Swan Global Investments, LLC Hedge Fund

Location: Durango, CO

CIK: 0001591505 · Show all filings

Period: Q2 2019 (← Previous) (Next →)

Filing Date: Aug 12, 2019

Total Value: $5.104B (100.0% shares, 0.0% debt)

Holdings (38)

— SPDR S&P 500 ETF TR 22.9%

Value $1.169B Shares 4,238,300 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 10.3%

Value $526M Shares 1,803,218 Est. Cost $199.15 Unrealized —

— SPDR S&P 500 ETF TR 7.4%

Value $379M Shares 1,186,800 Est. Cost — Unrealized —

XLB SELECT SECTOR SPDR TR 5.2%

Value $266M Shares 4,583,795 Est. Cost $6168.31 Unrealized —

XLK SELECT SECTOR SPDR TR 5.1%

Value $263M Shares 3,367,596 Est. Cost $5303.80 Unrealized —

XLP SELECT SECTOR SPDR TR 5.1%

Value $259M Shares 4,461,073 Est. Cost $5007.07 Unrealized —

XLY SELECT SECTOR SPDR TR 5.0%

Value $258M Shares 2,167,068 Est. Cost $9059.35 Unrealized —

XLU SELECT SECTOR SPDR TR 5.0%

Value $257M Shares 4,327,520 Est. Cost $3993.76 Unrealized —

XLI SELECT SECTOR SPDR TR 5.0%

Value $255M Shares 3,325,175 Est. Cost $7838.15 Unrealized —

XLC SELECT SECTOR SPDR TR 4.9%

Value $252M Shares 5,169,394 Est. Cost $48.83 Unrealized —

XLV SELECT SECTOR SPDR TR 4.9%

Value $248M Shares 2,690,864 Est. Cost $7701.10 Unrealized —

XLE SELECT SECTOR SPDR TR 4.7%

Value $241M Shares 3,827,830 Est. Cost $7144.49 Unrealized —

XLF SELECT SECTOR SPDR TR 4.0%

Value $204M Shares 7,487,651 Est. Cost $3071.23 Unrealized —

— iShares MSCI EAFE ETF 2.1%

Value $107M Shares 1,785,500 Est. Cost — Unrealized —

EFA iShares MSCI EAFE ETF 1.6%

Value $82.22M Shares 1,257,900 Est. Cost $64.00 Unrealized —

IWM IShares ETF-Rus2000 1.6%

Value $81.87M Shares 532,900 Est. Cost $144.01 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 1.6%

Value $79.36M Shares 2,051,500 Est. Cost — Unrealized —

XLRE SELECT SECTOR SPDR TR 1.0%

Value $49.18M Shares 1,341,845 Est. Cost $32.11 Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 0.6%

Value $32.13M Shares 623,247 Est. Cost $51.93 Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.5%

Value $25.44M Shares 592,113 Est. Cost $40.50 Unrealized —

— iShares MSCI EAFE ETF 0.3%

Value $13.54M Shares 215,000 Est. Cost — Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.2%

Value $10.8M Shares 240,000 Est. Cost — Unrealized —

GLD SPDR Gold Trust 0.1%

Value $6.961M Shares 52,400 Est. Cost $123.00 Unrealized —

— SPDR Gold Trust 0.1%

Value $6.24M Shares 52,000 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value $4.68M Shares 24,200 Est. Cost — Unrealized —

IEI ISHARES TR - 3-7 YR TREAS BD ETF 0.1%

Value $4.483M Shares 35,652 Est. Cost $123.72 Unrealized —

SHY iShares Trust - iShares 1-3 Year Treasury Bond ETF 0.1%

Value $4.395M Shares 51,839 Est. Cost $84.29 Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value $4.178M Shares 22,400 Est. Cost $120.60 Unrealized —

— SPDR Gold Trust 0.1%

Value $3.432M Shares 26,200 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value $3.308M Shares 22,400 Est. Cost — Unrealized —

