Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q2 2019 (← Previous) (Next →)

Filing Date: Aug 12, 2019

Total Value ($000): $5,104,086 (100.0% shares, 0.0% debt)

Holdings (38)

— SPDR S&P 500 ETF TR 22.9%

Value ($000) $1,168,811 Shares 4,238,300 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 10.3%

Value ($000) $525,638 Shares 1,803,218 Est. Cost $199.15 Unrealized —

— SPDR S&P 500 ETF TR 7.4%

Value ($000) $379,455 Shares 1,186,800 Est. Cost — Unrealized —

XLB SELECT SECTOR SPDR TR 5.2%

Value ($000) $265,906 Shares 4,583,795 Est. Cost $6168.31 Unrealized —

XLK SELECT SECTOR SPDR TR 5.1%

Value ($000) $262,841 Shares 3,367,596 Est. Cost $5303.80 Unrealized —

XLP SELECT SECTOR SPDR TR 5.1%

Value ($000) $259,233 Shares 4,461,073 Est. Cost $5007.07 Unrealized —

XLY SELECT SECTOR SPDR TR 5.0%

Value ($000) $257,578 Shares 2,167,068 Est. Cost $9059.35 Unrealized —

XLU SELECT SECTOR SPDR TR 5.0%

Value ($000) $257,055 Shares 4,327,520 Est. Cost $3993.76 Unrealized —

XLI SELECT SECTOR SPDR TR 5.0%

Value ($000) $254,742 Shares 3,325,175 Est. Cost $7838.15 Unrealized —

XLC SELECT SECTOR SPDR TR 4.9%

Value ($000) $252,008 Shares 5,169,394 Est. Cost $48.83 Unrealized —

XLV SELECT SECTOR SPDR TR 4.9%

Value ($000) $248,447 Shares 2,690,864 Est. Cost $7701.10 Unrealized —

XLE SELECT SECTOR SPDR TR 4.7%

Value ($000) $241,077 Shares 3,827,830 Est. Cost $7144.49 Unrealized —

XLF SELECT SECTOR SPDR TR 4.0%

Value ($000) $203,739 Shares 7,487,651 Est. Cost $3071.23 Unrealized —

— iShares MSCI EAFE ETF 2.1%

Value ($000) $106,855 Shares 1,785,500 Est. Cost — Unrealized —

EFA iShares MSCI EAFE ETF 1.6%

Value ($000) $82,216 Shares 1,257,900 Est. Cost $64.00 Unrealized —

IWM IShares ETF-Rus2000 1.6%

Value ($000) $81,869 Shares 532,900 Est. Cost $144.01 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 1.6%

Value ($000) $79,358 Shares 2,051,500 Est. Cost — Unrealized —

XLRE SELECT SECTOR SPDR TR 1.0%

Value ($000) $49,179 Shares 1,341,845 Est. Cost $32.11 Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 0.6%

Value ($000) $32,135 Shares 623,247 Est. Cost $51.93 Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.5%

Value ($000) $25,443 Shares 592,113 Est. Cost $40.50 Unrealized —

— iShares MSCI EAFE ETF 0.3%

Value ($000) $13,545 Shares 215,000 Est. Cost — Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.2%

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

GLD SPDR Gold Trust 0.1%

Value ($000) $6,961 Shares 52,400 Est. Cost $123.00 Unrealized —

— SPDR Gold Trust 0.1%

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

— POWERSHARES QQQ TRUST 0.1%

Value ($000) $4,680 Shares 24,200 Est. Cost — Unrealized —

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

Value ($000) $4,483 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) $4,178 Shares 22,400 Est. Cost $120.60 Unrealized —

— SPDR Gold Trust 0.1%

Value ($000) $3,432 Shares 26,200 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value ($000) $3,308 Shares 22,400 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) $2,727 Shares 20,518 Est. Cost $121.36 Unrealized —

