Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q3 2018 (← Previous) (Next →)

Filing Date: Nov 14, 2018

Total Value ($000): $4,515,730 (100.0% shares, 0.0% debt)

Holdings (25)

SPY SPDR S&P 500 ETF TR 13.3%

Value ($000) $602,289 Shares 2,071,929 Est. Cost $198.54 Unrealized —

XLK SELECT SECTOR SPDR TR 8.1%

Value ($000) $364,216 Shares 4,852,983 Est. Cost $7050.16 Unrealized —

XLV SELECT SECTOR SPDR TR 8.0%

Value ($000) $362,006 Shares 3,816,211 Est. Cost $10628.76 Unrealized —

XLY SELECT SECTOR SPDR TR 8.0%

Value ($000) $361,819 Shares 3,084,034 Est. Cost $12218.24 Unrealized —

XLC SELECT SECTOR SPDR TR 8.0%

Value ($000) $361,485 Shares 7,350,243 Est. Cost $49.18 Unrealized —

XLI SELECT SECTOR SPDR TR 8.0%

Value ($000) $361,315 Shares 4,605,673 Est. Cost $9337.98 Unrealized —

XLE SELECT SECTOR SPDR TR 8.0%

Value ($000) $360,986 Shares 4,752,942 Est. Cost $8319.66 Unrealized —

XLP SELECT SECTOR SPDR TR 8.0%

Value ($000) $360,415 Shares 6,692,939 Est. Cost $6187.36 Unrealized —

XLB SELECT SECTOR SPDR TR 8.0%

Value ($000) $359,748 Shares 6,170,640 Est. Cost $7125.75 Unrealized —

XLU SELECT SECTOR SPDR TR 7.9%

Value ($000) $357,951 Shares 6,901,514 Est. Cost $5481.01 Unrealized —

XLF SELECT SECTOR SPDR TR 6.4%

Value ($000) $291,078 Shares 10,444,152 Est. Cost $3674.89 Unrealized —

IWM IShares ETF-Rus2000 2.2%

Value ($000) $98,808 Shares 588,000 Est. Cost $141.25 Unrealized —

EFA iShares MSCI EAFE ETF 2.1%

Value ($000) $93,228 Shares 1,360,000 Est. Cost $63.62 Unrealized —

XLRE SELECT SECTOR SPDR TR 1.5%

Value ($000) $68,348 Shares 2,121,938 Est. Cost $32.19 Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 0.7%

Value ($000) $31,827 Shares 610,760 Est. Cost $53.30 Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.7%

Value ($000) $30,511 Shares 706,101 Est. Cost $36.91 Unrealized —

— SPDR S&P 500 ETF TR 0.4%

Value ($000) $18,672 Shares 62,018 Est. Cost — Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.1%

Value ($000) $6,619 Shares 14,076 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value ($000) $5,854 Shares 31,500 Est. Cost $120.60 Unrealized —

— iShares MSCI EAFE ETF 0.1%

Value ($000) $4,653 Shares 9,619 Est. Cost — Unrealized —

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

Value ($000) $4,556 Shares 38,279 Est. Cost $124.55 Unrealized —

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

Value ($000) $4,544 Shares 54,717 Est. Cost $84.49 Unrealized —

TLT IShares ETF-20yr 0.1%

Value ($000) $2,387 Shares 20,300 Est. Cost $121.35 Unrealized —

GLD SPDR Gold Trust 0.0%

Value ($000) $1,650 Shares 3,329 Est. Cost $120.78 Unrealized —

— Twitter Inc 0.0%

Value ($000) $765 Shares 26,000 Est. Cost $37.72 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	2,071,929	$602,289	13.3%	$198.54	—	TR UNIT	78462F103
XLK	SELECT SECTOR SPDR TR	4,852,983	$364,216	8.1%	$7050.16	—	TECHNOLOGY	81369Y803
XLV	SELECT SECTOR SPDR TR	3,816,211	$362,006	8.0%	$10628.76	—	SBI HEALTHCARE	81369Y209
XLY	SELECT SECTOR SPDR TR	3,084,034	$361,819	8.0%	$12218.24	—	SBI CONS DISCR	81369Y407
XLC	SELECT SECTOR SPDR TR	7,350,243	$361,485	8.0%	$49.18	—	SBI COMMUNICATIONS	81369Y852
XLI	SELECT SECTOR SPDR TR	4,605,673	$361,315	8.0%	$9337.98	—	SBI INT-INDS	81369Y704
XLE	SELECT SECTOR SPDR TR	4,752,942	$360,986	8.0%	$8319.66	—	SBI INT-ENERGY	81369Y506
XLP	SELECT SECTOR SPDR TR	6,692,939	$360,415	8.0%	$6187.36	—	SBI CONS STPLS	81369Y308
XLB	SELECT SECTOR SPDR TR	6,170,640	$359,748	8.0%	$7125.75	—	SBI MATERIALS	81369Y100
XLU	SELECT SECTOR SPDR TR	6,901,514	$357,951	7.9%	$5481.01	—	SBI INT-UTILS	81369Y886
XLF	SELECT SECTOR SPDR TR	10,444,152	$291,078	6.4%	$3674.89	—	SBI INT-FINL	81369Y605
IWM	IShares ETF-Rus2000	588,000	$98,808	2.2%	$141.25	—	ETF	464287655
EFA	iShares MSCI EAFE ETF	1,360,000	$93,228	2.1%	$63.62	—	ETF	464287465
XLRE	SELECT SECTOR SPDR TR	2,121,938	$68,348	1.5%	$32.19	—	SBI INT-REALESTATE	81369Y860
IEMG	ishares ETF - CORE MSCI EMKT	610,760	$31,827	0.7%	$53.30	—	ETF	46434G103
EEM	iShares MSCI Emerging Markets Indx ETF	706,101	$30,511	0.7%	$36.91	—	ETF	464287234
—	SPDR S&P 500 ETF TR	62,018	$18,672	0.4%	—	—	Put	78462F953
—	iShares MSCI Emerging Markets Indx ETF	14,076	$6,619	0.1%	—	—	Put	464287954
—	POWERSHARES QQQ TRUST	31,500	$5,854	0.1%	$120.60	—	ETF	73935A104
—	iShares MSCI EAFE ETF	9,619	$4,653	0.1%	—	—	Put	464287955
IEI	ISHARES TR - 3-7 YR TREAS BD ETF	38,279	$4,556	0.1%	$124.55	—	ETF	464288661
SHY	iShares Trust - iShares 1-3 Year Treasury Bond ETF	54,717	$4,544	0.1%	$84.49	—	ETF	464287457
TLT	IShares ETF-20yr	20,300	$2,387	0.1%	$121.35	—	ETF	464287432
GLD	SPDR Gold Trust	3,329	$1,650	0.0%	$120.78	—	Put	78463V107
—	Twitter Inc	26,000	$765	0.0%	$37.72	—	Company	90184L102