Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 8, 2019

Total Value ($000): $5,457,501 (100.0% shares, 0.0% debt)

Holdings (35)

— SPDR S&P 500 ETF TR 30.9%

Value ($000) $1,687,500 Shares 6,354,500 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 9.1%

Value ($000) $494,256 Shares 1,663,577 Est. Cost $199.15 Unrealized —

— SPDR S&P 500 ETF TR 8.6%

Value ($000) $470,902 Shares 1,623,500 Est. Cost — Unrealized —

XLK SELECT SECTOR SPDR TR 4.4%

Value ($000) $241,313 Shares 3,022,192 Est. Cost $5303.80 Unrealized —

XLB SELECT SECTOR SPDR TR 4.4%

Value ($000) $240,404 Shares 4,158,946 Est. Cost $6168.31 Unrealized —

XLV SELECT SECTOR SPDR TR 4.4%

Value ($000) $238,325 Shares 2,662,997 Est. Cost $7701.10 Unrealized —

XLI SELECT SECTOR SPDR TR 4.3%

Value ($000) $235,086 Shares 3,030,800 Est. Cost $7838.15 Unrealized —

XLY SELECT SECTOR SPDR TR 4.3%

Value ($000) $234,896 Shares 1,959,804 Est. Cost $9059.35 Unrealized —

XLU SELECT SECTOR SPDR TR 4.3%

Value ($000) $233,881 Shares 3,613,675 Est. Cost $3993.76 Unrealized —

XLC SELECT SECTOR SPDR TR 4.2%

Value ($000) $231,512 Shares 4,694,801 Est. Cost $48.83 Unrealized —

XLE SELECT SECTOR SPDR TR 4.2%

Value ($000) $230,202 Shares 3,864,317 Est. Cost $7144.49 Unrealized —

XLP SELECT SECTOR SPDR TR 4.2%

Value ($000) $228,723 Shares 3,738,709 Est. Cost $5007.07 Unrealized —

XLF SELECT SECTOR SPDR TR 3.5%

Value ($000) $191,839 Shares 6,834,771 Est. Cost $3071.23 Unrealized —

— iShares MSCI EAFE ETF 1.9%

Value ($000) $105,162 Shares 1,757,100 Est. Cost — Unrealized —

EFA iShares MSCI EAFE ETF 1.5%

Value ($000) $79,881 Shares 1,229,500 Est. Cost $64.00 Unrealized —

IWM IShares ETF-Rus2000 1.4%

Value ($000) $76,776 Shares 507,900 Est. Cost $144.01 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 1.2%

Value ($000) $64,402 Shares 1,674,500 Est. Cost — Unrealized —

XLRE SELECT SECTOR SPDR TR 0.9%

Value ($000) $47,644 Shares 1,212,157 Est. Cost $32.11 Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 0.6%

Value ($000) $30,434 Shares 623,247 Est. Cost $51.93 Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.4%

Value ($000) $20,200 Shares 497,013 Est. Cost $40.50 Unrealized —

— iShares MSCI EAFE ETF 0.2%

Value ($000) $12,827 Shares 203,600 Est. Cost — Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.2%

Value ($000) $12,212 Shares 274,700 Est. Cost — Unrealized —

— SPDR Gold Trust 0.2%

Value ($000) $9,841 Shares 78,300 Est. Cost — Unrealized —

GLD SPDR Gold Trust 0.1%

Value ($000) $7,446 Shares 52,800 Est. Cost $123.00 Unrealized —

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

Value ($000) $4,518 Shares 35,652 Est. Cost $123.72 Unrealized —

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

Value ($000) $4,395 Shares 51,839 Est. Cost $84.29 Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value ($000) $4,224 Shares 21,600 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value ($000) $4,040 Shares 21,600 Est. Cost $120.60 Unrealized —

— SPDR Gold Trust 0.1%

Value ($000) $3,799 Shares 26,200 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value ($000) $3,208 Shares 21,600 Est. Cost — Unrealized —