— Twitter Inc 0.0%

Value ($000) $904 Shares 26,000 Est. Cost $37.72 Unrealized —

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

Value ($000) $515 Shares 5,900 Est. Cost $74.96 Unrealized —

— ISHARES TR - IBOXX HI YD 0.0%

Value ($000) $476 Shares 5,800 Est. Cost — Unrealized —

— i-shares U.S. REAL ES ETF 0.0%

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

— SELECT SECTOR SPDR TR 0.0%

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

HYG ISHARES TR - IBOXX HI YD 0.0%

Value ($000) $218 Shares 2,500 Est. Cost $81.03 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	4,238,300	$1,168,811	22.9%	—	—	Put	78462F953
SPY	SPDR S&P 500 ETF TR	1,803,218	$525,638	10.3%	$199.15	—	TR UNIT	78462F103
—	SPDR S&P 500 ETF TR	1,186,800	$379,455	7.4%	—	—	Call	78462F903
XLB	SELECT SECTOR SPDR TR	4,583,795	$265,906	5.2%	$6168.31	—	SBI MATERIALS	81369Y100
XLK	SELECT SECTOR SPDR TR	3,367,596	$262,841	5.1%	$5303.80	—	TECHNOLOGY	81369Y803
XLP	SELECT SECTOR SPDR TR	4,461,073	$259,233	5.1%	$5007.07	—	SBI CONS STPLS	81369Y308
XLY	SELECT SECTOR SPDR TR	2,167,068	$257,578	5.0%	$9059.35	—	SBI CONS DISCR	81369Y407
XLU	SELECT SECTOR SPDR TR	4,327,520	$257,055	5.0%	$3993.76	—	SBI INT-UTILS	81369Y886
XLI	SELECT SECTOR SPDR TR	3,325,175	$254,742	5.0%	$7838.15	—	SBI INT-INDS	81369Y704
XLC	SELECT SECTOR SPDR TR	5,169,394	$252,008	4.9%	$48.83	—	SBI COMMUNICATIONS	81369Y852
XLV	SELECT SECTOR SPDR TR	2,690,864	$248,447	4.9%	$7701.10	—	SBI HEALTHCARE	81369Y209
XLE	SELECT SECTOR SPDR TR	3,827,830	$241,077	4.7%	$7144.49	—	SBI INT-ENERGY	81369Y506
XLF	SELECT SECTOR SPDR TR	7,487,651	$203,739	4.0%	$3071.23	—	SBI INT-FINL	81369Y605
—	iShares MSCI EAFE ETF	1,785,500	$106,855	2.1%	—	—	Put	464287955
EFA	iShares MSCI EAFE ETF	1,257,900	$82,216	1.6%	$64.00	—	ETF	464287465
IWM	IShares ETF-Rus2000	532,900	$81,869	1.6%	$144.01	—	ETF	464287655
—	iShares MSCI Emerging Markets Indx ETF	2,051,500	$79,358	1.6%	—	—	Put	464287954
XLRE	SELECT SECTOR SPDR TR	1,341,845	$49,179	1.0%	$32.11	—	SBI INT-REALESTATE	81369Y860
IEMG	ishares ETF - CORE MSCI EMKT	623,247	$32,135	0.6%	$51.93	—	ETF	46434G103
EEM	iShares MSCI Emerging Markets Indx ETF	592,113	$25,443	0.5%	$40.50	—	ETF	464287234
—	iShares MSCI EAFE ETF	215,000	$13,545	0.3%	—	—	Call	464287905
—	iShares MSCI Emerging Markets Indx ETF	240,000	$10,800	0.2%	—	—	Call	464287904
GLD	SPDR Gold Trust	52,400	$6,961	0.1%	$123.00	—	ETF	78463V107
—	SPDR Gold Trust	52,000	$6,240	0.1%	—	—	Put	78463V957
—	POWERSHARES QQQ TRUST	24,200	$4,680	0.1%	—	—	Call	73935A904
IEI	ISHARES TR - 3-7 YR TREAS BD ETF	35,652	$4,483	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	22,400	$4,178	0.1%	$120.60	—	ETF	73935A104
—	SPDR Gold Trust	26,200	$3,432	0.1%	—	—	Call	78463V907
—	POWERSHARES QQQ TRUST	22,400	$3,308	0.1%	—	—	Put	73935A954
—	IShares ETF-20yr	24,500	$2,777	0.1%	—	—	Put	464287952
TLT	IShares ETF-20yr	20,518	$2,727	0.1%	$121.36	—	ETF	464287432
—	Twitter Inc	26,000	$904	0.0%	$37.72	—	Company	90184L102
IYR	i-shares U.S. REAL ES ETF	5,900	$515	0.0%	$74.96	—	ETF	464287739
—	ISHARES TR - IBOXX HI YD	5,800	$476	0.0%	—	—	Put	464288953
—	i-shares U.S. REAL ES ETF	5,900	$442	0.0%	—	—	Put	464287959
—	SELECT SECTOR SPDR TR	30,000	$420	0.0%	—	—	Put	81369Y955
HYG	ISHARES TR - IBOXX HI YD	2,500	$218	0.0%	$81.03	—	ETF	464288513