Swan Global Investments, LLC Hedge Fund

Location: Durango, CO

CIK: 0001591505 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 8, 2019

Total Value: $5.458B (100.0% shares, 0.0% debt)

Holdings (35)

— SPDR S&P 500 ETF TR 30.9%

Value $1.688B Shares 6,354,500 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 9.1%

Value $494M Shares 1,663,577 Est. Cost $199.15 Unrealized —

— SPDR S&P 500 ETF TR 8.6%

Value $471M Shares 1,623,500 Est. Cost — Unrealized —

XLK SELECT SECTOR SPDR TR 4.4%

Value $241M Shares 3,022,192 Est. Cost $5303.80 Unrealized —

XLB SELECT SECTOR SPDR TR 4.4%

Value $240M Shares 4,158,946 Est. Cost $6168.31 Unrealized —

XLV SELECT SECTOR SPDR TR 4.4%

Value $238M Shares 2,662,997 Est. Cost $7701.10 Unrealized —

XLI SELECT SECTOR SPDR TR 4.3%

Value $235M Shares 3,030,800 Est. Cost $7838.15 Unrealized —

XLY SELECT SECTOR SPDR TR 4.3%

Value $235M Shares 1,959,804 Est. Cost $9059.35 Unrealized —

XLU SELECT SECTOR SPDR TR 4.3%

Value $234M Shares 3,613,675 Est. Cost $3993.76 Unrealized —

XLC SELECT SECTOR SPDR TR 4.2%

Value $232M Shares 4,694,801 Est. Cost $48.83 Unrealized —

XLE SELECT SECTOR SPDR TR 4.2%

Value $230M Shares 3,864,317 Est. Cost $7144.49 Unrealized —

XLP SELECT SECTOR SPDR TR 4.2%

Value $229M Shares 3,738,709 Est. Cost $5007.07 Unrealized —

XLF SELECT SECTOR SPDR TR 3.5%

Value $192M Shares 6,834,771 Est. Cost $3071.23 Unrealized —

— iShares MSCI EAFE ETF 1.9%

Value $105M Shares 1,757,100 Est. Cost — Unrealized —

EFA iShares MSCI EAFE ETF 1.5%

Value $79.88M Shares 1,229,500 Est. Cost $64.00 Unrealized —

IWM IShares ETF-Rus2000 1.4%

Value $76.78M Shares 507,900 Est. Cost $144.01 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 1.2%

Value $64.4M Shares 1,674,500 Est. Cost — Unrealized —

XLRE SELECT SECTOR SPDR TR 0.9%

Value $47.64M Shares 1,212,157 Est. Cost $32.11 Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 0.6%

Value $30.43M Shares 623,247 Est. Cost $51.93 Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.4%

Value $20.2M Shares 497,013 Est. Cost $40.50 Unrealized —

— iShares MSCI EAFE ETF 0.2%

Value $12.83M Shares 203,600 Est. Cost — Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.2%

Value $12.21M Shares 274,700 Est. Cost — Unrealized —

— SPDR Gold Trust 0.2%

Value $9.841M Shares 78,300 Est. Cost — Unrealized —

GLD SPDR Gold Trust 0.1%

Value $7.446M Shares 52,800 Est. Cost $123.00 Unrealized —

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

Value $4.518M 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 $4.224M Shares 21,600 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value $4.04M Shares 21,600 Est. Cost $120.60 Unrealized —

— SPDR Gold Trust 0.1%

Value $3.799M Shares 26,200 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value $3.208M Shares 21,600 Est. Cost — Unrealized —

