Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q4 2018 (← Previous) (Next →)

Filing Date: Feb 11, 2019

Total Value ($000): $4,795,643 (100.0% shares, 0.0% debt)

Holdings (38)

— SPDR S&P 500 ETF TR 20.6%

Value ($000) $986,391 Shares 3,945,600 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 10.8%

Value ($000) $519,758 Shares 2,097,913 Est. Cost $199.15 Unrealized —

XLV SELECT SECTOR SPDR TR 6.1%

Value ($000) $290,659 Shares 3,409,493 Est. Cost $10628.76 Unrealized —

XLU SELECT SECTOR SPDR TR 6.0%

Value ($000) $288,927 Shares 5,468,987 Est. Cost $5481.01 Unrealized —

XLB SELECT SECTOR SPDR TR 6.0%

Value ($000) $288,175 Shares 5,752,001 Est. Cost $7125.75 Unrealized —

XLY SELECT SECTOR SPDR TR 6.0%

Value ($000) $286,302 Shares 2,922,645 Est. Cost $12218.24 Unrealized —

XLP SELECT SECTOR SPDR TR 5.9%

Value ($000) $285,196 Shares 5,639,618 Est. Cost $6187.36 Unrealized —

XLK SELECT SECTOR SPDR TR 5.9%

Value ($000) $282,449 Shares 4,600,145 Est. Cost $7050.16 Unrealized —

XLC SELECT SECTOR SPDR TR 5.9%

Value ($000) $282,144 Shares 6,844,839 Est. Cost $49.18 Unrealized —

XLI SELECT SECTOR SPDR TR 5.9%

Value ($000) $281,438 Shares 4,413,323 Est. Cost $9337.98 Unrealized —

XLE SELECT SECTOR SPDR TR 5.7%

Value ($000) $275,249 Shares 4,824,706 Est. Cost $8196.76 Unrealized —

XLF SELECT SECTOR SPDR TR 4.8%

Value ($000) $232,475 Shares 9,854,824 Est. Cost $3674.89 Unrealized —

— iShares MSCI EAFE ETF 1.7%

Value ($000) $80,706 Shares 1,353,300 Est. Cost — Unrealized —

EFA iShares MSCI EAFE ETF 1.6%

Value ($000) $78,515 Shares 1,337,800 Est. Cost $63.62 Unrealized —

IWM IShares ETF-Rus2000 1.6%

Value ($000) $78,255 Shares 589,000 Est. Cost $141.25 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 1.2%

Value ($000) $56,391 Shares 1,457,400 Est. Cost — Unrealized —

XLRE SELECT SECTOR SPDR TR 1.1%

Value ($000) $53,875 Shares 1,741,277 Est. Cost $32.19 Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 0.6%

Value ($000) $30,428 Shares 643,980 Est. Cost $52.99 Unrealized —

— iShares MSCI EAFE ETF 0.6%

Value ($000) $27,197 Shares 405,800 Est. Cost — Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.6%

Value ($000) $26,637 Shares 678,813 Est. Cost $36.91 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.2%

Value ($000) $10,800 Shares 240,000 Est. Cost — Unrealized —

— SPDR Gold Trust 0.2%

Value ($000) $8,966 Shares 69,100 Est. Cost — Unrealized —

GLD SPDR Gold Trust 0.1%

Value ($000) $6,344 Shares 52,400 Est. Cost $121.07 Unrealized —

— SPDR Gold Trust 0.1%

Value ($000) $6,240 Shares 52,000 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value ($000) $5,425 Shares 31,000 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value ($000) $4,864 Shares 31,800 Est. Cost $120.60 Unrealized —

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

Value ($000) $4,639 Shares 38,279 Est. Cost $124.55 Unrealized —

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

Value ($000) $4,574 Shares 54,717 Est. Cost $84.49 Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value ($000) $3,975 Shares 31,800 Est. Cost — Unrealized —