— IShares ETF-20yr 0.1%

Value $2.777M Shares 24,500 Est. Cost — Unrealized —

TLT IShares ETF-20yr 0.1%

Value $2.727M Shares 20,518 Est. Cost $121.36 Unrealized —

— Twitter Inc 0.0%

Value $904K Shares 26,000 Est. Cost $37.72 Unrealized —

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

Value $515K Shares 5,900 Est. Cost $74.96 Unrealized —

— ISHARES TR - IBOXX HI YD 0.0%

Value $476K Shares 5,800 Est. Cost — Unrealized —

— i-shares U.S. REAL ES ETF 0.0%

Value $442K Shares 5,900 Est. Cost — Unrealized —

— SELECT SECTOR SPDR TR 0.0%

Value $420K Shares 30,000 Est. Cost — Unrealized —

HYG ISHARES TR - IBOXX HI YD 0.0%

Value $218K Shares 2,500 Est. Cost $81.03 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	4,238,300	$1.169B	22.9%	—	—	Put	78462F953
SPY	SPDR S&P 500 ETF TR	1,803,218	$526M	10.3%	$199.15	—	TR UNIT	78462F103
—	SPDR S&P 500 ETF TR	1,186,800	$379M	7.4%	—	—	Call	78462F903
XLB	SELECT SECTOR SPDR TR	4,583,795	$266M	5.2%	$6168.31	—	SBI MATERIALS	81369Y100
XLK	SELECT SECTOR SPDR TR	3,367,596	$263M	5.1%	$5303.80	—	TECHNOLOGY	81369Y803
XLP	SELECT SECTOR SPDR TR	4,461,073	$259M	5.1%	$5007.07	—	SBI CONS STPLS	81369Y308
XLY	SELECT SECTOR SPDR TR	2,167,068	$258M	5.0%	$9059.35	—	SBI CONS DISCR	81369Y407
XLU	SELECT SECTOR SPDR TR	4,327,520	$257M	5.0%	$3993.76	—	SBI INT-UTILS	81369Y886
XLI	SELECT SECTOR SPDR TR	3,325,175	$255M	5.0%	$7838.15	—	SBI INT-INDS	81369Y704
XLC	SELECT SECTOR SPDR TR	5,169,394	$252M	4.9%	$48.83	—	SBI COMMUNICATIONS	81369Y852
XLV	SELECT SECTOR SPDR TR	2,690,864	$248M	4.9%	$7701.10	—	SBI HEALTHCARE	81369Y209
XLE	SELECT SECTOR SPDR TR	3,827,830	$241M	4.7%	$7144.49	—	SBI INT-ENERGY	81369Y506
XLF	SELECT SECTOR SPDR TR	7,487,651	$204M	4.0%	$3071.23	—	SBI INT-FINL	81369Y605
—	iShares MSCI EAFE ETF	1,785,500	$107M	2.1%	—	—	Put	464287955
EFA	iShares MSCI EAFE ETF	1,257,900	$82.22M	1.6%	$64.00	—	ETF	464287465
IWM	IShares ETF-Rus2000	532,900	$81.87M	1.6%	$144.01	—	ETF	464287655
—	iShares MSCI Emerging Markets Indx ETF	2,051,500	$79.36M	1.6%	—	—	Put	464287954
XLRE	SELECT SECTOR SPDR TR	1,341,845	$49.18M	1.0%	$32.11	—	SBI INT-REALESTATE	81369Y860
IEMG	ishares ETF - CORE MSCI EMKT	623,247	$32.13M	0.6%	$51.93	—	ETF	46434G103
EEM	iShares MSCI Emerging Markets Indx ETF	592,113	$25.44M	0.5%	$40.50	—	ETF	464287234
—	iShares MSCI EAFE ETF	215,000	$13.54M	0.3%	—	—	Call	464287905
—	iShares MSCI Emerging Markets Indx ETF	240,000	$10.8M	0.2%	—	—	Call	464287904
GLD	SPDR Gold Trust	52,400	$6.961M	0.1%	$123.00	—	ETF	78463V107
—	SPDR Gold Trust	52,000	$6.24M	0.1%	—	—	Put	78463V957
—	POWERSHARES QQQ TRUST	24,200	$4.68M	0.1%	—	—	Call	73935A904
IEI	ISHARES TR - 3-7 YR TREAS BD ETF	35,652	$4.483M	0.1%	$123.72	—	ETF	464288661
SHY	iShares Trust - iShares 1-3 Year Treasury Bond ETF	51,839	$4.395M	0.1%	$84.29	—	ETF	464287457
—	POWERSHARES QQQ TRUST	22,400	$4.178M	0.1%	$120.60	—	ETF	73935A104
—	SPDR Gold Trust	26,200	$3.432M	0.1%	—	—	Call	78463V907
—	POWERSHARES QQQ TRUST	22,400	$3.308M	0.1%	—	—	Put	73935A954
—	IShares ETF-20yr	24,500	$2.777M	0.1%	—	—	Put	464287952
TLT	IShares ETF-20yr	20,518	$2.727M	0.1%	$121.36	—	ETF	464287432
—	Twitter Inc	26,000	$904K	0.0%	$37.72	—	Company	90184L102
IYR	i-shares U.S. REAL ES ETF	5,900	$515K	0.0%	$74.96	—	ETF	464287739
—	ISHARES TR - IBOXX HI YD	5,800	$476K	0.0%	—	—	Put	464288953
—	i-shares U.S. REAL ES ETF	5,900	$442K	0.0%	—	—	Put	464287959
—	SELECT SECTOR SPDR TR	30,000	$420K	0.0%	—	—	Put	81369Y955
HYG	ISHARES TR - IBOXX HI YD	2,500	$218K	0.0%	$81.03	—	ETF	464288513