Swan Global Investments, LLC Hedge Fund

Location: Durango, CO

CIK: 0001591505 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 12, 2020

Total Value: $4.659B (100.0% shares, 0.0% debt)

Holdings (36)

— SPDR S&P 500 ETF TR 34.1%

Value $1.59B Shares 5,444,500 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 10.1%

Value $470M Shares 1,459,435 Est. Cost $199.15 Unrealized —

XLK SELECT SECTOR SPDR TR 4.7%

Value $221M Shares 2,413,899 Est. Cost $5303.80 Unrealized —

— SPDR S&P 500 ETF TR 4.7%

Value $220M Shares 629,600 Est. Cost — Unrealized —

XLV SELECT SECTOR SPDR TR 4.6%

Value $214M Shares 2,100,744 Est. Cost $7701.10 Unrealized —

XLB SELECT SECTOR SPDR TR 4.6%

Value $213M Shares 3,463,963 Est. Cost $6168.31 Unrealized —

XLC SELECT SECTOR SPDR TR 4.6%

Value $213M Shares 3,966,079 Est. Cost $48.83 Unrealized —

XLI SELECT SECTOR SPDR TR 4.5%

Value $212M Shares 2,596,136 Est. Cost $7838.15 Unrealized —

XLY SELECT SECTOR SPDR TR 4.5%

Value $211M Shares 1,680,089 Est. Cost $9059.35 Unrealized —

XLP SELECT SECTOR SPDR TR 4.3%

Value $201M Shares 3,192,404 Est. Cost $5007.07 Unrealized —

XLE SELECT SECTOR SPDR TR 4.3%

Value $199M Shares 3,320,662 Est. Cost $7144.49 Unrealized —

XLU SELECT SECTOR SPDR TR 4.3%

Value $199M Shares 3,084,149 Est. Cost $3993.76 Unrealized —

XLF SELECT SECTOR SPDR TR 3.7%

Value $174M Shares 5,647,684 Est. Cost $3071.23 Unrealized —

— iShares MSCI EAFE ETF 1.2%

Value $56.16M Shares 822,500 Est. Cost — Unrealized —

IWM IShares ETF-Rus2000 1.1%

Value $49.13M Shares 296,531 Est. Cost $144.01 Unrealized —

EFA iShares MSCI EAFE ETF 1.0%

Value $48.39M Shares 696,810 Est. Cost $64.00 Unrealized —

XLRE SELECT SECTOR SPDR TR 0.9%

Value $40.19M Shares 1,039,338 Est. Cost $32.11 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.8%

Value $37.75M Shares 885,400 Est. Cost — Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 0.6%

Value $26.38M Shares 490,680 Est. Cost $51.93 Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.3%

Value $13.18M Shares 293,700 Est. Cost $40.50 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.2%

Value $10.82M Shares 216,500 Est. Cost — Unrealized —

— SPDR Gold Trust 0.2%

Value $10.54M Shares 77,000 Est. Cost — Unrealized —

GLD SPDR Gold Trust 0.2%

Value $7.44M Shares 52,067 Est. Cost $123.00 Unrealized —

— iShares MSCI EAFE ETF 0.1%

Value $4.979M Shares 68,200 Est. Cost — Unrealized —

— SPDR Gold Trust 0.1%

Value $3.861M Shares 25,400 Est. Cost — Unrealized —

TLT IShares ETF-20yr 0.1%

Value $2.763M Shares 20,395 Est. Cost $121.36 Unrealized —

— IShares ETF-20yr 0.1%

Value $2.69M Shares 20,300 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.0%

Value $2.208M Shares 9,200 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.0%

