Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 10, 2016

Total Value ($000): $2,579,056 (100.0% shares, 0.0% debt)

Holdings (23)

SPY SPDR S&P 500 ETF TR 16.7%

Value ($000) $430,875 Shares 2,084,948 Est. Cost $189.53 Unrealized —

XLU SELECT SECTOR SPDR TR 9.2%

Value ($000) $237,269 Shares 4,619,725 Est. Cost $9375.47 Unrealized —

XLE SELECT SECTOR SPDR TR 9.0%

Value ($000) $231,446 Shares 3,418,697 Est. Cost $14230.20 Unrealized —

XLP SELECT SECTOR SPDR TR 8.9%

Value ($000) $230,555 Shares 4,274,289 Est. Cost $10976.84 Unrealized —

XLK SELECT SECTOR SPDR TR 8.9%

Value ($000) $230,046 Shares 5,362,383 Est. Cost $8978.13 Unrealized —

XLV SELECT SECTOR SPDR TR 8.9%

Value ($000) $229,748 Shares 3,234,071 Est. Cost $16306.57 Unrealized —

XLI SELECT SECTOR SPDR TR 8.6%

Value ($000) $222,578 Shares 4,049,811 Est. Cost $13018.74 Unrealized —

XLB SELECT SECTOR SPDR TR 8.6%

Value ($000) $221,692 Shares 4,860,595 Est. Cost $10373.43 Unrealized —

XLY SELECT SECTOR SPDR TR 8.6%

Value ($000) $220,657 Shares 2,847,550 Est. Cost $17938.45 Unrealized —

XLF SELECT SECTOR SPDR TR 8.5%

Value ($000) $220,035 Shares 9,779,334 Est. Cost $5318.10 Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.8%

Value ($000) $19,475 Shares 572,461 Est. Cost $32.78 Unrealized —

IWM IShares ETF-Rus2000 0.7%

Value ($000) $17,948 Shares 159,000 Est. Cost $112.07 Unrealized —

EFA iShares MSCI EAFE ETF 0.7%

Value ($000) $17,424 Shares 316,800 Est. Cost $57.65 Unrealized —

BOND PIMCO ETF TR-TTL RTN ACTV ETF 0.6%

Value ($000) $15,413 Shares 143,832 Est. Cost $105.67 Unrealized —

TOTL SSGA ACTIVE ETF TR - SPDR TOTAL RETURN TACTICAL ETF 0.5%

Value ($000) $12,001 Shares 240,645 Est. Cost $49.38 Unrealized —

— SPDR S&P 500 ETF TR 0.3%

Value ($000) $7,167 Shares 1,150 Est. Cost — Unrealized —

TLH ISHARES TR - 10-20 YR TRS ETF 0.1%

Value ($000) $2,674 Shares 18,273 Est. Cost $141.16 Unrealized —

IEF ISHARES TR - 7-10 YR TREAS BD ETF 0.1%

Value ($000) $2,659 Shares 23,595 Est. Cost $110.18 Unrealized —

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

Value ($000) $2,650 Shares 20,830 Est. Cost $125.79 Unrealized —

— Twitter Inc 0.1%

Value ($000) $2,524 Shares 150,000 Est. Cost $37.72 Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value ($000) $2,498 Shares 23,500 Est. Cost $106.61 Unrealized —

GLD SPDR Gold Trust 0.1%

Value ($000) $1,472 Shares 11,700 Est. Cost $112.86 Unrealized —

FV DORSEY WRT 5 ETF 0.0%

Value ($000) $250 Shares 11,325 Est. Cost $21.91 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	2,084,948	$430,875	16.7%	$189.53	—	TR UNIT	78462F103
XLU	SELECT SECTOR SPDR TR	4,619,725	$237,269	9.2%	$9375.47	—	SBI INT-UTILS	81369Y886
XLE	SELECT SECTOR SPDR TR	3,418,697	$231,446	9.0%	$14230.20	—	SBI INT-ENERGY	81369Y506
XLP	SELECT SECTOR SPDR TR	4,274,289	$230,555	8.9%	$10976.84	—	SBI CONS STPLS	81369Y308
XLK	SELECT SECTOR SPDR TR	5,362,383	$230,046	8.9%	$8978.13	—	TECHNOLOGY	81369Y803
XLV	SELECT SECTOR SPDR TR	3,234,071	$229,748	8.9%	$16306.57	—	SBI HEALTHCARE	81369Y209
XLI	SELECT SECTOR SPDR TR	4,049,811	$222,578	8.6%	$13018.74	—	SBI INT-INDS	81369Y704
XLB	SELECT SECTOR SPDR TR	4,860,595	$221,692	8.6%	$10373.43	—	SBI MATERIALS	81369Y100
XLY	SELECT SECTOR SPDR TR	2,847,550	$220,657	8.6%	$17938.45	—	SBI CONS DISCR	81369Y407
XLF	SELECT SECTOR SPDR TR	9,779,334	$220,035	8.5%	$5318.10	—	SBI INT-FINL	81369Y605
EEM	iShares MSCI Emerging Markets Indx ETF	572,461	$19,475	0.8%	$32.78	—	ETF	464287234
IWM	IShares ETF-Rus2000	159,000	$17,948	0.7%	$112.07	—	ETF	464287655
EFA	iShares MSCI EAFE ETF	316,800	$17,424	0.7%	$57.65	—	ETF	464287465
BOND	PIMCO ETF TR-TTL RTN ACTV ETF	143,832	$15,413	0.6%	$105.67	—	ETF	72201R775
TOTL	SSGA ACTIVE ETF TR - SPDR TOTAL RETURN TACTICAL ETF	240,645	$12,001	0.5%	$49.38	—	ETF	78467V848
—	SPDR S&P 500 ETF TR	1,150	$7,167	0.3%	—	—	Put	78462F953
TLH	ISHARES TR - 10-20 YR TRS ETF	18,273	$2,674	0.1%	$141.16	—	ETF	464288653
IEF	ISHARES TR - 7-10 YR TREAS BD ETF	23,595	$2,659	0.1%	$110.18	—	ETF	464287440
IEI	ISHARES TR - 3-7 YR TREAS BD ETF	20,830	$2,650	0.1%	$125.79	—	ETF	464288661
—	Twitter Inc	150,000	$2,524	0.1%	$37.72	—	Company	90184L102
—	POWERSHARES QQQ TRUST	23,500	$2,498	0.1%	$106.61	—	ETF	73935A104
GLD	SPDR Gold Trust	11,700	$1,472	0.1%	$112.86	—	ETF	78463V107
FV	DORSEY WRT 5 ETF	11,325	$250	0.0%	$21.91	—	ETF	33738R605