Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q4 2013 (Next →)

Filing Date: Feb 14, 2014

Total Value ($000): $550,551 (91.8% shares, 8.2% debt)

Holdings (11)

SPY SPDR TR S&P 500 ETF TR 50.5%

Value ($000) $278,028 Shares 1,505,380 Est. Cost $184.69 Unrealized —

SPY SPY Dec 19 2015 170.0 Put 8.2%

Value ($000) $44,895 Shares 27,913 Est. Cost $184.69 Unrealized —

XLY SELECT SECTOR SPDR TRUST CONSUMER DIS SELECT INDEX 4.9%

Value ($000) $27,150 Shares 406,258 Est. Cost $66.83 Unrealized —

XLI SELECT SECTOR SPDR TRUST INDUSTRIAL SELECT INDEX 4.9%

Value ($000) $27,031 Shares 517,257 Est. Cost $52.26 Unrealized —

XLV SELECT SECTOR SPDR TRUST HEALTH CARE SELECT INDEX 4.8%

Value ($000) $26,392 Shares 476,058 Est. Cost $55.44 Unrealized —

XLF SELECT SECTOR SPDR TRUST FINANCIAL SELECT SECTOR FUND 4.7%

Value ($000) $26,005 Shares 1,189,641 Est. Cost $21.86 Unrealized —

XLB SELECT SECTOR SPDR TRUST MATERIALS SELECT SEC INDEX 4.6%

Value ($000) $25,323 Shares 547,898 Est. Cost $46.22 Unrealized —

XLK SELECT SECTOR SPDR TRUST TECHNOLOGY SELECT INDEX 4.6%

Value ($000) $25,104 Shares 702,416 Est. Cost $35.74 Unrealized —

XLE SELECT SECTOR SPDR TRUST ENERGY SELECT INDEX 4.5%

Value ($000) $24,556 Shares 277,444 Est. Cost $88.51 Unrealized —

XLP SELECT SECTOR SPDR TRUST CONSUMER STAPLES INDEX 4.4%

Value ($000) $24,062 Shares 559,856 Est. Cost $42.98 Unrealized —

XLU SELECT SECTOR SPDR TRUST UTILITIES SELECT INDEX 4.0%

Value ($000) $22,005 Shares 579,549 Est. Cost $37.97 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR TR S&P 500 ETF TR	1,505,380	$278,028	50.5%	$184.69	—	TR UNIT	78462F103
SPY	SPY Dec 19 2015 170.0 Put	27,913	$44,895	8.2%	$184.69	—	Put	78462F103
XLY	SELECT SECTOR SPDR TRUST CONSUMER DIS SELECT INDEX	406,258	$27,150	4.9%	$66.83	—	SBI CONS DISCR	81369Y407
XLI	SELECT SECTOR SPDR TRUST INDUSTRIAL SELECT INDEX	517,257	$27,031	4.9%	$52.26	—	SBI INT-INDS	81369Y704
XLV	SELECT SECTOR SPDR TRUST HEALTH CARE SELECT INDEX	476,058	$26,392	4.8%	$55.44	—	SBI HEALTHCARE	81369Y209
XLF	SELECT SECTOR SPDR TRUST FINANCIAL SELECT SECTOR FUND	1,189,641	$26,005	4.7%	$21.86	—	SBI INT-FINL	81369Y605
XLB	SELECT SECTOR SPDR TRUST MATERIALS SELECT SEC INDEX	547,898	$25,323	4.6%	$46.22	—	SBI MATERIALS	81369Y100
XLK	SELECT SECTOR SPDR TRUST TECHNOLOGY SELECT INDEX	702,416	$25,104	4.6%	$35.74	—	TECHNOLOGY	81369Y803
XLE	SELECT SECTOR SPDR TRUST ENERGY SELECT INDEX	277,444	$24,556	4.5%	$88.51	—	SBI INT-ENERGY	81369Y506
XLP	SELECT SECTOR SPDR TRUST CONSUMER STAPLES INDEX	559,856	$24,062	4.4%	$42.98	—	SBI CONS STPLS	81369Y308
XLU	SELECT SECTOR SPDR TRUST UTILITIES SELECT INDEX	579,549	$22,005	4.0%	$37.97	—	SBI INT-UTILS	81369Y886