Swan Global Investments, LLC Hedge Fund

Location: Durango, CO

CIK: 0001591505 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 11, 2020

Total Value: $3.264B (100.0% shares, 0.0% debt)

Holdings (34)

— SPDR S&P 500 ETF TR 24.3%

Value $793M Shares 2,679,600 Est. Cost — Unrealized —

— SPDR S&P 500 ETF TR 11.4%

Value $372M Shares 1,292,300 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 11.2%

Value $365M Shares 1,415,317 Est. Cost $199.15 Unrealized —

XLK SELECT SECTOR SPDR TR 6.7%

Value $218M Shares 2,715,120 Est. Cost $4724.30 Unrealized —

XLV SELECT SECTOR SPDR TR 5.9%

Value $193M Shares 2,182,417 Est. Cost $7416.22 Unrealized —

XLC SELECT SECTOR SPDR TR 5.0%

Value $162M Shares 3,660,687 Est. Cost $48.83 Unrealized —

XLY SELECT SECTOR SPDR TR 4.6%

Value $150M Shares 1,532,414 Est. Cost $9059.35 Unrealized —

XLP SELECT SECTOR SPDR TR 4.5%

Value $147M Shares 2,707,449 Est. Cost $5007.07 Unrealized —

XLI SELECT SECTOR SPDR TR 4.4%

Value $142M Shares 2,409,968 Est. Cost $7838.15 Unrealized —

XLF SELECT SECTOR SPDR TR 3.8%

Value $124M Shares 5,951,407 Est. Cost $2915.55 Unrealized —

XLB SELECT SECTOR SPDR TR 3.4%

Value $111M Shares 2,464,915 Est. Cost $6168.31 Unrealized —

XLU SELECT SECTOR SPDR TR 3.3%

Value $109M Shares 1,968,548 Est. Cost $3993.76 Unrealized —

XLE SELECT SECTOR SPDR TR 3.2%

Value $104M Shares 3,576,734 Est. Cost $6635.07 Unrealized —

EFA iShares MSCI EAFE ETF 1.3%

Value $41.91M Shares 784,000 Est. Cost $62.83 Unrealized —

IWM IShares ETF-Rus2000 1.3%

Value $41.74M Shares 364,665 Est. Cost $138.49 Unrealized —

— iShares MSCI EAFE ETF 1.1%

Value $36.74M Shares 788,600 Est. Cost — Unrealized —

— iShares MSCI Emerging Markets Indx ETF 1.1%

Value $36.33M Shares 984,400 Est. Cost — Unrealized —

XLRE SELECT SECTOR SPDR TR 0.9%

Value $30.88M Shares 996,172 Est. Cost $32.11 Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 0.7%

Value $22.72M Shares 561,510 Est. Cost $50.48 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.3%

Value $10.64M Shares 212,800 Est. Cost — Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.3%

Value $10.54M Shares 308,900 Est. Cost $40.19 Unrealized —

— iShares MSCI EAFE ETF 0.3%

Value $10.14M Shares 146,300 Est. Cost — Unrealized —

GLD SPDR Gold Trust 0.2%

Value $7.684M Shares 51,900 Est. Cost $123.00 Unrealized —

— SPDR Gold Trust 0.2%

Value $7.38M Shares 51,900 Est. Cost — Unrealized —

— SPDR Gold Trust 0.1%

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

TLT IShares ETF-20yr 0.1%

Value $3.167M Shares 19,200 Est. Cost $121.36 Unrealized —

— IShares ETF-20yr 0.1%

Value $2.662M Shares 19,200 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value $2.016M Shares 8,400 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.0%

