Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 12, 2018

Total Value ($000): $4,526,716 (100.0% shares, 0.0% debt)

Holdings (24)

SPY SPDR S&P 500 ETF TR 13.2%

Value ($000) $597,608 Shares 2,230,964 Est. Cost $197.71 Unrealized —

XLI SELECT SECTOR SPDR TR 9.2%

Value ($000) $416,706 Shares 5,496,717 Est. Cost $9337.98 Unrealized —

XLY SELECT SECTOR SPDR TR 9.2%

Value ($000) $416,687 Shares 4,197,511 Est. Cost $12218.24 Unrealized —

XLB SELECT SECTOR SPDR TR 9.2%

Value ($000) $415,698 Shares 6,855,179 Est. Cost $7125.75 Unrealized —

XLE SELECT SECTOR SPDR TR 9.2%

Value ($000) $415,186 Shares 5,729,079 Est. Cost $8319.66 Unrealized —

XLK SELECT SECTOR SPDR TR 9.2%

Value ($000) $414,319 Shares 6,444,528 Est. Cost $7050.16 Unrealized —

XLP SELECT SECTOR SPDR TR 9.1%

Value ($000) $414,118 Shares 7,277,999 Est. Cost $6468.94 Unrealized —

XLV SELECT SECTOR SPDR TR 9.1%

Value ($000) $413,523 Shares 4,970,832 Est. Cost $10628.76 Unrealized —

XLU SELECT SECTOR SPDR TR 9.1%

Value ($000) $411,295 Shares 7,811,866 Est. Cost $5565.29 Unrealized —

XLF SELECT SECTOR SPDR TR 7.6%

Value ($000) $345,797 Shares 12,301,557 Est. Cost $3674.89 Unrealized —

XLRE SELECT SECTOR SPDR TR 1.6%

Value ($000) $71,151 Shares 2,161,976 Est. Cost $32.20 Unrealized —

EFA iShares MSCI EAFE ETF 1.4%

Value ($000) $62,848 Shares 894,500 Est. Cost $61.04 Unrealized —

IWM IShares ETF-Rus2000 1.2%

Value ($000) $55,497 Shares 361,000 Est. Cost $127.26 Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 1.0%

Value ($000) $43,136 Shares 919,752 Est. Cost $35.81 Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 0.2%

Value ($000) $7,032 Shares 124,195 Est. Cost $56.62 Unrealized —

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

Value ($000) $5,925 Shares 48,539 Est. Cost $124.55 Unrealized —

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

Value ($000) $5,818 Shares 69,406 Est. Cost $84.49 Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value ($000) $4,827 Shares 30,800 Est. Cost $116.17 Unrealized —

GLD SPDR Gold Trust 0.1%

Value ($000) $3,170 Shares 25,800 Est. Cost $117.46 Unrealized —

— SPDR S&P 500 ETF TR 0.0%

Value ($000) $2,149 Shares 42,605 Est. Cost — Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.0%

Value ($000) $1,693 Shares 6,101 Est. Cost — Unrealized —

TLT IShares ETF-20yr 0.0%

Value ($000) $1,596 Shares 12,600 Est. Cost $121.37 Unrealized —

— Twitter Inc 0.0%

Value ($000) $632 Shares 26,000 Est. Cost $37.72 Unrealized —

FV DORSEY WRT 5 ETF 0.0%

Value ($000) $305 Shares 10,975 Est. Cost $21.91 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	2,230,964	$597,608	13.2%	$197.71	—	TR UNIT	78462F103
XLI	SELECT SECTOR SPDR TR	5,496,717	$416,706	9.2%	$9337.98	—	SBI INT-INDS	81369Y704
XLY	SELECT SECTOR SPDR TR	4,197,511	$416,687	9.2%	$12218.24	—	SBI CONS DISCR	81369Y407
XLB	SELECT SECTOR SPDR TR	6,855,179	$415,698	9.2%	$7125.75	—	SBI MATERIALS	81369Y100
XLE	SELECT SECTOR SPDR TR	5,729,079	$415,186	9.2%	$8319.66	—	SBI INT-ENERGY	81369Y506
XLK	SELECT SECTOR SPDR TR	6,444,528	$414,319	9.2%	$7050.16	—	TECHNOLOGY	81369Y803
XLP	SELECT SECTOR SPDR TR	7,277,999	$414,118	9.1%	$6468.94	—	SBI CONS STPLS	81369Y308
XLV	SELECT SECTOR SPDR TR	4,970,832	$413,523	9.1%	$10628.76	—	SBI HEALTHCARE	81369Y209
XLU	SELECT SECTOR SPDR TR	7,811,866	$411,295	9.1%	$5565.29	—	SBI INT-UTILS	81369Y886
XLF	SELECT SECTOR SPDR TR	12,301,557	$345,797	7.6%	$3674.89	—	SBI INT-FINL	81369Y605
XLRE	SELECT SECTOR SPDR TR	2,161,976	$71,151	1.6%	$32.20	—	SBI INT-REALESTATE	81369Y860
EFA	iShares MSCI EAFE ETF	894,500	$62,848	1.4%	$61.04	—	ETF	464287465
IWM	IShares ETF-Rus2000	361,000	$55,497	1.2%	$127.26	—	ETF	464287655
EEM	iShares MSCI Emerging Markets Indx ETF	919,752	$43,136	1.0%	$35.81	—	ETF	464287234
IEMG	ishares ETF - CORE MSCI EMKT	124,195	$7,032	0.2%	$56.62	—	ETF	46434G103
IEI	ISHARES TR - 3-7 YR TREAS BD ETF	48,539	$5,925	0.1%	$124.55	—	ETF	464288661
SHY	iShares Trust - iShares 1-3 Year Treasury Bond ETF	69,406	$5,818	0.1%	$84.49	—	ETF	464287457
—	POWERSHARES QQQ TRUST	30,800	$4,827	0.1%	$116.17	—	ETF	73935A104
GLD	SPDR Gold Trust	25,800	$3,170	0.1%	$117.46	—	ETF	78463V107
—	SPDR S&P 500 ETF TR	42,605	$2,149	0.0%	—	—	Put	78462F953
—	iShares MSCI Emerging Markets Indx ETF	6,101	$1,693	0.0%	—	—	Put	464287954
TLT	IShares ETF-20yr	12,600	$1,596	0.0%	$121.37	—	ETF	464287432
—	Twitter Inc	26,000	$632	0.0%	$37.72	—	Company	90184L102
FV	DORSEY WRT 5 ETF	10,975	$305	0.0%	$21.91	—	ETF	33738R605