Swan Global Investments, LLC Hedge Fund

Location: Durango, CO

CIK: 0001591505 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 10, 2020

Total Value: $3.431B (100.0% shares, 0.0% debt)

Holdings (30)

— SPDR S&P 500 ETF TR 38.5%

Value $1.322B Shares 4,330,800 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 12.2%

Value $419M Shares 1,250,526 Est. Cost $199.15 Unrealized —

XLK SELECT SECTOR SPDR TR 7.6%

Value $260M Shares 2,226,716 Est. Cost $4724.30 Unrealized —

XLV SELECT SECTOR SPDR TR 5.3%

Value $183M Shares 1,735,851 Est. Cost $7416.22 Unrealized —

XLY SELECT SECTOR SPDR TR 4.9%

Value $168M Shares 1,144,241 Est. Cost $9059.35 Unrealized —

XLC SELECT SECTOR SPDR TR 4.7%

Value $162M Shares 2,734,369 Est. Cost $48.83 Unrealized —

XLI SELECT SECTOR SPDR TR 3.7%

Value $127M Shares 1,653,452 Est. Cost $7838.15 Unrealized —

XLF SELECT SECTOR SPDR TR 3.5%

Value $119M Shares 4,929,855 Est. Cost $2915.55 Unrealized —

XLP SELECT SECTOR SPDR TR 3.3%

Value $114M Shares 1,774,280 Est. Cost $5007.07 Unrealized —

XLB SELECT SECTOR SPDR TR 2.9%

Value $99.43M Shares 1,562,329 Est. Cost $6168.31 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 2.4%

Value $83.06M Shares 2,056,700 Est. Cost — Unrealized —

XLE SELECT SECTOR SPDR TR 2.3%

Value $78.32M Shares 2,615,120 Est. Cost $6635.07 Unrealized —

XLU SELECT SECTOR SPDR TR 2.1%

Value $72.11M Shares 1,214,291 Est. Cost $3993.76 Unrealized —

IWM IShares ETF-Rus2000 1.1%

Value $36.64M Shares 244,600 Est. Cost $138.49 Unrealized —

EFA iShares MSCI EAFE ETF 1.1%

Value $36.14M Shares 567,800 Est. Cost $62.83 Unrealized —

— iShares MSCI EAFE ETF 1.0%

Value $34.93M Shares 570,700 Est. Cost — Unrealized —

XLRE SELECT SECTOR SPDR TR 0.9%

Value $29.97M Shares 849,668 Est. Cost $32.11 Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 0.8%

Value $26.52M Shares 502,300 Est. Cost $50.48 Unrealized —

— SPDR S&P 500 ETF TR 0.4%

Value $14.24M Shares 41,400 Est. Cost — Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.3%

Value $10.8M Shares 244,950 Est. Cost $40.19 Unrealized —

— SPDR Gold Trust 0.3%

Value $9.612M Shares 53,400 Est. Cost — Unrealized —

GLD SPDR Gold Trust 0.3%

Value $9.458M Shares 53,400 Est. Cost $125.43 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.2%

Value $7.795M Shares 155,900 Est. Cost — Unrealized —

TLT IShares ETF-20yr 0.1%

Value $2.841M Shares 17,400 Est. Cost $121.36 Unrealized —

— IShares ETF-20yr 0.1%

Value $2.598M Shares 17,400 Est. Cost — Unrealized —

— iShares MSCI EAFE ETF 0.0%

Value $803K Shares 11,000 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.0%

Value $718K Shares 2,585 Est. Cost $120.60 Unrealized —

— POWERSHARES QQQ TRUST 0.0%

Value $714K Shares 2,100 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.0%

Value $525K Shares 2,100 Est. Cost — Unrealized —

— SELECT SECTOR SPDR TR 0.0%

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

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	4,330,800	$1.322B	38.5%	—	—	Put	78462F953
SPY	SPDR S&P 500 ETF TR	1,250,526	$419M	12.2%	$199.15	—	SPY	78462F103
XLK	SELECT SECTOR SPDR TR	2,226,716	$260M	7.6%	$4724.30	—	XLK	81369Y803
XLV	SELECT SECTOR SPDR TR	1,735,851	$183M	5.3%	$7416.22	—	XLV	81369Y209
XLY	SELECT SECTOR SPDR TR	1,144,241	$168M	4.9%	$9059.35	—	XLY	81369Y407
XLC	SELECT SECTOR SPDR TR	2,734,369	$162M	4.7%	$48.83	—	XLC	81369Y852
XLI	SELECT SECTOR SPDR TR	1,653,452	$127M	3.7%	$7838.15	—	XLI	81369Y704
XLF	SELECT SECTOR SPDR TR	4,929,855	$119M	3.5%	$2915.55	—	XLF	81369Y605
XLP	SELECT SECTOR SPDR TR	1,774,280	$114M	3.3%	$5007.07	—	XLP	81369Y308
XLB	SELECT SECTOR SPDR TR	1,562,329	$99.43M	2.9%	$6168.31	—	XLB	81369Y100
—	iShares MSCI Emerging Markets Indx ETF	2,056,700	$83.06M	2.4%	—	—	Put	464287954
XLE	SELECT SECTOR SPDR TR	2,615,120	$78.32M	2.3%	$6635.07	—	XLE	81369Y506
XLU	SELECT SECTOR SPDR TR	1,214,291	$72.11M	2.1%	$3993.76	—	XLU	81369Y886
IWM	IShares ETF-Rus2000	244,600	$36.64M	1.1%	$138.49	—	IWM	464287655
EFA	iShares MSCI EAFE ETF	567,800	$36.14M	1.1%	$62.83	—	EFA	464287465
—	iShares MSCI EAFE ETF	570,700	$34.93M	1.0%	—	—	Put	464287955
XLRE	SELECT SECTOR SPDR TR	849,668	$29.97M	0.9%	$32.11	—	XLRE	81369Y860
IEMG	ishares ETF - CORE MSCI EMKT	502,300	$26.52M	0.8%	$50.48	—	IEMG	46434G103
—	SPDR S&P 500 ETF TR	41,400	$14.24M	0.4%	—	—	Call	78462F903
EEM	iShares MSCI Emerging Markets Indx ETF	244,950	$10.8M	0.3%	$40.19	—	EEM	464287234
—	SPDR Gold Trust	53,400	$9.612M	0.3%	—	—	Put	78463V957
GLD	SPDR Gold Trust	53,400	$9.458M	0.3%	$125.43	—	GLD	78463V107
—	iShares MSCI Emerging Markets Indx ETF	155,900	$7.795M	0.2%	—	—	Call	464287904
TLT	IShares ETF-20yr	17,400	$2.841M	0.1%	$121.36	—	TLT	464287432
—	IShares ETF-20yr	17,400	$2.598M	0.1%	—	—	Put	464287952
—	iShares MSCI EAFE ETF	11,000	$803K	0.0%	—	—	Call	464287905
—	POWERSHARES QQQ TRUST	2,585	$718K	0.0%	$120.60	—	QQQ	73935A104
—	POWERSHARES QQQ TRUST	2,100	$714K	0.0%	—	—	Call	73935A904
—	POWERSHARES QQQ TRUST	2,100	$525K	0.0%	—	—	Put	73935A954
—	SELECT SECTOR SPDR TR	18,000	$324K	0.0%	—	—	Put	81369Y955