Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 10, 2018

Total Value ($000): $4,372,891 (100.0% shares, 0.0% debt)

Holdings (24)

SPY SPDR S&P 500 ETF TR 13.4%

Value ($000) $587,590 Shares 2,261,442 Est. Cost $198.54 Unrealized —

XLY SELECT SECTOR SPDR TR 9.5%

Value ($000) $413,302 Shares 4,137,576 Est. Cost $12218.24 Unrealized —

XLK SELECT SECTOR SPDR TR 9.4%

Value ($000) $411,462 Shares 6,414,054 Est. Cost $7050.16 Unrealized —

XLV SELECT SECTOR SPDR TR 9.2%

Value ($000) $401,070 Shares 4,964,346 Est. Cost $10628.76 Unrealized —

XLI SELECT SECTOR SPDR TR 9.1%

Value ($000) $399,729 Shares 5,459,289 Est. Cost $9337.98 Unrealized —

XLU SELECT SECTOR SPDR TR 9.1%

Value ($000) $398,718 Shares 7,933,103 Est. Cost $5481.01 Unrealized —

XLB SELECT SECTOR SPDR TR 8.8%

Value ($000) $383,173 Shares 6,858,298 Est. Cost $7125.75 Unrealized —

XLP SELECT SECTOR SPDR TR 8.7%

Value ($000) $382,050 Shares 7,309,159 Est. Cost $6468.94 Unrealized —

XLE SELECT SECTOR SPDR TR 8.7%

Value ($000) $381,166 Shares 5,773,487 Est. Cost $8319.66 Unrealized —

XLF SELECT SECTOR SPDR TR 7.6%

Value ($000) $331,940 Shares 12,203,679 Est. Cost $3674.89 Unrealized —

XLRE SELECT SECTOR SPDR TR 1.6%

Value ($000) $67,967 Shares 2,186,146 Est. Cost $32.19 Unrealized —

EFA iShares MSCI EAFE ETF 1.6%

Value ($000) $67,904 Shares 983,400 Est. Cost $61.77 Unrealized —

IWM IShares ETF-Rus2000 1.4%

Value ($000) $62,379 Shares 415,000 Est. Cost $130.26 Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 1.1%

Value ($000) $46,843 Shares 990,552 Est. Cost $36.63 Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 0.2%

Value ($000) $9,072 Shares 158,637 Est. Cost $56.74 Unrealized —

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

Value ($000) $5,848 Shares 48,539 Est. Cost $124.55 Unrealized —

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

Value ($000) $5,797 Shares 69,406 Est. Cost $84.49 Unrealized —

GLD SPDR Gold Trust 0.1%

Value ($000) $5,419 Shares 43,100 Est. Cost $120.78 Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value ($000) $4,592 Shares 29,200 Est. Cost $116.17 Unrealized —

TLT IShares ETF-20yr 0.1%

Value ($000) $2,463 Shares 20,300 Est. Cost $121.35 Unrealized —

— iShares MSCI EAFE ETF 0.0%

Value ($000) $1,733 Shares 3,452 Est. Cost — Unrealized —

— SPDR S&P 500 ETF TR 0.0%

Value ($000) $1,648 Shares 30,511 Est. Cost — Unrealized —

— Twitter Inc 0.0%

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

— iShares MSCI Emerging Markets Indx ETF 0.0%

Value ($000) $286 Shares 1,526 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	2,261,442	$587,590	13.4%	$198.54	—	TR UNIT	78462F103
XLY	SELECT SECTOR SPDR TR	4,137,576	$413,302	9.5%	$12218.24	—	SBI CONS DISCR	81369Y407
XLK	SELECT SECTOR SPDR TR	6,414,054	$411,462	9.4%	$7050.16	—	TECHNOLOGY	81369Y803
XLV	SELECT SECTOR SPDR TR	4,964,346	$401,070	9.2%	$10628.76	—	SBI HEALTHCARE	81369Y209
XLI	SELECT SECTOR SPDR TR	5,459,289	$399,729	9.1%	$9337.98	—	SBI INT-INDS	81369Y704
XLU	SELECT SECTOR SPDR TR	7,933,103	$398,718	9.1%	$5481.01	—	SBI INT-UTILS	81369Y886
XLB	SELECT SECTOR SPDR TR	6,858,298	$383,173	8.8%	$7125.75	—	SBI MATERIALS	81369Y100
XLP	SELECT SECTOR SPDR TR	7,309,159	$382,050	8.7%	$6468.94	—	SBI CONS STPLS	81369Y308
XLE	SELECT SECTOR SPDR TR	5,773,487	$381,166	8.7%	$8319.66	—	SBI INT-ENERGY	81369Y506
XLF	SELECT SECTOR SPDR TR	12,203,679	$331,940	7.6%	$3674.89	—	SBI INT-FINL	81369Y605
XLRE	SELECT SECTOR SPDR TR	2,186,146	$67,967	1.6%	$32.19	—	SBI INT-REALESTATE	81369Y860
EFA	iShares MSCI EAFE ETF	983,400	$67,904	1.6%	$61.77	—	ETF	464287465
IWM	IShares ETF-Rus2000	415,000	$62,379	1.4%	$130.26	—	ETF	464287655
EEM	iShares MSCI Emerging Markets Indx ETF	990,552	$46,843	1.1%	$36.63	—	ETF	464287234
IEMG	ishares ETF - CORE MSCI EMKT	158,637	$9,072	0.2%	$56.74	—	ETF	46434G103
IEI	ISHARES TR - 3-7 YR TREAS BD ETF	48,539	$5,848	0.1%	$124.55	—	ETF	464288661
SHY	iShares Trust - iShares 1-3 Year Treasury Bond ETF	69,406	$5,797	0.1%	$84.49	—	ETF	464287457
GLD	SPDR Gold Trust	43,100	$5,419	0.1%	$120.78	—	ETF	78463V107
—	POWERSHARES QQQ TRUST	29,200	$4,592	0.1%	$116.17	—	ETF	73935A104
TLT	IShares ETF-20yr	20,300	$2,463	0.1%	$121.35	—	ETF	464287432
—	iShares MSCI EAFE ETF	3,452	$1,733	0.0%	—	—	Put	464287955
—	SPDR S&P 500 ETF TR	30,511	$1,648	0.0%	—	—	Put	78462F953
—	Twitter Inc	26,000	$740	0.0%	$37.72	—	Company	90184L102
—	iShares MSCI Emerging Markets Indx ETF	1,526	$286	0.0%	—	—	Put	464287954