Swan Global Investments, LLC Hedge Fund

Location: Durango, CO

CIK: 0001591505 · Show all filings

Period: Q2 2014 (← Previous) (Next →)

Filing Date: Aug 12, 2014

Total Value: $1.197B (100.0% shares, 0.0% debt)

Holdings (12)

SPY SPDR TR S&P 500 ETF TR 25.8%

Value $309M Shares 1,580,580 Est. Cost $185.17 Unrealized —

XLV SELECT SECTOR SPDR TRUST HEALTH CARE SELECT INDEX 8.6%

Value $103M Shares 1,696,181 Est. Cost $31119.02 Unrealized —

XLE SELECT SECTOR SPDR TRUST ENERGY SELECT INDEX 8.5%

Value $102M Shares 1,014,296 Est. Cost $47795.30 Unrealized —

XLI SELECT SECTOR SPDR TRUST INDUSTRIAL SELECT INDEX 8.4%

Value $100M Shares 1,855,409 Est. Cost $28351.88 Unrealized —

XLB SELECT SECTOR SPDR TRUST MATERIALS SELECT SEC INDEX 8.3%

Value $98.76M Shares 1,989,537 Est. Cost $25276.41 Unrealized —

XLF SELECT SECTOR SPDR TRUST FINANCIAL SELECT SECTOR FUND 8.2%

Value $98.52M Shares 4,332,492 Est. Cost $11974.57 Unrealized —

XLY SELECT SECTOR SPDR TRUST CONSUMER DIS SELECT INDEX 8.2%

Value $97.81M Shares 1,465,561 Est. Cost $35158.90 Unrealized —

XLK SELECT SECTOR SPDR TRUST TECHNOLOGY SELECT INDEX 8.1%

Value $97.01M Shares 2,529,579 Est. Cost $19282.24 Unrealized —

XLU SELECT SECTOR SPDR TRUST UTILITIES SELECT INDEX 8.0%

Value $95.23M Shares 2,151,756 Est. Cost $21541.15 Unrealized —

XLP SELECT SECTOR SPDR TRUST CONSUMER STAPLES INDEX 7.7%

Value $92.38M Shares 2,070,435 Est. Cost $23014.91 Unrealized —

— SPDR TR S&P 500 ETF Call * 0.2%

Value $2.221M Shares 104 Est. Cost — Unrealized —

— SPDR TR S&P 500 ETF PUT 0.1%

Value $677K Shares 30,305 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR TR S&P 500 ETF TR	1,580,580	$309M	25.8%	$185.17	—	TR UNIT	78462F103
XLV	SELECT SECTOR SPDR TRUST HEALTH CARE SELECT INDEX	1,696,181	$103M	8.6%	$31119.02	—	SBI HEALTHCARE	81369Y209
XLE	SELECT SECTOR SPDR TRUST ENERGY SELECT INDEX	1,014,296	$102M	8.5%	$47795.30	—	SBI INT-ENERGY	81369Y506
XLI	SELECT SECTOR SPDR TRUST INDUSTRIAL SELECT INDEX	1,855,409	$100M	8.4%	$28351.88	—	SBI INT-INDS	81369Y704
XLB	SELECT SECTOR SPDR TRUST MATERIALS SELECT SEC INDEX	1,989,537	$98.76M	8.3%	$25276.41	—	SBI MATERIALS	81369Y100
XLF	SELECT SECTOR SPDR TRUST FINANCIAL SELECT SECTOR FUND	4,332,492	$98.52M	8.2%	$11974.57	—	SBI INT-FINL	81369Y605
XLY	SELECT SECTOR SPDR TRUST CONSUMER DIS SELECT INDEX	1,465,561	$97.81M	8.2%	$35158.90	—	SBI CONS DISCR	81369Y407
XLK	SELECT SECTOR SPDR TRUST TECHNOLOGY SELECT INDEX	2,529,579	$97.01M	8.1%	$19282.24	—	TECHNOLOGY	81369Y803
XLU	SELECT SECTOR SPDR TRUST UTILITIES SELECT INDEX	2,151,756	$95.23M	8.0%	$21541.15	—	SBI INT-UTILS	81369Y886
XLP	SELECT SECTOR SPDR TRUST CONSUMER STAPLES INDEX	2,070,435	$92.38M	7.7%	$23014.91	—	SBI CONS STPLS	81369Y308
—	SPDR TR S&P 500 ETF Call *	104	$2.221M	0.2%	—	—	Call	78462F903
—	SPDR TR S&P 500 ETF PUT	30,305	$677K	0.1%	—	—	Put	78462F953