— IShares ETF-20yr 0.1%

Value ($000) $2,777 Shares 24,500 Est. Cost — Unrealized —

TLT IShares ETF-20yr 0.1%

Value ($000) $2,457 Shares 20,300 Est. Cost $121.35 Unrealized —

— SELECT SECTOR SPDR TR 0.0%

Value ($000) $966 Shares 72,000 Est. Cost — Unrealized —

— Twitter Inc 0.0%

Value ($000) $739 Shares 26,000 Est. Cost $37.72 Unrealized —

— i-shares U.S. REAL ES ETF 0.0%

Value ($000) $442 Shares 5,900 Est. Cost — Unrealized —

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

Value ($000) $441 Shares 5,900 Est. Cost $74.75 Unrealized —

— SPDR S&P 500 ETF TR 0.0%

Value ($000) $377 Shares 1,300 Est. Cost — Unrealized —

HYG ISHARES TR - IBOXX HI YD 0.0%

Value ($000) $235 Shares 2,900 Est. Cost $81.03 Unrealized —

— ISHARES TR - IBOXX HI YD 0.0%

Value ($000) $215 Shares 2,900 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	3,945,600	$986,391	20.6%	—	—	Put	78462F953
SPY	SPDR S&P 500 ETF TR	2,097,913	$519,758	10.8%	$199.15	—	TR UNIT	78462F103
XLV	SELECT SECTOR SPDR TR	3,409,493	$290,659	6.1%	$10628.76	—	SBI HEALTHCARE	81369Y209
XLU	SELECT SECTOR SPDR TR	5,468,987	$288,927	6.0%	$5481.01	—	SBI INT-UTILS	81369Y886
XLB	SELECT SECTOR SPDR TR	5,752,001	$288,175	6.0%	$7125.75	—	SBI MATERIALS	81369Y100
XLY	SELECT SECTOR SPDR TR	2,922,645	$286,302	6.0%	$12218.24	—	SBI CONS DISCR	81369Y407
XLP	SELECT SECTOR SPDR TR	5,639,618	$285,196	5.9%	$6187.36	—	SBI CONS STPLS	81369Y308
XLK	SELECT SECTOR SPDR TR	4,600,145	$282,449	5.9%	$7050.16	—	TECHNOLOGY	81369Y803
XLC	SELECT SECTOR SPDR TR	6,844,839	$282,144	5.9%	$49.18	—	SBI COMMUNICATIONS	81369Y852
XLI	SELECT SECTOR SPDR TR	4,413,323	$281,438	5.9%	$9337.98	—	SBI INT-INDS	81369Y704
XLE	SELECT SECTOR SPDR TR	4,824,706	$275,249	5.7%	$8196.76	—	SBI INT-ENERGY	81369Y506
XLF	SELECT SECTOR SPDR TR	9,854,824	$232,475	4.8%	$3674.89	—	SBI INT-FINL	81369Y605
—	iShares MSCI EAFE ETF	1,353,300	$80,706	1.7%	—	—	Put	464287955
EFA	iShares MSCI EAFE ETF	1,337,800	$78,515	1.6%	$63.62	—	ETF	464287465
IWM	IShares ETF-Rus2000	589,000	$78,255	1.6%	$141.25	—	ETF	464287655
—	iShares MSCI Emerging Markets Indx ETF	1,457,400	$56,391	1.2%	—	—	Put	464287954
XLRE	SELECT SECTOR SPDR TR	1,741,277	$53,875	1.1%	$32.19	—	SBI INT-REALESTATE	81369Y860
IEMG	ishares ETF - CORE MSCI EMKT	643,980	$30,428	0.6%	$52.99	—	ETF	46434G103
—	iShares MSCI EAFE ETF	405,800	$27,197	0.6%	—	—	Call	464287905
EEM	iShares MSCI Emerging Markets Indx ETF	678,813	$26,637	0.6%	$36.91	—	ETF	464287234
—	iShares MSCI Emerging Markets Indx ETF	240,000	$10,800	0.2%	—	—	Call	464287904
—	SPDR Gold Trust	69,100	$8,966	0.2%	—	—	Call	78463V907
GLD	SPDR Gold Trust	52,400	$6,344	0.1%	$121.07	—	ETF	78463V107
—	SPDR Gold Trust	52,000	$6,240	0.1%	—	—	Put	78463V957
—	POWERSHARES QQQ TRUST	31,000	$5,425	0.1%	—	—	Call	73935A904
—	POWERSHARES QQQ TRUST	31,800	$4,864	0.1%	$120.60	—	ETF	73935A104
IEI	ISHARES TR - 3-7 YR TREAS BD ETF	38,279	$4,639	0.1%	$124.55	—	ETF	464288661
SHY	iShares Trust - iShares 1-3 Year Treasury Bond ETF	54,717	$4,574	0.1%	$84.49	—	ETF	464287457
—	POWERSHARES QQQ TRUST	31,800	$3,975	0.1%	—	—	Put	73935A954
—	IShares ETF-20yr	24,500	$2,777	0.1%	—	—	Put	464287952
TLT	IShares ETF-20yr	20,300	$2,457	0.1%	$121.35	—	ETF	464287432
—	SELECT SECTOR SPDR TR	72,000	$966	0.0%	—	—	Put	81369Y955
—	Twitter Inc	26,000	$739	0.0%	$37.72	—	Company	90184L102
—	i-shares U.S. REAL ES ETF	5,900	$442	0.0%	—	—	Put	464287959
IYR	i-shares U.S. REAL ES ETF	5,900	$441	0.0%	$74.75	—	ETF	464287739
—	SPDR S&P 500 ETF TR	1,300	$377	0.0%	—	—	Call	78462F903
HYG	ISHARES TR - IBOXX HI YD	2,900	$235	0.0%	$81.03	—	ETF	464288513
—	ISHARES TR - IBOXX HI YD	2,900	$215	0.0%	—	—	Put	464288953