Swan Global Investments, LLC Hedge Fund

Location: Durango, CO

CIK: 0001591505 · Show all filings

Period: Q1 2019 (← Previous) (Next →)

Filing Date: May 14, 2019

Total Value: $5.989B (100.0% shares, 0.0% debt)

Holdings (36)

— SPDR S&P 500 ETF TR 25.8%

Value $1.545B Shares 6,168,700 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 9.1%

Value $545M Shares 1,928,802 Est. Cost $199.15 Unrealized —

XLK SELECT SECTOR SPDR TR 6.8%

Value $407M Shares 6,134,009 Est. Cost $5303.80 Unrealized —

XLY SELECT SECTOR SPDR TR 6.8%

Value $406M Shares 3,953,415 Est. Cost $9059.35 Unrealized —

XLI SELECT SECTOR SPDR TR 6.5%

Value $392M Shares 5,265,906 Est. Cost $7838.15 Unrealized —

XLV SELECT SECTOR SPDR TR 6.5%

Value $389M Shares 4,719,686 Est. Cost $7701.10 Unrealized —

XLU SELECT SECTOR SPDR TR 6.5%

Value $387M Shares 7,532,142 Est. Cost $3993.76 Unrealized —

XLB SELECT SECTOR SPDR TR 6.3%

Value $378M Shares 6,653,110 Est. Cost $6168.31 Unrealized —

XLE SELECT SECTOR SPDR TR 6.2%

Value $373M Shares 5,542,063 Est. Cost $7144.49 Unrealized —

XLP SELECT SECTOR SPDR TR 6.2%

Value $370M Shares 6,983,255 Est. Cost $5007.07 Unrealized —

XLF SELECT SECTOR SPDR TR 5.4%

Value $323M Shares 11,809,224 Est. Cost $3071.23 Unrealized —

EFA iShares MSCI EAFE ETF 1.1%

Value $68.32M Shares 980,600 Est. Cost $63.62 Unrealized —

XLRE SELECT SECTOR SPDR TR 1.1%

Value $66.05M Shares 2,083,241 Est. Cost $32.11 Unrealized —

— iShares MSCI EAFE ETF 1.1%

Value $65.73M Shares 978,400 Est. Cost — Unrealized —

IWM IShares ETF-Rus2000 1.0%

Value $62.84M Shares 413,900 Est. Cost $141.25 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.9%

Value $53.72M Shares 1,182,200 Est. Cost — Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.8%

Value $47.91M Shares 992,552 Est. Cost $40.50 Unrealized —

XLC SELECT SECTOR SPDR TR 0.8%

Value $45.94M Shares 982,330 Est. Cost $49.18 Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 0.2%

Value $9.337M Shares 160,037 Est. Cost $52.99 Unrealized —

— SPDR S&P 500 ETF TR 0.2%

Value $9.281M Shares 31,500 Est. Cost — Unrealized —

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

Value $5.855M Shares 48,539 Est. Cost $123.72 Unrealized —

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

Value $5.8M Shares 69,406 Est. Cost $84.29 Unrealized —

— SPDR Gold Trust 0.1%

Value $5.56M Shares 43,100 Est. Cost — Unrealized —

GLD SPDR Gold Trust 0.1%

Value $5.507M Shares 43,800 Est. Cost $121.07 Unrealized —

— SPDR Gold Trust 0.1%

Value $5.233M Shares 43,100 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value $4.676M Shares 29,200 Est. Cost $120.60 Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value $4.059M Shares 29,200 Est. Cost — Unrealized —