— IShares ETF-20yr 0.1%

Value ($000) $3,028 Shares 22,800 Est. Cost — Unrealized —

TLT IShares ETF-20yr 0.1%

Value ($000) $2,897 Shares 20,300 Est. Cost $121.36 Unrealized —

— Twitter Inc 0.0%

Value ($000) $1,075 Shares 26,000 Est. Cost $37.72 Unrealized —

— SELECT SECTOR SPDR TR 0.0%

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

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

Value ($000) $233 Shares 2,500 Est. Cost $74.96 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	6,354,500	$1,687,500	30.9%	—	—	Put	78462F953
SPY	SPDR S&P 500 ETF TR	1,663,577	$494,256	9.1%	$199.15	—	TR UNIT	78462F103
—	SPDR S&P 500 ETF TR	1,623,500	$470,902	8.6%	—	—	Call	78462F903
XLK	SELECT SECTOR SPDR TR	3,022,192	$241,313	4.4%	$5303.80	—	TECHNOLOGY	81369Y803
XLB	SELECT SECTOR SPDR TR	4,158,946	$240,404	4.4%	$6168.31	—	SBI MATERIALS	81369Y100
XLV	SELECT SECTOR SPDR TR	2,662,997	$238,325	4.4%	$7701.10	—	SBI HEALTHCARE	81369Y209
XLI	SELECT SECTOR SPDR TR	3,030,800	$235,086	4.3%	$7838.15	—	SBI INT-INDS	81369Y704
XLY	SELECT SECTOR SPDR TR	1,959,804	$234,896	4.3%	$9059.35	—	SBI CONS DISCR	81369Y407
XLU	SELECT SECTOR SPDR TR	3,613,675	$233,881	4.3%	$3993.76	—	SBI INT-UTILS	81369Y886
XLC	SELECT SECTOR SPDR TR	4,694,801	$231,512	4.2%	$48.83	—	SBI COMMUNICATIONS	81369Y852
XLE	SELECT SECTOR SPDR TR	3,864,317	$230,202	4.2%	$7144.49	—	SBI INT-ENERGY	81369Y506
XLP	SELECT SECTOR SPDR TR	3,738,709	$228,723	4.2%	$5007.07	—	SBI CONS STPLS	81369Y308
XLF	SELECT SECTOR SPDR TR	6,834,771	$191,839	3.5%	$3071.23	—	SBI INT-FINL	81369Y605
—	iShares MSCI EAFE ETF	1,757,100	$105,162	1.9%	—	—	Put	464287955
EFA	iShares MSCI EAFE ETF	1,229,500	$79,881	1.5%	$64.00	—	ETF	464287465
IWM	IShares ETF-Rus2000	507,900	$76,776	1.4%	$144.01	—	ETF	464287655
—	iShares MSCI Emerging Markets Indx ETF	1,674,500	$64,402	1.2%	—	—	Put	464287954
XLRE	SELECT SECTOR SPDR TR	1,212,157	$47,644	0.9%	$32.11	—	SBI INT-REALESTATE	81369Y860
IEMG	ishares ETF - CORE MSCI EMKT	623,247	$30,434	0.6%	$51.93	—	ETF	46434G103
EEM	iShares MSCI Emerging Markets Indx ETF	497,013	$20,200	0.4%	$40.50	—	ETF	464287234
—	iShares MSCI EAFE ETF	203,600	$12,827	0.2%	—	—	Call	464287905
—	iShares MSCI Emerging Markets Indx ETF	274,700	$12,212	0.2%	—	—	Call	464287904
—	SPDR Gold Trust	78,300	$9,841	0.2%	—	—	Put	78463V957
GLD	SPDR Gold Trust	52,800	$7,446	0.1%	$123.00	—	ETF	78463V107
IEI	ISHARES TR - 3-7 YR TREAS BD ETF	35,652	$4,518	0.1%	$123.72	—	ETF	464288661
SHY	iShares Trust - iShares 1-3 Year Treasury Bond ETF	51,839	$4,395	0.1%	$84.29	—	ETF	464287457
—	POWERSHARES QQQ TRUST	21,600	$4,224	0.1%	—	—	Call	73935A904
—	POWERSHARES QQQ TRUST	21,600	$4,040	0.1%	$120.60	—	ETF	73935A104
—	SPDR Gold Trust	26,200	$3,799	0.1%	—	—	Call	78463V907
—	POWERSHARES QQQ TRUST	21,600	$3,208	0.1%	—	—	Put	73935A954
—	IShares ETF-20yr	22,800	$3,028	0.1%	—	—	Put	464287952
TLT	IShares ETF-20yr	20,300	$2,897	0.1%	$121.36	—	ETF	464287432
—	Twitter Inc	26,000	$1,075	0.0%	$37.72	—	Company	90184L102
—	SELECT SECTOR SPDR TR	30,000	$420	0.0%	—	—	Put	81369Y955
IYR	i-shares U.S. REAL ES ETF	2,500	$233	0.0%	$74.96	—	ETF	464287739