Swan Global Investments, LLC Hedge Fund

Location: Durango, CO

CIK: 0001591505 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 10, 2018

Total Value: $4.373B (100.0% shares, 0.0% debt)

Holdings (24)

SPY SPDR S&P 500 ETF TR 13.4%

Value $588M Shares 2,261,442 Est. Cost $198.54 Unrealized —

XLY SELECT SECTOR SPDR TR 9.5%

Value $413M Shares 4,137,576 Est. Cost $12218.24 Unrealized —

XLK SELECT SECTOR SPDR TR 9.4%

Value $411M Shares 6,414,054 Est. Cost $7050.16 Unrealized —

XLV SELECT SECTOR SPDR TR 9.2%

Value $401M Shares 4,964,346 Est. Cost $10628.76 Unrealized —

XLI SELECT SECTOR SPDR TR 9.1%

Value $400M Shares 5,459,289 Est. Cost $9337.98 Unrealized —

XLU SELECT SECTOR SPDR TR 9.1%

Value $399M Shares 7,933,103 Est. Cost $5481.01 Unrealized —

XLB SELECT SECTOR SPDR TR 8.8%

Value $383M Shares 6,858,298 Est. Cost $7125.75 Unrealized —

XLP SELECT SECTOR SPDR TR 8.7%

Value $382M Shares 7,309,159 Est. Cost $6468.94 Unrealized —

XLE SELECT SECTOR SPDR TR 8.7%

Value $381M Shares 5,773,487 Est. Cost $8319.66 Unrealized —

XLF SELECT SECTOR SPDR TR 7.6%

Value $332M Shares 12,203,679 Est. Cost $3674.89 Unrealized —

XLRE SELECT SECTOR SPDR TR 1.6%

Value $67.97M Shares 2,186,146 Est. Cost $32.19 Unrealized —

EFA iShares MSCI EAFE ETF 1.6%

Value $67.9M Shares 983,400 Est. Cost $61.77 Unrealized —

IWM IShares ETF-Rus2000 1.4%

Value $62.38M Shares 415,000 Est. Cost $130.26 Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 1.1%

Value $46.84M Shares 990,552 Est. Cost $36.63 Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 0.2%

Value $9.072M Shares 158,637 Est. Cost $56.74 Unrealized —

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

Value $5.848M Shares 48,539 Est. Cost $124.55 Unrealized —

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

Value $5.797M Shares 69,406 Est. Cost $84.49 Unrealized —

GLD SPDR Gold Trust 0.1%

Value $5.419M Shares 43,100 Est. Cost $120.78 Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value $4.592M Shares 29,200 Est. Cost $116.17 Unrealized —

TLT IShares ETF-20yr 0.1%

Value $2.463M Shares 20,300 Est. Cost $121.35 Unrealized —

— iShares MSCI EAFE ETF 0.0%

Value $1.733M Shares 3,452 Est. Cost — Unrealized —

— SPDR S&P 500 ETF TR 0.0%

Value $1.648M Shares 30,511 Est. Cost — Unrealized —

— Twitter Inc 0.0%

Value $740K Shares 26,000 Est. Cost $37.72 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.0%

Value $286K Shares 1,526 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	2,261,442	$588M	13.4%	$198.54	—	TR UNIT	78462F103
XLY	SELECT SECTOR SPDR TR	4,137,576	$413M	9.5%	$12218.24	—	SBI CONS DISCR	81369Y407
XLK	SELECT SECTOR SPDR TR	6,414,054	$411M	9.4%	$7050.16	—	TECHNOLOGY	81369Y803
XLV	SELECT SECTOR SPDR TR	4,964,346	$401M	9.2%	$10628.76	—	SBI HEALTHCARE	81369Y209
XLI	SELECT SECTOR SPDR TR	5,459,289	$400M	9.1%	$9337.98	—	SBI INT-INDS	81369Y704
XLU	SELECT SECTOR SPDR TR	7,933,103	$399M	9.1%	$5481.01	—	SBI INT-UTILS	81369Y886
XLB	SELECT SECTOR SPDR TR	6,858,298	$383M	8.8%	$7125.75	—	SBI MATERIALS	81369Y100
XLP	SELECT SECTOR SPDR TR	7,309,159	$382M	8.7%	$6468.94	—	SBI CONS STPLS	81369Y308
XLE	SELECT SECTOR SPDR TR	5,773,487	$381M	8.7%	$8319.66	—	SBI INT-ENERGY	81369Y506
XLF	SELECT SECTOR SPDR TR	12,203,679	$332M	7.6%	$3674.89	—	SBI INT-FINL	81369Y605
XLRE	SELECT SECTOR SPDR TR	2,186,146	$67.97M	1.6%	$32.19	—	SBI INT-REALESTATE	81369Y860
EFA	iShares MSCI EAFE ETF	983,400	$67.9M	1.6%	$61.77	—	ETF	464287465
IWM	IShares ETF-Rus2000	415,000	$62.38M	1.4%	$130.26	—	ETF	464287655
EEM	iShares MSCI Emerging Markets Indx ETF	990,552	$46.84M	1.1%	$36.63	—	ETF	464287234
IEMG	ishares ETF - CORE MSCI EMKT	158,637	$9.072M	0.2%	$56.74	—	ETF	46434G103
IEI	ISHARES TR - 3-7 YR TREAS BD ETF	48,539	$5.848M	0.1%	$124.55	—	ETF	464288661
SHY	iShares Trust - iShares 1-3 Year Treasury Bond ETF	69,406	$5.797M	0.1%	$84.49	—	ETF	464287457
GLD	SPDR Gold Trust	43,100	$5.419M	0.1%	$120.78	—	ETF	78463V107
—	POWERSHARES QQQ TRUST	29,200	$4.592M	0.1%	$116.17	—	ETF	73935A104
TLT	IShares ETF-20yr	20,300	$2.463M	0.1%	$121.35	—	ETF	464287432
—	iShares MSCI EAFE ETF	3,452	$1.733M	0.0%	—	—	Put	464287955
—	SPDR S&P 500 ETF TR	30,511	$1.648M	0.0%	—	—	Put	78462F953
—	Twitter Inc	26,000	$740K	0.0%	$37.72	—	Company	90184L102
—	iShares MSCI Emerging Markets Indx ETF	1,526	$286K	0.0%	—	—	Put	464287954