Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Aug 7, 2018

Total Value ($000): $4,407,981 (100.0% shares, 0.0% debt)

Holdings (24)

SPY SPDR S&P 500 ETF TR 13.1%

Value ($000) $578,405 Shares 2,135,201 Est. Cost $198.54 Unrealized —

XLK SELECT SECTOR SPDR TR 9.8%

Value ($000) $432,290 Shares 6,220,051 Est. Cost $7050.16 Unrealized —

XLY SELECT SECTOR SPDR TR 9.6%

Value ($000) $421,815 Shares 3,865,980 Est. Cost $12218.24 Unrealized —

XLV SELECT SECTOR SPDR TR 9.1%

Value ($000) $401,371 Shares 4,818,959 Est. Cost $10628.76 Unrealized —

XLE SELECT SECTOR SPDR TR 9.1%

Value ($000) $400,752 Shares 5,310,074 Est. Cost $8319.66 Unrealized —

XLP SELECT SECTOR SPDR TR 8.9%

Value ($000) $394,155 Shares 7,644,581 Est. Cost $6187.36 Unrealized —

XLI SELECT SECTOR SPDR TR 8.7%

Value ($000) $385,026 Shares 5,386,484 Est. Cost $9337.98 Unrealized —

XLB SELECT SECTOR SPDR TR 8.6%

Value ($000) $380,539 Shares 6,575,769 Est. Cost $7125.75 Unrealized —

XLU SELECT SECTOR SPDR TR 8.6%

Value ($000) $377,054 Shares 7,271,203 Est. Cost $5481.01 Unrealized —

XLF SELECT SECTOR SPDR TR 7.2%

Value ($000) $315,652 Shares 11,871,149 Est. Cost $3674.89 Unrealized —

IWM IShares ETF-Rus2000 1.6%

Value ($000) $70,960 Shares 433,000 Est. Cost $131.66 Unrealized —

XLRE SELECT SECTOR SPDR TR 1.6%

Value ($000) $68,580 Shares 2,101,761 Est. Cost $32.19 Unrealized —

EFA iShares MSCI EAFE ETF 1.5%

Value ($000) $65,801 Shares 988,000 Est. Cost $61.77 Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 1.0%

Value ($000) $44,319 Shares 1,038,152 Est. Cost $36.91 Unrealized —

— SPDR S&P 500 ETF TR 0.8%

Value ($000) $35,332 Shares 43,316 Est. Cost — Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 0.2%

Value ($000) $8,949 Shares 173,337 Est. Cost $56.31 Unrealized —

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

Value ($000) $5,507 Shares 45,882 Est. Cost $124.55 Unrealized —

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

Value ($000) $5,469 Shares 65,584 Est. Cost $84.49 Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value ($000) $5,238 Shares 30,600 Est. Cost $118.68 Unrealized —

GLD SPDR Gold Trust 0.1%

Value ($000) $5,095 Shares 43,100 Est. Cost $120.78 Unrealized —

TLT IShares ETF-20yr 0.1%

Value ($000) $2,479 Shares 20,300 Est. Cost $121.35 Unrealized —

— iShares MSCI EAFE ETF 0.0%

Value ($000) $1,650 Shares 3,329 Est. Cost — Unrealized —

— Twitter Inc 0.0%

Value ($000) $1,165 Shares 26,000 Est. Cost $37.72 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.0%

Value ($000) $378 Shares 1,266 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	2,135,201	$578,405	13.1%	$198.54	—	TR UNIT	78462F103
XLK	SELECT SECTOR SPDR TR	6,220,051	$432,290	9.8%	$7050.16	—	TECHNOLOGY	81369Y803
XLY	SELECT SECTOR SPDR TR	3,865,980	$421,815	9.6%	$12218.24	—	SBI CONS DISCR	81369Y407
XLV	SELECT SECTOR SPDR TR	4,818,959	$401,371	9.1%	$10628.76	—	SBI HEALTHCARE	81369Y209
XLE	SELECT SECTOR SPDR TR	5,310,074	$400,752	9.1%	$8319.66	—	SBI INT-ENERGY	81369Y506
XLP	SELECT SECTOR SPDR TR	7,644,581	$394,155	8.9%	$6187.36	—	SBI CONS STPLS	81369Y308
XLI	SELECT SECTOR SPDR TR	5,386,484	$385,026	8.7%	$9337.98	—	SBI INT-INDS	81369Y704
XLB	SELECT SECTOR SPDR TR	6,575,769	$380,539	8.6%	$7125.75	—	SBI MATERIALS	81369Y100
XLU	SELECT SECTOR SPDR TR	7,271,203	$377,054	8.6%	$5481.01	—	SBI INT-UTILS	81369Y886
XLF	SELECT SECTOR SPDR TR	11,871,149	$315,652	7.2%	$3674.89	—	SBI INT-FINL	81369Y605
IWM	IShares ETF-Rus2000	433,000	$70,960	1.6%	$131.66	—	ETF	464287655
XLRE	SELECT SECTOR SPDR TR	2,101,761	$68,580	1.6%	$32.19	—	SBI INT-REALESTATE	81369Y860
EFA	iShares MSCI EAFE ETF	988,000	$65,801	1.5%	$61.77	—	ETF	464287465
EEM	iShares MSCI Emerging Markets Indx ETF	1,038,152	$44,319	1.0%	$36.91	—	ETF	464287234
—	SPDR S&P 500 ETF TR	43,316	$35,332	0.8%	—	—	Put	78462F953
IEMG	ishares ETF - CORE MSCI EMKT	173,337	$8,949	0.2%	$56.31	—	ETF	46434G103
IEI	ISHARES TR - 3-7 YR TREAS BD ETF	45,882	$5,507	0.1%	$124.55	—	ETF	464288661
SHY	iShares Trust - iShares 1-3 Year Treasury Bond ETF	65,584	$5,469	0.1%	$84.49	—	ETF	464287457
—	POWERSHARES QQQ TRUST	30,600	$5,238	0.1%	$118.68	—	ETF	73935A104
GLD	SPDR Gold Trust	43,100	$5,095	0.1%	$120.78	—	ETF	78463V107
TLT	IShares ETF-20yr	20,300	$2,479	0.1%	$121.35	—	ETF	464287432
—	iShares MSCI EAFE ETF	3,329	$1,650	0.0%	—	—	Put	464287955
—	Twitter Inc	26,000	$1,165	0.0%	$37.72	—	Company	90184L102
—	iShares MSCI Emerging Markets Indx ETF	1,266	$378	0.0%	—	—	Put	464287954