Value $1.956M Shares 9,200 Est. Cost $120.60 Unrealized —

— POWERSHARES QQQ TRUST 0.0%

Value $1.702M Shares 9,200 Est. Cost — Unrealized —

— Twitter Inc 0.0%

Value $833K Shares 26,000 Est. Cost $37.72 Unrealized —

— SELECT SECTOR SPDR TR 0.0%

Value $744K Shares 48,000 Est. Cost — Unrealized —

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

Value $558K Shares 6,599 Est. Cost $84.29 Unrealized —

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

Value $544K Shares 4,324 Est. Cost $123.72 Unrealized —

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

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

— i-shares U.S. REAL ES ETF 0.0%

Value $222K Shares 2,500 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	5,444,500	$1.59B	34.1%	—	—	Put	78462F953
SPY	SPDR S&P 500 ETF TR	1,459,435	$470M	10.1%	$199.15	—	TR UNIT	78462F103
XLK	SELECT SECTOR SPDR TR	2,413,899	$221M	4.7%	$5303.80	—	TECHNOLOGY	81369Y803
—	SPDR S&P 500 ETF TR	629,600	$220M	4.7%	—	—	Call	78462F903
XLV	SELECT SECTOR SPDR TR	2,100,744	$214M	4.6%	$7701.10	—	SBI HEALTHCARE	81369Y209
XLB	SELECT SECTOR SPDR TR	3,463,963	$213M	4.6%	$6168.31	—	SBI MATERIALS	81369Y100
XLC	SELECT SECTOR SPDR TR	3,966,079	$213M	4.6%	$48.83	—	SBI COMMUNICATIONS	81369Y852
XLI	SELECT SECTOR SPDR TR	2,596,136	$212M	4.5%	$7838.15	—	SBI INT-INDS	81369Y704
XLY	SELECT SECTOR SPDR TR	1,680,089	$211M	4.5%	$9059.35	—	SBI CONS DISCR	81369Y407
XLP	SELECT SECTOR SPDR TR	3,192,404	$201M	4.3%	$5007.07	—	SBI CONS STPLS	81369Y308
XLE	SELECT SECTOR SPDR TR	3,320,662	$199M	4.3%	$7144.49	—	SBI INT-ENERGY	81369Y506
XLU	SELECT SECTOR SPDR TR	3,084,149	$199M	4.3%	$3993.76	—	SBI INT-UTILS	81369Y886
XLF	SELECT SECTOR SPDR TR	5,647,684	$174M	3.7%	$3071.23	—	SBI INT-FINL	81369Y605
—	iShares MSCI EAFE ETF	822,500	$56.16M	1.2%	—	—	Put	464287955
IWM	IShares ETF-Rus2000	296,531	$49.13M	1.1%	$144.01	—	ETF	464287655
EFA	iShares MSCI EAFE ETF	696,810	$48.39M	1.0%	$64.00	—	ETF	464287465
XLRE	SELECT SECTOR SPDR TR	1,039,338	$40.19M	0.9%	$32.11	—	SBI INT-REALESTATE	81369Y860
—	iShares MSCI Emerging Markets Indx ETF	885,400	$37.75M	0.8%	—	—	Put	464287954
IEMG	ishares ETF - CORE MSCI EMKT	490,680	$26.38M	0.6%	$51.93	—	ETF	46434G103
EEM	iShares MSCI Emerging Markets Indx ETF	293,700	$13.18M	0.3%	$40.50	—	ETF	464287234
—	iShares MSCI Emerging Markets Indx ETF	216,500	$10.82M	0.2%	—	—	Call	464287904
—	SPDR Gold Trust	77,000	$10.54M	0.2%	—	—	Put	78463V957
GLD	SPDR Gold Trust	52,067	$7.44M	0.2%	$123.00	—	ETF	78463V107
—	iShares MSCI EAFE ETF	68,200	$4.979M	0.1%	—	—	Call	464287905
—	SPDR Gold Trust	25,400	$3.861M	0.1%	—	—	Call	78463V907
TLT	IShares ETF-20yr	20,395	$2.763M	0.1%	$121.36	—	ETF	464287432
—	IShares ETF-20yr	20,300	$2.69M	0.1%	—	—	Put	464287952
—	POWERSHARES QQQ TRUST	9,200	$2.208M	0.0%	—	—	Call	73935A904
—	POWERSHARES QQQ TRUST	9,200	$1.956M	0.0%	$120.60	—	ETF	73935A104
—	POWERSHARES QQQ TRUST	9,200	$1.702M	0.0%	—	—	Put	73935A954
—	Twitter Inc	26,000	$833K	0.0%	$37.72	—	Company	90184L102
—	SELECT SECTOR SPDR TR	48,000	$744K	0.0%	—	—	Put	81369Y955
SHY	iShares Trust - iShares 1-3 Year Treasury Bond ETF	6,599	$558K	0.0%	$84.29	—	ETF	464287457
IEI	ISHARES TR - 3-7 YR TREAS BD ETF	4,324	$544K	0.0%	$123.72	—	ETF	464288661
IYR	i-shares U.S. REAL ES ETF	2,500	$233K	0.0%	$74.96	—	ETF	464287739
—	i-shares U.S. REAL ES ETF	2,500	$222K	0.0%	—	—	Put	464287959