Value $1.523M Shares 8,000 Est. Cost $120.60 Unrealized —

— POWERSHARES QQQ TRUST 0.0%

Value $1.48M Shares 8,000 Est. Cost — Unrealized —

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

Value $440K Shares 3,300 Est. Cost $123.72 Unrealized —

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

Value $425K Shares 4,900 Est. Cost $84.29 Unrealized —

— SELECT SECTOR SPDR TR 0.0%

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

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

Value $202K Shares 2,900 Est. Cost $74.23 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	2,679,600	$793M	24.3%	—	—	Put	78462F953
—	SPDR S&P 500 ETF TR	1,292,300	$372M	11.4%	—	—	Call	78462F903
SPY	SPDR S&P 500 ETF TR	1,415,317	$365M	11.2%	$199.15	—	SPY	78462F103
XLK	SELECT SECTOR SPDR TR	2,715,120	$218M	6.7%	$4724.30	—	XLK	81369Y803
XLV	SELECT SECTOR SPDR TR	2,182,417	$193M	5.9%	$7416.22	—	XLV	81369Y209
XLC	SELECT SECTOR SPDR TR	3,660,687	$162M	5.0%	$48.83	—	XLC	81369Y852
XLY	SELECT SECTOR SPDR TR	1,532,414	$150M	4.6%	$9059.35	—	XLY	81369Y407
XLP	SELECT SECTOR SPDR TR	2,707,449	$147M	4.5%	$5007.07	—	XLP	81369Y308
XLI	SELECT SECTOR SPDR TR	2,409,968	$142M	4.4%	$7838.15	—	XLI	81369Y704
XLF	SELECT SECTOR SPDR TR	5,951,407	$124M	3.8%	$2915.55	—	XLF	81369Y605
XLB	SELECT SECTOR SPDR TR	2,464,915	$111M	3.4%	$6168.31	—	XLB	81369Y100
XLU	SELECT SECTOR SPDR TR	1,968,548	$109M	3.3%	$3993.76	—	XLU	81369Y886
XLE	SELECT SECTOR SPDR TR	3,576,734	$104M	3.2%	$6635.07	—	XLE	81369Y506
EFA	iShares MSCI EAFE ETF	784,000	$41.91M	1.3%	$62.83	—	EFA	464287465
IWM	IShares ETF-Rus2000	364,665	$41.74M	1.3%	$138.49	—	IWM	464287655
—	iShares MSCI EAFE ETF	788,600	$36.74M	1.1%	—	—	Put	464287955
—	iShares MSCI Emerging Markets Indx ETF	984,400	$36.33M	1.1%	—	—	Put	464287954
XLRE	SELECT SECTOR SPDR TR	996,172	$30.88M	0.9%	$32.11	—	XLRE	81369Y860
IEMG	ishares ETF - CORE MSCI EMKT	561,510	$22.72M	0.7%	$50.48	—	IEMG	46434G103
—	iShares MSCI Emerging Markets Indx ETF	212,800	$10.64M	0.3%	—	—	Call	464287904
EEM	iShares MSCI Emerging Markets Indx ETF	308,900	$10.54M	0.3%	$40.19	—	EEM	464287234
—	iShares MSCI EAFE ETF	146,300	$10.14M	0.3%	—	—	Call	464287905
GLD	SPDR Gold Trust	51,900	$7.684M	0.2%	$123.00	—	GLD	78463V107
—	SPDR Gold Trust	51,900	$7.38M	0.2%	—	—	Put	78463V957
—	SPDR Gold Trust	25,400	$3.861M	0.1%	—	—	Call	78463V907
TLT	IShares ETF-20yr	19,200	$3.167M	0.1%	$121.36	—	TLT	464287432
—	IShares ETF-20yr	19,200	$2.662M	0.1%	—	—	Put	464287952
—	POWERSHARES QQQ TRUST	8,400	$2.016M	0.1%	—	—	Call	73935A904
—	POWERSHARES QQQ TRUST	8,000	$1.523M	0.0%	$120.60	—	QQQ	73935A104
—	POWERSHARES QQQ TRUST	8,000	$1.48M	0.0%	—	—	Put	73935A954
IEI	ISHARES TR - 3-7 YR TREAS BD ETF	3,300	$440K	0.0%	$123.72	—	IEI	464288661
SHY	iShares Trust - iShares 1-3 Year Treasury Bond ETF	4,900	$425K	0.0%	$84.29	—	SHY	464287457
—	SELECT SECTOR SPDR TR	18,000	$324K	0.0%	—	—	Put	81369Y955
IYR	i-shares U.S. REAL ES ETF	2,900	$202K	0.0%	$74.23	—	IYR	464287739