost — Unrealized —

EFA iShares MSCI EAFE ETF 1.2%

Value ($000) $32,511 Shares 445,600 Est. Cost $62.83 Unrealized —

— iShares MSCI EAFE ETF 1.2%

Value ($000) $32,068 Shares 451,000 Est. Cost — Unrealized —

XLRE SELECT SECTOR SPDR TR 1.2%

Value ($000) $31,880 Shares 871,989 Est. Cost $32.22 Unrealized —

— SPDR S&P 500 ETF TR 1.1%

Value ($000) $29,068 Shares 72,500 Est. Cost — Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 1.0%

Value ($000) $27,068 Shares 436,300 Est. Cost $50.48 Unrealized —

GLD SPDR Gold Trust 0.4%

Value ($000) $9,524 Shares 53,400 Est. Cost $125.43 Unrealized —

— SPDR Gold Trust 0.3%

Value ($000) $8,957 Shares 53,400 Est. Cost — Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.3%

Value ($000) $8,771 Shares 169,750 Est. Cost $40.19 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.3%

Value ($000) $6,815 Shares 136,300 Est. Cost — Unrealized —

TLT IShares ETF-20yr 0.1%

Value ($000) $2,745 Shares 17,400 Est. Cost $121.36 Unrealized —

— IShares ETF-20yr 0.1%

Value ($000) $2,619 Shares 17,400 Est. Cost — Unrealized —

— SPDR Gold Trust 0.1%

Value ($000) $2,299 Shares 12,100 Est. Cost — Unrealized —

— SELECT SECTOR SPDR TR 0.0%

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

— POWERSHARES QQQ TRUST 0.0%

Value ($000) $231 Shares 792 Est. Cost $120.60 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	1,848,100	$664,633	25.5%	—	—	Put	78462F953
SPY	SPDR S&P 500 ETF TR	1,057,227	$395,276	15.1%	$199.15	—	SPY	78462F103
XLK	SELECT SECTOR SPDR TR	2,591,293	$336,920	12.9%	$4077.92	—	XLK	81369Y803
XLV	SELECT SECTOR SPDR TR	1,541,611	$174,880	6.7%	$7416.22	—	XLV	81369Y209
XLY	SELECT SECTOR SPDR TR	1,014,446	$163,103	6.2%	$9059.35	—	XLY	81369Y407
XLC	SELECT SECTOR SPDR TR	2,117,635	$142,898	5.5%	$48.83	—	XLC	81369Y852
XLF	SELECT SECTOR SPDR TR	4,652,403	$137,153	5.3%	$2915.55	—	XLF	81369Y605
XLI	SELECT SECTOR SPDR TR	1,255,684	$111,191	4.3%	$7838.15	—	XLI	81369Y704
XLP	SELECT SECTOR SPDR TR	1,287,565	$86,846	3.3%	$5007.07	—	XLP	81369Y308
XLB	SELECT SECTOR SPDR TR	659,990	$47,777	1.8%	$6168.31	—	XLB	81369Y100
XLU	SELECT SECTOR SPDR TR	693,123	$43,459	1.7%	$3993.76	—	XLU	81369Y886
XLE	SELECT SECTOR SPDR TR	1,064,966	$40,362	1.5%	$6635.07	—	XLE	81369Y506
IWM	IShares ETF-Rus2000	188,200	$36,898	1.4%	$138.49	—	IWM	464287655
—	iShares MSCI Emerging Markets Indx ETF	694,600	$34,036	1.3%	—	—	Put	464287954
EFA	iShares MSCI EAFE ETF	445,600	$32,511	1.2%	$62.83	—	EFA	464287465
—	iShares MSCI EAFE ETF	451,000	$32,068	1.2%	—	—	Put	464287955
XLRE	SELECT SECTOR SPDR TR	871,989	$31,880	1.2%	$32.22	—	XLRE	81369Y860
—	SPDR S&P 500 ETF TR	72,500	$29,068	1.1%	—	—	Call	78462F903
IEMG	ishares ETF - CORE MSCI EMKT	436,300	$27,068	1.0%	$50.48	—	IEMG	46434G103
GLD	SPDR Gold Trust	53,400	$9,524	0.4%	$125.43	—	GLD	78463V107
—	SPDR Gold Trust	53,400	$8,957	0.3%	—	—	Put	78463V957
EEM	iShares MSCI Emerging Markets Indx ETF	169,750	$8,771	0.3%	$40.19	—	EEM	464287234
—	iShares MSCI Emerging Markets Indx ETF	136,300	$6,815	0.3%	—	—	Call	464287904
TLT	IShares ETF-20yr	17,400	$2,745	0.1%	$121.36	—	TLT	464287432
—	IShares ETF-20yr	17,400	$2,619	0.1%	—	—	Put	464287952
—	SPDR Gold Trust	12,100	$2,299	0.1%	—	—	Call	78463V907
—	SELECT SECTOR SPDR TR	18,000	$324	0.0%	—	—	Put	81369Y955
—	POWERSHARES QQQ TRUST	792	$231	0.0%	$120.60	—	QQQ	73935A104