TLT IShares ETF-20yr 0.0%

Value $2.502M Shares 20,518 Est. Cost $121.36 Unrealized —

— IShares ETF-20yr 0.0%

Value $2.471M Shares 20,300 Est. Cost — Unrealized —

— SELECT SECTOR SPDR TR 0.0%

Value $786K Shares 54,000 Est. Cost — Unrealized —

— Twitter Inc 0.0%

Value $754K Shares 26,000 Est. Cost $37.72 Unrealized —

— i-shares U.S. REAL ES ETF 0.0%

Value $464K Shares 5,800 Est. Cost — Unrealized —

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

Value $438K Shares 5,800 Est. Cost $74.75 Unrealized —

— ISHARES TR - IBOXX HI YD 0.0%

Value $435K Shares 5,800 Est. Cost — Unrealized —

— i-shares U.S. REAL ES ETF 0.0%

Value $312K Shares 3,800 Est. Cost — Unrealized —

HYG ISHARES TR - IBOXX HI YD 0.0%

Value $248K Shares 2,900 Est. Cost $81.03 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	6,168,700	$1.545B	25.8%	—	—	Put	78462F953
SPY	SPDR S&P 500 ETF TR	1,928,802	$545M	9.1%	$199.15	—	TR UNIT	78462F103
XLK	SELECT SECTOR SPDR TR	6,134,009	$407M	6.8%	$5303.80	—	TECHNOLOGY	81369Y803
XLY	SELECT SECTOR SPDR TR	3,953,415	$406M	6.8%	$9059.35	—	SBI CONS DISCR	81369Y407
XLI	SELECT SECTOR SPDR TR	5,265,906	$392M	6.5%	$7838.15	—	SBI INT-INDS	81369Y704
XLV	SELECT SECTOR SPDR TR	4,719,686	$389M	6.5%	$7701.10	—	SBI HEALTHCARE	81369Y209
XLU	SELECT SECTOR SPDR TR	7,532,142	$387M	6.5%	$3993.76	—	SBI INT-UTILS	81369Y886
XLB	SELECT SECTOR SPDR TR	6,653,110	$378M	6.3%	$6168.31	—	SBI MATERIALS	81369Y100
XLE	SELECT SECTOR SPDR TR	5,542,063	$373M	6.2%	$7144.49	—	SBI INT-ENERGY	81369Y506
XLP	SELECT SECTOR SPDR TR	6,983,255	$370M	6.2%	$5007.07	—	SBI CONS STPLS	81369Y308
XLF	SELECT SECTOR SPDR TR	11,809,224	$323M	5.4%	$3071.23	—	SBI INT-FINL	81369Y605
EFA	iShares MSCI EAFE ETF	980,600	$68.32M	1.1%	$63.62	—	ETF	464287465
XLRE	SELECT SECTOR SPDR TR	2,083,241	$66.05M	1.1%	$32.11	—	SBI INT-REALESTATE	81369Y860
—	iShares MSCI EAFE ETF	978,400	$65.73M	1.1%	—	—	Put	464287955
IWM	IShares ETF-Rus2000	413,900	$62.84M	1.0%	$141.25	—	ETF	464287655
—	iShares MSCI Emerging Markets Indx ETF	1,182,200	$53.72M	0.9%	—	—	Put	464287954
EEM	iShares MSCI Emerging Markets Indx ETF	992,552	$47.91M	0.8%	$40.50	—	ETF	464287234
XLC	SELECT SECTOR SPDR TR	982,330	$45.94M	0.8%	$49.18	—	SBI COMMUNICATIONS	81369Y852
IEMG	ishares ETF - CORE MSCI EMKT	160,037	$9.337M	0.2%	$52.99	—	ETF	46434G103
—	SPDR S&P 500 ETF TR	31,500	$9.281M	0.2%	—	—	Call	78462F903
IEI	ISHARES TR - 3-7 YR TREAS BD ETF	48,539	$5.855M	0.1%	$123.72	—	ETF	464288661
SHY	iShares Trust - iShares 1-3 Year Treasury Bond ETF	69,406	$5.8M	0.1%	$84.29	—	ETF	464287457
—	SPDR Gold Trust	43,100	$5.56M	0.1%	—	—	Call	78463V907
GLD	SPDR Gold Trust	43,800	$5.507M	0.1%	$121.07	—	ETF	78463V107
—	SPDR Gold Trust	43,100	$5.233M	0.1%	—	—	Put	78463V957
—	POWERSHARES QQQ TRUST	29,200	$4.676M	0.1%	$120.60	—	ETF	73935A104
—	POWERSHARES QQQ TRUST	29,200	$4.059M	0.1%	—	—	Put	73935A954
TLT	IShares ETF-20yr	20,518	$2.502M	0.0%	$121.36	—	ETF	464287432
—	IShares ETF-20yr	20,300	$2.471M	0.0%	—	—	Put	464287952
—	SELECT SECTOR SPDR TR	54,000	$786K	0.0%	—	—	Put	81369Y955
—	Twitter Inc	26,000	$754K	0.0%	$37.72	—	Company	90184L102
—	i-shares U.S. REAL ES ETF	5,800	$464K	0.0%	—	—	Put	464287959
IYR	i-shares U.S. REAL ES ETF	5,800	$438K	0.0%	$74.75	—	ETF	464287739
—	ISHARES TR - IBOXX HI YD	5,800	$435K	0.0%	—	—	Put	464288953
—	i-shares U.S. REAL ES ETF	3,800	$312K	0.0%	—	—	Call	464287909
HYG	ISHARES TR - IBOXX HI YD	2,900	$248K	0.0%	$81.03	—	ETF	464288513