— IShares ETF-20yr 0.1%

Value $3.028M Shares 22,800 Est. Cost — Unrealized —

TLT IShares ETF-20yr 0.1%

Value $2.897M Shares 20,300 Est. Cost $121.36 Unrealized —

— Twitter Inc 0.0%

Value $1.075M Shares 26,000 Est. Cost $37.72 Unrealized —

— SELECT SECTOR SPDR TR 0.0%

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

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

Value $233K Shares 2,500 Est. Cost $74.96 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	6,354,500	$1.688B	30.9%	—	—	Put	78462F953
SPY	SPDR S&P 500 ETF TR	1,663,577	$494M	9.1%	$199.15	—	TR UNIT	78462F103
—	SPDR S&P 500 ETF TR	1,623,500	$471M	8.6%	—	—	Call	78462F903
XLK	SELECT SECTOR SPDR TR	3,022,192	$241M	4.4%	$5303.80	—	TECHNOLOGY	81369Y803
XLB	SELECT SECTOR SPDR TR	4,158,946	$240M	4.4%	$6168.31	—	SBI MATERIALS	81369Y100
XLV	SELECT SECTOR SPDR TR	2,662,997	$238M	4.4%	$7701.10	—	SBI HEALTHCARE	81369Y209
XLI	SELECT SECTOR SPDR TR	3,030,800	$235M	4.3%	$7838.15	—	SBI INT-INDS	81369Y704
XLY	SELECT SECTOR SPDR TR	1,959,804	$235M	4.3%	$9059.35	—	SBI CONS DISCR	81369Y407
XLU	SELECT SECTOR SPDR TR	3,613,675	$234M	4.3%	$3993.76	—	SBI INT-UTILS	81369Y886
XLC	SELECT SECTOR SPDR TR	4,694,801	$232M	4.2%	$48.83	—	SBI COMMUNICATIONS	81369Y852
XLE	SELECT SECTOR SPDR TR	3,864,317	$230M	4.2%	$7144.49	—	SBI INT-ENERGY	81369Y506
XLP	SELECT SECTOR SPDR TR	3,738,709	$229M	4.2%	$5007.07	—	SBI CONS STPLS	81369Y308
XLF	SELECT SECTOR SPDR TR	6,834,771	$192M	3.5%	$3071.23	—	SBI INT-FINL	81369Y605
—	iShares MSCI EAFE ETF	1,757,100	$105M	1.9%	—	—	Put	464287955
EFA	iShares MSCI EAFE ETF	1,229,500	$79.88M	1.5%	$64.00	—	ETF	464287465
IWM	IShares ETF-Rus2000	507,900	$76.78M	1.4%	$144.01	—	ETF	464287655
—	iShares MSCI Emerging Markets Indx ETF	1,674,500	$64.4M	1.2%	—	—	Put	464287954
XLRE	SELECT SECTOR SPDR TR	1,212,157	$47.64M	0.9%	$32.11	—	SBI INT-REALESTATE	81369Y860
IEMG	ishares ETF - CORE MSCI EMKT	623,247	$30.43M	0.6%	$51.93	—	ETF	46434G103
EEM	iShares MSCI Emerging Markets Indx ETF	497,013	$20.2M	0.4%	$40.50	—	ETF	464287234
—	iShares MSCI EAFE ETF	203,600	$12.83M	0.2%	—	—	Call	464287905
—	iShares MSCI Emerging Markets Indx ETF	274,700	$12.21M	0.2%	—	—	Call	464287904
—	SPDR Gold Trust	78,300	$9.841M	0.2%	—	—	Put	78463V957
GLD	SPDR Gold Trust	52,800	$7.446M	0.1%	$123.00	—	ETF	78463V107
IEI	ISHARES TR - 3-7 YR TREAS BD ETF	35,652	$4.518M	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	21,600	$4.224M	0.1%	—	—	Call	73935A904
—	POWERSHARES QQQ TRUST	21,600	$4.04M	0.1%	$120.60	—	ETF	73935A104
—	SPDR Gold Trust	26,200	$3.799M	0.1%	—	—	Call	78463V907
—	POWERSHARES QQQ TRUST	21,600	$3.208M	0.1%	—	—	Put	73935A954
—	IShares ETF-20yr	22,800	$3.028M	0.1%	—	—	Put	464287952
TLT	IShares ETF-20yr	20,300	$2.897M	0.1%	$121.36	—	ETF	464287432
—	Twitter Inc	26,000	$1.075M	0.0%	$37.72	—	Company	90184L102
—	SELECT SECTOR SPDR TR	30,000	$420K	0.0%	—	—	Put	81369Y955
IYR	i-shares U.S. REAL ES ETF	2,500	$233K	0.0%	$74.96	—	ETF	464287739