Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 12, 2020

Total Value ($000): $4,659,058 (100.0% shares, 0.0% debt)

Holdings (36)

— SPDR S&P 500 ETF TR 34.1%

Value ($000) $1,589,503 Shares 5,444,500 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 10.1%

Value ($000) $469,734 Shares 1,459,435 Est. Cost $199.15 Unrealized —

XLK SELECT SECTOR SPDR TR 4.7%

Value ($000) $221,282 Shares 2,413,899 Est. Cost $5303.80 Unrealized —

— SPDR S&P 500 ETF TR 4.7%

Value ($000) $220,041 Shares 629,600 Est. Cost — Unrealized —

XLV SELECT SECTOR SPDR TR 4.6%

Value ($000) $213,982 Shares 2,100,744 Est. Cost $7701.10 Unrealized —

XLB SELECT SECTOR SPDR TR 4.6%

Value ($000) $212,756 Shares 3,463,963 Est. Cost $6168.31 Unrealized —

XLC SELECT SECTOR SPDR TR 4.6%

Value ($000) $212,701 Shares 3,966,079 Est. Cost $48.83 Unrealized —

XLI SELECT SECTOR SPDR TR 4.5%

Value ($000) $211,507 Shares 2,596,136 Est. Cost $7838.15 Unrealized —

XLY SELECT SECTOR SPDR TR 4.5%

Value ($000) $210,717 Shares 1,680,089 Est. Cost $9059.35 Unrealized —

XLP SELECT SECTOR SPDR TR 4.3%

Value ($000) $201,058 Shares 3,192,404 Est. Cost $5007.07 Unrealized —

XLE SELECT SECTOR SPDR TR 4.3%

Value ($000) $199,372 Shares 3,320,662 Est. Cost $7144.49 Unrealized —

XLU SELECT SECTOR SPDR TR 4.3%

Value ($000) $199,298 Shares 3,084,149 Est. Cost $3993.76 Unrealized —

XLF SELECT SECTOR SPDR TR 3.7%

Value ($000) $173,836 Shares 5,647,684 Est. Cost $3071.23 Unrealized —

— iShares MSCI EAFE ETF 1.2%

Value ($000) $56,165 Shares 822,500 Est. Cost — Unrealized —

IWM IShares ETF-Rus2000 1.1%

Value ($000) $49,126 Shares 296,531 Est. Cost $144.01 Unrealized —

EFA iShares MSCI EAFE ETF 1.0%

Value ($000) $48,386 Shares 696,810 Est. Cost $64.00 Unrealized —

XLRE SELECT SECTOR SPDR TR 0.9%

Value ($000) $40,191 Shares 1,039,338 Est. Cost $32.11 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.8%

Value ($000) $37,747 Shares 885,400 Est. Cost — Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 0.6%

Value ($000) $26,379 Shares 490,680 Est. Cost $51.93 Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.3%

Value ($000) $13,178 Shares 293,700 Est. Cost $40.50 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.2%

Value ($000) $10,825 Shares 216,500 Est. Cost — Unrealized —

— SPDR Gold Trust 0.2%

Value ($000) $10,541 Shares 77,000 Est. Cost — Unrealized —

GLD SPDR Gold Trust 0.2%

Value ($000) $7,440 Shares 52,067 Est. Cost $123.00 Unrealized —

— iShares MSCI EAFE ETF 0.1%

Value ($000) $4,979 Shares 68,200 Est. Cost — Unrealized —

— SPDR Gold Trust 0.1%

Value ($000) $3,861 Shares 25,400 Est. Cost — Unrealized —

TLT IShares ETF-20yr 0.1%

Value ($000) $2,763 Shares 20,395 Est. Cost $121.36 Unrealized —

— IShares ETF-20yr 0.1%

Value ($000) $2,690 Shares 20,300 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.0%

Value ($000) $2,208 Shares 9,200 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.0%

