Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q1 2019 (← Previous) (Next →)

Filing Date: May 14, 2019

Total Value ($000): $5,988,556 (100.0% shares, 0.0% debt)

Holdings (36)

— SPDR S&P 500 ETF TR 25.8%

Value ($000) $1,545,299 Shares 6,168,700 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 9.1%

Value ($000) $544,558 Shares 1,928,802 Est. Cost $199.15 Unrealized —

XLK SELECT SECTOR SPDR TR 6.8%

Value ($000) $407,027 Shares 6,134,009 Est. Cost $5303.80 Unrealized —

XLY SELECT SECTOR SPDR TR 6.8%

Value ($000) $405,724 Shares 3,953,415 Est. Cost $9059.35 Unrealized —

XLI SELECT SECTOR SPDR TR 6.5%

Value ($000) $391,668 Shares 5,265,906 Est. Cost $7838.15 Unrealized —

XLV SELECT SECTOR SPDR TR 6.5%

Value ($000) $389,386 Shares 4,719,686 Est. Cost $7701.10 Unrealized —

XLU SELECT SECTOR SPDR TR 6.5%

Value ($000) $386,970 Shares 7,532,142 Est. Cost $3993.76 Unrealized —

XLB SELECT SECTOR SPDR TR 6.3%

Value ($000) $377,604 Shares 6,653,110 Est. Cost $6168.31 Unrealized —

XLE SELECT SECTOR SPDR TR 6.2%

Value ($000) $372,684 Shares 5,542,063 Est. Cost $7144.49 Unrealized —

XLP SELECT SECTOR SPDR TR 6.2%

Value ($000) $370,479 Shares 6,983,255 Est. Cost $5007.07 Unrealized —

XLF SELECT SECTOR SPDR TR 5.4%

Value ($000) $322,928 Shares 11,809,224 Est. Cost $3071.23 Unrealized —

EFA iShares MSCI EAFE ETF 1.1%

Value ($000) $68,318 Shares 980,600 Est. Cost $63.62 Unrealized —

XLRE SELECT SECTOR SPDR TR 1.1%

Value ($000) $66,047 Shares 2,083,241 Est. Cost $32.11 Unrealized —

— iShares MSCI EAFE ETF 1.1%

Value ($000) $65,731 Shares 978,400 Est. Cost — Unrealized —

IWM IShares ETF-Rus2000 1.0%

Value ($000) $62,844 Shares 413,900 Est. Cost $141.25 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.9%

Value ($000) $53,717 Shares 1,182,200 Est. Cost — Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.8%

Value ($000) $47,910 Shares 992,552 Est. Cost $40.50 Unrealized —

XLC SELECT SECTOR SPDR TR 0.8%

Value ($000) $45,944 Shares 982,330 Est. Cost $49.18 Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 0.2%

Value ($000) $9,337 Shares 160,037 Est. Cost $52.99 Unrealized —

— SPDR S&P 500 ETF TR 0.2%

Value ($000) $9,281 Shares 31,500 Est. Cost — Unrealized —

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

Value ($000) $5,855 Shares 48,539 Est. Cost $123.72 Unrealized —

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

Value ($000) $5,800 Shares 69,406 Est. Cost $84.29 Unrealized —

— SPDR Gold Trust 0.1%

Value ($000) $5,560 Shares 43,100 Est. Cost — Unrealized —

GLD SPDR Gold Trust 0.1%

Value ($000) $5,507 Shares 43,800 Est. Cost $121.07 Unrealized —

— SPDR Gold Trust 0.1%

Value ($000) $5,233 Shares 43,100 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value ($000) $4,676 Shares 29,200 Est. Cost $120.60 Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value ($000) $4,059 Shares 29,200 Est. Cost — Unrealized —