Value ($000) $1,956 Shares 9,200 Est. Cost $120.60 Unrealized —

— POWERSHARES QQQ TRUST 0.0%

Value ($000) $1,702 Shares 9,200 Est. Cost — Unrealized —

— Twitter Inc 0.0%

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

— SELECT SECTOR SPDR TR 0.0%

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

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

Value ($000) $558 Shares 6,599 Est. Cost $84.29 Unrealized —

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

Value ($000) $544 Shares 4,324 Est. Cost $123.72 Unrealized —

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

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

— i-shares U.S. REAL ES ETF 0.0%

Value ($000) $222 Shares 2,500 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	5,444,500	$1,589,503	34.1%	—	—	Put	78462F953
SPY	SPDR S&P 500 ETF TR	1,459,435	$469,734	10.1%	$199.15	—	TR UNIT	78462F103
XLK	SELECT SECTOR SPDR TR	2,413,899	$221,282	4.7%	$5303.80	—	TECHNOLOGY	81369Y803
—	SPDR S&P 500 ETF TR	629,600	$220,041	4.7%	—	—	Call	78462F903
XLV	SELECT SECTOR SPDR TR	2,100,744	$213,982	4.6%	$7701.10	—	SBI HEALTHCARE	81369Y209
XLB	SELECT SECTOR SPDR TR	3,463,963	$212,756	4.6%	$6168.31	—	SBI MATERIALS	81369Y100
XLC	SELECT SECTOR SPDR TR	3,966,079	$212,701	4.6%	$48.83	—	SBI COMMUNICATIONS	81369Y852
XLI	SELECT SECTOR SPDR TR	2,596,136	$211,507	4.5%	$7838.15	—	SBI INT-INDS	81369Y704
XLY	SELECT SECTOR SPDR TR	1,680,089	$210,717	4.5%	$9059.35	—	SBI CONS DISCR	81369Y407
XLP	SELECT SECTOR SPDR TR	3,192,404	$201,058	4.3%	$5007.07	—	SBI CONS STPLS	81369Y308
XLE	SELECT SECTOR SPDR TR	3,320,662	$199,372	4.3%	$7144.49	—	SBI INT-ENERGY	81369Y506
XLU	SELECT SECTOR SPDR TR	3,084,149	$199,298	4.3%	$3993.76	—	SBI INT-UTILS	81369Y886
XLF	SELECT SECTOR SPDR TR	5,647,684	$173,836	3.7%	$3071.23	—	SBI INT-FINL	81369Y605
—	iShares MSCI EAFE ETF	822,500	$56,165	1.2%	—	—	Put	464287955
IWM	IShares ETF-Rus2000	296,531	$49,126	1.1%	$144.01	—	ETF	464287655
EFA	iShares MSCI EAFE ETF	696,810	$48,386	1.0%	$64.00	—	ETF	464287465
XLRE	SELECT SECTOR SPDR TR	1,039,338	$40,191	0.9%	$32.11	—	SBI INT-REALESTATE	81369Y860
—	iShares MSCI Emerging Markets Indx ETF	885,400	$37,747	0.8%	—	—	Put	464287954
IEMG	ishares ETF - CORE MSCI EMKT	490,680	$26,379	0.6%	$51.93	—	ETF	46434G103
EEM	iShares MSCI Emerging Markets Indx ETF	293,700	$13,178	0.3%	$40.50	—	ETF	464287234
—	iShares MSCI Emerging Markets Indx ETF	216,500	$10,825	0.2%	—	—	Call	464287904
—	SPDR Gold Trust	77,000	$10,541	0.2%	—	—	Put	78463V957
GLD	SPDR Gold Trust	52,067	$7,440	0.2%	$123.00	—	ETF	78463V107
—	iShares MSCI EAFE ETF	68,200	$4,979	0.1%	—	—	Call	464287905
—	SPDR Gold Trust	25,400	$3,861	0.1%	—	—	Call	78463V907
TLT	IShares ETF-20yr	20,395	$2,763	0.1%	$121.36	—	ETF	464287432
—	IShares ETF-20yr	20,300	$2,690	0.1%	—	—	Put	464287952
—	POWERSHARES QQQ TRUST	9,200	$2,208	0.0%	—	—	Call	73935A904
—	POWERSHARES QQQ TRUST	9,200	$1,956	0.0%	$120.60	—	ETF	73935A104
—	POWERSHARES QQQ TRUST	9,200	$1,702	0.0%	—	—	Put	73935A954
—	Twitter Inc	26,000	$833	0.0%	$37.72	—	Company	90184L102
—	SELECT SECTOR SPDR TR	48,000	$744	0.0%	—	—	Put	81369Y955
SHY	iShares Trust - iShares 1-3 Year Treasury Bond ETF	6,599	$558	0.0%	$84.29	—	ETF	464287457
IEI	ISHARES TR - 3-7 YR TREAS BD ETF	4,324	$544	0.0%	$123.72	—	ETF	464288661
IYR	i-shares U.S. REAL ES ETF	2,500	$233	0.0%	$74.96	—	ETF	464287739
—	i-shares U.S. REAL ES ETF	2,500	$222	0.0%	—	—	Put	464287959