TLT IShares ETF-20yr 0.0%

Value ($000) $2,502 Shares 20,518 Est. Cost $121.36 Unrealized —

— IShares ETF-20yr 0.0%

Value ($000) $2,471 Shares 20,300 Est. Cost — Unrealized —

— SELECT SECTOR SPDR TR 0.0%

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

— Twitter Inc 0.0%

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

— i-shares U.S. REAL ES ETF 0.0%

Value ($000) $464 Shares 5,800 Est. Cost — Unrealized —

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

Value ($000) $438 Shares 5,800 Est. Cost $74.75 Unrealized —

— ISHARES TR - IBOXX HI YD 0.0%

Value ($000) $435 Shares 5,800 Est. Cost — Unrealized —

— i-shares U.S. REAL ES ETF 0.0%

Value ($000) $312 Shares 3,800 Est. Cost — Unrealized —

HYG ISHARES TR - IBOXX HI YD 0.0%

Value ($000) $248 Shares 2,900 Est. Cost $81.03 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	6,168,700	$1,545,299	25.8%	—	—	Put	78462F953
SPY	SPDR S&P 500 ETF TR	1,928,802	$544,558	9.1%	$199.15	—	TR UNIT	78462F103
XLK	SELECT SECTOR SPDR TR	6,134,009	$407,027	6.8%	$5303.80	—	TECHNOLOGY	81369Y803
XLY	SELECT SECTOR SPDR TR	3,953,415	$405,724	6.8%	$9059.35	—	SBI CONS DISCR	81369Y407
XLI	SELECT SECTOR SPDR TR	5,265,906	$391,668	6.5%	$7838.15	—	SBI INT-INDS	81369Y704
XLV	SELECT SECTOR SPDR TR	4,719,686	$389,386	6.5%	$7701.10	—	SBI HEALTHCARE	81369Y209
XLU	SELECT SECTOR SPDR TR	7,532,142	$386,970	6.5%	$3993.76	—	SBI INT-UTILS	81369Y886
XLB	SELECT SECTOR SPDR TR	6,653,110	$377,604	6.3%	$6168.31	—	SBI MATERIALS	81369Y100
XLE	SELECT SECTOR SPDR TR	5,542,063	$372,684	6.2%	$7144.49	—	SBI INT-ENERGY	81369Y506
XLP	SELECT SECTOR SPDR TR	6,983,255	$370,479	6.2%	$5007.07	—	SBI CONS STPLS	81369Y308
XLF	SELECT SECTOR SPDR TR	11,809,224	$322,928	5.4%	$3071.23	—	SBI INT-FINL	81369Y605
EFA	iShares MSCI EAFE ETF	980,600	$68,318	1.1%	$63.62	—	ETF	464287465
XLRE	SELECT SECTOR SPDR TR	2,083,241	$66,047	1.1%	$32.11	—	SBI INT-REALESTATE	81369Y860
—	iShares MSCI EAFE ETF	978,400	$65,731	1.1%	—	—	Put	464287955
IWM	IShares ETF-Rus2000	413,900	$62,844	1.0%	$141.25	—	ETF	464287655
—	iShares MSCI Emerging Markets Indx ETF	1,182,200	$53,717	0.9%	—	—	Put	464287954
EEM	iShares MSCI Emerging Markets Indx ETF	992,552	$47,910	0.8%	$40.50	—	ETF	464287234
XLC	SELECT SECTOR SPDR TR	982,330	$45,944	0.8%	$49.18	—	SBI COMMUNICATIONS	81369Y852
IEMG	ishares ETF - CORE MSCI EMKT	160,037	$9,337	0.2%	$52.99	—	ETF	46434G103
—	SPDR S&P 500 ETF TR	31,500	$9,281	0.2%	—	—	Call	78462F903
IEI	ISHARES TR - 3-7 YR TREAS BD ETF	48,539	$5,855	0.1%	$123.72	—	ETF	464288661
SHY	iShares Trust - iShares 1-3 Year Treasury Bond ETF	69,406	$5,800	0.1%	$84.29	—	ETF	464287457
—	SPDR Gold Trust	43,100	$5,560	0.1%	—	—	Call	78463V907
GLD	SPDR Gold Trust	43,800	$5,507	0.1%	$121.07	—	ETF	78463V107
—	SPDR Gold Trust	43,100	$5,233	0.1%	—	—	Put	78463V957
—	POWERSHARES QQQ TRUST	29,200	$4,676	0.1%	$120.60	—	ETF	73935A104
—	POWERSHARES QQQ TRUST	29,200	$4,059	0.1%	—	—	Put	73935A954
TLT	IShares ETF-20yr	20,518	$2,502	0.0%	$121.36	—	ETF	464287432
—	IShares ETF-20yr	20,300	$2,471	0.0%	—	—	Put	464287952
—	SELECT SECTOR SPDR TR	54,000	$786	0.0%	—	—	Put	81369Y955
—	Twitter Inc	26,000	$754	0.0%	$37.72	—	Company	90184L102
—	i-shares U.S. REAL ES ETF	5,800	$464	0.0%	—	—	Put	464287959
IYR	i-shares U.S. REAL ES ETF	5,800	$438	0.0%	$74.75	—	ETF	464287739
—	ISHARES TR - IBOXX HI YD	5,800	$435	0.0%	—	—	Put	464288953
—	i-shares U.S. REAL ES ETF	3,800	$312	0.0%	—	—	Call	464287909
HYG	ISHARES TR - IBOXX HI YD	2,900	$248	0.0%	$81.03	—	ETF	464288513